PROBABILITY & STATISTICS

Gauranga C Samanta

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

August 9, 2019

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 1 / 29

 Text Book:
Probability & Statistics for Engineering and the
Sciences by Devore, J. L., Cengage Learning, 8th
edition, 2012.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 2 / 29

 References Book
References:
1 Introduction to Probability and Statistics: Principles and
Applications for Engineering and the Computing Sciences by
Milton, J. S. and Arnold J. C., 4th edition, Tata McGraw-Hill,
2007
2 Freunds Probability and Statistics for Engineers by Johnson, R.
A., Miller, 8th edition, PHI, 2010.
3 Introductory Probability and Statistical Applications, by Meyer,
P. L., 2nd edition, Addison-Wesley, 1970.
4 Introduction to Probability Models, by Ross, S. M., 11th edition,
Academic Press, 2014..
5 Probability & Statistics for Engineers and Scientists by Walpole,
R. E., Myers, R. H., Myers, S. L., Ye, K. E., 9th edition, Pearson
Education, 2016.
Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 3 / 29
 Instructors:
1 Dr. Gauranga C Samanta (CC-115)

2 Dr. Shilpa Gondhali. (CC-116)

Dr. Prasanna Kumar N. (CC-203)

3

Tutorial Instructors:

1 Shah Parth, Jai Tushar, Karim Mosani,

Abhishek Yadav

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 4 / 29

Evaluation Scheme:

Component Dur. Max. Date & Remarks

Marks Time
Mid Sem. 90 90 5/10/19, CB
min- 09:00-
utes 10:30am
Surprise ** 90 ** OB
tests/Assign.
Compre. 3 120 10/12/19 CB
hours (FN)

CB: Closed Book, OB: Open Book

* There will be two Announced
Gauranga C Samanta (Dept. of Maths)
Quizzes (one before
Chapter-2(Basic Probability) August 9, 2019 5 / 29
 Miscellaneous

Chamber consultation hour:

Wednesday: 4:00 PM to 5:00 PM (CC-115).

Mail me at “[email protected]” to find

me.

All notices regarding the course MATH F113 will be

displayed on online course platform; moodle/LMS.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 6 / 29

 Outline

(i) Basic terminology

(ii) Axioms of probability and further properties
(iii) Conditional probability
(iv) Bayes theorem
(v) Independent events

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 7 / 29

 Basic Terminology

Experiment: An experiment is observing something happen or

conducting something under certain conditions which result is some
outecome.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 8 / 29

 Basic Terminology

Experiment: An experiment is observing something happen or

conducting something under certain conditions which result is some
outecome.
Deterministic Experiment: Under certain condition, an experiment
is conducted and its result is a known outcome

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 8 / 29

 Basic Terminology

Experiment: An experiment is observing something happen or

conducting something under certain conditions which result is some
outecome.
Deterministic Experiment: Under certain condition, an experiment
is conducted and its result is a known outcome
Random Experiment: An experiment or a process for which the
outcome cannot be predicted with certainty. Although the outcome of
the experiment will not be known in advance, but the set of all
possible outcomes is known.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 8 / 29

 Basic Terminology

Experiment: An experiment is observing something happen or

conducting something under certain conditions which result is some
outecome.
Deterministic Experiment: Under certain condition, an experiment
is conducted and its result is a known outcome
Random Experiment: An experiment or a process for which the
outcome cannot be predicted with certainty. Although the outcome of
the experiment will not be known in advance, but the set of all
possible outcomes is known.
Example: Birth of a child, Age at death of a person, life of electric
bulb, amount of rain fall, tossing a die, etc

