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Mathematics and Statistics · Ch 16 — Probability

Classical (Mathematical) Definition of Probability

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Classical (Mathematical) Definition of Probability

When all the outcomes of a random experiment are equally likely (no outcome is favoured over another — a fair coin, a fair die, a well-shuffled pack), the probability of an event is defined by simple counting.

Note

Classical definition of probability

If a random experiment has n(S)n(S) equally likely outcomes, of which n(A)n(A) are favourable to event AA, then the probability of AA is

P(A)=n(A)n(S)=number of favourable outcomestotal number of outcomes.P(A) = \frac{n(A)}{n(S)} = \frac{\text{number of favourable outcomes}}{\text{total number of outcomes}}.

Because AA is a subset of SS, we always have 0≤n(A)≤n(S)0 \le n(A) \le n(S), which gives the fundamental bounds:

0≤P(A)≤1.0 \le P(A) \le 1.

  • P(A)=0P(A) = 0 means AA is the impossible event; P(A)=1P(A) = 1 means AA is the certain event.
  • For the whole sample space, P(S)=n(S)n(S)=1P(S) = \dfrac{n(S)}{n(S)} = 1.

Complement rule. Since AA and A′A' are mutually exclusive and exhaustive, n(A)+n(A′)=n(S)n(A) + n(A') = n(S), so dividing by n(S)n(S):

P(A)+P(A′)=1,henceP(A′)=1−P(A).P(A) + P(A') = 1, \qquad \text{hence} \qquad P(A') = 1 - P(A).

This is one of the most useful results in the whole chapter: whenever the favourable outcomes are hard to count directly but the unfavourable ones are easy, compute P(A′)P(A') and subtract from 11 (the "at least one" type of problem is the classic example). …

Definition 8Classical probability

For equally likely outcomes, P(A)=n(A)n(S)P(A) = \dfrac{n(A)}{n(S)}, the ratio of favourable outcomes to total outcomes; alway …

Definition 9Complement rule

P(A′)=1−P(A)P(A') = 1 - P(A), since an event and its complement are mutually exclusive a …