Probability Measure is Monotone
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Theorem
Let $\Pr$ be a probability measure on an event space $\Sigma$.
Then $\Pr$ is monotone, that is:
- $A, B \in \Sigma: A \subseteq B \implies \Pr \left({A}\right) \le \Pr \left({B}\right)$.
Proof
As by definition a probability measure is a measure, we can directly use the result Measure is Monotone.
$\blacksquare$