PROBABILITY

KEY CONCEPTS
THINGS TO REMEMBER :
RESULT  1
(i) SAMPLE–SPACE : The set of all possible outcomes of an experiment is called the SAMPLE–SPACE(S).
(ii) EVENT : A sub set of samplespace is called an EVENT.
(iii) COMPLEMENT OF AN EVENT A : The set of all out comes which are in S but not in A is called
the COMPLEMENT OF THE EVENT A DENOTED BY A OR A.C

(iv) COMPOUND EVENT : If A & B are two given events then AB is called COMPOUND EVENT and is
denoted by AB or AB or A & B .
(v) MUTUALLY EXCLUSIVE EVENTS : Two events are said to be MUTUALLY EXCLUSIVE (or disjoint or
incompatible) if the occurence of one precludes (rules out) the simultaneous occurence of the other . If
A & B are two mutually exclusive events then P (A & B) = 0.
(vi) EQUALLY LIKELY EVENTS : Events are said to be EQUALLY LIKELY when each event is as likely to occur
as any other event.
(vii) EXHAUSTIVE EVENTS : Events A,B,C ........ L are said to be EXHAUSTIVE EVENTS if no event outside this
set can result as an outcome of an experiment . For example, if A & B are two events defined on a sample
space S, then A & B are exhaustive  A  B = S P (A  B) = 1 .
(viii) CLASSICAL DEF. OF PROBABILITY : If n represents the total number of equally likely , mutually exclusive
and exhaustive outcomes of an experiment and m of them are favourable to the happening of the
event A, then the probability of happening of the event A is given by P(A) = m/n .
Note : (1) 0  P(A)  1
(2) P(A) + P( A ) = 1, Where A = Not A .
x
(3) If x cases are favourable to A & y cases are favourable to A then P(A) = and
(x  y )
y
P( A ) = We say that ODDS IN FAVOUR OF A are x: y & odds against A are y : x
(x  y )

Comparative study of Equally likely , Mutually Exclusive and Exhaustive events.

Experiment Events E/L M/E Exhaustive
1. Throwing of a die A : throwing an odd face {1, 3, 5} No Yes No
B : throwing a composite face {4,. 6}
2. A ball is drawn from E1 : getting a W ball
an urn containing 2W, E2 : getting a R ball No Yes Yes
3R and 4G balls E3 : getting a G ball
3. Throwing a pair of A : throwing a doublet
dice {11, 22, 33, 44, 55, 66}
B : throwing a total of 10 or more Yes No No
{46, 64, 55, 56, 65, 66}
4. From a well shuffled E1 : getting a heart
pack of cards a card is E2 : getting a spade Yes Yes Yes
drawn E3 : getting a diamond
E4 : getting a club
5. From a well shuffled A = getting a heart
pack of cards a card is B = getting a face card No No No
drawn

Topic Wise Short Notes Topic Wise Short Notes (1) [1]
RESULT  2
AUB = A+ B = A or B denotes occurence of at least
U
A or B. For 2 events A & B : (See fig.1)
(i) P(AB) = P(A) + P(B)  P(AB) =
P(A. B ) + P( A .B) + P(A.B) = 1  P( A . B ) A  B A  B B A
(ii) Opposite of " atleast A or B " is NIETHER A NOR B
i.e. A  B = 1-(A or B) = A  B AB
Note that P(A+B) + P( A  B ) = 1. Fig . 1

(iii) If A & B are mutually exclusive then P(AB) = P(A) + P(B).

(iv) For any two events A & B, P(exactly one of A , B occurs)
= P A  B   P B  A   P ( A )  P ( B)  2 P ( A  B)
  
= P A  B  P A  B  P A c  B c  P A c  Bc 
(v) If A & B are any two events P(AB) = P(A).P(B/A) = P(B).P(A/B), Where P(B/A) means
conditional probability of B given A & P(A/B) means conditional probability of A given B. (This can
be easily seen from the figure)
(vi) DE MORGAN'S LAW :  If A & B are two subsets of a universal set U , then
(a) (AB)c = AcBc & (b) (AB)c = AcBc
(vii) A  (BC) = (AB)  (AC) & A  (BC) = (AB)  (AC)
RESULT  3
For any three events A,B and C we A U
have (See Fig. 2) B
B A  C
(i) P(A or B or C) = P(A) + P(B) A  B  C A  B C
+ P(C)  P(AB)  P(BC)
P(CA) + P(ABC) A  B C
(ii) P (at least two of A,B,C occur) =
P(BC) + P(CA) +
AC B C  B A
P(AB)  2P(ABC)
(iii) P(exactly two of A,B,C occur) = A BC
P(BC) + P(CA) + C A  B C
P(AB)  3P(ABC)
Fig. 2
(iv) P(exactly one of A,B,C occurs) =
P(A) + P(B) + P(C)  2P(BC)  2P(CA)  2P(AB)+3P(ABC)

NOTE :
If three events A, B and C are pair wise mutually exclusive then they must be mutually exclusive.
i.e P(AB) = P(BC) = P(CA) = 0  P(ABC) = 0. However the converse of this is not true.