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 8 / 29

 Basic Terminology Continued

Sample Space. The set of all possible outcomes of a random

experiment is known as the sample space of the experiment and is
denoted by S.
Events: Any subset E of sample space S of a random experiment is
known as event.
Algebra of Events: Union and intersection of finitely many events is
an event. Complement of an event is an event.
Mutually Eexclusive Events: The collection of events {A1 , A2 , · · · }
is said to be mutually exclusive, if Ai ∩ Aj 6= Φ, where i 6= j.
Exhaustive Events:The collection of events {A1 , A2 , · · · An } is said
to be exhaustive if ∪ni=1 Ai = S,

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 9 / 29

 Definition of Probability
Classical or Mathematical Definition of Probability (Laplace 1812)
Suppose a random experiment has N possible outcomes which are
mutually exclusive, exhaustive and equally likely.
Let M of these outcomes be favorable to the happening of event A,
then the probability of A is defined by p(A) = M
N

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 10 / 29

 Definition of Probability
Classical or Mathematical Definition of Probability (Laplace 1812)
Suppose a random experiment has N possible outcomes which are
mutually exclusive, exhaustive and equally likely.
Let M of these outcomes be favorable to the happening of event A,
then the probability of A is defined by p(A) = M
N

Example 1.
A committee of size 5 is to be selected from a group of 6 men and 9
women. If the selection is made randomly, what is the probability that the
committee consists of 3 men and 2 women?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 10 / 29

 Definition of Probability
Classical or Mathematical Definition of Probability (Laplace 1812)
Suppose a random experiment has N possible outcomes which are
mutually exclusive, exhaustive and equally likely.
Let M of these outcomes be favorable to the happening of event A,
then the probability of A is defined by p(A) = M
N

Example 1.
A committee of size 5 is to be selected from a group of 6 men and 9
women. If the selection is made randomly, what is the probability that the
committee consists of 3 men and 2 women?
What are the drawback of this definition
N needs to be finite
The definition is circular in nature as it is uses the term equally likely,
which means outcomes with equal probability.
Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 10 / 29
 Definition of Probability Continued

Relative Frequency
Let a random experiment is conducted large number of times
independently under identical condition.
Let an denote the number of times the event A occurs in n trials of
the experiment, we define p(A) = limn→∞ ann , provided the limit exist.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 11 / 29

 Definition of Probability Continued

Relative Frequency
Let a random experiment is conducted large number of times
independently under identical condition.
Let an denote the number of times the event A occurs in n trials of
the experiment, we define p(A) = limn→∞ ann , provided the limit exist.
What are the drawback of this definition
Actual observation of the experiment may not be possible sometimes

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 11 / 29

 Definition of Probability Continued

Relative Frequency
Let a random experiment is conducted large number of times
independently under identical condition.
Let an denote the number of times the event A occurs in n trials of
the experiment, we define p(A) = limn→∞ ann , provided the limit exist.
What are the drawback of this definition
Actual observation of the experiment may not be possible sometimes
√ √
n
Example: limtn→∞ n → 0, limitn→∞ n−n n
→1

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 11 / 29

 Definition of Probability Continued

Axiomatic Definition(Kolmogrov 1933)

Definition 2.
Let (Ω, B) be a measurable space. A set function p : B → R is said to be
a probability function if it satisfies the following three axioms:

(1) P(A) ≥ 0, A ∈ B
(2) P(Ω) = 1
(3) Any sequence Pof positive disjoint subset Ei ∈ B,
∞
P (∪∞ E
i=1 i ) = i=1 P(Ei ) (Axiom of countable aditivity)

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 12 / 29

 Further Properties

Let A and B be two events from a sample space S. Then

P(Φ) = 0
P(Ac ) = 1 − P(A)
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
n
X XX XX X
P (∪ni=1 Ai ) = P(Ai ) − P(Ai ∩ Aj ) + P(Ai ∩
i=1 i<j i<j<k
Aj ∩ Ak ) − · · · + (−1)n+1 P(∩ni=1 Ai )
If A ⊂ B, then we have P(A) ≤ P(B) and P(B\A) = P(B) − P(A)

