Math

Probability
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I- Operations on events
Let A and B be two events of a random experiment.
 Union : 𝐴 ∪ 𝐵 = a result that verifies A or B.
 Intersection : 𝐴 ∩ 𝐵 = a result that verifies A and B.
 Complement : 𝐴̅ : a result that does not verify A.

II- Probability
Let Ω be an equiprobable sample space, the probability of an event is the
measure of how likely this event is to occur.
We have :
 𝑃(𝜙) = 0 (impossible event)
 𝑃(Ω) = 1 (certain event)
 0 ≤ 𝑃(𝐴) ≤ 1 ; for all 𝐴 ⊂ Ω
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑐𝑎𝑠𝑒𝑠
 𝑃(𝐴) =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑎𝑙𝑙 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒𝑠 𝑐𝑎𝑠𝑒𝑠

III- Rules and properties

A and B are two events :
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

If A and B are incompatible  𝑃(𝐴 ∩ 𝐵) = 0 then :

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

If 𝐴̅ is the complement of A then:

𝑃(𝐴̅) = 1 − 𝑃(𝐴)
𝐴 ∪ 𝐴̅ = Ω ; A ∩ 𝐴̅ = 𝜙 and
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IV- Conditional Probability

The conditional probability is the probability that event B will occur,
knowing that the event A has already occured ( 𝑤𝑖𝑡ℎ 𝑃(𝐴) ≠ 0)

𝑃(𝐴∩𝐵)
𝑃(𝐵 /𝐴) = 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵/𝐴) × 𝑃(𝐴)
𝑃(𝐴)

V- Independent Events
A and B are two independent events if and only if

𝑃(𝐵/A) = 𝑃(𝐵) or 𝑃(𝐴/B) = 𝑃(𝐴) if and only if :

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) × 𝑃(𝐵)

VI- Total Probability Law

IF 𝐴1 ; 𝐴2 … 𝐴𝑛 form a partition of Ω

𝐴𝑖 ≠ 𝜙 for all 1 ≤ 𝑖 ≤ 𝑛

𝐴𝑖 ∩ 𝐴𝑗 = 𝜙 ; for all 𝑖 ≠ 𝑗

𝐴1 ∪ 𝐴2 ∪ … ∪ 𝐴𝑛 = Ω

and B is an event of Ω , we have :

𝑃(𝐵) = 𝑃(𝐵 ∩ 𝐴1 ) + 𝑃(𝐵 ∩ 𝐴2 ) + ⋯ + 𝑃(𝐵 ∩ 𝐴𝑛 )

thus:
𝑃(𝐵) = 𝑃(𝐴1 ) × 𝑃(𝐵/𝐴1 ) + 𝑃(𝐴2 ) × 𝑃(𝐵/𝐴2 ) +… + 𝑃(𝐴𝑛 ) × 𝑃(𝐵/𝐴𝑛 )
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VII- Tree
A, B and E are three events:
E

𝐸̅

E
B

𝐸̅