Probability

1. Sample Space and Events :

The set of all possible outcomes of an experiment is called the sample space of that
experiment. It is usually denoted by S. A subset ‘E’of S is called an event.
  S is called an impossible event and
S S is called a sure event.
2. Probability of an Event.
i. If E be the event associated with an experiment in reference are equally likely.
The sample space S = {ω1, ω2, ..., ωn}
It follows from the axiomatic definition of probability that
(i) 0 ≤ P (ωi) ≤ 1 for each ωi 𝜖 S
(ii) P (ω1) = P (ω2) = ... = P (ωn)

(iii) P (ω1) + P (ω2) + ... + P (ωn) = 1

If E be the event associated with an experiment, then probability of E, denoted by

( )
P(E) is defined as P(E) = =
( )
it being assumed that the outcomes of the experiment in reference are equally likely.
ii. If E be the event associated with an experiment in reference are not equally likely.
The sample space S = {ω1, ω2, ..., ωn}
It follows from the axiomatic definition of probability that
(i) 0 ≤ P (ωi) ≤ 1 for each ωi 𝜖 S
(ii) P (ω1) + P (ω2) + ... + P (ωn) = 1
(iii) For any event E, P(E) = Σ P(ωi ), ωi 𝜖 E.
iii. P(sure event or sample space) = P(S) = 1 and P(impossible event) = P() = 0.

iv. If E1, E2, E3, … , Ek are mutually exclusive and exhaustive events associated with an
experiment
(i.e. if E1 E2 E3 …. Ek) = S and EiEj =  for i, j  {1, 2, 3,…..,k} i j), then
P(E1) + P(E2) + P(E3) + ….+ P(Ek) = 1.
v. P(E) + P(𝐸 ) = 1

3. CONDITIONAL PROBABILITY: If E and F are two events associated with the same
sample space of a random experiment, the conditional probability of the event E given
𝑷(𝑬∩𝑭) 𝒏(𝑬∩𝑭)
that F has occurred, i.e. P (E|F) is given by P(E|F) = = provided P(F) ≠ 0
𝑷(𝑭) 𝒏(𝑭)
4. Independent Events : E and F are two events such that the probability of occurrence of
one of them is not affected by occurrence of the other.
Let E and F be two events associated with the same random experiment, then E and F
are said to be independent if P(E ∩ F) = P(E) . P (F).
Note : Let E and F be two events are independent then 𝐸 and 𝐹 ,E and𝐹 also 𝐸 and F
are independent

5. Independent Events (properties) (Individual ability)

i. P(all of them) = P(A ∩ B ∩ C)= P(ABC)= P(A) P(B) P(C)
ii. P(non of them) = P(𝐴 ∩ 𝐵 ∩ 𝐶̅ ) = P(𝐴̅𝐵𝐶̅ ) = P(𝐴̅) P(𝐵) P(𝐶̅ )
iii. P(exactly one of them) = P(A𝐵𝐶̅ ) +P(𝐴̅𝐵𝐶̅ ) +P(𝐴̅𝐵𝐶)
iv. P(at least one of A, B or C) = P(A∪ 𝐵 ∪ 𝐶) =1-P(non of them)= 1- P(𝐴̅) P(𝐵) P(𝐶̅ )

6. THEOREM OF TOTAL PROBABILITY

The event E1 , E2 ,E3,……..En has non-zero probability. 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)
Note: when we have to find the probability of result of the experiment .

7. BAYES' THEOREM : If E1, E2 ,..., En are n non empty events which constitute a
partition of sample space S, i.e. E1, E2 ,..., En are pairwise disjoint and E1 E2 ... En= S
( ) ( | )
and A is any event of nonzero probability, then P(Ei|A) = ∑ ( | )

for any i= 1, 2, 3, ..., n

Note: i) find the probability that “one of option E1,E2, E3” find other option from
question.
ii) some case the values of P(E1) ,P(E2) can be obtain from result of past ie (last
year result) some time from general result
iii) P(E1) + P(E2)+ P(E3) +………………..+ P(En) =1
iii) A is the result of experiment, given that” A”, found to be... , reported that...,
show that etc.

