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Chapter 13 discusses the fundamentals of probability, defining experiments, types of experiments, and key concepts such as sample space, events, and probability calculations. It covers various types of events, their probabilities, and important theorems related to probability, including conditional probability and Bayes' theorem. Additionally, it introduces random variables, their distributions, and concepts like Bernoulli trials and binomial distribution.
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0% found this document useful (0 votes)
5 views13 pages

Usefull Notes

Chapter 13 discusses the fundamentals of probability, defining experiments, types of experiments, and key concepts such as sample space, events, and probability calculations. It covers various types of events, their probabilities, and important theorems related to probability, including conditional probability and Bayes' theorem. Additionally, it introduces random variables, their distributions, and concepts like Bernoulli trials and binomial distribution.
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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CHAPTER 13

PROBABILITY
NOTE

EXPERIMENT
An operation which produce some well-defined results or outcomes is called an
experiment.
TYPES OF EXPERIMENTS
1. Deterministic Experiment
Those experiments, which when repeated under identical conditions produce the
same result or outcome are known as deterministic experiment.
2. Probabilistic/Random Experiment
Those experiments, which when repeated under identical conditions, do not
produce the same outcome every time but the outcome produced is one of the
several possible outcomes, are called random experiment.
SOME BASIC DEFINITIONS
(i) Trial Performing an experiment is called a trial. The number of times an
experiment is repeated is called the number of trials.
(ii) Sample Space The set of all possible outcomes of a random experiment is
called the sample space of the experiment and it is denoted by S.
(iii) Sample Point The outcome of an experiment is called the sample point, i.e.
the elements of set S are called the sample points.
(iv) Event A subset of the sample space associated with a random experiment is
called event or case.
(v) Elementary (or Simple) Event An event containing only one sample point is
called elementary event (or indecomposable event).
(vi) Compound Event An event containing more than one sample points is called
compound event (or decomposable event).

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(vii) Occurrence of an Event An event associated to a random experiment is
said to occur, if any one of the elementary events associated to it is an outcome.
(viii) Certain Event An event which must occur, whatever be the outcomes, is
called a certain event (or sure event).
(ix) Impossible Event An event which cannot occur in a random experiment, is
called an impossible event.
(x) Favourable Outcomes Let S be the sample space associated with a random
experiment and E ⊂ S. Then, the elementary events belonging to E are known as
the favourable outcomes to E.
(xi) Equally likely Outcomes The outcomes of a random experiment are said to
be equally likely, when each outcome is as likely to occur as the other.
ALGEBRA OF EVENTS
Let A and B are two events associated with a random experiment, whose sample
space is S. Then,
(i) the event ‘not A’ is the set A′ or S − A
(ii) the events A or B is the set A ∪ B
(iii) the events A and B is the set A ∩ B
(iv) the events A but not B is the set A − B or A ∩ B′
Note For more details, see operations on sets.
Probability—
Theoretical (Classical) Approach
If there are n equally likely outcomes associated with a random experiment and
m of them are favourable to an event A, then the probability of happening or
occurrence of A, denoted by P(A), is given by
𝑚 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑡𝑜 𝐴
P(A) = =
𝑛 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠

Axiomatic Approach
Let S = { w1,w2,w3….wn }be a sample space, then according to axiomatic
approach we have the following
(i) 0 ≤ P(wi ) ≤ 1 for each wi ∈S

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(ii) P (w1) + P (w2) + …… + P (wn) = 1

(iii) For any event A, P(A) = ΣP(wi ), wi ∈ A.


Note
● Theoretical approach is valid only when the outcomes are equally likely and
number of total outcomes is known.
● P(sure event) = P(S ) = 1 and P(impossible event) = P(φ) = 0
DIFFERENT TYPES OF EVENTS AND THEIR PROBABILITIES
(i) Equally Likely Events The given events are said to be equally likely, if none
of them is expected to occur in preference to the other.
Thus, if the events E and F are equally likely, then P(E) = P(F)
(ii) Mutually Exclusive Events A set of events is said to be mutually exclusive,
if the happening of one event excludes the happening of the other.
If A and B are mutually exclusive events, then (A ∩ B) = φ.
∴The probability of mutually exclusive events is P (A ∩ B) = 0.
(iii) Probability of Exhaustive Events A set of events is said to be exhaustive,
if atleast one of them necessarily occurs whenever the experiment is performed.
If E1, E2,…….., En are exhaustive events, then
E1 ∪ E2 ∪ ….. ∪ En = S.

and so P (E1 ∪ E2 ∪ E3 ∪…….∪ En) = 1

called mutually exclusive and exhaustive events.


