Further Concepts in Probability

The study of
mostly deals with combining different events and studying these
events alongside each other. How these different events relate to each other determines
the methods and rules to follow when we’re studying their probabilities.

Events can be pided into two major categories dependent or Independent events.

Independent Events

When two events are said to be independent of each other, what this means is that
the probability that one event occurs in no way affects the probability of the other
event occurring. An example of two independent events is as follows; say you rolled
a die and flipped a coin. The probability of getting any number face on the die
in no way influences the probability of getting a head or a tail on the coin.

Dependent Events

When two events are said to be dependent, the probability of one event occurring
influences the likelihood of the other event.

For example, if you were to draw a two cards from a deck of 52 cards. If on your
first draw you had an ace and you put that aside, the probability of drawing an
ace on the second draw is greatly changed because you drew an ace the first time.
Let’s calculate these different probabilities to see what’s going on.

There are 4 Aces in a deck of 52 cards

On your first draw, the probability of getting an ace is given by:

If we don’t return this card into the deck, the probability of drawing an ace on
the second pick is given by

As you can clearly see, the above two probabilities are different, so we say that
the two events are dependent. The likelihood of the second event depends on what
happens in the first event.

Conditional Probability

We have already defined dependent and independent events and seen how probability
of one event relates to the probability of the other event.

Having those concepts in mind, we can now look at conditional probability.

Conditional probability deals with further defining dependence of events by looking
at probability of an event given that some other event first occurs.

Conditional probability is denoted by the following:

The above is read as the probability that B occurs given that A has already occurred.

The above is mathematically defined as:

Set Theory in Probability

A sample space is defined as a universal set of all possible outcomes from a given

Given two events A and B and given that these events are part of a
sample space S. This sample space is represented as a set as in the diagram

The entire sample space of S is given by:

Remember the following from set theory:

The different regions of the set S can be explained as using the rules of

Rules of Probability

When dealing with more than one event, there are certain rules that we must follow
when studying probability of these events. These rules depend greatly on whether
the events we are looking at are Independent or dependent on each other.

First acknowledge that

Multiplication Rule (A∩B)

This region is referred to as ‘A intersection B’ and in probability; this region
refers to the event that both A and B happen. When we use the word
and we are referring to multiplication, thus A and B can be thought
of as AxB or (using dot notation which is more popular in probability) AB

If A and B are dependent events, the probability of this event happening
can be calculated as shown below:

If A and B are independent events, the probability of this event happening
can be calculated as shown below:

Conditional probability for two independent events can be redefined using the relationship
above to become:

The above is consistent with the definition of independent events, the occurrence
of event A in no way influences the occurrence of event B, and so
the probability that event B occurs given that event A has occurred
is the same as the probability of event B.

Additive Rule (A∪B)

In probability we refer to the addition operator (+) as or. Thus when
we want to we want to define some event such that the event can be A or B, to find
the probability of that event:

Thus it follows that:

But remember from set theory that and from the way we defined our sample space above:

and that:

So we can now redefine out event as

The above is sometimes referred to as the subtraction rule.

Mutual Exclusivity

Certain special pairs of events have a unique relationship referred to as mutual

Two events are said to be mutually exclusive if they can’t occur at the same time.
For a given sample space, its either one or the other but not both. As a consequence,
mutually exclusive events have their probability defined as follows:

An example of mutually exclusive events are the outcomes of a fair coin flip. When
you flip a fair coin, you either get a head or a tail but not both, we can prove
that these events are mutually exclusive by adding their probabilities:

For any given pair of events, if the sum of their probabilities is equal to one,
then those two events are mutually exclusive.

Rules of Probability for Mutually Exclusive Events

  • Multiplication Rule

    From the definition of mutually exclusive events, we should quickly conclude the

  • Addition Rule

    As we defined above, the addition rule applies to mutually exclusive events as follows:

  • Subtraction Rule

    From the addition rule above, we can conclude that the subtraction rule for mutually
    exclusive events takes the form;

Conditional Probability for Mutually Exclusive Events

We have defined conditional probability with the following equation:

We can redefine the above using the multiplication rule


Below is a venn diagram of a set containing two mutually exclusive events A
and B.

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