The three Axioms of Probability are:
1. 0 ≤ P(E) ≤ 1
2. P(Ω) = 1
3. If E and F are mutually exclusive events, P(E ∪ F) = P(E) + P(F)
The first axiom states that the probability of an event is a number between 0 and 1. This is in keeping with
our intuitive definition of probability as a fraction of occurrence.
The second axiom states that the event described by the entire sample space has probability of 1. If ω is the
outcome of an experimental trial, then ω ∈ Ω, by the definition of the sample space, so the event described
by Ω must occur on every trial. Intuitively, we can say that every experiment we perform must yield some
kind of result, and that result must be in the sample space, so the “event” described by the sample space is
so general that it must always occur.