Probability axioms

The standard probability axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933.[1] These axioms remain central and have direct contributions to mathematics, the physical sciences, and real-world probability cases.[2]

There are several other (equivalent) approaches to formalising probability. Bayesians will often motivate the Kolmogorov axioms by invoking Cox's theorem or the Dutch book arguments instead.[3][4]

  1. ^ Kolmogorov, Andrey (1950) [1933]. Foundations of the theory of probability. New York, US: Chelsea Publishing Company.
  2. ^ Aldous, David. "What is the significance of the Kolmogorov axioms?". David Aldous. Retrieved November 19, 2019.
  3. ^ Cox, R. T. (1946). "Probability, Frequency and Reasonable Expectation". American Journal of Physics. 14 (1): 1–10. Bibcode:1946AmJPh..14....1C. doi:10.1119/1.1990764.
  4. ^ Cox, R. T. (1961). The Algebra of Probable Inference. Baltimore, MD: Johns Hopkins University Press.