Scribd Logo
Upload

Welcome to Scribd!

  • Theory of Probability Note 1

    Uploaded by

    Recoth Paul
    17 views26 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    Download as pdf
    17 views26 pages

    Theory of Probability Note 1

    Uploaded by

    Recoth Paul

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    Download as pdf
    of 26
    a INTRODUCTION. : vs b Ir heory Of Probability: Paobabiity ia one of the fundamental toota of Bhotisttes .Jite ia an evescy clog) notion. tohich: finda. expression im Several common words Like probable , chance, uneertalnty, odds, expect. \ The theory of probablity originated from the gomes of chance (Buch On ee ee throwing Lice, drawi cards, ote). i which avdcome of a Priali Je Unaoctains D¥ haw: been “the funetion: ob aciontifie methods +0 penedvate even deopute into the. xealm of speculative knoorledge - Poiomanily this, has been made possible a. the development of the theory of prepa gn74\c ‘the qucatectntimin the use of. statistics dusuny the lat fom decades has, again, been arsociate: With and Lasygely made possible b mathematé— cal developments “bared upon the theose of— probablity + these days, the motion of probablity finds wse in alonost all clsciptines — physics, | ehemiatsuy 2 bio fogu ) psychology , economies ete. Before going into the hetarled dizewsion of- tho theotty of probablity + We gee Bome Lememts of the “et theory which formes the doundation wf -prebolhiy x SET THEORY SET A set in a well-defined cetlection eb- objects Which. wte catled * members’ ose ‘elements’ be ihe eet. Cbyeots belonging to the 2eF must be wall defined: Thus, atidants of your elask is o- sets but "all good. tonnja fapjorus ob your gohoot ’. being mot well-defined je not a set % of the set ff consiats the ekements 12,3 gid. 7 *nenyene Pate the setas + ‘ } At 123,44 i at LO ch containg ‘ali the veroels 6 A=fa2iouh the abae pets ean also be’ igodtttem an 3 SFr LHL2,3,45 0% A f/m =1 9 ’ cand A=] x1 x is vowel} on, Acti ae i Dn: genexal, ib- A is a eet fe containin, eae elements x, which Aatisty the conditfor. (ale 18 - wortitten as fot GPa fol: POO} ort) A= xf PCO} Examples of set ovte OAS IID EN ES TY £30} 3 %2 XP fs actve edd innteqoc< Af” © eee NS Hf: % 8) a tve even jntegod 1 Spx i% =2n,n being a natural no.f [@ \xX=F 138,24 Cara” sh Bi . hac: Cat on 9) ae Qa tve. intege} BAD Saf -1-2,78,-4)-5)- 28 \ as 2° fal val. -ye frees). She no. of elements of a set A is caged the, oscderr ort cartdinal mo. o€- set A and is _dymbetically denoted as (A). thus, ig Ais the ek ef days in co week. then mare t and if-A ia the set ef vowels then nays B- The no. of elements in the set oP yee 118,424 35} gaa 3 AASB, Aince thete aste Pe Sremke VE wee The, notation A 6% Ie dsede to. clendte the i that. the elemen Eas belongs to j key <> A set having ne element 7. clefined 2% a nul) set ore empty set ot 1B dlencted by - d. the, set of people whe cam wWortk more than P24 hye. patday 78 an empty Atha, SEE Lu Trainghes faving 4 vortices iS an empty sete A={x: xB a real na satisfying x =~a} is an empty nek. Empty set ie a scbset of all sets, UNIVERSAL SET D+ ‘18 the’ set of alt elements: Universal Zet ia the Act oh- zlement8 Fx0m which » | .2lements ae be chosen to fost sets fort a HL posctroukrr diseussion .9+ ig denoted! by Wor S - 3 Thus, the 4et Of ven. 10% 16 @ Subset of the univecsal Ad ot whole numburs.