MATH 403- ENGINEERING DATA ANALYSIS

Chapter 2
PROBABILITY

Introduction

Probability is simply how likely an event is to happen. “The chance of rain today is

50%” is a statement that enumerates our thoughts on the possibility of rain. The likelihood

of an outcome is measured by assigning a number from the interval [0, 1] or as

percentage from 0 to 100%. The higher the number means the event is more likely to

happen than the lower number. A zero (0) probability indicates that the outcome is

impossible to happen while a probability of one (1) indicates that the outcome will occur

inevitably.

This module intends to discuss the concept of probability for discrete sample

spaces, its application, and ways of solving the probabilities of different statistical data.

Learning Objectives

At the end of this module, it is expected that the students will be able to:

1. Understand and describe sample spaces and events for random experiments

2. Explain the concept of probability and its application to different situations

3. Define and illustrate the different probability rules

4. Solve for the probability of different statistical data.

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Probability

Probability is the likelihood or chance of an event occurring.

𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑤𝑎𝑦𝑠 𝑎𝑐ℎ𝑖𝑒𝑣𝑖𝑛𝑔 𝑠𝑢𝑐𝑐𝑒𝑠𝑠

For example, the probability of flipping a coin and it being heads is ½, because

there is 1 way of getting a head and the total number of possible outcomes is 2 (a head

or tail). We write P(heads) = ½ .

 The probability of something which is certain to happen is 1.

 The probability of something which is impossible to happen is 0.

 The probability of something not happening is 1 minus the probability that it will

happen.

Experiment – is used to describe any process that generates a set of data

Event – consists of a set of possible outcomes of a probability experiment. Can be one

outcome or more than one outcome.

Simple event – an event with one outcome.

Compound event – an event with more than one outcome.

2.1 Sample Space and Relationships among Events

Sample space is the set of all possible outcomes or results of a random experiment.

Sample space is represented by letter S. Each outcome in the sample space is called an

element of that set. An event is the subset of this sample space and it is represented by

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letter E. This can be illustrated in a Venn Diagram. In Figure 2.1, the sample space is

represented by the rectangle and the events by the circles inside the rectangle.

The events A and B (in a to c) and A, B and C (in d and e) are all subsets of the

sample space S.

Figure 2.1 Venn diagrams of sample space with events (adapted from Montgomery et

al., 2003)

For example if a dice is rolled we have {1, 2, 3, 4, 5, and 6} as sample space. The event

can be {1, 3, and 5} which means set of odd numbers. Similarly, when a coin is tossed

twice the sample space is {HH, HT, TH, and TT}.

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Difference between Sample Space and Events

As discussed in the beginning sample space is set of all possible outcomes of an

experiment and event is the subset of sample space. Let us try to understand this with

few examples. What happens when we toss a coin thrice? If a coin is tossed three times

we get following combinations,

HHH, HHT, HTH,THH, TTH, THT, HTT and TTT

All these are the outcomes of the experiment of tossing a coin three times. Hence,

we can say the sample space is the set given by,

S = {HHH, HHT, HTH,THH, TTH, THT, HTT, TTT}

Now, suppose the event be the set of outcomes in which there are only two heads.

The outcomes in which we have only two heads are HHT, HTH and THH hence the event

is given by,

E = {HHT, HTH, THH}

We can clearly see that each element of set E is in set S, so E is a subset of S.

There can be more than one event. In this case, we can have an event as getting only

one tail or event of getting only one head. If we have more than one event we can

represent these events by E1, E2, E3 etc. We can have more than one event for a Sample

space but there will be one and only one Sample space for an Event. If we have Events

E1, E2, E3, …… En as all the possible subset of sample space then we have,

S = E1 ∪ E2 ∪ E3 ∪ …….∪ En

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We can understand this with the help of a simple example. Consider an experiment of

rolling a dice. We have sample space,

S = {1, 2, 3, 4, 5, 6}

Now if we have Event E1 as getting odd number as outcome and E2 as getting

even number as outcome for this experiment then we can represent E 1 and E2 as the

following set,

E1 = {1, 3, 5}

E2 = {2, 4, 6}

So we have

{1, 3, 5} ∪ {2, 4, 6} = {1, 2, 3, 4, 5, 6}

Or S = E1 ∪ E2

Hence, we can say union of Events E1 and E2 is S.

Null space – is a subset of the sample space that contains no elements and is denoted

by the symbol . It is also called empty space.

