5.2 MCQs-Probability
Probability
Basic Concepts
1. The probability of an event E, where 0≤P(E)≤1, represents:
The number of times an event occurs
The measure of certainty that the event will occur
The ratio of favorable outcomes to total possible outcomes in an experiment
Both 2 and 3
Show me the answer
Answer: 4. Both 2 and 3
Explanation:
Probability is formally defined as a numerical measure of the likelihood of an event.
In the classical approach for equally likely outcomes, P(E)=n(S)n(E), where n(E) is the number of favorable outcomes and n(S) is the total number of possible outcomes in the sample space S.
This value always lies between 0 (impossible event) and 1 (certain event).
2. The sample space for tossing two coins simultaneously is:
{H,T}
{HH,HT,TH,TT}
{HH,TT}
{H,T,H,T}
Show me the answer
Answer: 2. {HH,HT,TH,TT}
Explanation:
The sample space is the set of all possible distinct outcomes of a random experiment.
For two coins, each coin can be Head (H) or Tail (T).
The ordered outcomes are: (H,H), (H,T), (T,H), (T,T).
Note: HT and TH are different outcomes if the coins are distinguishable.
The total number of outcomes is 2×2=4.
3. An event that can never occur has a probability of:
0
1
0.5
-1
Show me the answer
Answer: 1. 0
Explanation:
The probability of an impossible event is 0.
For example, in a single die roll, the event "getting a 7" has probability 0.
Formally, if E=∅ (empty event), then P(E)=0.
This is an axiom of probability: P(∅)=0.
4. If an event is certain to occur, its probability is:
0
1
0.5
Depends on the experiment
Show me the answer
Answer: 2. 1
Explanation:
The probability of a certain event is 1.
For example, in a single die roll, the event "getting a number between 1 and 6 inclusive" has probability 1.
Formally, if E=S (the entire sample space), then P(E)=1.
This is an axiom of probability: P(S)=1.
Calculating Probability
5. When a fair die is rolled, what is the probability of getting an even number?
61
31
21
32
Show me the answer
Answer: 3. 21
Explanation:
Sample space S={1,2,3,4,5,6}, so n(S)=6.
Event E: getting an even number = {2,4,6}, so n(E)=3.
For a fair die, all outcomes are equally likely.
P(E)=n(S)n(E)=63=21.
6. From a standard deck of 52 cards, one card is drawn at random. What is the probability that it is a King?
131
41
521
134
Show me the answer
Answer: 1. 131
Explanation:
Total cards n(S)=52.
Number of Kings n(E)=4.
P(King)=524=131.
7. A bag contains 3 red, 4 blue, and 5 green marbles. If one marble is drawn randomly, the probability that it is NOT blue is:
124
128
123
125
Show me the answer
Answer: 2. 128
Explanation:
Total marbles n(S)=3+4+5=12.
Number of blue marbles = 4.
Event E: marble is blue.
We want P(Not Blue)=1−P(Blue).
P(Blue)=124.
P(Not Blue)=1−124=128=32.
Alternatively, count non-blue marbles: Red (3) + Green (5) = 8. So P=128.
Complementary Events
8. If the probability of an event A occurring is P(A)=0.7, then the probability of its complement A′ is:
0.3
0.7
0
1
Show me the answer
Answer: 1. 0.3
Explanation:
The complement rule states: P(A′)=1−P(A).
Given P(A)=0.7.
Therefore, P(A′)=1−0.7=0.3.
This follows from the fact that A and A′ are mutually exclusive and exhaustive: P(A)+P(A′)=1.
9. For any event E, which of the following is always true?
P(E)+P(E′)=0
P(E)+P(E′)=1
P(E)−P(E′)=0
P(E)=P(E′)
Show me the answer
Answer: 2. P(E)+P(E′)=1
Explanation:
This is the complement rule of probability.
Since E and E′ are mutually exclusive (no common outcomes) and together make up the entire sample space (E∪E′=S), their probabilities must sum to 1.
