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Probability Notes

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Probability Notes

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? Frobability * Raste Defimittons: 1, Ramdomy experianemt $ fn oapertenend whose out come cannot be pacdioted with comtainly, (Am expertmend whore otclcame as known wn advance, as mot a Fandom enpertment.). Randoms exper imant has more then one outcome. 2, Sample Space t Sef of all possible outcomes of & rrandemy ax periment, (A Sample space heving discrete ueemben of. sample pounds 48 diserate goomple Space... 3, Evert? Subset of. a comple gace. (p ts also Sebset of S which ts called an amprsfible event. Sample, space ts dhe Universal set ber ony random — epentrwnt.) Can event thet cannot be Feriher split Ts a gimple event 5 AM event~ cousistirg- of -mose chen one sample ports 8 cotted compound ever). 4, Trial! Gch performance of He Tardorn expem rime oS ood a dar. 5, Qguntiy kety events? events axe cyuatty Khely to Occur. Chances ol occurrence oh sqpolty Mthely events ane, equct, 6. Muctuctly exclusive events! 9F the occurrence of one of “the @vemts wules owt the any ob. the aevnaining. evorrty. Ape As one —-muctuctly exclusive OF AMAL=h Bvamts Ay Ag yes Am Ore mmectualty — oxctusive, 1F (2,j) settshying. Ist, jem, ALMAG =o for al pairs | where 14S 7 Exhaustive Events tA cot of events tr sald to be exhaustive tf @4least+ one of them musk- hecescantly occur om each pe? bormance. ab the oxpestrme nts, Exvemts Ay, 4au05 Am @e called exhoustve tf m A,UA,UA, Us. U Am =S, Sample. Space fe. Ur =8 All the event — callecdtvely coves all possi ote oittomes Of the experiment . & Srdepemdem+- Everts ¢ Sf ocetemmmee of any of He exomts does net affect the probability of occurrence of. other event, . Uutratly exclesive ovendr will pover be independent Re independent everts will never be meurtuatty oxclusive . & Probability of on Evewt! OP ture ane mn Itkely, mmuctually oxclusivs whicly ate Loveurabte Ao the event fF, them prokabritty of oncekvien t/Ol~ event &, PE) = CE) _ no. of case favourabl to . Re of en8ee favoinn n(9) “Tetect we. of cases) osman & 04 PC) £4. exhaustive events A m No. of cases unfovrabt to overt £ = h-m Pea Me pce) 7 PH reget, WEE wo sure avant, P(R)=!. SEE ty wmpasstbe event, P(F)= 2 Probability. 4 Odds m fovowr 2 aqarnet on event ¢ Sf @ cases are favourabde te the event A wv b cnses ase ee +o the A ,ton b P)= ane (he PAL= aap! Oddie m favour of event A = Fai = + Odds og-sd ns enema POA) -+. * Addttton, theorem, of Pew ba bot Mity tof AA B oe —'-two events welated wth aw evpoAimant- -then -the pr— babitity thest ettrer of the events will occur (or af least ore st- thy ments coil! ocr) tS — P(AUB) = PCA) + PCR) PCANB) . whore PANG) ts the ervemt defined as the event thet boty A & B am Occur" Poo metuelly exclu give evemts PUB) ~ PCA) + PCB), + Probabiiity Of cach ah re aectnalby exckusire, exhaust saps ey trety events TS ae 4 Algebra of Svante D pea) + aD = i) pca-B) = PCANB)= PCAUB) ~ PCO) = PCA) — PCANB) iti) P@@-A) =P (WMA) W) P( AaB) = PCAUB) - PCAN). v) P(AAB) = 2P (AUB) - (PCA) + PCR?) at) PCA AB)= PCA) 1 PCBI— 2PCANB) vit) PCANB)= Pcs) — PCAUB) = I~ PUB) vii)A SR = PCA) £ Pde) ix) P (exactly hoo of A,B, & occur’) = PCANB) + PCBNc) + PCCNAD — BSP(ANBNC) *)P (at least two of A,B,C occur) = PANG) + P(BNC) + PCCNA) — 2P (ANBNC). * Conditional Probability 9f A ® B axe two events, chen -he cond tHorel prob- ability af. womt A giren that ovent IB hos alscady — occurnred PC(A/8) ts defined a P(AnB) PAB) =o —_ > 2 ea) malerly, prbabritty of 1 given that A has PCAN) 2 sed WI db tex leet already eeu 1 be 9(B/A) PCA). —Nnd PCANB) = pCa). e (4/9) = Pca). PCR/AD. Lp(e) 40, PCA) #0] — HuHip icafton Thearem Generalteed form — PCALNASN ASN Ay) = PAL) P(APAL) P(CAq /At Ada) ve P (Am JA Ae Ames) > Sf AXB ase mutvatty wndependent , -ten P(A/B) = PCA) + PCANR) = PCA): PCE) gs the necessary Supp reent— emittion fer the events A&B to bo TMdependent, Probability © 3 onparts A, B,@ are gaid to be matuatly amdepen det et P(ANB) = PCA): PC) 5 PC@NG) = PCA). PCED; PCcNA) = PCE) PCA) P(ANGNC) =PA)-PCR)- PCC). They one patriotsa © ndependarrt Ws PANS) = PCA) PCR) > PCN ‘) = P(B)-P(e) 5 PCCMA) = PC) + PCA). F Totat Poobabttity “Theosem? Let 8, ,..., 8, be ho mutuctty exclusive hy exhaustive oventr & ovent A Ws Such thet of the avons eH can occur Weth ony By Syn ten He probability a} occurane of event A fs = PCA) = PCANE,) + PCANEL)4..4 PCANER) PCA) = PCE): P(A/E)) + P (Ea) P (AE) +. + P (En) P (A/En). bn P(A)= 3 P(E) P(A/EX). ter 4 Bayes Theowem? Lot B84... Pr be nH muduatty exclusive dA exhaustive evertr b A cam octur = wtth any ef “the. events -then geen thet oA has aheady Oceuri2d wet even By, then the condrdfonat @robabr lity P(EC/A)= p(ecna) _ P(E): PCA/Et) P(A) PE) P(AM) te P (En) -PCAEn) PCE) + PCA/EX P(e/A) = PED POE) | Bt ecea): (AEX) # Vimomiat distri buetton for vepeated expervments! Tf tke Probability of Succoes af an event mM one tial ts ‘pl, A that of ots fatlure. fo go that page to, them the proba bility nr daats te °. any 4 Qnoetly v SarccessedQ MH = ht Tent * Ps CLP OG + Robabitity a sucess at least + times out sf total nw Avfate , P(20) = n, ahh A wth newed n n Ce PYF Raa P Y tet Sn P . 1 Poobawt lity A success at most oy hme ae h- w = rtrdats, P (4%) = h h ‘3 h ron? Cyt Ro, phat haynes ti CLP Y FGoomedricat Probability * Prtakanty = Sete Ae beeen te Mente of tho Sample space. % for 3 evomts A,B.c , J, P(aHeast one) = P(A)+ P(e) +P(c) ~ PCANB)-P(ane)- PCcMA) + PCANBNC) BP (exactly one) = C4) + P00) + PCE) -2P(AnG)~ 2PCenc)-apCena) + 3PCANBNG) 3, P (atleast wo) = Plone) +P (CNA) +PCANB) ~ 2° (anenc) 4. P (exactly sa) = Peng + P(cnA) 4 PCAN®) ~ BP (ANBAC).

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