0% found this document useful (0 votes)
2 views

Probability Formula Sheet

The document provides a comprehensive overview of probability formulas, including marginal, joint, conditional, and Bayes' theorem. It also covers various probability distributions such as binomial, geometric, Poisson, uniform, and exponential distributions, along with their respective formulas and properties. Additionally, it explains concepts like expected value, independent and dependent events, and the standard normal distribution.

Uploaded by

bilalyasinmain1
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
2 views

Probability Formula Sheet

The document provides a comprehensive overview of probability formulas, including marginal, joint, conditional, and Bayes' theorem. It also covers various probability distributions such as binomial, geometric, Poisson, uniform, and exponential distributions, along with their respective formulas and properties. Additionally, it explains concepts like expected value, independent and dependent events, and the standard normal distribution.

Uploaded by

bilalyasinmain1
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 4

Probability Formula Sheet:

P(A) Marginal Probability:


Number of Successful Outcomes
P ( A )=
Total Possible Outcomes

0 ≤ P( A)≤ 1

P ( A ' )=1−P( A)

P( A ∪ B) Union Probability: P ( A ∪ B )=P( A∨B)

Addition Rule:

P ( A∨B ) =P ( A )+ P ( B )−P ( A∧B )

P ( A ∩B )=0 Mutually Exclusive Events:

P ( A∨B ) =P ( A )+ P (B)

P( A ∩ B) Joint Probability: P ( A ∩B )=P( A∧B)

Multiplication Rule:

P ( A∧B ) =P ( A /B ) × P( B)

P ( A∧B ) =P ¿

Note: P¿

Independent Events:

P ( A∧B ) =P (A )× P (B)

P ( A / B )=P ( A )∧P ¿

P( A /B) Conditional Probability:

www.Video-Tutor.net
P( A∧B)
P ( A / B )=
P (B)

P( A∧B)
P ( B / A )=
P( A)

P(B/ A) Bayes Theorem:

P(B/ A )× P (A )
P ( A / B )=
P( B)

P¿

'
P( A ) The Complement / Negation:

P ( A ' )=1−P( A)

Things to Know: Compound Probability:

P(AB)  1st A, then B “Independent Events – With Replacement”


P(BA)  1st B, then A
P ( AB ) =P( A)× P(B)
P(A and B):
A and B occur
simultaneously. Dependent Events: “Without Replacement”

P ( A∧B ) =P (B∧ A) P ( AB ) ≠ P(BA)

Expected Value:

E ( X )=X 1 P 1+ X 2 P2

X1  Positive Value of Winning


X2  Negative Value of Losing
P1  Probability of Winning (decimal)
P2  Probability of Losing (decimal)

Binomial Distribution: Probability:

www.Video-Tutor.net
P(x)  Probability of ‘x’
successes in ‘n’ trials.
P ( x )= ( nx) p q
x n− x

p  Probability of a successful n! x n− x
event. P ( x )= p q
( n−x ) ! x !
q  Probability that the event
u=np σ =√ npq q=1− p
will fail.

Geometric Distribution: Probability:

P(x)  Probability that the nth n−1


P ( X=n )=q ∗p
event will succeed.

n  number of 1st successful n


P ( X >n )=q P ( X ≥ n )=q
n−1
trial.
n n−1
P(4)  Probability that the 4th P ( X ≤ n )=1−q P ( X <n ) =1−q
event will be successful.
σ 2= ( )
1 1
p p
−1 σ = √
1−p
p

u=1/ p q=1−p

Geometric Probability:
Shaded Area
P=
Total Area

Poisson Distribution: Probability:

Mean: u=λ=np u e
n −u
λ e
n −λ
P ( X=n )= ∨P ( X=n )=
n! n!
Variance: σ 2=np

[ ]
n
un
Standard Deviation: σ =√ np=√ λ P ( X >n )=1−e
−u
∑ n!
x=0

[∑ ]
n
un
P ( X ≤ n )=e−u
x=0 n!

Uniform Distribution: (Area Probability:


= 1)

www.Video-Tutor.net
d −c
P (c ≤ x ≤ d )=
b−a

c−a
P ( a ≤ x ≤ c )=
b−a

b−c
P ( c ≤ x ≤ b )=
b−a
Area=f ( x ) ( b−a )
a+b b−a
1 u= σ=
f ( x )=
b−a
2 √12
Exponential Distribution: Probability:
(Area = 1)
− λn
A L =P ( X ≤ n ) =1−e

−λn
A R=P ( X ≥ n )=e

−λa −λb
P ( a ≤ x ≤ b )=e −e
n ∞
A L =∫ λ e A R=∫ λ e
− λx − λn −λx −λn
λ → Rate Parameter dx=1−e dx=e
0 n
u → Average timebetween occurences

1 2 1 P ( a ≤ x ≤ b )=P ( a < x< b )∧P ( X =a )=0


−λx
u= σ = 2 f ( x )= λ e
λ λ

Standard Normal Probability:


Distribution:
x−u
z= x=u+ zσ
σ

u=np σ =√ npq

( )
2
−1 x−u
1 2 σ
f ( x )= e
σ √2 π
b
Area=∫ f ( x ) dx ( )
2
−1 x−u
b 2 σ
e
a
P ( a ≤ x ≤ b )=∫ dx= Area
a σ √2 π

www.Video-Tutor.net

You might also like