Understanding the Basics of Probability

1. Basic Vocabulary

Probability is a branch of mathematics that deals with the likelihood of different outcomes. A random experiment is an experiment whose outcome cannot be predicted with certainty. Examples include tossing a coin, rolling a die, or drawing a card.

2. Sample Space (Ω)

The sample space is the set of all possible outcomes of a random experiment. For example, when tossing a coin, the sample space is Ω = {Heads, Tails}. For a die, it is Ω = {1, 2, 3, 4, 5, 6}. An event is a subset of the sample space, such as getting an even number when rolling a die, which would be {2, 4, 6}.

3. Probability of an Event

The probability of an event A, denoted P(A), is calculated as the number of favorable outcomes divided by the total number of possible outcomes. For example, the probability of rolling a 3 on a die is 1/6.

4. Important Properties

Probability has several important properties:

  • 0 ≤ P(A) ≤ 1
  • P(Ω) = 1
  • P(∅) = 0
The probability of the complement of an event A, denoted P(A'), is 1 - P(A). For example, if P(A) = 0.3, then P(A') = 0.7.

5. Addition of Probabilities

For mutually exclusive events A and B, the probability of A or B occurring is the sum of their probabilities: P(A ∪ B) = P(A) + P(B). For example, if A is getting a 1 and B is getting a 6 on a die, then P(A ∪ B) = 1/6 + 1/6 = 1/3.

6. Probability & Multiplication

For independent events A and B, the probability of both A and B occurring is the product of their probabilities: P(A ∩ B) = P(A) × P(B). For example, the probability of rolling two 6s with two dice is 1/6 × 1/6 = 1/36.

7. Conditional Probability

Conditional probability is used when the outcome of one event affects the outcome of another. The probability of A given B is denoted P(A|B) and is calculated as P(A ∩ B) / P(B).

8. Binomial Distribution

The binomial distribution is used to model the number of successes in a fixed number of independent trials, each with the same probability of success. It is characterized by the parameters n (number of trials) and p (probability of success).

Quick Summary

  • Simple Cases: Favorable / Possible
  • Complement: 1 - P(A)
  • Independent: P(A) × P(B)
  • Conditional: P(A ∩ B) / P(A)
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