Probability Theory: Fundamental Concepts

This lecture covers the fundamental concepts of probability theory, including the sample space, event space, probability law, and inclusion-exclusion formulas. It explains the concept of fundamental set, event space, and probability laws, illustrating with examples. The lecture also discusses the importance of defining valid tribes for different sample spaces and events. It concludes with the properties of probability, such as additivity, continuity, and inclusion-exclusion formulas.