UNIT-I

REVIEW OF PROBABILITY

Objective:

 To gain the knowledge of the basic probability concepts

Syllabus:

Set definitions, set operations, probability introduced through sets and

relative frequency, Joint and conditional probability, Independent events,
combined experiments, Bernoulli trails.

Learning Outcomes:

At the end of the unit student will be able to:

 Define sample space, events, the terms related to probability theory and
set theory
 Describe probability theory in axiomatic approach
 Determine joint and conditional probabilities
 Apply joint and conditional probabilities for the representation of total
probability
 Distinguish dependent and independent events

Set definitions and operations:

 Set is a collection of objects, which are the elements of the set. If ‘S’ is a
set and ‘x’ is an element of S, we write x ϵ S else x ∉ S.

 A set can have no elements called as empty set, Ф.

 A finite set contains a finite number of elements say x 1,x2,x3,…..xn, S={

x1,x2,x3,…..xn}

Example: The set of possible outcomes of a dice roll is S= {1, 2, 3, 4, 5, 6}

The set of possible outcomes of tossing a coin S = {H, T}

 If every element of a set S is also an element of a set T, we say that S is a

subset of T.

S ⸦ T; if S ⸦ T and T⸦ S, two sets are said to be equal.

  The complement of a set S, w.r.t the universal set Ω, is the set {x ϵ Ω | x
∉ S} of all elements of Ω that do not belong to S, and is denoted by S c.

 The union of two sets S and T is the set of all elements that belong to S
or T (or both) and is denoted by S∪T.

S ∪ T = {x | x ϵ S or x ϵ T}

 The intersection of two sets S and T is the set of all elements that
belongs to both S and T.

S ∩ T = {x | x ϵ S or x ϵ T}

 Two sets are said to be disjoint if their intersection is empty.

The Algebra of Sets:

S ∪ T = T ∪ S; S ∩ Ω = S; S ∩ Sc = Ф; S ∪ Ω = Ω

Associative Law: S ∪ (T ∪ P) = (S ∪ T) ∪ P

Distributive Law: S ∩ (T ∪ P) = (S ∩ T) ∪ (S ∩ P)

S ∪ (T ∩ P) = (S ∪ T) ∩ (S ∪ P)

DeMorgan’s Laws: states that the complement of a union (intersection)

of two sets A and B equals the intersection (union) of the complements A c
and Bc.

(A∪B)C = AC∩BC; (A∩B)C = AC∪BC

Probability introduced through sets:

 Probability theory is the branch of mathematics concerned

with probability, the analysis of random phenomena.

 An experiment is a situation involving chance or probability that leads

to results called outcomes.

 An outcome is the result of a single trial of an experiment.

 An event is one or more outcomes of an experiment. It is a subset of

sample space.

 Probability is the measure of how likely an event is.

 Mutually exclusive: The random experiment results in the occurrence of

only one of the n outcomes. E.g. if a coin is tossed, the result is a head or
a tail, but not both. That is, the outcomes are defined so as to be
mutually exclusive.
  Equally likely: Each outcome of the random experiment has an equal
chance of occurring.

 Random experiment: A random experiment is a process leading to at

least two possible outcomes with uncertainty as to which will occur.

 Sample space: The collection of all possible outcomes of an experiment.

Several concepts of probability have evolved over the time: They are

 The classical approach

 The relative frequency approach

 The axiomatic approach

I) The classical approach

The classical approach of probability applies to equally probable events, such

as the outcomes of tossing a coin or throwing dice; such events were known as
"equipossible".

Probability = number of favorable equipossible / total number of relevant

equipossible.

P( A)  N ( A)
N
, where ‘N’ is the number of all possible outcomes.

Example: If one tosses a coin there are two mutually exclusive outcomes: head
or tail. Of these two outcomes, one is associated with the attribute heads; one
is associated with the attribute tails. If the coin is fair each outcome is equally
likely. In which case, P[head] = nA/n =1/2, where n=2 and nA is the number of
possible outcomes associated with a head (1).

Disadvantages:

 A Basic assumption in the definition of classical probability is that n is a

finite number; that is, there are only a finite number of possible
outcomes. If there are an infinite number of possible outcomes, the
probability of an outcome is not defined in the classical sense.

