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Chapter 2
Introduction to probability

1. Sample space
It’s the set of all possible outcomes of a statistical experiment. More than one sample space
can be used to describe the outcomes of an experiment, and sample spaces with a large or
infinite number of sample points are described by a statement or rule.
Each outcome in a sample space is called an element or member of the sample space or
simply a sample point.

Example 1:
Tossing a die,
• we are interested in the number that shows on the top face, the sample space would
be:
𝑆1 = {1,2,3,4,5,6}
• we are interested in whether the number is even or odd, the sample space would be:
𝑆2 = {𝑒𝑣𝑒𝑛, 𝑜𝑑𝑑}
Example 2:
We flip a coin
• If we get a head, we flip again
• If we get a tail, we toss a dice
The sample space would be:
𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇1, 𝑇2, 𝑇3, 𝑇4, 𝑇5, 𝑇6}

2. Events
An event is a subset of a sample space. It can be a subset that includes the entire sample space
S or a subset of S called the null set and denoted by ∅ which contains no elements at all.
Example 3:
Let 𝑆 = {1,2,3,4,5,6}.
• Event 𝐴 = {𝑒𝑣𝑒𝑛 𝑛𝑢𝑚𝑏𝑒𝑟} = {2,4,6}
• Event 𝐵 = {𝑝𝑟𝑖𝑚𝑒 𝑛𝑢𝑚𝑏𝑒𝑟} = {2,3,5}
• Event 𝐶 = {𝑛𝑢𝑚𝑏𝑒𝑟 𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 6} = ∅
• Event 𝐷 = {𝑛𝑢𝑚𝑏𝑒𝑟 𝑙𝑒𝑠𝑠 𝑡ℎ𝑎𝑛 7} = 𝑆

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Some definitions
1. The complement of an event 𝐴 with respect to 𝑆 is the subset of all elements of 𝑆 that are
not in 𝐴. We denote it by 𝐴’ or 𝐴 ̅.
Ex: if 𝑆 = {1,2,3,4,5,6,7} and 𝐴 = {1,4,5,6,7} then 𝐴 ̅ = {2,3}

2. The intersection of two events 𝐴 and 𝐵, denoted by 𝐴 ∩ 𝐵 is the event containing all the
elements that are common to 𝐴 and 𝐵.
Ex: If 𝐴 = {1,4,5,6,7} and 𝐵 = {2,4,8} then 𝐴 ∩ 𝐵 = {4}

3. Two events are mutually exclusive or disjoint if A∩B = ∅, that is if A and B have no
elements in common.

4. The union of the two events 𝐴 and 𝐵, denoted by 𝐴 ∪ 𝐵 is the event containing all the
elements that belong to 𝐴 or 𝐵 or both together.
Ex: If 𝐴 = {1,4,5,6,7} and 𝐵 = {2,4,8} then 𝐴 ∪ 𝐵 = {1,2,4,5,6,7,8}

5. Two events 𝐴 and 𝐵 form a partition of the sample space, if they are mutually exclusive,
and if 𝐴 ∪ 𝐵 = 𝑆. (𝐵 = 𝐴 ̅)
Ex: if 𝑆 = {1,2,3,4,5,6,7}, 𝐴 = {1,4,5,6,7} and 𝐵 = {2,3} then 𝐴 and 𝐵 form a
partition of 𝑆.

6. The events 𝐴1, … . , 𝐴𝑛 are mutually exclusive if and only if they are disjoint two by two
𝐴𝑖 ∩ 𝐴𝑗 = ∅ 𝑓𝑜𝑟 𝑖 ≠ 𝑗.

7. The events 𝐴1, … . , 𝐴𝑛 form a partition of the sample space if and only they are mutually
exclusive and 𝐴1 ∪ 𝐴2 … .∪ 𝐴𝑛 = 𝑆.

Venn Diagrams:
The relation between events and the corresponding sample space can be illustrated
graphically by means of Venn Diagrams.

