Definitions [4]
The outcomes satisfying a particular condition are called favourable outcomes.
A set of favourable outcomes of a given sample space is an ‘event’. Event is a subset of the sample space.
- Events are denoted by capital letters A, B, C, D etc.
- The number of elements in event A is written n(A).
- Since A ⊆ S, always 0 ≤ n(A) ≤ n(S).
- Example: two coins tossed, A = getting at least one tail → A = {TT, TH, HT}, n(A) = 3.
If A and B are two events associated with the same sample space of a random experiment, the conditional probability of the event A given that B has occurred, i.e. P(A∣B), is given by
Two events are said to be independent if the occurrence of one does not depend on the other.
For two events E and F:
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E and F are independent if P(F | E) = P(F), when \[P(E) \neq 0\].
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Similarly, E and F are independent if P(E | F) = P(E), when \[P(F) \neq 0\].
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An equivalent and most commonly used test is:
Formulae [1]
\[P(A | B) = \frac{P(A \cap B)}{P(B)}\], where \[P(B) \neq 0\].
\[P(B | A) = \frac{P(A \cap B)}{P(A)}\], where \[P(A) \neq 0\].
Multiplication rule: \[P(A \cap B) = P(B) \cdot P(A | B) = P(A) \cdot P(B | A)\].
Complement form: \[P(A' | B) = 1 - P(A | B)\], P(B) ≠ 0
Theorems and Laws [3]
If A and B are any two events defined over a sample space S, then P(A∪B) = P(A) + P(B) – P(A∩В)
or
P (A+B) = P(A) + P(B) – P(AB)
Mutually Exclusive Events:
If P(A ∩ B) = 0, then
P(A ∪ B) = P(A) + P(B)
For two events:
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\[P(E \cap F) = P(F) \cdot P(E | F)\],\[ P(F) \neq 0. \]
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\[P(E \cap F) = P(E) \cdot P(F | E)\],\[ P(E) \neq 0. \]
For three events:
- \[P(E \cap F \cap G) = P(E) \cdot P(F | E) \cdot P(G | E \cap F)\], \[ P(E) \neq 0. \] and \[ P(E∩F) \neq 0. \]
If B1, B2,..., Bn are mutually exclusive and exhaustive events and if A is an event consequent to these Bi's, then for each i = 1, 2, 3, ..., n,
Key Points
- The sample space \[ S \] contains all possible outcomes.
- An event is a subset of the sample space.
- A simple event has one outcome; a compound event has more than one outcome.
- A certain event has probability \[ 1; \] an impossible event has probability \[ 0. \]
- The complement of \[ A \] is \[ A', \] and \[ P(A') = 1 - P(A). \]
- Mutually exclusive events cannot occur together: \[ A \cap B = \varnothing. \]
- Exhaustive events together cover the entire sample space: \[ A \cup B = S. \]
- For equally likely outcomes, \[ P(A) = \frac{n(A)}{n(S)}. \]
- For any two events, \[ P(A \cup B) = P(A) + P(B) - P(A \cap B). \]
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Conditional probability means probability under a given condition.
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The formula is \[P(A | B) = \frac{P(A \cap B)}{P(B)}\], where \[P(B) \neq 0\].
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First restrict the sample space according to the given condition, then count the favourable outcomes.
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The numerator represents outcomes common to both events.
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Do not confuse P(A | B) with P(B | A).
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For independent events, P(A | B) = P(A), provided P(B) ≠ 0.
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Multiplication theorem is used to find the probability of simultaneous occurrence of events.
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For two events: \[P(E \cap F) = P(E) \cdot P(F | E)\]
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Another equivalent form is \[P(E \cap F) = P(F) \cdot P(E | F)\].
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For three events: \[P(E \cap F \cap G) = P(E) \cdot P(F | E) \cdot P(G | E \cap F)\].
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Most “without replacement” questions are solved using this theorem.
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Always define events before solving a probability problem.
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Independent events do not influence each other.
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The standard test is \[P(E \cap F) = P(E)P(F)\].
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Conditional form: \[P(F | E) = P(F)\] and \[P(E | F) = P(E)\], when defined.
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If two events are independent, related complement pairs are also independent.
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Mutually exclusive events and independent events are different.
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For independent events A and B, \[P(A \cup B) = 1 - P(A')P(B')\].
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For three events, mutual independence requires pairwise conditions and the condition involving all three together.
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Bayes' Theorem works from effect to cause.
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Prior probability means “before observation”.
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Posterior probability means “after observation”.
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The observed event is usually given in the question statement.
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The required answer is often a probability of the form P(cause ∣ observed event).
- Odds in favour of event A
Odds in favour of A = P(A) / P(A′) - Odds against event A
Odds against A = P(A′) / P(A)
