Probability

Definition: An experiment is any well-defined operation or procedure that results in one of two or more possible outcomes. An outcome is particular result of an experiment. Basic Concepts of Probability Theory: (a) Possibility Space, (b) Event, (c) Complementary Event, (d) Mutually Exclusive Events, (e) Composite Events, and (f) Joint Events. (a) Possibility Space: Also known as sample space or outcome space. A possibility space is a set of all possible outcomes of an experiment and is denoted by S. If an experiment consists of a toss of a fair die and the numbers are of interest, the possibility space would be: S = {1, 2, 3, 4, 5, 6} If the interest is whether the number is even or odd, the possibility space would be: S = {even, odd} A possibility space may be represented by a rectangle. The number of outcomes in the possibility space is denoted by n(S). (b) Event: A subset of a possibility space is called an event and is usually denoted by first few capital letters A, B, C, For example, a coin is tossed, the sample space is S = {H, T} and the subset A = {H} is the event when a head occurs. Take another example, two coins are tossed. The sample space is S = {HH, HT, TH, TT} and the subset B = {HH, HT, TH} is the event that at least one head appears when two coins are tossed.

An event may be represented by a circle inside the rectangle of the possibility space. An event is further divided into the following: (i) Simple Event: is the subset if it contains only one outcome of the possibility space. (ii) Compound Event: is the subset if it contains more than one outcomes of the possibility space. (iii) Null Event: is a subset containing no outcomes. It is also called impossible event. (iv) Sure Event: It is also called certain event. It is a subset containing all outcomes of the possibility space. Number of possible events = 2n Example: Two coins are tossed. List all the possible events or subsets of the possibility space. Solution: S = {HH, HT, TH, TT} n(S) = 4 Number of possible events = 2n = 24 = 16 events Possible Events of two tossed coins:

(c) Complementary Event: For an event A, the complementary event is defined as a set of those outcomes of the possibility space which are not in A. The complementary event of A is written as (not A). For example, the complementary events of E5 = {TT} are diagrammatically shown as below: . It is

(d) Mutually Exclusive Events: Two events A and B are mutually exclusive if they have no outcomes in common and therefore they cannot happen together. Mutually exclusive events are also known as disjoint events. Non-mutually exclusive events are the vice versa of the above definition and are also known as over-lapping events.

For example, in case of two tossed coins, E6 and E7 are not mutually exclusive events, because both events have an outcome HH in common. However, E6 and E11 are two mutually exclusive events because no single outcome is common. (e) Composite Events: For two events A and B, a composite event is defined as a set of outcome of either A or B or both A and B and therefore at least one of two events must occur. The composite event of A and B is written as AUB, or A or B. For example, the composite event of E6 and E7 is as follows: E6 U E7 = {HH, HT, TH} (f) Joint Events: For two events, A and B, a joint event is defined as a set of common outcomes of A and B and therefore both the events must occur together. The joint event of A and B is written as A and B or AB. For example, the joint event of E6 and E7 is as follows: E6 E7 = {HH} Take another example, the joint event of E2 and E15 is as follows: E2 E15 = { } (i.e., Null Event)

Combinations: A combination is a group of items without regard to the arrangement of items. ABC and BCA are two different permutations but are same combinations of three letters. The number of combination of n distinct items taken r at a time, denoted by , is:

Example:

In how many ways five students can be selected from a group of 12 students? Solution: n = 12; r = 5

Probability Theory: 1. A probability is a numerical measure of the likelihood (or chance) that a particular event will occur. 2. The probability of any event must satisfy the following two conditions. (i) No probability is negative, P(Event) 0. (ii) No probability is greater than one, P(Event) 1. 3. Axioms of Probability

Axioms: 1. P (A) 0 2. P(S) = 1 where S is the sample space 3. P (A U B) = P (A) + P (B) if A and B are mutually exclusive e.g., P (ace or king) = P (ace) +P (king) =1/13+1/13=2/13.

