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l(Ai c) - fCA) + PCB)+ f(,) - p (lln[V
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r-
._
 1.4 [Basic Theorems of Probability]
Theorem 1 : Probability of Impossible is zero .
Proof: · · t sets {As contains no
As is an impossible event, therefore sample space S and are d'ISJOln
swnple point] ·
Sujll=S
P(S u ¢)= P(S)
P(S) + P(¢) = P(S) [From Axiom Ill]
P(¢)=0
Theorem 2: If A is any event, then P(A) (called complimentaryeventf is given by P(A)= 1- P(A) -
Proof: Event A and A are disjoint events
Also AuA=S P(A \d-AJ= P(S)
P(A)+P(A)_=P(sL- . . [FromAxiomlll]
P(A}+ P(A)=J · -[From Axiom II]
P(i\}_==1_- .E(A)
Theorem 3: If A and Bare ~o events, then P(A n B)= P(B)- P(A n B)

Proof: As clear from the diagram, A n B

A B
and An B are two disjoint sets
Also \AnB)v(AnB}=B
P[\A/'"\B)v(AnB}]=P(B)
P\AnB)+(AnB}=P(B)
P (An B)=P (B)- P(A n B)
EB AnB

Theorem 4: If A and 8 are two events, then P(A n ii)= P(A)- P{A n B)
Proof: As clear from the diagram, A n B
and A n B are two disjoint sets
Also (Ar,B)u(AnB)=A
P[(Ar,B)v(Ans)J=P(A)
P(A r, ii) + P(A r, B) = P(A) [From Axiom III]
P(A n a)= P(A)-(A r, B)
Theorem 5: If A and 8 are two events, if B c A, then
(i) P(A n B)= P(A)- P(B) (ii) P{B)s P{A)
 Proof: When BcA th
(i) _
• enAnB _
represents th h . b n A and B ).
. A - es aded area in the diagram (common region etwee
.. n B and B are t d' . .
Also _} VB::A
(AnB wo ISJomt event

Pl(A n a)v B]:: P(A)

P(A n B)+ P(B)== P( )
( _) A [From Axiom IIJ]
P An B == P(A)- P(B)
(ii) Clearly p (A n a)~ O
[From Axiom I]
P(A)- P(B)~ o
Theorem 6:.lfAandBar .... ===> P(A)H(B)
e ..,o events, then => P{B)!> P{A)
(i) P(A '"'B)s P(A)
Proof: An BC A (ii) P(A n B)s P(B)

=> P(AnB)SP(A)
[From Theqrem 5]
Also AnBcB (
Theorem 7: Addition on th ===> p AnB)sP(B)

eorem of probabilities -
(Theorem of total probability If
P (A v B) == P(A) ( ) ) A and B are two events then,
Proof: As clear from the diagra A+ p B_ -P(Ano)
- m and A n B are two disjoint sets
Also Av (AnB)==AvB
P[A V (An a)]== P(A VB)
P(A)+P(AnB)==P(Avs) .

P(A)+ P(A n s)+ P(A n B)- P(A n B)== P(Av B) -

P(A)+ [P(A n s)+ P(A n s)]--P(A n B)== P(A B)
I P(A)+P(B)-P(AnB)=P(AvB)

[A n B and An B are two disjoint sets such that

[(An s)u (Ans)]== B

P[(A n s)u (Ans)]== P(B)

P(A n B)+ P(A n•B) == P(B)]
Hence P(A u B) = P(A) + P(B)- P(A n B)
Theorem 8: If A, Band Care three events, then

P(A u B uc)= P(A)+ P(B)+ P(c) -P(An B) - P(Bnc)+ P(CnA)+ P(A n Bnc)
Proof: Consider P (A v Bu c)
= P[(A u B)v c] [Consider Au B and C as two events]
= P (Au B)+ P(C)- P[(A u B)nc] [From Theorem 7]
= P (Au B)+ P(c)- P[(A n c)u (B n c)] (distributive law)
=P(AuB)+P(C) -[ P(AnC)+P(BnC)-P(AnC)n(BnC)]
[Consider A n C and B n C as two events and apply Theorem 7]
= p (Au B)+ P(c) -P(A n C)-P(B nC)+ P[(A nC)n(B nc)]
= p (Au B) + P(C)- P(A n C)- P(B n C) +[P(A (\ B) r, c]
{-: P(A n c)n (B n C)= P(A n Bnc)]

D
 = P(A)+ P(B)- P(A n B)+ P(c) - P(A n c)- P(B n c)+ P(A n B n c)
= P(A)+ P(B)+ P(c) - P(A n B)- P(B n c)+ P(A n c)+ P(A n B n c)
Theorem 9: If A 1,A1 , A3 , A 4 ••••• An are n mutually exclusive events, then probability of happening or 011 ,
- of them is
P(A, uAl u ........ uAJ
= P(A 1 + A 1 + ..... AJ= P(A 1 )+ P(A 1 )+ P(A 3 )+ ..... P(A")
Please Note :
P(A 1 u A~) is also known as P(A, + A 1 ) and P(A, n A 2 ) ls also known as P(A 1 • A 2)
Proof: _Let N be the total number of mutually exclusive, exhaustive and equally likes cases such that ' m1'
cases are favourable to _'A/, 'm/ cases are favourabl_e to Ai ... so on

P(A I)=~
N '
P(A 2)=_ m 2
N'········
P(A n )= mn
N'
For the event being mutually exclusive and equally likes, the number of cases favourable to the event
11 A 1 or Ai or ......... Anism;
+ m 2 + :.:~ m~ - --
P(A ,+ A 2+ ..... A)= m, +m2N+ ..... mn -
-I n

I-I =N+N+
m1 m2 .... m~· =P(Al ) +PA2
( ) + .... P\A,,
-, )

I I P(A1 u A,,) =_l'i1!.-~Az _+~ + ......A,,)

u A, u A4 ••• ••
,; P(A~)+ P(A 2 )+ ...... P(AJ - -
Remark: P(AnB) = P(AuB) =I - P(AuB)