1.1.2 Probability Theory Flashcards
What is probability?
A measure of how likely an event is to occur, represented by a number between 0 and 1.
How do we denote the probability of an event A?
P(A), where A is the event.
What are the three basic properties of probability?
- 0 ≤ P(A) ≤ 1 for any event A.
- P(∅) = 0 (the probability of an impossible event is 0).
- P(S) = 1 (the probability of the entire sample space is 1).
- The union of all events is equal to their sum
What is the Additive Law of Probability?
For any two events A and B:
P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
If A and B are mutually exclusive, then:
P(A ∪ B) = P(A) + P(B)
What is the formula for the union of three events?
P(A ∪ B ∪ C) = P(A) + P(B) + P(C) - P(A ∩ B) - P(B ∩ C) - P(A ∩ C) + P(A ∩ B ∩ C)
This corrects for overcounting intersections.
Think venn diagrams
What is the Law of Total Probability?
If B1, B2, …, Bn form a partition of the sample space, then for any event A:
P(A) = P(A ∩ B1) + P(A ∩ B2) + … + P(A ∩ Bn)
or rewritten using conditional probability:
P(A) = P(A | B1) P(B1) + P(A | B2) P(B2) + … + P(A | Bn) P(Bn)
What are De Morgan’s Laws?
- (A ∪ B)c = Ac ∩ Bc (the complement of a union is the intersection of complements).
- (A ∩ B)c = Ac ∪ Bc (the complement of an intersection is the union of complements).
true or false? if A is a subset of B then P(A) is equal to or less than P(B).
true
what is the special case of law of total prob/total prob thrm where there are only two partitions?
P(B) = P(B intersect A) + P(B intersect A^c)