Definition of Probability
Probability is a measure of the likelihood or chance that an event will occur.
• Value of probability lies between 0 and 1
o 0 → Impossible event
o 1 → Certain event
2. Types of Probability
(A) Classical Probability (A Priori)
• Based on equally likely outcomes
• Uses formula directly
• Purely theoretical in nature
Example:
Probability of getting head in a fair coin toss
1
𝑃(Head) =
2
Classical Probability Questions
Q22. Coin Toss
1
𝑃(Head) =
2
Q23. Even number on a die
Even numbers = {2,4,6} → 3 outcomes
3 1
𝑃(Even) = =
6 2
Q25. Card (King)
Total cards = 52, Kings = 4
4 1
𝑃(King) = =
52 13
(B) Empirical / Frequentist Probability
• Based on past data or experiments
• Calculated as:
Number of times event occurs
𝑃(𝐴) =
Total trials
Example:
If a coin is tossed 100 times and head comes 48 times
48
𝑃(Head) = = 0.48
100
Example:
If it rained 20 days out of 100 days
20
𝑃(Rain) = = 0.2
100
Three important rules
Complement Rule — Why 𝑷(𝑨′ ) = 𝟏 − 𝑷(𝑨)?
Rationale: In any experiment, something must happen.
Either:
• Event A happens
• OR A does not happen (A′)
These two are:
• Mutually exclusive (can’t happen together)
• Exhaustive (cover all possibilities)
So:
𝑃(𝐴) + 𝑃(𝐴′ ) = 1
Rearranging:
𝑃(𝐴′ ) = 1 − 𝑃(𝐴)
Coin Intuition:
Only two outcomes: Head or Tail
𝑃(𝐻) + 𝑃(𝑇) = 1
So:
𝑃(𝑇) = 1 − 𝑃(𝐻)
If head takes some probability, the rest must go to tail.
2. Addition Rule — Why subtract 𝑷(𝑨 ∩ 𝑩)?
Rationale: We want probability of A OR B happening
Start with:
𝑃(𝐴) + 𝑃(𝐵)
Problem: If A and B can happen together, we count overlap twice
So we subtract the overlap:
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
Coin Intuition
𝑷(𝑨 ∪ 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) − 𝑷(𝑨 ∩ 𝑩)
Where:
• 𝑨: getting a King
• 𝑩: getting a Heart
Step 2: Values
• Total cards = 52
𝟒
• Kings = 4 → 𝑷(𝑨) = 𝟓𝟐
𝟏𝟑
• Hearts = 13 → 𝑷(𝑩) = 𝟓𝟐
𝟏
• King of Hearts = 1 → 𝑷(𝑨 ∩ 𝑩) = 𝟓𝟐
Step 3: Apply Formula
𝟒 𝟏𝟑 𝟏
𝑷(𝑨 ∪ 𝑩) = + −
𝟓𝟐 𝟓𝟐 𝟓𝟐
𝟏𝟔 𝟒
= =
𝟓𝟐 𝟏𝟑
3. Multiplication Rule — Why multiply?
Rationale:
We want probability of A AND B happening together
Think step-by-step:
• First event happens with probability 𝑃(𝐴)
• Then second event happens with probability 𝑃(𝐵)
For independent events:
Second event is not affected by first
So total probability = product:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) × 𝑃(𝐵)
Coin Intuition (2 Tosses):
Find probability of HH
Step 1: First toss = Head → 1/2
Step 2: Second toss = Head → 1/2
1 1 1
𝑃(𝐻𝐻) = × =
2 2 4
Why multiply?
Because we are narrowing down to a specific path (sequence).
(C) Subjective Probability
• Based on belief, experience, or judgement
Example:
How many student will pass?
A teacher believes a student has 60% chance of passing based on performance.
With bayes we update the probability: Update is mock test
The inquiry is now:
𝑃(𝐴 ∣ 𝐵)
A = student passes
𝐵= student does well in mock
Inside this group B, there are two types:
1. Those who pass → (A ∩ B) → True cases
2. Those who fail → (A′ ∩ B) → False cases
So, probability becomes:
Number of true cases
𝑃(𝐴 ∣ 𝐵) =
Total cases inside B
Now write mathematically
Numerator: 𝑃(𝐴 ∩ 𝐵)
Denominator: 𝑃(𝐵)
𝑃(𝐴∩𝐵)
So: 𝑃(𝐴 ∣ 𝐵) = 𝑃(𝐵)
True cases:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵 ∣ 𝐴) ⋅ 𝑃(𝐴)
Total cases (B happens):
𝑃(𝐵) = 𝑃(𝐵 ∣ 𝐴) ⋅ 𝑃(𝐴) + 𝑃(𝐵 ∣ 𝐴′ ) ⋅ 𝑃(𝐴′ )
Because B can happen in two ways:
• From A (true signal)
• From A′ (false signal)
Final formula
𝑃(𝐵∣𝐴)⋅𝑃(𝐴)
• 𝑃(𝐴 ∣ 𝐵) = 𝑃(𝐵∣𝐴)⋅𝑃(𝐴)+𝑃(𝐵∣𝐴′ )⋅𝑃(𝐴′ )
P(B∣A)
Probability that a student performs well in the mock test, given that the student
will pass. Or
Among students who will pass, how many perform well?
