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Probability

The document provides an overview of key concepts in probability and statistics, including definitions, formulas, and applications of probability, conditional probability, random variables, and various distributions. It also discusses the Law of Large Numbers, Central Limit Theorem, and the steps involved in hypothesis testing, along with potential errors in testing. Examples are included to illustrate the concepts, such as calculating probabilities and understanding different types of distributions.

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31 views2 pages

Probability

The document provides an overview of key concepts in probability and statistics, including definitions, formulas, and applications of probability, conditional probability, random variables, and various distributions. It also discusses the Law of Large Numbers, Central Limit Theorem, and the steps involved in hypothesis testing, along with potential errors in testing. Examples are included to illustrate the concepts, such as calculating probabilities and understanding different types of distributions.

Uploaded by

devanshi.maths
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Probability & Statistics – Lesson Notes

1. Basics of Probability
• Definition: Probability is the measure of the likelihood of an event occurring.
• Formula:

P(E)=Number of favorable outcomesTotal possible outcomesP(E) =


\frac{\text{Number of favorable outcomes}}{\text{Total possible
outcomes}}P(E)=Total possible outcomesNumber of favorable outcomes

• Key Properties:
o 0≤P(E)≤10 \leq P(E) \leq 10≤P(E)≤1
o P(S)=1P(S) = 1P(S)=1 (where SSS = sample space)
o P(∅)=0P(\emptyset) = 0P(∅)=0

Example: Probability of rolling a 4 on a fair die = 16\frac{1}{6}61.

2. Conditional Probability
• Definition: Probability of event A given event B has occurred.
• Formula:

P(A∣B)=P(A∩B)P(B),P(B)>0P(A|B) = \frac{P(A \cap B)}{P(B)}, \quad P(B) >


0P(A∣B)=P(B)P(A∩B),P(B)>0

• Applications: Medical tests, fraud detection, reliability studies.

Example: If 30% students play football, 20% play cricket, and 10% play both → probability
student plays football given cricket = 0.100.20=0.5\frac{0.10}{0.20} = 0.50.200.10=0.5.

3. Random Variables
• Definition: A variable whose values depend on outcomes of a random event.
• Types:
o Discrete (countable outcomes, e.g., dice rolls).
o Continuous (infinite possible outcomes, e.g., height, weight).

Expectation (Mean):

E[X]=∑x⋅P(x)(discrete),E[X]=∫xf(x)dx(continuous)E[X] = \sum x \cdot P(x) \quad


\text{(discrete)}, \quad E[X] = \int x f(x) dx \quad
\text{(continuous)}E[X]=∑x⋅P(x)(discrete),E[X]=∫xf(x)dx(continuous)
4. Distributions
• Binomial Distribution: P(X=k)=(nk)pk(1−p)n−kP(X=k) = \binom{n}{k} p^k (1-
p)^{n-k}P(X=k)=(kn)pk(1−p)n−k
• Poisson Distribution: For rare events, P(X=k)=λke−λk!P(X=k) = \frac{\lambda^k
e^{-\lambda}}{k!}P(X=k)=k!λke−λ.
• Normal Distribution: Bell curve, mean = μ, variance = σ².

Applications:

• Binomial → coin tosses, defectives in a batch.


• Poisson → number of calls in a call center per hour.
• Normal → heights, IQ scores.

5. Law of Large Numbers & Central Limit Theorem


• LLN: As number of trials increases, sample mean → population mean.
• CLT: Distribution of sample means tends to Normal, regardless of population shape,
if sample size is large enough (n ≥ 30).

6. Hypothesis Testing
• Steps:
1. State null (H₀) and alternative (H₁).
2. Choose significance level (α).
3. Compute test statistic.
4. Compare with critical value or p-value.

Errors:

• Type I: Rejecting H₀ when it’s true (false alarm).


• Type II: Failing to reject H₀ when H₁ is true (miss).

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