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Probability

Probability is a measure of uncertainty regarding outcomes of random events. There are two types of probabilities - classical/mathematical probability which is based on well-defined sample spaces and equally likely outcomes, and statistical/empirical probability which is based on observed frequencies of outcomes from experiments. Key concepts in probability include random experiments, outcomes, events, mutually exclusive and exhaustive events, favorable cases, independent events, and the calculation of probabilities using formulas such as P(A) = Number of favorable cases/Total number of possible cases. Probability theory includes theorems on complementary events, union and intersection of events, and conditional probabilities.

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Varshney Nitin
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0% found this document useful (0 votes)
236 views21 pages

Probability

Probability is a measure of uncertainty regarding outcomes of random events. There are two types of probabilities - classical/mathematical probability which is based on well-defined sample spaces and equally likely outcomes, and statistical/empirical probability which is based on observed frequencies of outcomes from experiments. Key concepts in probability include random experiments, outcomes, events, mutually exclusive and exhaustive events, favorable cases, independent events, and the calculation of probabilities using formulas such as P(A) = Number of favorable cases/Total number of possible cases. Probability theory includes theorems on complementary events, union and intersection of events, and conditional probabilities.

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Varshney Nitin
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© © All Rights Reserved
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Probability

What is Probability??

Prepared By
Nitin Varshney
Assistant Professor
Agricultural Statistics
CoA, NAU, Waghai.
Introduction
• If an experiment is repeated under essentially homogeneous and
similar condition, we generally come across two types of situation
I. The result/outcome is unique or certain
This phenomenon are known as ‘deterministic’ or ‘predictable’. By
a ‘deterministic’ or ‘predictable’ phenomenon we mean one in which
the results can be predicted with certainty.
E.g.

If we know the value of V & R then we can easily find the value of
current. So this type of experiments are deterministic.
Introduction
II. The result is not unique but may be one of the several possible outcomes
This phenomenon are known as ‘in-deterministic’ or ‘unpredictable’ or
Probabilistic. Such phenomenon are frequently observed in business,
economics, social science or even in our day to day life.
E.g.

• A manufacturer cannot ascertain the future demand of his product


• Future life of electric bulb
• Tossing a die
Introduction
 Day to day life examples
• Possibly It will rain today.

• There is high chance that India will win this match.


• This year’s demand for the product is likely to exceed that of the last
year’s.
Introduction
• All the above sentences, with words like „possibly‟, „high chance‟, „likely‟
indicates the degree of uncertainty about the happening of the event.
• A numerical measure of uncertainty is provided by a very important
branch of Mathematics called the „Theory of probability‟

• A/C to Ya-Lin Chou “Probability is the science of decision making with


calculated risk in the face of uncertainty”.
Basic Terminologies
1. Random experiment: If in trial of an experiment conducted under
identical conditions, the outcome is not unique, but may be any of the
possible outcomes, then such an experiment is called random
experiment. Examples
i. Flipping a coin and observe the possible outcomes of head or tail.
ii. Throwing dice
iii. Selecting a card from a pack
2. Outcome: The result of a random experiment is called an outcome.
3. Trial: Any particular performance of a random experiment is called a
trial.
4. Event: Outcome or combination of outcomes are termed as events.
Example

– If a coin is tossed repeatedly, the result is not unique. We may get any of the
two faces (Head or Tail). Thus Tossing of a coin is Random Experiment/ Trial
and getting a head or Tail is an event.

– Experiment consist of throwing a six faced die, observing the number of


points that appear, the possible outcomes are

– In the same experiment , the possible events may be


• Odd numbers of points:- 1, 3, 5
• Even numbers of points:- 2, 4, 6
• Getting a point greater than 4:- (5, 6)
• Event is called simple if it corresponds to a single possible outcome of the
experiment otherwise it is known as a compound or composite event. E.g.
tossing a single die :- getting „6‟ is a simple event but event getting an even
number is a composite event. (2, 4, 6)
5. Exhaustive Events or Cases: The total number of possible outcomes of
a random experiment is known as the exhaustive events or cases.
Example:
– In tossing a coin two exhaustive cases.

– In throwing a die 6 exhaustive cases.

– In throwing two dice, the exhaustive number of cases is 62 =36.