(iv) Independent Events Two events A and B, associated to a random
experiment, are independent if the probability of occurrence or non-occurrence
of A is not affected by the occurrence or non-occurrence of B.
Note If A and B are independent events associated with a random experiment,
then

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(v) Complementary Event Let A be an event of a sample space S, the
complementary event to A is the event containing all sample points other than the
sample point in A and it is denoted
by A′ or Ā i.e. A′ or Ā = {n : n ∈S, n ∉ A}
∴The probability of complementary event to A is
P (Ā) = 1 − P (A)
Note
(i) P (A)+ P(A′ ) = 1
(ii) P(A ∪ A′ ) = P(S ) = 1
(iii) P(A ∩ A′ ) = P(φ) = 0
(iv) P(A′ )′ = P(A)
Partition of a Sample Space
The events A1, A2 ,..., An represent a partition of the sample space S, if they are
pairwise disjoint, exhaustive and have non-zero probabilities.
i.e.
(i) Ai ∩ Aj = φ; i ≠ j; i, j = 1,2,... ,n
(ii) A1 ∪ A2 ∪ ... ∪ An = S

(iii) P(Ai ) > 0,∀ i = 1,2,... ,n


Important Results on Probability
(i) Addition Theorem of Probability
(a) For two events A and B
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
(b) For three events A, B and C
P(A ∪ B ∪ C) = P(A) + P(B) + P(C) −P(A ∩ B) − P(B ∩ C) − P(A ∩ C) +
P(A∩ B ∩ C)

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(c) For n events A1 ,A2 …….. ,An

(ii) If A and B are two events associated with a random experiment,


Then

(iii) (a) P (exactly one of A, B occurs)


= P(A) + P(B) − 2P(A ∩ B) = P(A ∪ B) − P(A ∩ B)
(b) P(neither A nor B occurs) = P(A ′ ∩ B ′ ) = 1 − P(A ∪ B)
(iv) If B ⊆ A, then

(v).If A and B are two events, then


P(A ∩ B) ≤ P(A)(or P(B)) ≤ P(A ∪ B) ≤ P(A) + P(B)
(vi) If A, B and C are three events, then
(a) P(exactly one of A, B, C occurs)
= P(A) + P(B) + P(C) − 2P(A ∩ B) − 2P(B ∩ C) − 2P(A ∩ C) + 3P(A ∩ B ∩ C)
(b) P (atleast two of A, B, C occurs)
= P(A ∩ B) + P(B ∩ C) + P(C ∩ A) − 2P(A ∩ B ∩ C)
(c) P (exactly two of A, B, C occurs)

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= P(A ∩ B) + P(B ∩ C) + P(A ∩ C) − 3P(A ∩ B ∩ C)
(vii) (a) P(A ∪ B) = P(A) + P(B), if A and B are mutually exclusive events.
(b) P(A ∪ B ∪ C) = P(A) + P(B) + P(C), if A, B and C are mutually exclusive
events.
(viii) If the events A1 , A2 ,……,An are mutually exclusive, i.e.

Ai ∩ Aj = φ for i ≠ j, then

P (A1 ∪ A 2 ∪ A 3 ∪………..∪ An ) = P (A1) +(A2) + ………..+ P(An)

and P(A1 ∩ A2 ∩ A3 ∩……∩ An ) = P(φ) = 0

(ix) If A1 ,A2 ,An , …….,An , are independent events associated with a random
experiment, then probability of occurrence of atleast one

Odds in Favour and Against of an Event


𝑃(𝐸)
(i) Odds in favour of an event E is given by
𝑃(Ē)

𝑃(Ē)
(ii) Odds in against of an event E is given by
𝑃(𝐸)

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𝑎 𝑏
Note If odds in favour of an event E are a : b, then P (E) = and P(Ē) =
𝑎+𝑏 𝑎+𝑏

Conditional Probability
Let A and B be two events associated with a random experiment. Then, the
probability of occurrence of event A under the condition that B has already
occurred and P(B) ≠ 0, is called the conditional probability and it is given by
𝑃(𝐴 ∩ 𝐵)
P(A/B) =
𝑃(𝐵)

𝑃(𝐴 ∩ 𝐵)
If A has already occurred and P (A) ≠ 0, then P ( B/A) =
𝑃(𝐴)

Note If A and B are independent events, then P (B/ A) = P(B) and


P(A/B) = P(A).
Properties of Conditional Probability

where F is an event of sample space S such that P(F) ≠ 0.