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 13 / 29

 Problems

Problem-1: A die is loaded in such a way that the

probability of the face with j dots turning up is
proportional to j for j = 1, 2, · · · , 6. What is the
probability, in one roll of the die, that an odd number of
dots will turn up?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 14 / 29

 Problems

Problem-1: A die is loaded in such a way that the

probability of the face with j dots turning up is
proportional to j for j = 1, 2, · · · , 6. What is the
probability, in one roll of the die, that an odd number of
dots will turn up?
9
Ans: 21

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 14 / 29

 Problems

Problem-1: A die is loaded in such a way that the

probability of the face with j dots turning up is
proportional to j for j = 1, 2, · · · , 6. What is the
probability, in one roll of the die, that an odd number of
dots will turn up?
9
Ans: 21
Problem-2: Six cards are drawn with replacement. What
is the probability that each of the four suits will be
represented at least once among the six cards?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 14 / 29

 Problems

Problem-1: A die is loaded in such a way that the

probability of the face with j dots turning up is
proportional to j for j = 1, 2, · · · , 6. What is the
probability, in one roll of the die, that an odd number of
dots will turn up?
9
Ans: 21
Problem-2: Six cards are drawn with replacement. What
is the probability that each of the four suits will be
represented at least once among the six cards?
Ans: 195
512

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 14 / 29

 Problems Continued

Problem-3: Suppose there are n persons in a party.

Assume n ≤ 365 and no person has birthday on 29th Feb.
What is the probability that at least two persons share the
same birthday?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 15 / 29

 Problems Continued

Problem-3: Suppose there are n persons in a party.

Assume n ≤ 365 and no person has birthday on 29th Feb.
What is the probability that at least two persons share the
same birthday?
Problem-3: If four married couples are arranged to be
seated in a row, what is the probability that no married
couple will seat together?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 15 / 29

 Problems Continued

Problem-3: Suppose there are n persons in a party.

Assume n ≤ 365 and no person has birthday on 29th Feb.
What is the probability that at least two persons share the
same birthday?
Problem-3: If four married couples are arranged to be
seated in a row, what is the probability that no married
couple will seat together?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 15 / 29

 Conditional Probability

Definition 3.
For any two events A and B with P(B) > 0, the conditional probability
of A given that B has already occured is defined by P(A|B) = P(A∩B)
P(B)

Note: If A1 , · · · , An are pairwise disjoint, then

∞ ∞
X X P(Ai ∩ B)
P(∪∞ A
i=1 i |B) = P(A i |B) =
P(B)
i=1 i=1
Multiplication Rule:
P(A ∩ B) = P(B)P(A|B, where P(B) > 0 or P(A)P(B|A), where
P(A) > 0.
P(∩ni=1 Ai ) =
P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 )P(A4 |A1 ∩ A2 ∩ A3 ) · · · P(An |A1 ∩ · · · ∩ An−1 )
n−1
= P(An | ∩i=1 Ai )
Note: P(Ac |B) = 1 − P(A|B)

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 16 / 29

 Total Probability

Theorem 4.
Let B1 , B2 , · · · , Bn , · · · be pairwise disjoint events with B = ∪∞ i=1 Bi , then
X∞
for any event A, P(A ∩ B) = P(A|Bj )P(Bj ), further if P(B) = 1 or
j=1
∞
X
B = Ω, then P(A) = P(A|Bj )P(Bj )
j=1

Example 5.
Suppose a calculator manufacturer purchase his IC’s from supliers
B1 , B2 , B3 with 40% form B1 , 30% from B2 , and 30% from B3 . Suppose
1% of supply from B1 is defective, 5% from B2 and 10% from B3 is
defective. What is the probability that a randomly selected IC from the
manufacturer stock is defective?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 17 / 29

 Problems

Problem: Two computers A and B are to be marked. A

salesman who is assigned the job of finding customers for
them has 60% and 40% chances respectively of
succeeding in case of computer A and B. The two
computers can be sold independently. Given that he was
able to sell at least one computer, what is the probability
that computer A has been sold?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 18 / 29

