MATHEMATICS SCHOLEIO
PROBABILITY SYNOPSIS
Mutually exclusive / disjoint / incompatible events :
Two events are said to be mutually exclusive if occurrence of one them rejects the possibility of
occurrence of the other i.e. both cannot occur simultaneously.
In the vein diagram the events A and B are mutually exclusive. Mathematically, we write A B =
Events A1, A2, A3,…..An are said to be mutually exclusive events iff Ai A j = i , j {1,2,...., n }
where i j
Exhaustive system of events :
If each outcome of an experiment is associated with at least one of the events E1, E2, E3, ……… En,
then collectively the events are said to be exhaustive. Mathematically we write
E1 E 2 E 3 ......En = s. (sample space)
Classical (a priori) definition of probability :
If an experiment results in a total of (m + n) outcome which are equally likely and if ‘m’ outcomes
are favorable to an event ‘A’ while ‘n’ are unfavorable, then the probability of occurrence of the event
m number of favourable outcomes
‘A’ denoted by P(A), is defined by =
m +n total number ofoutcomes
m
i.e. p(A) =
m +n
we say that odds in favour of ‘A’ are m : n, while odds against ‘A’ are n : m.
n
Note that p( A ) or P(A|) or P (Ac), i.e. probability of non – occurrence of A = = 1 – p(A)
m +n
In the above we shall denote the number of out comesfavourable to the event A by n(A) and
the total number of out comes in the sample space S by n(S).
n (A )
P (A ) = .
n (S )
Addition theorem of probability
If ‘A’ and ‘B’ are any two events associated with an experiment, then
P (A B ) = P (A ) + P (B ) − P (A B )
1. P ( A B ) = P ( A ) + P ( B ) − P ( A B ) , if A and B are any two events
2. P ( A B ) = P ( A ) + P ( B ) , if A and B are exclusive events
3. P ( A B ) = P ( A ) + P ( B ) = 1, if A and B are exclusive and exhaustive events
( ) = 1 and P ( A ) = 1 − P ( A)
4. P ( A ) + P A
c c
[An event and its complement are always exclusive and exhaustive events]
6. P ( A B ) = P ( A ) + P ( B ) − P ( A ) P ( B ) , if A and B are independent events
7. A B P ( A) P ( B )
( ) ( ) ( )
8. P A B P A + P B & P ( A B ) 1
18. If A and B are two mutually exclusive events then
i) P ( A) P ( B )
ii) P ( B ) P ( A)
[ P ( A B ) 1 P( A) + P( B) 1 P( A) P( B) & P( B) P( A) ]
19..For any two events A and B in a sample space
( )
a) P (only A) = P (A but not B)= P A B = P ( A ) − P ( A B )
( )
b) P (only B) = P (B but not A)= P A B = P ( B ) − P ( A B )
c) P(exactly one of the two events) = P (( A B ) ( A B )) = P( A) + P(B) − 2P( A B)
P ( A B c ) + P ( Ac B )
20. For any two events A , B and C in a sample space
Conditional probability
P (A B )
If A and B are two events, then P (A / B ) =
P (B )
(Note that for mutually exclusive events P(A/B) = 0.)
If A and B are two events such that B is not empty set then
h) If P ( A / B ) P ( A ) then P ( B / A ) P ( B )
A P ( A) + P ( B ) − 1
i) P , P ( B ) 0, is always true
B P ( B)
j) For any three sets A, B and C such that B C and P ( A) 0 , then
i) P ( B / A ) P ( C / A )
ii) P ( B A ) P ( C A )
Independent and dependent events
If two events are such that occurrence or non – occurrence of one dose not affect the chances of
occurrence or non – occurrence of the other events them the events are said to be independent .
Mathematically : if
P (A B ) = P (A ) P (B ), then A and B are independent.
Independency of three or more events
1. Three events A, B & C are independent (mutually independent) if & only if all the following
conditional hold :
P (A B ) = P (A ). P (B )
P (B C ) = P (B ).P (C )
P (C A ) = P (C ). P (A )
P (A B C ) = P (A ). P (B ). P (C )
2. If
P (A B ) = P (A ). P (B ) ,
P (B C ) = P (B ).P (C ) and
P (C A ) = P (C ). P (A ) then A,B and C are pairwise independent events
4) A,B and C are mutually independents A,B and C are pairwise independent and converse is not
necessarily true
5. The events A and S are independent
The events A and are independent
6) If A and B are independent events both of which are neither certain nor possible. then
i) the events A and B are independent.
ii) the events A and B are independent,
iii) the events A and B are independent.
7. If A, B and C are mutually independent, then the following events are also independent :
(i) A and (B C)
(ii) B and (AC)
(iii) (AB) and C
(iv) A and (B C )
(v) A, B and C
Note : Independent events are not mutually exclusive in general & vice versa.
Mutually exclusiveness can be used when the events are taken from the same experiment &
independence can be used when the events are taken from different experiments .
TOTAL PROBABILITY:
LAW OF TOTAL PROBABILITY: Let S be the sample space and let E1 , E2 , E3 ,....., En be n mutually
exclusive and exhaustive events associated with a random [Link] A is any event which
occurs with E1 0r E2 0r .......or En ,then
P( A) = P( E1 ) P ( A / E1 ) + P( E2 ) P ( A / E2 ) + ......... + P ( En ) P ( A / En ) .
n
= P( E )P ( A / E ) .
r =1
r r
BAYE'S THEOREM OR TOTAL PROBABILITY THEOREM :
If an event A can occur only with one of the n mutually exclusive and exhaustive events B 1,
B2, .... Bn & the probabilities P(A/B1) , P(A/B2) ....... P(A/Bn) are known then,
P ( Bi ). P ( A / Bi )
P (B1/A) = n
i =1
P ( Bi ). P ( A / Bi )
PROBABILITY DISTRIBUTION
Probability distribution Binomial distribution Poisson distribution
P( x = r ) = n cr p r q n − r e− r
P( x = r ) =
r!
Mean n np np
x P( x )
i =1
i i
Standard 2
npq np
n
n
deviation
i =1
xi P ( xi ) − xi P ( xi )
2
i =1
Variance 2 npq np
n
n
i =1
xi
2
P ( xi ) − xi P ( xi )
i =1
Some standard results
( )
1) P ( A B ) = 1 − P A P ( B ) , if A and B are independent
2) P ( A B ) = 1 − P ( A ) P ( B ) , if A and B are disjoint
P(A) − P(A B)
3) If A and B are two events and the probability P(B) 1, then P(A | B ) = .
1 − P(B)
P(A)
4] If A and B are mutually exclusive and P(AB) 0, then P(A | AB) = .
P(A) + P(B)
n+k
5]. A coin is tossed m + n times ( m> n) , the probability of getting m consecutive heads is
2m + 2
then k = 3
x
6) If x cases are favourable to A & y cases are favourable to A then P(A) = and
( x + y)
y
P( A ) = We say that ODDS IN FAVOUR OF A are x: y & odds against A are y : x
( x + y)
PREPARED BY: TOMAR SIR (BST SIR)
HANSA MA’AM
