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Formulas: probability, grade 11 (5 units)

The rules of probability

  • Equally likely outcomes – k\displaystyle k the outcomes in the event A\displaystyle A, n\displaystyle n the outcomes in the sample space
    P(A)=kn\displaystyle P(A)=\frac{k}{n}
  • Every event; P(∅)=0\displaystyle {P(\emptyset)}={0}, and P(U)=1\displaystyle {P(U)}={1} for the sample space U\displaystyle U
    0≤P(A)≤1\displaystyle 0\le P(A)\le1
  • An event contained in another event
    P(A)≤P(B)\displaystyle P(A)\le P(B)A⊆B\displaystyle A\subseteq B
  • The complement A‾\displaystyle \overline{A} – A\displaystyle A does not happen
    P(A‾)\displaystyle P(\overline{A}) =\displaystyle = 1−P(A)\displaystyle 1-P(A)
  • The union – A\displaystyle A or B\displaystyle B (or both); A∩B\displaystyle A\cap B – the intersection, both A\displaystyle A and B\displaystyle B
    P(A∪B)\displaystyle P(A\cup B) =\displaystyle = P(A)+P(B)−P(A∩B)\displaystyle P(A)+P(B)-P(A\cap B)
  • Disjoint events – no two of them have an outcome in common
    P(A1∪A2∪⋯∪An)=P(A1)+P(A2)+⋯+P(An)\displaystyle P(A_1\cup A_2\cup\dots\cup A_n)=P(A_1)+P(A_2)+\dots+P(A_n)

Conditional probability and independence

  • The probability of A\displaystyle A given B\displaystyle B
    P(A/B)=P(A∩B)P(B)\displaystyle P(A/B)=\frac{P(A\cap B)}{P(B)}
  • A path in a tree – the product of the probabilities on its branches
    P(A∩B)\displaystyle P(A\cap B) =\displaystyle = P(B)⋅P(A/B)\displaystyle P(B)\cdot P(A/B)
  • Independent events
    P(A∩B)\displaystyle P(A\cap B) =\displaystyle = P(A)⋅P(B)\displaystyle P(A)\cdot P(B)
  • Independent events – knowing that B\displaystyle B happened does not change the probability of A\displaystyle A
    P(A/B)\displaystyle P(A/B) =\displaystyle = P(A)\displaystyle P(A)
  • The law of total probability – the paths that end in A\displaystyle A, added up
    P(A)=P(B)⋅P(A/B)+P(B‾)⋅P(A/B‾)\displaystyle P(A)=P(B)\cdot P(A/B)+P(\overline{B})\cdot P(A/\overline{B})

Counting and Bernoulli's formula

  • n\displaystyle n factorial; 0!=1\displaystyle {0!}={1}
    n!=1⋅2⋅3⋅⋯⋅n\displaystyle n!=1\cdot2\cdot3\cdot\dots\cdot n
  • Ordered selections – k\displaystyle k different objects out of n\displaystyle n, one after another
    n⋅(n−1)⋅⋯⋅(n−k+1)=n!(n−k)!\displaystyle n\cdot(n-1)\cdot\dots\cdot(n-k+1)=\frac{n!}{(n-k)!}
  • The binomial coefficient – the ways to choose k\displaystyle k objects out of n\displaystyle n, order not counted
    (nk)=n!k!(n−k)!\displaystyle \binom{n}{k}=\frac{n!}{k!(n-k)!}
  • Bernoulli’s formula – the probability of k\displaystyle k successes in n\displaystyle n independent trials, with the probability of success p\displaystyle p in each
    Pn(k)=(nk)pk(1−p)n−k\displaystyle P_n(k)=\binom{n}{k}p^k(1-p)^{n-k}
  • At least one success in n\displaystyle n trials – by the complement
    1−Pn(0)=1−(1−p)n\displaystyle 1-P_n(0)=1-(1-p)^n