Probability Rules
Probability follows a few basic rules.
For any event A:
The probability of the full sample space is:
The probability of the empty event is:
These rules keep probability values meaningful. An event cannot be less than impossible or more than certain.
Complement Rule
The complement of A means "not A".
If the chance of rain is 0.3, the chance of no rain is:
Addition Rule
If events A and B cannot both happen:
If they can overlap:
The overlap is subtracted so it is not counted twice.
For example, suppose:
Then:
Consistency Checks
The rules are also debugging tools.
If a model says P(A) = 1.2, something is wrong. If a distribution over
exclusive labels sums to 1.4, something is wrong. If you add overlapping
events without subtracting the overlap, you double-count.
The word "exclusive" is doing work. If labels are exclusive, exactly one label can happen. If events overlap, the same outcome may be counted by both event names, so the overlap must be handled explicitly.
If P(A) = 0.25, what is P(not A)?
Compute it first, then check your number.
Hint
Use 1 - P(A).
Solution
P(not A) = 1 - 0.25 = 0.75. The complement takes whatever probability mass is
left outside event A, so the two probabilities add to 1.
Suppose P(A) = 0.4, P(B) = 0.5, and P(A and B) = 0.2.
What is P(A or B)?
Compute it first, then check your number.
Hint
Use P(A or B) = P(A) + P(B) - P(A and B).
Solution
P(A or B) = 0.4 + 0.5 - 0.2 = 0.7. The subtraction removes the overlap that
was counted once in P(A) and once in P(B).
Can a valid probability be 1.2?
Answer it first, then check.
Hint
Valid probabilities lie between 0 and 1.
Solution
No. A probability cannot be larger than 1. The value 1 means certainty, so
1.2 is outside the valid range.
For exclusive labels with probabilities 0.6, 0.3, and 0.1, what is the
total probability?
Compute it first, then check your number.
Hint
Add the three probabilities.
Solution
0.6 + 0.3 + 0.1 = 1, so the probabilities sum to 1. That is the required
total mass for exclusive labels.
Enter 1 if the overlap term is subtracted in P(A or B) because outcomes in
A and B were counted twice by P(A) + P(B).
Compute it first, then check your number.
Hint
An outcome in both A and B is included once in P(A) and once in P(B).
Solution
Enter 1. Adding P(A) + P(B) counts the overlap twice, so one copy of the
overlap must be subtracted.
Before Moving On
Probability rules keep uncertainty consistent.