- SUBSET Ket A and B be too sets such that-evey" element of A in B. Shen A is called a éub-set of B and we wstite PCB om BDA | Herce B TB called the super set of A Pose xot A =fayb,o} and @= fawedy ther ACB: op BOA. EQUAL SETS Too sete A and B ace called equal. ut overty plemmut of Aw in'B ovo puetiy glomen, 4 of BINA. we weite A=B € af & =Sajb,chh B=F ea} . | Pe ag a t t OF AZ$1,2,3,1,224 and Ba{ 132} them A=B. Ss R-svBseT Xet #. and B be,tw0 Aes Sb B CE me Bowe Llements which ote not the Ee of A ie Axe but ACB then A I aatled a preper aubsck of B- Cthourize A is Rea RCS felagt 2.1 get comtatming ays elenoted ar ATUVALV. | Dntexseetion + ANB, veag eae Son Smee is symbeLteally denoted oy P(A), mus A= Fay bh MA) =F 4a}, Soy, farby 4 a Operations on Seta ket there be too sels A and B. Onion: AUB, wad asp union B, denotes the @ Deaistence ob either A aeB) br bole fi and B Spr Of A *fabey OB=Forebky ; them ALB= fa bode ky Thus, AUB=fRIKEA on xen} The unio. of several sets Alita. An Ta Ae Ore a 'A interac Pon B’ le: Aland p, H "e the oceustence’ of boty eg. oF A=Fa,b,c} & Beiode gy _ then ANB = Fe} thus, ANBHT XK: LER © x26} the intorsection of Several gets AA oe B AOAZN.-...0An= A ae, , 3 yet wok L Complement : Ao mead ay A complement’ denotes Me non ceeweence of A. 24: SF A={2,3,6}.and a Ghee FL) men ee Thus, A= Fx xeunxgAy ~ Lows Of Operations: Lommutative laws? AUB =BvA AaB=BnA fissociative Laws: CAUB)LC = AU(BvC) e rer ee Cane)ac = An(ene) Distributive laws: Aav(pod=(ave)n(avd Aa(euc).= Lhadulpne) De Moxgan’s laws. Guay = Actas’ @aae)* = Atupt iP Some Moe Lawes nun=A-noa-A, (AEA > AbA’=S AVA'= .8'=@ ,.9’=S .AUP=A, ang=o, AUS=5, ANS =A, ) Representation thro Venn Blaguame : ACLAVE) and _Be(rve —_Cane)ca andl Gwen S $s : xo ANB on AB oe ECBCA OY AD BDC <> } ke (AvuB)© Toe Mangels 002 now define some émporctank ote Mine the theory ob eprobabiita: Important TERMINOLOErY = Ex podiment> The word expociment 1% used fo | dessabe aunact which am be repeated unter some aiven cenditrons. An expercime nt mo Be | eithec defoeministte ort standom- } 7 Au \ &| Detweminishe Expaciment—> the expoctment in which thece B no Unesctainty and fro the given olata, wesults cam be found Without pecbroming the expetim- ent self, is called detercministic Com peximent. = these. Random Expodiment > Random exportiments arte mee @hose vesult, depend an change. A owandewr expecimenl jz ay Z oa, ll lor. ‘e 2x perlimieone © the -Posstble outcomes of the 2xperciment- asce Knorr in advance, ~ @® the ciutcome of oo favetioutasc fpexforonan ee S i Known 7 “advance Be pecan son te ae sie - ach pee pemancg 7g ; i pthmental 18 Called a trial. hon ie eh Etech ene oP tHe SOB Loe sos seb leh zou7%, bi Re Ccannol|— S wohl je. mo. Which occur fn Beferechand. | e adie fe Sal DD depts cards forma pack, and. exporciment. S'mi| , tossin ee cham ¢ balls” prot Ave eas containing specified ro: of balls eb— “ Cofowes, oe examples of amd om se je pea mentZ- . : Event > Any aesult ox possible outcome of standow experiment 73° called an event- THUS, lm a card deawing exputiment it 1% anh event | that 2 ‘caxeda dseann “fom a ‘pack axe of the Zoue sik 9n a die rolling expt, iF Ban 2 event thot in 4 throws of a die six appear AB at teast onee- Events “may be elementoory o7e Composite, 4 Blemen Events? St js an event whteb cannel- be Broken imto fwcthec: smallerc events. t iA an atom, of an event Thus, in thro@ming WH ME oie, each of the events 1,2,3,4,5,6 1 san sinh ‘ \ elementary event (ow, case ox, Simple event), (Composite event? A composite event ‘is cblai- >, | med. thecough, the combination, of Severta} clementorey Biv evict) 7a throwing a die, thz event® that an edd no. twens up. be a op peombinatton theece element events : lov “2, on & toms up: She event eccwts. tf aay of these thecee cases takes place. Thete.. ate 2 eopecio} types of events. a ie Limpessible event: Psmpossible event % the event ” pohich ill neve happen i% the experiment ig ! _porcforemed “ot Ta denotad by bs Gar 2g. the event _ sof gettin #. Bhen a oie 42 theown is an ampossi ble. event> 1 gee : ce. Event: Sivewievent jg an’ event: Which. TB Fs Hf vvandone cexpercimenl ig c necally by $. head ov ‘fad. , “a swe evént> ~ ! Ir 4 a\tnd As aly exelusve Tf— Bamble Bpoae> Kample) space Of 9 warm he Stiment 18 the Tiso events arco eaid to be mutually exclusive oeewe eA alltel ce pate le TE me vents) can never Thus, Pand @ wee ANB=— Ve, tmpessible. 2vent- Pn. throwing anim, the, event® head and tal ore nutans exclusive Bevardl bvents ane cat fo be ewer exclusive ex ‘muctisatly digeine then mo too of them ean ccewee sinamulter ue Bs, tne. avants fy) Pod tut, Bul Ge, ee [Aually exclisve if the accwrcenice oh od maplics 4h. nonOCeUreen ef oo Levent of the sek he tb ay Aanpa ds GEIS 18 SANG lin trmoaty a diz, the events A= fi 5}/B-f2ae} 2-54} oe mutually exclusive, but the events Ra$ 15}, Bas a,Zeh, c=} wu not mucha ie exclusive. 6) Pxhaustive. Event» Severn events, OE 40d +o be ec A ; one of theme ote he Mhawetve 1b at leant ocewts» Hence, the events fy, 7fia---Pn | will be exhaustive ih si ay aS yy the Awe event i In towing o dich the events Aa2fy2hy | B=$23,s) amd-e=f yb} wee exhaumtive ar I puBve =f p24) 5/6} je a soe event, Jo Op may motedd that the totalrt ob the | elementory vents of a standom expotiment— > Des on set. oF exhaustive a% Well ar mutually, exclusive events « Equally ately Eventé—> A no. b— events oe said fo be equally Bkely events, 1h mene of them ean be ex pected to oceue im prefercence to the Ofer, unde the eondideration ob- all xeefevant exidence. None of the equally Likely cases 78 mare likely. - Yo octwe than the othet. \ In fires o faire Lie, aU the 40x faces — Veo equally fikely to twin up- tf e || neocssare Ww weable +o an event=, those outeomes petiment axe said te be, favourable | A ) whieh axe Auch that—A happens and converse| 139 | tens ese py Ph tine ing & die, each of the o A ~ ‘ a. ie “ 3,5 Ta favewrable to the ‘evént—‘an ‘edd b Tn thrciing © Alec, the cicleomes (20228) Javourcable to getting a sum of 5 ws +(2,4) (2,3) C32), (4,1) ie 4 favoucable eases. LCLASSIEAL. DEFINITION OF PROBABLITY: Peete OS NT TONOOF (Rone TR a scandom exportiment scsults in N finite mo. of- exhaustive amuctean lly exelugive, and equally Likely cases ob~ which NCA) are. favowable Yo an event A, then the Probable, ob the event Ais defined or =~ iN@ P(A) => ! _ Nevof ses favourable to the .event— "Total no. ob exhaustive mutually exeusve and. equal Hikely oe ee vandom i 4 expecivnent. Note:® the pacbabili oh an event; ae.te the classiea! lef”. 