Elementary Properties of Event Space

Theorem
Let $\EE$ be an experiment with a probability space $\struct {\Omega, \Sigma, \Pr}$.

The event space $\Sigma$ of $\EE$ has the following properties:

Countable Intersection of Events is Event
In the above:
 * $A \setminus B$ denotes set difference
 * $A \symdif B$ denotes symmetric difference.