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3. Counting sample points

A) Multiplication rules
If an operation can be performed in 𝑛1 ways and if for each of these ways a second
operation can be performed in 𝑛2 ways, then the two operations can be performed
together in 𝑛1 𝑥 𝑛2 ways.

Example 4:
a) How many four-digit number can be formed from the digits 0,1,2,5,6 and 9, If each
digit can be used only once?
b) How many four-digit odd number can be formed from the digits 0,1,2,5,6 and 9, If
each digit can be used only once?
c) How many four-digit even number can be formed from the digits 0,1,2,5,6 and 9, If
each digit can be used only once?

B) Arrangement without repetition

The number of ways to choose in order p different objects out of n distinct objects is:
𝑝 𝑛!
𝐴𝑛 =
(𝑛 − 𝑝) !
Remark: In arrangement without repetition, we have order, no repetition and we choose
one-by-one.

Example 5:
In one year three awards (research teaching and service) will be given for a class of 25
graduate students in a statistics department. If each student can receive at most one
award, how many possible selections are there?

Example 6:
A president and a treasurer are to be chosen from a student club consisting of 50 people.
How many different choices of officers are possible if:
a) there are no restrictions.
b) A will serve only if he is the president.
c) B and C will serve together or not at all.
d) D and E will not serve together.
e)

C) Combination
The number of ways of choosing p different objects out of n distinct object where we don’t
care about the order, is
𝑝 𝑛!
𝐶𝑛 =
𝑝! (𝑛 − 𝑝)!

Remark: In combination, we have no order, no repetition and we choose by group.

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Example 7:
A student has 10 blue pens and 5 red pens. Each morning he takes 3 blue pens and 2 red
pens. In how many ways can he takes his pens?

D) Permutation
A permutation is an order disposition of a set of elements. It’s a particular arrangement of
size 𝑛 from a set of 𝑛 element. The number of permutations of 𝑛 object is 𝒏!

Example 8:
In how many ways can 5 different trees be planted in a row?

E) Circle permutation
The number of permutations of n distinct objects arranged in a circle is (𝑛 − 1)!

Example 9:
In how many ways can 5 different trees be planted in a circle form?

F) Permutation of sets containing similar objects

The number of distinct permutation of n objects of which 𝑛1 are of one kind, 𝑛2 of a
second kind, … , 𝑛𝑘 of a 𝑘 𝑡ℎ kind is:
𝑛!
𝑛1 ! 𝑛2 ! … 𝑛𝑘 !
Example 10:
In a college football training session, the defensive coordinator needs to have 10 players
standing in a row. Among these players, there are 1freshman, 2 sophomores, 4 juniors, 3
seniors. In how many ways can they be arranged in a row if only their class level will be
distinguished?

G) Partitioning into sets

The number of ways of partitioning a set of n objects into 𝑟 cells with 𝑛1 elements in the
first cell, 𝑛2 elements in a second cell, … is
𝑛!
𝑛1 ! 𝑛2 ! … 𝑛𝑘 !

Example 11:
In how many ways can we arrange the letters of STATISTICS?

Example 12:
We have 30 distinct balls. How many different selections can one obtain if 3 balls are
selected
1. at the same time
2. consecutive without replacement
3. consecutive with replacement

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4. Probability of an event
The probability of an event A is the sum of the weights of all sample points in A:
• 𝑃(𝑆) = 1
• 𝑃(∅) = 0
• 0 ≤ 𝑃(𝐴) ≤ 1.

If A and A’ are complementary events then

𝑃(𝐴) + 𝑃(𝐴’) = 1
Example 13:
A coin is tossed twice. What is the probability that at least one head occurs, if thecoin is
balanced.

If an experiment can result in any one of 𝑛 equally likely outcomes, and if exactly 𝑘 of
these outcomes corresponds to an event A, then the probability of A is:

𝑘 nb of favorable outcomes
𝑃 (𝐴) = =
𝑛 nb of possible outcomes
Example 14:
A statistics class for engineers consists of 25 industrial, 10 mechanical, 10 electrical, and
8 civil engineering students. If a person is randomly selected by the instructor to answer a
question, find the probability that the student chosen is
a- an industrial engineering major
b- a civil engineering or an electrical engineering major.

