Module1: Probability and Random Variables
Probability is the branch of mathematics that quantifies uncertainty and measures
the likelihood of events occurring, providing the foundation for statistics and many
scientific disciplines.
Probability Theory:
It is the branch of mathematics that studies random phenomena and uncertainty.
It provides a mathematical framework for analyzing random experiments and is
helpful in investigating the important features of these random experiments.
Experiment: An experiment is a process or action that yields a result.
Random Experiment:
It is a specific type of experiment where all possible outcomes are known in advance,
but the exact outcome of any single attempt cannot be predicted with certainty.
Example: Tossing a coin, Rolling a die, Drawing a card from a deck.
Deterministic Experiment: The outcome is known with certainty.
Example: Heating water to at standard atmospheric pressure causes it to boil.
Sample Space:
The set of all possible outcomes of a random experiment is called the sample
space of the experiment. The sample space is denoted as S.
Examples:
Event: An event is a subset of the sample space.
Axioms of Probability:
General addition rule for probability:
If A and B are any events in S, then
Probability space:
A probability space is a mathematical framework that models a random experiment.
It consists of a triple
Where S is the sample space, is the event space and P is the probability measure.
Event Space ( ):
A collection of events (subsets of S) to which probabilities can be assigned. This forms a
σ-algebra, meaning it includes the empty set, complements, and countable unions of events.
Probability Measure (P):
A function that assigns a probability to each event in resulting in a value between 0 and 1.
Example: Tossing a fair coin
Example: Rolling a Die
Sample space S= {1,2,3,4,5,6}
Conditional probability:
It is the likelihood of an event occurring given that another event has already taken place.
It restricts the sample space to the known condition, calculating how the probability of
one event is influenced by another.
If A and B are two events and P(B) > 0, then the conditional probability of A given B is
denoted by P(A∣B). It is defined as
where: P(A∣B) = Probability of event A given that B has occurred,
P(A∩B) = Probability that both A and B occur, P(B) = Probability of event B.
Question: A fair die is tossed once. Find the conditional probability of getting 1, given
that an odd number has been obtained.
Solution:
Properties of Conditional Probability:
General multiplication rule of probability:
Independence of n Events:
Baye's Theorem
Bayes' Theorem is a fundamental theorem in probability that helps determine the
Conditional probability of an event based on prior knowledge of related events. It
allows us to update the probability of an event when new information becomes available.
Posterior probability is the revised probability of an event
Question: or hypothesis occurring after taking new evidence or data
into account
There are two boxes. Box I contains 3 white and 2 black balls. Box II contains 2 white
and 4 black balls. One box is selected at random, and a ball drawn from it is found to be
white. Find the probability that it came from Box I.
Solution:
Generalized form of Bayes' Theorem:
Question:
In probability, exhaustive events are a set of outcomes that cover all possible
A disease
results affects
of an 1% of the
experiment. population. A the
Mathematically, testunion
correctly
of allidentifies a diseased
exhaustive events person 99%
of the time and incorrectly identifies
forms the entire sample space S. a healthy person as diseased 5% of the time. If a
person's test is positive, what is the probability that the person actually has the disease?
Example:
Solution: Rolling a Die
The sample space is S = {1, 2, 3, 4, 5, 6}.
Exhaustive Set 1: The event of rolling an even number {2, 4, 6} and rolling an
odd number {1, 3, 5}.
Exhaustive Set 2: The event of rolling a number greater than 4 is {5, 6} and
rolling a number less than or equal to 4 is {1, 2, 3, 4}
= 3/8