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5 Theorems On Probability of Events

The document outlines several theorems and rules regarding probabilities of events: 1. The probability of an impossible event is zero. 2. The probability of an event added to the probability of its complement equals 1. 3. The addition rule states that the probability of the union of two events equals the sum of the individual probabilities minus the probability of their intersection. It also defines conditional probability and covers the multiplication law of probability for both dependent and independent events.

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Kavi Sanjai
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39 views3 pages

5 Theorems On Probability of Events

The document outlines several theorems and rules regarding probabilities of events: 1. The probability of an impossible event is zero. 2. The probability of an event added to the probability of its complement equals 1. 3. The addition rule states that the probability of the union of two events equals the sum of the individual probabilities minus the probability of their intersection. It also defines conditional probability and covers the multiplication law of probability for both dependent and independent events.

Uploaded by

Kavi Sanjai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Theorems on Probabilities of events

Axiomatic Definition of Probability:

Let S be the sample space and be an event associated with a random experiment. Then
the probability of the event denoted by ( ) is defined as a real number satisfying the
following axioms.

() ( )

( ) ( )

( ) are mutually exclusive events, ( ) ( ) ( )

Theorem: 1.1. Probability of impossible event is zero. ( )

Proof:

Certain event (sample space) and impossible event are mutually exclusive events.

Also

( ) ( )

( ) ( ) ( ) (By Axiom (iii) in the axiomatic definition of probability)

( ) ( )

Theorem: 1.2

If ̅ is the complementary event of then ( ̅ ) ( )

Proof:

The events ̅ mutually exclusive events such that ̅

( ̅) ( )

( ) ( ̅)

(̅) ( )

Theorem: 1.3 (Addition rule)

If are any two events, ( ) ( ) ( ) ( )

B ̅
A

Solution:

( ̅ )
( ) * ( ̅ )+

The events ̅ are mutually exclusive events.

( ) * + *( ̅ )+ (By axiom (iii))………(1)

( ) (̅ ){

( ) *( ) (̅ )+

The events ( ) (̅ ) are mutually exclusive events.

( ) *( )+ *( ̅ )+

*( ̅ )+ ( ) ( )……….(2)

Substitute (2) in (1)

( ) * + ( ) ( )

Note:

For are any three events, then

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )

General addition rule:

If … are events, then *⋃ + ∑ ( ) ∑∑ ( )


∑∑∑ ( ) ( ) 〈⋂ 〉

Conditional Probability:

The conditional probability of occurrence of an event when the event has already
happened, is denoted by ( ) is defined as

( )
( ) ( )
( )

The conditional probability of occurrence of an event when the event has already
happened, is denoted by ( ) is defined as

( )
( ) ( )
( )

Multiplication law of Probability:

For any two events

( ) ( ) ( ) ( )

( ) ( ) ( )

Multiplication law of Probability for independent events:

If are independent events, then ( ) ( ), ( ) ( )


If are independent events, then ( ) ( ) ( )

Extension of multiplication law of probability for independent events:

If … are independent events, then ( … ) ( ) ( )… ( )

Note:

If are independent events, then

() are also independent events

( ) ̅ are also independent events

( ) ̅ are also independent events

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