In this chapter we review several mathematical topics that form the foundation of probability and mathematical statistics. These include the algebra of sets and functions, general relations with special emphasis on equivalence relations and partial orders, counting measure, and some basic combinatorial structures such as permuations and combinations. We also discuss some advanced topics from topology and measure theory. You may wish to review the topics in this chapter as the need arises.
Later generations will regard set theory as a disease from which one has recovered.—attributed (incorrectly) to Henri Poincare, but probably from Ernst Hölder.