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    $\begingroup$ Another convention is ... since $H$ and $T$ are not variables, they are constants, use roman type for them: $\{\mathrm{H},\mathrm{T}\}$ not $\{H,T\}$. $\endgroup$ Commented May 10 at 13:29
  • $\begingroup$ @Gerald Edgar thanks for pointing out that. Though I haven't thought about it may the convention used in many text books. $\endgroup$ Commented May 10 at 23:43
  • $\begingroup$ @GeraldEdgar: good point, although the distinction may be lost in handwriting. $\endgroup$
    – J W
    Commented May 16 at 14:59