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Ariel Li Basic Probability

The document defines key probability concepts like simple, compound, and mutually exclusive events. It also outlines four probability rules: 1) finding the probability of the complement of an event; 2) the addition rule for finding the probability of events occurring; 3) the multiplication rule for finding the probability of independent events occurring simultaneously; and 4) the rule for conditional probability. Examples are provided to illustrate each concept and rule.

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14 views4 pages

Ariel Li Basic Probability

The document defines key probability concepts like simple, compound, and mutually exclusive events. It also outlines four probability rules: 1) finding the probability of the complement of an event; 2) the addition rule for finding the probability of events occurring; 3) the multiplication rule for finding the probability of independent events occurring simultaneously; and 4) the rule for conditional probability. Examples are provided to illustrate each concept and rule.

Uploaded by

jam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Subject: Statistics

Created by: Ariel Li


Revised: 03/29/2018

Basic Probability: Key Definitions and Rules


1. Key Probability Definitions and Notation
 Probability is a number between 0 and 1 that is assigned to a possible outcome of a
random circumstance.

 A simple event is a unique possible outcome of a random circumstance.


 A compound event is an event that includes two or more simple events.
 An event is any collection of one or more simple events in the sample space; events can
be simple events or compound events.
 Events are often written using capital letters A, B, C, and so on, and their probabilities
are written as P(A), P(B), P(C), and so on.
 One event is the complement of another event if the two events do not contain any of
the same simple events and together they cover the entire sample space. For an event A,
the notation Ac represents the complement of A.
E.g. Event A: The roll of a die is 2;
Event B: The roll of a die is NOT 2 (1 or 3-6).
Event B is the complement of Event A, or P(B) = P(Ac)

 Two events are mutually exclusive if they do not contain any of the same simple
events (outcomes). Equivalent terminology is that the two events are disjointed.
E.g. Event A: The roll of a die is odd (1, 3, 5);
Event B: The roll of a die is even (2, 4, 6).
Event A and Event B are mutually exclusive.
 Two events are independent of each other if the probability of one occurring does not
change the probability that the other occurs.
E.g. Event A: Roll a die, and the outcome is 1;
Event B: Roll another die, and the outcome is 1.
Event A and Event B are independent.
Subject: Statistics
Created by: Ariel Li
Revised: 03/29/2018

Basic Probability: Key Definitions and Rules


 Two events are dependent if knowing that one will occur (or has occurred) changes
the probability that the other occurs.
E.g. Event A: The roll of a die is odd (1, 3, 5);
Event B: The roll of a die is 1.
Event A and Event B are dependent.
 The conditional probability of the event A, given that the event B has occurred or
will occur, is the long-run relative frequency with which event A occurs when
circumstances are that B has occurred or will occur. It is written as P(A|B).
E.g. Event A: The roll of a die is odd (1, 3, 5);
Event B: The roll of a die is not 1.
P(A|B), or the probability of Event A given B means that given/assuming the roll
of a die is not 1, the probability that it is odd (1, 3, 5).

2. Probability Rules
Rule 1 (for “not the event”): To find the probability of Ac, the complement of A, use
P(Ac) = 1 – P(A)
E.g. Event A: The roll of a die is 2; P(A) = 1/6
Event AC: The roll of a die is NOT 2 (1 or 3-6). P(Ac) = 1-1/6=5/6

Rule 2 (addition rule for “either/or/and): To find the probability that either A or B or both
happen:
 Rule 2a (general): P(A or B) = P(A) + P(B) – P(A and B)
 Rule 2b (for mutually exclusive events): If A and B are mutually exclusive events:
P(A or B) = P(A) + P(B)
E.g. Event A: The roll of a die is odd (1, 3, 5); P(A) = 3/6 = 1/2
Event B: The roll of a die is even (2, 4, 6). P(B) = 3/6 = 1/2
Because Event A and Event B are mutually exclusive, P(A or B) = 1/2 +1/2= 1
Subject: Statistics
Created by: Ariel Li
Revised: 03/29/2018

Basic Probability: Key Definitions and Rules

Rule 3 (multiplication rule for “and”): To find the probability that two events, A and B, both
occur simultaneously or in a sequence:
 Rule 3a (general): P(A and B) = P(A)P(B|A) = P(B)P(A|B)
 Rule 3b (for independent events): If A and B are independent events,
P(A and B) = P(A)P(B)
E.g. E.g. Event A: Roll a die, and the outcome is 1; P(A) = 1/6
Event B: Roll another die simultaneously, and the outcome is also 1. P(B) = 1/6
Because Event A and Event B are independent, P(A and B) (meaning that roll
two dice simultaneously, and both outcomes are 2) = 1/6 * 1/6= 1/36

 Extension of Rule 3b to more than two independent events: For several


independent events:
P(A1 and A2 … and An-1 and An) = P(A1)P(A2)…P(An-1)P(An)
E.g. Event A1: Roll n dice simultaneously, and the outcome of the first die is 2; P(A1) =
1/6
Event A2: Roll n dice simultaneously, and the outcome of the second die is 2. P(A2) =
1/6
….
Event An: Roll n dice simultaneously, and the outcome of the nth die is 2. P(An) =
1/6
Because Event A1, A2 … and An are independent of each other, P(A1 and A2 … and An-1
and An) = 1/6 * 1/6 … 1/6*1/6= 1/6n
Subject: Statistics
Created by: Ariel Li
Revised: 03/29/2018

Basic Probability: Key Definitions and Rules


Rule 4 (conditional probability): To find the probability that B occurs given that A has
occurred or will occur:
P(B|A) = P(A and B)/P(A)
The assignment of letters to events A and B is arbitrary, so it is also true that
P(A|B) =P(A and B)/P(B)
E.g. Event A: The roll of a die is odd (1, 3, 5); P(A) = 1/2
Event B: The roll of a die is not 1. P(B)= 5/6
P(A and B), or the probability that the roll of a die is odd and not 1 = the probability
that the roll of a die is 3 or 5 = 2/6 = 1/3
P(A|B) = P (A and B) / P(B) = (1/3) / (5/6) = 2/5

3. Table for Reviewing the Rules:

When Events Are: P(A or B) Is: P(A and B) Is: P (A|B) Is:
Mutually Exclusive P(A) + P(B) 0 0
Independent P(A) + P(B) –P(A)P(B) P(A)P(B) P(A)
Any P(A) + P(B) – P(A)P(B|A) P(A and B)/P(B)
P(A)P(B|A)

References: The following works were referred to during the creation of this handout: Mind on Statistics
(4th Edition).

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