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I have seen in so many place where they would have mentioned "You may not.." etc for the things people shouldn't do. For eg: in companies where USB is not allowed, they will mention like this "You may not use USB/CD etc", similarly "You may not download free softwares", "You may not tailgate the doors" etc.

These all things should be like this right "You should not use USB/CD etc", "You should not download free softwares" etc, this "May not" seems like saying "optional" it may indicate like "people may follow" etc

Can anyone guide me in this? I always get confuse in this.

Pradeep Simha
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In this context, may means that you have permission to do something, so may not means you are not permitted to do something.

should is generally interpreted less strictly, as describing a desire or strong suggestion, rather than a requirement. So should not means that they would prefer or recommend you not do something, not that it's prohibited. For example, You should not go swimming during a thunderstorm.

Sometimes these can be conflated, though. You should not drive above the speed limit, because it's against the law and you might get a ticket.

Barmar
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In comments, John Lawler wrote:

May is a [modal auxiliary verb], and all modals have at least two kinds of meaning -- one kind, called Epistemic /ɛpəs'tɛmɪk/, refers to logical possibility and necessity, e.g. This may be the place means it's possible that this is the place. The other kind of modal meaning, called the Deontic sense, refers to obligation and permission, and is social, not logical. This is a case of deontic may, which refers to permission -- She may attend the ball, provided she keeps her shoes on all night.

More on modals and their epistemic and deontic meanings here.

I’ve placed John’s words here in a CW answer because answers help search optimizations in a way that comments do not.

tchrist
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I'm not sure "may not" has the same meaning as " must not"

Should not = suggestion

Must not = warning of a bad outcome

May not = authoritave denying of permission, or prediction of event

Ken
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    This is murky and unclear.  (1) If I say, “You _____ not go swimming immediately after eating because it may make you sick,” I use “should”, not “must”.  (2) Violation of an authoritative prohibition (denying of permission) implies punishment (a bad outcome), so the line between “Must not” and “May not” is blurry.  (3) What does “prediction of event” have to do with “May not”?  Is this another way of saying “warning of a bad outcome”? – Scott - Слава Україні May 18 '17 at 06:19
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I believe the best way to tell somebody you don't want them to do is be extremely clear: I would say: You shall not use USB/CD etc", similarly "You shall not download free softwares", "You shall not tailgate the doors" There's no room for interpretation here I think. May seems to me to be a "polite" way of saying: No, you may not, like in the game we used to play as children called "Mother may I?" Probably way before your time.

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    This really doesn't answer the question. Also the answer--your view of the word "may"--is an opinion, rather than a use supported by documentation--which is the sort of answer ELU likes. – Xanne May 18 '17 at 04:52
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There is only one true meaning for the word "may", and that is the one relating to uncertain possibility. It is a modal, but contrary to other posts on this page, English has no modal word connoting permission. "May" got recruited into use as a polite way to ask permission, in which the requester's uncertainty of the answer was emphasized. "May I take the ox cart to the village?" for example. Modern English users get into trouble when mistakenly believing "may" to be a true modal for permission, thereby citing utterly absurd statements such as "you may not have a lollipop", "you may not park your car on the sidewalk", etc. Never use the word this way.

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    This is untrue and wrong. See the comment on the original post by our resident professional linguist. – tchrist Sep 10 '18 at 02:43