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  • https://math.libretexts.org/Under_Construction/Purgatory/Remixer_University/Username%3A_ASCCC/Statistics%3A_UC_Davis/1%3A_Notes/1.06%3A_06_A_brief_excursion_into_measure_theory
    That is, it satisfies all the axioms of a probability measure except it is defined on an algebra and not a σ-algebra; σ-additivity is satisfied whenever the countable union of disjoi...That is, it satisfies all the axioms of a probability measure except it is defined on an algebra and not a σ-algebra; σ-additivity is satisfied whenever the countable union of disjoint sets in the algebra is also an element of the algebra.

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