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University Notes On Probability

The document provides an overview of probability, including definitions of key concepts such as experiments, sample spaces, and events, as well as types of probability: classical, empirical, and axiomatic. It covers probability axioms, set theory, conditional probability, independence of events, Bayes' theorem, random variables, expectation, variance, common distributions, and important theorems like the Law of Large Numbers and Central Limit Theorem. This comprehensive guide serves as a foundational resource for understanding probability theory.

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princejnoel
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20 views4 pages

University Notes On Probability

The document provides an overview of probability, including definitions of key concepts such as experiments, sample spaces, and events, as well as types of probability: classical, empirical, and axiomatic. It covers probability axioms, set theory, conditional probability, independence of events, Bayes' theorem, random variables, expectation, variance, common distributions, and important theorems like the Law of Large Numbers and Central Limit Theorem. This comprehensive guide serves as a foundational resource for understanding probability theory.

Uploaded by

princejnoel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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University Notes on Probability

1. INTRODUCTION TO PROBABILITY

Probability is a measure of the likelihood that an event will occur.

- Experiment: A process that leads to an outcome.

- Sample Space (S): The set of all possible outcomes.

- Event (E): A subset of the sample space.

Types of Probability:

1. Classical: P(E) = favorable outcomes / total outcomes

2. Empirical: P(E) = frequency of E / total trials

3. Axiomatic: Based on set theory and axioms.

2. PROBABILITY AXIOMS (Kolmogorovs Axioms)

1. 0 <= P(E) <= 1

2. P(S) = 1

3. For mutually exclusive events E1, E2, ...:

P(E1 U E2 U ...) = P(E1) + P(E2) + ...

3. SET THEORY IN PROBABILITY

- Union (A U B): A or B or both

- Intersection (A B): Both A and B

- Complement (A'): Not A

Formulas:
University Notes on Probability

P(A') = 1 - P(A)

P(A U B) = P(A) + P(B) - P(A B)

If A and B are mutually exclusive: P(A B) = 0

4. CONDITIONAL PROBABILITY

P(A|B) = P(A B) / P(B)

Multiplication Rule:

P(A B) = P(B) * P(A|B) = P(A) * P(B|A)

5. INDEPENDENCE OF EVENTS

Events A and B are independent if:

P(A B) = P(A) * P(B)

6. BAYES THEOREM

Used to reverse conditional probabilities:

P(A|B) = [P(B|A) * P(A)] / P(B)

Where:

P(B) = P(B|A)P(A) + P(B|A')P(A')

7. RANDOM VARIABLES

- Random Variable: Assigns a number to each outcome.

- Discrete: e.g., dice roll


University Notes on Probability

- Continuous: e.g., temperature

PMF: P(X = x)

PDF: P(a < X < b) = integral f(x) dx

CDF: F(x) = P(X <= x)

8. EXPECTATION AND VARIANCE

Expected Value (Mean):

E[X] = x_i P(x_i) or E[X] = integral x f(x) dx

Variance:

Var(X) = E[(X - mu)**2] = E[X**2] - (E[X])**2

Standard Deviation:

sigma = Var(X)

9. COMMON DISTRIBUTIONS

Binomial: Discrete, n trials, p success

Poisson: Discrete, lambda rate

Uniform: Both, equal probabilities

Normal: Continuous, mu mean, sigma std dev

Exponential: Continuous, lambda rate

10. LAW OF LARGE NUMBERS & CENTRAL LIMIT THEOREM


University Notes on Probability

Law of Large Numbers: As n infinity, sample mean expected value.

Central Limit Theorem: Sample mean distribution tends to Normal as sample size increases.

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