NDA shaurya 1.

0 2026
Probability
Experiment
An operation which produce some well-defined results or outcomes is called an
experiment.

Some Basic Definitions

(i) Trial Performing an experiment is called a trial. The number of times an
experiment is repeated is called the number of trials.
(ii) Sample Space The set of all possible outcomes of a random experiment is called
the sample space of the experiment and it is denoted by 𝑆.
(iii) Sample Point The outcome of an experiment is called the sample point, i.e. the
elements of set 𝑆 are called the sample points.
(iv) Event A subset of the sample space associated with a random experiment is
called event or case.
(v) Elementary (or Simple) Event An event containing only one sample point is
called elementary event (or indecomposable event).
(vi) Compound Event An event containing more than one sample points is called
compound event (or decomposable event).
(vii) Occurrence of an Event An event associated to a random experiment is said to
occur, if any one of the elementary events associated to it is an outcome.
(viii) Certain Event An event which must occur, whatever be the outcomes, is called a
certain event (or sure event).
(ix) Impossible Event An event which cannot occur in a random experiment, is called
an impossible event.
(x) Favourable Outcomes Let 𝑆 be the sample space associated with a random
experiment and 𝐸 ⊂ 𝑆. Then, the elementary events belonging to 𝐸 are known
as the favourable outcomes to 𝐸.
(xi) Equally likely Outcomes The outcomes of a random experiment are said to be
equally likely, when each outcome is as likely to occur as the other.

Algebra of Events
Let 𝐴 and 𝐵 are two events associated with a random experiment, whose sample space
is 𝑆. Then,
(i) the event 'not 𝐴′ ' is the set 𝐴′ or 𝑆 − 𝐴

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(ii) the events 𝐴 or 𝐵 is the set 𝐴 ∪ 𝐵
(iii) the events 𝐴 and 𝐵 is the set 𝐴 ∩ 𝐵
(iv) the events 𝐴 but not 𝐵 is the set 𝐴 − 𝐵 or 𝐴 ∩ 𝐵′

Probability—
Theoretical (Classical) Approach
If there are 𝑛 equally likely outcomes associated with a random experiment and 𝑚 of
them are favourable to an event 𝐴, then the probability of happening or occurrence of
𝐴, denoted by 𝑃(𝐴), is given by
𝑚 Number of favourable outcomes to 𝐴
𝑃(𝐴) = =
𝑛 Total number of possible outcomes

Axiomatic Approach
Let 𝑆 = {𝑤1 , 𝑤2 , 𝑤3 , … 𝑤𝑛 } be a sample space, then according to axiomatic approach
we have the following
(i) 0 ≤ 𝑃(𝑤𝑖 ) ≤ 1 for each 𝑤𝑖 ∈ 𝑆
(ii) 𝑃(𝑤1 ) + 𝑃(𝑤2 ) + ⋯ + 𝑃(𝑤𝑛 ) = 1
(iii) For any event 𝐴, 𝑃(𝐴) = Σ𝑃(𝑤𝑖 ), 𝑤𝑖 ∈ 𝐴.

Note
• Theoretical approach is valid only when the outcomes are equally likely and
number of total outcomes is known.
• 𝑃( sure event ) = 𝑃(𝑆) = 1 and 𝑃 (impossible event) = 𝑃(𝜙) = 0

Different Types of Events and Their Probabilities

(i) Equally Likely Events The given events are said to be equally likely, if none of
them is expected to occur in preference to the other.
Thus, if the events 𝐸 and 𝐹 are equally likely, then 𝑃(𝐸) = 𝑃(𝐹)
(ii) Mutually Exclusive Events A set of events is said to be mutually exclusive, if the
happening of one event excludes the happening of the other.
If 𝐴 and 𝐵 are mutually exclusive events, then (𝐴 ∩ 𝐵) = 𝜙.
∴ The probability of mutually exclusive events is 𝑃(𝐴 ∩ 𝐵) = 0.
(iii) Probability of Exhaustive Events A set of events is said to be exhaustive, if atleast
one of them necessarily occurs whenever the experiment is performed.
If 𝐸1 , 𝐸2 , … , 𝐸𝑛 are exhaustive events, then
𝐸1 ∪ 𝐸2 ∪ … ∪ 𝐸𝑛 = 𝑆
and so 𝑃(𝐸1 ∪ 𝐸2 ∪ 𝐸3 ∪ … ∪ 𝐸𝑛 ) = 1.

