Probability and Combined Events

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Probability is the one branch of school mathematics where a correct calculation regularly contradicts a strong intuition — and where the intuition is usually the thing that is wrong. That makes it unusually worth doing carefully. The arithmetic is easy; the difficulty is always in stating precisely what event you are asking about.

What does a probability actually measure?

A probability measures how likely something is, as a number from 0, impossible, to 1, certain. When every outcome is equally likely, it is the number of outcomes where the event happens divided by the total number. A fair die has six faces, and three are even, so the probability of an even number is 3/6 = 1/2. See The Probability Scale, which places words such as unlikely and even chance on the same line. The fraction works because each equally likely outcome carries the same share of the certainty. The steps change when outcomes are not equally likely, as with a drawing pin landing point up: then the probability is estimated from trials, as successes over attempts. The chance that an event does not happen is 1 minus the chance that it does, so the chance of not rolling a six is 1 − 1/6 = 5/6. The probabilities of all the outcomes must add to 1: 1/2 + 1/2 = 1.

24040%

a percent is a hundredth, so n% of a quantity is that quantity × n/100

Make a quarter

00.51neveralways
Nothing is less likely than 0, and nothing is more likely than 1. Full lesson: The Probability Scale

Getting a number requires listing what could happen. Sample Space is the discipline of writing out every outcome, and it is the step people skip and then regret: the sample space for two dice has 36 entries, not 11, because a 3 and a 4 is a different outcome from a 4 and a 3.

123456123456234567345678456789567891067891011789101112every outcome of two dice: 36
Two dice have 36 outcomes. Written in a grid you can count them, not guess. Full lesson: Sample Space

Single-Event Probability then divides — favorable outcomes over total outcomes — with the condition that makes the division legitimate: the outcomes must be equally likely. Complementary Events turns a question about what does not happen into one about what does.

Probability from experiment rather than theory

Experimental Probability covers outcomes that cannot be counted.

The Law of Large Numbers says that estimate converges: the more trials, the closer the relative frequency settles to the true probability.

What the law does not say is that a run of heads makes tails "due". The coin has no memory, and each toss is independent. What actually happens is dilution: after a run of five heads, the effect of that run on the running proportion shrinks as thousands more tosses accumulate around it. The imbalance is not corrected, it is outweighed — which is the whole difference between the law of large numbers and the gambler's fallacy.

Expected Counts from a Chance runs it the other way: multiply the probability by the number of trials to predict how many times something should occur. Twenty rolls of a die should give roughly three or four sixes, and the gap between that and what happened is exactly the quantity every statistical test later measures.

the fair share, not a promise
about 10
The expected count is trials × probability: 60 × 1/6 is about 10 sixes. Full lesson: Expected Counts from a Chance

Now you

1234567

How many outcomes does picking a day of the week have?

1234

How many outcomes does a spinner in 4 equal parts have?

How do you handle two events at once?

To handle two events at once, draw them so that every outcome has a place. A Venn diagram shows two events as overlapping circles inside a box, splitting the outcomes into four regions: A only, B only, both, and neither. See Naming the Regions of a Venn Diagram. In a class of 30, suppose 12 play soccer, 10 play tennis, and 4 play both. Then 8 play soccer only, 6 play tennis only, and 30 − 8 − 6 − 4 = 12 play neither. The probability that a student picked at random plays a sport is 18/30 = 3/5. The regions never overlap and together cover everyone, so each student is counted exactly once. Adding the two totals counts the middle twice, which is why 12 + 10 = 22 overstates the 18 who play; subtract the overlap once. Confirm the diagram by adding the four regions back to the class: 8 + 6 + 4 + 12 = 30.

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the intersection is counted in both totals, so it is subtracted once: |A ∪ B| = |A| + |B| − |A ∩ B|

Make |A ∪ B| = 16

Udogcat6354
These 18 homes are sorted by whether they keep a dog, a cat, both, or neither. Full lesson: Naming the Regions of a Venn Diagram

Possibility Diagrams is the grid version for two-stage experiments, with the outcomes of one stage along the top and the other down the side. Two dice become a 6 × 6 grid where you can literally count the cells summing to 7, and Chance from Areas extends the same idea to continuous cases, where probability becomes a ratio of areas rather than a count.

Mutually Exclusive Events is the condition under which you may simply add: if two events cannot both happen, the chance of one or the other is the sum. When they can overlap, The Addition Rule for Overlapping Events subtracts the overlap once: P(A or B) = P(A) + P(B) − P(A and B).

Urolls a 1rolls a 61014
The two events share no face, so nothing is subtracted: 1/6 + 1/6 = 2 of the 6 faces. Full lesson: Mutually Exclusive Events
P(A) + P(B)the shared part was counted twiceP(A) + P(B) − P(A and B)
So add both chances, then subtract the chance of both happening. Full lesson: The Addition Rule for Overlapping Events

Independent Events is the condition under which you may simply multiply: if one event's outcome does not affect the other's chance, the probability of both is the product. Two coin tosses are independent; two cards drawn without replacement are not.

