
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as countable additivity. The difference between a probability measure and the more general notion of measure (which includes concepts like area or volume) is that a probability measure must assign...
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http://en.wikipedia.org/wiki/Probability_measure

(from the article `probability theory`) Given a set and a -field of subsets of , a probability measure is a function that assigns to each set a nonnegative real number and that has ...
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http://www.britannica.com/eb/a-z/p/116
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