Department: Engineering Sciences & Humanities

Semester: 2nd Branch: Computer Science & Engineering (Cyber Security) Section : ‘C’
AY-2024-2025
Topic: Faculty : Dr. Sucheta Moharir

MeetKumar Kamble - 24004033

Nukul Bhodekar - 24004019
Kuber Deokar - 24004008
Bhavesh Rokde - 24004023
Mihir Chhatre - 24004003
Ved Korde - 24004014
Contents

1) Introduction
2) History
3) Properties and Formulaes
4) Applications
5) Beyond syllabus

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Probability
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Probability is the mathematical way to quantify the chance that a particular event will occur. It
is expressed as a number between 0 (impossible) and 1 (certain), often shown as a
percentage from 0% to 100%. This framework helps us understand uncertainty in everyday
random situations.

●
The sample space (S) is the complete set of all possible outcomes for a random experiment.
Events (E) are subsets of this space representing specific results or groupings. Probability of
an event, denoted P(E), is the ratio of favorable outcomes to all outcomes in S.

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 The Fascinating History of Probability
Birth of Probability (16th Century) 1
Probability began with the work of Gerolamo Cardano, who studied the intriguing patterns in dice
games, laying the early foundations for this field. Cardano's writings introduced the concept of 2 Formalizing the Foundations (17th Century)
quantifying uncertainty, marking one of the first attempts to analyze chance mathematically. His Blaise Pascal and Pierre de Fermat took probability to new heights, solving the famous
insights set the stage for later developments in understanding randomness systematically. "Problem of Points" and establishing the fundamental principles we use today. Their
correspondence laid the groundwork for probability theory as a rigorous mathematical

Expanding the Reach (18th Century) 3 discipline. This era also saw the creation of key concepts such as expected value and

Jacob Bernoulli's law of large numbers and Abraham de Moivre's normal approximations combinatorial analysis.

pushed probability into new realms, from statistics to physics. Bernoulli demonstrated how
probabilities stabilize with repeated trials, while de Moivre introduced distributions that 4 The Modern Era (1933 and Beyond)
describe real-world phenomena. These contributions helped connect probability with Andrey Kolmogorov solidified probability's axiomatic foundations, enabling its widespread
practical applications. applications in fields like artificial intelligence and data science. His formal framework
provided a consistent basis for all future research and applications. Today, probability is
essential in modeling uncertainty across numerous scientific, financial, and technological
domains.

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 Fundamental Properties of Probability
Non-Negativity Normalization
Probability measures how likely events are and is The total probability of all possible outcomes (S) is 1,
always ≥ 0. The probability P(A) of an event A cannot meaning P(S) = 1. Something in the sample space
be negative. must occur.

Additivity Complement Rule

For mutually exclusive events A and B, the probability The complement A' is when event A does not occur,
of A or B is the sum: P(A or B) = P(A) + P(B). so P(A') = 1 - P(A).

Multiplicative Rule General Addition Rule

If events A and B are independent, the probability both For any events A and B, P(A or B) = P(A) + P(B) -
occur is P(A and B) = P(A) * P(B). P(A and B) to avoid double-counting.

Total Probability
If events partition the sample space, P(A) = Σ P(A and Bi) sums probabilities over these mutually exclusive partitions.
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 Probability Formulas
The probability of an event A is: Conditional probability of B Bayes' Theorem for updating
given A: probabilities:
P(A) = Number of favorable outcomes /
P(B | A) = P(A ∩ B) / P(A) P(A | B) = (P(B | A) × P(A)) / P(B)
Total number of outcomes
Probability of event B occurring assuming Revision of the probability of A given new
Assumes all outcomes are equally likely.
event A has occurred. evidence B.

Expected Value (Mean) of a Variance and Standard Joint and Marginal

Discrete Random Variable Deviation Probabilities
E[X] = Σ x P(X = x) Var(X) = E[(X - E[X])²] = E[X²] - (E[X])² P(X = x, Y = y): probability both events

The weighted average outcome based occur simultaneously.

