Introduction To Probability Notes
Introduction To Probability Notes
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5 PROBABILITY
5.1 What is Probability?
Probability theory is the branch of mathematics that studies the possible outcomes of given
events together with the outcomes' relative likelihoods and distributions. In common usage,
the word “probability" is used to mean the chance that a particular event (or set of events)
will occur expressed on a linear scale from 0 (impossibility) to 1 (certainty). Factually, It is
the study of random or indeterministic experiments eg tossing a coin or rolling a die. If we
roll a die, we are certain it will come down but we are uncertain which face will show up. Ie
the face showing up is indeterministic. Probability is a way of summarizing the uncertainty of
statements or events. It gives a numerical measure for the degree of certainty (or degree of
uncertainty) of the occurrence of an event.
We often use P to represent a probability Eg P(rain) would be the probability that
it rains. In other cases Pr(.) is used instead of just P(.).
Definitions
Experiment: A process by which an observation or measurement is obtained. Eg tossing
a coin or rolling a die.
Outcome: Possible result of a random experiment. Eg a 6 when a die is rolled once or
a head when a coin is tossed.
Sample space: Also called the probability space and it is a collection or set of all possible
outcomes of a random experiment. Sample space is usually denoted by S or or U
Event: it’s a subset of the sample space. Events are usually denoted by upper case letters.
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Number of outcomes in A n(A)
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P(A)
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Total number of outcomes in S n(S)
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Eg Roll a die and observe that P(A) P(rolling a 3) = 1
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6.
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Example A fair die,is rolled once, write down the sample space S hence find the probability
that the score showing up is ; a) a multiple of 3 b) a prime number.
Solution
S 1, 2, 3, 4, 5, 6 Multiples of 3 are 3 and 6 while prime numbers are 2, 3 and 5
Thus P(Multipleof 3) 26 13 and P(prime number) 36 12
Example 1 The following are the counts of fish of each type, that you have caught before.
Fish Types Blue gill Red gill Crappy Total
No of times caught 13 17 10 40
Estimate the probability that the next fish you catch will be a Blue gill.
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P(Blue gill) = 40 0.325
Example 2 A girl lists the number of male and female children her parent and her parent’s
brothers and sisters have. Her results were as tabulated below
Males Females
Her parents 2 5 d) Find the probability that, if the girl
Her mother's sisters 6 8 has children of her own, the 1st
born will be a girl.
Her mother's brothers 4 8
e) If the girl eventually has 10
Her father's sisters 5 8 children, how many are likely to
Her father's brothers 7 7 be males?
Totals 24 36
Solution
a) Following the family pattern, P(1 born will be a girl) 60 0.6
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b) 40% of the children will be males. Thus 4 out of 10 children are likely to be males.
Remark: The empirical probability definition has a weakness that it depends on the results
of a particular experiment. The next time this experiment is repeated, you are likely to get a
somewhat different result. However, as an experiment is repeated many times, the empirical
probability of an event, based on the combined results, approaches the theoretical probability
of the event.
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5.2.3 Subjective Probability:
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Subjective probabilities result from intuition, educated guesses, and estimates. For example:
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given a patient's health and extent of injuries a doctor may feel that the patient has a 90%
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chance of a full recovery. Subjectivity means two people can assign different probabilities
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to the same event.
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Regardless of the way probabilities are defined, they always follow the same laws, which we
will explore in the following Section.
Exercise
1) What is the probability of getting a total of 7 or 11, when two dice are rolled?
2) Two cards are drawn from a pack, without replacement. What is the probability that
both are greater than 2 and less than 8?
3) A permutation of the word "white" is chosen at random. Find the probability that it
begins with a vowel. Also find the probability that it ends with a consonant.
4) Find the probability that a leap year will have 53 Sundays.
5) Two tetrahedral (4-sided) symmetrical dice are rolled, one after the other. Find the
probability that; a) both dice will land on the same number. b) each die will land on a
number less than 3 c) the two numbers will differ by at most 1.
Will the answers change if we rolled the dice simultaneously?
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Intersection of events: The event A B (or simply AB) read as ‘A intersection B’ consists
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as
of outcomes that are contained within both events A and B. The probability of this event is
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the probability that both events A and B occur [but not necessarily at the same time]. Here
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after we will abbreviate intersection as AB.
