I3 · Mathematics for AI

Probability Basics

Probability is a number between 0 and 1 that measures how likely an event is, where 0 means impossible and 1 means certain. When all outcomes are equally likely, it's the number of favourable outcomes divided by the total number of outcomes.

10 min Intermediate

What you need: The earlier topics of this module.

Definition

Probability is a number between 0 and 1 that measures how likely an event is, where 0 means impossible and 1 means certain. When all outcomes are equally likely, it's the number of favourable outcomes divided by the total number of outcomes.

In simple words

Roll a die. There are 6 faces and 3 of them are even, so the chance of an even number is 3/6 = 0.5. A weather app saying 70% rain is a probability too: of many days like today, about 7 in 10 had rain.

Why it matters

AI lives with uncertainty. A classifier doesn't say "spam", it says "spam with probability 0.93". LLMs choose each next word from a probability distribution. Loss functions, Naive Bayes and Bayesian networks are all built on these rules.

How it works

TermMeaningDie example
ExperimentSomething with an uncertain resultRolling a die
Sample space (S)All possible outcomes{1, 2, 3, 4, 5, 6}
EventA set of outcomes you care aboutRolling an even number

The rules

  • Every probability is between 0 and 1, and all outcomes together add to 1.
  • Complement: the chance something does not happen is 1 minus the chance it does.
  • Or: add the two chances, then subtract the overlap so it isn't counted twice.
  • And: for independent events, multiply the two chances.

Counting outcomes

Use permutations when order matters, such as a PIN. Use combinations when it doesn't, such as choosing a team.

The maths

Equally likely outcomes
Complement
Addition rule
Or: either event happens
And: both events happen
Independent events
Permutations and combinations

Pick one card from a 52-card deck. What is the chance of a heart or a king?

P(heart) = 13/52
P(king)  = 4/52
P(both)  = 1/52   (the king of hearts)
P(heart or king) = 13/52 + 4/52 − 1/52 = 16/52 ≈ 0.308

In code

Simulating 100,000 rolls gets very close to the exact answer of 0.5.

dice.py
import math
import random

random.seed(1)
rolls = [random.randint(1, 6) for _ in range(100_000)]
even = sum(1 for roll in rolls if roll % 2 == 0)
print("Simulated P(even):", round(even / len(rolls), 3))

print("Ways to pick 2 people from 5, order ignored:", math.comb(5, 2))
print("Ways to arrange 2 people from 5, order matters:", math.perm(5, 2))

Output

Simulated P(even): 0.501
Ways to pick 2 people from 5, order ignored: 10
Ways to arrange 2 people from 5, order matters: 20

Common mistakes

  • Adding probabilities without subtracting the overlap.
  • Multiplying probabilities of events that aren't independent.
  • The gambler's fallacy: after 5 heads, the next toss of a fair coin is still 50/50.

Check yourself

Question 1

1. What is the chance of rolling a number above 4 on a fair die?

Question 2

2. Toss two fair coins. What is the chance of two heads?

Question 3

3. P(rain) = 0.3. What is P(no rain)?

Summary

  • Probability runs from 0 to 1, and all outcomes add to 1.
  • Or: add and subtract the overlap. And (independent): multiply.
  • Order matters: permutation. Order doesn't: combination.

Finished reading?

Sources: Deisenroth, Faisal & Ong, Mathematics for Machine Learning