Conditional Probability:

The conditional probability of an event ‘B’ on the hypothesis that another event ‘A’ has
occurred is denoted by P B / A and defined by
P( A  B)
P  B / A  , provided P ( A)  0 .
P ( A)

Baye’s theorem:
If A1, A2, …, An be a set of n pairwise mutually exclusive events, one of which certainly
occurs Ai  A j   , i  j , i, j  1,2,..., n) and S  A1  A2  ...  An , then for an arbitrary
event X, P( X )  P ( A1 ) P X / A1   P ( A2 ) P X / A2   ...  P ( An ) P  X / An  ,

and if P ( X )  0 ,
P ( Ai ) P  X / Ai 
P  Ai / X   ..
P( X )

Proof:
S  A1  A2  ...  An

X SX

 ( A1  A2  ...  An )  X

X  ( A1  X )  ( A2  X )  ...  ( An  X )

 P( X )  P( A1  X )  P ( A2  X )  ...  P( An  X )

[( Ai  X )  ( A j  X )  ( Ai  A j )  X    X   for i  j ] .

Using the definition of conditional probability, we get

X  P ( Ai  X )
P  
 Ai  P ( Ai )

X 
or, P( Ai  X )  P  P ( Ai ) .
 Ai 

X   X   X 
 P( X )  P( A1 ) P   P( A2 ) P   ...  P( An ) P  .
 A1   A2   An 

P ( Ai  X ) P ( Ai ) P( X / Ai )
Again, P  Ai / X    .
P( X ) P( X )

Bernouli Trials:
If a random experiment be such that its event space consists of only two points which are
usually called ‘success’ and ‘failure’, then a sequence of independent trails of the experiment
will be called a Bernouli sequence of trails, provided the probability of success (or failure)
remains the same for all trails.

Let E be a given random experiment, its event space S containing two points ‘success’ and
‘failure’, to be denoted by s and f respectively.

Let p be the probability of success.

 p ( s )  p and p ( f )  1  p  q (say).

The compound experiment of n independent trials of E, denoted by En, has event space Sn
containing 2n points represented by a succession of n symbols s or f of the type (s, s, f, s, ...,f).
By (1) their probabilities are given by
P{(s, s, f, s, ..., f)}  p.p.q.p...q

Binomial law:
Let Ar denote the event 'r successes' (consequently n-r failures) connected with the compound
experiment En. Let the n trials be represented by n rooms. Then the required event means that
of these n rooms r rooms are selected in which are placed the symbols s, the remaining n-r
rooms being filled by the symbols f.

Since r rooms can be chosen out of n rooms in nCr different ways, the event Ar contains
n
Cr event points each having probability  p r q n  r by (2) so that
P ( Ar )  nCr p r q n  r
 nCr p r (1  p ) n  r , (r  0,1, 2, ..., n).
This is called the binomial law.

1. The events A0 , A1 ,..., An are pairwise mutually exclusive, one of which necessarily
occurs, i.e.
S n  A0  A1  ...  An
n n
or, P( S )   P( Ai )   Ci p q  ( p  q)  1 .
n n i n i n

i 0 i 0

2. P ( A0 )  q n , which is the probability of no success at all. Hence the probability of

atleast one success  p ( A0C )  1  q n . P ( An )  p n , i.e., the probability of a complete run of
successes is p n .

3. Next we prove the following identity:

 p

x
k 1
n
(1  x ) nk dx
 n
Cr p r q n r  0
1 ,
x
r k k 1 n k
(1  x ) dx
0
where the LHS clearly represents the probability of at least k successes in n trails.
Denoting the RHS by Ik and noting that
1

x
k 1
(1  x) n  k dx  B (k , n  k  1)  ( k  1)!( n  k )! n!
0
p
n!
Ik  
( k  1)!(n  k )! 0
x k 1 (1  x) n  k dx

n!  k p


n k
  p (1  p )  ( n  k ) x k (1  x) n  k 1 dx
k!( n  k )!  0 
or, I k  I k 1  nCk p k q n  k .

Replacing k by k+1, k+2, …, (n-1) and adding all the results and noting that I n  p , the
n

identity (1) follows.

4. Greatest term. Let P( Ai ) is maximum when i  im , so that im may be called the

most probable number of successes. We have
P( Ai ) i  ( n  1) p  1
1  .
P( Ai 1 ) (n  i ) p

If ( n  1) p is not an integer, let r denote the greatest integer less than ( n  1) p , i.e.,
(n  1) p  1  r  (n  1) p

Then P ( A0 )  P ( A1 )  ...  P ( Ar )  P ( Ar 1 )  ...  P ( An ) which shows that im  r .

If ( n  1) p is an integer, writing s  (n  1) p , we have
P( A0 )  P( A1 )  ...  P( As 1 )  P( As )  P( As 1 )  ...  P( An ) so that im  s  1 or s.
The results of both the cases may be combined into the single statement that i m is the
integer(s) determined by the inequalities.
(n  1) p  1  im  (n  1) p .

Poisson process:
A sequence of independent trials of a random experiment, the event space of which contains
two points ‘success’ and ‘ failure’, is called a Poisson sequence of trials if the probability of
success is not a constant but varies from one trial to another.

Poisson approximation:

Let p  n , where  is a positive number so that as n   , p  0.

Now from the Binomial law,

P ( Ar )  n C r p r q n  r

n ( n  1) ( n  2)    ( n  r  1) r
 p (1  p ) n  r
r!

 1 2 r 1 
n r (1  ) (1  )    (1  )
n    
r nr
 n n  
   1  
r! n  n
n
 1 2 r 1   
(1  n ) (1  n )    (1  n ) 1  
n
    r 
r
r!  
1  
 n

 e  
r

as n   , ( r  0,1, 2,   );
r!

This is called the Poisson approximation of the Binomial law.