Probabilities

Introduction:

The formal study of probability theory apparently originated in the 17 th and

18th (by study of games changes, coins, dice and cards…etc).

During his lecture in 1929, Bertrand Russel said, "Probability is the most
important concept in modern science, especially as nobody has the slightest
notion what it means.” Most people have some vague ideas about what
probability of an event means.

The interpretation of the word probability involves synonyms such as

chance, odds, uncertainty, prevalence, risk, expectancy etc.

Definition of probability:

A probability is a measure of the chance that event occurs, and also defined
as (the chance of an event occurring)

Probability theory (Applications):

Probability theory is used in fields of insurance, investments, weather

forecasting and in various other areas.

Basics Concepts of Probability:

Processes such as flipping a coin, rolling a die, or drawing a card from a

deck are called probability experiments.

1- A review of Sets

1.1 Defined of a Set:

A set can be defined as a collection of things that are called the elements of
the set. Sets are generally denoted by capital letters as: A, B, C,...

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Notice:

 If an element g belongs to a set G, we write: g ∈ G. Otherwise, we

say g is not a member of G, we write: g ∉ G
 A set is specified by the content of two braces: { }.

1.2 Representation of sets

There are two types of representation of sets,

Tabular method:

The elements are enumerated explicitly. For example: A= {3, 4, 5, 6}.

Rule method:

The content of the set is specified using a rule. This representation is more
convenient when the set is large. For example:

1.3 Countable and uncountable sets:

A set is called to be "countable" if its elements can be put in one-to-one

correspondence with the integers 1, 2,…etc. Otherwise, it is called
"uncountable".

1.4 Empty set:

A set G is said to be empty, if it has no elements. It is also called null set and
it is denoted by ∅.

1.5 Finite and infinite sets:

A finite set is either empty set or has elements that can be counted, with the
counting process terminating. If a set is not finite it is called infinite.

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1.6 Subset:

Given two sets A and B, if every element of A is also an element of B, A is

said to be contained in B. A is known as a subset of B. We write:

1.7 Proper Subset:

If at least one element in B is not in A, then A is a proper subset of B,

denoted by
A⊂B
1.8 Disjoint sets:

If two sets A and B have no common elements, then they are called disjoint
or mutually exclusive.

1.9 Universal set

The set of all elements under consideration is called the universal set,
denoted 𝑆. All sets (of the situation considered) are subsets of 𝑆. If we have a
set 𝑆 with n elements, then there are 2n subsets.

In case of rolling die, the universal set is 𝑆= {1, 2, 3, 4, 5, 6} and the number
of subsets is 26 64 subsets.

Example 1.1

Let us consider the following four sets:

Illustrate the previous concepts using the sets A, B, C, D, E, F.

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Solution:

2- Set Operations

The set operations are represented by, a Venn diagram.

2.1 Venn diagram

Venn diagram is a graphical representation of sets to help visualize sets and

their operations. Venn diagram is classified as follows,
 Union.
 Intersection.
 Difference.
 Complement.

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Union

Set of all elements that is members of A or B or both and is denoted by

A∪B.

Intersection

Set of all elements which belong to both A and B and is denoted by A∩B.

Difference

Set consisting of all elements in A which are not in B and is denoted as

A−B.

Complement
The set composed of all members in 𝑆 and not in A is the complement of A
and denoted Ac or . Thus

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Where,

S = Ω: represents a sample space

Example 1.2

If a sample space and sets are given as,

Find the following,

 A∪B
 A∪C
 B∪C
 A∩B
 A∩C
 B∩C
 Ac
 Bc
 Cc
Solution:

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Example 1.3

Roll a die as in figure below. Determine the following,

i. A ∩ B
ii. A ∩ C
iii. C ∩ B

Solution:

i. ∅
ii. ∅
iii.

3- Random experiments

Random experiment is defined as an experiment we cannot predict outcome

exactly, such as (flipping a coin, rolling a dice or drawing a card from a
deck).

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4- Sample space

A sample space is a set of all possible outcomes of a random experiment. It

is denoted by S. Three ways to represent a sample space are

 To list the possible outcomes,

 To create a tree diagram, or
 Or to create a Venn diagram.

Example 1.4:
Find the sample of space of the following experiments, Toss one coin, two
coins, roll a die and answer true/false question.

Solution:

Experiment Sample space

Toss one coin S = {H, T} where H= heads and T=
tails
Toss two coins S = {HH, HT, TT, TH}
Roll a die S = {1, 2, 3, 4, 5, 6}
Answer true/false question S = {True, False}

A tree diagram

When we have an experiment which takes place in stages such as this, we

often find it convenient to represent the outcomes by a tree diagram as
shown in Figure below.

Tree diagram for three tosses of a coin

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5- An event

An event is a subset of the sample space S. It also defined a set of possible

outcomes from a random experiment. It is denoted by capital letter of
alphabet A, B, C,…etc.

