Probability
Probability
Probability
For e.g. if the probability of any particular event is 1/4, then it indicates that there is
25% chance that an event will occur and 75% chance that an event will not occur.
Any operation whose outcome is well defined is called Experiment and whose
outcome is not well defined is called Random Experiment but in the random
experiment all the possible outcomes are known in advance but the exact outcome
cannot be predicted in advance. The list of possible outcomes of a random experiment
must be exhaustive and mutually exclusive.
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For e.g. in the role of a die, there are 6 outcomes, and the probability of each
outcome is 1/6
For e.g. in the toss of two coins, there are 4 outcomes, and the probability of
each outcome is 1/4
Sample Space (S): In a random event, the set of all the possible number of
outcomes is known as sample space
Event (E): In a random event, the set of a favorable number of outcomes is
known as an event. Event E is a subset of sample space S
o Simple event: It is the event which has only one outcome. For e.g. the
event of getting head while tossing a coin
o Compound event: It is the event which has more than one outcome.
For e.g. the event of getting odd or even while rolling a die
o Mutually exclusive event: The random experiment that results in the
occurrence of only one of the n outcomes. It means that occurrence of one
event excludes the occurrence of the other. g. if a coin is tossed, the result
is a head or a tail, but not both. That is, the outcomes are defined so as to
be mutually exclusive.
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If A and B are two mutually exclusive and exhaustive events then,
o P (A) + P (B) = 1
Equally likely event: Each outcome of the random experiment has an equal
chance of occurring
Let A be any event and be its complimentary event, then P (A) + P () = 1
Union of event (A ∪ B): It occurs if the event A occurs or the event B occurs
i.e. it consists of all the outcomes that are either in A or in B or in both events.
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Intersection of event (A B): It occurs if the event A occurs and the event B
occurs i.e. it consists of all the outcomes that are both in A and B
Conditional Probability: -
When we have extra information, then how the probability of an event does change is
being defined by the conditional probability.
For e.g. if we toss a coin 3 times, then the probability of 3 heads = 1/8 as the
sample space is { HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
For e.g. given a deck of 52 cards, you drew a black card, what’s the probability
that it’s a four. So out of the 52 cards, 26 black cards are there. Given a black
card, there are two fours. Therefore, P (four | black) = 2/26 = 1/13
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Independent Event: Two events are said to be independent if the occurrence of either
one of the two events does not affect the occurrence of the other event. Two events are
said to be independent if
P (A|B) = P (A)
P (B|A) = P (B)
p (A ∩ B) = P (A). P(B)
Compound Probability:
It is equal to the probability of the first event multiplied by the probability of the second
event. It is the joint occurrence of two or more simple events.
These are the cases when both parts of the compound events are true. But, when one or
more part of the compound event holds true, then the compound probability is given by
P (X or Y) = P (X) + P (Y)
Bayes’ Theorem
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Where,
Where,
is an event complementary to B.
A Random Variable takes defined set of values with different probabilities. It takes real
values in accordance with the change in the outcome of the random experiment. For
e.g. if you roll a die, the outcome is random. Random variable can be Discrete or
Continuous.
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It describes how probabilities are distributed over the values of the random variable. It
also maps the possible values of x against their respective probabilities of occurrence, p
(x). It range from 0 to 1
Let X be the discrete Random Variable. Then, the probability mass function (pmf), f(x),
of X is :
Let X be the continuous Random Variable. Then, the probability density function (pdf),
f(x), of X for any two numbers a and b with a ≤ b is :
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All the probability distributions are characterized by an expected value (mean) and a
variance (standard deviation squared)
Variance:
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Discrete: Let X be a discrete random variable with pmf f(x) and expected value
µ. Then, the variance of X is:
Continuous: The variance of a continuous random variable X with pdf f(x) and
mean is µ:
The Moments of a random variable are expected values of powers or related functions
of the random variable. Expected value is called the first moment of a random variable.
Variance is called the second central moment or second moment about the mean of a
random variable
Let,
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P (S), P (F) = two outcomes i.e. success or failure
o P (S) = p; P (F) = q = 1 – p
Trials are independent
x is the number of success in ‘n’ trials
For e.g. if in a class 40% of the students are male, what is the probability that 6
of the first 10 students walking in will be male?
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Poisson distribution
It occurs when there are events which don’t occur as outcome of a definite number of
trails of an experiment but which occur at random point of time and space. It evaluates
the probability of a number of occurrences out of many opportunities.
For e.g. number of deaths from diseases such as heart attack or cancer or due to
snake bite
For e.g. number of suicide reported on a particular day
This distribution is used in situations where ‘events’ happen at certain points in time. It
approximates the binomial distribution.
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Normal Distribution
The Normal distribution with parameter values μ = 0 and σ = 1 is called the standard
normal distribution and is denoted by Z
Exponential distributions
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X is said to have an exponential distribution with the rate parameter if the pdf
of X is
If X and Y are two random variables, the probability distribution that defines their
simultaneous behavior is called a joint probability distribution
Let X and Y be two discrete random variables, and let S denote the two-dimensional
support of X and Y. Then, the function f(x, y) = P(X = x, Y = y) is a joint probability mass
function (abbreviated p.m.f.) if it satisfies the following three conditions:
Two discrete random variables X and Y are independent if the joint probability mass
function satisfies
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Now that you know the details about SSC CGL Tier II Statistics, you can click on the link
given below and start your preparation for the upcoming exams.
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