6. Favorable Events or cases: The number of cases favourable to an event
in a trial is the number of outcomes which entail the happening of the
event. Example:
– In drawing a card from a pack of cards the number of cases favourable to
• Drawing of an ace is 4

• Drawing a spade is 13
• Drawing a red card is 26
– In throwing of two dice, the number of cases favourable to getting the
sum 5 is (1,4), (2,3), (3,2) & (4,1)

– Sum more than 10 is (5,6), (6,5) & (6,6)


7. Mutually Exclusive Events: Events are said to be mutually exclusive or
incompatible if the happening of any one of them precludes the
happening of all the others i.e. no two or more of them can happen
simultaneously in the same trial. Example:
– In throwing a die all the 6 faces numbered 1 to 6 are mutually exclusive since
if anyone of these faces comes, the possibility of others, in the same trial is
ruled out (two or more than two number cant come simultaneously)
– Similarly in tossing a coin the events Head & Tail are mutually exclusive.

8. Equally Likely Events: Outcomes of trial are said to be equally likely, if


there is no reason to expect one in preference to others. Example:
– In tossing a coin the events Head & Tail are equally likely events.
– In throwing a die all the 6 faces are equally likely to come.
9. Independent events: Several events are said to be independent if the
happening (or non-happening) of an event is not affected by the
occurrence of the remaining events. Example:
– In tossing an unbiased coin, the event of getting a Head in the first toss is
independent of getting a head in second, third and subsequent throws.
– When a die is thrown twice, the result of the first throw does not affect the
result of the second throw.
Mathematical/ Classical Probability
Definition (James Bernoulli)
If a random experiment results in „n‟ exhaustive, mutually exclusive
and equally likely outcomes, out of which „m‟ are favourable to the
occurrence of an event (E), then the probability (p) of occurrence of
event (E) is given by

Number of favourable cases m


p  P( E)  
Total number of exhaustive cases n
• Range of Probability is 0 to 1.
• If P(E)=1, then event is called certain event.
• If P(E)=0, then event is called impossible event.
Statistical/ Empirical Probability
Definition (Von Mises)
If an experiment is performed repeatedly under essentially
homogeneous and identical conditions, then the limiting value of the
ratio of the number of times the event occurs to the number of trials.
M
p  P( E)  lim
N  N

Q.1 Two unbiased dice are thrown. Find the probability.


i. Both the dice show the same number
ii. The first die shows 6
iii. The total of the number on the dice is 8
iv. The total of the number on the dice is greater than 8
v. The total of the number on the dice is 13.
Some Theorems on Probability
1. Probability of impossible event is zero.
2. Probability of the complementary event of E is given by
E
Eg. In an random experiment of flipping a coin. Complementary event
of Head is Tail and vice-versa.
P(H )  P(T )  1 P(H )
3. Addition Theorem of Probability
If A and B are any two events and both the events are not disjoint,
then
P( A  B)  P( A)  P( B)  P( A  B)

This symbol represents union of This symbol represents intersection


the sets. (Sum of A or B) of the sets.

A B
Q.2 A letter of the English alphabet is chosen at random. Calculate the
probability that the letter so chosen
i. Is a Vowel
ii. Precedes m and is a vowel
iii. Follows m and is a vowel .
Q.3 A, B and C are three mutually exclusive and exhaustive events associated
with a random experiment. Find P(A). Given that
3 1
P( B)  P( A) and P(C )  P( B)
2 2
Note:
• Whenever its comes “OR” in question we have to find “Union”.
• Whenever its comes “AND” in question we have to find “Intersection”.

Q. 4 Two dice are tossed. Find


the probability of getting
„an even number on the first die
or „a total of 8‟.
4. Conditional Probability
Suppose there is an event A then it probability will be
Numberof favourablecases m
p  P( A)  
Totalnumberof exhaustivecases n

Now suppose we have given some prior information that an event B is already
occurred then the probability of event A will be called conditional Probability.
Example: Let we have draw a card from a pack of card. Then the probability of
the event A: “ The card drawn is a king” will be
4 because there are four kings (m=4)
P( A) 
52 total number of cards (n=52)
Now suppose we are informed that the drawn card is red. So the event B, that
„card drawn is red‟ is already happened. So black card is not possible. So now
new total number of cases n will be 26 (only red cards)
Now conditional probability of event A
PA  B 2 1
P( A B)   
P(B) 26 13
5. Multiplication Theorem of Probability

PA  B  P( A).P( A B)
PA  B  P( B).P( A B)

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