13 PROBABILITY

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KEY CONCEPT INVOLVED
1. Conditional Probability – Let E and F be two events of a random experiment, then, the probability of
occurance of E under the condition that F has alredy occured and P (F)  0 is called the conditional
probability. It is denoted by P (E/F)
P (E  F)
The conditional probability P (E/F) is given by P (E/F) = , When P (F)  0
P (F)
Properties of conditional probability –
(i) If F be an event of a sample space s of an experiment, then P (S/F) = P (F/F) = 1
If A and B are any two events of a sample space S and F is an event of s such that P (F) 0, then
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(ii) P (A  B/F) = P(A/F) + P (B/F) – P (A  B/F)
IF A and B are disjoint event then P(A  B/F) = P(A/F) + P (B/F)
(iii) P (E / F) = 1 – P (E/F) or P (E/F) = 1 – P (E/F)
2. Multiplication Theorem On Probability – Let E and F be two events associated with a sample
space S. P(E  F) denotes the probability of the event that both E and F occur, which is given by
P (E  F) = P (E) P (F/E) = P (F) P (E/F), provided P (E)  0 and P(F)  0
3. Independent Event –
(i) Events E and F are independent if P (E  F) = P (E) × P (F)
(ii) Two events E and F are said to be independent if P (E/F) = P (E) and P (F/E) = P (F)
provided P (E)  0 and P (F)  0
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(iii) Three events E, F and G are said to be independent or mutually independent if
P (E  F  G) = P (E) P (F) P (G).
4. Random Variable – A random variable is a real valued function whose domain is the sample space of
random experiment.
5. Baye’s Theorem – let E1, E2, En be the x events forming a partition of sample space S i.e. E1, E2,
En are pairwise disjoint and E1  E2  En = S and A is any event of non – zero
P (E i ) P (A / E i )
porbability, then P (Ei/A) = n for any i = 1, 2, 3, ......., n
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 P (E ) P (A / E )
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j j

6. Bernoulli Trial – Trials of a random experiment are said to be Bernoulli’s trials, if they satisfy the following
conditions :
(i) The trials should be independent.
(ii) Each trial has exactly two outcomes ex- success or falilure.
(iii) The probability of success remains the same in each trial.
(iv) Number of trials is finite.
7. Mean of Random Variable – let X be a random variable whose possible values are x1, x2, xn if
P1, P2, Pn are the corresponding probabilities, then mean of X,

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=  x p = E (X)
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The mean of a random variables X is also called the expected value of X denoted by E (x).

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8. Variance of a Random Variable – let X be a random variable with possible values x1 x2,  xn occur with
probabilities are p1, p2 pn respectively.

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let  = E (X) be the mean of X. The variance of X denoted by var (X) or  2x is defined as
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Var (X) or  2x = 
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(xi - )2 pi = E (xi – )2 = E (X2) – [E (X)]2

Standard Deviation, x = Var (X)

CONNECTING CONCEPTS
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Partition of a sample space – A set of events E1, E2 ,  En is said to represent a partition of sample S

(i) Ei  Fj =  if i  j , i, j = 1, 2,n
(ii) E1  E2  E3   En = S
(iii) P (Ei) > 0  i = 1,2, n.
2. Theorem of total Probability – let  E1, E2, En  be a partition of sample spaces and each event has
a non – zero probability If A be any event associated with S, then
P (A) = P (E1) P (A/E1) + P (E2) P (A/E2) + P (E3) P (A/E3) +  + P (En) P (A/En)
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P (A) =  P (E ) P (A/E )
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3. A Few Terminologies –
(i) Hypothesis – When Baye’s theorem is applied the events E1, E2, En are said to be hypothesis x.
(ii) Priori Porbability – The Porbabilites P (E1), P (E2) P (En) are called priori.
(iii) Posteriori Porbabililty – The conditional probability P (Ei/A) is known as the posteriori probability
of hypothesis Ei where i = 1, 2, 3, ......, n
4. Probability Distribution of a Random Variable – let real numbers x1, x2, xn be the possible value
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of random variable and p1, p2,pn be probability corresponding to each value of the random
variable X. Then the probability distribution is
X: x1 x2  xn
P(X) : p1 p 2  pn.
(i) pi > 0 (ii) sum of porbabilites p1 + p2 +  + pn = 1.
5. Binomial Distribution – Probability distribution of a number of successes, in an experiment consisting of
n Bernoulli trials are obtanied by Binomial expansioin of (q + p)n. Such a probability distribution is
X: 0 1 2  r  n
P(X) : nC0 qn nC1 q n – 1 P n C2 q n – 2 P2 nCr q P n – r r nC Pn
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This probability distribution is called binomial distribution with parameter n and p.
Where, p is the probability of success in each trial and q is the probability of not sucess in each trial.
 p+q=1,q=1–p

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