Examples:

 The roll of a die: There are 6 equally likely outcomes. The probability of
each is 1/6.
 Draw a card from a deck: There are 52 equally likely outcomes.
  The roll of two die: There are 36 equally likely outcomes (6x6): 6
possibilities for the first die, and 6 for the second. The probability of each
outcome is 1/36.

Note: An important thing to note is that classical probabilities can be deduced

from knowledge of the sample space and the assumptions. Nothing has to be
observed in terms of outcomes to deduce the probabilities.

II) The Relative Frequency Approach

 What if ‘n’ is not finite?

 What if the outcomes are not equally likely?
 In both the above cases classical definition of probability is not
applicable.
 In such cases, how a probability might be defined for an outcome that
has event (attribute) A.

Definition: One might take a random sample from the population of interest
and identify the proportion of the sample with event (attribute) A. That is,
calculate

No. of observations in the sample that posses event

Relative frequency of = -----------------------------------------------------------------
A in the sample No. of observations in the sample

Then assume”Relative freq of A in the sample” is an estimate of P[A].

Example: For example, one tosses a coin, which might or might not be fair,
100 times and observes heads on 52 of the tosses. One’s estimate of the
probability of a head is 0.52. Frequency probability allows estimating
probabilities when Classical probability provides no insight.

Experimental approach, the same experiment has to be repeated n times. If the

n ( A)
A occurs n(A) times, then the relative frequency of the event A is: n

And the probability of the event A is P ( A )  lim n(A)

n
n 

Limitation: Experiment has to be performed infinite number of times which may

not be a feasible option.

III) Axiomatic Approach

 The axiomatic approach builds up probability theory from a number of

assumptions (axioms).
 To define Axioms, there should be some sample space, i.e., the collection of
all possible outcomes of an experiment.
 The axiomatic approach introduces a probability space as its main
component
Example: if the experiment is tossing a coin   {H, T}.

For defining the value of P(A), there are nevertheless certain axioms which
should always hold for internal consistency.
Axioms of probability theory
1. P(A) should be a number between 0 and 1 Or P(A)≥0
2. If A represents a certain event then P(A)=1 Or P(S)=1
3. If A1 and A2 are mutually exclusive events then P(A1 or A2) = P(A1)+P(A2)
Or P( )=

Note: if the number of outcomes is finite and equally likely then one has the
Classical world of probability. Also note that the Frequency definition
assumes the existence of the probability function Pr[A]. The axiomatic
approach subsumes the Classical and Frequency approaches.

JOINT PROBABILITY:

 A joint probability is a statistical measure where the likelihood of two

events occurring together and at the same point in time is calculated.
Joint probability is the probability of event Y occurring at the same time
event X occurs.

P(X∩Y) = P(X) + P(Y) – P(X∪Y)

Example: A joint probability cannot be calculated when tossing a coin on the
same flip. Howerever, the joint probability can be calculated on the probability
of rolling a 2 and a 5 using two different dice.

Addition Rule 1: When two events A and B are mutually exclusive, the
probability that A and B will occur is the sum of the probability of each event.
P(AUB) = P(A) + P(B)
Example: A single 6-sided die is rolled. What is the probability of rolling a 2 or
5?

Addition Rule 2: When two events A and B are not mutually exclusive, the
probability that A and B will occur is
P(AUB) = P(A) + P(B) - P(A∩B)
Example: In a math class of 30 students, 17 are boys and 13 are girls. In a
unit test, 4 boys and 5 girls made an A grade. If a student is chosen at random
from the class, what is the probability of choosing a girl or an A student?

INDEPENDENT EVENTS:

 Two events, A and B, are independent if the fact that A occurs does not
affect the probability of B occurring.

Example: A dress drawer contains one pair of socks with each of the following
colors: blue, brown, red, white and black. Each pair is folded together in a
matching set. You reach into the sock drawer and choose a pair of socks
without looking. You replace this pair and then choose another pair of socks.
What is the probability that you will choose the red pair of socks both times?

