1.1 Sample space and events
1.1.1 Introduction to sample space
Definition:
e.g. Rolling a dice
- experiment: rolling the dice
- outcome: the result of experiment (a number in 1~6)
- sample space($\Omega$): all possible outcome of the experiment (1~6)
Examples:
1.1.2 Set Operations
Definition:
Let $\Omega$ be a given sample space and $E,F\subset\Omega$ are 2 events.
- $E \cup F := \{x\in\Omega:x\in E\ or\ x\in F\}$
- The union of $E,F$. (either one of them occurs)
- $E \cap F := \{x\in\Omega:x\in E\ and\ x\in F\}$:
- $E \cap F$ equals $EF$. ( both they two occur)
- The intersection of $E,F$.
- $E^c := \{x\in\Omega:x\notin E\}$
- The complement of $E$. ( the negation of $E$, $E$ doesn’t occur)

- Null event: $\empty$, consisting no outcomes.
- If $E \cap F = \empty$, then they’re mutually exclusive or disjoint events.