Topic Wise Short Notes Topic Wise Short Notes (2) [2]
RESULT  4
INDEPENDENT EVENTS : Two events A & B are said to be independent if occurence or non occurence
of one does not effect the probability of the occurence or non occurence of other.
(i) If the occurence of one event affects the probability of the occurence of the other event then the events
are said to be DEPENDENT or CONTINGENT . For two independent events
A and B : P(AB) = P(A). P(B). Often this is taken as the definition of independent events.
(ii) Three events A , B & C are independent if & only if all the following conditions hold ;
P(AB) = P(A) . P(B) ; P(BC) = P(B) . P(C)
P(CA) = P(C) . P(A) & P(ABC) = P(A) . P(B) . P(C)
i.e. they must be pairwise as well as mutually independent .
Similarly for n events A1 , A2 , A3 , ...... An to be independent , the number of these conditions is equal
to nc2 + nc3 + ..... + ncn = 2n  n  1.
(iii) The probability of getting exactly r success in n independent trials is given by
P(r) = nCr pr qnr where : p = probability of success in a single trial .
q = probability of failure in a single trial. note : p + q = 1 .
Note : Independent events are not in general mutually exclusive & vice versa.
Mutually exclusiveness can be used when the events are taken from the same experiment & independence
can be used when the events are taken from different experiments .
RESULT  5 : BAYE'S THEOREM OR TOTAL PROBABILITY THEOREM :
If an event A can occur only with one of the n mutually exclusive and exhaustive events B1, B2, .... Bn
& the probabilities P(A/B1) , P(A/B2) ....... P(A/Bn) are known then,
P (Bi ). P A / Bi 
P (B1/A) = n
 P (Bi ). P A / Bi 
i 1
PROOF :
The events A occurs with one of the n mutually exclusive & exhaustive events B1,B2,B3,........Bn
A = AB1 + AB2 + AB3 + ....... + ABn
n

P(A) = P(AB1) + P(AB2) +.......+ P(ABn) =  P(ABi )

i 1

NOTE : A  event what we have ; B1  event what we want ;

B2, B3, ....Bn are alternative event .

Now,
P(A B i ) = P(A) . P(Bi/A) = P(Bi ) . P(A/Bi)
B3 Bn1
B2
P (B i ) . P  A / B i  P (Bi ) . P  A / B i 
P B i / A   = A
P (A) n Bn
 P (ABi ) B1
i 1

P (B i ) . P  A / B i 
P B i / A 
 P (B ) . P  A / B 
i i

Fig . 3

Topic Wise Short Notes Topic Wise Short Notes (3) [3]
RESULT  6
If p1 and p2 are the probabilities of speaking the truth of two indenpendent witnesses A and B then
p1 p 2
P (their combined statement is true) = .
p1 p 2  (1  p1 )(1  p 2 )
In this case it has been assumed that we have no knowledge of the event except the statement made by
A and B.
However if p is the probability of the happening of the event before their statement then
p p1 p 2
P (their combined statement is true) = .
p p1 p 2  (1  p) (1  p 1 )(1  p 2 )
Here it has been assumed that the statement given by all the independent witnesses can be given in two
ways only, so that if all the witnesses tell falsehoods they agree in telling the same falsehood.
If this is not the case and c is the chance of their coincidence testimony then the
Pr. that the statement is true = P p1 p2
Pr. that the statement is false = (1p).c (1p1)(1p2)
However chance of coincidence testimony is taken only if the joint statement is not contradicted by any
witness.
RESULT  7
(i) A PROBABILITY DISTRIBUTION spells out how a total probability of 1 is distributed over several values
of a random variable .
(ii) Mean of any probability distribution of a random variable is given by :
p x i i
   p i xi ( Since  pi = 1 )
p i

(iii) Variance of a random variable is given by, ² = ( xi  µ)² . pi

² =  pi x²i  µ² ( Note that SD =   2 )

(iv) The probability distribution for a binomial variate ‘X’ is given by ;

P (X= r)= nCr pr qnr where all symbols have the same meaning as given in result 4.
The recurrence formula P (r  1)  n  r . p , is very helpful for quickly computing
P (r) r 1 q
P(1) , P(2). P(3) etc. if P(0) is known .
(v) Mean of BPD = np ; variance of BPD = npq .
(vi) If p represents a persons chance of success in any venture and ‘M’ the sum of money which he will
receive in case of success, then his expectations or probable value = pM
expectations = pM

RESULT  8 : GEOMETRICAL APPLICATIONS :

The following statements are axiomatic :
(i) If a point is taken at random on a given staright line AB, the chance that it falls on a particular
segment PQ of the line is PQ/AB .
(ii) If a point is taken at random on the area S which includes an area , the chance that the point
falls on  is /S .

Topic Wise Short Notes Topic Wise Short Notes (4) [4]