Probability
Mathematics Notes — Quick Reference
1. Basic Terminology
• Random experiment: an experiment whose outcome cannot be predicted with certainty (e.g. tossing a coin).
• Sample space (S): the set of all possible outcomes.
• Event: any subset of the sample space.
• Equally likely outcomes: outcomes that have the same chance of occurring.
2. Classical Definition of Probability
P(E) = Number of favourable outcomes / Total number of outcomes = n(E) / n(S)
0 ≤ P(E) ≤ 1 | P(S) = 1 | P(impossible event) = 0
3. Rules of Probability
• Complement rule: P(E') = 1 − P(E), where E' is the complement (event not occurring).
• Addition rule (general): P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
• Mutually exclusive events: A ∩ B = ∅, so P(A ∪ B) = P(A) + P(B)
• Exhaustive events: events whose union covers the entire sample space.
4. Conditional Probability & Independence
P(A|B) = P(A ∩ B) / P(B), provided P(B) ≠ 0
Multiplication rule: P(A ∩ B) = P(A) · P(B|A) = P(B) · P(A|B)
Independent events: P(A ∩ B) = P(A) · P(B), and P(A|B) = P(A)
5. Bayes' Theorem
P(Aᵢ|B) = [P(Aᵢ)·P(B|Aᵢ)] / Σ P(Aⱼ)·P(B|Aⱼ)
Used to “reverse” conditional probabilities — finding the probability of a cause given an observed effect.
6. Random Variables & Expectation
• A random variable assigns a numerical value to each outcome of a random experiment.
• Probability distribution: a table/function listing each value of the variable with its probability; probabilities must
sum to 1.
• Expectation (mean): E(X) = Σ xᵢ P(xᵢ)
• Variance: Var(X) = E(X²) − [E(X)]²
• Binomial distribution: P(X=r) = ⁿCᵣ pʳ qⁿ⁻ʳ, for n independent trials, success probability p, failure q = 1−p.
7. Common Counting Tools
• Permutation: arrangement where order matters — ⁿPᵣ = n! / (n−r)!
• Combination: selection where order doesn't matter — ⁿCᵣ = n! / [r!(n−r)!]
• These are frequently used to count favourable and total outcomes in probability problems.
Solved Example
Q. A bag has 4 red and 6 black balls. One ball is drawn at random. Find the probability it is red.
Total outcomes = 4 + 6 = 10, Favourable outcomes = 4
P(red) = 4/10 = 2/5
8. Common Mistakes to Avoid
• Confusing 'and' (intersection, multiply) with 'or' (union, add) when combining events.
• Forgetting to subtract P(A ∩ B) when events are not mutually exclusive.
• Treating dependent events as independent (or vice-versa) without checking the condition.