Probability = ©
Borie Terminolugy —
ORandern Experiments @ Outcome 1 @ Biok and event
@® Exhaustive events or (ar (3) Favourable Events
© Met Mutually Exclusive events Equatly Liteely Events
Inatpendent events .
Matwmatical (7 Clomical or Pafort) Probability —
Def” Tha wandem expertintnd: or atial owults in ‘nN’ exhawrtive
mute exclusive and equally Kiley outcome , out of
which Wm ane favourable fo “tre occurant ofan event
E, Hum poobaldility * pb? efeceunante of E, denoted by
P(E), is given 22 —
b= P(E) = _Novoffaveunahle coms amt
Total nd of exhaurkve corr pe
Nole —@o < P(E) <1
@ 4=P(E)= 2m 2 |-™ = IP
a nn
LmitaHtens of Clarical Definikon —
@ Uf te various cutkenss of He random experiment ate
not equally Riedy
® Tf tue exhauslre nv. of oubcornss of Hu random experi
is Snftontte or unknown «
Scanned with CamScanner StabisHeal (ov Exmpertcal) Probability 4
Of ” (Ven Mises) J erica performed repeatedly undue,
ae errentiably ») a ey aN amd idenkical condillens, Hin We
QMonibing vali. of Hae yalto of Han mb» of fim te ever
occurs fo He noe of ialr, > the 106 of pials becornes
indefinitely Large, is called fhe probability ef hoppering
of Hie evemt, U6 acing aurumed Prat the Liniik ts fonite
amd unique:
TL Sn Ni tetabs om event E happens M tes, Hum Hat
Probalotlity of He happeming of E,
P(e) = tm NN aaa)
N22 N
Limitations of tpi Pasbabt ly —
oO erimont is repeated 0 leuige. no» of Hs y the
Lea conditend may mot samain identical and
hemogenzou * ;
O m ee ee
however Large N may bbe «
Additional Tuorem Probability —
Statemunt ~ Th A and B ont ami tuo evenls ( subset of Sample
ingornt » Hon
Space 8) amd oe mob
P( AUB) = P(A) + PCB) — pCANB)) —@
bel ALUBS AUCANB)
trom venm diagram »
p(AuB) = PLAY (AaB)]
PCA) + P(ANB)
PCAUB) = pA) + P(B)— P(ATB) Premed
AnB
ieee
Scanned with CamScanner exclunirne events A, B46
For Hirer. men -mutually
PCALBUC)= pcr) -+pea)-+PCe) —PLANB) - PLBNc) @
—Plean) + PCANBNC)
oD
gst P(ALBUC) = pC AU (BuC)]
PCA) + P(Buc)— PLA ACBUC] pom ®
= PCA) + [pco) + Pec) -PCBAC)) —
PUANB) UcAne)y
= PCA)+ Pl8) +p¢¢) —PCBAC) ~[ PC AnB) + PLAC) —
PLANBAC)]
= PCA) + PCB) + PCC) — P (ANB) —[Link]) = pcen)
+ PCANBAC)
proved
Extension of Additonal Muovern of Proloctoidity cf m fred
For m events A, Ar---. An we hove,
ml U Ai) = 2 POA — ZZ POOR )+ eh (INAH
soem ant I" pA, Aa hs Une)
preot Far two evernds Ay and Pa. we have.
Le
RERHHA P(A, VAY) = PCA) + PLA)-PCA NAL)
Hen, e977 @ th pur for n=9
Lit up suppose. that e9” @ is bur for N=%
MNGi
(War) = ZPUR) Poet em
ts {xt 1
Now P(e 0) (UAT) U Aas §
BA) ) + (Arn) — P33 7) )A fri
=P(
Ar 7 OAs.
eS 1)+ Pl (Fae) — p39, ey
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Pl A) = SecA Sz PLARAAG)E--- ED BLAN aA,
=) 41 i
ler
hom e968)
P( OA.) z+ i
PA) = & pum-) 55 PAAR) +,
Leigfc f
Te CPP ALAA -—-N Aes
PU A) = Som Fo ecAan) +f 4-—
E 2, (mr) Claas pang) + f+
~ += CY*P(A, 0A, -- Ara)
Hemes e4@ i bur for N=¥ 1b is alo bur dor n=7H
Henee, by principle of mathematical inducton, tt follows
thot ©" is true. for all posite integtal value on.
