Harolds_Probability_Cheat_Sheet_2016
Harolds_Probability_Cheat_Sheet_2016
Cheat Sheet
30 May 2016
Probability
P ( A ∩B )=P ( A ) P (B)
(if independent)
Compliment Rule / P ( A ∪ A )=P ( A ) + P ( A ) =1 The compliemnt of event A (denoted
Subtraction Rule P( A)=1−P ( A ) c
A∨A ¿ means “not A”; it consists of
(“not”) P( A)=1−P ( A ) all simple outcomes that are not in A.
P( A ∩ B) Means the probability of A given B. Is
P ( A|B )=
Conditional Probability P( B) a rephrasing of the Multiplication
(“given that”) P ( A|B )=P( A) (if independent) Rule. P(A|B) is the proportion of
P ( B| A )=P( B) (if independent) elements in B that are ALSO in A.
P ( A )=P( A ∩ B1 )+…+ P( A ∩ Bn ) To find the probability of event A,
¿ P ( B 1 ) P ( A|B1 ) +… + P ( Bn ) P ( A|Bn ) partition the sample space into several
Total Probability Rule disjoint events. A must occur along
P ( A )=P( A ∩ B)+ P( A ∩ B) with one and only one of the disjoint
¿ P ( B ) P ( A|B ) + P ( B ) P ( A|B ) events.
P ( A ∩ B ) P ( A ) P ( B| A )
P ( A|B )= =
P ( B) P ( B) Allows us to reverse the order of a
Bayes’ Theorem conditional probability statement, and
P ( A ) P ( B| A ) is the only generally valid method!
¿
P ( A ) P ( B| A ) + P ( A ) P ( B| A )
Venn Diagrams