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12 Maths Key Notes CH 13 Probability

This chapter discusses probability and key concepts such as conditional probability, total probability, Bayes' theorem, random variables, probability distributions, mean, variance, Bernoulli trials, and binomial distribution. Conditional probability is the probability of an event E given that another event F has occurred. Total probability and Bayes' theorem relate conditional probabilities and the probabilities of events. A random variable is a function that assigns a numerical value to each possible outcome of a random experiment. The probability distribution specifies the probabilities of the possible values of a random variable. Mean and variance are measures used to characterize random variables and their associated distributions. Bernoulli trials meet specific criteria regarding independence, finite number of trials, and binary outcomes. The binomial distribution describes the probability of a given number

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47 views2 pages

12 Maths Key Notes CH 13 Probability

This chapter discusses probability and key concepts such as conditional probability, total probability, Bayes' theorem, random variables, probability distributions, mean, variance, Bernoulli trials, and binomial distribution. Conditional probability is the probability of an event E given that another event F has occurred. Total probability and Bayes' theorem relate conditional probabilities and the probabilities of events. A random variable is a function that assigns a numerical value to each possible outcome of a random experiment. The probability distribution specifies the probabilities of the possible values of a random variable. Mean and variance are measures used to characterize random variables and their associated distributions. Bernoulli trials meet specific criteria regarding independence, finite number of trials, and binary outcomes. The binomial distribution describes the probability of a given number

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Key Notes

Chapter-13

Probability

The salient features of the chapter are –

• The conditional probability of an event E, given the occurrence of the event F is given by

P(E ∩ F)
P ( E |F ) = , P(F) ≠ 0
P(F)

0 ≤ P ( E | F ) ≤ 1,
P ( E′ | F ) = 1 – P (E | F )
P (( E ∪ F ) G ) = P ( E G ) + P ( F | G ) – P (( E ∩ F ) | G )
P ( E ∩ F ) = P (E) P ( E | F ), P (E) ≠ 0
•
P (E ∩ F ) = P ( F ) P (E | F ), P (F ) ≠ 0

P (E ∩ F ) = P (E) P (F )
• P ( E | F ) = P (E), P (F ) ≠ 0
P ( F | E) = P (F ), P (E) ≠ 0

• Theorem of total probability:

Let {E1, E2 , ..., En ) be a partition of a sample space and suppose that each of E1 , E2 , ..., En
has non zero probability. Let A be any event associated with S, then

P(A) = P(E1 )P(A | E1 ) + P(E 2 ) + P(A | E 2 ) + . ...... + P(E n )P(A | E n )

• Bayes' theorem: If E1 , E2 , ..., En are events which constitute a partition of sample space S,

i.e. E1 , E2 , ..., En are pairwise disjoint and E1 4, E2 4, ..., 4 En = S and A be any event with

P(Ei ) P(A | Ei )
non-zero probability, then, P ( Ei |A ) = n
∑ P(Ei ) P(A | Ei )
j1

• A random variable is a real valued function whose domain is the sample space of a random
experiment.

• The probability distribution of a random variable X is the system of numbers

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Key Notes
X : x1 x2 . n
....................................... x
1 2 n
P(X) : p p .
......................................
n p
pi > o, ∑ pi = 1, i = 1, 2,. ...., n
Where, i =1

• Let X be a random variable whose possible values x1, x2, x3 .... ..., xn occur with probabilities
n
p1, p2, p3 .... ..., pn respectively. The mean of X, denoted by µ is the number ∑ x i pi . The mean
i =1

of a random variable X is also called the expectation of X, denoted by E (X).

• Let X be a random variable whose possible values x1, x2, x3 .... ..., xn occur with probabilities

p(x1 ), p(x 2 ),. ...p(x n) respectively. Let µ = E ( X ) be the mean of X. The variance of X,
n
denoted by Var (X) or σ2x is defined as x 2 Var ( X ) = ∑ (x i µ) 2 p(xi ) or equivalently
i =1

n
= E ( X – µ ) . The non-negative number, Va r ( X ) = ∑
2
σ2x x (x i µ)2 p(x i ) is called the
1=i

standard deviation of the random variable X.

Var ( X ) = E X 2 ( ) –  E ( X ) 
2

• Trials of a random experiment are called Bernoulli trials, if they satisfy the following
conditions:

(i) There should be a finite number of trials.

(ii) The trials should be independent.

(iii) Each trial has exactly two outcomes: success or failure.

(iv) The probability of success remains the same in each trial.

For Binomial distribution B(n, p), P(X=x) =n Cx q n −x P x , x = 0, 1, . ...., n(q = 1 − p)

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