Nole, Jf ath events Ai, (isl2-~-n) ann mutuolly dirfobt
tron eg" ® giver
P( ORI) = = PU)
t=) bet
“¢
=\
i Epupin Aus
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Boale’s Inequatily ©
Slaleval-- Por yy events Ars fr ---- An we ham,
@ P( Mm) 2 2 ecm)-G-) O
© rs Vin
Plum) < = Pim) —————@)
1)
PCALUA:) = PCA) + PCR) —PCAAA2) <1
> PCALO AL) 2 PCA) + PCAs) -1 —_B
Heme. eq" is bun for n=2
Lek w mow suppose that eg) is true for n=¥
és ~
p (At) ZS Z, PURI) — Cr) —&)
Dee Ben A) e(f Ar fen)
21 3
20(f\ pi) + P (Rea) 7! } from "©
Bee”: = a
2 F pcp) O71) t Pl Ava)
t=) } trom og D4
¥+) etl
PUA A) > 2 elas) -¥
Ef 1
eS eqn (Dis Bue dor me vt alo.
“
This
* pcan) > ee),
P(A, UAL) = PCL) PCA) —PLA, Fe)
< PLA + PCA) Gy
rate lle howe.
Scanned with CamScanner Henee. 09” @) is true for n=Q. N
Let un now suppose that eg” © 4s put for n=
PUY mi) 4 Z Pum) ee -()
Now, Pl Ops) = PCW Ai U Att)
P(Y J Ar) + PC Ara) joer en}
4 Z pCa) + Poe) hom £97 @ 5
Hl eH
Pe Peae, 0")
11
Henwe if eq™ y then ib tS aho
oS i Nast]. Henw by matramahieal inducltn
we conclude Hat e@ Reet Bare Biaacatee:
nae i ® . far all post
ie, ie Pi) S F. PCR)
sir Ba
Mublipttcatien Theorem of Probability —
For two events Aland By
P(ANB) = PcA)-PCBIA) , PCAD>©
= pce) prays) ©» Pc8)>°
who P(B/A) is condibienal probability of oceurance
ae ad aE aan abuady jappered and
P (ALB) fs Hae ae ae _ pra a “ poppering
ig OA, given thal: happerud
Es
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PCA)= mCA) | pcB)= n&B) , pcan) < mcAr8)
nUS) ns) ao me)
For the cenditencl ewent ALB, Hie farowrable eukcoms
mur be ont ef tre sample points of B ie, for ert
AIG, He sample space ts B and out of the nlB) 5
(AHAB) pertain to He occurrent % Fa event Ae
. PCAIB) = ~2LRAB)
n
(8)
Ni
se peangy= mlAMB)_ nCANB), iB) _
ea ns) | nb)
= wncans), nls)
mB) nls)
PLANB) = ecnis): Pls)
Jiri laaly 5
npg)= n Ans), nla)
PCA NB) Ae) als)
A
Note = uy)
oS = pcAnag) = penne,
© P (BIA) om ¢ peniay= 2
@ for propre,
PCAIB)S PCA)
PP e rpapye EA) amd, 7C8) <-n(5)
> DANG) 2 IA) 5 pj AyB) < PCM
~mn(B) mnlS)
@) PCAIB) is nok defined — if PBL =o
Scanned with CamScanner & pc aie) =
Tndipendink tvends —
An evmt A is said to be Independent (or stalishtcally
‘in dupendint ) of of another event B® , if He ene
ret chy an B is equal fo the uncenditen
ele
& P( PIB) = PCA)
Naliiplication Meovem of Probability for independ
events =
£ pond B aw two events with positive -
ait PCA) 05 re) a fake vAvomdaD, ont
' Be iy ecm: P(8) _—_@
weg
Pca 8) = PCR)-PCBIA) on
magus): PCA18) —— ©
ant. tndependimt, ie A is imdependong-
‘Independent ef AE) then
IB)= PCA) and pea) A)= PLB)
oa ae)
et?) Po) jbyO ond & 4
> This bmp
Bond B ae
9B) “mdtpendunk-.
Scanned with CamScanner Extemnion of Mulliplicalten Hworem ef Probability to n=
oven of oo J ny =
For 1 eves Ais Ar---- An, we hare
(ALA PaO --= Ay) = PCA) PCRLTAL) PCAs] Ao Ar)
se PC An] AIA 4 ---Any)
whe, POAT AS AA, ~~ Ar) suprermbs Woe ius ©)
. ee of the event Ar given thak -Hie events
i Bis Aw ---Ay hove abrecidy happend -
{ For two events Aj ond fn, >
PCA AP>) = PCA): PC AL TAL)
fox three events ,
PCAaarn fs) Pa AAA Aha) 5S
= Pca): PPC ALAM) ALS
PrMP= P(A)» PCAAIAi) » P4{Asl (Ac A Ar) §
found that eq” @) i bur for m=24 3
ose. Hhat- eqn f) 45 hur for m= ¥
= PCA) OCALA) PCAS] ALAA)
P (Aud ALM Aa --- Arent)
JO PeiT= PCA AA. Ae) x
E PAs) AMAL --. AK)
Fat Pi) ~~ PCA LALA AL A --Ap-y) x
P Ayer AAPL -- Ale)
+1. By the principle of
t dolled, thd eq? ® is tue
ns
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epee eS
Necumany and suffictent condition tor ee ee fs
events, AP, Ayo. Pn 1s toaks Hes probabllty Of a
Rimultanreur happenin is equol pou.
