Probability

Concept 5.1 Probability Rules

  • Probability is a measure of likelihood of a random phenomenon or chance behavior occurring. Probability describes the long-term proportion with which a certain outcome will occur in situations with short-term uncertainty.

  • Probability deals with experiments which yield random short-term results or outcome.

  • Experiment → Any process that can be repeated, in which results are uncertain.

  • Sample Space (S) → Collection of all possible outcomes.

  • Event → Any collection of outcomes from a probability outcome.

    • Simple Events (e i) → events with one outcome.

  • Probability Model: Lists the possible outcomes of a probability experiment and each outcome’s probability and must satisfy rules 1 and 2.

  • If an event is impossible, the probability of the event is 0.

  • If an event is certain, the probability of the event is 1.

  • If an event is unusual, it has a low probability of occurring.

Classical Method Rules/Expectations

  • Classical method of computing probability requires equally likely outcomes.

  • An experiment is said to have equally likely outcomes when each simple event has the same probability of occurring.

  • If an experiment has n equally likely outcomes and if the # of ways that an event E can occur is m, then the probability of E, P(E) is:

    • P(E) = # of ways E can occur / # of outcomes in sample space.

Law of Large Numbers

  • As the number of repetitions of a probability experiment increases, the proportion with which a certain outcome is observed gets closer to the outcome.

Rules of Probabilities

  1. Probability of any event E, P(E) must be greater than or equal to 0 and less than or equal to 1. That is, 0 <= P(E) <= 1;

  2. Sum of the probabilities must equal 1. That is, if sample space:

    1. S ={e1, e2, …, en}, then P(e1) + P(e2)