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Probability: Soumendra Roy Fisb

The document defines key probability terms like random experiment, sample space, event, simple event, compound event, equally likely events, and exhaustive events. It also covers classification of probability, theorems related to probability, algebra of events, dependent and independent events, and conditional probability. Bayes' theorem is introduced as a way to calculate posterior probabilities given prior probabilities and new sample information.

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Soumendra Roy
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67 views

Probability: Soumendra Roy Fisb

The document defines key probability terms like random experiment, sample space, event, simple event, compound event, equally likely events, and exhaustive events. It also covers classification of probability, theorems related to probability, algebra of events, dependent and independent events, and conditional probability. Bayes' theorem is introduced as a way to calculate posterior probabilities given prior probabilities and new sample information.

Uploaded by

Soumendra Roy
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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PROBABILITY

SOUMENDRA ROY FISB

BASIC TERMS
Random Experiment: An experiment is said to be a random experiment, if it's out-come can't be predicted with certainty. Example; If a coin is tossed, we can't say, whether head or tail will appear. So it is a random experiment. Sample Space: The sent of all possible out-comes of an experiment is called the sample space. It is denoted by 'S' and its number of elements are n(s). Example; In throwing a dice, the number that appears at top is any one of 1,2,3,4,5,6. So here: S ={1,2,3,4,5,6} and n(s) = 6 Similarly in the case of a coin, S={Head,Tail} or {H,T} and n(s)=2.

BASIC TERMS
Event: Every subset of a sample space is an event. It is denoted by 'E'. Example: In throwing a dice S={1,2,3,4,5,6}, the appearance of an event number will be the event E={2,4,6}. Clearly E is a sub set of S. Simple Event: An event, consisting of a single sample point is called a simple event. Example: In throwing a dice, S={1,2,3,4,5,6}, so each of {1},{2},{3},{4},{5} and {6} are simple events.

BASIC TERMS
Compound event: A subset of the sample space, which has more than on element is called a mixed event. Example: In throwing a dice, the event of appearing of odd numbers is a compound event, because E={1,3,5} which has '3' elements. Equally likely events: Events are said to be equally likely, if we have no reason to believe that one is more likely to occur than the other. Example: When a dice is thrown, all the six faces {1,2,3,4,5,6} are equally likely to come up. Exhaustive events: When every possible out come of an experiment is considered. Example: A dice is thrown, cases 1,2,3,4,5,6 form an exhaustive set of events.

CLASSIFICATION PROBABILITY

THEORY

OF

If 'S' be the sample space, then the probability of occurrence of an event 'E' is defined as: P(E) = n(E)/N(S) = number of elements in 'E' number of elements in sample space 'S' Example: Find the probability of getting a tail in tossing of a coin. Solution: Sample space S = {H,T} and n(s) = 2 Event 'E' = {T} and n(E) = 1 therefore P(E) = n(E)/n(S) = Note: This definition is not true, if (a) The events are not equally likely. (b) The possible outcomes are infinite.

MORE BASIC TERMS


Sure event: Let 'S' be a sample space. If E is a subset of or equal to S then E is called a sure event. Example: In a throw of a dice, S={1,2,3,4,5,6} Let E1=Event of getting a number less than '7'. So 'E1' is a sure event. So, we can say, in a sure event n(E) = n(S) Mutually exclusive or disjoint event: If two or more events can't occur simultaneously, that is no two of them can occur together. Example: When a coin is tossed, the event of occurrence of a head and the event of occurrence of a tail are mutually exclusive events.

MORE BASIC TERMS


Independent or mutually independent events: Two or more events are said to be independent if occurrence or nonoccurrence of any of them does not affect the probability of occurrence or non-occurrence of the other event. Example: When a coin is tossed twice, the event of occurrence of head in the first throw and the event of occurrence of head in the second throw are independent events. Difference between mutually exclusive an mutually independent events: Mutually exclusiveness is used when the events are taken from the same experiment, where as independence is used when the events are taken from different experiments. Complement of an event: Let 'S' be the sample for random experiment, and 'E' be an event, then complement of 'E' is denoted by 'E' is denoted by E'. Here E' occurs, if and only if E' doesn't occur.

