Lecture1 Probability
Lecture1 Probability
𝑆𝑢𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦
𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
c) A person predicting whether India would win the T20 World Cup or not.
We need a more formal and logical way of calculating probability. Classical probability gives a
formal mathematical formula for calculating probability.
1
turn tail and vice versa. Similarly, if we throw a die, then all occurrences are mutually
exclusive. If the die turns 1, it cannot turn 2 or 3 or 4 or 5 or 6 and so on.
d) 𝐸𝑞𝑢𝑎𝑙𝑙𝑦 𝐿𝑖𝑘𝑒𝑙𝑦 𝑂𝑢𝑡𝑐𝑜𝑚𝑒𝑠: Outcomes which have an equal chance of occurrence. For
example, in the experiment of tossing an unbiased or fair coin, H and T are equally
likely. In the experiment of rolling a die, outcomes 1,2 ,3 ,4 ,5 ,6 are all equally likely
as the die is assumed to be fair.
𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
a) Consider the experiment of tossing a coin. The possible outcomes are H, T.
1
As both the outcomes are equally likely, the probability of getting a head is 𝑃(𝐻) = 2, the
1
probability of getting a tail is 𝑃(𝑇) = 2.
b) Consider the experiment of throwing a die. The possible outcomes are 1,2, …,6. As all six
1
outcomes are equally likely, the probability of getting any of the above numbers is 6.
c) In the experiment of tossing three coins, the possible outcomes are HHH, HHT, HTH, HTT,
THH, THT, TTH, TTT. As all outcomes are equally likely, the probability of getting at least
4
two heads is as the cases favourable to this event are HHH, HHT, HTH, THH.
8
2
6 1
The probability of getting the sum on the two faces as seven is 36 = 6 as the cases
favourable to this event are (1,6), (2,5), (3,4), (4,3), (5,2), (6,1).
However, classical probability has a few restrictions or limitations. It may not be very
accurate in a real-world setting. The key limitations of classical probability are the
following:
i) Total number of outcomes/ number of trials should be finite. If they are infinite
or unknown, then this theory may not give an accurate result. For example: How
to find the probability of choosing a natural number out of the set of integers.
ii) All outcomes should be equally likely. If we wish to find the probability of getting
a head for a biased coin, then classical probability does not work.
𝐸𝑚𝑝𝑖𝑟𝑖𝑐𝑎𝑙 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦
𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
a) Consider the experiment of tossing a coin 10 times. The following outcomes are
3
observed: H H T T T H T T T T. The probability of getting a head is .
10
b) Consider the experiment of throwing a die 10 times. The following outcomes are
observed: 1, 6, 6, 3, 4 , 4 , 6 , 2, 3, 4. The probability of getting a 5 is 0 and the
1
probability of getting a 2 is .
10
3
i) 𝑆𝑖𝑔𝑚𝑎 𝐴𝑙𝑔𝑒𝑏𝑟𝑎: Let 𝑆 be the collection of all possible outcomes (called Sample
Space) of an experiment. Let ℬ ⊆ 𝑃(𝑆), the power set of 𝑆 .Which means that ℬ is a
collection of subsets of 𝑆. Then, ℬ is called a sigma algebra if it satisfies the following:
(a) Øϵℬ
(b) 𝐴ϵℬ⇒ 𝐴𝑐 𝜖ℬ (ℬ is closed under complementation)
(c) 𝐴1 , 𝐴2 , 𝐴3 , …ϵℬ⇒⋃∞
𝑖=1 𝐴𝑖 𝜖ℬ (ℬ is closed under countable union).
𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
a) Consider a subset 𝐴 ∈ 𝑆, where 𝑆 is the Sample Space (or collection of all possible
outcomes) of some experiment performed. Let ℬ={Ø, 𝐴, 𝐴𝑐 , 𝑆}. Then ℬ is a sigma
algebra.
b) Let ℬ= 𝑃(𝑆), where 𝑆 is the Sample Space of some experiment performed. Then ℬ is
a sigma algebra.
𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
b) 𝐷𝑒𝑓𝑖𝑛𝑒 𝑔: ℳ → ℝ as 𝑔({𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑛 }) = 𝑛 =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑒𝑡 {𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑛 }, where ℳ is the collection of
all finite sets. Function 𝑔 which is defined as the cardinality of a set is a set
function as it defined on a collection of sets.
𝑆𝑜𝑙𝑣𝑒𝑑 𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
1) Given two unbiased dice are tossed. Find the probability that the sum of faces is 2 or 3 or
4 or 5 or 6 or 7 or 8 or 9 or 10 or 11 or 12.
4
Total number of possibilities: O(𝑆) = 36.
𝑂{(1,1)} 1
Probability of getting a sum of two= 36
=36.
𝑂{(1,2),(2,1)} 2 1
Probability of getting a sum of three= 36
= 36=18
𝑂{(1,3),(3,1),(2,2)} 3
Probability of getting a sum of four= =
36 36
𝑂{(1,4),(2,3),(3,2),(4,1)} 4
Probability of getting a sum of five= 36
=36
𝑂{(1,5),(5,1),(2,4),(4,2),(3,3)} 5
Probability of getting a sum of six= 36
=36
𝑂{(1,6),(6,1),(2,5),(5,2),(3,4),(4,3)} 6
Probability of getting a sum of seven= 36
=36
𝑂{(2,6),(6,2),(3,5),(5,3),(4,4)} 5
Probability of getting a sum of eight= 36
=36
𝑂{(6,3),(3,6),(5,4),(4,5)} 4
Probability of getting a sum of nine= 36
=36
𝑂{(6,4),(4,6),(5,5)} 3
Probability of getting a sum of ten= 36
=36
𝑂{(5,6),(6,5)} 2
Probability of getting a sum of eleven= 36
=36
𝑂{(6,6)} 1
Probability of getting a sum of twelve= 36 =36.
1 2 3 6 5 1
Therefore, the required probability=36 + 36 + 36 + ⋯ + 36+36 + ⋯ + 36= 1