It is grossly wrong to say that A must be a subset of B in order that P(A|B) exist. If you were to insist on that, you would be throwing out MOST of the situations in which conditional probability is used. And also most of the situations in which you see it in elementary exercises in textbooks. Michael Hardy (talk) 17:13, 24 January 2009 (UTC)
I don't think the authors of the book you cited got anything wrong. It is just not true that if A is not a subset of B then A is disjoint from B. In the typical situation A is NEITHER a subset of B nor disjoint from B. Michael Hardy (talk) 17:49, 24 January 2009 (UTC)