72 a rational me, Lying between 0 and 4 both inelusive preeb: Sti evident that, fow any event 4 OSN(ADEN ; ow, 08 NOD eg a ge OF), OF PLADS 4 A Tn poscttewlose, if- A 1% an Impossible event, rea ¢, then : cite = No. oft eases favevocable to esaible - event— : © P(E L re 8 hs ae This, poobalilitey eb an “impossible - event 788. and Vina a aurce event 1% 4. But ‘tne eonvercses are | mot tue. St howevere, the sample Bpace be finite, Bich the eonvecses ‘arte true. is of jhe. ocewcenes, of—an event f~ implies the, | Ceewenee ef- anothut event B, ther PADS P(B). 9) Preok-? Stneo ceawaence of- A implies ceeweence, ~ 6 BATS a Subset 6B and hence, overt elementwuy event which jg favewable to A B = = also favowcable +o B. Re AO\, NCA) SNCB) NCA) < NCB N being the total ho - | YN. N of outeomes of the ‘it > PpAA) rea: coe A= 3 toms Up when a fae die. is Hnown é B= An | ode foce twms Up whew the die a thriown R76, G being the total No» ob— a PB) = Hy = J exhausttre , mucttally eeelu- wa BIVe amd_ equalby Likely i oa Ke whon a die jg rrclted_. Thus» PAD=Ve kVp =p ei) imitations ab- the, classical Deb-: ¥ Diveet application 6b. this lep™j2- pot- possible, if the total no.of possible, ovteames ts Infinile oly om inatance, i+ cannot be, aivectty. applied) in— obtaining. the fr gat thata ape. eelecked— ay age OS ale fat Ina abe ade ed pt shel ate 18. teah bi, cote ic where thete A 4 seand. from pac greeny Inpexe at in the. eystem But: thedef” Jails to enumerate the probability. for, ne bon ba. Ito be male,because the syste docks Aye try. : > . may be dégfieutties even m clealing pith _goumes chance. Suppose we. howe oa die a - ‘lead in favour. ot Be Hece Hee prob: of gettin (a & In throwing a die headed shoud be. eer | thon Yo( the actin) “prob. th the adie mould Pave been, project) then what precisely 1s [the probability. the clyssical def” faila +o t AN.LALT. e A logician may also evitieise the clef am te greta that 7 'moves In a elycle. The lef ” ures the concept of Probabl ity in defining Probab ~ Ui b "2qually Likely” 4 ite ecauese "Equal pi! le és. Syne aes to "equally probable,” | THeorems ON’ PropasLity Theozcem 2 of & are! B are two snutcially exclees— “| Ive sevents, then) P(AUB) aP(A) +B) > Thus is known as‘ theorems of totaly probabli p Sacto ition theorem, 8 us Reb a womdaw ax peel - \ ent result C e sit Lik. from. the cares + favourable to ® el a ands P(e)= les th RS Paty aie a ute ev the NCA) Cases frrowable. TOA are eormpletely olistinet From the N(p) cases favewtable +o B. the no. of Cases source Ap either A on B ie therefore NCA) + N(b). ss P(g 68) = N(A) +(e) N | = NY Ne) N N = P(a)+ P(e) 1 © the theoseem of total probabili ean per ae any events . OF AAs. \ ve events , then } P(A OA 3 re Corolk no. Of- mutually exelusive vty ban ont esa thy exe — anh a Plan) + Paa)+ + +P(An) PUB Ar) = 2 ei). ay Proof Ket ox random expt, wesult\in N(finite) exhaustye, mutually erelisivies % equally kikehy abe Ket N (A) be the. wo. of cases fovourable. po AF, 1E1,2,... nny Shines the) events asco