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Complement: The complement of event A, (denoted A'), is the set of all outcomes in a
sample that are not included in the event A.
Set notation
Suppose a set S consists of points labelled 1, 2, 3 and 4. We denote this by S = 1, 2, 3, 4 . . If
A = 1, 2and B 2, 3, 4, then A and B are subsets of S, denoted by A S and B S (B is
contained in S). We denote the fact that 2 is an element of A by 2A .
The union of A and B, A B 1, 2, 3, 4 . If C 4, then A C 1, 2, 4. The
intersection A B AB : The complement of A, is .
2 A' 3, 4
Distributive laws; A (B C) AB AC and A (B C) (A B) (A C)
De Morgan's Law; (A B)' A'B' and (AB)' A'B'
Venn diagram
Venn diagram is a diagram that shows all possible logical relations between a finite
collection of sets. The sets A and B are represented as circles; operations between them
(intersections, unions and complements) can also be represented as parts of the diagram.
Exercise
1) Use the Venn diagrams to illustrate Distributive laws and De Morgan's law.
2) Simplify the following (Draw the Venn diagrams to visualize)
a) (A')' b) (AB)'A c) AB AB' d) (A B) B
3) Represent by set notation and exhibit on a Venn diagram the following events
a) both A and B occur d) at least one of A, B, C occurs
b) exactly one of A, B occurs e) at most one of A, B, C occurs
c) A and B but not C occur s
4) The sample space consists of eight capital letters (outcomes), A, B, C ,...,H. Let V be the
event that the letter represents a vowel, and L be the event that the letter is made of
straight lines. Describe the outcomes that comprise ; a) VL b) V L' c) V' L'
5) Out of all items sent for refurbishing, 40% had mechanical defects, 50% had electrical
defects, and 25% had both. Denoting A = fan item has a mechanical defect and B = fan item
has an electrical defect, fill the probabilities into the Venn diagram and determine the
quantities listed below. a) P(A) b) P(AB) c) P(A'B) d) P(A'B') e) P(A B) f)
P(A'B') g) P(A B)'
6) A sample of mutual funds was classified according to whether a fund was up or down last
year ( A and A') and whether it was investing in international stocks ( B and B' ). The
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probabilities of these events and their B B'
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intersections are represented in the A 0.33 ? ?
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two-way table below. Fill in all the
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A' ? ? 0.52
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question marks hence find the
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probability of A B 0.64 ? 1
Example 1 The Probability that John passes a Maths exam is 4/5 and that he passes a
Chemistry exam is 5/6. If the probability that he passes both exams is 3/4, find the probability
that he will pass at least one exam.
Solution
Let M be the event thet John passes Math exam, and C be the event thet John passes
Chemistry exam.
P(John passes at least one exam) = P(M C) = P(M) P(C) - P(MC) 45 56 34 53
60
Example 2 A fair 6 sided die is rolled twice and the sum of the scores showing up noted.
Define A, B and C to be the event that the sum of the scores is greater than 7, a multiple of 3
and a prime number respectively. Show that P(A B) P(A) P(B) P(AB) and also find
P(A C), P(BC) and P(BC')
Solution
+ 1 2 3 4 5 6 P(A) 1536 125 P(C) and P(B) 1236 13
1 2 3 4 5 6 7 A B means the set of all multiples of 3 that
2 3 4 5 6 7 8
are greater than 7. Clearly P(A B) 365
3 4 5 6 7 8 9
4 5 6 7 8 9 10 A B means the set of all values that are
multiples of 3 and/or greater than 7. Clearly
5 6 7 8 9 10 11
6 7 8 9 10 11 12 P(A B) 3622 1811 P(A) P(B) P(AB)
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P(A C) 362 181
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A C means the set of all multiples of 3 that are prime number. Clearly
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P(A C) P(A) P(C) P(AC) 5
125 181 7
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12 9
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B C means the set of all greater than 7 that are prime numbers. Clearly P(BC) 181
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| 11
B C' means the set of all greater than 7 that are not prime numbers. Clearly P(BC ) 36
Exercise
1) Which of the following is a probability function defined on S = E1 , E 2 , E 3
a) P(E1) 1 , P(E) 1 and P(E ) 1 b) P(E ) 1 , P(E ) 1 and P(E ) 1
4 2 3 3 2 1 3 2 6 3 2
c) P(E1) , P(E2 ) 13 and P(E 3) d) P(E ) 0, P(E ) 1 and P(E ) 2
2 2
3 3 1 2 3 3 3
2) As a foreign language, 40% of the students took Spanish and 30% took French, while
60% took at least one of these languages. What percent of students took both Spanish and
French?
