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Foundation Topic
4-6 Hours

Probability Theory Fundamentals

Beginner Level
Core Concepts
Event Relations Calculator
Calculate probabilities, unions, intersections, and conditional probabilities

Core Concepts

Random Experiments & Sample Spaces

Random Experiment

An experiment that satisfies three conditions: repeatability (can be repeated under identical conditions), uncertainty (outcome cannot be predicted beforehand), and exhaustive (all possible outcomes can be listed).

Examples: Tossing a coin (Ω = {H, T}), rolling a dice (Ω = {1, 2, 3, 4, 5, 6}), drawing a card from deck (52 outcomes)

Sample Space (Ω)

The set of all possible outcomes of a random experiment. Contains every possible outcome, no outcome appears twice, outcomes are mutually exclusive, and can be finite, countably infinite, or uncountably infinite.

Events & Operations

Event Operations

Union (A ∪ B)ABA \cup B

Event that occurs when A or B (or both) occur

Intersection (A ∩ B)ABA \cap B

Event that occurs when both A and B occur

Complement (Ā)A\overline{A}

Event that occurs when A does not occur

Probability Definitions

Classical Probability
P(A)=Number of favorable outcomesTotal number of equally likely outcomesP(A) = \frac{\text{Number of favorable outcomes}}{\text{Total number of equally likely outcomes}}

Requires finite sample space, all outcomes equally likely, and known structure of experiment.

Statistical Probability
P(A)=limnnAnP(A) = \lim_{n \to \infty} \frac{n_A}{n}

Based on empirical observations, requires large number of trials, frequency stabilizes as n increases.

Geometric Probability
P(A)=Measure of favorable regionMeasure of total regionP(A) = \frac{\text{Measure of favorable region}}{\text{Measure of total region}}

For continuous sample spaces with uniform distribution, uses geometric interpretation with area ratios.

Probability Laws & Properties

Axioms of Probability
1. Non-negativity
P(A)0 for all events AP(A) \geq 0 \text{ for all events } A

Probability is never negative

2. Normalization
P(Ω)=1P(\Omega) = 1

Probability of certain event is 1

3. Countable Additivity
P(i=1Ai)=i=1P(Ai) if Ai are mutually exclusiveP(\bigcup_{i=1}^\infty A_i) = \sum_{i=1}^\infty P(A_i) \text{ if } A_i \text{ are mutually exclusive}

Probability of union equals sum for exclusive events

Fundamental Properties
Complement Rule
P(A)=1P(A)P(\overline{A}) = 1 - P(A)
Addition Rule
P(AB)=P(A)+P(B)P(AB)P(A \cup B) = P(A) + P(B) - P(A \cap B)
Monotonicity
If AB, then P(A)P(B)\text{If } A \subseteq B, \text{ then } P(A) \leq P(B)

Worked Examples

Example 1: Classical Probability
Problem:

From a standard 52-card deck, find the probability of drawing a red king or a black ace.

Solution:
  1. 1. Identify events: A = {red king}, B = {black ace}
  2. 2. Check if mutually exclusive: Yes, no overlap
  3. 3. Count favorable outcomes: |A| = 2, |B| = 2
  4. 4. Apply addition rule: P(A ∪ B) = P(A) + P(B) = 2/52 + 2/52 = 4/52 = 1/13
Example 2: Complement Rule
Problem:

A system has 5 independent components, each working with probability 0.9. Find probability system works if at least 3 must work.

Solution:
  1. 1. Use complement: P(at least 3) = 1 - P(at most 2)
  2. 2. Calculate P(exactly 0) = C(5,0)(0.1)⁵ = 0.00001
  3. 3. Calculate P(exactly 1) = C(5,1)(0.1)⁴(0.9) = 0.00045
  4. 4. Calculate P(exactly 2) = C(5,2)(0.1)³(0.9)² = 0.0081
  5. 5. Sum: P(at most 2) = 0.00856
  6. 6. Answer: P(at least 3) = 1 - 0.00856 = 0.99144
Practice Quiz
10
Questions
0
Correct
0%
Accuracy
1
What is the sample space for rolling a fair six-sided die?
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2
If P(A)=0.3P(A) = 0.3 and P(B)=0.5P(B) = 0.5, and AA and BB are mutually exclusive, what is P(AB)P(A \cup B)?
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3
What is the complement rule formula?
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4
If P(AB)=0.2P(A \cap B) = 0.2, P(A)=0.4P(A) = 0.4, and P(B)=0.5P(B) = 0.5, are events AA and BB independent?
Not attempted
5
What is the formula for conditional probability P(AB)P(A|B)?
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6
In classical probability, what condition must be satisfied?
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7
If P(A)=0.6P(A) = 0.6, what is P(A)P(\overline{A})?
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8
What does the addition rule state for two events AA and BB?
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9
Which of the following is an axiom of probability?
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10
If events AA and BB are independent, which of the following is true?
Not attempted

Frequently Asked Questions

What is the difference between classical and statistical probability?

Classical probability assumes all outcomes are equally likely and uses the ratio of favorable to total outcomes. Statistical probability is based on observed frequencies from repeated experiments and approaches the true probability as the number of trials increases.

When should I use the complement rule?

Use the complement rule when calculating the probability of 'at least' or 'at most' events is easier by finding the probability of the complement. For example, P(at least one) = 1 - P(none).

How do I know if two events are independent?

Two events A and B are independent if P(A ∩ B) = P(A) × P(B). This means the occurrence of one event does not affect the probability of the other. Mutually exclusive events are NOT independent (unless one has probability 0).

What is the difference between mutually exclusive and independent events?

Mutually exclusive events cannot occur simultaneously (P(A ∩ B) = 0), while independent events can occur together and the occurrence of one doesn't affect the other (P(A ∩ B) = P(A) × P(B)). These are different concepts and should not be confused.

How do I apply probability to real-world problems?

Start by identifying the sample space and defining events clearly. Choose the appropriate probability definition (classical, statistical, or geometric) based on the problem context. Use probability laws and properties systematically, and always verify your answer makes intuitive sense.

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