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Conditional Probability and Distributions

1) The document summarizes key concepts and formulae related to probability, including conditional probability, the multiplication theorem on probability, independent events, Bayes' theorem, random variables and their probability distributions, the binomial distribution, and Bernoulli trials. 2) It defines conditional probability, the multiplication theorem for two and three events, and independent events. Bayes' theorem is explained for a partition of a sample space and a general case. 3) Random variables are defined as functions whose domain is a sample space. Probability distributions assign probabilities to the possible values of a random variable, with the mean and variance given as expectations. The binomial distribution formula is also provided.

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Hitesh Singh
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108 views3 pages

Conditional Probability and Distributions

1) The document summarizes key concepts and formulae related to probability, including conditional probability, the multiplication theorem on probability, independent events, Bayes' theorem, random variables and their probability distributions, the binomial distribution, and Bernoulli trials. 2) It defines conditional probability, the multiplication theorem for two and three events, and independent events. Bayes' theorem is explained for a partition of a sample space and a general case. 3) Random variables are defined as functions whose domain is a sample space. Probability distributions assign probabilities to the possible values of a random variable, with the mean and variance given as expectations. The binomial distribution formula is also provided.

Uploaded by

Hitesh Singh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Class XII - Math

Chapter: Probability

Concepts and Formulae

Conditional Definition If E and F are two events associated with the


Probability same sample space of a random experiment, the
conditional probability of the event E given that F
has occurred, i.e. P (E|F) is given by

n(E F)
P(E | F) =
n(F)
Properties E and F be events of a sample space S of an
experiment
1) P(S|F) = P(F|F)=1
2) For any two events A and B of sample space
S if F is another event such that P(F) 0,
P ((A B) |F) = P (A|F)+P (B|F)P ((A B)|F)
3) P(E|F) = 1 -P(E|F)

Multiplication For two Let E and F be two events associated with a


Theorem on events sample space S.
Probability P (E F) = P (E) P (F|E) = P (F) P (E|F) provided
P (E) 0 and P (F) 0.
For Three If E, F and G are three events of sample space S,
Events
P(E F G) = P (E) P (F|E) P(G|(E F))
= P (E) P(F|E) P(G|EF)
Independent Definition  Let E and F be two events associated with
Events the same random experiment Two events
E and F are said to be independent, if
(i) P(F|E) = P (F) provided P (E) 0 and
(ii) P (E|F) = P (E) provided P (F) 0
(iii)P(E F) = P(E) . P (F)
 If E and F are independent events then so
are (i)Eand F
(ii)E and F
(iii) E and F

Bayes' Partition of A set of events E1, E2, ..., En is said to represent


Theorem a sample a partition of the sample space S if
space (a) Ei Ej = , i j, i, j = 1, 2, 3, ..., n
(b) E1 E2 En= S
(c) P(Ei) > 0 for all i = 1, 2, ..., n.
Theorem Let {E1, E2,...,En} be a partition of the sample
of Total space S, and suppose that each of the events E1,
probability E2,..., En has nonzero probability of occurrence.
Let A be any event associated
with S, then
P(A) = P(E1) P(A|E1) + P(E2) P(A|E2) + ... +
P(En) P(A|En)
n
= P (E ) P ( A | E )
j=1
j j

Bayes If E1, E2 ,..., En are n non-empty events which


Theorem constitute a partition of sample space S and
A is any event of nonzero probability, then
P(E )P(A | Ei )
P(Ei | A) = n i for any I =1,2,3,n
P(Ej )P(A | Ej )
j=1

Random Random A random variable is a real valued function


Variables Variable whose domain is the sample space of a random
and its experiment.
Probability
Distributions
Probability The probability distribution of a random variable
distribution X is the system of numbers
of a X : x1 x 2 ..... xn
random P(X) : p1 p 2 ..... pn
variable n
where pi > 0, pi = 1,i = 1, 2, 3,....,n
i=1

The real numbers x1, x2,..., xn are the possible


values of the random variable X and
pi (i = 1,2,..., n) is the probability of the random
variable X taking the value xi i.e.
P(X = xi) = pi
Mean of a The mean of the random variable X is given by:
random n

variable = xp
i =1
i i

The mean of a random variable X is also called


the expectation of X, denoted by E(X).
n
Thus, E (X) = = xp
i=1
i i

Variance of The variance of the random variable X, denoted


a random by Var (X) or x2 is defined as
variable
n
2
x 2 = Var(X) = (x
i=1
i ) p(xi ) = E(X )2

Var (X) = E(X2) [E(X)]2


Standard n
2
Deviation x = Var(X) = (x
i=1
i ) p(xi )

Bernoulli Bernoulli Trials of a random experiment are called


Trials and Trials Bernoulli trials, if they satisfy the
Binomial following conditions :
Distribution (i) There should be a finite number of trials.
(ii) The trials should be independent.
(iii) Each trial has exactly two outcomes: success
or failure.
(iv) The probability of success remains the same
in each trial.

Binomial For Binomial distribution B (n, p),


distribution P (X = x) = nCx q nx px, x = 0, 1,..., n
(q = 1 p)

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