1. Sample Spaces and Events
- Sample Space (S): The set of all possible outcomes of an experiment. For example, when rolling a standard six-sided die, the sample space is $S = \{1, 2, 3, 4, 5, 6\}$.
- Event (E): A subset of the sample space. It is a collection of one or more outcomes. For example, the event 'rolling an even number' is $E = \{2, 4, 6\}$.
2. Combining Events with Venn Diagrams
Venn diagrams are useful for visualizing relationships between events.
- Union ($A \cup B$): The event that either A or B (or both) occurs. It is represented by the total area covered by both circles.

- Intersection ($A \cap B$): The event that both A and B occur. It is represented by the overlapping area of the circles.

3. Mutually Exclusive Events
Two events, A and B, are mutually exclusive (or disjoint) if they cannot occur at the same time. This means their intersection is empty, i.e., $A \cap B = \emptyset$, and therefore $P(A \cap B) = 0$.
Example: When rolling a die, the event 'rolling a 2' and the event 'rolling a 5' are mutually exclusive. You can't roll both at once. In a Venn diagram, their circles would not overlap.
4. The Addition Rules of Probability
These rules help us find the probability of the union of events.

- General Addition Rule: For any two events A and B, the probability that A or B occurs is:
$P(A \cup B) = P(A) + P(B) - P(A \cap B)$
We subtract the intersection $P(A \cap B)$ because it is counted twice when we add $P(A)$ and $P(B)$.
- Addition Rule for Mutually Exclusive Events:

If A and B are mutually exclusive, then $P(A \cap B) = 0$. The rule simplifies to:
$P(A \cup B) = P(A) + P(B)$
5. Multi-Stage Experiments
Many experiments happen in stages. We can use tools to find the total number of outcomes.
- The Fundamental Counting Principle: If an event can occur in $m$ ways, and a second event can occur in $n$ ways, then the total number of ways both events can occur in sequence is $m \times n$.
Example: If you have 3 shirts and 2 pairs of pants, you have $3 \times 2 = 6$ possible outfits.
- Tree Diagrams: A visual way to represent the sample space of a multi-stage experiment. Each branch represents a possible outcome for a stage.
Example: Tossing a coin twice. The first toss has 2 branches (H, T). From each of those, the second toss has 2 branches (H, T). The final outcomes are HH, HT, TH, TT.
6. Geometric Probability

For some problems, outcomes are represented by points in a geometric space (like a line, a rectangle, or a circle). Probability is found by comparing areas (or lengths).
$P(\text{Event}) = \frac{\text{Area of the favorable region}}{\text{Area of the total sample space}}$
Example: A dart is thrown at a square board with a circle inscribed in it. The probability of the dart landing in the circle is the ratio of the circle's area to the square's area.