Undergraduate → Probability and Statistics → Probability Theory ↓
Basic Probability Concepts
Probability is a measure of the likelihood of an event occurring. It measures uncertainty and is a fundamental concept in mathematics, particularly within the branches of probability and statistics. Understanding basic probability concepts is important for analyzing situations and making everyday decisions when outcomes are uncertain. In this article, we will explore the fundamental concepts of probability, illustrate these concepts through examples, and use mathematical formulas and visual representations to further illustrate these ideas.
Introduction to probability
Probability quantifies how likely an event is to occur. This measurement can range from 0 to 1, where 0 represents impossibility and 1 represents certainty. For example, the probability of rolling a standard six-sided dice and getting a number greater than 6 is 0 because it is impossible. Conversely, the probability of getting a number less than 7 is 1 because it is certain to happen.
Concept of events
An "event" in probability is a set of outcomes for which a probability is assigned. An event can be the simple result of a single experiment, such as tossing a coin and getting heads, or a compound event, involving multiple outcomes, such as throwing two dice and getting the sum to be 7.
A visual representation of the event that occurs while tossing a coin is as follows:
In the event of a coin toss, two outcomes are equally likely: heads or tails.
Sample space
The sample space (often denoted as S
) is the set of all possible outcomes of an experiment. For example, when you throw a six-sided dice, the sample space contains the numbers {1, 2, 3, 4, 5, 6}.
If you toss a coin, the sample space is {Heads, Tails}
. It is important to understand the sample space because any probability calculation is relative to it.
Here is a representation of throwing a dice and determining the sample space:
Calculating probability
The probability of an event E
occurring is calculated using the ratio of the number of favorable outcomes to the total number of possible outcomes in the sample space. It is given as:
P(E) = Number of favorable outcomes / Total number of outcomes in the sample space
For example, the probability of rolling a "4" when rolling a standard six-sided die can be calculated as follows:
P(getting a 4) = 1 / 6
This is because there is only one “4” on the die, and there are six possible outcomes.
Complementary programs
The complement of an event E
consists of all outcomes in the sample space that are not part of E
The probability of the complement of E
is denoted by P(E')
or P(not E)
.
The relation between an event and its complement is given as:
P(E) + P(E') = 1
Continuing our dice example, if the event E
is rolling a "4", then the complement E'
is rolling a number that is not "4" (i.e., 1, 2, 3, 5, or 6). So:
P(not getting a 4) = 5 / 6
Note that 1/6 + 5/6 = 1
.
Joint probability and intersection of events
The probability of two events, say A
and B
, occurring simultaneously is known as joint probability. It is denoted as P(A ∩ B)
. If two events cannot occur at the same time, then they are called mutually exclusive events, and P(A ∩ B) = 0
.
For example, if we throw two six-sided dice, the probability of getting a 2 on the first die and a 5 on the second die is:
P(first die = 2 ∩ second die = 5) = (1/6) * (1/6) = 1/36
Association of events
The probability of event A
or event B
(or both) occurring is known as the probability of the union of A
and B
, denoted by P(A ∪ B)
. If these events are not mutually exclusive, the formula is:
P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
For the dice example, let's say event A
is an odd number and event B
is a number less than 4. The calculation is as follows:
- The odd numbers on the dice (event
A
) are 1, 3 and 5. Therefore,P(A) = 3/6 = 1/2
. - The numbers less than 4 (event
B
) are 1, 2, and 3. Therefore,P(B) = 3/6 = 1/2
. - The numbers that are odd and less than 4 (overlap:
A ∩ B
) are 1 and 3. Thus,P(A ∩ B) = 2/6 = 1/3
.
Use of the union formula:
P(A ∪ B) = 1/2 + 1/2 - 1/3 = 4/6 = 2/3
This means that the probability of getting an odd number or a number less than 4 is 2/3
.
Independent and dependent events
Independent events
Two events are considered independent if the occurrence of one does not affect the occurrence of the other. For example, when a fair coin is tossed twice, the outcome of the first toss does not change the probabilities of the second toss. If A
and B
are independent events, then:
P(A ∩ B) = P(A) * P(B)
For example, imagine you toss a coin and throw a die. We want to know the probability of getting heads and 4:
P(H ∩ 4) = P(H) * P(4) = (1/2) * (1/6) = 1/12
Dependent events
Events are dependent if the outcome or occurrence of the first event affects the outcome or occurrence of the second event. For example, choosing two cards from a deck without replacement is a dependent event because the probabilities change after the first card is chosen.
Conditional probability
Conditional probability is the probability of event A
occurring given that event B
has occurred, denoted by P(A|B)
It is useful when you have some additional information about the occurrence of an event.
The formula for conditional probability is:
P(A|B) = P(A ∩ B) / P(B)
For example, suppose there is a deck of cards, and we want to know the probability of drawing an ace, given that the card drawn is a spade. An ace is a spade. So:
- Aces in the deck: 4
- Spades in a deck: 13
- Ace of spades (event
A ∩ B
): 1 card
The probability of drawing a spade card, P(B)
is 13/52 = 1/4
.
The probability of drawing the ace of spades (intercept), P(A ∩ B)
is 1/52
.
P(A|B) = (1/52) / (1/4) = 1/13
This shows that if a given card is a spade, the probability of it being an ace is 1/13
.
Law of total probability
The law of total probability helps to calculate the probability of an event by considering all possible ways in which the event can occur relative to mutually exclusive and exhaustive scenarios. Suppose B1, B2, ..., Bn
form a partition of the sample space. Then the rule states:
P(A) = P(A ∩ B1) + P(A ∩ B2) + ... + P(A ∩ Bn)
or the equivalent:
P(A) = P(A|B1) * P(B1) + P(A|B2) * P(B2) + ... + P(A|Bn) * P(Bn)
This rule is especially useful in complex scenarios where an event can be decomposed into simpler conditional scenarios.
Bayes's theorem
Bayes' theorem provides a way to update our knowledge about the probability of an event based on new evidence. It is given as:
P(A|B) = (P(B|A) * P(A)) / P(B)
This theorem is widely used in various fields such as medicine, finance, and machine learning due to its ability to incorporate evidence sequentially.
Basic probability concepts in everyday life
Probability plays an important role in day-to-day decision making. Whether you are deciding to carry an umbrella based on the weather forecast or evaluating risks in business, probability helps make more informed decisions. Sports commentators use probability to predict the outcome of games, economists use it to forecast financial markets, and doctors assess risks based on probability when evaluating treatments.
Let's look at an example of the use of probability in weather forecasting:
Suppose the weather report says there is a 70% chance of rain tomorrow. This means that in the long run, out of every 100 days with similar conditions, 70 days are expected to rain. Understanding such probabilities can help you decide whether to bring an umbrella or cancel an outdoor event.
Conclusion
The basic concepts of probability provide a foundation for understanding randomness and uncertainty in the world around us. From simple experiments like tossing coins and throwing dice to more complex real-world situations, probability theory provides the tools for making more informed decisions. By exploring and practicing these concepts, you will develop a more intuitive understanding of probability and its applications.