Formally: P(E)+P(E′)=P(S)=1.
Mutually Exclusive Events
10. Two events A and B are mutually exclusive if:
P(A∩B)=P(A)×P(B)
P(A∩B)=0
P(A∪B)=P(A)+P(B)
Both 2 and 3
Show me the answer
Answer: 4. Both 2 and 3
Explanation:
Mutually exclusive (disjoint) events cannot occur at the same time.
This means their intersection is empty: A∩B=∅, so P(A∩B)=0.
For mutually exclusive events, the addition rule simplifies: P(A∪B)=P(A)+P(B).
If events are not mutually exclusive, the general rule is P(A∪B)=P(A)+P(B)−P(A∩B).
11. If A and B are mutually exclusive events with P(A)=0.4 and P(B)=0.3, then P(A∪B) is:
0.7
0.12
0.1
1.0
Show me the answer
Answer: 1. 0.7
Explanation:
For mutually exclusive events, P(A∪B)=P(A)+P(B).
P(A∪B)=0.4+0.3=0.7.
Note: Since they are mutually exclusive, P(A∩B)=0, so it does not need to be subtracted.
Independent Events
12. Two events A and B are independent if:
P(A∩B)=0
P(A∩B)=P(A)+P(B)
P(A∩B)=P(A)×P(B)
P(A∪B)=P(A)+P(B)
Show me the answer
Answer: 3. P(A∩B)=P(A)×P(B)
Explanation:
Independence means the occurrence of one event does not affect the probability of the other.
The mathematical definition is: P(A∩B)=P(A)⋅P(B).
This is different from mutually exclusive events, where P(A∩B)=0.
Two events can be independent but still have some overlap (non-zero intersection).
13. A coin is tossed twice. The event "first toss is Head" and the event "second toss is Tail" are:
Mutually exclusive
Independent
Both mutually exclusive and independent
Neither mutually exclusive nor independent
Show me the answer
Answer: 2. Independent
Explanation:
Let A = "first toss is Head", B = "second toss is Tail".
The outcome of the first toss does not affect the second toss (they are separate trials).
Therefore, A and B are independent.
They are NOT mutually exclusive because the outcome (H, T) belongs to both A and B, so A∩B=∅.
Conditional Probability
14. The conditional probability P(A∣B) is defined as:
P(B)P(A)
P(B)P(A∩B), provided P(B)>0
P(A)P(B)
P(A∩B)
Show me the answer
Answer: 2. P(B)P(A∩B), provided P(B)>0
Explanation:
Conditional probability is the probability of event A given that event B has occurred.
The formula is P(A∣B)=P(B)P(A∩B).
This formula makes sense: we restrict the sample space to event B, and then find the proportion of B's outcomes where A also occurs.
The condition P(B)>0 is necessary to avoid division by zero.
15. If P(A)=0.5, P(B)=0.4, and P(A∩B)=0.2, then P(A∣B) is:
0.1
0.5
0.4
0.8
Show me the answer
Answer: 2. 0.5
Explanation:
Using the formula for conditional probability: P(A∣B)=P(B)P(A∩B)=0.40.2=0.5.
This means, given that B has occurred, the probability of A is 0.5.
16. For independent events A and B, P(A∣B) equals:
P(B)
P(A)
P(A∩B)
P(B)P(A)
Show me the answer
Answer: 2. P(A)
Explanation:
If A and B are independent, then knowing B occurred gives no information about A.
Formally, independence means P(A∩B)=P(A)P(B).
Substituting into the conditional probability formula: P(A∣B)=P(B)P(A∩B)=P(B)P(A)P(B)=P(A), provided P(B)>0.