Multiplication Theorem on Probability
(i) If A and B are two events associated with a random experiment, then
P(A ∩ B) = P(A)P(B/A), if P(A) ≠ 0
or P(A ∩ B) = P(B)P(A/B), if P(B) ≠ 0
(ii) If A1 ,A2 , ……, An are n events associated with a random experiment, then
P(A1 ∩ A2 ∩ …….. ∩ An ) = P(A1) P(A2 / A1 ) P(A3 / (A1 ∩ A2 )) ... P(An /
(A1 ∩ A2 ∩ A3 ∩…….. ∩ An - 1))
Theorem of Total Probability
Let S be the sample space and let E1 , E2 , …….,En be a partition of the sample
space S. If A is any event which occurs with E1 or E2 or ... or En , then

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Baye’s Theorem
Let S be the sample space and let E1 ,E2 ,……,En be a partition of the sample
space S. If A is any event which occurs with E1 or E2 or ... or En , then probability
of occurrence of Ei , when A occurred, is

where, P (Ei ), i = 1, 2,...,n is known as the priori probability


𝐸
and 𝑃 ( 𝑖 ), i= 1,2,…., n is known as posteriori probability
𝐴

Important Points to be Remembered


Coin
A coin has two sides, head and tail. If an experiment consists of more than one coin,
then coins are considered as distinct, if not otherwise stated.
Die
A die has six face marked with 1, 2, 3, 4, 5 and 6. If an experiment consists of more
than one die, then all dice are considered as distinct, if not otherwise stated.
Playing Cards
A pack of playing cards has 52 cards, which are divided into 4 suits (spade,heart,
diamond and club) each having 13 cards.
The cards in each suit are ace, king, queen, jack, 10, 9, 8, 7, 6, 5, 4, 3 and 2. King,
queen and jack are called face cards,so there are in all 12 face cards. Also,there are 16
honour cards, 4 of each suit namely ace, king, queen and jack.
The suits, clubs and spades are of black colour while the suits hearts anddiamonds are
of red colour. So, there are 26 red cards and 26 black cards.

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Random Variable
Let S be a sample space associated with a given random experiment. A real valued
function X defined on S, i.e.
X :S → R, is called a random variable.
There are two types of random variable
(i) Discrete Random Variable If the range of the function
X :S → R is a finite set or countably infinite set of real numbers, then it is called
a discrete random variable.
e.g. In tossing of two coins S = {HH , HT ,TH ,TT},let X denotes number of
heads in tossing of two coins, then
X (HH ) = 2, X (TH ) = 1, X(HT ) = 1, X (TT ) = 0
(ii) Continuous Random Variable If the range of X is an interval (a, b) of R,
then X is called a continuous random variable.
Probability Distribution of a Random Variable
If a random variable X takes values x1 , x2 ,……,xn with respective probabilities
p1 ,p2 ,……,pn ,then the representation
X X1 X2 X3……. Xn
P(x) P1 P2 P3 …… Pn…..
is known as the probability distribution of X.
or
Probability distribution gives the values of the random variable along with the
corresponding probabilities.
Mathematical Expectation/Mean of a Random Variable
If X is a discrete random variable which assume values x1, x2,……, xn

with respective probabilities p1, p2 ,……,pn then the mean μ of X is


defined as

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Variance of a Random Variable
Variance of a random variable is denoted by σ2 and it is defined as

Standard Deviation

Some Important Results

Bernoulli Trials and Binomial Distribution


Bernoulli Trials
Trials of a random experiment are called Bernoulli trials, if
(i) number of trials is finite
(ii) trials are independent
(iii) each trial has exactly two outcomes success and failure
(iv) probability of success remains same in each trial.

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Binomial Distribution
The probability of r successes in n-Bernaulli trials is denoted by
P(X = r) and is given by

where,
p = probability of success
q = probability of failure and p + q = 1
This can be represented by the following :

The above probability distribution is known as binomial distribution with


parameter n and p.
Note
● P(x = x) or P (x) is called the probability function of binomial distribution.
● A binomial distribution with parameter n and p is denoted by B(n, p).
Important Results

Geometrical Probability
If the total number of possible outcomes of a random experiment is infinite, in
such cases, the definition of probability is modified and the general expression
for the probability P of occurrence of an event is given by

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Measure of region occupied by the event
P=
Measure of the whole region

where, measure means length or area or volume of the region, if we are dealing
with one, two or three dimensional space respectively.

Important Results to be Remembered


(i) When two dice are thrown, the number of ways of getting a total r is
(a) (r −1), if 2 ≤ r ≤7 and (b)(13 − r), if 8 ≤ r ≤12
(ii) Experiment of insertion of n letters in n addressed envelopes.
1
(a) Probability of inserting all the n letters in right envelopes =
𝑛ǃ
1
(b) Probability that atleast one letter is not in right envelope =1−
𝑛ǃ
(c) Probability of keeping all the letters in wrong envelopes

(d) Probability that exactly r letters are in right envelopes

(iii) (a) Selection of Shoes from a Cupboard Out of n pair of shoes, if k shoes
are selected at random, the probability that there is no pair is

(b) The probability that there is atleast one pair is(1− P).
(iv) Selection of Squares from the Chessboard If r (1≤ r ≤7) squares are
selected at random from a chessboard, then probability that they lie on a
diagonal is

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(v) If A and B are two finite sets and if a mapping is selected at random from
the set of all mapping from A to B, then the probability that the mapping is

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