Operations with Events

Intersection of events

The intersection of two events A and B is denoted by the symbol A  B. It is the

event containing all elements that are common to A and B. This is illustrated as the

shaded region in Figure 2.1 (c).

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For example,

Let A = {3,6,9,12,15} and B = {1,3,5,8,12,15,17}; then A  B = {3,12,15}

Let X = {q, w, e, r, t,} and Y = {a, s, d, f}; then X  Y = , since X and Y have no

elements in common.

Mutually Exclusive Events

We can say that an event is mutually exclusive if they have no elements in common.

This is illustrated in Figure 2.1 (b) where we can see that A  B =.

Union of Events

The union of events A and B is the event containing all the elements that belong

to A or to B or to both and is denoted by the symbol A  B. The elements A  B maybe

listed or defined by the rule A  B = { x | x  A or x  B}.

For example,

Let A = {a, e, i, o, u} and B = {b, c, d, e, f}; then A  B = {a, b, c, d, e, f, i, o, u}

Let X = {1,2,3,4} and Y = {3,4,5,6}; then A  B = {1,2,3,4,5,6}

Compliment of an Event

The complement of an event A with respect to S is the set of all elements of S that

are not in A and is denoted by A’. The shaded region in Figure 2.1 (e) shows (A  C)’.

For example,

Consider the sample space S = {dog, cow, bird, snake, pig}

Let A = {dog, bird, pig}; then A’ = {cow, snake}

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Probability of an Event

Sample space and events play important roles in probability. Once we have

sample space and event, we can easily find the probability of that event. We have

following formula to find the probability of an event.

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑠𝑎𝑚𝑝𝑙𝑒 𝑠𝑝𝑎𝑐𝑒 𝑜𝑓 𝑎𝑛 𝑒𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡

𝑛(𝐸)
𝑃(𝐸) =
𝑛(𝑆)

Where,

n (S) represents number of elements in a sample space of an experiment;

n (E) represents a number of elements in the event set; and

P (E) represents the probability of an event.

When probabilities are assigned to the outcomes in a sample space, each probability

must lie between 0 and 1 inclusive, and the sum of all probabilities assigned must be

equal to 1. Therefore,

0  P (E)  1 and P(S) = 1

Let us try to understand this with the help of an example. If a die is tossed, the

sample space is {1, 2, 3, 4, 5, 6}. In this set, we have a number of elements equal to 6.

Now, if the event is the set of odd numbers in a dice, then we have {1, 3, and 5} as an

event. In this set, we have 3 elements. So, the probability of getting odd numbers in a

single throw of dice is given by

3 1
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 = =
6 2

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2.2 Counting Rules Useful in Probability

Multiplicative Rule

Suppose you have j sets of elements, n1 in the first set, n2 in the second set, ...

and nj in the jth set. Suppose you wish to form a sample of j elements by taking one

element from each of the j sets. The number of possible sets is then defined by:

𝑛1 ∙ 𝑛2 ∙ … ∙ 𝑛𝑗

Permutation Rule

The arrangement of elements in a distinct order is called permutation. Given a

single set of n distinctively different elements, you wish to select k elements from the n

and arrange them within k positions. The number of different permutations of the n

elements taken k at a time is denoted Pkn and is equal to

𝑛!
𝑃𝑘𝑛 =
(𝑛 − 𝑘)!

Partitions rule

Suppose a single set of n distinctively different elements exists. You wish to

partition them into k sets, with the first set containing n1 elements, the second containing

n2 elements, ..., and the kth set containing nk elements. The number of different partitions

is

𝑛!
𝑛1 ! 𝑛2 ! … 𝑛𝑘 !

Where,

n1 + n2 + … + nk = n

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The numerator gives the permutations of the n elements. The terms in the

denominator remove the duplicates due to the same assignments in the k sets

(multinomial coefficients).

Combinations Rule

A sample of k elements is to be chosen from a set of n elements. The number of

different samples of k samples that can be selected from n is equal to

𝑛 𝑛!
( )=
𝑘 𝑘! (𝑛 − 𝑘)!

2.3 Rules of Probability

Before discussing the rules of probability, we state the following definitions:

 Two events are mutually exclusive or disjoint if they cannot occur at the same

time.

 The probability that Event A occurs, given that Event B has occurred, is called a

conditional probability. The conditional probability of Event A, given Event B, is

denoted by the symbol P (A|B).

 The complement of an event is the event not occurring. The probability that Event

A will not occur is denoted by P (A').

 The probability that Events A and B both occur is the probability of the intersection

of A and B. The probability of the intersection of Events A and B is denoted by P

(A ∩ B). If Events A and B are mutually exclusive, P(A ∩ B) = 0.

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 The probability that Events A or B occur is the probability of the union of A and B.

The probability of the union of Events A and B is denoted by P(A ∪ B).

 If the occurrence of Event A changes the probability of Event B, then Events A and

B are dependent. On the other hand, if the occurrence of Event A does not change

the probability of Event B, then Events A and B are independent.

Rule of Addition

Rule 1: If two events A and B are mutually exclusive, then:

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

Rule 2: If events A and B are not mutually exclusive events, then:

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

Example 1. A student goes to the library. The probability that she checks out (a) a work

of fiction is 0.40, (b) a work of non-fiction is 0.30, and (c) both fiction and non-fiction is

0.20. What is the probability that the student checks out a work of fiction, non-fiction, or

both?

Solution:

Let F = the event that the student checks out fiction;

Let N = the event that the student checks out non-fiction.

Then, based on the rule of addition:

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐹) + 𝑃(𝑁) − 𝑃(𝐹 ∩ 𝑁)

𝑃(𝐴 ∪ 𝐵) = 0.4 + 0.3 − 0.2 = 𝟎. 𝟓

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Rule of Multiplication

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

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)

Dependent - Two outcomes are said to be dependent if knowing that one of the

outcomes has occurred affects the probability that the other occurs

Conditional Probability - an event B in relationship to an event A is the probability

that event B occurs after event A has already occurred. The probability is denoted

by 𝑃(𝐵|𝐴).

Rule 2: When two events are dependent, the probability of both occurring is:

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵|𝐴)

𝑃(𝐴 ∩ 𝐵)
Where 𝑃(𝐵|𝐴) = , provided that P (A)  0
𝑃(𝐴)

Example 1. A day’s production of 850 manufactured parts contains 50 parts that do not

meet customer requirements. Two parts are selected randomly without replacement from

the batch. What is the probability that the second part is defective given that the first part

is defective?

Solution:

Let A = event that the first part selected is defective

Let B = event that the second part selected is defective.

P (B|A) =?

If the first part is defective, prior to selecting the second part, the batch contains

849 parts, of which 49 are defective, therefore

P (B|A) = 49/849

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Example 2. An urn contains 6 red marbles and 4 black marbles. Two marbles are drawn

without replacement from the urn. What is the probability that both of the marbles are

black?

Solution:

Let A = the event that the first marble is black;

and let B = the event that the second marble is black.

We know the following:

 In the beginning, there are 10 marbles in the urn, 4 of which are black. Therefore,

P (A) = 4/10.

 After the first selection, there are 9 marbles in the urn, 3 of which are black.

Therefore, P (B|A) = 3/9.

4 3
𝑃(𝐴 ∩ 𝐵) = ( ) ( ) = 𝟎. 𝟏𝟑𝟑
10 9

Example 3. Two cards are selected from a pack of cards. What is the probability that they

are both queen?

Solution:

Let A = First card which is a queen

Let B = Second card which is also a queen

We require P (A  B). Notice that these events are dependent because the

probability that the second card is a queen depends on whether or not the first card is a

queen.

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P (A  B) = P (A) P (B|A)

P (A) = 1/13 and P (B|A) = 3/51

P (A  B) = (1/13) (3/51) = 1/221 = 0.004525

Rule of Subtraction

The probability that event A will occur is equal to 1 minus the probability that event

A will not occur.

𝑃(𝐴) = 1 − 𝑃(𝐴′ )

Example 1.The probability of Bill not graduating in college is 0.8. What is the probability

that Bill will not graduate from college?

Solution:

𝑃(𝐴) = 1 − 0.8 = 𝟎. 𝟐

REFERENCES:

Montgomery, D. C. et al. (2003). Applied Statistics and Probability for Engineers 3rd Edition. USA.
John Wiley & Sons, Inc.

Walpole, R. E. et al. (2016). Probability & Statistics for Engineers & Scientists 9th Edition. England.
Pearson Education Limited

https://math.tutorvista.com/statistics/sample-space-and-events.html

https://stattrek.com/probability/probability-rules.aspx

https://www.ck12.org/book/CK-12-Probability-and-Statistics-Advanced-Second-

Edition/section/3.6/

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