 Problems Continued

Problem: A certain drug manufactured by a company is

tested chemically for its toxic nature. Let the event ‘the
drug is toxic’ be denoted by E and the event ‘the
chemical test reveals that the drug is toxic’ be deonted by
F . Let P(E ) = θ, P(F |E ) = P(F c |E c ) = 1 − θ. Then
show that probability that the drug is not toxic given that
the chemical test reveals that it is toxic is free from θ

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 19 / 29

 Problems Continued

Problem: ‘n’ different objects 1, 2, · · · , n are distributed

at random in n places marked 1, 2, · · · , n. Find the
probability that none of the objects occupies the place
corresponding to its number.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 20 / 29

 Problems Continued

Problem: ‘n’ different objects 1, 2, · · · , n are distributed

at random in n places marked 1, 2, · · · , n. Find the
probability that none of the objects occupies the place
corresponding to its number.
n
X (−1)k
Ans:
k!
k=0

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 20 / 29

 Problems Continued

Problem: ‘n’ different objects 1, 2, · · · , n are distributed

at random in n places marked 1, 2, · · · , n. Find the
probability that none of the objects occupies the place
corresponding to its number.
n
X (−1)k
Ans:
k!
k=0
Problem: If n letters are randomly placed in correctly
addressed envelopes, find the probability that exactly r
letters are placed in correct envelopes.
n−r
1
X (−1)k
Ans: r ! , r = 1, 2, · · · , n − 2
k!
k=0

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 20 / 29

 Baye’s Theorem

Example 6.
A chain of video stores sells three different brands of DVD players. Of its
DVD players sales, 50% are brand 1, 30% are brand 2, and 20% are brand
3. Each manufacturer offers a 1-year warranty on parts and labor. It is
known that 25% of brand 1’s DVD players require warranty repair work,
whereas the corresponding percentages of brands 2 and 3 are 20% and
10% respectively.
1. What is the probability that a randomly selected purchaser has bought
a brand 1 DVD player that will need repair while under warranty?
2. What is the probability that a randomly selected purchaser has DVD
player that will need repair while under warranty?
3. If a customer returns to the store with DVD player that needs
warranty repair work, what is the probability that it is a brand 1?
brand 2? and brnd 3?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 21 / 29

 Baye’s Theorem Continued

Theorem 7.
Let A1 , A2 , · · · , Ak be a collection of k mutually exclusive and exhaustive
events with prior probabilities P(Ai ), (i = 1, 2, · · · , k). Then for any other
events B for which P(B) > 0, the posterior probability of Aj given that B
P(Aj ∩B) P(B|Aj )P(Aj )
has occurred is P(Aj |B) = P(B) = k , where
X
P(B|Ai )P(Ai )
i=1
j = 1, 2, · · · , k

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 22 / 29

 Problems

Problem: Two boxes containing marbles are placed on a

table. The boxes are labeled B1 and B2 . Box B1 contains
7 green marbles and 4 white marbles. Box B2 contains 3
green marbles and 10 yellow marbles. The boxes are
arranged so that the probability of selecting box B1 is 13
and the probability of selecting box B2 is 23 . Kathy is
blindfolded and asked to select a marble. She will win a
color TV if she selects a green marble.
(a) What is the probability that Kathy will win the TV
(that is, she will select a green marble)?
(b) If Kathy wins the color TV, what is the probability
that the green marble was selected from the first box?
Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 23 / 29
 Problems Continued

Problem: Suppose box A contains 4 red and 5 blue chips

and box B contains 6 red and 3 blue chips. A chip is
chosen at random from the box A and placed in box B.
Finally, a chip is chosen at random from among those now
in box B. What is the probability a blue chip was
transferred from box A to box B given that the chip
chosen from box B is red?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 24 / 29