Example 15:
In a hand consisting of 5 cards, find the probability of holding 3 jacks and 2 queens.

5. Additive rules
Let 𝑨 and 𝑩 be 2 events from a sample space 𝑺. We have

𝑃(𝐴 𝘜 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

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Remarks:
1. If 𝐴 and 𝐵 are mutually exclusive then
𝑃(𝐴 𝘜 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

2. If 𝐴1 , … . , 𝐴𝑛 are mutually exclusive (𝐴𝑖 ∩ 𝐴𝑗 = ∅ 𝑓𝑜𝑟 𝑖 ≠ 𝑗 ) then:

𝑃 (𝐴1 ∪ 𝐴2 ∪ … ∪ 𝐴𝑛 ) = 𝑃 (𝐴1 ) + 𝑃 (𝐴2 ) + ⋯ + 𝑃(𝐴𝑛 )

3. If 𝐴1 , … 𝐴𝑛 is a partition of the sample space (𝐴𝑖 ∩ 𝐴𝑗 = ∅ 𝑓𝑜𝑟 𝑖 ≠ 𝑗 𝑎𝑛𝑑 ⋃ 𝑖 𝐴𝑖 = 𝑆 )

then:
𝑃 (𝐴1 ∪ 𝐴2 ∪ … ∪ 𝐴𝑛 ) = 𝑃 (𝐴1 ) + 𝑃 (𝐴2 ) + ⋯ + 𝑃 (𝐴𝑛 ) = 𝑃 (𝑆) = 1

4. For three events 𝐴, 𝐵 and 𝐶, we have

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

Example 16:
Tony is going to graduate from an industrial engineering department in a university by the
end of the semester. After being interviewed at two companies he likes, he assesses that
his probability of getting an offer from company A is 0.6, and the probability that he gets
an offer from company B is 0.5. If on the other hand, he believes that the probability that
he will get offers from both companies is 0.5, what is the probability that he will get at
least one offer from these two companies?

Example 17:
If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a person purchasing a
new automobile will choose the color green, white, red, or blue, what is the probability
that a given buyer will purchase a new automobile that comes in one of those colors?

Example 18:
Suppose the manufacturer specifications of the length of a certain type of computer cable
are 2000 ± 10 millimeters. In this industry, it is known that small cable is just as likely to
be defective (not meeting specifications) as large cable. That is, the probability of
randomly producing a cable with length exceeding 2010 millimeters is equal to the
probability of producing a cable with length smaller than 1990 millimeters. The
probability that the production procedure meets specifications is known to be 0.99.
(a) What is the probability that a cable selected randomly is too large?
(b ) What is the probability that a randomly selected cable is larger than 1990 millimeters?

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6. Conditional probability
The probability of an event 𝐵 occurring when it is known that some event 𝐴 has occurred
is called a conditional probability and is denoted by 𝑃(𝐵/𝐴). “The probability that 𝐵
occurs given that 𝐴 occurs”. Is this case, the sample space is reduced to 𝐴.

𝑃(𝐴 ∩ 𝐵)
𝑃(𝐵/𝐴) =
𝑃(𝐴)
where 𝑃(𝐴) > 0.

A conditional probability can be calculated using the above formula in the initial sample
space Sor also by recalculating the loads of points in the restricted sample space.

Example 19:
A die is tossed. The probability of getting an even number is twice the probability of odd
number. Find the probability of getting a perfect square if the toss of the die results in a
number greater than 3.

Example 20:
Suppose that our sample space S is the population of adults in a small town who have
completed the requirements for a college degree.