There are a couple of things to note about this experiment. Choosing a

pairs of socks from the drawer, replacing it, and then choosing a pair again
from the same drawer is a compound event. Since the first pair was replaced,
choosing a red pair on the first try has no effect on the probability of choosing
a red pair on the second try. Therefore, these events are independent.

Multiplication Rule 1: When two events, A and B, are independent, the

probability of both occurring is:
P(A ∩ B) = P(A) · P(B)

DEPENDENT EVENTS:

 Two events are dependent if the outcome or occurrence of the first

affects the outcome or occurrence of the second so that the probability is
changed.

Example: A card is chosen at random from a standard deck of 52 playing

cards. Without replacing it, a second card is chosen. What is the probability
that the first card chosen is a queen and the second card chosen is a jack?

The outcome of choosing the first card has affected the outcome of
choosing the second card, making these events dependent.

Multiplication Rule 2: When two events, A and B, are dependent, the

probability of both occurring is:
P(A ∩ B) = P(A) · P(B|A)
Example: A teacher needs two students to help him with a science
demonstration for his class of 18 girls and 12 boys. He randomly chooses one
student who comes to the front of the room. He then chooses a second student
from those still seated. What is the probability that both students chosen are
girls?
CONDITIONAL PROBABILITY:

Problem: A math teacher gave her class two tests. 25% of the class passed
both tests and 42% of the class passed the first test. What percent of those who
passed the first test also passed the second test?

Analysis: This problem describes a conditional probability since it asks us to

find the probability that the second test was passed given that the first test was
passed.

Let A and B are two events which are dependent, i.e., occurrence of B depends
on occurrence of A, assuming A has already occurred, then the probability of
both occurring is

P (B/A) = P(A∩B)/P(A) given P(A) ≠ 0

Problem: The probability that it is Friday and that a student is absent is 0.03.
Since there are 5 school days in a week, the probability that it is Friday is 0.2.
What is the probability that a student is absent given that today is Friday?

P(Absent|Friday) = P(Friday and Absent) = 0.03 = 0.15 = 15%

P(Friday) = 0.2

Exhaustive Events: When a sample space S is partitioned into some mutually

exclusive events such that their union is the sample space itself then the
events are called exhaustive events or collective events.

Suppose a die is tossed and the sample space is S = {1,2,3,4,5,6}

Let A={1,2}, B={3,4,5} and C={6} Hence the events A,B and C are
mutually exclusive because A∩B∩C=ϕ and A∪B∪C=S

TOTAL PROBABILITY:

Example: In a certain country there are three provinces, call

them B1, B2, and B3 (i.e., the country is partitioned into three disjoint
sets B1, B2, and B3). One may be interested in the total forest area in the
country. Suppose that it is known that the forest area in B1, B2,
and B3 are 100km2, 50km2, and 150km2, respectively. What is the total forest
area in the country?
Answer: 100km2+50km2+150km2=300km2

That is, one can simply add forest areas in each province (partition) to
obtain the forest area in the whole country. This is the idea behind the law of
total probability, in which the area of forest is replaced by probability of an
event A. In particular, if one wants to find P(A), one can look at a partition of S,
and add the amount of probability of A that falls in each partition. One have
already seen the special case where the partition is B and B c: it is seen for any
two events A and B,

P(A)=P(A∩B)+P(A∩Bc)

and using the definition of conditional probability,

P(A∩B)=P(A|B)P(B) we can write

P(A)=P(A|B)P(B)+P(A|Bc)P(Bc)

One can state a more general version of this formula which applies to a general
partition of the sample space S.

Law of Total Probability:

If B1,B2,B3,⋯ is a partition of the sample space S, then for any event A we
have
P(A)=∑P(A∩Bi)=∑P(A|Bi)P(Bi)

Example: There are three bags that each contains 100 marbles:

 Bag 1 has 75 red and 25 blue marbles;

 Bag 2 has 60 red and 40 blue marbles;
 Bag 3 has 45 red and 55 blue marbles.

One of the bags is chosen at random and then picks a marble from the chosen
bag, also at random. What is the probability that the chosen marble is red?

