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Probability Basics

The document discusses key concepts in probability theory including: 1. Random experiments are experiments with uncertain outcomes, as opposed to deterministic experiments with certain outcomes. 2. The sample space is the set of all possible outcomes, and events are subsets of the sample space. 3. Classical probability is defined as the number of favorable outcomes divided by the total number of outcomes, when all outcomes are equally likely. 4. Probability can also be defined based on the relative frequency of an event occurring as the number of trials increases indefinitely.

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34 views

Probability Basics

The document discusses key concepts in probability theory including: 1. Random experiments are experiments with uncertain outcomes, as opposed to deterministic experiments with certain outcomes. 2. The sample space is the set of all possible outcomes, and events are subsets of the sample space. 3. Classical probability is defined as the number of favorable outcomes divided by the total number of outcomes, when all outcomes are equally likely. 4. Probability can also be defined based on the relative frequency of an event occurring as the number of trials increases indefinitely.

Uploaded by

Chandrani Basu
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Probability Primers

Experiment: Any process of observation is called an experiment.

Experiments are two types: (i) Deterministic (ii) Random.

Outcome: Result of an experiment is called an outcome.

Trial of an experiment: It is a performance of an experiment.

Random Experiment: It is an experiment whose outcome can not be predicted in advance.

Examples: Tossing a coin, Rolling a die, No. of accidents happen on Pune-Satara road during a day.

Sample Point :: Each and every outcome of random experiment.

Sample Space :: Totality or aggregate of sample points. It is denoted by symbol S or .

Event :: A subset of sample space.

Impossible Event :: Event which does not contain any sample point.

Certain Event :: Event which contains all sample points.

Mutually Exclusive events :: The happening of any one event excludes the happening of the other
event.

Exhaustive Event :: The events are said to be exhaustive if .

Independent Events :: The occurrence or non occurrence of one does not affect the occurrence or
non occurrence of the other.

Probability:

A. Classical definition: If a random experiment E be such that its event space contains a finite
number of event points, say n points, all of which are known to be equally likely and if A be any
event connected with E, containing m(A) or simply m favourable points the probability of A

which is denoted by P(A) will be .

B. Frequency definition: In N trials of a random experiment E, if an event A is found to occur f

times then the relative frequency of the occurrence of the event A is and if the relative

frequency approaches to a definite limit p as N increases indefinitely, then p is called the

probability of the event A. , provided the limit is finite and unique.

C. Axiomatic definition: The number P(A) is the probability of an event A if the following axioms
are satisfied
i.

ii. , where are mutually exclusive and exhaustive events.

iii. For any sequence of mutually exclusive events , .


Results::

1.

2.

3.
4. If A and B are mutually exclusive events then
5. . If A and B are mutually exclusive

6. The Product Rule: Suppose that a procedure can be broken down into a sequence of two
events. If the probability of the first event is p1 and probability of the second event is p2 after the
first event has taken place, then the probability of the first and second event taking place one
after the other is p1.p2.

7. The Sum Rule: If the probability of the first event is p1 and probability of the second event is p2
and if these events cannot take place at the same time; then the probability of either first or
second event taking place is .

8. Conditional Probability :: .

Thus .

9. Multiplication Rule of Conditional Probability::


For n events the probability of intersection event is
Suffici
ent condition for above result to hold is

10. Law of Total Probability: Consider two events E and F.


11. Bayes’ Theorem :: An event A corresponds to a number of exhaustive events

. If and are given then and .

are known as priori probabilities because these are known before any information.
are known as posteriori probabilities because these are known after the experiment.

12. If A and B are independent events then .

13. is a set of mutually exclusive events then .

14. Binomial Probability :: An experiment is performed n no. of times repeatedly. A is an event


known as success with probability p. If event A occurs r times among n trials then
.

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