Probability Measure

Consider a Probability Space $(S, \Bbb{S}, P)$ where $(S, \Bbb{S})$ is a Measurable Space and $P$ is a Measure on $\Bbb{S}$ with $P(S) = 1$. Then the Measure $P$ is said to be a probability measure. Equivalently, $P$ is said to be normalized.

See also Measurable Space, Measure, Probability, Probability Space, State Space