# Probability measure

## Measure of total value one, generalizing probability distributions / From Wikipedia, the free encyclopedia

#### Dear Wikiwand AI, let's keep it short by simply answering these key questions:

Can you list the top facts and stats about Probability measure?

Summarize this article for a 10 years old

In mathematics, a **probability measure** is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as *countable additivity*.[1] The difference between a probability measure and the more general notion of measure (which includes concepts like area or volume) is that a probability measure must assign value 1 to the entire probability space.

Part of a series on statistics |

Probability theory |
---|

Intuitively, the additivity property says that the probability assigned to the union of two disjoint events by the measure should be the sum of the probabilities of the events; for example, the value assigned to "1 or 2" in a throw of a dice should be the sum of the values assigned to "1" and "2".

Probability measures have applications in diverse fields, from physics to finance and biology.