MATHS PROBABILITY

Probability
Top Review
1.

A random experiment is an experiment which produces a set of well-defined possible outcomes under
identical conditions.

2.

Elementary event: Each outcome of the random experiment is called an elementary event.

3.

Sample space: The set of all possible outcomes of the random experiment is called the sample
space.

4.

Event: In a random experiment, the subset of the sample space is called an event.

5.

Certain event (sure event): If the random experiment occurs always, then the corresponding event is
called a certain event.

6.

Impossible event: If the random experiment never occurs, then the corresponding event is called an
impossible event.

7.

Mutually exclusive event: In a random experiment, if the occurrence of any one of the event prevents
the occurrence of all other events, then the corresponding events are said to be mutually exclusive.

8.

Exhaustive event: In a random experiment, if the union of two or more events is the sample space,
then the associated events are said to be exhaustive events.

9.

Probability of an event: In a random experiment of n elementary events, if m of the events are

favourable to an event A, then the probability of occurrence of A is denoted by P(A) and P A

m
.
n

10. Probability of a certain event is 1 and probability of an impossible event is 0.

11. Addition theorem: In a random experiment, if A and B are two associated events, then

P A B P A P B P A B

12. If A and B are two mutually exclusive events, then

P A B P A P B

13. In a random experiment, if A, B and C are three associated events, then

P A B C

P A P B P C P A B P B C P A C P A B C
14. If A, B and C are three mutually exclusive events, then

P A B C P A P B P C

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MATHS PROBABILITY
15. If A and B are two events, then the probability of occurrence of A only is

P A B P A P A B
16. If A and B are two events, then the probability of occurrence of B only is

P A B P B P A B
17. If A and B are two events, then the probability of occurrence of exactly one of A and B is

P A B P A B P A P B 2P A B P A B P A B

Top Concepts
1. The probability that event B will occur if given the knowledge that event A has already occurred is
called conditional probability. It is denoted as P(B|A).
2. Conditional probability of B given A has occurred P(B|A) is given by the ratio of the number of events
favourable to both A and B to the number of events favourable to A.
3. If E and F are two events associated with sample space S, then 0 P E / F 1 .
4. If E and F be events of a sample space S of an experiment, then
i. P(S|F) = P(F|F) = 1
ii. For any two events A and B of sample space S, if F is another event such that P(F) 0
P((A B)|F) = P(A|F) + P(B|F) P((A B)|F)
iii. P(E|F) = 1 P(E|F)
5. Two events A and B are independent if and only if the occurrence of A does not depend on the
occurrence of B and vice versa.
6. If events A and B are independent, then P(B|A) = P(A) and P(A|B) = P(A).
7. Three events A, B and C are independent if they are pairwise independent i.e.
P(A B) = P(A) .P(B) , P(A C) = P(A). P(C), P(B C) = P(B) .P(C)
8. Three events A, B and C are independent if
P(A B C) = P(A).P(B).P(C)
Independence implies pairwise independence, but not conversely.
9. In the case of independent events, event A has no effect on the probability of event B so the
conditional probability of event B given event A has already occurred is simply the probability of event
B, P(B|A) = P(B).

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MATHS PROBABILITY
10. If E and F are independent events, then so are the events
i. E and F
ii. E and F
iii. E and F
11. If A and B are events such that B , then B is said to affect A
i. favourably if P(A|B) > P(A)
ii. unfavourably if P(A|B) < P(A)
iii. not at all if P(A|B) = P(A)
12. Two events E and F are said to be dependent if they are not independent, i.e. if P(E F ) P(E).P(F)
13. The events E1, E2, ..., En represent a partition of the sample space S if

1. They are pairwise disjoint.

2. They are exhaustive.
3. They have non-zero probabilities.
14. The events E1, E2, ... En are called 'hypothesis'. The probability P(Ei) is called the 'priori'
probability of the hypothesis Ei. The conditional probability P(Ei| A) is called a posterior probability
of the hypothesis Ei.
15. Bayes' theorem is also known as the formula for the probability of causes.
16. When the value of a variable is the outcome of a random experiment, the variable is a random
variable.
17. A random variable is a function which associates a real number to each element in the sample space
of a random experiment.

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MATHS PROBABILITY
18. A random variable which can assume only a finite number of values or countably infinite values is
called a discrete random variable.
In the experiment of tossing three coins, a random variable X representing the number of heads
can take values 0, 1, 2, 3.
19. A random variable which can assume all possible values between certain limits is called a
continuous random variable.
Examples: Height and weight
20. The probability distribution of a random variable X is the system of numbers
X
: x1
x 2 ..... xn
P(X) : p1
p2 ..... pn
where pi 0,

p
i1

1,i 1, 2, 3,....,n

The real numbers x1, x2, ... xn are the possible values of the random variable X, and pi (i = 1, 2, ... n) is
the probability of the random variable X taking the value xi, i.e. P(X = xi) = pi.
21. In the probability distribution of x, each probability pi is non-negative, and the sum of all
probabilities is equal to 1.
22. 22.If X is a random variable with the probability distribution
X:
x1
x2
..... xn

