Motivating example
Roll a die, what is the probability of getting a number < 4 and even?
Set of possible results is {1,2,3,4,5,6} is the sample space
Two events of interest, as sets:
\(E_1 = \{1,2,3\}\) (‘less than 4’)
\(E_2 = \{2,4,6\}\) (‘even’)
Combined, even and less than 4 is the intersection of E1 and E2:
\(E = E_1 \cap E_2 = \{2\}\)
The probability is the measure of E relative to the the sample space, here \(1/6\) since the measure here is just a counter.
Mathematical approach is independant of interpretation (Frequentist, Bayesian, others?)