Addition and Multiplication Rules
17. The general addition rule for any two events A and B is:
P(A∪B)=P(A)+P(B)
P(A∪B)=P(A)+P(B)−P(A∩B)
P(A∪B)=P(A)×P(B)
P(A∪B)=P(A∣B)+P(B∣A)
Show me the answer
Answer: 2. P(A∪B)=P(A)+P(B)−P(A∩B)
Explanation:
When adding probabilities, outcomes in the intersection A∩B are counted twice in P(A)+P(B).
To count them only once, we subtract P(A∩B).
If A and B are mutually exclusive, then P(A∩B)=0, and the rule simplifies to P(A∪B)=P(A)+P(B).
18. The multiplication rule for any two events A and B is:
P(A∩B)=P(A)+P(B)
P(A∩B)=P(A)×P(B)
P(A∩B)=P(A)×P(B∣A), provided P(A)>0
Both 2 and 3
Show me the answer
Answer: 3. P(A∩B)=P(A)×P(B∣A), provided P(A)>0
Explanation:
The general multiplication rule comes from rearranging the definition of conditional probability: P(B∣A)=P(A)P(A∩B).
Therefore, P(A∩B)=P(A)⋅P(B∣A).
Option 2, P(A∩B)=P(A)×P(B), is only true if A and B are independent.
The rule can also be written as P(A∩B)=P(B)⋅P(A∣B).
Law of Total Probability
19. For events A and B that form a partition of the sample space (A∪B=S and A∩B=∅), and another event E, the total probability P(E) equals:
P(E∣A)+P(E∣B)
P(A)P(E∣A)+P(B)P(E∣B)
P(A)+P(B)
P(E∩A)+P(E∩B)
Show me the answer
Answer: 2. P(A)P(E∣A)+P(B)P(E∣B)
Explanation:
The Law of Total Probability states that if A1,A2,...,An form a partition of S, then for any event E: P(E)=∑i=1nP(Ai)P(E∣Ai).
For a partition into two events A and B: P(E)=P(A)P(E∣A)+P(B)P(E∣B).
This is because E=(E∩A)∪(E∩B), and these two parts are disjoint.
Bayes' Theorem
20. Bayes' Theorem relates:
P(A∣B) and P(B∣A)
P(A) and P(A′)
P(A∪B) and P(A∩B)
Marginal and conditional probabilities
Show me the answer
Answer: 1. P(A∣B) and P(B∣A)
Explanation:
Bayes' Theorem provides a way to "reverse" conditional probabilities.
The formula is: P(A∣B)=P(B)P(B∣A)P(A).
It allows us to update the probability of hypothesis A given observed evidence B, using the known probability of evidence B given hypothesis A.
It is derived from the definition of conditional probability and the multiplication rule.
21. If P(A)=0.6, P(B∣A)=0.3, and P(B∣A′)=0.2, then using Bayes' Theorem, P(A∣B) is:
0.6×0.3+0.4×0.20.6×0.3
0.6+0.40.6×0.3
0.60.3
0.6×0.3
Show me the answer
Answer: 1. 0.6×0.3+0.4×0.20.6×0.3
Explanation:
First, find P(B) using the Law of Total Probability: P(B)=P(A)P(B∣A)+P(A′)P(B∣A′).
Here, P(A′)=1−0.6=0.4.
So, P(B)=(0.6×0.3)+(0.4×0.2).
Now apply Bayes' Theorem: P(A∣B)=P(B)P(B∣A)P(A)=(0.6×0.3)+(0.4×0.2)0.3×0.6.
Expected Value
22. The expected value (mean) of a discrete random variable X is defined as:
The most frequent value
The middle value when sorted
∑xiP(X=xi)
n∑xi
Show me the answer
Answer: 3. ∑xiP(X=xi)
Explanation:
For a discrete random variable X taking values xi with probabilities pi, the expected value is: E[X]=∑ixi⋅pi.
It is a weighted average of all possible values, weighted by their probabilities.
Option 4 describes the sample mean (average of observed values), not the theoretical expected value.