Standard deviation σ = √Var(X),
on probabilities. measuring spread of values. Marginal probability of X: P(X = x) = Σ
P(X = x, Y = y) (discrete), or ∫ P(X = x,
Y = y) dy (continuous).
Covariance and Correlation
Cov(X,Y) = E[(X - E[X]) (Y - E[Y])]
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Correlation coefficient ρXY = Cov(X,Y) / (σX σY), measuring linear relationship strength.
 Variance in probability
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Variance is defined as “The measure of how far the set of data is dispersed from their
mean value”. Variance is represented with the symbol σ2
Properties of Variance
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As each term in the variance formula is firstly squared and then their mean is found, it is
always a non-negative value.
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Variance is always measured in squared units.
Formula for Variance
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There are two types of formula for Variance
1) Population Variance
2) Sample Variance

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 Formulae for Variance
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Population Variance Sample Variance

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 Expectation of a Variable
The expected value (or mean) of X, where X is a discrete random
variable, is a weighted average of the possible values that X can
take, each value being weighted according to the probability of
that event occurring. The expected value of X is usually written as
E(X) or m.
●
E(X) = S x P(X = x)
So the expected value is the sum of: [(each of the possible
outcomes) × (the probability of the outcome occurring)].

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 Variance in probability
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The variance of a random variable tells us something about the
spread of the possible values of the variable. For a discrete
random variable X, the variance of X is written as Var(X).
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Var(X) = E[ (X – m)2 ] where m is the expected value E(X)
This can also be written as:
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Var(X) = E(X2) – m2
The standard deviation of X is the square root of Var(X)

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 Random Variable
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A random variable (RV) is a fundamental concept in probability and statistics that maps
outcomes of random experiments to numerical values. This mapping allows us to analyze
uncertainty mathematically and compute measures such as expected values and variances.
Random variables bridge the gap between raw random experiments and statistical analysis.

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There are two main types: discrete random variables, which take on countable values like the
number of heads in a set of coin tosses, and continuous random variables, which can take
any value in a range, such as the time until a machine fails. Understanding these types is key
to modeling real-world uncertainty.

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 Discrete Random Variable
Definition and Nature Probability Mass Function Cumulative Distribution
(PMF) Function (CDF)

Discrete random variables take on a The PMF assigns probabilities to The CDF, F(x), gives the
finite or countably infinite set of each possible outcome. For probability that the
distinct values. They commonly example, a fair die has P(X = x) = variable is less than or
represent counts or outcomes like 1/6 for each face x. These equal to x. For instance,
number of defective items in a batch probabilities sum to 1 across all F(3) for a die is 1/2,
or results of a dice roll. outcomes. accounting for all
outcomes ≤ 3.

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Continuous Random Variables
Definition Probability Density Function (PDF)

Continuous random variables can take on The PDF describes the density of
any value within a continuous range. probabilities over the range. It must be
Examples include measurements like nonnegative and integrate to 1 over the
temperature, height, or time to complete a entire domain.
task.

Unlike discrete variables, probabilities are The probability that the variable lies between
defined over intervals rather than exact two points is found by integrating the PDF
values. across that interval.

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Probability Distribution Functions
Discrete Case: PMF Continuous Case: PDF

The PMF provides the probability of each discrete Continuous variables use the PDF to
outcome. Binomial distribution calculates the describe probabilities through integration.
chance of k successes in n trials, essential in The normal distribution is a key example,
quality control and hypothesis testing. modeling data clustered around a mean.
CDFs unify these ways, providing
Example: P(X=2) in a binomial with parameters cumulative probabilities for both discrete
n=5, p=0.3 is about 0.308. and continuous cases.

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Mathematical Expectation

Definition
1 Expected value, E(X), is the weighted average of all possible values of a random
variable, representing the mean outcome expected over many repetitions.
Formulas
2 For discrete RVs, E(X) = Σ x_i P(X = x_i). For continuous RVs,
E(X) = ∫ x f(x) dx over the entire range.
Properties and Examples
Expectation is linear: E(aX + b) = aE(X) + b. For
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a fair die, E(X) is 3.5, while for an exponential
distribution with rate λ, it is 1/λ.
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