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 Note If 𝐸𝑖 ∩ 𝐸𝑗 = 𝜙 for 𝑖 ≠ 𝑗 and ⋃𝑛𝑖=1 𝐸𝑖 = 𝑆, then events 𝐸1 , 𝐸2 , … , 𝐸𝑛 are
called mutually exclusive and exhaustive events.
(iv) Independent Events Two events 𝐴 and 𝐵, associated to a random experiment, are
independent if the probability of occurrence or non-occurrence of 𝐴 is not
affected by the occurrence or non-occurrence of 𝐵.
Note If 𝐴 and 𝐵 are independent events associated with a random experiment,
then
(a) 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)
(b) 𝐴‾ and 𝐵 are independent events.
(c) 𝐴 and 𝐵‾ are independent events.
(d) 𝐴‾ and 𝐵‾ are independent events.
(v) Complementary Event Let 𝐴 be an event of a sample space 𝑆, the
complementary event to 𝐴 is the event containing all sample points other
than the sample point in 𝐴 and it is denoted by 𝐴′ or 𝐴‾ i.e. 𝐴′ or 𝐴‾ =
{𝑛: 𝑛 ∈ 𝑆, 𝑛 ∉ 𝐴}
∴ The probability of complementary event to 𝐴 is
𝑃(𝐴‾) = 1 − 𝑃(𝐴)

Note
(i) 𝑃(𝐴) + 𝑃(𝐴′ ) = 1
(ii) 𝑃(𝐴 ∪ 𝐴′ ) = 𝑃(𝑆) = 1
(iii) 𝑃(𝐴 ∩ 𝐴′ ) = 𝑃(𝜙) = 0
(iv) 𝑃(𝐴′ 𝑌 ′ = 𝑃(𝐴)

Important Results on Probability

(i) Addition Theorem of Probability
(a) For two events 𝐴 and 𝐵
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
(b) For three events 𝐴, 𝐵 and 𝐶
𝑃(𝐴 ∪ 𝐵 ∪ 𝐶) = 𝑃(𝐴) +𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐵 ∩ 𝐶)
−𝑃(𝐴 ∩ 𝐶) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)
(ii) If 𝐴 and 𝐵 are two events associated with a random experiment, then
(a) 𝑃(𝐴‾ ∩ 𝐵) = 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
(b) 𝑃(𝐴 ∩ 𝐵‾) = 𝑃(𝐴) − 𝑃(𝐴 ∩ 𝐵)
(c) 𝑃[(𝐴 ∩ 𝐵‾) ∪ (𝐴‾ ∩ 𝐵)] = 𝑃(𝐴) + 𝑃(𝐵) − 2𝑃(𝐴 ∩ 𝐵)
(d) 𝑃(𝐴‾ ∩ 𝐵‾) = 𝑃(𝐴 ∪ 𝐵) = 1 − 𝑃(𝐴 ∪ 𝐵)

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 (e) 𝑃(𝐴‾ ∪ 𝐵‾) = 𝑃(𝐴 ∩ 𝐵) = 1 − 𝑃(𝐴 ∩ 𝐵)
(f) 𝑃(𝐴) = 𝑃(𝐴 ∩ 𝐵) + 𝑃(𝐴 ∩ 𝐵‾)
(g) 𝑃(𝐵) = 𝑃(𝐴 ∩ 𝐵) + 𝑃(𝐵 ∩ 𝐴‾)

