Probability is a chance of occurrence.

Sample space versus an event (they are just like a population versus a
sample)

A sample space (S) is a set of all possible events or all possible outcomes of a
random experiment.

An event is each possible outcome of a variable.(mostly denoted by capital

capital letters, say A or B or C etc.

Example 1. When you roll a die as an experiment, all possible outcomes are
𝑆 = {1,2,3,4,5,6}

Let event 𝐴 = {1,2} and 𝐵 = {2,4 6}

Assigning probability to an event.

Assigning probability to event A. Using the previous example (example 1)

𝑆 = {1,2,3,4,5,6} the possibility or chance of getting event A is {1,2} out of

{1,2,3,4,5,6}. Number of elements in A is 2, 𝑛(𝐴) = 2 and number of elements
in S is 6, 𝑛(𝑆) = 6 so chance of event A occurring is given by:
n(A) 2 1
𝑃(𝐴) = = = = 0.33
n(S) 6 3

Do the same for all events.

Assigning probability to event B.

𝑆 = {1, 𝟐, 3, 𝟒, 5, 𝟔} the possibility or chance of getting event B is {2,4,6} out of

{1,2,3,4,5,6}. Number of elements in B is 3, 𝑛(𝐵) = 3 and number of elements
is S is 6, 𝑛(𝑆) = 6 so chance of event A occurring is given by:
n(B) 3 1
𝑃(𝐵) = = = = 0.5
n(S) 6 2

The probability of a sample space is always equal to one,

n(S) 6
𝑃(𝑆) = = =1
n(S) 6
Rules of probabilities.

Let A and B be any events.

Complement can be denoted by 𝐴𝑐 or 𝐴̅ or 𝐴′
“or” means union ∪ (A or B means all elements in A and B)
“and” means intersection ∩ (A and B common elements in A and B)
1. Complementary: 𝑃(𝐴𝑐 ) = 1 − 𝑃(𝐴) or 𝑃(𝐵𝑐 ) = 1 − 𝑃(𝐵)
2. Additional: 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴 ∩ 𝐵) 𝑃(𝐴 ∩𝐵)
3. Conditional: 𝑃(𝐴/𝐵) = or (𝐵/𝐴) = .
𝑃( 𝐵) 𝑃( 𝐴)
Note that 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵 ∩ 𝐴) and 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐵 ∪ 𝐴)

Conditions of probabilities

1. Mutually exclusive : there is no intersection between the events, that is

𝑃(𝐴 ∩ 𝐵) = 0
2. Independent : one event does not depend on the other to occur, that is
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) × 𝑃(𝐵)

Let A and B be mutually exclusive events.

1. Complementary: 𝑷(𝑨𝒄 ) = 𝟏 − 𝑷(𝑨) or 𝑷(𝑩𝒄 ) = 𝟏 − 𝑷(𝑩)

Is not affected by the condition because it does not contain 𝑃(𝐴 ∩ 𝐵).
2. Additional: 𝑷(𝑨 ∪ 𝑩) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) = 𝑷(𝑨) + 𝑷(𝑩) − 𝟎
= 𝑷(𝑨) + 𝑷(𝑩)
𝑃(𝐴 ∩ 𝐵) 𝟎
3. Conditional: 𝑷(𝑨/𝑩) = = = 𝟎 or
𝑃( 𝐵) 𝑷( 𝑩)
𝑃(𝐴 ∩𝐵) 𝟎
𝑷(𝑩/𝑨) = = =𝟎.
𝑃( 𝐴) 𝑷(𝑨)
Let A and B be independent events.

1. Complementary: 𝑷(𝑨𝒄 ) = 𝟏 − 𝑷(𝑨) or 𝑷(𝑩𝒄 ) = 𝟏 − 𝑷(𝑩)

Is not affected by the condition because it does not contain 𝑃(𝐴 ∩ 𝐵).
2. Additional: 𝑷(𝑨 ∪ 𝑩) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) =
𝑷(𝑨) + 𝑷(𝑩) − [𝑷(𝑨) × 𝑷(𝑩)]
𝑃(𝐴 ∩ 𝐵) 𝑷(𝑨)×𝑷(𝑩)
3. Conditional: 𝑷(𝑨/𝑩) = = = 𝑷(𝑨) or
𝑃( 𝐵) 𝑷( 𝑩)
𝑃(𝐴 ∩𝐵) 𝑷(𝑨)×𝑷(𝑩)
𝑷(𝑩/𝑨) = = = 𝑷(𝑩) .
𝑃( 𝐴) 𝑷(𝑨)

Contingency table

Events 𝐵 𝐵̅ total
𝐴 𝑃(𝐴 ∩ 𝐵) 𝑃(𝐴 ∩ 𝐵̅) 𝑃(𝐴 )
𝐴̅ 𝑃(𝐴̅ ∩ 𝐵) ̅̅̅̅
𝑃(𝐴̅ ∩ 𝐵) 𝑃(𝐴̅)
total 𝑃(𝐵) 𝑃(𝐵̅) 1