If we roll a die, the obvious sample space is . If we can observe and are

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If we roll a die, the obvious sample space isimage text in transcribed. If we can observe and are interested in the exact outcome, then we may consider singleton events consisting of a single outcome,


image text in transcribed
The natural probability measure assigns 1/6 with each outcome, but we would use a different measure in the case of an unfair die. However, we might also be interested in assigning a probability to other events as well. The probability that we observe 2 or 3 should be associated with the eventimage text in transcribed , and intuition suggests that


image text in transcribed

In this case, since the two events are mutually exclusive, we just add probabilities. More generally, given eventsimage text in transcribed andimage text in transcribed, we might be interested in the probabilities


image text in transcribed

where we see a natural connection with set operations like union, intersection, and difference. Note that or is related to an inclusive "or," rather than to the exclusive "either... or..." (but not both). By applying arbitrary combinations of these operations to singletons and composite events, we may generate a rather large family of all subsets of cardinality 1,2 , etc., also including itself and its complement, the empty set :


image text in transcribed

The familyimage text in transcribedof all subsets of  Ω is clearly closed with respect to the set operations, as by applying set operations to subsets inimage text in transcribed, we can only generate an element in image text in transcribed.

However, we may constrain events a bit in order to reflect the possibly limited amount of information. For instance, we might consider the following family of events:


image text in transcribed

which makes sense when all we may observe (or are interested in) is whether the result is odd or even. This family of events, with respect toimage text in transcribed, is definitely less rich, and this reflects lack of information. However, it is easy to check that if we try taking complements and unions of elements inimage text in transcribed, we still get an element of image text in transcribed.

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