Additivity
(Finitely) Additive Set Function
Let
it follows that:
(see union, summation notation)
Value of empty set
Either
proof
Additivity implies that for every set
Monotonicity
If
That is,
Set Difference
If
Sigma Additive Set Function
Also known as a countably additive set function.
For every sequence
holds, then
Every sigma-additive set function is additive, but not every additive set function is sigma-additive.
An example of a
If
holds.