ounpechive. prokabilites ole
PUP) O Pa, —-- Ap) = PCAD PCA. -» PC An)
greet Tt Puy Pa Anant Independent evenks Hun
P (Ax1 A) = APA)
PCAs! ALAA) = PCAs)
PCAn] AAAs Any) = PC Am)
Frem eq (p)
PC AA AL O——An) = PCR): PCAa) --- PoP),
Con it ie. "®
eal y holdy ,
eae ee we have
PCAs) = PC ALTA
PCRs) = PCAS| AA Ar)
PCAn) =P Pm 1A, Aa ---Ans)
D Aly Ar--- An ane indipendinty events .
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7 Ale - @
Mutually Exclunive (Disyoiuk) Events cmd Indipendint
trenks —
lak Dand & be gmutaably exclurtve ( difornt) every
with piA)>o and PLB) > »
tun, ANB => => Pans) =P(p) =o
PCRAB) = pcA)-P(BIA) = Pip). P(A /B)
Now PcA|g)= PcAnB) _ p
ea )
ft ais) BAB) «9 2 #0)
(A)
ete abil vents
Hemet yt tase m disfolnk ith f
fo evenks wt positing
—probabiliie one always dipendink events . 27
However, ff A avd B ow independent- events with
PLA) S0 and PLB) S0., Hun
PCANB)= P(A): PCB) oo
=> Aomd B cannot be mutually exclusive.
Hence, "Lo Inde pendent: evenks (both of which aw
ossible events), cannot be mutually diojolnk -”
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\,
Patewsise Imdependnb evenks — b
eee lniipendont tvenls
The events O,; fy --—-A id 40 be patswtse, fndipen-
aa en
: PARMAR) =P (A:)-PLAR) 5 TH#fEr2---n
In Foulon, Hnver ; tr
tniepladeah ‘fond ony aoe
! OCALA) = PCAD Pcp)
PCA, As) = PCA) PAS)
PC ALO As) = PCA.) PCA)
stipend fates —
AL AL -— Ay in a Somple space § oneseid
C Miisenunt 1, ie
ia.) -—- Alt) =P (An)) PC Bin) ~~: PCA)
3K=2,3---1
Moot + "C+ - 4", — "sb,
ews fii, fr and Ay
conditions ef Hie
Scanned with CamScanner Ze 1. BCAA A2) = pers): PCAL) a)
2 PCA As) = PCA) PCAs)
3. PCA, AAs) = PCA): PCAs)
a (BALA Ay) = PCAL) PL Ae) PCRS)
Noke ~ ® Pairwise or mutual ‘indapendunte. of events
| FijPr- An fs diftrad only when PCAI EO detour
— ® Mutual fndependinet of events fomplies Haat Huy
(arte. palrwsise Endependik « Howevers cenverne ts nob
Bey cvrfgmmink ef probabitite, fs called natural
equiprobable) onsbgnmomlr 4 each Clementany
a de onsignud the Sonne. Probability .
recisely, if Ej and By ans two elon
: Boe somple. space Sy Hen as
PUR) SPl Ey) oWlefat,2--N
ps 3 nN
pis)= & 2. PL Epa by uring eqn ®
=
9 Mii
=> ple) + PER }-~~ PLEn) = |
=) N-PLEP)= |
Poe) =
N
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Bayets? Theovern : Theorem —
Sn ERM Ty
vo eyo ApplicaReno? | [Postedar
ea THey formasivn| Bayes’ Pheovenr Probavelities
Stasernmnly
TE, e..: Ey ane mucually Uof folmis evenk with
PCEt) Fo (f=1,2---n) Hon by arbitrary event A
which fs a subset of Gee such Hhok PCA) >0 wt
Nowe,
PC Er|A) = PCEr) PcAle)
————
2, PCE) P CALE:
= PEt) PCA IES) wfel den
PCA)
| Aine, ACU ie fue howe.
2 AN(Uer) = | O(a ner) } by ae
@Ne) ce; ee events , Hon
PUA) = PY cane) =2P (Ane)
. ae ulhipliceston
Z, PCE) PCA LEX) Loy voeen of probabTi
alro we howe 5
ern 0 er) = pend. PCerIA)
> peer ta) = Beane) - = per) PAE) |
PCA) ~£" plex). PPLE?)
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