Let \(S\) be a sample space with probability measure \(P\), and let \(B\subseteq S\) be some event with \(P(B)>0\). Show that the function \(G(A)=P(A\,|\, B)\) is a new probability measure on \(S\). That is, show that \(G\) satisfies the axioms:

  1. total measure 1;
  2. nonnegativity;
  3. countable additivity.