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| The intersection of two sets is notated as ''A ⋂ B''; the union of two sets is notated as ''A ⋃ B''. | The '''intersection''' of two sets is notated as ''A ⋂ B''; the '''union''' of two sets is notated as ''A ⋃ B''. |
σ Algebra Notation
Sets and Subsets
The maximal set, which in probability applications is the sample space, is notated as Ω.
Subsets
Subsets are usually named with calligraphic uppercase letters, but that's not exactly practical in typed notes. Capital letters will be used instead.
A subset of Ω is expressed as A ⊆ Ω.
Intersections and Unions
The intersection of two sets is notated as A ⋂ B; the union of two sets is notated as A ⋃ B.
The intersection of all subsets Ai can be expressed as:
The union of all subsets Ai can be expressed as:
Properties
A pair of sets are disjoint if there is no intersection, which is expressed as A ⋂ B = ∅
Maps
Maps are usually named with blackboard bold letters, but that's not exactly practical in typed notes. Bold capital letters will be used instead.
A map translates a (sub)set into a real number. A parallel to the functional expression of probability, p(A), is P: A -> R.