P X :

p1

p2

.....

pn

then
P X xi P X x1 P X x2 ... P X xi
p1 p2 ... pi

P X xi P X x1 P X x2 ... P X xi 1
p1 p2 ... pi 1

P X xi P X xi P X xi 1 ... P X xn
pi pi 1 ... pn

P X xi P X xi 1 P X xi 2 ... P X xn
pi 1 pi 2 ... pn
Also, we have,
P X xi 1 P X xi ,P X xi 1 P X xi
P X xi 1 P X xi ,P X xi 1 P X xi

P xi X x j P X xi P X xi 1 ... P X x j
P xi X x j P X xi 1 P X xi 2 ... P X x j 1

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MATHS PROBABILITY
23. Probability distribution of a random variable x can be represented using bar charts.
X
1
2
3
4
P(X) .1
.2
.3
.4
Tabular representation

Graphical representation
24. The expected value of a random variable indicates its average or central value. It is a useful summary
value of the variable's distribution.
25. Let X be a discrete random variable which takes values x1, x2, x3, xn with probability pi = P{X = xi},
respectively. The mean of X, denoted by , is summation pixi.
26. Trials of a random experiment are called Bernoulli trials if they satisfy the following conditions:
i. There should be a finite number of trials.
ii. The trials should be independent.
iii. Each trial has exactly two outcomes: success or failure.
iv. The probability of success remains the same in each trial.
27. Binomial distribution is the discrete probability distribution of the number of successes in a
sequence of n independent binomial experiments, each of which yields success with probability p.
28. Bernoulli experiment is a random experiment whose trials have two outcomes (termed success and
failure) which are mutually exclusive.
29. Binomial distribution with n-Bernoulli trials, with the probability of success in each trial as p, is denoted
by B (n, p). n and p are called the parameters of the distribution.
30. When the random variable X follows the binomial distribution with parameters n and p, we write XK ~
B(n, p). The probability of getting exactly k successes in n trials is given by the probability mass
function
P(X = k) = nCk q nk pk
31. Equal means of two probability distributions do not imply same distributions.

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MATHS PROBABILITY
Top Formulae
1. 0 P(B|A) 1
2. If E and F are two events associated with the same sample space of a random experiment, then the
conditional probability of the event E given that F has occurred, i.e. P(E|F) is given by
P(E | F)
P(F | E)

n(E F)
providedP(F) 0 or
n(F)
n(E F)
providedP(E) 0
n(E)

3. Multiplication theorem
a. For two events:
If E and F are two events associated with a sample space S, then
P(E F) = P(E) P(F|E) = P(F) P(E|F) provided P(E) 0 and
P(F) 0.
b. For three events:
If E, F and G are three events of sample space S, then
P(E F G) = P(E) P(F|E) P(G|(E F)) = P(E) P(F|E) P(G|EF)
4. Multiplication theorem for independent events
(i) P(E F) = P(E)P(F)
(ii) P(E F G) = P(E)P(F)P(G)
5. Let E and F be two events associated with the same random experiment. The two events E and F are
said to be independent if
(i) P(F|E) = P(F) provided P(E) 0 and
(ii) P(E|F) = P(E) provided P(F) 0
(iii) P(E F) = P(E) . P(F)
6. Occurrence of at least one of the two events A or B
P(A B) = 1 P(A) P(B)
7. A set of events E1, E2, ... En is said to represent a partition of the sample space S if
(a) Ei Ej = , i j, i, j = 1, 2, 3, ... n
(b) E1 E2 En = S
(c) P(Ei) > 0 for all i = 1, 2, ... n.
8. Theorem of total probability
Let {E1, E2,...,En} be a partition of the sample space S, and suppose that each of the events E1, E2, ...
En has non-zero probability of occurrence. Let A be any event associated with S, then
P(A) = P(E1) P(A|E1) + P(E2) P(A|E2) + ... + P(En) P(A|En)
n

P E P A | E
j1

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MATHS PROBABILITY
9. Bayes Theorem
If E1, E2, ... En are n non-empty events which constitute a partition of sample space S and A is any
event of non-zero probability, then
P(Ej | A)

P(Ej )P(A | Ej )
n

P(E )P(A | E )
j

j1

for any i = 1,2,3, n

10. The mean or expected value of a random variable X, denoted by E(X) or , is defined as
E(X) = =

xp

i i

i1

11. The variance of the random variable X, denoted by Var(X) or x2, is defined as
x 2 Var(X)

x
i1

p(xi ) E(X )2
2

Var (X) = E(X ) [E(X)]2

12. Standard deviation of random variable X: x Var(X)

x
i1

p(xi )
2

13. For binomial distribution B(n, p),

P(X = x) = nCx q nx px, x = 0, 1, ... n (q = 1 p)
14. Mean and variance of a variable X following binomial distribution
E(X) = = np
Var (X) = npq
where n = number of trials, p = probability of success and q = probability of failures
15. Standard deviation of a variable X following binomial distribution
x

Var(X) npq

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