ABSTRACT
As indicated in chapter one, all statistical procedures are based on probability models, and so it is important for the student to master the basic principles of probability theory. The reader undoubtedly has some notion of what is meant by “probability,” but experience has shown that it is important that the term “probability” be defined in a formal way. This is accomplished using the basic properties of set theory, and so the first goal is to quickly review the terms and operations of set theory that are needed. It might be mentioned that many books define probability as a proportion or relative frequency, but this approach is unsatisfactory for reasons that are impossible to explain at this point.
