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A Review of Probability:: 1 Concepts

The document reviews key concepts in probability theory. It defines basic probability rules and terms such as: (1) the range of probabilities from 0 to 1, (2) the probability of a sample space being 1, and (3) the complement rule where the probability of an event plus the probability of its complement equals 1. It also covers rules for unions and intersections of events, conditional probabilities, independent events, and Bayes' theorem.

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32 views2 pages

A Review of Probability:: 1 Concepts

The document reviews key concepts in probability theory. It defines basic probability rules and terms such as: (1) the range of probabilities from 0 to 1, (2) the probability of a sample space being 1, and (3) the complement rule where the probability of an event plus the probability of its complement equals 1. It also covers rules for unions and intersections of events, conditional probabilities, independent events, and Bayes' theorem.

Uploaded by

rakesh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

A review of probability:

June 11, 2018

1 Concepts
1. For any event A,
0 ≤ P (A) ≤ 1 (1)

2. For the sample space S,


P (S) = 1 (2)

3. The Complement Rule:

P (A) + P (Ac ) = 1 (3)

4. Basic law of probability:

P (A ∪ B) = P (A) + P (B) − P (A ∩ B) (4)

5. Disjoint/Mutually Exclusive Events:

P (A ∩ B) = 0 (5)

And therefore,
P (A ∪ B) = P (A) + P (B) (6)

6. Marginal Probability:
X
P (Ai ) = P (Ai ∩ Bj ) (7)
j

So, P (A1 ) = P (A1 ∩ B1 ) + P (A1 ∩ B2 ) etc.

1
7. Conditional Probability:
P (A ∩ B)
P (A|B) = (8)
P (B)
Symmetrically,
P (A ∩ B)
P (B|A) = (9)
P (A)
8. Joint Probability:
P (A ∩ B) = P (A) × P (B|A)
(10)
= P (B) × P (A|B)

9. Independent Events:
A and B are independent if
P (A|B) = P (A) (11)
or, equivalently, if
P (A ∩ B) = P (A) × P (B) (12)

10. Law of Total Probability:


If A1 , A2 , . . . An are mutually exclusive events and B is any arbitrary
event, then

X
P (B) = P (Ai )P (B|Ai )
i
X (13)
= P (Ai ∩ B)
i

11. Bayes’ theorem:

P (Ai )P (B|Ai )
P (Ai |B) = P (14)
i P (Ai )P (B|Ai )

For two events A1 and A2 ,

P (A1 )P (B|A1 )
P (A1 |B) = (15)
P (A1 )P (B|A1 ) + P (A2 )P (B|A2 )

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