Set operations

We can combine events by set operation to get other events.  Following set operations are useful:

UNION :                    The union of two sets A and B, denoted by is defined as the set of elements that are either in A or in B or both. In set builder notation, we write
                                               

INTERSECTION :       The intersection of two sets A and B, denoted by , is defined as the set of elements that are common to both A and B. We can write,
                                               

DIFFERENCE :          The difference of two sets A and B, denoted by is the set of those elements of A which do not belong to B. Thus,
                                                
                        Similarly,