mu fealty exclusive, the cases forowable to Aj ac © AI? ORD Gia. hay hBf-cas The 70 vot cases: favourable to the event Ay or Lor hn he Ori isvsimply the sum of the cases Hfowourable to | the. Indlividual events fhe. NOAD FN (aa) + Sg NCAR) = Zomeaiy. bat ph 928 RC OHA) cbode wat) on “Thani teh) @ kot the events )) Aas An be exhaustive and mucteally exclusive, Then PUA in--Uan - event n \ sOWovAt 1 0% 23° a | ts) gy n Ne, PCY, A= PAD nw r 4 Buh PCY AT) EB x (97) = jz} = a Pl aA, r=} Sn garchewar the events A and A* ace mec AON exeliisive “and exhaustive » the . | ’ Avat=s > PUA) =4 lI => HAD + P(QU =] => P(A) = 1- P(at) Gt) Df cecweence . of. A implies, occeeweence of B. then B can cacwe In cme ok the mutually exclu , Bive forms Ao and B=A, he B=AU’B- A) Hence, - P(B) =PCAv B= ) ov, PCBD=P(A) + P(B-)) Ov, P(B=A) = P(B)—P (ay, A hesren 22s Df 4 and B are tio everts,, Which Rove] ->darte yét Me cee tari ly onuctecalty exe leisy ~ 2, ther P(AUBY = P(A) +P(B) ~ Plane) This fa. Knewn as' Poincartes Theorcom’, Proob—2 The: oceweonce of pus Tmplies. that of Oats dedsteene of \the event? A and. BONOW AUR mm Seewe Tn ene of the mut exch. ‘= vie | foxtina ANB’, ACoB and ANB. Hence, by the t theorenr of total probabil : | PCALE) = P(A DBS) +f PC Aes) + O08)... @ 6 | Some. Dmpoxtant Results > © Agen, the event A, Mag ocetre TB ome of the Pee hg exclusive . forms, Ane® and. A0B. “e, pla) = pane) + PANS). | > PCANBS) = em PAO) neon ® Sint fase) Pee) = as +P(ANB) ~ plasne) =p(s) ~ Plane)... a®© Combining @,O and.©, we get 2 P(AUE) = PA) +P) ~P(ANB) ...---© rel : @ the above Poincarce’s theorem ean be | extended te ic no ob events... Porn events A, 7 ie Aaa Peo a - Z pli) - Fe POH fences i + (—I nA est 'p(moasn Oe , Mat a and B ace mucha lly exclustve, 2 | | woe have. PC AVE) = PA)+PCE) from ® & PCY Ai) = > z P(A) from @@ it- i's. foray, Orce niet exclesive, y Boole’s Qn yal aba Foor any two events, Ay and As) we. have. a ne POA Yo Plan) = PCr a Ao) < PUA) + P(A) since P04) 20 SZ’ holds ib PCM aAe) 20 ie Using this result, we m votite, P(Ar U2 VAS) ¥ PlAL)+ PAZ) + P(Aa), Pro ceasing in ie wor we can PARAS POU ADS Bs PUM) ” this ewe es Known Boole’s Dokpabily | Por any 2 events Ban Aa poe have, P(ArU As) <4 aka > plan) + PlAsy— PAIN Aa) < + => P(A nAs) > P(A + Pa) —4 Using this results we have ° PCALO ALN As) = PF CANADDO Asy) > P(A OAs) + Plas) 4 > Plan) + P(Aay 14 PAs)—1 = P(A) + P(Aa) + P(A3) 2 Proceeding in Wis Way, we can show that> 0 | PCA mi) > a pai) — (nD) « This vesutt 1% Known a6 Bonferroni's Ore : | > Lox amy 2 event& » Abi) +Rlas)-1< Pn Po) & ming lay ta Fox any two events Ay and Aa Wwe have “P(ALU AD =P (Ar + Pa) — PCNA , by Poincaye’s 27 PGMA) = P(A) + PA) — PCA Aa) a a % PAD + Pa) 4. Deince Pa Unsxa Since the event fo.can ocewe in one. of the - mutually. exclusive forms Gi) and_ Pr Thay Aes have. Phsy= Pla As)+ Planrs), by theorcem of total or, PIAL OAS) = Pay — Plagnnat »\\ probability in SCA) oD Since. Plnitann ro \ be shou that \ | Now, V> Por any 2 events, v. max $e), Pla} < P(pund) Pla vAa)= P(AD + P(Afo As), by -theexen of total is prob, sineo mi UAr= m0 (Pinrs) ancl Ay & (A103) ane abial ; exclusive: SA PALOADS POA) etree P(A AA) > 0 ~---@ onl Similarely , PCV AD) > PCAs)... D A from que @ and @, we get si P(A 2 Ad) > max F Am), Play} ~--.