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Axiomatic Probability and Concepts

This document provides an overview of probability concepts, including random experiments, sample spaces, outcomes, events, and calculating probabilities. It defines key terms like random experiment, observation, sample space, outcomes, discrete vs. continuous sample spaces, events, mutually exclusive events, and complementary events. It also discusses how to calculate probabilities for discrete and continuous sample spaces and provides examples of using additive rules to find probabilities of unions and intersections of events.

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100 views6 pages

Axiomatic Probability and Concepts

This document provides an overview of probability concepts, including random experiments, sample spaces, outcomes, events, and calculating probabilities. It defines key terms like random experiment, observation, sample space, outcomes, discrete vs. continuous sample spaces, events, mutually exclusive events, and complementary events. It also discusses how to calculate probabilities for discrete and continuous sample spaces and provides examples of using additive rules to find probabilities of unions and intersections of events.

Uploaded by

naeem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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11/03/2023

Axiomatic Probability 
Concepts
PROBABILITY METHODS IN EGNINEERING

Dr. Zaid Ahmad, MIEEE
COMSATS University Islamabad, Lahore Campus

The Random Experiment and 
Observations
Random Experiment: A process that generates data with uncertainty.
A random experiment is an experiment repeated under the same conditions
Observation: Recording and information
Experiment Observation
Launching a missile Velocity at specified times
Transmitting data bits Number of errors
Tossing a coin Number of heads
Throwing a dice An even number

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The Outcomes and the Sample Space
Outcome or Sample Point: Any possible observation 𝜁 that cannot be decomposed 
into other results – finest grain
Sample Space: Set 𝑆 of all outcomes of a random experiment; or alternatively, 𝜁 ∈ 𝑆.
Discrete vs Continuous Sample Space: Discrete if countable, Continuous if 
Uncountable
Finite vs Infinite Sample Space: Finite if the number of outcomes is finite, infinite if 
the number of outcomes are not finite

𝑆 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 Discrete and Finite


𝑆 1,2,3, … Discrete and Infinite
𝑆 𝑥|0 𝑥 1 Continuous and Infinite

Visualizing Sample Space
Tables
Tree Diagrams
Intervals of real line
Regions of planes
Segments of three‐dimensional spaces

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Visualizing Sample Space

Events
Event: a subset 𝐴 of a sample space 𝑆, such that 𝜁 ∈ 𝐴 ⊂ 𝑆
A certain event: 𝑆
A null or impossible event: ∅
Complementary Event:  the subset 𝐴 of all outcomes of 𝑆 not in 𝐴. 
Mutually Exclusive or Disjoint Events: Two events 𝐴 and 𝐵 are mutually exclusive, or 
disjoint, if 𝐴 ∩ 𝐵 ∅

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Probability of an Event
The probability of an event 𝐴 is the sum of the probabilities (weights) of all outcomes 
in it. It is denoted by 𝑃 𝐴 , and satisfies the following axioms:
𝑃𝐴 0
𝑃𝑆 1
For a countable collection of mutually exclusive events 𝐴 , 𝑘 1,2,3, …
𝑃 𝐴 𝑃𝐴

𝑃∅ 𝑃𝐴 𝑃𝑆

Probability of an event: Discrete vs. 
Continuous Sample Space
DISCRETE SAMPLE SPACE CONTINUOUS SAMPLE SPACE

For a discrete 𝑆 with 𝑁 equally  The probability that the outcome 


likely outcomes, an event 𝐴 falls in a subinterval  𝑎, 𝑏 of the 
occurring with 𝑛 outcomes has  continuous 𝑆 is equal to the length 
probability 𝑃 𝐴 given by of the subinterval

𝑛 𝑃 𝑎, 𝑏 𝑏 𝑎, 0 𝑎 𝑏 1
𝑃𝐴
𝑁

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Examples
1. A coin is tossed twice. What is the probability that at least 1 head occurs?

2. A die is loaded in such a way that an even number is twice as likely to occur as an 
odd number. 
If 𝐸 is the event that a number less than 4 occurs on a single toss of the die, find 
𝑃 𝐸 .
Let 𝐴 be the event that an even number turns up and let 𝐵 be the event that a 
number divisible by 3 occurs. Find 𝑃 𝐴 ∪ 𝐵 and 𝑃 𝐴 ∩ 𝐵 .

Additive Rules
For any two events 𝐴 and 𝐵, 𝑃 𝐴 ∪ 𝐵 𝑃𝐴 𝑃𝐵 𝑃 𝐴∩𝐵
For any three events 𝐴, 𝐵 and 𝐶
𝑃 𝐴∪𝐵∪𝐶 𝑃𝐴 𝑃𝐵 𝑃𝐶 𝑃 𝐴∩𝐵 𝑃 𝐵∩𝐶 𝑃 𝐴∩𝐶 𝑃 𝐴∩
𝐵∩𝐶
For a pair of complementary events 𝐴 and 𝐴 , 𝑃 𝐴 1 𝑃𝐴

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Examples
1. What is the probability of getting a total of 7 or 11 when a pair of fair dice is 
tossed?
2. If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a person 
purchasing a new automobile will choose the colour green, white, red, or blue, 
what is the probability that a given buyer will purchase a new automobile that 
comes in one of those colours?

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References
1. Walpole, R.E., Myers, R.H., Myers, S.L. and Ye, K. (2007)
Probability & Statistics for Engineers & Scientists. 9th Edition,
Pearson Education, Inc.
2. Leon-Garcia, A. (2008). Probability, Statistics, and Random
Processes for Electrical Engineering. 3rd Edition,
Pearson/Prentice Hall.

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