Suppose event $A$ is flipping a coin, $A = \{H, T\}$
Suppose Event $B$ is rolling a die, $B = \{1, 2, 3, 4, 5, 6\}$.
Next, suppose we flip the coin and roll the die. If we want to find the probability of getting, say, a head $H$ (denoted by $A_{H}$) and a $5$ (denoted by $B_{5}$), we write,
$Pr(A_{H} \cap B_{5})$.
What's troubling me is:
What does $A_{H} \cap B_{5}$ mean? To me at least, the intersection of the two events is the empty set $\{\}$.
I know the it used for a substitute for 'AND' in plain English, which makes sense, it just doesn't make sense from its traditional sense where the intersection means 'the set of shared elements'.