P(A∪B)=P(A)+P(B)−P(A∩B) Probability of occurrence of at least one of two events A or B.
additionunion
Addition Theorem (3 Sets)
P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(B∩C)−P(A∩C)+P(A∩B∩C) Probability of occurrence of at least one of three events.
additionunion-three
Axiomatic Probability Sum
i=1∑nP(ωi)=1 The sum of probabilities of all elementary outcomes in a sample space equals 1.
applies whenAll ωi form a mutually exclusive and exhaustive sample space. axiomaticsample-space
P(Ei∣A)=∑j=1nP(Ej)P(A∣Ej)P(Ei)P(A∣Ei) Calculates the reverse conditional probability of partition E_i given outcome A.
applies whenPartitions Ei must be mutually exclusive and exhaustive, P(A)>0. bayesjee-advanced
Binomial Probability Distribution
P(X=r)=(rn)prqn−r The probability of achieving exactly r successes in n independent Bernoulli trials.
applies whenIndependent trials, two possible outcomes (success/failure), constant success probability p, and p+q=1. binomial-distributionjee-advanced
Classical Definition of Probability
P(E)=n(S)n(E) Probability of an event E evaluated using the count of favorable outcomes.
applies whenAll elementary outcomes in the sample space S must be equally likely.
classicalbasic
P(A′)=1−P(A) Probability of the non-occurrence of event A.
complementbasic
P(A∣B)=P(B)P(A∩B) Probability of event A occurring given that event B has already occurred.
applies whenP(B)>0 conditionaljee-advanced
De Morgan's Law in Probability
P(A′∩B′)=1−P(A∪B) Probability of neither event A nor event B occurring.
demorgancomplement
P(A−B)=P(A∩B′)=P(A)−P(A∩B) Probability of occurrence of event A but not event B.
differenceset-theory
Probability of Exactly One Event
P(A∩B′)+P(A′∩B)=P(A)+P(B)−2P(A∩B) Probability that exactly one of the two events A or B occurs.
symmetric-differenceexact
E(X)=i∑xipi The mean or expected value of a discrete random variable X.
applies whenDiscrete random variable with ∑pi=1. random-variableexpectationjee-advanced
Independent Events Condition
P(A∩B)=P(A)P(B) The defining condition for two events to be statistically independent.
applies whenEvents A and B are strictly independent.
independencejee-advanced
P(A∩B)=P(A)P(B∣A) Probability of the simultaneous occurrence of two dependent events.
applies whenP(A)>0 multiplicationjee-advanced
Addition for Mutually Exclusive Events
P(A∪B)=P(A)+P(B) Probability of occurrence of at least one of two mutually exclusive events.
applies whenA∩B=ϕ (The events are mutually exclusive). additionmutually-exclusive
P(A)=i=1∑nP(Ei)P(A∣Ei) The total probability of an event A across all exhaustive partitions of the sample space.
applies whenPartitions Ei must be mutually exclusive and exhaustive. total-probabilityjee-advanced
Variance of a Random Variable
Var(X)=i∑xi2pi−(E(X))2 The variance of a discrete probability distribution.
random-variablevariancejee-advanced