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Axiom 1

Axiom 2

Axiom 3

Suppose are disjoint Borel sets. Then are distinct events in .Therefore,

Thus the random variable X induces a probability space


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http://nptel.iitm.ac.in/courses/Webcourse-contents/IIT-%20Guwahati/probability_rp/module_02_random_variables/lect_07/slides/slide12.... 6/23/2009

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