Probability – Advanced Topics

🎲 Probability – Advanced Topics

Probability tables, conditional probability, dependent/independent events, and the binomial distribution

📊 Part 1: Probability Table

A probability table displays all probabilities of two events in an organised format.

Table structure:

  \(B\) \(\bar{B}\) Total
\(A\) \(P(A \cap B)\) \(P(A \cap \bar{B})\) \(P(A)\)
\(\bar{A}\) \(P(\bar{A} \cap B)\) \(P(\bar{A} \cap \bar{B})\) \(P(\bar{A})\)
Total \(P(B)\) \(P(\bar{B})\) 1

💡 Rules:

  • Sum of each row = row probability (in the Total column)
  • Sum of each column = column probability (in the Total row)
  • Sum of the entire table = 1

✏️ Example: Survey on Sport and TV Watching

A survey found: 40% do sport, 60% watch TV, 25% do both.

  TV (T) No TV Total
Sport (S) 0.25 0.15 0.40
No Sport 0.35 0.25 0.60
Total 0.60 0.40 1

How we filled it in:

\(P(S \cap \bar{T}) = P(S) - P(S \cap T) = 0.40 - 0.25 = 0.15\)

\(P(\bar{S} \cap T) = P(T) - P(S \cap T) = 0.60 - 0.25 = 0.35\)

\(P(\bar{S} \cap \bar{T}) = 1 - 0.25 - 0.15 - 0.35 = 0.25\)

🎯 Part 2: Conditional Probability

Conditional probability is the probability that an event will occur, given that another event has already occurred.

Core formula:

\(P(A|B) = \frac{P(A \cap B)}{P(B)}\)

The probability of \(A\) given that \(B\) has occurred

💡 How to read it: \(P(A|B)\) = "the probability of A given B"

The vertical bar | is read as "given" or "given that"

✏️ Example: Using the Previous Table

Question: What is the probability that a person does sport, given that they watch TV?

\(P(S|T) = \frac{P(S \cap T)}{P(T)} = \frac{0.25}{0.60} = \frac{25}{60} = \frac{5}{12} \approx 0.417\)

Question: What is the probability that a person watches TV, given that they do sport?

\(P(T|S) = \frac{P(S \cap T)}{P(S)} = \frac{0.25}{0.40} = \frac{25}{40} = \frac{5}{8} = 0.625\)

⚠️ Note: \(P(A|B) \neq P(B|A)\) in general!

🔄 Multiplication Rule (from the formula):

\(P(A \cap B) = P(B) \cdot P(A|B) = P(A) \cdot P(B|A)\)

💡 Useful: This is exactly what we do in a probability tree!

When multiplying along a path, we are actually multiplying conditional probabilities.

🔗 Part 3: Dependent and Independent Events

✅ Independent Events

The occurrence of one does not affect the other

Condition:

\(P(A|B) = P(A)\)

or equivalently:

\(P(A \cap B) = P(A) \cdot P(B)\)

Examples:

  • Rolling two dice
  • Tossing a coin twice
  • Drawing with replacement

❌ Dependent Events

The occurrence of one affects the other

Condition:

\(P(A|B) \neq P(A)\)

or equivalently:

\(P(A \cap B) \neq P(A) \cdot P(B)\)

Examples:

  • Drawing without replacement
  • Selecting cards from a deck
  • Choosing people from a group

⊘ Mutually Exclusive Events

Cannot occur at the same time!

\(P(A \cap B) = 0\)

Example:

When rolling a die: "got 1" and "got 6" are mutually exclusive

Formula:

\(P(A \cup B) = P(A) + P(B)\)

(no overlap)

⚠️ Don't confuse!

Mutually exclusive ≠ independent!

Mutually exclusive events are actually dependent (if one occurs, the other certainly cannot)

📊 Comparison Table:

  Independent Mutually exclusive
Meaning Do not affect each other Cannot occur simultaneously
\(P(A \cap B)\) \(P(A) \cdot P(B)\) \(0\)
\(P(A \cup B)\) \(P(A) + P(B) - P(A)P(B)\) \(P(A) + P(B)\)

📈 Part 4: Binomial Distribution

The binomial distribution describes an experiment with only two outcomes (success/failure) that is repeated a number of times.

Conditions for a binomial distribution:

1️⃣

\(n\) trials

Fixed number of repetitions

2️⃣

Two outcomes

Success or failure

3️⃣

Constant \(p\)

Same success probability

4️⃣

Independent

Trials are independent

⭐ The Binomial Formula:

\(P(X = k) = \binom{n}{k} \cdot p^k \cdot (1-p)^{n-k}\)

\(n\) Number of trials
\(k\) Desired number of successes
\(p\) Probability of success in a single trial
\(1-p\) Probability of failure in a single trial (sometimes denoted \(q\))
\(\binom{n}{k}\) Binomial coefficient – number of ways to choose \(k\) from \(n\)

📐 Reminder – Binomial coefficient:

\(\binom{n}{k} = \frac{n!}{k!(n-k)!}\)

✏️ Detailed Example:

Question: A fair coin is tossed 5 times. What is the probability of getting exactly 3 heads?

Identify the values:

  • \(n = 5\) (5 tosses)
  • \(k = 3\) (want 3 heads)
  • \(p = 0.5\) (probability of heads)

Substitute into the formula:

\(P(X = 3) = \binom{5}{3} \cdot (0.5)^3 \cdot (0.5)^{5-3}\)

\(= \binom{5}{3} \cdot (0.5)^3 \cdot (0.5)^2\)

\(= 10 \cdot 0.125 \cdot 0.25\)

\(= 10 \cdot 0.03125\)

\(= 0.3125 = \frac{5}{16}\)

💡 Explanation:

\(\binom{5}{3} = 10\) = there are 10 ways to choose which 3 out of 5 tosses give heads

\((0.5)^3\) = probability of 3 heads

\((0.5)^2\) = probability of 2 tails

🧮 Expected Value and Variance:

Expected value (mean)

\(E(X) = n \cdot p\)

Variance

\(Var(X) = n \cdot p \cdot (1-p)\)

Standard deviation

\(\sigma = \sqrt{np(1-p)}\)

Example: In 100 coin tosses (\(n=100, p=0.5\)):

Expected value: \(E(X) = 100 \cdot 0.5 = 50\) (expect 50 heads)

Standard deviation: \(\sigma = \sqrt{100 \cdot 0.5 \cdot 0.5} = \sqrt{25} = 5\)

📝 Common Binomial Question Types:

Question type How to calculate
Exactly \(k\) \(P(X = k)\)
At most \(k\) \(P(X \leq k) = \sum_{i=0}^{k} P(X=i)\)
At least \(k\) \(P(X \geq k) = 1 - P(X \leq k-1)\)
At least one \(P(X \geq 1) = 1 - P(X = 0)\)
None \(P(X = 0) = (1-p)^n\)

📝 Summary of Formulas

Conditional probability: \(P(A|B) = \frac{P(A \cap B)}{P(B)}\)
Independent: \(P(A \cap B) = P(A) \cdot P(B)\)
Mutually exclusive: \(P(A \cup B) = P(A) + P(B)\)
Binomial: \(P(X=k) = \binom{n}{k} p^k (1-p)^{n-k}\)