Theory of Probability For class XI In this system,

and XII
Introduction .
Numerical study of chances of occurrence of Classical definition of probability
events is dealt in probability theory.
The theory of probability is applied in many If a random experiment results in n mutually
diverse fields and the flexibility of the theory provides exclusive, equally likely and exhaustive outcomes, out
approximate tools for so great a variety of needs. of which m are favourable to the occurrence of an
event A, then the probability of occurrence of A is
Definitions of various terms given by
(1) Sample space : The set of all possible outcomes
of a trial (random experiment) is called its sample space.
It is generally denoted by S and each outcome of the trial
is said to be a sample point. It is obvious that 0 ≤ m ≤ n. If an event A is
(2) Event : An event is a subset of a sample space. certain to happen, then m = n, thus P(A) = 1.
(i) Simple event : An event containing only a single If A is impossible to happen, then m = 0 and so
sample point is called an elementary or simple event. P(A) = 0. Hence we conclude that 0 ≤ P(A) ≤ 1.
(ii) Compound events : Events obtained by Further, if denotes negative of A i.e. event that
combining together two or more elementary events A doesn’t happen, then for above cases m, n; we shall
are known as the compound events or decomposable have
events.
(iii) Equally likely events : Events are equally likely ,
if there is no reason for an event to occur in


preference to any other event. .

(iv) Mutually exclusive or disjoint events : Events Notations : For two events A and B,
are said to be mutually exclusive or disjoint or
(i) A or or AC stands for the non-occurrence or
incompatible if the occurrence of any one of them
prevents the occurrence of all the others. negation of A.
(v) Mutually non-exclusive events : The events (ii) A  B stands for the occurrence of at least one
which are not mutually exclusive are known as of A and B.
compatible events or mutually non exclusive events. (iii) A  B stands for the simultaneous occurrence
(vi) Independent events : Events are said to be of A and B.
independent if the happening (or non-happening) of (iv) A  B stands for the non-occurrence of both
one event is not affected by the happening (or non- A and B.
happening) of others. (v) A  B stands for “the occurrence of A implies
(vii) Dependent events : Two or more events are occurrence of B”.
said to be dependent if the happening of one event
affects (partially or totally) other event. Problems based on combination and
(3) Exhaustive number of cases : The total number permutation
of possible outcomes of a random experiment in a trial
(1) Problems based on combination or selection :
is known as the exhaustive number of cases.
To solve such kind of problems, we use
(4) Favourable number of cases : The number of
cases favourable to an event in a trial is the total .
number of elementary events such that the occurrence
of any one of them ensures the happening of the event. (2) Problems based on permutation or
(5) Mutually exclusive and exhaustive system of arrangement : To solve such kind of problems, we use
events : Let S be the sample space associated with a
random experiment. Let A1, A2, …..An be subsets of S .
such that
(i) for i  j and (ii) Odds in favour and odds against an event
As a result of an experiment if “ a” of the outcomes
Then the collection of events is are favourable to an event E and “b” of the outcomes
are against it, then we say that odds are a to b in
said to form a mutually exclusive and exhaustive
favour of E or odds are b to a against E.
system of events.
Thus odds in favour of an event E
If are elementary events
associated with a random experiment, then
(i) for i  j and (ii)
.
Similarly, odds against an event E
So, the collection of elementary events associated
with a random experiment always form a system of .
mutually exclusive and exhaustive system of events.
Addition theorems on probability (ii) Generalization of the addition theorem : If
are n events associated with a
Notations : (i) =
Probability of happening of A or B random experiment, then
= Probability of happening of the events A or B or
.
both
= Probability of occurrence of at least one event A If all the events are mutually
or B
(ii) P(AB) or P(AB) = Probability of happening of exclusive, then
events A and B together.
(1) When events are not mutually exclusive : If A i.e.
and B are two events which are not mutually exclusive,
then
.
(iii) Booley’s inequality : If are n
or
events associated with a random experiment, then
For any three events A, B, C
(a) (b)

or
These results can be easily established by using
the Principle of mathematical induction.
(2) When events are mutually exclusive : If A and B Conditional probability
are mutually exclusive events, then
Let A and B be two events associated with a

random experiment. Then, the probability of
. occurrence of A under the condition that B has already
occurred and P(B)  0, is called the conditional
For any three events A, B, C which are mutually


probability and it is denoted by P(A/B).

exclusive,
Thus, P(A/B) = Probability of occurrence of A,
given that B has already happened.
=
0 .
.
Similarly, P(B/A) = Probability of occurrence of B,

The probability of happening of any one of several given that A has already happened.
mutually exclusive events is equal to the sum of their
probabilities, i.e. if are mutually .
exclusive events, then
 Sometimes, P(A/B) is also used to denote the
probability of occurrence of A when B occurs.
i.e. . Similarly, P(B/A) is used to denote the probability of
occurrence of B when A occurs.
(3) When events are independent : If A and B are
(1) Multiplication theorems on probability
independent events, then
(i) If A and B are two events associated with a
. random experiment, then
, if P(A)  0 or

(4) Some other theorems
(i) Let A and B be two events associated with a , if P(B)  0.
random experiment, then (ii) Extension of multiplication theorem : If
(a) are n events related to a random
(b) experiment, then
If B  A, then
(a) (b)
,

