Probability

Probability is a measure of how likely an event is to occur. It's a way to quantify uncertainty. In simpler
terms, it tells us the chance of something happening. Probability values range from 0 to 1, where 0
means the event is impossible, 1 means the event is certain.

For example, if you toss a fair coin, the probability of getting heads is 0.5 because there's an equal
chance of getting heads or tails. If you roll a fair six-sided die, the probability of rolling a 3 is 1/6,
because there's only one outcome that gives you a 3 out of the six possible outcomes.

In real life, probability helps us make decisions, predict outcomes, and understand uncertainty in
various situations, from weather forecasts to financial investments.

Event:-

In probability, events are the outcomes of an experiment. The probability of an event is

the measure of the chance that the event will occur as a result of an experiment.

The entire possible set of outcomes of a random experiment is the sample space

A sample space is a collection or a set of possible outcomes of a random experiment.

The sample space is represented using the symbol, “S”. The subset of possible
outcomes of an experiment is called events.

The sample space for the tossing of three coins simultaneously is given by:

S = {(T , T , T) , (T , T , H) , (T , H , T) , (T , H , H ) , (H , T , T ) , (H , T , H) , (H , H,
T) ,(H , H , H)}

Suppose, if we want to find only the outcomes which have at least two heads; then the
set of all such possibilities can be given as:

E = { (H , T , H) , (H , H ,T) , (H , H ,H) , (T , H , H)}

Thus, an event is a subset of the sample space, i.e., E is a subset of S.

Types of Events in Probability:

• Independent Events and Dependent Events

If the occurrence of any event is completely unaffected by the occurrence of any
other event, such events are known as an independent event in probability and
the events which are affected by other events are known as dependent events.

• Mutually Exclusive Events

If the occurrence of one event excludes the occurrence of another event, such
events are mutually exclusive events i.e. two events don’t have any common
point. For example, if S = {1 , 2 , 3 , 4 , 5 , 6} and E1, E2 are two events such that
E1 consists of numbers less than 3 and E2 consists of numbers greater than 4.

So, E1 = {1,2} and E2 = {5,6} .

Then, E1 and E2 are mutually exclusive.

• Exhaustive Events
A set of events is called exhaustive if all the events together consume the entire
sample space.

For example, if S = {1 , 2 , 3 , 4 , 5 , 6} and E1, E2 are two events such that

E1 consists of numbers less than equal to 3 and E2 consists of numbers greater
than 3.
So, E1 = {1,2,3} and E2 = {4,5,6}

S = E1 U E2

Question: In the game of snakes and ladders, a fair die is thrown. If event
E1 represents all the events of getting a natural number less than 4, event E2 consists of
all the events of getting an even number and E3 denotes all the events of getting an odd
number. List the sets representing the following:

i)E1 or E2 or E3

ii)E1 and E2 and E3

iii)E1 but not E3

Multiplication Rule of Probability P(A ∩ B)

According to the multiplication rule of probability, the probability of occurrence of both the
events A and B is equal to the product of the probability of B occurring and the conditional
probability that event A occurring given that event B occurs.

If A and B are dependent events, then the probability of both events occurring
simultaneously is given by:

P(A ∩ B) = P(B) . P(A|B)

If A and B are two independent events in an experiment, then the probability of both events
occurring simultaneously is given by:

P(A ∩ B) = P(A) . P(B)

Addition Rule of Probability P(A U B)

The addition rule states the probability of two events is the sum of the probabilities of two
events that will happen minus the probability of both the events that will happen.

Mathematically, the addition rule of probability is expressed as:

P(A U B) = P (A) + P(B) – P(A ∩ B)

Question 1:- if you flip a coin and roll a die, the probability of
getting heads on the coin flip and a 3 on the die roll

Question2:- calculate the probability of drawing two cards from a

deck without replacement, where the first card is a heart and the

Stat Page 1
deck without replacement, where the first card is a heart and the
second card is a king

1/52

Joint Probability, Conditional Probability & Marginal

Probability

Joint Probability:

Joint probability P(A ∩ B) refers to the probability of two or more events occurring
simultaneously. It measures the likelihood of the intersection of multiple events.

Marginal Probability:
Marginal probability P(A) refers to the probability of a single event occurring without
considering the occurrence of any other event. It is obtained from the joint probability by
summing (or integrating, in the case of continuous variables) the probabilities of all
outcomes in which the event of interest occurs.