3) In a class of 100 students, 30 are in mathematics. Moreover, of the 40 females in the
class, 10 are in Mathematics. If a student is selected at random from the class, what is the
probability that the student will be a male or be in mathematics?
4) The probability that a car stopped at a road brook will have faulty breaks is 0.23, the
probability that it will have badly worn out tyres is 0.24 and the probability that it will
have faulty brakes and/or badly worn out tyres is 0.38. Find the probability that a car
which has just been stopped will have both faulty brakes and badly worn out tyres.
5) Given two events A and B in the sane sample space such that P(A) 0.59 , P(B) 0.3 and
P(AB) 0.21 . Find; a) P(A B) b) P(A'B) c) P(AB') d) P(A B')
6) Let A and B be two events in the sane sample space such that P(A B) 3
4,
P(B') 23
and P(AB) 4 .Find P(B), P(A) and P(AB')
1
7) Suppose that P(A) 0.4 , P(B) 0.5 and P(A B) 0.2 Find; a) P(A B) b) P(A'B')
c) PA'( A B) d) PA (A'B)
8) A die is loaded such that even numbers are twice as likely as odd numbers. Find the
probability that for a single toss of this die the spot showing up is greater than 3
9) A point is selected at random inside an equilateral triangle of sides 3 units. Find the
probability that its distance to any corner is greater than 1 unit.
Definition: (Odds of an event) It’s the ratio of the probability of an event occurring to that of
the event not happening. If A is an event then the odds of A is given by
P(A)
P(A')
1-P(A)
P(A)
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Example Find P(A) and P(A') if the odds of event A is 4
Solution
P(A)
1-P(A)
54 4(1 P(A)) 5P(A) 4 9P(A) P(A) 4
9
and P(A') 5
9
Question: Find P(E) and P(E' ) if the odds of event E is (i) 34 (ii) ab
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ii) Exhaustive events: Disjoint events whose union equals the sample space.
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iii) Independent events: Two events A and B are said to be independent if the occurrence
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of A does not affect the occurrence of B. If events A and B are independent then
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P(AB) P(A) P(B)
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Remark: Three events A, B and C are said to be jointly independent if and only if
P(AB) P(A) P(B) , P(AC) P(A)P(C) and P(BC) P(B)P(C) (ie they are
pairwise independent ) and
if P(ABC) P(A)P(B)P(C)
Note it does not necessarily mean that if events A,B and C are pairwise independent then
they are jointly independent
Example 1 Roll a fair die twice and define A to be the event that the sum of the scores
showing up is greater than 7, B be the event that the sum of the scores showing up is a
multiple of 3 and C be the event that the sum of the scores showing up is a prime number.
Which of the events A, B and C are independent? Are the 3 events jointly independent?
Solution
From the above example, P(A) P(C) 12 , P(B) 3 , P(AB) 36 and P(AC) P(BC) 18
5 1 5 1
Since P(AB) 0 events A and B are not mutually exclusive. Similarly events A & C and B
and C are not mutually exclusive
P(A)P(B) 5 1 5 P(AB) A and B are independent events.
12 3 36
P(A)P(C)
5 5
12 12
25
144
P(AC) A and C are dependent events.
P(B)P(C) P(BC) B and C are dependent events.
1
3 12
5 5
36
The 3 events are not jointly independent since pairwise independence is not satisfied.
Exercises
1) In a game of archery the probability that A hits the target is 13 and the probability that B
hits the target is 2 5 . What is the probability that the target will be hit?
2) Toss a fair coin 3 times and let A be the event that two or more heads appears, B be the
event that all outcomes are the same and C be the event that at most two tails appears.
Which of the events A, B and C are independent? Are the 3 events jointly independent?
3) A fair coin and a fair die are rolled together once. Let A be the event that a head and an
even number appears, B be the event that a prime number appears and C be the event that
a tail and an odd number appears.
a) Express explicitly the event that i) A and B occurs ii) Only B occurs iii) B and C
occur
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b) Which of the events A, B and C are independent and which ones are mutually
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exclusive?
