Theory of Probability

Probability
Probability is a measure or estimation of how likely it is that
something will happen or that a statement is true. Probabilities are
given a value between 0 (0% chance or will not happen) and 1 (100%
chance or will happen). The higher the degree of probability, the more
likely the event is to happen.

A probability is a way of assigning every event a value between zero

and one, with the requirement that the event made up of all possible
results (in our example, the event {1,2,3,4,5,6}) is assigned a value of
one. To qualify as a probability, the assignment of values must satisfy
the requirement that if you look at a collection of mutually exclusive
events (events with no common results.

The probability of an event A is written as P(A), p(A) or Pr(A).[17] This

mathematical definition of probability can extend to infinite sample
spaces, and even uncountable sample spaces, using the concept of a
measure.

The opposite or complement of an event A is the event [not A] (that is,

the event of A not occurring); its probability is given by P(not A) = 1 -
P(A). As an example, the chance of not rolling a six on a six-sided die
is 1 – (chance of rolling a six) .
Independent Probability
If two events, A and B are independent then the joint probability is

for example, if two coins are flipped the chance of both being heads is

Mutually exclusive
If either event A or event B or both events occur on a single performance of an

experiment this is called the union of the events A and B denoted as . If

two events are mutually exclusive then the probability of either occurring is

For example, the chance of rolling a 1 or 2 on a six-sided die

is

Not mutually exclusive

If the events are not mutually exclusive then

For example, when drawing a single card at random from a regular deck of cards,
the chance of getting a heart or a face card (J,Q,K) (or one that is both)

is , because of the 52 cards of a deck 13 are hearts, 12 are

face cards, and 3 are both: here the possibilities included in the "3 that are both"
are included in each of the "13 hearts" and the "12 face cards" but should only be
counted once.

Conditional probability
Conditional probability is the probability of some event A, given the occurrence of some

other event B. Conditional probability is written , and is read "the probability

of A, given B". It is defined by
If then is formally undefined by this expression. However, it is
possible to define a conditional probability for some zero-probability events using a σ-
algebra of such events (such as those arising from a continuous random variable).

For example, in a bag of 2 red balls and 2 blue balls (4 balls in total), the probability of taking

a red ball is ; however, when taking a second ball, the probability of it being either a red
ball or a blue ball depends on the ball previously taken, such as, if a red ball was taken, the

probability of picking a red ball again would be since only 1 red and 2 blue balls would
have been remaining.

The Complement Rule

Probability versus Statistics
Probability is the field of study that makes statements about what will occur when a sample is
drawn from a known population. Statistics is the field of study that describes how samples are
to be obtained and how inferences are to be made about unknown populations.

Independent Events
Two events are independent if the occurrence or nonoccurrence of one event does not change
the probability of the other event.

Multiplication Rule for Independent Events

P( A and B)=P( A )⋅P (B )

General Multiplication Rule – For all events (independent or not):

P( A and B)=P( A )⋅P (B|A )

P( A and B)=P(B )⋅P( A|B)

Conditional Probability (when ): P( B)≠0

P( A and B)
P( A|B)=
P (B )

Two Events Occurring Together

Either or Both of Two Events Occurring
Mutually Exclusive Events

Two events are mutually exclusive if they cannot occur at the same time. Mutually Exclusive
are Disjoint

If A and B are mutually exclusive, then P(A and B) = 0

Addition Rules

If A and B are mutually exclusive, then

P(A or B) = P(A) + P(B).

If A and B are not mutually exclusive, then

P(A or B) = P(A) + P(B) – P(A and B).

Multiplication Rule for

Counting
If there are n possible outcomes for E1 and m possible outcomes for event E2, then there are
a total of n X m or nm possible outcomes for the series of events E1 followed by E2.

This rule extends to outcomes involving three, four or more series of events.

Tree Diagrams

Displays the outcomes of an experiment consisting of a sequence of activities. The total

number of branches equals the total number of outcomes. Each unique outcome is
represented by following a branch from start to finish.

Tree Diagrams with Probability

We can also label each branch of the tree with its respective probability. To obtain the
probability of the events, we can multiply the probabilities as we work down a particular
branch.

Example

Suppose there are five balls. Three are red and two are blue. We will select a ball, note the
color, and, without replacing the first ball, select a second ball.

There are four possible outcomes:

1. Red, Red 2. Red, Blue 3. Blue, Red 4. Blue, Blue

We can find the probabilities of the outcomes by using the multiplication rule for dependent
events.

Set Operations

Union

Intersection

Complement

Properties
Commutation

Associativity

Distribution

De Morgan’s Rule

A B

AC A B

Conditional Probability
Conditional Probability of event A given that event B has occurred

If B1, B2,…,Bn a partition of S, then

(Law of Total Probability)