Suppose we have two events, A and B, and we want to calculate the marginal
probability of event A. We already know the joint probabilities of events A and B for
each possible outcome of event B.
• Let's say we have three possible outcomes for event B: B1, B2, and B3.
• We have the joint probabilities of A and each outcome of B:
P(A ∩ B1), P(A ∩ B2), and P(A ∩ B3)

To find the marginal probability of A, we sum these joint probabilities:

P(A)=P(A∩B1)+P(A∩B2)+P(A∩B3)

In general, when dealing with discrete events, we sum the joint probabilities over all
possible outcomes of the other event. For continuous variables, we integrate over the
range of the other variable.

Conditional Probability:
Conditional probability P(A|B) refers to the probability of one event occurring given that
another event has already occurred. It measures the likelihood of an event happening
under a specified condition.

Bayes Theorem
Bayes theorem is a mathematical formula used to calculate the probability of an event
happening, after you've already gained some new information. It essentially allows you to
update your beliefs about something based on the latest evidence.

Where:
• P(A|B)is the conditional probability of event A given event B has occurred.
• P(B|A)is the conditional probability of event B given event A has occurred.
• P(A) and P(B)are the marginal probabilities of events A and B, respectively.

• Prior Probability (P(A)): This is the initial probability of event A occurring before
considering any new evidence. It represents our beliefs or prior knowledge about the
probability of A.

• Likelihood (P(B|A)): This is the probability of observing evidence B given that event A
has occurred. It quantifies how well the evidence B supports the occurrence of A. It is
essential to note that the likelihood is not the same as the probability of B occurring
independently of A.

• Marginal Probability (P(B)): This is the total probability of observing evidence B,

regardless of whether event A has occurred or not. It acts as a normalization factor to
ensure that the posterior probability is a valid probability distribution.

• Posterior Probability (P(A|B)): This is the updated probability of event A occurring after
considering the evidence B. It represents our revised beliefs about the probability of A
given the new evidence B.

Stat Page 2
Let's imagine you're a doctor trying to diagnose a patient who might have a rare disease, let's
call it "Fibrosis." This disease is difficult to detect, and the test you use (a blood test) isn't
perfect. It has:

• 95% true positive rate: If a patient has Fibrosis, the test will correctly show it 95% of the
time (a true positive).
• 5% false positive rate: Sometimes, even healthy patients test positive (a false positive).

Now, a patient comes in with symptoms that could indicate Fibrosis. You run the blood test,
and it comes back positive. What's the probability the patient actually has Fibrosis? This is
where Bayes' theorem comes in.

Key Concepts:

• Prior Probability (P(Fibrosis)): This is your initial belief the patient has Fibrosis before
the test, based on symptoms and other factors. Let's say, based on experience, you
estimate a 2% chance (P(Fibrosis) = 0.02).
• Likelihood (P(Test Positive | Fibrosis)): This is the probability the test will be positive
given the patient actually has Fibrosis. We know this from the test's accuracy: P(Test
Positive | Fibrosis) = 0.95.
• Marginal Probability (Test Positive): This is the new information/evidence you have -
the positive test result.
• Posterior Probability (P(Fibrosis | Test Positive)): This is what you're trying to find -
the updated probability the patient has Fibrosis after considering the test result.

The formula for Bayes' theorem is:

P(Fibrosis | Test Positive) = (P(Test Positive | Fibrosis) * P(Fibrosis)) / P(Test Positive)

We need to find P(Test Positive), which considers both true and false positives:
• True Positive: The probability of having the disease and testing positive.
• False Positive: The probability of not having the disease but testing positive.

• True positives: P(Test Positive | Fibrosis) * P(Fibrosis) = 0.95 * 0.02 = 0.019

• False positives: P(Test Positive | No Fibrosis) * P(No Fibrosis) = 0.05 * (1 - 0.02) = 0.049
• Total: P(Test Positive) = 0.019 + 0.049 = 0.068

Now, plug everything into the formula:

P(Fibrosis | Test Positive) = (0.95 * 0.02) / 0.068 ≈ 0.279

Interpretation:

Even though the test is positive, there's only a 27.9% chance the patient actually has Fibrosis.
This is because the false positive rate is relatively high, making a positive test less conclusive.
You might need more tests or information to make a more accurate diagnosis.

Stat Page 3
Stat Page 4