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.