Types of events

1- Simple or elementary event

Simple or elementary event is defined an event consisting of one element of

the sample space (S) in the set representing an event,

Example 1.5:
If we throw a die, then the sample space, S = {1, 2, 3, 4, 5, 6}. Now the
event of 2 appearing on the die is simple and is given by E = {2}.

Example 1.6:

Events

Experiments: Toss a Coin

Head

Possible Outcome:

Tail

Event: Head

2- Impossible event

It is event that never occurs, whatever the result of experiment is the empty
set Ø contains no elements

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Example 1.7

(i) ‘Seven’ in case of throwing a die.

(ii) ‘Sum-13’ in case of throwing a pair of dice.

3- Sure event (certain event)

If the sample space (S) contains all elements, it is known as a sure event. It
is also defined a set of all results (element) in a sample space

Example 1.8

“Head or Tail’ is a certain event connected with tossing a coin. Face-1 or

face-2, face-3… face-6 is a sure event (certain event) connected with
throwing a die.

4- Compound event

If there is more than one element of the sample space in the set representing
an event, then this event is called a compound event.

Example 1.9

If we throw a die, having S = {1, 2, 3, 4, 5, 6}, the event of an odd number

being shown is given by E = {1, 3, 5}.

Odd in favor of an event A is defined as; number of favorable events/number

of unfavorable events.
Similarly, odds against an event A = number of unfavorable events/number
of favorable events.

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Example 1.10
If we roll a dice, the possible outcomes are as in Figure below,

Experiments: Roll a Dice

1
2
Possible Outcome: 3
4
5
6

Event: Even Number

5- Complementary event
It is denoted by Ac and defined as the set of all outcomes in the space that do
not belong to A. It is also defined as an event which consists in the negation
of another event is called complementary event.
In case of throwing a die, ‘even face’ and ‘odd face’ are complementary to
each other. “Multiple of 3” ant “Not multiple of 3” are complementary
events of each other.
Not happening of the event A is called the complementary event of the event
A. It is denoted by Ac.
Note: that complementary event of certain event is an impossible event and
vice versa.

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6- Mutually exclusive (disjoint) events

If there be no element common between two or more events, i.e., between

two or more subsets of the sample space, then these events are called
mutually exclusive events.
Example 1.11
In connection with throw a die “even face” and “odd face” are mutually
exclusive.
Example1.12
If A, B, C, and D are four mutually exclusive events as shown in Figure
below,

B
A D

Then mutually exclusive events are,

∅

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Probability of event:
If A is any event, the probability of event is defined as,
Number of elemens in A
P( A) 
Total nuber of elements in S
Example 1.13
What is the probability of drawing a red ball as shown in Figure below?

Solution:

( )

Example 1.14

If three coins are tossed, find the sample of space and probability of getting
three heads and three tails.
Solution:

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

Number of elemens in A 2
P (three heads and three tails )    0.25
Total nuber of elements in S 8

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Example 1.15

There are 20 bags, 5 are black bags, 10 are blue bags and 5 are yellow bags.
What is the probability for picking randomly a yellow bag?

Solution:
Number of events of yellow bags 5
P ( yellow bags )    0.25
Total nuber of elements 20

The Axioms of Probability

Suppose we have a sample space S. If S is discrete, all subsets correspond to

events and conversely; if S is non-discrete, only special subsets (called
measurable) correspond to events. To each event A in the class C of events,
we associate a real number P (A). The P is called a probability function, and
P (A) the probability of the event, if the following axioms are satisfied.

Axiom 1. For every event A in class C,

P (A) ≥ 0

Axiom 2. For the sure or certain event S in the class C,

P(S) = 1

Axiom 3. For any number of mutually exclusive events A1, A2, …, in the
class C,

P (A1 ∪ A2 ∪ …) = P (A1) + P (A2) + …

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Example 1.16

If we throw a pair of die (Two dice), find the following:

1- Probability of at least one 6

2- Probability of Ac {no 6}
3- Probability of B ∪ C [let B {Red 6}, C {Green 6}, B∩C {(6,6)} ]

Solution:
1-

The sample space (S) of a pair of dice is,

1 2 3 4 5 6
1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

1- Probability of at least one 6:

( )
𝑆

2. Probability of Ac {no 6}

( ) ( )

1 2 3 4 5 6
1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
B
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)
A

( ∪ ) ( ) ( ) ( )

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Example 1.17

If we throw a pair of dice (Two dice), let

D {Red 6},
E {Red 6 and Green even}

Find the Probability of P (D - E)

Solution:
S=

1 2 3 4 5 6
1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
D
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

( ) ( )

( ) ( ) ( )

Example 1.18

If P (A) = 0.7, P (B) = 0.2 and P (A∩B) = 0.6, Determine the following
probabilities:

( )
( )

Solution:

P( AC )  1  P( A )  1  0.7  0.3

P( A  B)  P( A )  P( B)  P( A  B)  0.7  0.2  0.6  0.3

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