CHAPTER 1
Basic Probability Theory
PART I: THEORY
It is assumed that the reader has had a course in elementary probability. In this chapter we discuss more advanced material, which is required for further developments.
1.1 OPERATIONS ON SETS
Let 
denote a sample space. Let E1, E2 be subsets of . We denote the union by E1 
E2 and the intersection by E1 
E2. 
= − E denotes the complement of E. By DeMorgan’s laws 
= 1 2 and = 1 2.
Given a sequence of sets {En, n ≥ 1} (finite or infinite), we define ...
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