Now you

Udogcat6476

Which symbol names the overlap, the homes that keep both pets?

Udogcat6242

How many homes keep a dog and a cat?

How do tree diagrams work?

A tree diagram shows a sequence of events, with a set of branches for each stage and a probability on every branch. Multiply along a path for the chance of that sequence, and add the paths that answer the question. A bag holds 2 red and 3 blue counters; one is taken, replaced, and another taken. Both red has probability 2/5 × 2/5 = 4/25. One of each color happens two ways, so add both paths: 2/5 × 3/5 + 3/5 × 2/5 = 12/25. See Tree Diagrams. Multiplying works because the second stage happens in a fraction of the cases the first leaves. Adding works because different paths cannot happen together. If the counter is not replaced, the second branches change: after a red, 1 red is left among 4 counters, so both red becomes 2/5 × 1/4 = 1/10. The branches from each point add to 1, and so do all the paths: 4/25 + 12/25 + 9/25 = 1.

H
H
T
T
H
T
Multiply the chances along a path: 1/2 × 1/2 = 1/4 for two heads. Full lesson: Tree Diagrams

The Chance of At Least One is the first serious payoff. "At least one six in three rolls" spreads across seven paths; "no six at all" is one path. 1 − (5/6)³ ≈ 0.42. Doing it the long way is not wrong, it is just an invitation to lose a case.

Then the branches start changing. Without Replacement is the situation where taking one item alters what is left, so the second layer's fractions differ from the first — and differ per branch. Multiplying Along a Tree Without Replacement works the full calculation.

red
red
blue
blue
red
blue
The second branch reads 2/4, not 3/5, because the bag has changed. Full lesson: Without Replacement
take 2/4 of the 3/5
Multiply along the path: 3/5 of draws start red, and 2/4 of those draw red again. Full lesson: Multiplying Along a Tree Without Replacement

A bag holds 5 red and 3 blue. P(both red) = 5/8 × 4/7 = 20/56. The denominator dropped because a ball is gone; the numerator dropped because the ball that went was red.

Every without-replacement tree is already conditional probability, before the phrase is introduced. That second fraction, 4/7, is P(second red given first red) — it is not a new rule but the same one, written where the shrinkage is visible. Which is why the formal definition later should feel like a name for something you were already doing.

Now you

redredblue
blueredblue

A bag holds 3 red counters and 3 blue. Two are drawn and neither is put back. What is the chance of one of each color?

redredblue
blueredblue

A bag holds 4 red counters and 2 blue. Two are drawn and neither is put back. What is the chance of one of each color?

What is conditional probability?

Conditional probability is the probability of one event given that another has happened, so the sample space shrinks to the outcomes where the given event occurred. Conditional Probability shows that shrinking, and Conditional Probability Notation writes it: P(A | B) = P(A ∩ B) / P(B). Roll a fair die and suppose you are told the result is even. Only 2, 4 and 6 remain, so the chance of a 4 given an even result is 1/3, not 1/6. With the formula, 1/6 ÷ 3/6 = 1/3. Dividing rescales the smaller sample space so that its probabilities again add to 1. Order matters: the chance of an even result given a 4 is 1, since every 4 is even, while the chance of a 4 given an even result is 1/3. In a tree diagram, every branch in the second stage is already a conditional probability. The three outcomes left must share all of the probability: 1/3 + 1/3 + 1/3 = 1.

S: 20A: 8B: 10A ∩ B: 6P(A) = 8/20 = 0.4

P(A) = 8/20 counts A out of all 20 outcomes; conditioning on B shrinks the universe to B's 10

Condition on B and watch the denominator change

Uplays musicplays sport75
Given that a person plays music, only these 12 count, and 5 of them also play sport. Full lesson: Conditional Probability
P(A and B)divide by what the condition leaves
P(A and
So P(A | B) is the chance of both, divided by the chance of B. Full lesson: Conditional Probability Notation

Read that formula as a restriction rather than a division. The numerator counts outcomes where both happened; the denominator counts every outcome in the new, smaller world. On a two-way table it is reading down a single column and ignoring the rest, and the charts and displays guide covers the frequency tree.

Independence gets its real definition here: A and B are independent exactly when P(A | B) = P(A) — knowing B changes nothing.

Now you

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Which one means the chance of A, given that B has happened?

UAB3474

P(A and B) = 4/18 and P(B) = 11/18. What is P(A | B)?

Why do the famous problems catch everybody?

Famous probability puzzles catch people because each hides a condition the intuitive answer ignores. In the Monty Hall problem there are three doors and one prize. You pick a door, the host opens another door with no prize, and you may switch. Switching wins two times in three. Your first pick is right with probability 1/3, and the host's move does not change that, so the other closed door carries the remaining 1 − 1/3 = 2/3. The hidden condition is that the host knows where the prize is and never opens that door; a host opening a door at random would leave an even chance. Listing cases makes it plain: with the prize behind door 1, picking each door in turn, switching loses once and wins twice. The birthday paradox hides a count: 23 people form 23 × 22 ÷ 2 = 253 pairs, and each pair could share a birthday. The Monty Hall shares cover the whole prize: 1/3 + 2/3 = 1.