8. Dependent and Independent Events

Dependent events Independent Events
1 Without replacement With replacement
2 Additional condition given, selecting r Tossing coin, rolling dies, Individual ability,
person out of n person.
3 Total no. Require (person/thing) Total no. Not require [probability given in %
age (ie In a bulk of bulb 3% are defective or
In a bulk of bulb 3 out of 4 are defective)]
4 Multiplication theorem(Dependent) Multiplication theorem(Independent)
P(ABC) = P(A) P(B|A) P(C|AB) P(ABC) = P(A) P(B) P(C)
OR Combination (if Order not mention) OR Bernoulli trials (if Order not mention)
 9. Bernoulli trials: Trials of a random experiment are called Bernoulli trials, if they satisfy
the following conditions.
i) There should be a finite no. of trials (n).
ii) The trial should be independent.
iii) Each trial has exactly two outcomes: success or failure
iv) The probability of success (p) and the probability of failure (q) remains the same
in each trial. (p + q =1)

P(X= r) = nCr qn-r pr , r = 0,1,2,……….,n and r denote no. of success

Where ∑ 𝑃( ) = 1
Mean = np, and Varience =npq

Binomial distribution: B(n , p)

10. The probability distribution of a random variable X is the system of numbers

X 𝑥 𝑥 𝑥 …. 𝑥
P(X) 𝒑𝟏 𝑥𝒑 ⬚𝟐 𝒑𝟑 …. 𝒑𝒏
Where, pi> 0 , ∑ 𝑝 =1, i = 1, 2, 3,...,n

Note: pi can be find according to Dependent and Independent Events

i. Mean =∑ 𝑥 𝑝
ii. Varence =∑ 𝑥 𝑝 – (Mean)2
iii. In case of independent events Mean = np and varience = npq
EQUALLY LIKELY OUTCOMES CASES
Equally likely assumptions are applied in the following cases;
1. Playing a Card: In a deck, there are 52 ordinary playing cards. In this all 52 cards are of
the same size and therefore, it is assumed as equally likely outcome of each card i.e.,
1/52
2. Tossing a Coin: During tossing a single coin, there are two possible outcomes i.e.,
head and tail. It is always assumed that both are equally likely and each has a
chance/probability of occurrence 1/2. If not, then the criteria should be mentioned.
In case of tossing more than one coin it is assumed that on all the coins, head and tail
are equally likely.
3. Throwing a Dice: There are six “6” possible outcomes when rolling a single dice. In
this case all the six outcomes are assumed to be equally likely outcome. Each has a
probability of occurrence 1/6.
4. Drawing Balls From a Bag: This is the last case in which probability of occurrence is
assumed as equally likely. For example a ball is selected randomly from a bag
having balls of different colors. In this case it is assumed that each ball in the bag has
an equal outcome.
NOT EQUALLY LIKELY OUTCOMES
When a sample space consists of outcomes that don’t have an equal chance of occurrence,
then the resultant outcomes are said to be not equally likely outcomes.

EXAMPLES OF NOT EQUALLY LIKELY OUTCOMES

1. A matchbox has six “6” face, but all the faces not equally likely. Therefore, probability
of occurrence of each face varies. Each face has different occurring value.
2. A bag is full of balls having different colours and sizes. Now pick up a ball randomly
from the bag. The probability of all the balls will not be the same. Probability of
occurrence of each ball will vary.

How are independent events and mutually exclusive events different?

Foundation for
Independent events Definition Mutually exclusive events
comparison

The events are independent if the occurrence of one

The events are mutually exclusive if
Definition doesn't result in any change in the occurrence of
they don’t occur simultaneously.
another event.

The occurrence of one event doesn't impact the The occurrence of one event results in
Impact
occurrence of the other. the non-occurrence of the other event.

Formula P(AB) = P(A) * P(B) P(AB) = 0

Venn diagram
No overlapping Overlapping is present.
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