Odds in Favour and Against of an Event

𝑃(𝐸)
(i) Odds in favour of an event 𝐸 is given by
𝑃(𝐸‾ )
𝑃(𝐸‾ )
(ii) Odds in against of an event 𝐸 is given by
𝑃(𝐸)
𝑎 𝑏
Note If odds in favour of an event 𝐸 are 𝑎: 𝑏, then 𝑃(𝐸) = and 𝑃(𝐸‾ ) = .
𝑎+𝑏 𝑎+𝑏

Conditional Probability
Let 𝐴 and 𝐵 be two events associated with a random experiment. Then, the probability
of occurrence of event 𝐴 under the condition that 𝐵 has already occurred and 𝑃(𝐵) ≠
0, is called the conditional probability and it is given by
𝑃(𝐴∩𝐵)
𝑃(𝐴/𝐵) =
𝑃(𝐵)
𝑃(𝐴∩𝐵)
If 𝐴 has already occurred and 𝑃(𝐴) ≠ 0, then 𝑃(𝐵/𝐴) =
𝑃(𝐴)
Note If 𝐴 and 𝐵 are independent events, then 𝑃(𝐵/𝐴) = 𝑃(𝐵) and
𝑃(𝐴/𝐵) = 𝑃(𝐴).

Multiplication Theorem on Probability

(i) If 𝐴 and 𝐵 are two events associated with a random experiment, then
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵/𝐴), if 𝑃(𝐴) ≠ 0
or 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵)𝑃(𝐴/𝐵), if 𝑃(𝐵) ≠ 0
(ii) If 𝐴1 , 𝐴2 , … , 𝐴𝑛 are 𝑛 events associated with a random experiment, then
𝑃(𝐴1 ∩ 𝐴2 ∩ … ∩ 𝐴𝑛 ) =𝑃(𝐴1 )𝑃(𝐴2 /𝐴1 )𝑃(𝐴3 /(𝐴1 ∩ 𝐴2 ))
… 𝑃(𝐴𝑛 /(𝐴1 ∩ 𝐴2 ∩ 𝐴3 ∩ … ∩ 𝐴𝑛−1 ))

Theorem of Total Probability

Let 𝑆 be the sample space and let 𝐸1 , 𝐸2 , … , 𝐸𝑛 be a partition of the sample space 𝑆.
If 𝐴 is any event which occurs with 𝐸1 or 𝐸2 or … or 𝐸𝑛 , then
𝑃(𝐴) = 𝑃(𝐸1 )𝑃(𝐴/𝐸1 ) + 𝑃(𝐸2 )𝑃(𝐴/𝐸2 ) + ⋯ + 𝑃(𝐸𝑛 )𝑃(𝐴/𝐸𝑛 )
= ∑𝑛𝑟=1 𝑃(𝐸𝑟 )𝑃(𝐴/𝐸𝑟 )

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Baye's Theorem
Let 𝑆 be the sample space and let 𝐸1 , 𝐸2 , … , 𝐸𝑛 be a partition of the sample space 𝑆.
If 𝐴 is any event which occurs with 𝐸1 or 𝐸2 or … or 𝐸𝑛 , then probability of occurrence
of 𝐸𝑖 , when 𝐴 occurred, is
𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 )
𝑃(𝐸𝑖 /𝐴) = ∑𝑛 , 𝑖 = 1,2, … , 𝑛
𝑖=1 𝑃(𝐸𝑖 )𝑃(𝐴/𝐸𝑖 )

Random Variable
Let 𝑆 be a sample space associated with a given random experiment. 𝐴 real valued
function 𝑋 defined on 𝑆, i.e.
𝑋: 𝑆 → 𝑅, is called a random variable.
There are two types of random variable
(i) Discrete Random Variable If the range of the function 𝑋: 𝑆 → 𝑅 is a finite set or
countably infinite set of real numbers, then it is called a discrete random
variable.
e.g. In tossing of two coins 𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}, let 𝑋 denotes number of heads
in tossing of two coins, then
𝑋(𝐻𝐻) = 2, 𝑋(𝑇𝐻) = 1, 𝑋(𝐻𝑇) = 1, 𝑋(𝑇𝑇) = 0
(ii) Continuous Random Variable If the range of 𝑋 is an interval (𝑎, 𝑏) of 𝑅, then 𝑋
is called a continuous random variable.

