Experiment
Experiment is an act that can be repeated under given conditions.
Trial
Unit of an experiment is known as trial. This means that trial is a special case of
experiment. An experiment may be a trial or two or more trials.
Outcomes
The result of an experiment is known as outcomes.
Example: Throwing a die is a trial and getting 1 or 2 or 3 or 4 or 5 or 6 is an outcome.
Equally likely Outcomes
The outcomes of a trial are said to be equally likely if we have no reason to expect any
one rather than the other. Example 1) In tossing a fair coin, the outcomes head and tail
are equally likely, 2) In throwing a balanced die all the six faces are equally likely.
Mutually Exclusive Outcomes
Outcomes or cases are said to be mutually exclusive if the occurrence of any one of them
precludes the happening of all others. Example 1) In tossing a coin, the outcomes head,
and tail is mutually exclusive.2) In throwing a die, the six outcomes which are the
different points on the faces of the die is mutually exclusive.
Exhaustive outcomes: Outcomes of an experiment are said to be exhaustive if they
include all possible outcomes. Example-in throwing a die exhaustive number of outcomes
are 6.
Sample space: The collection of all possible outcomes of a random experiment is called
sample space. Sample space is usually denoted by S or Ω. Example:1) If we toss a coin,
the sample space is, Ω = {H, T}.
Where H and T denote the head and tail of the coin, respectively, 2) If a six–sided die is
thrown, the sample space is, Ω = {1,2,3,4,5,6}.
Different Types of Probability
Probability
Subjective Objective
Empirical Classical
1. Classical probability: Each outcome in a sample space is equally likely. That is,
Example: If an experiment consists of flipping a coin twice, compute the probability
of getting exactly two tails.
Solution: The number of different outcomes in S = {HH, HT, TH, TT} is 4. The
event of getting exactly two tails is A = {TT}. The number of ways A can occur is 1.
Thus P(A) = ¼.
2. Empirical probability (Experimental or Relative Frequency Probability): Based
on observation or actual measurements of a probability experiment.
Example: A die is rolled 100 times. The number 3 is rolled 12 times. The relative
frequency of rolling a 3 is 12/100.
3. Personal or subjective probability: These are values (between 0 and 1 or 0 and
100%) assigned by individuals based on how likely they guess that the events are to
occur.
Example: A doctor feels that a patient has 60% chance of fully recovery.
Axiomatic definition of Probability
Let’s say we have a sample space , which contains all possible outcomes of an
experiment, and is an event in . The probability of event is denoted as .
Kolmogorov defined probability as a function P from a set of events to the real numbers,
satisfying three axioms:
i. Non-Negativity:
ii. Normalization: The probability of the entire sample space is 1.
iii. If , , , are mutually exclusive events (i.e., ; Then
Conditional Probability
Probability Rules
Additivity Rules
General Rule: If and are not mutually exclusive, subtract to avoid
double counting.
Special Rule: If and are not mutually exclusive, then
Multiplicative Rules:
General Rule: Suppose and are any type of events
Special Rule: Suppose and are independent events, then