We shall categorize them according to gender and employment status. The data are given
in Table 2.1. One of these individuals is to be selected at random for a tour throughout the
country to publicize the advantages of establishing new industries in the town. We shall be
concerned with the following events:
M: a man is chosen,
E: the one chosen is employed.
Find the probability of choosing a man given that he is an employed.
Example 21:
The probability that a regularly scheduled flight departs on time is 𝑃(𝐷) = 0.83;the
probability that it arrives on time is 𝑃(𝐴) = 0.82; and the probability that it departs and
arrives on time is 𝑃(𝐷 ∩ 𝐴) = 0.78. Find the probability that a plane (a) arrives on time
given that it departed on time, and (b) departed on time given that it has arrived on time.

Example 22:
Consider an industrial process in the textile industry in which strips of a particulartype of
cloth are being produced. These strips can be defective in two ways, length and nature of
texture. For the case of the latter, the process of identification is very complicated. It is
known from historical information on the process that 10% of strips fail the length test,

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5% fail the texture test, and only 0.8% fail both tests. If a strip is selected randomly from
the process and a quick measurement identifies it as failing the length test, what is the
probability that it is texture defective?

7. Independent events

Two events 𝐴 and 𝐵 are independent if and only if 𝑃(𝐵/𝐴) = 𝑃(𝐵) or 𝑃(𝐴/𝐵) = 𝑃(𝐴)
provided the existence of conditional probabilities. In such case, we have

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃(𝐵).

These three definitions are equivalent. Otherwise, A and B are dependent.

Example 23:
Are the events failing the length test and failing the texture test of the example 22
independent?

8. Multiplicative rule
If in an experiment, the events A and B can both occur,
then

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵/𝐴). 𝑃(𝐴) = 𝑃(𝐴/𝐵). 𝑃(𝐵)

Example 24:
Suppose that we have a fuse box containing 20 fuses, of which 5 are defective. If 2 fuses
are selected at random and removed from the box in succession without replacing the
first, what is the probability that both fuses are defective?

Example 25:
One bag contains 4 white balls and 3 black balls, and a second bag contains 3 white balls
and 5 black balls. One ball is drawn from the first bag and placed unseen in the second
bag. What is the probability that a ball now drawn from the second bag is black?

Example 26:
A small town has one fire engine and one ambulance available for emergencies. The
probability that the fire engine is available when needed is 0.98, and the probability that
theambulance is available when called is 0.92. In the event of an injury resulting from a
burning building, find the probability that both the ambulance and the fire engine will be
available. Suppose that the availabilities of the two engines are independent.

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9. Theorem of total probability or elimination rule

If the events 𝐵1 , 𝐵2 , … . , 𝐵𝑘 constitute a partition of the sample space S such that
𝑃 (𝐵𝑖) > 0 for all 𝑖 = 1, … , 𝑘 then for any event 𝐴 of 𝑆, we have

𝑘 𝑘

𝑃 (𝐴) = ∑ 𝑃(𝐴 ∩ 𝐵𝑖 ) = ∑ 𝑃(𝐵𝑖 )𝑃 (𝐴/𝐵𝑖 ) = 𝑃 (𝐵1 )𝑃(𝐴/𝐵1 ) + ⋯ + 𝑃(𝐵𝑘 )𝑃(𝐴/𝐵𝑖 )

𝑖=1 𝑖=1

Bayes rules
𝑃( 𝐵𝑖 ∩ 𝐴) 𝑃 (𝐵𝑖 )𝑃 (𝐴/𝐵𝑖 )
𝑃(𝐵𝑖 /𝐴) = = 𝑘
𝑃(𝐴) ∑𝑖=1 𝑃(𝐵𝑖 )𝑃 (𝐴/𝐵𝑖 )

Example 27:
In a certain assembly plant, three machines, 𝐵1, 𝐵2 and B3 , make 30%, 45%, and 25%,
respectively, of the products. It is know from past, experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
a) Now, suppose that a finished product is randomly selected. What is the
probability that it isdefective?
b) Suppose that a product was randomly selected and it is defective. What is the
probability that,this product was made by machine 𝐵1 ?

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