This chapter covers the basics of the algebra of sets, probability space, conditional probability, the law of total probability and independence, Bayes' Rule, and counting methods. It introduces the concept of conditional probability. Probability extensively uses sets and operations on sets. The chapter starts by introducing the notation for sets and some basics on the algebra of sets. Probability is helpful in a wide variety of areas since it supports understanding and explaining variation, separating valid data from noise, and modeling complex phenomena. The concept of a random experiment is broad. Some random experiment has an inherent sequential execution. Conditional probability aims at supporting reasoning on the outcome of an experiment based on incomplete information. In many probability problems, it is required to determine the number of ways an event can occur.