Probability quantifies uncertainty. The good news: most homework problems boil down to a small set of rules and a willingness to count carefully. This guide covers the foundation you need before moving on to distributions, hypothesis testing, or Bayesian inference.
What "probability" means
The probability of an event is
assuming all outcomes are equally likely. :
- = impossible.
- = certain.
- = a coin flip.
For non-equally-likely outcomes, you assign weights to each outcome (this is what a probability distribution does).
The three core rules
Addition rule (probability of A or B)
Subtract the intersection so you don't double-count. If and are mutually exclusive (can't both happen), the intersection is zero.
Example: drawing a card from a 52-card deck, . (One card is both King and Heart, hence the subtract.)
Multiplication rule (probability of A and B)
If and are independent (one doesn't affect the other), , simplifying to .
Example: rolling two dice, . (Rolls are independent.)
Conditional probability
The probability of given that has occurred. Foundation of Bayes' theorem and most of inferential statistics.
Example: a card drawn is a face card. What's the probability it's a King?
- .
- .
- .
Counting: permutations and combinations
For items choose :
- Permutations (order matters): .
- Combinations (order doesn't): .
The decision is "does swapping two of my chosen items give a different result?":
- Yes (e.g. gold vs silver medal) → permutation.
- No (e.g. choose a 5-person committee) → combination.
Worked example: lottery
Pick 6 numbers from 49. The order on your ticket doesn't matter — combination.
So .
Independent vs mutually exclusive (don't confuse them!)
- Independent: knowing doesn't change . Coin flips are independent.
- Mutually exclusive: and can't both happen. Rolling a die can't be both 1 and 2.
Two events can be one, the other, both, or neither. They are not the same concept, despite being commonly confused.
Common mistakes
- The gambler's fallacy: "I've flipped 5 heads in a row, so the next must be tails." Coin flips are independent — the past doesn't change future probability.
- Adding non-mutually-exclusive probabilities without subtracting the intersection. .
- Conflating with . The classic prosecutor's fallacy: "Given the defendant is innocent, the chance of this evidence is small; therefore given the evidence, the chance of innocence is small." Logically wrong without applying Bayes' theorem.
Try it yourself
Drop any probability problem into the Probability Calculator — addition, multiplication, conditional, with combinatorics. The AI walks you through every step.
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