68 practice questions on Probability , sorted Easy → Hard. Try each one first, then open its answer page for the worked explanation. Want the full theory first? Read the Probability notes .
U A B A and B A only B only Outside both circles: complement of (A union B) Venn diagram of the universal set U with events A and B, showing the intersection (A and B), the parts unique to each event, and the complement region outside both.
Easy - 20 questions Q12.
Two events that cannot occur simultaneously are:
A Independent eventsB Equally likely eventsC Mutually exclusive eventsD Complementary eventsShow answer & explanation →
Q15.
If events A and B are mutually exclusive, P(A or B) =
A P(A) × P(B)B P(A) + P(B)C P(A) + P(B) - P(A and B)D P(A) - P(B)Show answer & explanation →
Medium - 20 questions Q24.
A bag has 4 red and 6 blue balls. Two balls drawn without replacement. P(both red) =
A 12/100B 4/15C 2/5D 6/25Show answer & explanation →
Q25.
Bayes' theorem is used to:
A Add the probabilities of two mutually exclusive eventsB Update probability of hypothesis given new evidenceC Multiply the probabilities of two independent events togetherD Find the complement probability of a single given eventShow answer & explanation →
Q26.
Binomial distribution B(n,p) gives probability for:
A Continuous random variables measured across a defined intervalB Fixed n trials, each success probability p, independent, discreteC Symmetric distributions specifically where p equals one halfD Rare events occurring over a continuous span of time and spaceShow answer & explanation →
Q33.
The total probability theorem states:
A P(A) = sum of P(A|Bi)×P(Bi) for a partition {B1,...,Bn} of sample spaceB P(A) = P(A|B), treating conditioning as having no effectC P(A) = 1 - P(A), solved incorrectly as if A were its own complementD P(A ∩ B) = P(A)P(B), valid only under an unstated independence assumptionShow answer & explanation →
Q34.
Poisson distribution is used for:
A A fixed, predetermined number of independent Bernoulli trials each timeB Rare events in continuous time/space (e.g., calls per hour, defects per meter)C Large samples specifically, where the normal approximation applies bestD Symmetrical distributions centred specifically and exactly at the meanShow answer & explanation →
Q35.
Three cards are drawn from 52 without replacement. P(all aces) =
A 1/5525, an incorrectly simplified probabilityB 4/52, the probability for just the first cardC 3/52, the probability for just the second cardD 4/52 × 3/51 × 2/50Show answer & explanation →
Q36.
If events A and B are exhaustive, then:
A P(A ∩ B) = 1B P(A ∪ B) = 1C P(A) = P(B)D A and B are independentShow answer & explanation →
Q37.
The geometric distribution models:
A Number of successes in n trialsB Number of trials until first successC Rare eventsD Continuous outcomesShow answer & explanation →
Hard - 28 questions Q41.
Using Bayes' theorem: prior P(H) = 0.4, P(E|H) = 0.9, P(E|not H) = 0.3. Find P(H|E).
A 0.667B 0.500C 0.750D 0.600Show answer & explanation →
Q44.
For jointly distributed random variables X,Y: Cov(X,Y) = 0 implies:
A X and Y are independentB X and Y are uncorrelatedC X and Y are negatively correlatedD X = YShow answer & explanation →
Q45.
Negative Binomial distribution gives probability of:
A Exactly k failures before r-th successB Exactly k successes in n trialsC Time between eventsD First success on trial kShow answer & explanation →
Q46.
The characteristic function of a distribution is related to the MGF by substituting:
A t with -t, simply flipping the sign of the parameterB t with it (imaginary unit)C t with 1/t, inverting the parameter inside the MGFD t with t², squaring the parameter before substitutionShow answer & explanation →
Q47.
For n large, Poisson(lambda) can approximate Binomial B(n,p) when:
A p is large, close to one, regardless of how large n isB n is large and p is small with np = lambdaC n equals lambda precisely, while p remains otherwise unconstrainedD p equals 1 over n, with a loose requirement on the size of nShow answer & explanation →
Q48.
E[aX + bY] =
A aE[X] + bE[Y] (linearity of expectation)B a × b × E[X] × E[Y], treating expectation as multiplicativeC E[X] + E[Y], dropping the constants a and b entirelyD a × E[X] × b × E[Y], multiplying all four quantities togetherShow answer & explanation →
Q49.
The strong law of large numbers states:
A Sample mean converges in probability to population meanB Sample mean converges almost surely to population meanC Sample variance is generally assumed correct without further checkingD This applies mainly to normal distributions specificallyShow answer & explanation →
Q51.
Var(X + Y) when X and Y are not independent:
A Var(X) + Var(Y), the independent-case formulaB Var(X) + Var(Y) + 2Cov(X,Y)C Var(X) × Var(Y), an incorrect multiplicative formD Cov(X,Y) alone, without the individual variance termsShow answer & explanation →
Q52.
The probability that at least one event occurs: P(A ∪ B) = 1 - P(A' ∩ B') by:
A Bayes theorem, which relates conditional probabilitiesB De Morgan law and complement ruleC The multiplication rule for independent eventsD The total probability theorem across partitionsShow answer & explanation →
Q53.
In a Markov chain, the transition probability P(i,j) represents:
A P(Xn = j), the marginal probability of being in state j at time nB P(Xn+1 = j | Xn = i) - depends only on current stateC P(Xn+1 = j | all past), conditioning on the entire observed historyD P(Xi = i) × P(Xj = j), the product of two unrelated marginal probabilitiesShow answer & explanation →
Q55.
If X₁,...,Xₙ are iid with mean μ and variance σ², the central limit theorem says X̄ has approx distribution:
A N(μ, σ²)B N(μ, σ²/n)C N(0,1)D N(nμ, nσ²)Show answer & explanation →
Q56.
In hypothesis testing, type I error is:
A Failing to reject false null hypothesisB Rejecting true null hypothesisC Accepting true null hypothesisD Rejecting false null hypothesisShow answer & explanation →
Q57.
The convolution of two independent distributions gives:
A Product of their PDFsB Distribution of their sumC Distribution of their difference onlyD Their joint distributionShow answer & explanation →
Q59.
Exponential distribution is the only continuous distribution with the memoryless property. P(X > s + t | X > s) =
A P(X > s), reusing the original condition as the answerB P(X > t) - independent of past waiting timeC P(X > s+t), the unconditional probability of exceeding s+tD e<sup>-lambda</sup>, a constant with no dependence on s or t at allShow answer & explanation →
Q64.
Box 1 has 2 white and 3 black balls; Box 2 has 4 white and 1 black. A box is chosen at random and a white ball is drawn. The probability it came from Box 1 is:
Show answer & explanation →
Q65.
A card is drawn from a standard 52-card deck. The probability it is a king or a heart is:
A 4/13B 1/4C 17/52D 13/52Show answer & explanation →
Q68.
In 5 independent trials with success probability 1/2, the probability of exactly 3 successes is:
A 5/16B 5/32C 3/16D 10/16Show answer & explanation →