Probability and Statistics
Random Experiment
Consider an action which is repeated under essentially identical conditions. If it results in any
one of the several possible outcomes, but it is not possible to predict which outcome will
appear. Such an action is called as a Random Experiment. One performance of such an
experiment is called as a Trial.
Sample Space
The set of all possible outcomes of a random experiment is called as the sample space. All the
elements of the sample space together are called as ‘exhaustive cases. The number of
elements of the sample space i.e. the number of exhaustive cases is denoted by n(S) or N or n.
Event
Any subset of the sample space is called as an ‘Event’ and is denoted by some capital letter
like A, B, C or A1, A2, A3,.. or B1, B2, ... etc.
Favourable cases
The cases which ensure the happening of an event A, are called as the cases favourable to the
event A. The number of cases favourable to event A is denoted by n(A) or NA or nA.
Mutually Exclusive Events or Disjoint Events
Two events A and B are said to be mutually exclusive or disjoint if A ∩ B = ∅ i.e. if there is
no element common to A & B.
Equally Likely Cases
Cases are said to be equally likely if they all have the same chance of occurrence i.e. no case
is preferred to any other case.
Permutation
A permutation is an arrangement of all or part of a set of objects. The number of permutations
of n distinct objects taken r at a time is
Note:
The number of permutations of n distinct objects is n! i.e., nPn = n!
The number of permutations of n distinct objects arranged in a circle is (n - 1)!
The number of distinct permutations of n things of which n1 are of one kind, n2
n!
of a second kind ………… nk of a kth kind is
n1 ! n2 ! … … … .n k !
Combination
A combination is selection of all or part of a set of objects. The number of combinations of
n distinct objects taken r at a time is
Note: In a permutation, the order of arrangement of the objects is important.
Thus, abc is a different permutation from bca.
In a combination, the order in which objects are selected does not matter.
Thus, abc and bca are the same combination.
Definition of Probability
Consider a random experiment which results in a sample space containing n(S) cases which
are exhaustive, mutually exclusive and equally likely. Suppose, out of n(S) cases, n(A) cases
are favourable to an event A. Then the probability of event A is denoted by P(A) and is
defined as follows.
n( A) number of cases favourable of event A
P ( A )= =
n(S) number of cases∈the sample cases S
Complement of an event
The complement of an event A is denoted by A and it contains all the elements of the sample
space which do not belong to A.
For example: Random experiment: an unbiased die is rolled. S = {1, 2, 3, 4, 5, 6}
(i) Let A: number on the die is a perfect square ∴ A = {1, 4} ∴ A = {2, 3, 5, 6}
(ii) Let B: number on the die is a prime number ∴ B = {2, 3, 5} ∴ B = {1, 4, 6}
Note: P(A) + P ( A ) = 1 i.e. P(A) = 1 - P ( A )
For any events A and B, P (A)= P ( A ∩B )+ P ¿
Independent Events
Two events A & B are said to be independent if
P(A ∩ B) = P(A).P(B)
Note: If A & B are independent then
A & Bare independent
A & B are independent
A & B are independent
Theorems of Probability
Addition Theorem
If A and B are any two events then
P(A∪B) = P(A) + P(B) – P(A∩B)
Note:
1. A ∪ B : either A or B or both i.e. at least one of A & B
A∩B : neither A nor B i.e. none of A & B
A∪B & A∩B are complement to each other
∴P( A ∩ B) = 1 – P(A ∪ B)
2. If A & B are mutually exclusive, P(A∩B) = 0
∴P(A ∪ B)= P(A) + P(B)
3. P(A1 ∪ A2 ∪ A3))= P (A1) +P (A2) +P(A3) - P(A1 ∩ A2) - P(A2 ∩ A3) - P(A3 ∩ A1)
+ P(A1 ∩ A2∩ A3)
Multiplication Theorem
If A & B are any two events then
P(A∩ B) = P(A).P(B/A) = P(B).P(A/B)
1. Conditional probability of occurrence of event B given that event A has already
occurred.
P ( A ∩B)
P(B/A) =
P( A )
2. Conditional probability of occurrence of event A given that event B has already
occurred
P ( A ∩B)
P(A/B) =
P( B)
Bayes’ Theorem
Suppose that a sample space S is a union of mutually disjoint events B 1, B2, B3, ..., Bn,
suppose A is an event in S, and suppose A and all the B i’s have nonzero probabilities. If k is
an integer with 1 ≤ k ≤ n, then
P ( A /B K ) P( BK )
P(B K / A)=¿
P ( A /B 1) P ( B1 ) + P ( A /B 2 ) P ( B2 ) … … … … … … …+ P ( A / Bn) P(n)