Theorems about probability can be proved using these axioms and these theorems can be used in probability calculations. P (A) = 1- P () P (A U B) = P (A) + P (B) P (A B) (for mutually not exclusive events) E.g. P (ace or black) = P (ace) + P (black) P(ace and black)= 4/52 + 26/52 2/52 = 28/52 = 7/13

3. There are three different approaches to assign probabilities to the events: (a) Classical or Mathematical Approach (b) Empirical or Relative Frequency Approach (c) Subjective Approach (a) Classical Approach: It is the approach in which probabilities are assigned to the events before the experiment is actually performed and therefore, such probabilities are also called a priori probabilities. If the possibility space of the experiment is finite, and if each outcome of the possibility space is equally likely to occur, then the probability of event A:

It is also referred to as axiomatic function of probability. Example: Two coins are tossed once, what is the probability that two heads will appear? Solution: S = {HH, HT, TH, TT} n(S) = 4 Event = Two head appear i.e., n(A) = 1 Now the probability of event A is as calculated below:

(b) Relative Frequency Approach: This approach is applied when the possibility spaces are infinite, or the outcomes cannot be assumed equally likely.

If an experiment is represented n times under uniform conditions and if m times the outcome of the experiment is in favour of an event A, then the ratio probability of the event A as n approaches infinity. approaches the

The ratio

is considered as an estimate of the actual probability of event A and normally

this estimate is called the probability of the event A and is written as:

Since in this approach probabilities are assigned after performing a large experiment, therefore, they are also known as a posteriori probabilities. Example: A die has been rolled 360 times and Six has been observed 63 times. Estimate the probability of occurring a Six when the die is to be rolled once again. Solution: m = 63 n = 360

(c) Subjective Approach of Probability: Subjective probability can be defined as the probability assigned to an event by an individual, based on whatsoever evidence is available. This evidence may be in the form of relative frequency of past occurrences, or it may be just an educated guess. Probability of Complementary Events: If A and are complementary events in a probability S, then:

Example:

A coin is tossed 3 times. Find the probability of getting at least one tail. Solution: Number of possible outcomes in S = n(S) = 23 = 8 Let A = At least one tail appears Then = No tail appears = All heads appear (the only outcome with all heads)

Independent and Dependent Events: 1. When two events are given, the occurrence of the first event may or may not have an effect on the occurrence of the second event. 2. When the occurrence of one of the two events has no effect on the probability of the occurrence of the other event, the two events are called Independent Events. 3. On the other hand, when the occurrence of first event has some effect on the probability of occurrence of second event, the second event is said to be Dependant on the first event. Conditional Probability: If there are two events A and B such that the probability of event B depends on the occurrence or non-occurrence of the event A, then the probability of event B occurs when the event A occurs is called the conditions probability of event B given event A and is written as:

and

If two events are independent then: P(B/A) = P(B) Example: A black card is drawn from an ordinary deck of 52 playing cards. What is the probability that it is of spade () suit? Solution: Let B = Black card drawn and S = Spade card drawn Since the card drawn is black (event B has occurred), and there are 13 spade cards in 26 black cards, therefore: (independent events)

Multiplication Law of Probability: If there are two non-mutually exclusive events A and B such that event B is dependent on event A, then the probability of joint event (A and B) is given by: P(A and B) = P(A) P(B/A) or P(AB) = P(A) P(B/A) or P(A) + P(B) P(AUB)

or it may equivalently be written as: P(AB) = P(B) P(A/B) When two events A and B are independent: P(AB) = P(A) P(B) When two events A and B are mutually exclusive, their joint probability is zero: P(AB) = 0

Example: In a graduate college, there are 500 male and female students learning B.Sc and B.Com. The break up is as follows: B.Sc B.Com Total Male 70 120 190 Female 150 160 310 Total 220 280 500

What is the probability that a randomly selected student is (i) a female B.Sc student, and (ii) a male B.Com student? Solution: (i) a female B.Sc student: Let A = student selected is learning B.Sc;

B = student selected is a female; AB = female student learning B.Sc P(AB) = P(A) P(B/A), where

(ii) a male B.Com student: Let = student selected is not learning B.Sc;

= student selected is not a female;

Addition Law of Probability: If A and B are two non-mutually exclusive events, then the probability of the composite event (A or B) is given by: P(A or B) = P(A) + P(B) P(A and B) or P(AUB) = P(A) + P(B) P(AB)

For two mutually exclusive events A and B: P(AUB) = P(A) + P(B) Example: A card is drawn from a pack of 52 cards. What is the probability that: (i) (ii) Solution: (i) it is either Ace or King: it is either Ace or King it is either Queen or a Diamond ()

(AUB) = the card drawn is either an Ace or a King PAUB) = P(A) + P(B)

(ii)

it is either Queen or a Diamond:

CUD = Card drawn is either a Queen or a Diamond P(CUD) = P(C) + P(D) P(CD); where P(CD) = P(C) P(D/C) =

P(CUD)