Brief Notes on Probability

Note

Please visit my Digital Notes page which contain a more updated reproduction and expansion of this article.

This is a brief writeup of some of my notes on how to calculate probabilities.

Notation

$P(A \cap B) \rightarrow$ The probability of A AND B

$P(A \cup B) \rightarrow$ The probability of A OR B

$P(A | B) \rightarrow$ The conditional probability of A given B

Formulae

Probability of A and B

$P(A \cap B) = P(A) \cdot P(B)$

Probability of A or B

$P(A \cup B) = P(A) + P(B) - P(A \cap B)$

Probability of A given B

$P(A | B) \rightarrow$ The conditional probability of A given B

Sources

1. E. Scheinerman, Mathematical Notation: A Guide for Engineers and Scientists
2. D. Zwillinger, CRC Standard Mathematical Tables and Formulae