Probability
"Probability is the mathematics of uncertainty — the tool we use when we don't know what WILL happen, but we can quantify what MIGHT happen."
1. Chapter Overview
PROBABILITY is the branch of mathematics that deals with CHANCE and UNCERTAINTY. This chapter covers: random experiments, sample space, events (simple, compound, mutually exclusive, exhaustive), the classical definition of probability (P(E) = n(E)/n(S)), and the ADDITION RULE for probability.
2. Basic Concepts
Random Experiment
- An experiment whose OUTCOME CANNOT BE PREDICTED with certainty
- BUT: the set of ALL POSSIBLE OUTCOMES is known
- Examples: Tossing a coin. Rolling a die. Drawing a card from a deck.
Sample Space (S)
- The SET OF ALL POSSIBLE OUTCOMES of a random experiment
- Coin toss: S = {H, T}
- Die roll: S = {1, 2, 3, 4, 5, 6}
- Two coins: S = {HH, HT, TH, TT}
Event (E)
- A SUBSET of the sample space
- E = 'getting an even number on a die' = {2, 4, 6}
3. Types of Events
| Type | Definition | Example |
|---|---|---|
| Simple (Elementary) | Exactly ONE outcome | Getting a '6' on a die |
| Compound | More than one outcome | Getting an even number {2, 4, 6} |
| Impossible | Can NEVER occur. E = ∅. | Getting a 7 on a standard die. P(∅) = 0. |
| Sure (Certain) | MUST occur. E = S. | Getting a number ≤ 6 on a die. P(S) = 1. |
| Mutually Exclusive | Two events CANNOT occur together. E₁ ∩ E₂ = ∅. | Getting both a Head AND Tail on one coin toss. |
| Exhaustive | Union of events = S (all possibilities covered) | E₁ = {odd}, E₂ = {even}. Together cover the whole die. |
| Complement | E' = everything in S that is NOT in E | E = {even}. E' = {odd}. |
4. Classical (A Priori) Definition of Probability
If a random experiment has n EQUALLY LIKELY outcomes, and m of them are FAVOURABLE to event E:
Key Properties
- 0 ≤ P(E) ≤ 1 (probability is always between 0 and 1)
- P(Impossible event) = 0
- P(Sure event) = 1
- P(E) + P(E') = 1 (probability of an event + its complement = 1)
- P(E') = 1 — P(E) (useful shortcut: sometimes it's easier to find the complement)
5. Algebra of Events
- A ∪ B: A OR B (or both) occur
- A ∩ B: BOTH A AND B occur
- A' (complement) : A does NOT occur
Addition Rule (for Any Two Events)
For Mutually Exclusive Events
If A and B are mutually exclusive (A ∩ B = ∅): P(A ∩ B) = 0
6. Key Examples to Know
Two Dice
- Total outcomes: 6 × 6 = 36
- P(sum = 7) = 6/36 = 1/6 (most probable sum)
- P(sum = 12) = 1/36 (only one way: 6+6)
Cards (Standard 52-Card Deck)
- 4 suits (♠ ♥ ♦ ♣). 13 cards per suit: Ace, 2-10, Jack, Queen, King.
- P(King) = 4/52 = 1/13
- P(Heart) = 13/52 = 1/4
- P(King of Hearts) = 1/52
7. Exam Focus
- Sample space — list all outcomes for dice/coins/cards
- Classical probability — n(E)/n(S)
- Mutually exclusive events — definition, addition rule
- Complement rule — P(E') = 1 — P(E)
- Addition rule with intersection — P(A ∪ B) = P(A) + P(B) — P(A ∩ B)
8. Key Formulas
- P(E) = n(E) / n(S)
- 0 ≤ P(E) ≤ 1
- P(E') = 1 — P(E)
- P(A ∪ B) = P(A) + P(B) — P(A ∩ B)
- For mutually exclusive: P(A ∪ B) = P(A) + P(B)
9. Conclusion
Probability is the language in which we speak about UNCERTAINTY:
- SAMPLE SPACE: List everything that CAN happen.
- EVENT: A subset — what you're INTERESTED in.
- PROBABILITY: The ratio. Favourable ÷ Total. Between 0 and 1.
- RULES: Addition rule. Complement rule. The basic algebra of uncertainty.
'The theory of probability is at bottom nothing but common sense reduced to calculation.' — Laplace.
