1. Basic Terminology

TermDefinitionExample
Random ExperimentAn experiment whose outcome cannot be predicted with certaintyTossing a coin, rolling a die
Sample Space (S)Set of all possible outcomesS = {H, T} for coin; S = {1,2,3,4,5,6} for die
Event (A)Any subset of the sample spaceA = {even numbers} = {2,4,6}
Complementary Event (A')All outcomes NOT in AIf A = {2,4,6} then A' = {1,3,5}
Mutually ExclusiveA and B cannot occur simultaneously: A ∩ B = ∅Rolling a 3 and rolling a 5 on same die
Exhaustive EventsEvents that together cover the entire sample spaceA ∪ A' = S (always)

2. Classical (Theoretical) Probability

When all outcomes in the sample space are equally likely:

P(A)=Number of favourable outcomesTotal number of outcomes=n(A)n(S)

Key properties:

  • 0 ≤ P(A) ≤ 1 for any event A
  • P(S) = 1 (certain event); P(∅) = 0 (impossible event)
  • P(A') = 1 − P(A)

Standard Sample Spaces

Experimentn(S)Key counts
1 coin21 head, 1 tail
2 coins4HH, HT, TH, TT; P(exactly 1H) = 2/4 = 1/2
1 die6P(even) = 3/6 = 1/2; P(>4) = 2/6 = 1/3
2 dice36P(sum=7) = 6/36 = 1/6; P(sum=11) = 2/36 = 1/18
Pack of 52 cards5213 each suit; 4 each rank; P(ace) = 4/52 = 1/13

3. Addition Theorem of Probability

P(AB)=P(A)+P(B)P(AB)

Special case — Mutually Exclusive events (A ∩ B = ∅):

P(AB)=P(A)+P(B)

Three events:

P(ABC)=P(A)+P(B)+P(C)P(AB)P(BC)P(AC)+P(ABC)

Useful Derived Results

ExpressionFormula
P(only A, not B)P(A) − P(A ∩ B)
P(only B, not A)P(B) − P(A ∩ B)
P(exactly one of A, B)P(A) + P(B) − 2P(A ∩ B)
P(neither A nor B)1 − P(A ∪ B) = 1 − P(A) − P(B) + P(A ∩ B)
P(A ∩ B') P(A) − P(A ∩ B)

Worked Example

P(A) = 3/10, P(B) = 2/5 = 4/10, P(A ∩ B) = 1/10. Find P(A ∪ B), P(only A), P(only B).

P(A ∪ B) = 3/10 + 4/10 − 1/10 = 6/10 = 3/5

P(only A) = 3/10 − 1/10 = 2/10 = 1/5

P(only B) = 4/10 − 1/10 = 3/10

4. Multiplication Theorem of Probability

For two events A and B:

P(AB)=P(A)P(B|A)=P(B)P(A|B)

Where P(B|A) = conditional probability of B given A has occurred.

Conditional Probability (Basic Form)

P(B|A)=P(AB)P(A),P(A)0

Independent Events

A and B are independent if the occurrence of one does not affect the other: P(B|A) = P(B). Then:

P(AB)=P(A)P(B)

Note: Mutually exclusive ≠ Independent. In fact, if A ∩ B = ∅ and P(A), P(B) > 0, they are dependent (occurrence of one makes the other impossible).

"At Least One" Strategy

P(at least one of A, B)=1P(A)P(B)(for independent events)

5. Odds For and Against an Event

If P(A) = p:

Odds in favour of A = p : (1−p) = P(A) : P(A')

Odds against A = (1−p) : p = P(A') : P(A)

If odds in favour = a : b, then P(A) = a/(a+b).