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In mathematics, a probability space is a set S, together with a σ-algebra X on S and a measure P on that σ-algebra such that P(S) = 1.

The set S is called the sample space and the elements of X are called the events. The measure P is called the probability measure, and P(E) is the probability of the event E.

The above is a compact form of stating the probability axioms.

Note that not all subsets of a probability space are events.

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