Notions of Probability Theory
Probability theory deals with predicting how likely it is that something will happen.
The process by which an observation is made is called an experiment or a trial.
The collection of basic outcomes (or sample points) for our experiment is called the sample space.
An event is a subset of the sample space.
Probabilities are numbers between 0 and 1, where 0 indicates impossibility and 1, certainty.
A probability function/distribution distributes a probability mass of 1 throughout the sample space.