Class 11: Probability

Events, Axiomatic Approach & Algebra of Events

1. Basic Concepts & Definitions

Event ($$E$$) Any subset $$E$$ of a sample space$$S$$ is called an event.
Occurrence of Event An event $$E$$ is said to have occurred if the outcome $$\omega$$ of the experiment satisfies $$\omega \in E$$.
Impossible Event The empty set $$\phi$$ is called an impossible event ($$P(\phi) = 0$$).
Sure Event The whole sample space $$S$$ is called the sure event ($$P(S) = 1$$).
Simple (Elementary) Event An event having only one sample point of a sample space.
Compound Event An event that has more than one sample point.

2. Algebra of Events

Complementary Event (“Not A”) $$A’ = S – A = \{ \omega : \omega \in S \text{ and } \omega \notin A \}$$.
Event “A or B” (Union) $$A \cup B = \{ \omega : \omega \in A \text{ or } \omega \in B \}$$.
Event “A and B” (Intersection) $$A \cap B = \{ \omega : \omega \in A \text{ and } \omega \in B \}$$.
Event “A but not B” (Difference) $$A – B = A \cap B’$$.
Mutually Exclusive Events Two events $$A$$and$$B$$are mutually exclusive if they cannot occur simultaneously, i.e.,$$A \cap B = \phi$$.
Exhaustive Events [cite_start]Events $$E_1, E_2, \dots, E_n$$are exhaustive if their union is the sample space:$$\bigcup_{i=1}^{n} E_i = S$$.

3. Axiomatic Approach to Probability

Let $$S = \{ \omega_1, \omega_2, \dots, \omega_n \}$$ be the sample space.

Axioms 1. $$0 \le P(\omega_i) \le 1$$ for each outcome.
2. $$\sum P(\omega_i) = 1$$.
3. For any event $$A$$, $$P(A) = \sum_{\omega_i \in A} P(\omega_i)$$.
Equally Likely Outcomes If all outcomes are equally likely, $$P(\omega_i) = \frac{1}{n}$$.
For an event $$E$$: $$P(E) = \frac{n(E)}{n(S)} = \frac{\text{Number of outcomes favorable to E}}{\text{Total possible outcomes}}$$.

4. Probability Formulas

Addition Theorem (P(A or B)) $$P(A \cup B) = P(A) + P(B) – P(A \cap B)$$.
Mutually Exclusive Events If $$A \cap B = \phi$$, then $$P(A \cup B) = P(A) + P(B)$$.
Probability of “Not A” $$P(A’) = 1 – P(A)$$.
Union of 3 Events $$P(A \cup B \cup C) = P(A) + P(B) + P(C) – P(A \cap B) – P(B \cap C) – P(A \cap C) + P(A \cap B \cap C)$$.