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4) The allocation of Mary’s portfolio consists of 25% in bonds and 75% in stocks. Suppose
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in a one-year period, the probabilities for Mary to make profits in bonds and stocks are
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0.9 and 0.4 respectively.
a) Find the probability that Mary’s portfolio turns out to be profitable in one year.
b) Given that Mary has a loss in her portfolio in one year, find the
relative proportion of the loss in stocks.
5) A die is loaded so that the probability of a face showing up is proportional to the face
number. Write down the probability of each sample point. If A is the event that an even
number appears, B is the event that a prime number appears and C is the event that an odd
number appears.
a) Find the probability that: i) A and/or B occurs ii) A but not B occurs iii) B and C
occurs d) A and/or C occurs
b) Which of the events A, B and C are independent and which ones are mutually
exclusive?
Theorem 1: If events A and B are independent, then A and B' are also independent
Proof
Decomposing A into two disjoint events AB and AB'. We can write
P(A) P(AB) P(AB') P(AB') P(A) P(AB) P(A) P(A)P(B) since events A and B
are independent. Thus P(AB') P(A)1 P(B) P(A) P(B') A and B' are independent
Theorem 2: If events A and B are independent, then A' and B' are also independent
Proof
Decomposing B' into two disjoint events AB' and A'B'. We can write
P(B') P(AB') P(AB') P(A'B' ) P(B') P(AB') P(B') P(A) P(B') since events A
and B' are independent. (From theorem 1 above) Thus
P(A'B' ) 1 P(A)P(B') P(A') P(B') A' and B' are also independent
Permutations
Permutations refer to an arrangement of objects when the order matters (for example, letters
n!
in a word).The number of permutations of n distinct objects taken r at a time is n Pr
(n r)!
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Example From among ten employees, three are to be selected to travel to three out-of-town
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plants A, B, and C, one to each plant. Since the plants are located in different cities, the order
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in which the employees are assigned to the plants is an important consideration. In how
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many ways can the assignments be made?
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Solution;
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Because order is important, the number of possible distinct assignments is 10 P 720
3
In other words, there are ten choices for plant A, but then only nine for plant B, and eight
for plant C. This gives a total of 10(9)(8) ways of assigning employees to the plants.
Combinations
The term combination refers to the arrangement of objects when order does not matter. For
example, choosing 4 books to buy at the store in any order will leave you with the same set of
books. The number of distinct subsets or combinations of size r that can be selected from n
n!
distinct objects, (r _ n), is given by n C r
r!(n r)!
Example 1 In the previous example, suppose that three employees are to be selected from
among the ten available to go to the same plant. In how many ways can this selection be
made?
Solution
Here, order is not important; we want to know how many subsets of size r = 3 can be selected
from n = 10 people. The result is C 120
10 3
Example 2 In a poker consisting of 5 cards, find the probability of holding 2 aces and 3 jacks.
Solution
The number of ways of being dealt 2 aces from 4 is C 6 and the number of ways of being
4 2
The total number of 5-card poker hands, all of which are equally likely is 52C 5 2, 598, 960
Hence, the probability of getting 2 aces and 3 jacks in a 5-card poker hand is
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P(C) 2, 598, 960 0.00000923446
25 C 6
C C C C C C C C
P(at least 3) = 15 3 10 3
15 4 10 2
15 5 10 1
15 6 10 0
0.8530
C C C C
25 6 25 6 25 6 25 6
Exercises
1) An incoming lot of silicon wafers is to be inspected for defectives by an engineer in a
microchip manufacturing plant. Suppose that, in a tray containing 20 wafers, 4 are
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defective. Two wafers are to be selected randomly for inspection. Find the probability
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that neither is defective.
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2) A person draws 5 cards from a shuffled pack of cards. Find the probability that the
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person has at least; a) 3 aces. b) 4 cards of the same suit.
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3) A California license plate consists of a sequence of seven symbols: number, letter, letter,
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letter, number, number, number, where a letter is any one of 26 letters and a number is
one among 0, 1,… 9. Assume that all license plates are equally likely. What is the
probability that; a) all symbols are different? b) all symbols are different and the first
number is the largest among the numbers?