Solution:

Let R be the event that the chosen marble is red. Let B i be the event that the
chosen Bag is ith one. It is already known that

P(R|B1)=0.75, P(R|B2)=0.60, P(R|B3)=0.45

One choose the partition as B1,B2,B3 Note that this is a valid partition
because, firstly, the Bi's are disjoint (only one of them can happen), and
secondly, because their union is the entire sample space as one the bags will
be chosen for sure, i.e., P(B1∪B2∪B3) = 1. Using the law of total probability, one
can write

P(R) =P(R|B1)P(B1)+P(R|B2)P(B2)+P(R|B3)P(B3)
=(0.75)(1/3)+(0.60) (1/3)+(0.45) (1/3)
=0.60
BAYES’ THEOREM:

One of the most useful results in conditional probability is stated i.e.,

Bayes’ rule. Suppose P(A|B) is known, one is interested in the probability
P(B|A). Using the definition of conditional probability, one have

P(A|B)P(B)=P(A∩B)=P(B|A)P(A)

Dividing by P(A), one obtains

P(B|A) = [ P(A|B)P(B) ] / [ P(A) ]

which is the Bayes’ rule. Often, in order to find P(A) in Bayes’ formula one need
to use the law of total probability, so sometimes Bayes’ rule is stated as

P(Bj|A) = [ P(A|Bj)P(Bj) ] / [ ∑ P(A|Bi)P(Bi) ]

Where B1, B2 ……Bn form a partition of the sample space.

Example: In the above example, suppose it is observed that the chosen marble
is red. What is the probability that Bag 1 was chosen?

Here P(R|Bi) is known but P(B1|R) is desired, so this is a scenario in

which one can use Bayes' rule. One have

P(B1|R) = [P(R|B1)P(B1)]/[P(R)]
= [0.75 × 0.5] / [0.6]
= 5/12
A. Objective questions at Remembering / Understanding level:

1) P(A ∩ B) + P(A ∩ ̅B) =

a) P(A) b) P(A ∪ B) c) P(B) d) P(A U B)

2) If A and B are any two events, the probability that exactly one of them
occurs is

a) P(A)+ P(B)- 2P(A∩B) b) P(A) + P(B) – P(AUB)

c) P(A∩̅B) + P(̅A∩B) d) P(̅A) + P(̅B)

3) if two events A and B are such that P(̅A) =0.3, P(B)=0.4 and P(A∩B)=0.5 then
P(B|A∩̅B) =

a) 1/3 b)1/4 c) 1/6 d) 1/8

4) If A and B are independent events such that P(B)=2/7, P(AU̅B)=0.8 then P(A)

a) 0.1 b) 0.2 c) 0.3 d) 0.4

5) Let A, B, C be pair-wise independent events with P(C)>0 and P(A∩B∩C)=0.

Then P(̅A∩̅B|C) is equal to

a) P(̅A) + P(̅B) b) P(A∩B) c) P(A) + P(B) d) P(̅A) – P(B)

6) 16 members are to be seated around a round table. If two particular

members among them are not to be side b side, the total number of
arrangements is

a) 16(16!) b) 14(16!) c) 12(16!) d) 13(16!)

7) How many different nine-digit numbers can be formed from the number 22
23 55 888 by rearranging its digits so that he odd digits occupy even
positions______________.

8) A box B1 contains 1 white ball, 3 red balls and 2 black balls. Another box B2
contains 2 white balls, 3 red balls and 4 black balls. A third box B3
contains 3 white balls, 4 red balls and 5 black balls. If 1 ball is drawn from
each of the three boxes B1, B2 and B3, the probability that all 3 drawn
balls are of the same color is

a) 110/648 b) 82/648 c) 164/648 d) 180/648

9) A problem in mathematics is given to tree students A, B and C and their

probabilities of solving the problem are 1/2, 1/3, and 1/4 respectively.
The probability that the problem is solved is _________________.
10) If event A occurs n(A) times, then the relative frequency of A is…..…… And

the probability of the event A is…………………

11) Probability space consists of …………...., …………… &…………..

12) If A is subset of B, B is subset of A, then A and B are called…………sets.

a) Disjoint b) Equal c) Complement d) Null

13) Any subset of the sample space S is called ………A sample point of S is

often referred to as ……………………

14) If A being an event, P (A) is non negative, and its range being …….…with

P(S) =………..

