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# Key Notes

Chapter-13

Probability

## The salient features of the chapter are

The conditional probability of an event E, given the occurrence of the event F is given by

P(E F)
P ( E |F ) = , P(F) 0
P(F)

0 P ( E | F ) 1,
P ( E | F ) = 1 P (E | F )
P (( E F ) G ) = P ( E G ) + P ( F | G ) P (( E F ) | G )
P ( E F ) = P (E) P ( E | F ), P (E) 0

P (E F ) = P ( F ) P (E | F ), P (F ) 0

P (E F ) = P (E) P (F )
P ( E | F ) = P (E), P (F ) 0
P ( F | E) = P (F ), P (E) 0

## Theorem of total probability:

Let {E1, E2 , ..., En ) be a partition of a sample space and suppose that each of E1 , E2 , ..., En
has non zero probability. Let A be any event associated with S, then

## P(A) = P(E1 )P(A | E1 ) + P(E 2 ) + P(A | E 2 ) + ........ + P(E n )P(A | E n )

Bayes' theorem: If E1 , E2 , ..., En are events which constitute a partition of sample space S,

i.e. E1 , E2 , ..., En are pairwise disjoint and E1 4, E2 4, ..., 4 En = S and A be any event with

P(Ei ) P(A | Ei )
non-zero probability, then, P ( Ei |A ) = n
P(Ei ) P(A | Ei )
j1

A random variable is a real valued function whose domain is the sample space of a random
experiment.

## The probability distribution of a random variable X is the system of numbers

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Key Notes
X : x1 x2 ..... xn

P(X) : p1 p2 ...... pn

n
pi > o, pi = 1, i = 1, 2,......, n
Where, i =1

Let X be a random variable whose possible values x1, x2, x3 .... ..., xn occur with probabilities
n
p1, p2, p3 .... ..., pn respectively. The mean of X, denoted by is the number x i pi . The mean
i =1

## of a random variable X is also called the expectation of X, denoted by E (X).

Let X be a random variable whose possible values x1, x2, x3 .... ..., xn occur with probabilities

## p(x1 ), p(x 2 ),......p(x n ) respectively. Let = E ( X ) be the mean of X. The variance of X,

n
denoted by Var (X) or 2x is defined as x 2 Var ( X ) = (x i ) 2 p(xi ) or equivalently
i =1

n
= E ( X ) . The non-negative number, Va r ( X ) =
2
2x x (x i )2 p(x i ) is called the
1=i

## standard deviation of the random variable X.

Var ( X ) = E X 2 ( ) E ( X )
2

Trials of a random experiment are called Bernoulli trials, if they satisfy the following
conditions: