Lecture No.

Course: Probability and Statistics

Instructor Mr. Muhammad Hashir Zubair

Department of Mathematics
Khwaja Fareed University of Engineering
and Information Technology
•IN THIS PART OF THE COURSE, YOU
WILL LEARN:
•Basic Probability Theory
•Discrete Probability Distributions
•Continuous Probability Distributions
 As the basic concepts of Probability
Theory are very clearly explained through
Set Theory, we will begin with a review of
basic set theory.
In addition, we will review Counting
Rules which are required for solving
various problems in probability.
 TOPICS FOR TODAY

•Set Theory
•Counting Rules:
The Rule of Multiplication
 “SET”:

• A set is any well-defined collection or list

of distinct objects, e.g. a group of students,
the books in a library, the integers between 1
and 100, all human beings on the earth, etc.
The term well-defined here means that any
object must be classified as either belonging or
not belonging to the set under consideration,
and the term distinct implies that each object
must appear only once.
The objects that are in a set, are called
members or elements of that set. Sets are
usually denoted by capital letters such as A, B,
C, Y, etc., while their elements are represented
by small letters such as, a, b, c, y, etc.
Elements are enclosed by parentheses to
represent a set.
For example:
 Examples of Sets:

A = {a, b, c, d} or
B = {1, 2, 3, 7}
The Number of a set A, written as n(A), is
defined as the number of elements in A.
 If x is an element of a set A, we write x 
A which is read as “x belongs to A” or x is in
A.
If x does not belong to A, i.e. x is not an
element of A, we write x  A.
 A set that has no elements is called an
empty or a null set and is denoted by the
symbol .
(It must be noted that
{0} is not an empty set as it contains an
element 0.)
 If a set contains only one element, it is
called a unit set or a singleton set.
It is also important to note the difference
between an element “x” and a unit set {x}.
 A set may be specified in two ways:
1. We may give a list of all the elements of a
set
(the “Roster” method),
e.g.
A = {1, 3, 5, 7, 9, 11} ;
B = {a book, a city, a clock, a
teacher};
 2. We may state a rule that enables us to
determine whether or not a given object is a
member of the set
(the “Rule” method or
the “Set Builder” method),
e.g.

A = {x | x is an odd number and x < 12}

meaning that A is a set of all elements x such
that x is an odd number and x is less than 12.
(The vertical line is read as “such that”.)
 An important point to note is that:
The repetition or the order in which the
elements of a set occur, does not change the
nature of the set.
The size of a set is given by the number
of elements present in it.
This number may be finite or infinite.
Thus a set is finite when it contains a
finite number of elements, otherwise it is
an infinite set.
The Empty set is regarded as a Finite set.
 Examples of finite sets:
i) A = {1, 2, 3, …, 99, 100};

ii) B = {x | x is a month of
the year};

iii) C = {x | x is a printing
mistake in a book};

iv) D = {x | x is a living citizen

of Pakistan};
 Examples of infinite sets:
i) A = {x | x is an even
integer};
ii) B = {x | x is a real number
between 0 and 1 inclusive},
i.e. B = (x | x 0 < x < 1}
iii) C = {x | x is a point on a line};
iv) D = {x | x is a sentence in a
English language}; etc.
 SUBSETS

A set that consists of some elements of

another set, is called a subset of that set.
For example, if B is a subset of A, then
every member of set B is also a member of
set A.
 If B is a subset of A, we write:
BA
or equivalently:
AB
‘B is a subset of A’ is also read as ‘B is contained in A’,
or ‘A contains B’.
EXAMPLE

If A = {1, 2, 3, 4, 5, 10}
and B {1, 3, 5}
then B  A,
i.e. B is contained in A.
 It should be noted that any set is always
regarded a subset of itself.
and an empty set  is considered to be a subset
of every set.
 Two sets A and B are Equal or Identical, if
and only if they contain exactly the same
elements.
In other words, A = B if and only if A  B
and B  A.
 Proper Subset
If a set B contains some but not all of the
elements of another set A, while A contains
each element of B, i.e. if
B  A and B  A

then the set B is defined to be a proper subset

of A.
 Universal Set

The original set of which all the sets we

talk about, are subsets, is called the universal
set (or the space) and is generally denoted by
S or .
The universal set thus contains all possible
elements under consideration.
 A set S with n elements will produce 2n
subsets, including S and .

EXAMPLE
Consider the set A = {1, 2, 3}.
All possible subsets of this set are:
, {1}, {2}, {3}, {1, 2}, {1, 3},
{2, 3} and {1, 2, 3}.
Hence, there are 23 = 8 subsets of the set A.
 EXAMPLE
Consider the set A = {1, 2, 3}.
All possible subsets of this set are:
, {1}, {2}, {3}, {1, 2}, {1, 3},
{2, 3} and {1, 2, 3}.
Hence, there are 23 = 8 subsets of the set A.
 VENN DIAGRAM.

A diagram that is understood to represent

sets by circular regions, parts of circular
regions or their complements with respect to a
rectangle representing the space S is called a
Venn diagram, named after the English logician
John Venn (1834-1923).
 The Venn diagrams are used to represent
sets and subsets in a pictorial way and to
verify the relationship among sets and
subsets.

A
A Simple Venn
B
Diagram: S
Disjoint Sets
 Overlapping Sets

A
B

S
 OPERATIONS ON SETS

Let the sets A and B be the subsets of some

universal set S. Then these sets may be
combined and operated on in various ways to
form new sets which are also subsets of S.
The basic operations are union, intersection,
difference and complementation.
 UNION OF SETS

The union or sum of two sets A and B,

denoted by A  B, and read as “A union B”,
means the set of all elements that belong to at
least one of the sets A and B, that is
A  B = { x | x  A or x  B}
By means of a Venn Diagram, A  B is
shown by the shaded area as below:

A
B

A  B is shaded
 Example:
Let A = {1, 2, 3, 4} and
B = {3, 4, 5, 6}
Then A  B = {1, 2, 3, 4, 5, 6}
 INTERSECTION OF SETS

The intersection of two sets A and B, denoted by

A  B, and read as “A intersection B”, means that the

set of all elements that belong to both A and B; that is

A  B = {x | x  and x  B}.

B
Diagrammatically, A  B is A
shown by the shaded area as S
below:

A  B is shaded
 Example:
Let A = {1, 2, 3, 4} and
B = {3, 4, 5, 6}
Then A  B = {3, 4}
 The operations of union and intersection
that have been defined for two sets may
conveniently be extended to any finite
number of sets.
 DISJOINTS SETS
Two sets A and B are defined to be disjoint
or mutually exclusive or non-overlapping
when they have no elements in common, i.e.
when their intersection is an empty set
i.e.
A  B = .
On the other hand, two sets A and B are said
to be conjoint when the have at least one
element in common.
 SET DIFFERENCE
The difference of two sets A and B, denoted by A – B
or by A – (A  B), is the set of all elements of A which do
not belong to B.
Symbolically,
A – B = {x | x  A and x  B}
It is to be pointed out that in general A – B  B – A.
The shaded area of the following Venn diagram
shows the difference A – B:

B
A
Difference A – B is S
shaded
 It is to be noted that
A – B and B are disjoint sets.
If A and B are disjoint, then the difference
A – B coincides with the set A.
 COMPLEMENTATION
The particular difference S – A, that is, the set of all
those elements of S which do not belong to A, is called the
complement of A and is denoted byA or by Ac.
In symbols:
A = {x | x  S and x  A}
The complement of S is the empty set .
The complement of A is shown by the shaded portion
in the following Venn diagram.

S A B A is shaded
 It should be noted that A – B and
A  B, where B is the complement of
set B, are the same set.
 Next, we consider the Algebra of Sets.
The algebra of sets provides us with
laws which can be used to solve many
problems in probability calculations.
 Let A, B and C be any subsets of the
universal set S. Then, we have:
Commutative laws
A  B = B  A and
AB=BA
Associative laws
(A  B)  C = A  (B  C)
and
(A  B)  C = A  (B  C)
Distributive laws
A  (B  C)
= (A  B)  (A  C)
and A  (B  C)
= (A  B)  (A  C)
 Idempotent laws
A  A = A and
AA=A