-O 2 Combinin. & and im oe os nave i PCa, PCA2D} < PCA UA) < min {red + Plas ty. Vv Find the probobility that ‘exactly «one of the quo events Ay and Ar occurs. N ©: ‘ } +CASy Uw xe+ EF be the event that exactly oneet. the two,eyvents® fy and Ay -ocewts. \ is = P(A y= PAHOA: c ae D> O.@ nd we rae P(E) = P(A) + Pax) — 2P(ar 0 px). CONDITIONAL ; PROBABILITY c Ket a wancom expociment vvesult in N(pinit) expaustive , equal Likely and. mutually Likely cases: det N(A) CoD and N(anB) ef these cases be frwowrable to the events A and_ pre gespectively . ‘then, N(ane) “6 the no. of cases favourable to the event B among the cases NCA) that ove favowcable to WA. then “the conditional probability ef B given that P hob already ccewted written as, P(B/Ad, 7 idetined at P(B/AD = N(An® N@) = N(Aow/N N CAD eee » provided P(A) >o je2oscem Compounel robabili © For any too event® f and Bb PCAne) P(A): P(B/A), provided , p(a)>o we fusk eonddec a random expotiment wes in N finite mutually oxelusive , Tye, and aepadte Mikel CAKE. and NCAOB) be the numbere ob cares 8) wespectt US me act J}. Plane) = pla) + P(B/A) 3, proved, RA) > © } Tis is algo called the ‘multiplication theowen! of - |. Probability. 4 Covallany : 0 By Etrilaxc Procedwce we can Prove “pCAaB) = PCE» OCA 5 provideel p(B)>d yf ® the above. theorem can be extended for any o PV aiembore oventé. Pov Instance, ket there be @ eventa AB and ¢, such that PG) re and P(B/A) >© A Since P(A)+o and P(B/A)»O, WE have y vy PCAOB) = PCByA) PLA) > oa PlanBae) = PLCANBACT : = plane), PE/cnaed) al = P(A). P(B/AD+ P(e/A08)) ] ac We haves (ANB) = P(A) P(B/A) 3 provided P(A)>6 and Plans) = P(8)- PAB) > provided P(B)>o 2 | Thus ther when beth P(A) > and P(B)>0, we have— P(A). P(e/n) = P(B)- P(A/B). @ St A and B ace two events then . a) p(a/B) 4 = cae b) P(A/B) = 1— Patypys given P(o)>0 prock? @ we Know that P(aup) =P@) + P(E) — plana): ' 2 POD+PO) = PANB)S 4) Since P(AUB)S4 real, Han i QOnaonya- Gs ae foe | eB i 3 - . \4 gact eslateCRrad rbot’ eatnaeg A ee A/a) Dy 1=Pr09 Pee A\a (AaB U(ACOB) ae = p(8) = Plane) -t p(H*aE), using theorem peat ve 1s ‘ probability woe Wine ble sinee O18) and (re ng) anudually exelusive . > PCANB) = PB) — P(AEnB) Reis Caan) 1 zi pCAcng) chividin both idea% b : nome 1 TT PCB hich ia permite Since P(BY>o | => P(A/B) = I- P( Aes). 7 ®D for any three events A, Bc i @9P(pr8/c)= P(B/c) + P(a/BND, given P(BOD>6. . WP(60B/e)= pi/c) + P(B/e)— Planb/e), given P&)>0 | ©) P(A0B/) + Plann) = p(n/B). P (AnB/e). = PLAow CT y PO) a PBA endi\s iy aa) = PB) PLan(sney} e e ; PCE) (Bnd) = P(B/e). P/BoS) C6) We have. 1 \ dhuaya POLED = PAD +P) b(n) : len dew the events (ane) and@ene) woe get; 9D) L(Bnd] = P(ANd) +P, i “didles by PC De Beet = (a\" 5 53 P(AoB/eD + PCan8/e) ( | = Pleawaey pinend. | P(e) Pl) ~ PCAOB ne) + PCANBN) | @ P(e) PAY) __ | Pe) = P(A/e) | Baye's Theostem 3 | An acce muctially exclusive and 4. | Sf Ar, P2- @ oxhaustve events Lent s has guich that, such that each of these ve -poobabilities then fer any | event B. 4ueh that P(B)>d P(Ai/e) = Pl) P(e/M) _, Jor each, eld & = PAL) P(B/AF) | Bock: Since Aya ve. ) An core exhaustive B=(MABD (MN B)U--....