**Introduction**

**Kolmogorov axioms** or **probability axioms **were introduced by Soviet mathematician **Andrey Kolmogorov**(April 25, 1903- October 20, 1987).

All the theorems in probability theory are derived from the axioms.

**Axioms**

Given a **sample space S** and a **σ-algebra F**, a **probability function P **must satisfy the following three properties:

1. For any element A of σ-algebra F, P(A) ≧ 0.

2. P(S) = 1.

3. If of σ-algebra F are **pairwise disjoint**, .

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