This document introduces key concepts in probability including:
- Random events have uncertain outcomes but a regular distribution appears with large numbers of trials.
- Probability is the proportion of times an outcome would occur with many trials.
- Set theory concepts like unions, intersections, and complements are used to define sample spaces and calculate probabilities.
- The three basic probability rules are that probabilities lie between 0 and 1, the probabilities of all outcomes sum to 1, and the probability of an event's complement is 1 minus the probability of the event.