THEOREMS PROBABILITY

RELATED

TO

Theorem 1: The probability of an event lies between O and 1 Theorem 2: The probability of an impossible event is O i.e. P () = O Theorem 3: The probability of a sure event is 1. i.e. P(S) = 1. where S is the sure event Theorem 4: If two events A and B are such that A B, then P(A) P(B) Theorem 5 : If E is any event and E be the complement of event E, then P(E) + P(E) = 1

ALGEBRA OF EVENTS
In a random experiment, let S be the sample space. Let A S and B S, where A and B are events. Thus we say that : (i) (A B), is an event occurs only when at least of A and B occurs. (A B) means (A or B). Ex.: If A = { 2,4,6,} and B = {1, 6}, than the event A or B occurs, if A or B or both occur i.e. at least one of A and B occurs. Clearly A or B occur, if the out come is any one of the outcomes 1, 2, 4, 6. That is A B. (From set theory). (ii) (A B) is an event, that occurs only when each one of A and B occur (A B) means ( A and B). Ex.: In the above example, if the out come of an experiment is 6, then events A and B both occur, because 6 is in both sets. That is A B.

CATEGORY OF PROBLEMS
Category A When n(E) and n(S) are determined by writing down the elements of E and S Category B When n(E) and n(S) are calculated by the use of concept of permutation and combination Category C Problems based on P(E) + P(E) =1

THEOREM OF TOTAL PROBABILITY


Theorem 1 : If A and B are mutually exclusive events then P(A B) = 0 or P(A and B) = 0 Addition Theorem of Probability : If A and B by any two events, then the probability of occurrence of at least one of the events A and B is given by: P(A or B) = P(A) + P(B) P (A and B) P(A B) = P(A) + P(B) P (A B) Addition theorem for 3 events A, B and C : P(A B C) = P(A) + P(B) - P(A B) P(B C) P(A C) + P(A B C)

THEOREM OF TOTAL PROBABILITY


Theorem 3 : For any two events A and B P(A-B) = P(A) P(A B) = P(A B)

DEPENDENT EVENTS

AND

INDEPENDENT

INDEPENDENT EVENTS: Two events are said to be independent if the occurrence of one does not affect and is not affected by the occurrence of the other Example: In tossing a coin twice, the event of getting a head in the 2nd throw is independent of getting head in the 1st throw DEPENDENT EVENTS: Two events are said to be dependent when the occurrence of one does affect the probability of the occurrence of the other events Example: The probability of drawing a king from a pack of 52 cards is 4/52 or 1/13. But if the card drawn is not replaced in the pack, the probability of drawing again a king is 3/51.

MULTIPLICATION THEOREM INDEPENDENT EVENTS

FOR

If A and B are two independent events, then the probability of the simultaneous occurrence of A and B is equal to the product of their individual probabilities Symbolically P(A B) = P(A) x P(B) Similarly P(A B C) = P(A) x P(B) x P(C)

CONDITIONAL PROBABILITY
The multiplication theorem discussed above is not applicable in case of dependent events Dependent events are those in which the occurrence of one event affects the probability of other events The probability of the event B given that A has occurred is called the conditional probability of B It is denoted by P(B/A) Similarly the conditional probability of A given that B has occurred is denoted by P(A/B)

DEFINITION OF PROBABILITY

CONDITIONAL

If A and B are two dependent events, then the conditional probability of B and A is defined and given by P(A B) P(B/A) = -------------provided P(A)>0 P(A) Similarly, the conditional probability of A given B is defined and given by: P(A B) P(A/B) = --------------provided P(B)>0 P(B)

MULTIPLICATION THEOREM FOR DEPENDENT EVENTS OR CONDITIONAL PROBABILITY

If A and B are two dependent events, then the probability of their simultaneous occurrence is equal to the probability of one event multiplied by the conditional probability of the other P(A B) = P(A).P(B/A) or, P(A B) = P(B).P(A/B)

BAYES THEOREM
Bayes Theorem is named after the British Mathematician Thomas Bayes and it was published in the year 1763 With the help of Bayes Theorem, prior probability are revised in the light of some sample information and posterior probabilities are obtained This theorem is also called Theorem of Inverse Probability

EXAMPLE OF BAYES THEOREM


Suppose in a factory two machines A1 and A2 are manufacturing goods. Further suppose that machine A1 and A2 manufacture respectively 70% and 30% of the total with 5% and 3% of total defective bolts Suppose an item is selected from the total production and found to be defective. And if we find out the probability that it was manufactured by machine A1 or machine A2, then this can be found by Bayes Theorem

STATEMENT OF BAYES THEOREM


If A1 and A2 are mutually exclusive and exhaustive events and B be an event which can occur in combination with A1 and A2, then the conditional probability for event A1 and A2 given the event B is given by: P(A1).P(B/A1) P(A1/B) = ----------------------------------------P(A1).P(B/A1) + P(A2).P(B/A2) Similarly P(A2).P(B/A2) P(A2/B) = ------------------------------------------P(A1).P(B/A1) + P(A2).P(B/A2)

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