Theory of Probability

Submitted By
Vinayak S Bhustalimath
12MMF0023



Probability

Probability is a measure or estimation of how likely it is that something will happen
or that a statement is true. Probabilities are given a value between 0 (0% chance
or will not happen) and 1 (100% chance or will happen). The higher the degree of
probability, the more likely the event is to happen.
A probability is a way of assigning every event a value between zero and one, with
the requirement that the event made up of all possible results (in our example, the
event {1,2,3,4,5,6}) is assigned a value of one. To qualify as a probability, the
assignment of values must satisfy the requirement that if you look at a collection of
mutually exclusive events (events with no common results.
The probability of an event A is written as P(A), p(A) or Pr(A).
[17]
This mathematical
definition of probability can extend to infinite sample spaces, and even uncountable
sample spaces, using the concept of a measure.
The opposite or complement of an event A is the event [not A] (that is, the event
of A not occurring); its probability is given by P(not A) = 1 - P(A). As an example, the
chance of not rolling a six on a six-sided die is 1 (chance of rolling a
six) .

If both events A and B occur on a single performance of an experiment, this is called
the intersection or joint probability of A and B, denoted as .
Independent probability
If two events, A and B are independent then the joint probability is

for example, if two coins are flipped the chance of both being heads
is
Mutually exclusive
If either event A or event B or both events occur on a single performance of an
experiment this is called the union of the events A and B denoted as .
If two events are mutually exclusive then the probability of either occurring is

For example, the chance of rolling a 1 or 2 on a six-sided die
is
Not mutually exclusive
If the events are not mutually exclusive then

For example, when drawing a single card at random from a regular deck
of cards, the chance of getting a heart or a face card (J,Q,K) (or one that
is both) is , because of the 52 cards of a deck 13 are
hearts, 12 are face cards, and 3 are both: here the possibilities included in
the "3 that are both" are included in each of the "13 hearts" and the "12
face cards" but should only be counted once.
Conditional probability
Conditional probability is the probability of some event A, given the
occurrence of some other event B. Conditional probability is
written , and is read "the probability of A, given B". It is defined
by

If then is formally undefined by this expression.
However, it is possible to define a conditional probability for some
zero-probability events using a -algebra of such events (such as
those arising from a continuous random variable).

For example, in a bag of 2 red balls and 2 blue balls (4 balls in total),
the probability of taking a red ball is ; however, when taking a
second ball, the probability of it being either a red ball or a blue ball
depends on the ball previously taken, such as, if a red ball was taken,
the probability of picking a red ball again would be since only 1
red and 2 blue balls would have been remaining.

The Complement Rule


Probability versus Statistics
Probability is the field of study that makes statements about what will occur when a
sample is drawn from a known population. Statistics is the field of study that
describes how samples are to be obtained and how inferences are to be made about
unknown populations.
Independent Events
Two events are independent if the occurrence or nonoccurrence of one event does
not change the probability of the other event.
Multiplication Rule for Independent Events

General Multiplication Rule For all events (independent or not):



Conditional Probability (when ):


Two Events Occurring Together

) ( ) ( ) ( B P A P B and A P =
) | ( ) ( ) ( A B P A P B and A P =
) | ( ) ( ) ( B A P B P B and A P =
0 ) ( = B P
) (
) (
) | (
B P
B and A P
B A P =

Either or Both of Two Events Occurring


Mutually Exclusive Events
Two events are mutually exclusive if they cannot occur at the same time. Mutually
Exclusive are Disjoint
If A and B are mutually exclusive, then P(A and B) = 0
Addition Rules
If A and B are mutually exclusive, then
P(A or B) = P(A) + P(B).
If A and B are not mutually exclusive, then
P(A or B) = P(A) + P(B) P(A and B).
Multiplication Rule for Counting
If there are n possible outcomes for E1 and m possible outcomes for event E2, then
there are a total of n X m or nm possible outcomes for the series of events E1
followed by E2.
This rule extends to outcomes involving three, four or more series of events.
Tree Diagrams
Displays the outcomes of an experiment consisting of a sequence of activities. The
total number of branches equals the total number of outcomes. Each unique
outcome is represented by following a branch from start to finish.
Tree Diagrams with Probability
We can also label each branch of the tree with its respective probability. To obtain
the probability of the events, we can multiply the probabilities as we work down a
particular branch.
Example
Suppose there are five balls. Three are red and two are blue. We will select a ball,
note the color, and, without replacing the first ball, select a second ball.

There are four possible outcomes:
1. Red, Red 2. Red, Blue 3. Blue, Red 4. Blue, Blue
We can find the probabilities of the outcomes by using the multiplication rule for
dependent events.
Set Operations
Union
Intersection
Complement
Properties
Commutation
Associativity
Distribution
De Morgans Rule













A B
A B
C
A
A B B A =
( ) ( ) A B C A B C =
( ) ( ) ( ) A B C A B A C =
( )
C
C C
A B A B =
A B
C
A
S
A B

Conditional Probability
Conditional Probability of event A given that event B has occurred


If B
1
, B
2
,,B
n
a partition of S, then


(Law of Total Probability)





























| |
| |
| |
|
P A B
P A B
P B

=
| | | | | |
1 1
| ...
|
j j
P A P A B P B
P A B P B
= + +
( (

A B
C
A
S
A B
B
1

B
3

B
2

A
Questions:
1. Define Probability.
2. Define Independent probability.
3. Define Conditional Probability
4. Define conditional probability.
5. What is a tree diagram? Explain with example.