Set notation

A ⊂ S - A is a subset of S
A ∪ B - union of A and B
A ∩ B - intersection of A and B
∅ − empty set
A ∩ B = ∅ - A and B are mutually exclusive (or disjoint)
A = S \ A - compliment of A

Probability axioms

1. For every event A, 0 ≤ P(A) ≤ 1

2. P(S) = 1
3. If A1 , A 2 ,... is a sequence of mutually exclusive events then
P(at least one of A i holds) = P(U A i ) = ∑ P(Ai )

The following properties of the probability are direct

consequences of probability axioms

1. P(A) = 1 - P(A)
2. P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
3. If A ⊂ B then P(A) ≤ P(B)
or equivalently 1

If A implies B then P(A) ≤ P(B)