15) The conditional probability of two sets A and B is P(A/B) = ………………

a) P(A∩B)/P(A) b) P(A∩B)/P(B) c) P(AUB)/P(A) d) P(AUB)/P(B)

16) According to Total Probability theorem,

P(B/A1)P(A1)+P(B/A2)P(A2)+….P(B/An)P(An)=………..

a) P(An) b) P(B) c) P(An/B) d) P(B/An).

17) Which of the following statement is true for all B m∩Bn=ϕ according to Baye’s
Theorem?

i) P(Bn/A)= ÷

ii) P(A/Bn)= ÷

iii) P(Bm/Bn)= ÷

.iv) P(Am/Bn)= ÷

18) Two events, A and B, are mutually exclusive and each have a nonzero
probability and if the event A is known to occur, the probability of the
occurrence of event B is

a) One c) zero
b) Any positive value. d) Any value between 0 and 1
19) If A and B are any two sets which are mutually exclusive, then P(AUB)

=……………..
B. Question at Applying/ Analyzing level:

I) Multiple Choice Questions:

1) A committee of 5 persons is to be selected randomly from a group of 5 men

and 10 women. The probability that the committee consists of all women
is……….

a) 0.043 b) 0.084 c) 0.054 d) 0.063

2) What is P(A / B) if A subset of B?

a) 1 b) 0 c) P(A)/P(B) d) P(B)/P(A)

3) Two cards are drawn at random from a deck. Determine the probability that
both are aces.
a) 0.004 b) 0.04 c) 0.4 d) 1

4) Given that P(A)=0.9, P(b)= 0.89, P(A B)= 0.75, then P(AUB)=
a) 0.95 b) 0.59 c) 0.095 d) 0.059

5) Using De Morgans Theorem, = …………….

a) )= b) )= U
c) ) = d) )= U

6) A lot of 100 semiconductor chips contains 20 that are defective. Two chips
are selected at random, without replacement, from the lot. The probability
that the first one selected is defective is………..
a) 0.2 b) 0.1 c) 0.02 d) 0.01
7) Two numbers are chosen at random from among the numbers 1 to 10
without replacement. Determine the probability that the second number
chosen is 5.
a) 0.2 b) 0.1 c) 0.02 d) 0.01
8) One card is drawn at random from a pack of 52 cards. What is the
probability that the card drawn is a face card (Jack, Queen, and King only)?
a) 1/13 b) 3/13 c) 1/4 d) 9/52

9) The six sides of a fair die are numbered from 1 to 6.The die is rolled four
times. How many sequences of the four resulting numbers are possible?
a) 64 b) 63 c) 66 d) 62

10) A set of 4 elements has ………..subsets.

a) 24 b) 42 c) 44 d) 22
11) A fair dice is rolled twice. The probability that an odd number will follow an
even number is

a) 1/2 b) 1/6 c) 1/3 d) 1/4 [GATE-2005]

12) A fair coin is tossed 10 times. What is the probability that only the first two
tosses will yield heads? [GATE-2009]

a) (1/2)^2 b) 10C2 (1/2)^2 c) (1/2)^100 d) 10C2 (1/2)^10

13) A fair coin is tossed independently four times. The probability of the event
“the number of times heads shown up is more than the number of times
tails shown up” [GATE-2010]

a) 1/16 b) 1/8 c) 1/4 d) 5/16

14) A fair dice is tossed two times. The probability that the second toss results
is a value that is higher than the first toss is [GATE-2011]

a) 2/36 b) 2/6 c) 5/12 d) 1/2

15) A fair coin is tossed till a head appears for the first time. The probability
that the no. of required tosses is odd is [GATE-2012]

a) 1/3 b) 1/2 c) 2/3 d) 3/4

16) In a housing society, half of the families have a single child per family,
while the remaining half has two children per family. The probability that
a child picked at random has a sibling is _________________. [GATE-2014]

17) An unbiased coin is tossed an infinite number of times. The probability that
the 4th head appears at the tenth toss is

a) 0.067 b) 0.073 c) 0.082 d) 0.091 [GATE-2014]

18) A fair coin is tossed repeatedly till both head and tail appear at least once.
The average no. of tosses required is _____________. [GATE-2014]

19) The probability of getting a head in a single toss of a biased coin is 0.3. The
coin is tossed repeatedly till a head is obtained. If the tosses are
independent, then the probability of getting head for the first time in the
fifth toss is ___________________. [GATE-2016]
II) Problems:

1. An experiment consists of tossing two dice.

Identify the following:
(a) The sample space S.
(b) The event A that the sum of the dots on the dice equals 7.
(c) The event B that the sum of the dots on the dice is greater than 10.
(d) The event C that the sum of the dots on the dice is greater than 12.

