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Introduction to Probability

What Is Probability?

Probability is a way of measuring uncertainty. It tells us how likely something is to happen. We express it as a number between 0 and 1.

If the probability of an event is 0, it's impossible. If the probability is 1, it's absolutely certain. Most things in life fall somewhere in between.

Think of flipping a fair coin. The chance of getting heads is 0.5. The chance of getting tails is also 0.5. It's not guaranteed, but it's a perfect 50/50 split of the possibilities.

Probability

noun

A numerical measure of the likelihood that an event will occur, expressed as a number between 0 (impossibility) and 1 (certainty).

Sample Spaces and Events

To calculate a probability, we first need to understand all the possible things that could happen. This complete set of all possible outcomes is called the sample space.

Sample Space

noun

The set of all possible outcomes of a random experiment or process.

An event is a specific outcome or a set of outcomes that we're interested in. It’s always a subset of the sample space.

Event

noun

A specific outcome or a set of outcomes of a random experiment; a subset of the sample space.

Let’s use a standard six-sided die as an example. The sample space is every possible number you can roll: {1, 2, 3, 4, 5, 6}. There are 6 total outcomes. Now, let's look at a few events.

Event DescriptionOutcomes in the EventNumber of Favorable OutcomesProbability
Rolling a 3{3}11/6
Rolling an even number{2, 4, 6}33/6 = 1/2
Rolling a number greater than 4{5, 6}22/6 = 1/3

The probability of a simple event is calculated by dividing the number of outcomes we're interested in (favorable outcomes) by the total number of possible outcomes.

P(Event)=Number of favorable outcomesTotal number of outcomesP(\text{Event}) = \frac{\text{Number of favorable outcomes}}{\text{Total number of outcomes}}

Rules for Combining Events

Often, we want to know the probability of more than one event. There are rules for handling these situations. Let's imagine we're drawing one card from a standard 52-card deck.

The Addition Rule is for finding the probability of event A or event B happening. It helps us calculate the chances of at least one of the two events occurring.

P(AB)=P(A)+P(B)P(AB)P(A \cup B) = P(A) + P(B) - P(A \cap B)

What is the probability of drawing a King or a Heart?

  • Event A: Drawing a King. P(A)=4/52P(A) = 4/52.
  • Event B: Drawing a Heart. P(B)=13/52P(B) = 13/52.
  • The overlap, A and B, is drawing a card that is both a King and a Heart (the King of Hearts). P(AB)=1/52P(A \cap B) = 1/52.

So, P(King or Heart)=4/52+13/521/52=16/52=4/13P(\text{King or Heart}) = 4/52 + 13/52 - 1/52 = 16/52 = 4/13.

The Multiplication Rule is for finding the probability of event A and event B happening together. It's about the likelihood of a sequence of events.

P(AB)=P(A)×P(BA)P(A \cap B) = P(A) \times P(B|A)

Conditional Probability and Independence

The idea of conditional probability is central to the multiplication rule. It's the probability of an event happening, given that another event has already occurred. New information can change the probability.

Let’s draw two cards from a deck without putting the first one back.

What's the probability of drawing two Kings in a row?

  • Event A: Drawing a King first. P(A)=4/52P(A) = 4/52.
  • Event B: Drawing a second King. Given that we already drew one King, there are now only 51 cards left, and only 3 of them are Kings. So, the conditional probability is P(BA)=3/51P(B|A) = 3/51.

Using the multiplication rule: P(King and King)=P(A)×P(BA)=(4/52)×(3/51)=12/26520.0045P(\text{King and King}) = P(A) \times P(B|A) = (4/52) \times (3/51) = 12/2652 \approx 0.0045.

The outcome of the first draw directly affected the probability of the second. These events are dependent.

Sometimes, one event has no effect on another. These events are called independent.

If two events, A and B, are independent, the probability of B happening is the same whether A happened or not. So, P(BA)=P(B)P(B|A) = P(B).

This simplifies the multiplication rule for independent events.

P(AB)=P(A)×P(B)P(A \cap B) = P(A) \times P(B)

Imagine rolling a die and flipping a coin. These events are independent. The die roll doesn't change the coin flip.

What is the probability of rolling a 6 and getting heads?

  • Event A: Rolling a 6. P(A)=1/6P(A) = 1/6.
  • Event B: Getting heads. P(B)=1/2P(B) = 1/2.

P(6 and Heads)=P(A)×P(B)=(1/6)×(1/2)=1/12P(\text{6 and Heads}) = P(A) \times P(B) = (1/6) \times (1/2) = 1/12.

These fundamental concepts are the building blocks for understanding how we can model and predict outcomes in more complex situations.

Quiz Questions 1/6

If the probability of an event is 1, what does this signify?

Quiz Questions 2/6

You flip a standard coin twice. What is the complete sample space for this experiment?