Probability

Probability is the branch of mathematics that deals with the study chance. Probability deals with the study of
experiments and their outcomes.

Probability Key Terms

 Experiment

An experiment in probability is a test to see what will happen incase you do something. A simple
example is flipping a coin. When you flip a coin, you are performing an experiment to see what
side of the coin you'll end up with.

 Outcome

An outcome in probability refers to a single (one) result of an experiment. In the example of an

experiment above, one outcome would be heads and the other would be tails.

 Event

An event in probability is the set of a group of different outcomes of an experiment. Suppose

you flip a coin multiple times, an example of an event would the getting a certain number of
heads.

 Sample Space

A sample space in probability is the total number of all the different possible outcomes of a
given experiment. If you flipped a coin once, the sample space S would be given by:

If you flipped the coin multiple times, all the different combinations of heads and tails would
make up the sample space. A sample space is also defined as a Universal Set for the outcomes
of a given experiment.

Notation of Probability
The probability that a certain event will happen when an experiment is performed can in layman's terms be
described as the chance that something will happen.

The probability of an event, E is denoted by

Suppose that our experiment involves rolling a die. There are 6 possible outcomes in the sample space, as
shown below:

The size of the sample space is often denoted by N while the number of outcomes in an event is denoted by n.

From the above, we can denote the probability of an event as:

For the sample space given above, if the event is 2, there is only one 2 in the sample space, thus n = 1 and N
= 6.

Thus probability of getting a 2 when you roll a die is given by

Understanding the Magnitude of the Probability of an Event

The largest probability an event can have is one and the smallest is zero. There are no negative probabilities
and no probabilities greater than one. Probabilities are real positive numbers ranging from zero to one. The
closer the probability is to 1, the more likely the event is to occur while the closer the event is to zero, the less
likely the event is to occur.

When an event has probability of one, we say that the event must happen and when the probability is zero we
say that the event is impossible.

The total of all the probabilities of the events in a sample space add up to one.

Events with the same probability have the same likelihood of occurring. For example, when you flip a fair coin,
you are just as likely to get a head as a tail. This is because these two outcomes have the same probability i.e.
Further Concepts in Probability
The study of probability mostly deals with combining different events and studying these events alongside each
other. How these different events relate to each other determines the methods and rules to follow when we're
studying their probabilities.

Events can be pided into two major categories dependent or Independent events.

Independent Events

When two events are said to be independent of each other, what this means is that the probability that one
event occurs in no way affects the probability of the other event occurring. An example of two independent
events is as follows; say you rolled a die and flipped a coin. The probability of getting any number face on the
die in no way influences the probability of getting a head or a tail on the coin.

Dependent Events

When two events are said to be dependent, the probability of one event occurring influences the likelihood of
the other event.

For example, if you were to draw a two cards from a deck of 52 cards. If on your first draw you had an ace
and you put that aside, the probability of drawing an ace on the second draw is greatly changed because you
drew an ace the first time. Let's calculate these different probabilities to see what's going on.

There are 4 Aces in a deck of 52 cards

On your first draw, the probability of getting an ace is given by:

If we don't return this card into the deck, the probability of drawing an ace on the second pick is given by
As you can clearly see, the above two probabilities are different, so we say that the two events are dependent.
The likelihood of the second event depends on what happens in the first event.

Conditional Probability
We have already defined dependent and independent events and seen how probability of one event relates to
the probability of the other event.

Having those concepts in mind, we can now look at conditional probability.

Conditional probability deals with further defining dependence of events by looking at probability of an event
given that some other event first occurs.

Conditional probability is denoted by the following:

The above is read as the probability that B occurs given that A has already occurred.

The above is mathematically defined as:

Set Theory in Probability

A sample space is defined as a universal set of all possible outcomes from a given experiment.

Given two events A and B and given that these events are part of a sample space S. This sample space is
represented as a set as in the diagram below.
The entire sample space of S is given by:

Remember the following from set theory:

The different regions of the set S can be explained as using the rules of probability.

Rules of Probability
When dealing with more than one event, there are certain rules that we must follow when studying probability
of these events. These rules depend greatly on whether the events we are looking at are Independent or
dependent on each other.

First acknowledge that

Multiplication Rule (A∩B)

This region is referred to as 'A intersection B' and in probability; this region refers to the event that
both A and B happen. When we use the word and we are referring to multiplication, thus A and B can be
thought of as AxBor (using dot notation which is more popular in probability) A•B

If A and B are dependent events, the probability of this event happening can be calculated as shown below:

If A and B are independent events, the probability of this event happening can be calculated as shown below:

Conditional probability for two independent events can be redefined using the relationship above to become:

The above is consistent with the definition of independent events, the occurrence of event A in no way
influences the occurrence of event B, and so the probability that event B occurs given that event A has
occurred is the same as the probability of event B.

Additive Rule (A∪B)

In probability we refer to the addition operator (+) as or. Thus when we want to we want to define some
event such that the event can be A or B, to find the probability of that event:

Thus it follows that:

But remember from set theory that and from the way we defined our sample space above:

and that:

So we can now redefine out event as

The above is sometimes referred to as the subtraction rule.

Mutual Exclusivity
Certain special pairs of events have a unique relationship referred to as mutual exclusivity.

Two events are said to be mutually exclusive if they can't occur at the same time. For a given sample space, its
either one or the other but not both. As a consequence, mutually exclusive events have their probability
defined as follows:

An example of mutually exclusive events are the outcomes of a fair coin flip. When you flip a fair coin, you
either get a head or a tail but not both, we can prove that these events are mutually exclusive by adding their
probabilities:

For any given pair of events, if the sum of their probabilities is equal to one, then those two events are
mutually exclusive.

Rules of Probability for Mutually Exclusive Events

 Multiplication Rule

From the definition of mutually exclusive events, we should quickly conclude the following:
  Addition Rule

As we defined above, the addition rule applies to mutually exclusive events as follows:

 Subtraction Rule

From the addition rule above, we can conclude that the subtraction rule for mutually exclusive
events takes the form;

Conditional Probability for Mutually Exclusive Events

We have defined conditional probability with the following equation:

We can redefine the above using the multiplication rule

hence

Below is a venn diagram of a set containing two mutually exclusive events A and B.