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Probability Study Guide

This study guide covers the fundamentals of probability, including its definition, various approaches (classical, empirical, and axiomatic), and key theorems such as the addition and multiplication theorems. It also introduces Bayes' Theorem for inverse probability and outlines essential properties of probability with proofs. Examples are provided to illustrate classical and empirical probabilities, as well as applications of Bayes' Theorem.

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15revatithakur
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3 views3 pages

Probability Study Guide

This study guide covers the fundamentals of probability, including its definition, various approaches (classical, empirical, and axiomatic), and key theorems such as the addition and multiplication theorems. It also introduces Bayes' Theorem for inverse probability and outlines essential properties of probability with proofs. Examples are provided to illustrate classical and empirical probabilities, as well as applications of Bayes' Theorem.

Uploaded by

15revatithakur
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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PROBABILITY AND STATISTICS: STUDY GUIDE

1. Definition of Probability

Probability is a measure of the likelihood that a particular event will occur. It ranges from 0 (impossible
event) to 1 (certain event).

If an event A occurs in "favorable outcomes" and the total number of equally likely outcomes is "n", then:

Number of favorable outcomes


P (A) =
Total number of outcomes

2. Approaches to Probability

a. Classical Approach

• Based on assumptions that all outcomes are equally likely.


• Formula: P (A) = m
n
• m = number of favorable outcomes
• n = total number of possible outcomes
• Example: Tossing a fair coin, getting heads = 1/2

b. Empirical (Statistical) Approach

• Based on actual experiments or historical data.


• Formula: P (A) = Number of times event A occurred
Total number of trials
• More useful when outcomes are not equally likely.

c. Axiomatic Approach

• Introduced by Kolmogorov. Based on set theory.


• A probability function P must satisfy:
• P (A) ≥ 0
• P (S) = 1 , where S is the sample space
• For disjoint events A and B (A \u2229 B = \u2205): P (A ∪ B) = P (A) + P (B)

3. Addition Theorem of Probability

• For any two events A and B:

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

• If A and B are mutually exclusive:

1
P (A ∪ B) = P (A) + P (B)

Example: If P(A) = 0.4, P(B) = 0.5, P(A \u2229 B) = 0.2

P (A ∪ B) = 0.4 + 0.5 − 0.2 = 0.7

4. Multiplication Theorem of Probability

• For any two events A and B:

P (A ∩ B) = P (A) ⋅ P (B∣A) = P (B) ⋅ P (A∣B)

• If A and B are independent:

P (A ∩ B) = P (A) ⋅ P (B)

Example: If P(A) = 0.6 and P(B|A) = 0.5,

P (A ∩ B) = 0.6 ⋅ 0.5 = 0.3

5. Bayes' Theorem (Inverse Probability)

Used to find the probability of an event occurring given the probability of another related event.

P (Ai ) ⋅ P (B∣Ai )
P (Ai ∣B) = n
∑j=1 P (Aj ) ⋅ P (B∣Aj )

• Useful in medical diagnosis, spam filtering, etc.

Example: Suppose a disease affects 1% of a population. A test detects the disease 99% of the time if
present, but gives a false positive 5% of the time. Calculate the probability that a person who tests positive
actually has the disease using Bayes' Theorem.

6. Properties of Probability (with Proofs)

1. P(A) \u2265 0 for any event A.

2. Proof: Probability is defined as a ratio of favorable outcomes; can never be negative.

3. P(S) = 1

4. Proof: The sample space S includes all possible outcomes. Since something must happen, P (S) =
n
n =1

2
5. If A and B are disjoint (mutually exclusive), then: P (A ∪ B) = P (A) + P (B)

6. Proof: Since A \u2229 B = \u2205, then P (A ∩ B) = 0 , so by addition theorem: P (A ∪ B) =


P (A) + P (B)

7. P(A') = 1 - P(A)

8. Proof: A' is the complement of A. Since A and A' cover the sample space: P (A) + P (A′ ) =1⇒
′
P (A ) = 1 − P (A)

7. Examples

1. Classical Probability Example:


2. A die is rolled. What is the probability of getting a number less than 4?
3. Total outcomes = 6 (1 to 6), Favorable = 3 (1, 2, 3)

3
4. P = 6 = 0.5

5. Empirical Probability Example:

6. A coin was tossed 100 times and heads appeared 45 times.

45
7. P (Heads) = 100 = 0.45

8. Bayes' Theorem Example (Simple):

9. A bag contains 2 red and 3 blue balls. One ball is drawn and found to be red. What is the probability
it was drawn from Bag A (if there are multiple bags with different compositions)? (Detailed numerical
Bayes problems are often given.)

Let me know if you'd like me to add practice questions or a revision sheet for quick review!

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