SaitechAI — Algebra of Events (Probability): Set Theoretic Notes

A and B are events (subsets of sample space S). This page summarizes event operations using set notation, with examples.

1 Basic Set-Theoretic Notations (Events)

Term / Statement Set Notation Meaning (in probability language)
Sample space S Set of all possible outcomes.
Outcome (sample point) ω (or a) A single outcome of the random experiment.
Event A A ⊂ S (or A ⊆ S) A is a subset of S.
Event A has occurred ω ∈ A The observed outcome belongs to A.
Event A has not occurred ω ∉ A The observed outcome does not belong to A.
At least one of A or B occurs A ∪ B A occurs OR B occurs OR both occur.
Both A and B occur A ∩ B Common outcomes of A and B.
Not A (complement of A) Aᶜ or A′ or Ā All outcomes in S that are not in A.

2 Union of Events

Union of A and B is written as A ∪ B.

A ∪ B = outcomes where A occurs, or B occurs, or both occur.

Example (Die)

Let S = {1,2,3,4,5,6}, A = {2,4,6} (even), B = {1,3,5} (odd).

A ∪ B = {1,2,3,4,5,6} = S

Example (Sets)

If A = {1,2,3}, B = {3,4}, then

A ∪ B = {1,2,3,4}

3 Intersection of Events

Intersection of A and B is written as A ∩ B.

A ∩ B = outcomes where both A and B occur (common outcomes).

Example (Die)

Let A = {2,4,6} (even) and C = {2,3,5}.

A ∩ C = {2}

Key idea

If there is no common outcome, then intersection is empty: .

4 Complement of an Event

The complement of A is written as Aᶜ (or A′ or Ā).

Aᶜ = S \\ A

Example (Die)

S = {1,2,3,4,5,6}, A = {2,4,6}

Aᶜ = {1,3,5}

Important

A ∪ Aᶜ = S and A ∩ Aᶜ = ∅

5 De Morgan’s Laws

These connect complement with union / intersection:

  • (A ∪ B)ᶜ = Aᶜ ∩ Bᶜ
  • (A ∩ B)ᶜ = Aᶜ ∪ Bᶜ

Quick verification (Die)

A={2,4,6}, B={1,3,5}, S={1,2,3,4,5,6}

A ∪ B = S(A ∪ B)ᶜ = ∅

Aᶜ = {1,3,5}, Bᶜ = {2,4,6}

Aᶜ ∩ Bᶜ = ∅

Interpretation

(A ∪ B)ᶜ means “neither A nor B occurs”.

Aᶜ ∩ Bᶜ means “not A AND not B”.

6 “A implies B” using subsets

If event A implies event B, then A is a subset of B:

A ⊆ B ⇒ whenever A occurs, B must also occur.

Example (Die)

Let A = “number is 4” = {4}, and B = “number is even” = {2,4,6}.

Then A ⊆ B, so occurrence of A guarantees occurrence of B.

7 Mutually Exclusive and Not Mutually Exclusive

Mutually exclusive events cannot occur together:

A ∩ B = ∅

Not mutually exclusive events can occur together (partially overlapping):

A ∩ B ≠ ∅

Example (Mutually exclusive)

Single card draw: A = “Heart”, B = “Spade”.

A ∩ B = ∅

Example (Not mutually exclusive)

Single card draw: A = “King”, B = “Spade”.

A ∩ B contains “King of Spades” ⇒ not empty.

8 Mutually Exclusive and Exhaustive System of Events

Events E₁, E₂, …, Eₙ form a mutually exclusive and exhaustive system if:

  • Eᵢ ∩ Eⱼ = ∅ for i ≠ j (no overlap)
  • E₁ ∪ E₂ ∪ … ∪ Eₙ = S (covers entire sample space)

Example (Die)

E₁={1}, E₂={2}, …, E₆={6}

All pairwise intersections are empty, and union is S.

Example (Three events)

Let S be all outcomes. If A ∩ B = ∅, B ∩ C = ∅, A ∩ C = ∅, and A ∪ B ∪ C = S, then {A,B,C} is mutually exclusive & exhaustive.

9 Worked Example (From your manuscript-style sets)

Take

S = {1,2,3,4,5,6}

A = {2,4,6}, B = {1,3,5}, C = {2,3,5}

A ∪ B = {1,2,3,4,5,6} = S

A ∩ C = {2}

B ∩ C = {3,5}

Aᶜ = {1,3,5}

Bᶜ = {2,4,6}

(A ∪ B)ᶜ = ∅ and Aᶜ ∩ Bᶜ = ∅ (De Morgan check)