P(B∣A′)
Probability that a student performs well in the mock test, given that the student
will fail. Or
Among students who will fail, how many still perform well?
Interpretation of 𝑷(𝑩 ∣ 𝑨′ ) ⋅ 𝑷(𝑨′ ) : Probability that a student fails BUT still
performs well in mock
Interpretation of 𝑷(𝑩 ∣ 𝑨) ⋅ 𝑷(𝑨): Probability that a student passes AND performs
well in mock”
We are restricting ourselves to cases where B happened
And inside B:
• Some are correct → True
• Some are wrong → False
So:
Correct ones
Probability =
All possible ones
Imagine:
100 students did well in mock (B)
• 80 will pass → True
• 20 will fail → False
80
𝑃(𝐴 ∣ 𝐵) = = 0.8
100
This student has a 60% chance of passing.
𝑃(Pass) = 0.6
This is subjective probability because it is based on:
• Your judgement
• Past performance
• No formula or data calculation
P(B∣A)
Among students who will pass, what fraction perform well in the mock test?
Imagine 100 students who will pass in final exam
Out of them:
• 80 did well in mock
• 20 did not
So:
80
𝑃(𝐵 ∣ 𝐴) = = 0.8
100
Among students who will fail, 30% still perform well in the mock test”
Interpretation of 𝑷(𝑩 ∣ 𝑨′ ) = 𝟎. 𝟑
Recall:
• 𝐴= student will pass
• 𝐴′ = student will fail
• 𝐵= student performs well in mock
Imagine 100 students who will fail:
• 30 perform well in mock
• 70 do not
30
𝑃(𝐵 ∣ 𝐴′ ) = = 0.3
100
How were 0.8 and 0.3 “created”?
1. They are not calculated by Bayes
2. They are given, assumed, or estimated from data
Where do they come from?
(A) From Past Data (Best case)
Example:
• Among 100 students who passed, 80 did well in mock
80
𝑃(𝐵 ∣ 𝐴) = = 0.8
100
• Among 100 students who failed, 30 did well in mock
30
𝑃(𝐵 ∣ 𝐴′ ) = = 0.3
100
Question:
A teacher believes that a student has a 60% chance of passing the final exam.
Also, from past experience:
• If a student will pass, the probability of doing well in the mock test is 0.8
• If a student will fail, the probability of doing well in the mock test is 0.3
Now the student does well in the mock test.
Find the probability that the student will pass.
What is Given
Let:
• 𝐴= student will pass
• 𝐴′ = student will fail
• 𝐵= student does well in mock test
Given:
𝑃(𝐴) = 0.6
𝑃(𝐵 ∣ 𝐴) = 0.8
𝑃(𝐵 ∣ 𝐴′ ) = 0.3
So,
𝑃(𝐴′ ) = 1 − 0.6 = 0.4
What We Have to Find
We have to find:
𝑃(𝐴 ∣ 𝐵)
That is:
Probability that the student will pass, given that the student did well in the mock test.
Solution
We use:
True cases
𝑃(𝐴 ∣ 𝐵) =
True cases + False cases
Step 1: Find True Cases
True cases mean:
student does well in mock and will pass
𝑃(𝐵 ∣ 𝐴) ⋅ 𝑃(𝐴) = 0.8 × 0.6 = 0.48
Step 2: Find False Cases
False cases mean:
student does well in mock but will fail
𝑃(𝐵 ∣ 𝐴′ ) ⋅ 𝑃(𝐴′ ) = 0.3 × 0.4 = 0.12
Step 3: Apply Formula
0.48
𝑃(𝐴 ∣ 𝐵) =
0.48 + 0.12
0.48
𝑃(𝐴 ∣ 𝐵) =
0.60
𝑃(𝐴 ∣ 𝐵) = 0.8
Final Answer
𝑃(𝐴 ∣ 𝐵) = 0.8
So, the probability that the student will pass is 0.8 or 80%.
Interpretation
Among students who do well in the mock test, 80% are likely to pass the final exam.