That's why sigma additivity (property of a probability measure) only allows union/sum only of a countable number of elements of the sigma algebra: > http://en.

That's why sigma additivity (property of a probability measure) only allows union/sum only of a countable number of elements of the sigma algebra: > http://en.wikipedia.org/wiki/Sigma_additivity http://en.wikipedia.org/wiki/Sigma_additivity