Scribd
Upload
45 views2 pages

Introduction To Probability

The document provides an introduction to probability, covering its history, definitions, limitations, and applications in various fields. It discusses classical and relative frequency approaches, basic set theory, axiomatic definitions, combinatorics, and key concepts such as joint and conditional probability, independence, the total probability theorem, and Bayes' theorem. Examples are included to illustrate the concepts, such as coin tosses and rolling dice.

Uploaded by

darshanmali9822
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
45 views2 pages

Introduction To Probability

The document provides an introduction to probability, covering its history, definitions, limitations, and applications in various fields. It discusses classical and relative frequency approaches, basic set theory, axiomatic definitions, combinatorics, and key concepts such as joint and conditional probability, independence, the total probability theorem, and Bayes' theorem. Examples are included to illustrate the concepts, such as coin tosses and rolling dice.

Uploaded by

darshanmali9822
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

Introduction to Probability

1. Introduction

Probability measures uncertainty and is used in engineering, science, finance, etc.

History:

- Originated in the 17th century from gambling studies (Pascal and Fermat).

- Axioms by Kolmogorov (1933).

Scope:

- Random experiments, risk assessment, statistics, machine learning.

2. Definitions of Probability

Classical: P(E) = (Favorable outcomes) / (Total outcomes)

Example: P(Head) when tossing a coin = 1/2

Relative Frequency: P(E) approximately (Number of times E occurs) / (Total trials)

Example: 520 heads in 1000 tosses -> P approx 0.52

3. Limitations

- Classical requires equally likely outcomes.

- Relative frequency depends on a large number of trials.

4. Basic Set Theory

Sets, fields, sample space (S), events (subsets of S).

5. Axiomatic Definition

P satisfies: (1) 0 <= P(E) <= 1, (2) P(S) = 1, (3) Additivity for disjoint events.

6. Combinatorics

Factorial: n!

Combination: nCr = n!/(r!(n-r)!)


Introduction to Probability

Permutation: nPr = n!/(n-r)!

Example: 5C2 = 10

7. Probability on Finite Sample Spaces

P(E) = |E|/|S|

Example: Rolling a die, P(even number) = 3/6 = 0.5

8. Joint and Conditional Probability

P(A and B) = Probability of A and B.

P(A given B) = P(A and B)/P(B)

Example: Tossing two coins, P(HH) = 1/4

9. Independence

Events A and B are independent if P(A and B) = P(A) * P(B).

10. Total Probability Theorem

P(A) = sum of P(A given Bi) * P(Bi)

Example: Machine defect rate problem.

11. Bayes' Theorem

P(B given A) = (P(A given B) * P(B)) / P(A)

Example: Machine A responsible for defect: 0.375

You might also like