Similarly if A  B, then where represents the

(a) (b) conditional probability of the event , given that the
events have already happened.
 Probability of occurrence of neither A nor B is (iii) Multiplication theorems for independent
events : If A and B are independent events associated
with a random experiment, then
 i.e., the probability of can think of (Ei’s as the causes that lead to the
simultaneous occurrence of two independent events is outcome of an experiment. The probabilities P(Ei), i =
equal to the product of their probabilities. By 1, 2, ….., n are called prior probabilities. Suppose the
multiplication theorem, we have experiment results in an outcome of event A, where
P(A) > 0. We have to find the probability that the
. Since A and B are
observed event A was due to cause Ei, that is, we seek
independent events, therefore . the conditional probability . These
Hence, . probabilities are called posterior probabilities, given
(iv) Extension of multiplication theorem for
independent events : If are
by Baye’s rule as .
independent events associated with a random
experiment, then

Binomial distribution
.
By multiplication theorem, we have (1) Geometrical method for probability : When the
number of points in the sample space is infinite, it
becomes difficult to apply classical definition of
probability. For instance, if we are interested to find
the probability that a point selected at random from
Since are independent the interval [1, 6] lies either in the interval [1, 2] or [5,
events, therefore 6], we cannot apply the classical definition of
probability. In this case we define the probability as
follows:

Hence,
. where measure stands for length, area or volume
depending upon whether S is a one-dimensional, two-
(2) Probability of at least one of the n independent dimensional or three-dimensional region.
events : If be the probabilities (2) Probability distribution : Let S be a sample
of happening of n independent events space. A random variable X is a function from the set S
respectively, then to R, the set of real numbers.
For example, the sample space for a throw of a
(i) Probability of happening none of them
pair of dice is

.
Let X be the sum of numbers on the dice. Then
(ii) Probability of happening at least one of them , etc. Also, {X = 7} is the event
{61, 52, 43, 34, 25, 16}. In general, if X is a random
variable defined on the
.
sample space S and r is a real number, then {X = r} is
an event.
(iii) Probability of happening of first event and not If the random variable X takes n distinct values
happening of the remaining , then ,
are mutually exclusive and
exhaustive events.x
X= X=
x3

Total probability and Baye’s rule

1 X = x2

(1) The law of total probability : Let S be the

X = x4

sample space and let be n mutually

X = xn

exclusive and exhaustive events associated with a

random experiment. If A is any event which occurs Now, since is an event, we can talk of
with or or …or En, then . If , then the
system of numbers.
.
(2) Baye’s rule : Let S be a sample space and is said to be the probability
be n mutually exclusive events such
distribution of the random variable X.
that and for i = 1, 2, ……, n. We
 The expectation (mean) of the random variable X to p is given by the coefficient of in the expansion

is defined as and the variance of X is of .

defined as
(4) The poisson distribution : Let X be a discrete
random variable which can take on the values 0, 1,
2,... such that the probability function of X is given by

.
,
(3) Binomial probability distribution : A random
variable X which takes values 0, 1, 2, …, n is said to
where is a given positive constant. This
follow binomial distribution if its probability
distribution function is given by distribution is called the Poisson distribution and a
random variable having this distribution is said to be
Poisson distributed.
where p, q > 0 such that p + q = 1.
The notation X ~ B(n, p) is generally used to
denote that the random variable X follows binomial  Independent events are always taken from
distribution with parameters n and p. different experiments, while mutually exclusive
events are taken from a single experiment.
We have .  Independent events can happen together while
mutually exclusive events cannot happen together.
 Independent events are connected by the word
Now probability of “and” but mutually exclusive events are connected
by the word “or”.
(a) Occurrence of the event exactly r times
 Number of exhaustive cases of tossing n coins
. simultaneously (or of tossing a coin n times) = 2n.
 Number of exhaustive cases of throwing n dice
(b) Occurrence of the event at least r times simultaneously (or throwing one dice n times) = 6n.
 Probability regarding n letters and their
envelopes : If n letters corresponding to n envelopes
are placed in the envelopes at random, then
. (i) Probability that all letters are in right envelopes
.
(c) Occurrence of the event at the most r times
(ii) Probability that all letters are not in right envelopes

. (iii) Probability that no letter is in right envelopes

 If the probability of happening of an event in one .
trial be p, then the probability of successive happening
of that event in r trials is . (iv) Probability that exactly r letters are in right
envelopes
 If n trials constitute an experiment and the
experiment is repeated N times, then the frequencies .
of 0, 1, 2, …, n successes are given by
If odds in favour of an event are a : b, then the
.


probability of the occurrence of that event is

(i) Mean and variance of the binomial distribution
The binomial probability distribution is and the probability of non-occurrence of that event is

If odds against an event are a : b, then the

The mean of this distribution is


probability of the occurrence of that event is

, and the probability of non-occurrence of that event is

The variance of the Binomial distribution is .

and the standard deviation is . Let A, B, and C are three arbitrary events. Then
(ii) Use of multinomial expansion : If a die has m

Verbal description of Equivalent set theoretic
faces marked with the numbers 1, 2, 3, ….m and if event notation
such n dice are thrown, then the probability that the (i) Only A occurs (i)
sum of the numbers exhibited on the upper faces equal (ii) Both A and B, but not (ii)
C occur
(iii) All the three events (iii)
occur
(iv) At least one occurs (iv)
(v) At least two occur (v)

(vi) One and no more (vi)

occurs

(vii) Exactly two of A, B (vii)

and C occur

(viii) None occurs (viii)

(ix) Not more than two (ix)

occur

(x) Exactly one of A and (x)

B occurs