Probability and Random

Processes
Chapter 1
Introduction
 Since probability theory relies on the concept
of set theory heavily, a review of set theory is
given in the following sections.
 Review of Set Notation
Element
Subset
Compliment

Intersection
Union
 Set difference (B\A)
Disjoint
 Commutative property
A B B A and A B B A
Associative

A B C A B C and A B C A B C

Distributive
A B C A B A C and
A B C A B A C
 DeMorgans law

A B
c
A B and
c c
A B
c
Ac B c