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Theoretical & Applied Statistics 4 Solvers: Events, Flexible, Series & Normal

Probability Calculator

Explore probability theory across single events, two independent events, multi-trial series, algebraic solvers, and continuous standard normal distributions.

Modify the values and click the Calculate button to use

• Two Events: Enter P(A) and P(B) to evaluate intersection, union, symmetric difference, and conditional probabilities.

• Flexible Solver: Enter any 2 known values to automatically solve all 8 related probabilities.

• Series of Events: Add multiple event rows and repetition counts to calculate joint and "at least one" probabilities.

• Normal Distribution: Specify mean, standard deviation, and interval bounds (supports -inf and inf) with shaded bell curve visualizer.

Probability of Two Events

To find out the union, intersection, and other related probabilities of two independent events.

Value between 0 and 1
Value between 0 and 1

Comprehensive Guide to Probability Theory & Distributions

Axioms of Kolmogorov, independent vs. dependent events, set algebra, and Gaussian normal distribution properties.

1Foundations of Probability & Kolmogorov Axioms

Probability is a mathematical framework for quantifying uncertainty. Formally established by Andrey Kolmogorov, all classical probability systems obey three fundamental axioms:

  1. Non-negativity: For any event E, 0 ≤ P(E) ≤ 1.
  2. Unit Measure: The probability of the entire sample space S is P(S) = 1.
  3. Countable Additivity: For any countable sequence of mutually exclusive events, the probability of their union is the sum of their individual probabilities.

2Core Set Theory Formulas & Probability Rules

Complement Rule

P(A') = 1 - P(A)

The probability that event A does NOT happen is one minus the probability that it does.

Multiplication Rule (Independent)

P(A ∩ B) = P(A) · P(B)

Two events are independent if the occurrence of one gives zero information about the likelihood of the other.

General Addition Rule

P(A ∪ B) = P(A) + P(B) - P(A ∩ B)

Subtracting the intersection prevents double-counting the overlapping region in the sample space.

Symmetric Difference

P(A Δ B) = P(A ∪ B) - P(A ∩ B)

The probability that either A occurs OR B occurs, but strictly NOT both simultaneously.

3Normal Distribution & Empirical 68-95-99.7 Rule

The normal (Gaussian) distribution is characterized by its symmetric bell curve centered at mean μ with spread determined by standard deviation σ. According to the Empirical Rule:

  • 68.27% of data falls within 1 standard deviation (μ ± 1σ).
  • 95.45% of data falls within 2 standard deviations (μ ± 2σ).
  • 99.73% of data falls within 3 standard deviations (μ ± 3σ).

Frequently Asked Questions

What is the difference between independent and mutually exclusive events?

Mutually exclusive events cannot happen at the same time (P(A ∩ B) = 0). Independent events CAN happen together, but the occurrence of one does not change the probability of the other (P(A ∩ B) = P(A) × P(B)). If two non-zero events are mutually exclusive, they CANNOT be independent.

How do you calculate the probability of "at least one" success in repeated trials?

The easiest method is using the complement rule: P(at least one success) = 1 - P(no successes at all). For example, if a coin is flipped 5 times, P(at least 1 head) = 1 - (0.5)⁵ = 1 - 0.03125 = 0.96875 (96.88%).

What does a Z-score represent in a normal distribution?

A Z-score measures how many standard deviations an observation X is away from the mean μ: Z = (X - μ) / σ. A positive Z-score indicates a value above the mean, while a negative Z-score indicates a value below the mean.

Can a probability be greater than 1 or negative?

No. By definition and mathematical axiom, all probabilities must fall strictly within the continuous range [0, 1] (or 0% to 100%). Values outside this range are invalid.