Chapter 2: Probability

Dr. Asmaa Abdelraouf

Department of Mathematics, Faculty of Science,
Helwan University, Cairo, Egypt.
Probability:

• Probability as a general concept can be defined as the chance of an event

occurring.

• Probability of an event is the relative frequency of this set of outcomes over

an indefinitely large (or infinite) number of trials.
Processes such as flipping a coin, rolling a dice, or
drawing a card from a deck are called probability
experiments.
A random experiment is a process that leads to well defined results called
outcomes.

An outcome is the result of a single trial of a random experiment.

The sample space is the set of all possible outcomes of a random experiment and
denoted by S.

Experiment Sample Space

Toss a coin {Head (H), Tail (T)}
Roll a die {1, 2, 3, 4, 5, 6}
Answer true or false questions {True, False}

.Set: The list or collection of objects “elements” is called a set.

Event: It is any subset of the sample space of a random experiment.

Types of Events

1) The simple event: It is a subset of the sample space containing exactly one outcome.
e.g. If S = {1, 2, 3, 4} then the events A={1}, B={2}, C={3} are called simple events.

2) Compound event: An event containing more than one outcome.

e.g. If S = {1, 2, 3, 4} then the events A={1,2}, B={2,3}, C={1,3} are called compound events.

3) The certain event: The certain event of a random experiment, is the set of the sample Space itself,
e.g. If S = {1, 2, 3, 4}. A={1,2.3,4}, B={2,3}, C={1,3}, then the event A is called certain event.

4) The impossible event " 𝜑 ":- The impossible event of a random experiment is the empty set which
does not contain any outcome of S.
e.g. If S = {1, 2, 3, 4} then the events A={}, is called empty event.
φ denotes the null or empty set “contains no elements”.

A⊂B means that A is a subset of B .

A∪B is the union of A and B

A∩B is the intersection of A and B

𝐴𝑐 is the complement of A (i.e., all elements in S that are not in A), i.e S-A.
• Two set 𝐴 and 𝐵 are said to be equal if every element of 𝐴 is also element of B is also element of 𝐴. i,e
𝐴 = 𝐵 if and only if 𝐴 ⊂ 𝐵 and 𝐵 ⊂ 𝐴.

• If the two sets 𝐴 and 𝐵 have no common elements, then

𝐴 ∩ 𝐵 = 𝜑.

LAWS OF THE ALGEBRA OF SETS

1- Idempotent laws
1) 𝐴 ∪ 𝐴 = 𝐴
2) 𝐴 ∩ 𝐴 = 𝐴.
2- Associative laws
1) (𝐴 ∪ 𝐵) ∪ 𝐶 = 𝐴 ∪ (𝐵 ∪ 𝐶)
2) (𝐴 ∩ 𝐵) ∩ 𝐶 = 𝐴 ∩ (𝐵 ∩ 𝐶)

3- Commutative laws
1) 𝐴 ∪ 𝐵 = 𝐵 ∪ 𝐴
2) 𝐴 ∩ 𝐵 = 𝐵 ∩ A
4- Distributive laws
1) 𝐴 ∪ (𝐵 ∩ 𝐶) = (𝐴 ∪ 𝐵) ∩ (𝐴 ∪ 𝐶)
2) 𝐴 ∩ (𝐵 ∪ 𝐶) = (𝐴 ∩ 𝐵) ∪ (𝐴 ∩ 𝐶)

5- Identity laws
1) 𝐴 ∩ S = 𝐴. 2) 𝐴 ∪ S= S.
3) 𝐴 ∪ 𝜑 = 𝐴 4) 𝐴 ∩ 𝜑 = 𝜑

6- Complement laws
1) 𝐴 ∪ 𝐴𝐶 = S 2) 𝐴 ∩ 𝐴𝐶 = 𝜑 3) (𝐴𝐶 )𝐶 = 𝐴 4) 𝑆 𝐶 = 𝜑 5) 𝜑𝐶 = S

