Basics

Probability theory uses the language of sets. As we will see later, probability is defined and calculated for sets. Thus, here we briefly review some basic concepts from set theory that are used in this course. We discuss set notations, definitions, and operations (such as intersections and unions). We then introduce countable and uncountable sets. Finally, we briefly discuss functions. This section may seem somewhat theoretical and thus less interesting than the rest of the course, but it lays the foundation for what is to come.