Introduction to Probability - Probability And Statistics | Lecture Notes - YNetStudyHub
Probability And Statistics

Introduction to Probability

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This topic covers the basic concepts of probability, including sample spaces, events, and probability calculations for simple and compound events.

Introduction to Probability – Study Notes


1. What Is Probability?

Concept Description
Probability A numerical measure of how likely an event is to occur, ranging from 0 (impossible) to 1 (certain).
Experiment Any process that generates outcomes (e.g., rolling a die, drawing a card).
Sample Space ( S ) The set of all possible outcomes of an experiment.
Event A subset of the sample space (one or more outcomes).

Example:

  • Experiment: Toss a fair coin twice.
  • Sample space: (S = {HH, HT, TH, TT}).
  • Event A = “exactly one head” = ({HT, TH}).

2. Classical (Theoretical) Probability

For a finite, equally likely sample space:

[ P(A) = \frac{\text{Number of outcomes in }A}{\text{Number of outcomes in }S} ]

Example: Probability of drawing an Ace from a standard 52‑card deck

[ P(\text{Ace}) = \frac{4}{52} = \frac{1}{13} ]


3. Axiomatic Foundations (Kolmogorov)

  1. Non‑negativity: (P(A) \ge 0) for any event (A).
  2. Normalization: (P(S) = 1).
  3. Additivity (for mutually exclusive events):
    [ P(A \cup B) = P(A) + P(B) \quad \text{if } A \cap B = \varnothing ]

From these axioms follow useful rules:

  • Complement: (P(A^c) = 1 - P(A))
  • General addition rule:
    [ P(A \cup B) = P(A) + P(B) - P(A \cap B) ]

4. Types of Events

Type Definition Probability Rule
Simple Single outcome (e.g., rolling a 3). Direct count or formula.
Compound Combination of outcomes (e.g., “roll an even number”). Use addition rule.
Mutually exclusive Cannot occur together (e.g., rolling a 2 and a 5). (P(A\cup B)=P(A)+P(B)).
Independent Occurrence of one does not affect the other. (P(A\cap B)=P(A)P(B)).
Dependent One event influences the other. Use conditional probability.

5. Conditional Probability & Independence

Conditional Probability

Probability of (A) given that (B) has occurred:

[ P(A \mid B) = \frac{P(A \cap B)}{P(B)}, \qquad P(B) > 0 ]

Independence

Events (A) and (B) are independent iff:

[ P(A \mid B) = P(A) \quad \text{or equivalently} \quad P(A \cap B) = P(A)P(B) ]


6. Counting Techniques

Technique When to Use Formula
Multiplication Rule Ordered selections, each step independent (n_1 \times n_2 \times \dots \times n_k)
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Unit Syllabus 7 Topics
Introduction to Probability
Probability Rules
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Probability Distributions
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Descriptive Statistics
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Inferential Statistics
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Correlation and Regression
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Probability and Statistics in Real Life
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