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Summary STK 210 Statistics – Probability Explained | Sample Space, Conditional Probability, Independence & Bayes’ Theorem (Study Guide)

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These study notes explain the core concepts of probability theory used in statistics for STK 210. The document provides clear explanations and examples to help students understand probability concepts used in statistical analysis and decision making. Topics covered include: • Sample space and outcomes • Events and set notation in probability • Probability rules and axioms • Complement and addition rules • Conditional probability and the multiplication rule • Independent vs mutually exclusive events • Law of total probability • Bayes’ theorem and probability updating These notes are useful for: • Exam preparation • Understanding probability theory • Solving probability problems in statistics courses.

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Chapter 2 (B)
Probability:
I will explain it in the exact order your brain needs to understand probability:
1. What is an outcome?
2. What is an event?
3. How probability is calculated
4. Rules of probability
5. Conditional probability (very important)
6. Independence
7. Bayes’ theorem (the hardest part)
I’ll go slowly and clearly — like you’ve never seen probability before.


PART 1 — WHAT IS PROBABILITY ACTUALLY?
Probability answers one question:
How likely is something to happen?
But mathematics needs structure.
So first we build a world of all possibilities.
That world is called the sample space.


SAMPLE SPACE (THE FOUNDATION)
Definition
A sample space is the set of all possible outcomes of an experiment.

Example 1 — Flip a coin
Possible outcomes:
S = {H, T}

Example 2 — Roll a die
S = {1,2,3,4,5,6}

Example 3 — Roll two dice
Now outcomes are pairs:
(1,1), (1,2), … (6,6)
Total outcomes:
6 × 6 = 36

, Types of sample spaces
1) Discrete
Countable outcomes
Example: number on dice
2) Continuous
Measured values
Example: weight of a person between 60 and 140 kg


EVENTS (WHAT WE ACTUALLY CARE ABOUT)
An event is a subset of the sample space.
Meaning:
We don’t care about all outcomes — only some.

Example — roll a die
S = {1,2,3,4,5,6}
Event A: even numbers
A = {2,4,6}
Event B: divisible by 3
B = {3,6}

So:
Sample space = everything possible
Event = something specific happening


SET LOGIC (VERY IMPORTANT FOR PROBABILITY)
You must understand these words:
Union → OR
Intersection → AND
Complement → NOT

Union (A ∪ B)
Occurs if A OR B happens
Intersection (A ∩ B)
Occurs if A AND B happen
Complement (Aᶜ)
Occurs if A does NOT happen
Mutually exclusive
Cannot happen together
A∩B=∅

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