Identity laws
A  S = S,
A  S = A,
A   = A, and
A   = .
Complementation laws
A  A = S,
A A = ,

(A ) = A,

S = , and
 = S
 De Morgan’s laws
(A  B ) = A  B ,

( A  B )= A  B
and
 PARTITION OF SETS

A partition of a set S is a sub-division of

the set into non-empty subsets that are
disjoint and exhaustive, i.e. their union is the
set S itself.
This implies that:
i) Ai  Aj = , where i  j;

ii) A1  A2  …  An = S.
The subsets in a partition are
called cells.
 EXAMPLE
Let us consider a set
S = {a, b, c, d, e}.
Then {a, b}, and {c, d, e} is a partition of
S as each element of S belongs to exactly one
cell.
 CLASS OF SETS

A set of sets is called a class. For example, in a set of

lines, each line is a set of points.

POWER SET

The class of ALL subsets of a set A is called the Power

Set of A and is denoted by P(A).
For example, if A = {H, T}, then P(A) = {, {H}, {T}, {H,
T}}.
 CARTESIAN PRODUCT
OF SETS

The Cartesian product of sets A and B,

denoted by A  B, (read as “A cross B”), is a
set that contains all ordered pairs (x, y),
where x belongs to A and y belongs to B.
Symbolically, we write
A  B = {(x, y) | x  A and y  B}
 This set is also called the Cartesian set of
A and B set of A and B, named after the
French mathematician Rene’ Descartes
(1596-1605).
 The product of a set A by itself is denoted
by A2.
This concept of product may be extended
to any finite number of sets.
 EXAMPLE
Let A = {H, T} and
B = {1, 2, 3, 4, 5, 6}.
Then the Cartesian product set is the
collection of the following twelve (2  6)
ordered pairs:
AB = { (H, 1); (H, 2);(H, 3); (H, 4);
(H, 6); (H, 6);(T, 1); (T, 2);
(T, 3); (T, 4); (T, 5); (T, 6) }
 Clearly, these twelve elements together
make up the universal set S when a COIN
and a DIE are tossed together.
 A die is a cube of wood or ivory whose
six faces are marked with dots are shown
below:

The plural of the word ‘die’ is ‘dice’.

 The product A  B may conveniently be
found by means of the so-called
tree diagram shown below:
 Tree Diagram
A B AB
1 (H, 1)
2 (H, 2)
3 (H, 3)
H 4 (H,4 )
5 (H, 5)
6 (H, 6)
1 (T, 1)
2 (T, 2)
3 (T, 3)
T 4 (T, 4)
5 (T, 5)
6 (T, 6)
 ‘TREE DIAGRAM’
The “tree” is constructed from the left to the
right.
A “tree diagram” is a useful device for
enumerating all the possible outcomes of two
or more sequential events.
The possible outcomes are represented by
the individual paths or branches of the tree.
It is relevant to note that, in general

A  B  B  A.
Having reviewed the basics of set theory, let us now
review the COUNTING RULES that facilitate the
computation of probabilities in a number of problems.

RULE OF MULTIPLICATION
If a compound experiment consists of two experiments
which that the first experiment has exactly m distinct
outcomes and, if corresponding to each outcome of the first
experiment there can be n distinct outcomes of the second
experiment, then the compound experiment has exactly mn
outcomes.
 As stated earlier, if A = {H, T} and B = {1, 2, 3, 4, 5,
6}, then the Cartesian product set is the collection of the
following twelve (2  6) ordered pairs:
AB = { (H, 1); (H, 2);(H, 3); (H, 4);
(H, 6); (H, 6);(T, 1); (T, 2);
(T, 3); (T, 4); (T, 5); (T, 6) }
EXAMPLE:
The compound experiment of tossing a coin and throwing
a die together consists of two experiments:
The coin-tossing experiment consists of two distinct
outcomes
(H, T),
and
the die-throwing experiment consists of six distinct outcomes
(1, 2, 3, 4, 5, 6).
 The total number of possible distinct
outcomes of the compound experiment is
therefore 2  6 = 12
as
each of the two outcomes of the coin-tossing
experiment can occur with each of the six
outcomes of die-throwing experiment.