Statistics notes
Probability: Advanced-Level Notes
1. Definition of Probability
Probability is a measure of the likelihood that an event will occur. It ranges from 0 to 1, where:
• 0 indicates the event is sure NOT to occur
• 1 indicates certainty the event will occur
The formula for the probability of an event AA is:
N𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
𝑃(𝐴) = 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
2. Types of Probability
3. Key Concepts
a. Sample Space (S)
The set of all possible outcomes of an experiment.
b. Event (AA)
A subset of the sample space. Events can be:
• Simple event: Contains a single outcome.
• Compound event: Contains multiple outcomes.
c. Complement of an Event (Ac )
The set of all outcomes not in 𝐴:
𝑃(Ac ) = 1 − 𝑃(𝐴)
d. Mutually Exclusive Events
two events A and B are said to be mutually exclusive if the occurrence of one leads to the none
occurrence of the other.
𝑃(𝐴 ∩ 𝐵) = 0
e. Independent Events
Events where the occurrence of one does not affect the other:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ⋅ 𝑃(𝐵)
4. Probability Rules
a. Addition Rule
For events A and B:
• If A and B are mutually exclusive:
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)
• If A and B are not mutually exclusive:
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
b. Multiplication Rule
• For independent events:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ⋅ 𝑃(𝐵)
• For dependent events:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ⋅ 𝑃(𝐵 ∣ 𝐴)
5. Conditional Probability
The probability of AA given BB:
𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴 ∣ 𝐵) = (𝑖𝑓 𝑃(𝐵) > 0)
𝑃(𝐵)
6. Bayes' Theorem
Used to find the probability of AA given BB, based on prior knowledge:
𝑃(𝐴 ∣ 𝐵) = 𝑃(𝐵 ∣ 𝐴) ⋅ 𝑃(𝐴)𝑃(𝐵)𝑃(𝐴|𝐵)
7. Probability Distributions
a. Discrete Distributions
E.g., Binomial, Poisson.
b. Continuous Distributions
E.g., Normal, Exponential.
8. Solved Examples
Example 1: A bag contains 5 red balls and 3 blue balls. What is the probability of drawing a red ball?
𝑃(𝑅𝑒𝑑) = 5/8 = 0.625
Example 2: Two dice are rolled. What is the probability of getting a sum of 7?
Sample space: 3636 outcomes. Favorable outcomes: (1,6),(2,5),(3,4),(4,3),(5,2),(6,1)(1,6), (2,5), (3,4),
(4,3), (5,2), (6,1) =6= 6.
𝑃(𝑆𝑢𝑚 7) = 6/36 = 0.167
Let me know if you need more examples or explanations!