A **random experiment** is an experiment with the following properties:

- It is known, which outcomes it has, before it takes place, but
- is is generally unknown, which outcome it will have, until the experiment took place, and
- it is possible to find out, which outcome the experiment had after it took place.

The set of all outcomes is called **probability space** and denoted by \(\Omega\).

Any subset \(F\subseteq \Omega\) of outcomes is called a **random event** or just **event**. We denote events, using Latin capital letters \(A,B,C,\ldots\).

| | | | | created: 2014-02-20 23:30:53 | modified: 2014-09-13 14:14:55 | by: *bookofproofs* | references: [856]

## 1.**Definition**: Certain and Impossible Event

## 2.**Explanation**: How to Interpret Events Which Are Constructed From Other Events Doing Set Operations?

## 3.**Proposition**: Probability of the Complement Event

## 4.**Proposition**: Probability of Included Event

## 5.**Proposition**: Probability of Event Difference

## 6.**Proposition**: Probability of Event Union

## 7.**Proposition**: Probability of Joint Events