23. In a game where you win 10 withprobability0.1andlose $$1 $$ with probability 0.9, the expected value of your gain is:
1 $$
0.1 $$
0.1 $$
0.9 $$
Show me the answer
Answer: 2. 0.1 $$
Explanation:
Let X be the gain. X can be 10 or -1.
E[X]=(10×0.1)+((−1)×0.9)=1−0.9=0.1.
The expected gain is 0.10 $$. This means, on average, you gain 10 cents per play in the long run.
Variance and Standard Deviation
24. The variance of a random variable X measures:
Its average value
Its most likely value
The spread or dispersion around the mean
The probability of extreme values
Show me the answer
Answer: 3. The spread or dispersion around the mean
Explanation:
Variance, denoted Var(X) or σ2, quantifies how much the values of X differ from the expected value E[X].
Formula: Var(X)=E[(X−μ)2]=∑(xi−μ)2P(X=xi), where μ=E[X].
A higher variance indicates greater variability.
The standard deviation is the square root of the variance: σ=Var(X).
25. If X is a random variable with E[X]=5 and E[X2]=30, then its variance is:
5
25
30
35
Show me the answer
Answer: 1. 5
Explanation:
A useful formula for variance is: Var(X)=E[X2]−(E[X])2.
Given: E[X]=5, so (E[X])2=25.
Given: E[X2]=30.
Therefore, Var(X)=30−25=5.
Binomial Distribution
26. Which of the following is NOT a condition for a Binomial experiment?
Fixed number of trials (n)
Only two possible outcomes per trial (success/failure)
Constant probability of success (p) for each trial
Trials must be dependent on each other
Show me the answer
Answer: 4. Trials must be dependent on each other
Explanation:
The Binomial distribution models the number of successes in n independent and identical Bernoulli trials.
The four conditions are:
Fixed number of trials, n.
Each trial has only two outcomes: success (with probability p) or failure (with probability q=1-p).
Constant probability of success, p, for each trial.
The trials are independent of each other (the outcome of one trial does not affect another).
27. In a Binomial distribution with n=10 trials and probability of success p=0.2, the mean (expected number of successes) is:
1
2
4
10
Show me the answer
Answer: 2. 2
Explanation:
For a Binomial random variable X∼Bin(n,p):
Mean: μ=E[X]=n⋅p
Variance: σ2=n⋅p⋅(1−p)
Here, n=10, p=0.2.
E[X]=10×0.2=2.
28. The probability of getting exactly k successes in n independent trials is given by the formula:
k!(n−k)!n!pk(1−p)n−k
npk
k!pk
(kn)pn(1−p)k
Show me the answer
Answer: 1. k!(n−k)!n!pk(1−p)n−k
Explanation:
This is the probability mass function (PMF) of the Binomial distribution.
(kn)=k!(n−k)!n! is the binomial coefficient, counting the number of ways to choose which k of the n trials are successes.
pk is the probability of those k successes.
(1−p)n−k is the probability of the remaining n−k failures.
Normal Distribution
29. The standard Normal distribution has:
Mean = 0, Variance = 1
Mean = 1, Variance = 0
Mean = 0, Standard Deviation = 1
Both 1 and 3
Show me the answer
Answer: 4. Both 1 and 3
Explanation:
The standard Normal distribution, denoted Z∼N(0,1), is a special case of the Normal distribution.
It has mean (μ) = 0.
It has variance (σ2) = 1, which implies standard deviation (σ) = 1.
Any Normal random variable X∼N(μ,σ2) can be standardized using Z=σX−μ.
30. In a Normal distribution, approximately what percentage of data lies within one standard deviation of the mean?
50%
68%
95%
99.7%
Show me the answer
Answer: 2. 68%
Explanation:
This is the empirical rule (68-95-99.7 rule) for Normal distributions.
Approximately:
68% of data falls within μ±σ (one standard deviation).
95% of data falls within μ±2σ.
99.7% of data falls within μ±3σ.
These are approximate percentages based on the properties of the Normal density curve.
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