COMPLETE PROBABILITY NOTES (CLASS 9–12 + ADVANCED)
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PART 1 — FOUNDATIONS OF PROBABILITY
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1. Meaning of Probability
Probability measures the likelihood of an event’s occurrence, ranging from 0 to 1.
2. Key Terms
Random experiment, trial, outcome, sample space, event, favourable outcomes, equally likely outcomes,
mutually exclusive events, exhaustive outcomes, simple and compound events, certain and impossible event
3. Classical Probability
P(E) = favourable outcomes / total outcomes
4. Experimental Probability
P(E) = Number of times E occurs / Total trials
5. Axiomatic Probability
P(E) ≥ 0
P(S) = 1
For mutually exclusive A, B: P(A ∪ B) = P(A) + P(B)
6. Types of Events
Simple, compound, certain, impossible, independent, dependent, mutually exclusive, exhaustive, complemen
7. Set Theory in Probability
Union, intersection, complement, Venn diagrams.
8. Properties
0 ≤ P(E) ≤ 1
P(E) + P(E') = 1
P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
9. Standard Models
Coins, dice, cards, urn problems.
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PART 2 — ADVANCED PROBABILITY (CLASS 11–12)
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1. Conditional Probability
P(A|B) = P(A ∩ B) / P(B)
2. Multiplication Rules
General: P(A ∩ B) = P(A) P(B|A)
Independent: P(A ∩ B) = P(A)P(B)
3. Independence
Events A and B are independent if P(A ∩ B) = P(A)P(B).
4. Total Probability Theorem
If A1...An partition S:
P(B) = Σ P(Ai)P(B | Ai)
5. Bayes’ Theorem
P(Ai | B) = [P(Ai) P(B|Ai)] / Σ P(Aj) P(B|Aj)
6. Permutations & Combinations in Probability
Used for selection problems:
nCr, nPr
7. Inclusion–Exclusion Principle
P(A ∪ B ∪ C) = P(A)+P(B)+P(C)-P(A∩B)-P(B∩C)-P(C∩A)+P(A∩B∩C)
8. Odds
Odds in favour = favourable : unfavourable
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PART 3 — RANDOM VARIABLES & DISTRIBUTIONS
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1. Random Variable (RV)
Maps outcomes to real numbers.
Types: Discrete, Continuous.
2. PMF, PDF, CDF
PMF: p(x) = P(X=x), Σ p(x) = 1
PDF: f(x), f(x) ≥ 0, ∫ f(x) = 1
CDF: F(x) = P(X ≤ x)
3. Expectation & Variance
E(X) = Σ x p(x)
Var(X) = E(X²) – [E(X)]²
4. Bernoulli Distribution
PMF: P(1)=p, P(0)=1–p
Mean=p, Var=p(1–p)
5. Binomial Distribution
X = number of successes in n trials
PMF: C(n,k) p^k (1-p)^(n-k)
Mean=np, Var=np(1−p)
6. Geometric Distribution
P(X=k) = (1−p)^(k−1)p
Mean = 1/p
7. Negative Binomial
P(X=n)=C(n−1,r−1)p^r(1−p)^(n−r)
8. Poisson Distribution
PMF = e^(−λ) λ^k / k!
Mean=λ, Var=λ
9. Continuous Distributions
Uniform(a,b), Exponential(λ), Normal(µ,σ²)
10. Joint Distributions
Joint PMF/PDF
Marginal distributions
Independence: p(x,y)=pX(x)pY(y)
11. Covariance & Correlation
Cov(X,Y)=E(XY)−E(X)E(Y)
ρ = Cov / (σX σY)
12. Moment Generating Functions
M(t)=E(e^(tX))
13. Key Summary
E(aX+b)=aE(X)+b
Var(aX+b)=a²Var(X)
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END OF COMPLETE PROBABILITY NOTES
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