Probability Distribution of a Random Variable

If a random variable 𝑋 takes values 𝑥1 , 𝑥2 , … , 𝑥𝑛 with respective probabilities
𝑝1 , 𝑝2 , … , 𝑝𝑛 , then the representation
𝑋 𝑥1 𝑥2 𝑥3 ⋯ 𝑥𝑛

P(X) 𝑝1 𝑝2 𝑝3 ⋯ 𝑝𝑛
is known as the probability distribution of 𝑋.
or
Probability distribution gives the values of the random variable along with the
corresponding probabilities.

Mathematical Expectation/Mean of a Random Variable

If 𝑋 is a discrete random variable which assume values 𝑥1 , 𝑥2 , … , 𝑥𝑛 with respective
probabilities 𝑝1 , 𝑝2 , … , 𝑝𝑛 , then the mean 𝜇 of 𝑋 is defined as
𝐸(𝑋) = 𝜇 = 𝑝1 𝑥1 + 𝑝2 𝑥2 + ⋯ + 𝑝𝑛 𝑥𝑛 = ∑𝑛𝑖=1 𝑝𝑖 𝑥𝑖

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Variance of a Random Variable
Variance of a random variable is denoted by 𝜎 2 and it is defined as
𝑉(𝑋) = 𝜎 2 = 𝐸 (𝑋 2 ) − [𝐸(𝑋)]2
where,
𝐸 (𝑋 2 ) = ∑𝑛𝑖=1 𝑥𝑖2 𝑝𝑖

Standard Deviation
𝜎 = √𝑉(𝑋) = √𝐸 (𝑋 2 ) − (𝐸(𝑋))2

Bernoulli Trials and Binomial Distribution

Bernoulli Trials
Trials of a random experiment are called Bernoulli trials, if
(i) number of trials is finite
(ii) trials are independent
(iii) each trial has exactly two outcomes success and failure
(iv) probability of success remains same in each trial.

Binomial Distribution
The probability of 𝑟 successes in 𝑛-Bernaulli trials is denoted by 𝑃(𝑋 = 𝑟) and is given
by
𝑃(𝑋 = 𝑟) = 𝑛 𝐶𝑟 𝑝𝑟 𝑞 𝑛−𝑟 , 𝑟 = 0,1,2, … 𝑛.
where,
𝑝 = probability of success
𝑞 = probability of failure and 𝑝 + 𝑞 = 1
This can be represented by the following :
𝑿 0 1 2 ⋯ 𝑛
𝑛
𝑷(𝑿) 𝐶0 𝑝0 𝑞 𝑛 𝑛
𝐶1 𝑝1 𝑞𝑛−1 𝑛
𝐶2 𝑝2 𝑞 𝑛−2 ⋯ 𝑛
𝐶𝑛 𝑝𝑛
The above probability distribution is known as binomial distribution with parameter 𝑛
and 𝑝.

Important Results
𝑛
(i) If 𝑝 = 𝑞, then probability of 𝑟 successes in 𝑛 trials is 𝐶𝑟 𝑝𝑛 .
(ii) Mean = 𝐸(𝑋) = 𝜇 = 𝑛𝑝
(iii) Variance = 𝜎𝑥2 = 𝑛𝑝𝑞
(iv) Standard deviation = 𝜎𝑥 = √𝑛𝑝𝑞
(v) Mean is always greater than variance.

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