A probability measure is an assignment of real numbers to the events defined on . The probability of an event A is denoted by P[A].

2 The set of properties that th e assignment must satisfy are sometimes called the axioms of probability. This axiomatic formulation of probability is the aforementioned great accomplishment by Kolmogo rov [208] published in 1933. The probability assigned to an event corresponds to tha t value at which we expect the relative frequency of the associated result to stabilize in an infinitely long sequence of independent trials of the real-world experiment. Example 2.4: Tossing of two coins continued. If the sample space is the one defined by (2.4) and (2.3), a possible probability assignment to the simple even ts is P[{1}] = 1 2 , P[{2}] = P [{3}] = 1 4 , andP[{4}] = 0. Ho ever, this assignment is not appropriate to reflect the coin-tossing experime nt. Example 2.5: Response time to the eb request continued. If is the set of all response times given by (2.5) and e define the event Et by Et = { : 0 t}, (2.9) 2 Note that some authors rite P(A) or P{A} instead of P[A], the notation