The PDF and CDF are nonzero over the semi-infinite interval 0 which may be either open or closed on the left endpoint. Where A and B are events PAB is the conditional probability that event A occurs given that event B has already occurred PBA has the same meaning but with the roles of A and B reversed and PA and PB are the marginal probabilities of event A and event B occurring respectively. Mathematical definitions can often feel too abstract and scary so lets try to understand this.
For two events there are four possibilities.
As in the previous section consider the situation of rolling a six-sided die and first compute the probability of rolling a. And let B be some other event. 22 Events and conditional probability. The probability of the intersection of A and B may be written pA B.