2. Consider the experiment of tossing a fair coin repeatedly and counting the
number of tossesrequired until the first head appears.
(a) Find the probability that the first head appears on an even-numbered toss.
(b) Find the probability that the first head appears on an odd-numbered toss.

3. Consider a telegraph source generating two symbols, dots and dashes. We

observed that the dots were twice as likely to occur as the dashes. Determine
the probabilities of dot's occurring and the dash's occurring

4. A missile can be accidentally launched if two relays A and B both have

failed. The probabilities of A and B failing are known to be 0.01 and 0.03
respectively. It is also known that B is more likely to fail (probability 0.06) if A
has failed. Determine:
a) The probability of an accident missile launch
b) The probability that A will fail if B has failed
c) Are the events “A fails” and “B fails” statistically independent?

5. A number is selected at random from (1, 2, . . . , 100). Given that the

number selected is divisible by 2, determine the probability that it is divisible
by 3 or 5.

6. Two manufacturing plants produce similar parts. Plant 1 produces 1,000

parts, 100 of which are defective. Plant 2 produces 2,000 parts, 150 of which
are defective. A part is selected at random and found to be defective. What is
the probability that it came from plant 1?

7. In three boxes there are capacitors as shown in table. An experiment

consists of first randomly selecting a box, assuming each has the same
likelihood of selection, and then selecting a capacitor from the chosen box.

Capacitors(µF) Box1 Box2 Box3 Totals

0.01 20 95 25 140
0.1 55 35 75 165
1.0 70 80 145 295
Totals 145 210 245 600
 (a) Determine the probability of selecting a 0.01µF capacitor, given that box2
is selected?
(b) If a 0.01µF capacitor is selected, determine the probability that it comes
from box3?

8. Suppose that a laboratory test to detect a certain disease has the following
statistics. Let A = event that the tested person has the disease B = event that
the test result is positive .It is known that P(B / A) = 0.99 and P(B / A) = 0.005
and 0.1 percent of the population actually has the disease. What is the
probability that a person has the disease given that the test result is positive?

9. A random noise voltage at a given time may have any value from -10V to
10V. (a) What is the universal set describing noise voltage? (b) Find a set to
describe the voltages available from a half wave rectifier for positive voltages
that has linear output-input voltage characteristics. (c) Repeat parts (a) and (b)
if a dc voltage of -3V is added to the random noise.

10. A manufacturing plant makes radio that each contain an integrated circuit
(IC) supplied by three sources A, B and C. the probability that the IC in a radio
came from one of the sources is 1/3, the same of all sources. ICs are known to
be defective with probabilities 0.001, 0.003 and 0.002 for sources A, B and C
respectively.
a) What is the probability any given radio will contain a defective IC?
b) If a radio contains a defective IC, find the probability it came from
source A, B & C.

11. A binary symmetry channel of the communication system transmits three

symbols 0, 1 and 2. Define appropriate events A i,Bi,i-1,2,3, to represent
symbols after and before the channel, respectively. Assume channel transition
probabilities are all equal at P(Ai/ Bj)=0.1, i≠j, and are P(Ai/ Bj)=0.8 for
i=j=1,2,3, while symbol transmission probabilities are P(B 1)=0.5, P(B2)=0.3, and
P(B3)=0.2.
a) Evaluate the received symbol probabilities P(A 1),P(A2) and P(A3)
b) Evaluate the a posteriori probabilities of the system
12.Consider the switching network shown in Fig. It is equally likely that
a switch will or will not work. Evaluate the probability that a closed path
will exist between terminals a and b.