This document provides an overview of key concepts in probability. It defines probability as the likelihood of an event occurring, expressed as a number between 0 and 1. It discusses common probability terms like experiment, outcome, sample space, event, and sample point. It also covers different types of probability like classical, statistical, and subjective probability. Additionally, it explains concepts like independent and mutually exclusive events, conditional probability, and Bayes' theorem. It concludes by discussing some applications of probability in fields like statistics, biology, information theory, and operations research.