Definition 1.2.1.
A probability distribution on a sample space \(\Omega\) assigns probabilities to every event, satisfying the following conditions:
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\(\Pr(\Omega) = 1\text{.}\)
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\(0 \leq \Pr(A) \leq 1\) for any event \(A\text{.}\)
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If \(A \cap B = \emptyset\text{,}\) then \(\Pr(A\cup B) = \Pr(A) + \Pr(B)\text{.}\)
