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Complement
The set of elements not in a set. The complement of $A$ (relative to $U$) is $A'$.
Event
A set of outcomes from a random experiment (for example, “rolling an odd number”).
Mutually exclusive
Two events are mutually exclusive if they cannot happen at the same time. In set notation, $A\cap B=\varnothing$, so $\mathrm{P}(A\cap B)=0$.
Sample space
The set of all possible outcomes, often written $U$ or $S$.