7- De Morgan's laws
1) (𝐴 ∪ 𝐵)𝐶 = 𝐴𝐶 ∩ 𝐵𝐶
2) (𝐴 ∩ 𝐵 )𝐶 = 𝐴𝐶 ∪ 𝐵𝐶
Example (1) Let 𝑆 be the set of real numbers less than or equal to 6. Thus
S = {𝑥: 0 ≤ 𝑥 ≤ 6}{0,1,2,3,4,5,6}
Let A = {𝑥: 1 ≤ 𝑥 ≤ 3}, B = {𝑥: 2 ≤ 𝑥 ≤ 6}, C= {𝑥: 3 ≤ 𝑥 <5} and D = {𝑥: 0 ≤ 𝑥 <2}

Then
𝐴 ∪ 𝐵 = {𝑥: 1 ≤ 𝑥 ≤ 6}, i,e 𝐴 ∪ 𝐵 ={1, 2, 3, 4, 5, 6}
𝐵 ∪ 𝐷 = 𝑆, i,.e 𝐵 ∪ 𝐷 = {0, 1, 2, 3, 4, 5, 6}
𝐵 ∩ 𝐷 = 𝜑,
𝐴 ∩ 𝐵 = {𝑥: 2 ≤ 𝑥 ≤ 3}, i.e 𝐴 ∩ 𝐵 = {2, 3}
𝐴 ∩ 𝐶 = {3},
𝐴𝐶 = {𝑥: 0 ≤ 𝑥 < 1 or 3 < 𝑥 ≤ 6}, i.e 𝐴𝐶 = {0, 4, 5, 6}
𝐵𝐶 = {𝑥: 0 ≤ 𝑥 < 2} = 𝐷, i.e D = {0, 1}
𝐴 ∪ 𝐶 ∪ 𝐷 = {𝑥: 0 ≤ 𝑥 < 5},
𝐴 ∩ 𝐵 ∩ 𝐶 = {𝑥: 𝑥 = 3}
P(A) is called the probability of the event A.
𝑛(𝐴)
𝑃 𝐴 =
𝑛(𝑆)

(1)For every event A, 0 ≤ P(A) ≤1.

(2) P(S) = 1 , P(𝜑) = 0.
(3) If A and B are any two events → P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
(4) If S = {A1, A2... An} then, ∑ 𝑃(𝐴𝑖) = 1
(5) P (𝐴𝐶 ) = 1- P(A).
(6) P(A - B) = P(A) - P(A ∩B). “i.e the occurrence of A only”
• A ∪ B is the event that either A or B occurs or they both occur.

• A ∩ B is the event that both A and B occur simultaneously.

• If A, B and C any three events, then

P(A ∪ B ∪ C) = P(A) + P(B) + P(C) − P(A ∩ B) − P(A ∩ C) −
P(B ∩ C) + P(A ∩ B ∩ C)

Two events A and B are mutually exclusive if they cannot both happen
at the same time.
𝐴 ∩ 𝐵 = ∅ → 𝑃 𝐴 ∩ 𝐵 = 0 → 𝑃 𝐴∪𝐵 = P(A) + P(B)
Example
Let the sample space S = A ∪ B, and let P(A) = 0.6 and P(B) = 0.7. Find P(A ∩ B).

Solution
P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
1 = 0.6 + 0.7 - P(A ∩ B) then P(A ∩ B) = 0.3.

Example
If A and B are two events in a sample space S. if the probability of the occurrence of A is
0.5 and the occurrence of B is 0.6 and non-occurrence of A and B together is 0.8. Find the
probability of
(1) The occurrence of both A and B.
(2) The occurrence of at least one of them.
(3) The occurrence of only A (A and not B).
Solution

P(A)= 0.5, P(B) =0.6, 𝑃(𝐴 ∩ 𝐵)𝑐 = 0.8

1) P(A ∩ B) = 1- 𝑃(𝐴 ∩ 𝐵)𝑐 = 1 − 0.8 = 0.2

2) P(A ∪ B) = P(A) +P (B) – P (A ∩ B) = 0.5 + 0.6- 0.2 =0.9

3) P(A-B) = P(A)- P (A ∩ B) = 0.5 – 0.2 = 0.3

Example
Example:

A faculty leader was meeting two students in Paris, one arriving by train
from Amsterdam and the other arriving by train from Brussels at
approximately the same time. Let A and B be the events that the trains
are on time, respectively. Suppose that

P(A) = 0.93 ; P(B) = 0.89 and P(A ∩ B) = 0.87

Find 𝑃 𝐴∪𝐵
Solution

P(A ∪ B) = P(A) + P(B) - P(A ∩ B)

= 0.93 +0.89 – 0.87 = 0.95
Example:

If a family has three children , find the probability that

all the children are girls.
Solution

The sample space for the gender of children for a family

has three children is

S = {BBB, BBG, BGB, GBB, GGB, GBG, BGG, GGG}

Since there is one way in eight possibilities for all three children to be
girls (GGG), we have
1
𝑃 𝐺𝐺𝐺 =
8
Example

In a sample of 50 people, 21 had type O blood, 22 had type A blood, 5

had type B blood and 2 had type AB blood. Find the following
probabilities:

(a)A person has type O blood.

(b)A person has type A or type B blood.
(c)A person has neither type A nor type O blood.
(d)A person does not have type AB blood
 A 22
B 5
AB 2
O 21
Total 50

21
(a)P O = .
50
22 5 27
(b)P A OR B = P A ∪ 𝐵 = P A) + P(B − 𝑃(𝐴 ∩ 𝐵) = + - 0= .
50 50 50
5 2 7
(c) P(neither A nor O) = + = (Neither A nor O means that a person has either type B or type
50 50 50
AB blood.)
2 48
(d) 𝑃(𝐴𝐵)𝐶 = 1 − 𝑃 𝐴𝐵 = 1 − = .
50 50
Example
After tossing a coin twice, let A be the event "at least one head occurs" and B the event
"the second toss results in a tail." Find P(A ∪ 𝐵), P(A ∩ 𝐵), P (𝐴𝐶 ) 𝑎𝑛𝑑 P(𝐴 − 𝐵).

Solution
Let A = {HT, TH, HH} B = {HT, TT }
∴ A ∪ B = {HH, HT, TH, TT}, A ∩ B = {HT}, 𝐴𝐶 = {TT}, A - B = {TH, HH}
𝑛(𝐴 ∪ 𝐵) 4 𝑛(𝐴 ∩ 𝐵) 1
𝑃 𝐴∪𝐵 = = =1 𝑃 𝐴∩𝐵 = =
𝑛(𝑆) 4 𝑛(𝑆) 4
𝑛(𝐴 𝐶) 1 𝑛(𝐴 − 𝐵) 2
𝐶
𝑃(𝐴 ) = = 𝑃 𝐴−𝐵 = =
𝑛(𝑆) 4 𝑛(𝑆) 4
Example
A single die is tossed once. Find the probability of a 2 or 5 turning
up.

Solution
The sample space is S = {1, 2, 3, 4, 5, 6}. If we assign equal
“probabilities to he sample points, i.e., if we assume that the die is
1
fair, then P(1) = P(2) = …= P(6) =
6
The event that either 2 or 5 turns up is indicated by 2 ∪ 5.Therefore,
2
P(2 ∪ 5) = P (2) + P(5) =
6
Example: Suppose the sample space
S = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}.

Let A = {1, 2, 3, 4, 5}, B = {4, 5, 6, 7, 8}, and C = {7, 9}.

(1) Are A and B mutually exclusive?

(2) Are A and C mutually exclusive?

Solution

(1) A AND B = A ∩ B = {4, 5}. P(A AND B) = 2/10 “is not equal to zero”,

Therefore, A and B are not mutually exclusive.

(2) A ∩ C = { } = ∅. so P(A ∩ C) = 0.

Therefore, A and C are mutually exclusive.