4) A bag contains 80 balls numbered 1…. 80. Before the game starts, you choose 10
different numbers from amongst 1…. 80 and write them on a piece of paper. Then 20 balls
are selected (without replacement) out of the bag at random. What is the probability that;
a) all your numbers are selected?
b) none of your numbers is selected?
c) exactly 4 of your numbers are selected?
5) A full deck of 52 cards contains 13 hearts. Pick 8 cards from the deck at random (a)
without replacement and (b) with replacement. In each case compute the probability that
you get no hearts.
6) Three people enter the elevator on the basement level. The building has 7 floors. Find the
probability that all three get off at different floors.
7) In a group of 7 people, each person shakes hands with every other person. How many
handshakes did occur?
8) A marketing director considers that there's “overwhelming agreement" in a 5-member
focus group when either 4 or 5 people like or dislike the product. If, in fact, the product's
popularity is 50% (so that all outcomes are equally likely), what is the probability that
the focus group will be in “overwhelming agreement" about it? Is the marketing director
making a judgement error in declaring such agreement “overwhelming"?
9) A die is tossed 5 times. Find the probability that we will have 4 of a kind.
10) A tennis tournament has 2n participants, n Swedes and n Norwegians. First, n people are
chosen at random from the 2n (with no regard to nationality) and then paired randomly
with the other n people. Each pair proceeds to play one match. An outcome is a set of n
(ordered) pairs, giving the winner and the loser in each of the n matches. (a) Determine
the number of outcomes. (b) What do you need to assume to conclude that all outcomes
are equally likely? (c) Under this assumption, compute the probability that all Swedes are
the winners.
11) A group of 18 Scandinavians consists of 5 Norwegians, 6 Swedes, and 7 Finns. They are
seated at random around a table. Compute the following probabilities: (a) that all the
Norwegians sit together, (b) that all the Norwegians and all the Swedes sit together, and
(c) that all the Norwegians, all the Swedes, and all the Finns sit together.
12) In a lottery, 6 numbers are drawn out of 45. You hit a jackpot if you guess all 6 numbers
correctly, and get $400 if you guess 5 numbers out of 6. What are the probabilities of
each of those events?
13) There are 21 Bachelor of Science programs at New Mexico Tech. Given 21 areas from
which to choose, in how many ways can a student select:
a) A major area and a minor area?
b) A major area and first and second minor?
14) From a box containing 5 chocolates and 4 hard candies, a child takes ahandful of 4 (at
random). What is the probability that exactly 3 of the 4 arechocolates?
15) If a group consist of 8 men and 6 women, in how many ways can a committee of 5
be selected if:
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a) The committee is to consist of 3 men and 3 women.
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b) There are no restrictions on the number of men and women on the committee.
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c) There must at least one man.
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d) There must be at least one of each sex.
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16) Suppose we have a lot of 40 transistors of which 8 are defective. If we sample without
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replacement, what is the probability that we get 4 good transistors in the first 5 draws?
17) A housewife is asked to rank four brands A, B, C, and D of household cleaner according
to her preference, number one being the one she prefers most, etc. she really has no
preference among the four brands. Hence, any ordering is equally likely to occur.
a) Find the probability that brand A is ranked number one.
b) Find the probability that brand C is number one D is number 2 in the rankings.
c) Find the probability that brand A is ranked number one or number 2.
18) How many ways can one arrange the letters of the word ADVANTAGE so
19) that the three As are adjacent to each other?
20) Eight tires of different brands are ranked 1 to 8 (best to worst) according to mileage
performance. If four of these tires are chosen at random by a customer, find the
probability that the best tire among the four selected by the customer is actually ranked
third among the original eight.
Example In a large metropolitan area, the probability of a family owning a colour T.V , a
computer or both 0.86, 0.35 and 0.29 respectively. What is the probability that a family
chosen at random during a survey will own a colour T.V and/or a computer? Given that
the family chosen at random during a survey owns a colour T.V, what is the probability
that it will own a computer?
Solution
Let T and C be the event of owning a colour T.V and a computer respectively. Then
P(T C) P(T) P(C) P(TC) 0.86 0.35 - 0.29 0.92
P(TC) 0.29
P(C/T) 0.337209
P(T) 0.86
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