The Monty Hall Problem: the host knows where the prize is, and that knowledge moves the two-thirds onto the unopened door.

picked carswitch loses
picked goatswitch wins
If you picked a goat, the host must open the other goat, so the last door hides the car. Full lesson: The Monty Hall Problem

The Birthday Paradox: in a room of 23 people it is more likely than not that two share a birthday. The instinct compares you against 22 others; the event compares every pair. Computing it as 1 minus the chance of all different — 365/365 × 364/365 × 363/365 × … — makes the collapse visible.

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5 people make 10 pairs, and 23 people make 253. Any one of those pairs could match. Full lesson: The Birthday Paradox

Why a Positive Test Can Still Mean Healthy is the one with consequences outside a classroom. Take a disease affecting 1 in 1,000 and a test that is 99% accurate both ways, and run 100,000 people through it: about 99 of the 100 who have it test positive, and about 999 of the 99,900 who do not also test positive. A positive result is correct about 9% of the time.

positives
Of the 11 people who test positive, only 1 is really ill. The other 10 are false alarms. Full lesson: Why a Positive Test Can Still Mean Healthy
Nothing is wrong with the test. The error is swapping two conditional probabilities: P(positive | ill) really is 0.99, but the patient wants P(ill | positive), and those are different numbers whenever the two groups are different sizes. This is the same reversal that makes a p-value misread as the probability a hypothesis is false, in the sampling and inference guide.

Reversing a Tree: the Base-Rate Answer is the general method behind it. Build the tree in the order events happen, then read it backwards: the answer to "given the test was positive, what is the chance of illness" is the one relevant path divided by every path ending in a positive. That is Bayes' theorem, arrived at by counting rather than by formula.

P(ill | positive)one path divided by all the positive paths
Divide the ill path by all the positives: 0.00099 ÷ 0.01098, which is about 9 percent. Full lesson: Reversing a Tree: the Base-Rate Answer

Now you

car
goat

What is the chance of winning by switching?

car
goat

What is the chance of winning by staying?

The mistakes worth naming

Where this leads next

Counting outcomes stops being feasible once the sample space is large, and the fix is to count without listing — permutations, combinations and the set notation that organizes them, in the sets, counting and distributions guide, which also turns repeated trials into the binomial distribution. Turning an observed frequency into a claim about a population is the sampling and inference guide. And the fraction arithmetic every tree diagram runs on is in the fractions guide.

Your turn

Three to try — tap what you get.

A fair coin is tossed twice. P(two heads)?

One roll of a fair die. P(even)?

A bag holds 3 red and 2 blue. P(red)?

Questions and answers

When do you add probabilities and when do you multiply?
Add when you want one event or another on a single occasion, and multiply when you want one event and another across separate stages. Adding requires the events to be mutually exclusive, or you must subtract the overlap you counted twice. Multiplying requires the second probability to be the one that applies given the first has happened, which is why without-replacement problems change the second fraction.
What is the easiest way to find the probability of at least one?
Find the probability of none and subtract it from one. At least one covers many separate cases — exactly one, exactly two, and so on — while its opposite is a single case that multiplies straight down one branch of the tree. For three dice, the chance of at least one six is one minus five sixths cubed, which is about 0.42. The complement is not a shortcut, it is the standard method.
What does conditional probability actually mean?
It is the probability of one event given that another has already happened, and it means the sample space has shrunk. P(A given B) is worked out inside B alone, so the denominator becomes the number of outcomes in B rather than the total. Written as a formula it is P(A and B) divided by P(B). On a two-way table it is reading down one column instead of across the whole table.
Why should you switch doors in the Monty Hall problem?
Because your first choice was right one time in three, and that has not changed. The host always opens a losing door, so his action gives no information about your door but concentrates all the remaining probability onto the one door he did not open. Staying wins one third of the time, switching wins two thirds. The key is that the host knows where the prize is and never opens it by accident.
How can a positive test result still mean you are probably healthy?
Because when a condition is rare, the false positives from the huge healthy group outnumber the true positives from the tiny affected one. With a disease affecting one person in a thousand and a test that is 99 percent accurate, testing 100,000 people gives about 99 true positives and about 999 false positives, so a positive result is right only about nine percent of the time. The test is accurate; the base rate is what determines the answer.
Why do only 23 people give a fifty-fifty chance of a shared birthday?
Because the question is about pairs, not people, and 23 people form 253 pairs. Each pair has a small chance of matching, but there are enough of them that the chance of no match at all falls below a half. The intuition that fails is comparing yourself to everyone else, which is only 22 comparisons; the event asks about every pair in the room.
Mr. Chalk