2  Lecture 1: Probability Review

2.1 Sample Spaces and Events

A sample space is the set of all possible outcomes of an experiment.
An event is a subset of the sample space.

Let \(S\) be the sample space and \(A \subseteq S\) be an event.

2.2 Basic Probability Rules

• \(P(S) = 1\)
• \(P(A) \geq 0\)
• If \(A \cap B = \emptyset\) , then \(P(A \cup B) = P(A) + P(B)\)