I.

Basic Definitions
● Probability of an Event: The proportion of times an event occurs in the long run; the likelihood of an event occurring.
● Event: An outcome or a set of outcomes from a probability experiment.
● Sample Space (S): An event containing all possible outcomes from a probability experiment. Denoted by curly brackets {}.
● Simple Event: An event that cannot be broken down further; consists of a single outcome from a sample space.
● Compound Event: Made up of two or more simple events.
II. Fundamental Probability Rules
● Range of Probability: For any event
● Calculating Basic Probability:

● Complement Rule:
○ The complement of event A, denoted , is the event that A does not occur.
○
III. Combining Events
● Mutually
outcomes.Exclusive
Their jointEvents: Two
probability is events
0. are mutually exclusive if they cannot occur at the same time, meaning they have no common
○ P(A∩B)=0 if A and B are mutually exclusive.
● Joint Probability (A∩B): The probability that both event A and event B occur.
● Addition Rule (Union of Events - A∪B): The probability that event A or event B (or both) occur.
○
IV. Conditional Probability
● Definition: The probability of an event occurring given that another event has already occurred. The "given" information narrows down the
sample space.
● Formula:

V. Independence of Events
● Definition: Two events A and B are independent if the occurrence of one does not affect the probability of the other.
● Test for Independence:
VI. Empirical Probability & Law of Large Numbers (LLN)
● Empirical Probability: Defined based on the frequency of outcomes from observations.
○ PE(Event)=Total number of trialsFrequency of Event.
● Law of Large Numbers: As a probability experiment is repeated infinitely many times, the empirical probability will converge to the theoretical
probability.
VII. Contingency Tables
● Used to organize data for two categorical variables.
● Marginal Totals: Sums for each row and column.
● Grand Total: Total number of observations.
● Probabilities (basic, joint, conditional) can be calculated directly from table counts.
VIII. Combinations
● Method for counting the number of ways to select items from a set where the order of selection does not matter.
● Formula for "n choose r":

Exam Notes: Discrete Probability Distributions

1. Basics of Discrete Probability Distribution
● Random Variable (X): A quantitative variable whose value depends on chance. It's a number that occurs based on a fixed value of probability.
● Discrete Random
at some point, Variable:
it is called A random
a discrete variable
random whose
variable. Forpossible
example,values can be listed.
the number of boysIf among
you cannot find any
10 births is a possible value between
discrete random variabletwo values
because
possible values are
● 0,1,2,...,10 with corresponding probabilities.
● Probability
mathematical Distribution:
expression, or Expresses
graph. all possible values of a random variable with their corresponding probabilities. It can be shown as a table,
● Probability Mass Function (pmf): Defined as for a discrete random variable x.
○ The domain of pmf is all possible values of the random variable X.
○ The range of pmf is between 0 and 1, so

○ Crucial Rule: The sum of all probabilities must equal 1: .

Formulas for a General Discrete Distribution:
● Mean (Expected Value): Denoted as . It is the sum of each possible outcome multiplied by its probability.

● Variance: Denoted as . Measures how spread out the data is from the mean.

Standard Deviation: The square root of the variance

2. Binomial Distribution
A special type of discrete distribution where probabilities can be calculated using a specific formula. A random variable follows a binomial distribution if:
1. Two outcomes: Each trial has only two possible outcomes (e.g., success/failure, Heads/Tails).
2. Fixed number of trials (n): There is a predetermined number of independent trials.
3. Constant probability of success (p): The probability of "success" remains the same for all trials.
4. Independent trials: Each trial's outcome does not affect the others.
● ABernoulli
trial with trial.
only two outcomes and constant probabilities is called a
● ABinomial
set of more than one repeated independent Bernoulli trial is called the
Experiment
● Notation:
Here n is the number of independent trials, and p is the probability of success.
Binomial Probability Formula (pmf):
This formula calculates the probability of getting exactly
x successes in n trials.

● Where
x=0,1,2,...,n.

● Combination ( ): Counts the total number of cases or ways to select x items from n.

Formulas for Mean and Variance of a Binomial Distribution:

These simplified formulas are specifically for binomial distributions
● Mean (Expected Value):

● Variance:

Continuous Probability Distribution & Normal Distribution Basics

In continuous probability distributions, probability is represented as the
area under a curve, called a probability density function (pdf). Unlike discrete distributions where
P(X=x) gives
distribution wethe probability,
focus on is thefor continuous distributions, f(x) (the value of the pdf) does not directly represent a probability. The only continuous
Normal Distribution.
Normal Distribution Characteristics:
● Itsymmetric
forms a bell-shaped curve.
● It's
meandefined by two
(μ) (the parameters:
center/peak) andthe
the standard deviation (σ) (which determines the width of the curve).
● Notation:

Calculating Probabilities for Individual Scores (Normal Distribution)

To find
your the calculator.
TI-84 probability that a randomly selected individual's score falls within a range, or is above/below a certain value, use the normalcdf function on
TI-84 Shortcut: normalcdf(lower, upper, mean, standard deviation)
● Access: 2nd -> VARS (for DISTR) -> select 2:normalcdf(
● Parameters:
○ lower: The lowest value in your desired range. Use a very small negative number (e.g., -1E99) for "or less than".
○ upper: The highest value in your desired range. Use a very large positive number (e.g., 1E99) for "or greater than".
○ mean: μ of the distribution.
○ standard deviation: σ of the distribution.
Example Scenarios:
● P(X≥value): normalcdf(value, 1E99, mu, sigma)
● P(X≤value): normalcdf(-1E99, value, mu, sigma)
● P(value1<X<value2): normalcdf(value1, value2, mu, sigma)
Finding Scores (X-values) Given a Probability (Percentile)
To find the score that corresponds to a given percentile (e.g., the bottom 20%), use the invNorm function.
TI-84 Shortcut: invNorm(area, mean, standard deviation)
● Access: 2nd -> VARS (for DISTR) -> select 3:invNorm(
● Parameters:
○ area: The cumulative area to the left of the score (as a decimal, e.g., 20% is 0.20).
○ mean: μ of the distribution.
○ standard deviation: σ of the distribution.
Sampling Distribution of the Sample Mean
When you take multiple samples from a population and calculate their means, the distribution of these sample means is called the
sampling distribution of the sample mean (Xˉ).
Key Concepts:
● Mean of Sample Means (μXˉ): This is always equal to the population mean, μ.
● Standard Error of the Mean (σXˉ): This is the standard deviation of the sampling distribution of the sample mean, calculated as where n is
the sample size The standard error is smaller than the population standard deviation, meaning sample means are less spread out than
individual scores.
● Central Limit Theorem (CLT):
○ IfXˉthe
willpopulation itself is normally
also be normally distributed,
distributed, regardlesstheofsampling distribution of
sample size.
 ○ If the population is NOT normally distributed, but the sample size (n) is large enough (typically n≥30), then the
sampling distribution of will be approximately normally distributed.
Calculating Probabilities for Sample Means
To find the standard
population probabilitydeviation.
of a sample mean falling within a certain range, use the normalcdf function, but remember to use the standard error instead of the
TI-84 Shortcut: normalcdf(lower, upper, mean_of_sample_mean, standard_error_of_sample_mean)
● Parameters:
○ lower, upper: As explained above for individual scores.
○ mean_of_sample_mean:
○ standard_error_of_sample_mean: