Mutually exclusive events: Mutually exclusive events cannot occur at the same time. For example, rolling an odd number and rolling an even number on a fair six-sided die are mutually exclusive events.
Union (of events): The union of two or more events includes all outcomes that belong to any one of those events. It can be thought of as combining multiple sets into one larger set.
Intersection (of events): The intersection of two or more events includes only the outcomes that belong to all of those events. It can be thought of as finding the common elements between multiple sets.