Probability is a branch of mathematics that studies patterns of chance. It is used to quantify the likelihood of events occurring in experiments or other situations involving uncertainty. The probability of an event is expressed as a number between 0 and 1, with 0 indicating impossibility and 1 indicating certainty. Key concepts in probability include theoretical and experimental probability, sample spaces, events, mutually exclusive and exhaustive events, and rules like addition rules for calculating combined probabilities. Probability is applied in many fields including statistics, gambling, science, and machine learning.