ENGR 0020 Home Page
next previous contents

Next: Counting Techniques
Previous: Probability Axioms


Some Probability Rules

Rule 1: P(E¢ ) = 1 - P(E)
Proof: By Axiom 2, P(S)=1. Then since S=EÈE¢ we have P(EÈE¢) = P(S)=1. Furthermore, E and E¢ are mutually exclusive, so by Axiom 3, P(EÈE¢) = P(E)+P(E¢).  Thus P(E)+P(E¢) = 1.

Rule 2: P(f ) = 0
Proof: S¢=f . The from Rule 1, P(f)=P(S¢)=1-P(S) = 1-1 (by Axiom 2) = 0.

Rule 3: 0£P(E)£ 1.
Proof: First, 0£ P(E) by Axiom 1.  Consider P(E¢): since it is a probability, P(E¢) ³ 0 by Axiom 1, i.e., -P(E¢)£ 0 Þ 1-P(E¢) £ 1. But from Rule 1, P(E) = 1-P(E¢ ). Therefore P(E) £ 1.

Rule 4: For any two events E1 and E2, P(E1ÈE2) = P(E1)+P(E2)-P(E1ÇE2). As a special case, if E1 and E2 are mutually exclusive (so that P(E1ÇE2)=0), then P(E1ÈE2) = P(E1)+P(E2).

As an extension, P(E1ÈE2ÈE3) = P(E1)+P(E2)+P(E3) - P(E1ÇE2) - P(E2ÇE3) - P(E1Ç E3) + P(E1ÇE2ÇE3)

Rule 5: Suppose that the compound event E consists of a total of k simple events (say E1,E2,...,Ek). Then P(E)= P(E1)+P(E2)+...P(Ek). Note that each simple event is an outcome. This rule is especially useful when the number of possible outcomes is very large so that there are many compound events, but it is relatively easy to compute the probability of each simple event (outcome).

Rule 6: Suppose the sample space S has a total of N outcomes and each outcome is equally likely, i.e., each has a probability equal to 1/N. Then if an event E consists of a total of N(E) outcomes, it has probability P(E) = N(E)/N. This rule is very common in practice - in many experiments each of the simple events in S are equally likely.


ENGR 0020 Home Page
next previous contents

Next: Counting Techniques
Previous: Probability Axioms



Jayant Rajgopal