Probability - MIndmap
Probability - MIndmap
Probability Probability Algebra of Events 7. Mutually exclusive and exhaustive: The events which Conditional Probability Multiplication Theorem On Probability
Types of Events
are not mutually exclusive are known as compatible events
If an experiment results in a total of (m + n) outcomes which are Event A or B or A ∪ B = {w : w ∈ A or w ∈ B} 1. Impossible and Sure Event: The empty set ϕ is called or mutually non exclusive events. Mutually exclusive and If E and F are two events associated with the sample space For two events E & F associated with sample space S,we have
equally likely and if ‘m’ outcomes are favourable to an event ‘A’ while Event A and B or A ∩ B = {w : w ∈ A and w ∈ B} an Impossible event, where as the whole sample space ' S ' exhaustive system of events: Let S be the sample space of a random experiment, the conditional probability of the
‘n’ are unfavorable, then the probability of occurrence of the event ‘A’ Event A but not B or A - B = A ∩ B' is called 'Sure event'. associated with a random experiment. Let A1, A2, …, An be event given that it has occured is given as: (P(E ∩ F) = P(E) P(F / E) = P(F) P(E / F))
Probability Probability
Baye's Theorem Random Variable & Its Probability Mean Of A Random Variable Variance Of Random Variable
Partition of a Sample Space
Distributions
The mean (µ)of a random variable X is also called the Let X be a random variable whose possible values x1 , x2
A random variable is a real valued function whose domain is expectation of X denoted by E(X) ,…, xn occur with probabilities p(x1), p(x2), …, p(xn)
A set of events E1, E2 ,…,En is said to represent a partition
the sample space of a random experiment. The probability respectively. Also let µ = E(X) be the mean of X then the
of the sample space S if
distribution of a random variable variance of X is given as:
(a) Ei ∩ Ej = φ, i ≠ j, i, j = 1, 2, 3,…n
X : x1 x2 …. xn Here x1, x2, …, xn are possible values of random variable X,
(b) E1 ∪ E2 ∪ … ∪ En = S
(c) P(Ei) > 0 for all i =1, 2,…n occurring with probabilities p1, p2, …, pn respectively.
P(X) : p1 p2 … pn
= E(X - µ)2 = E(X2) - [E(X)]2
Theorem of Total Probability: Let {E1,E2 ,…..En} be a where
partition of the sample space S and suppose that each of The non-negative number is called the
the events E1,E2 ,…..,En has nonzero probability of The real numbers x1 , x2 ,…, xn are the possible values Standard Deviation of random variable X
occurence. Let A be any event associated with S then
of the random variable X and pi (i = 1, 2,…, n) is the
probability of the random variable i.e.,