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I saw some people use $Pr\{\}$ (with curly braces) to denote a probability measure. I wonder if it is because the argument of a probability measure is a set, rather than a real number, for example?

I also saw people use $Pr()$ and $Pr[]$. Are there any differences among the three notations?

Thanks!

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    No, there are no differences. If the "_setness_" is to be emphasized then we write $Pr(\{.\})$ where the outer parentheses are arbitrary. Just like putting the $r$ after $P$ is a question of taste -- not to be questioned. – 2017-02-13
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    Do not worry too much about it. Personally I abbreviate e.g. $\{\omega\in\Omega\mid X(\omega)\leq x\}$ by $\{X\leq x\}$ and $\Pr(\{X\leq x\})$ on its turn by $\Pr(X\leq x)$, but it is just a matter of taste and (maybe even more) how I was raised. – 2017-02-13

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