- (ANB), events, 4/08, P298B,.. DAnI® are mutually exeli- LAr ore rae exclusive - in y sive Ab fi), A. Hence, p(B) = PL Ucrinsy] n = 2 PNB), by theorem of totot = a probatility . >» D PO) oa by theorem of. compo - i 7) Une iit , whieh can be appli ote P(At)>© forall}. — Thus weget, ee pla= om Plt) P(B/AI)....-O Now, Oe (8). Pl9i/8) = PUi/e) = Plaine) Fay [P05 >8] = Ae) AG PCB) Note: fer two events p eves we et, & =(anB)U(fFOe)., since es and Baye exhaustve, dA Goe Bee Oe Ce = P(A): P(b/ny+ P(A) P(B/B) > Pare and P(A)>O Now, plane) =P(a). P(A) : - o(P/ BD) = rhe 5 P(B)>o C = P(A): P(eypy P(B) = ___ Pla): reve PLM) e/a) + PCA): pla) Be gies 4 Sante, balqgn ss Beg aos awl = sah 4 | SOE tne probability, of occurence of one everre toes not depend upon the ocereconce Chor nomocewee— Nee of the other. thus, two events A and B arte Glochan eaity) Tnelependent- ib, PCB/n) = P(B/A) = P(t) .-.--O | & eae = Pla) =P. | Again Since, P(A0B) ~ P(A). 7(B/AD = P(B)-P(A/B) © AG ore equivalent to e RA OB) = P(A). P(BD P® thus too events A and. 'B,.. gx, seed, to be Gtecha- © stically) independent 76 ard only it, | \ plan) = plA)-PCB) : ® the toms: "independent, statistically / stochastically independent \ @ Poistwise. Dnd dent Events | ANSP C$ event BH) Ao eee 5 On ace sad ope be previous Independent i , PAD AY )= PCA) PAD 4 TAY ® Mutually Pndependent Evenks : Several event8 ooce Said +o be. muttall an ndent th the ob. of cceuswnce any one ees, mot Hi Sees by the. é gang on on ocewence of any ob they othut. Thus a set — tm mutual independence aM thee of the simmittancours ceewunee o— %. equol 40. fhe product as cs abi sae —— te that, me above equations gives respect - gL CH, 07) conctitions | +0 ee by Pr) Bp Cie Pelé the teted me - canctitrons few thee Inde pe nclemee ef Ati x n49--An, 0, Foxe Tar(rn. © -2 Hie-evoniz A and. B arco Bush” thet P(A) #0, (B40 and A- Ta Independent ot 8B, then B is Tndlependent- of A» Proof? Since A js Independent of B we have, F P(e) = eA) s ens = pea) i pian P(A): P(e). ie Hoe pce). Ds PO) #O and Aoe-bnet] > PCB/A)'=P(8), phiok b ns of trelepende, eves, means that B je ‘paupotlisctegein? ak : OPAL Fr I EAM pew | pone eet Farply m independence . coke Example dof us suppose that for an ap ihe \¢ mple space consists of 4 permis only’ @.) > ws ,and Wy. det; : PCfurh)=Pr = Vay for T=1,2)3,4- B> Would be the case jn 2 throws of a perfect eon. : vob alrrtatelod theeee events f;>>Az and Agelefined | @% follows: Ay = fe, Woy, p= 40) a} Bo [PP Pay | then | pp) —Vy = Yo-Yo = P(Ai). P(A) es =V4 = Vor Yo = PCA)» POD PlA2 03) = V4 2 YoYo = P(A2): PLA3) Thus, the three events wee ee independent But, P(A A2OF3) = 4 shile, P(A). Pad: PLAX =Vg PCAN A295) & PCA: P(As): PAS) 2 the events arte not mutnall Tdependenty [Hence se eomcluds that; pabewise “tndependence does ot meccessartily Forply ynudtia| independence’, Qa Dt A and B ovce Fndepenclent- events then 40 wow A &B: Proof: ue have, A = (408)v (anes) 2 PAD = RCADB), + P(8.0 BS) , P(AN B= P(A) = PANE) B= (ae)u(onne) =PA)- Pla) PB) p(B) =Plans)+Plbor) t= P(A) -Ti- PC] = P(60P9 =P@)-P(An8) |= P(A). Pac) =PE)-PWPE) tence, Pr and. Bo ace Independents a. P(B), PAD, Sintilercly, AC and B io alee Tnclepen demt- | If A and B axe independent events tron sae, pt and Be, Prosft wehaye, P(A

    You might also like