Theorems on Probabilities of events

Axiomatic Definition of Probability:

Let S be the sample space and be an event associated with a random experiment. Then
the probability of the event denoted by ( ) is defined as a real number satisfying the
following axioms.

() ( )

( ) ( )

( ) are mutually exclusive events, ( ) ( ) ( )

Theorem: 1.1. Probability of impossible event is zero. ( )

Proof:

Certain event (sample space) and impossible event are mutually exclusive events.

Also

( ) ( )

( ) ( ) ( ) (By Axiom (iii) in the axiomatic definition of probability)

( ) ( )

Theorem: 1.2

If ̅ is the complementary event of then ( ̅ ) ( )

Proof:

The events ̅ mutually exclusive events such that ̅

( ̅) ( )

( ) ( ̅)

(̅) ( )

Theorem: 1.3 (Addition rule)

If are any two events, ( ) ( ) ( ) ( )

B ̅
A

Solution:

( ̅ )
 ( ) * ( ̅ )+

The events ̅ are mutually exclusive events.

( ) * + *( ̅ )+ (By axiom (iii))………(1)

( ) (̅ ){

( ) *( ) (̅ )+

The events ( ) (̅ ) are mutually exclusive events.

( ) *( )+ *( ̅ )+

*( ̅ )+ ( ) ( )……….(2)

Substitute (2) in (1)

( ) * + ( ) ( )

Note:

For are any three events, then

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )

General addition rule:

If … are events, then *⋃ + ∑ ( ) ∑∑ ( )

∑∑∑ ( ) ( ) 〈⋂ 〉

Conditional Probability:

The conditional probability of occurrence of an event when the event has already
happened, is denoted by ( ) is defined as

( )
( ) ( )
( )

The conditional probability of occurrence of an event when the event has already
happened, is denoted by ( ) is defined as

( )
( ) ( )
( )

Multiplication law of Probability:

For any two events

( ) ( ) ( ) ( )

( ) ( ) ( )

Multiplication law of Probability for independent events:

If are independent events, then ( ) ( ), ( ) ( )

If are independent events, then ( ) ( ) ( )

Extension of multiplication law of probability for independent events:

If … are independent events, then ( … ) ( ) ( )… ( )

Note:

If are independent events, then

() are also independent events

( ) ̅ are also independent events

( ) ̅ are also independent events