 Problems Continued

Problem: Sixty percent of new drivers have had driver

education. During their first year, new drivers without
driver education have probability 0.08 of having an
accident, but new drivers with driver education have only
a 0.05 probability of an accident. What is the probability
a new driver has had driver education, given that the
driver has had no accident the first year?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 25 / 29

 Problems Continued

Problem: One-half percent of the population has blood

cancer. There is a test to detect blood cancer. A positive
test result is supposed to mean that you have blood
cancer but the test is not perfect. For people with blood
cancer, the test misses the diagnosis 2% of the times.
And for the people without blood cancer, the test
incorrectly tells 3% of them that they have blood cancer.
(a) What is the probability that a person picked at
random will test positive?
(b) What is the probability that you blood cancer given
that your test comes back positive?
Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 26 / 29
 Problems Continued

Problem: A slip of paper is given to person A who marks

it either with a plus sign or a minus sign; the probability
of his writing a plus sign is 13 . A passes the slip to B, who
may either leave it alone or change the sign before passing
it to C . next C passes the slip to D after perhaps
changing the sign. Finally D passes it to an Instructor
after perhaps changing the sign. The Instructor sees a
plus sign on the slip. It is known that B, C and D each
change the sign with probability 23 . Find the probability
that A originally wrote a plus sign.

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 27 / 29

 Problems Continued

Problem: A slip of paper is given to person A who marks

it either with a plus sign or a minus sign; the probability
of his writing a plus sign is 13 . A passes the slip to B, who
may either leave it alone or change the sign before passing
it to C . next C passes the slip to D after perhaps
changing the sign. Finally D passes it to an Instructor
after perhaps changing the sign. The Instructor sees a
plus sign on the slip. It is known that B, C and D each
change the sign with probability 23 . Find the probability
that A originally wrote a plus sign.
13
Ans: 41

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 27 / 29

 Problems Continued

Problem: Suppose that we have three cards that are

identical in form, except that both sides of the first card
are colored red, both sides of the second card are colored
black, and one side of the third card is colored red and the
other side black. The three cards are mixed up in ahat,
and one card is radomly selected and put down on the
ground. If the upper side of the chosen card is colored red,
what is the probability that the other side is colored black?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 28 / 29

 Problems Continued

Problem: Suppose that we have three cards that are

identical in form, except that both sides of the first card
are colored red, both sides of the second card are colored
black, and one side of the third card is colored red and the
other side black. The three cards are mixed up in ahat,
and one card is radomly selected and put down on the
ground. If the upper side of the chosen card is colored red,
what is the probability that the other side is colored black?
Ans: 31

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 28 / 29

 Problems Continued

Problem: A plane is missing, and it is presumed that it

was equally likely to have gone down in any of three
possible regions. Let 1 − βi , i = 1, 2, 3, denote the
probability that the plane will be fuond upon a search of
the ith region when the plane is, in fact, in that region.
(The constant βi are called overlook probabilities,
because they represent the probability of overlooking the
plane; they are generally attributable to geographical and
environmental conditions of the regions.) What is the
conditional probability that the plane is in the ith region
given that a search of region 1 is unsuccessful?

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 29 / 29

 Problems Continued

Problem: A plane is missing, and it is presumed that it

was equally likely to have gone down in any of three
possible regions. Let 1 − βi , i = 1, 2, 3, denote the
probability that the plane will be fuond upon a search of
the ith region when the plane is, in fact, in that region.
(The constant βi are called overlook probabilities,
because they represent the probability of overlooking the
plane; they are generally attributable to geographical and
environmental conditions of the regions.) What is the
conditional probability that the plane is in the ith region
given that a search of region 1 is unsuccessful?
Ans: β1β+2
1
, for 2 and 3, β11+2
Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 29 / 29
 Thank you for your attention

Gauranga C Samanta (Dept. of Maths) Chapter-2(Basic Probability) August 9, 2019 30 / 29