Lecture-1

Introduction:
Probability is the study of chance. Before going to study about it in detail we have to know
some related terms about it.

Experiment: Doing certain things until getting a result is called experiment.

Ex. Tossing a coin or throwing a die. When we toss a coin and as long as it remains in sky
means the experiment is going on.

Outcome: When we do certain things and at last we get a result then that result is called
as the outcome.

Ex. When we toss a coin and after certain time it falls on ground then either head or tail
appears. That is the outcome what appears to us.

Sample Space: By we do experiment we get the outcome. Collection of all possible

outcomes is the sample space. It is denoted by ‘S’.

Ex. Tossing a coin once gives the sample space as S = {H,T}

Ex. Tossing a coin twice. Then sample space is S = {HH,HT,TH,TT}.

Ex. Tossing a coin thrice. Then sample space is S = {HHH, HHT, HTH, THH, HTT,
THT, TTH, TTT }.

Ex. Tossing a die once. Then the sample space is S = {1, 2, 3, 4, 5, 6 }.

Ex. Tossing a die twice. Then sample space is

S=
{11,12,13,14,15,16,21,22,23,24,25,26,31,32,33,34,35,36,41,42,43,44,45,46,51,52,53,

54,55,56,61,62,63,64,65,66 }.

Event: When we do experiment with a view that we want some specific outcomes then that
set of outcomes is called event. It is denoted as ‘E’ .

Ex. Tossing a coin twice to get at least one head. The event E ={HT, TH, HH }.

Mutually Exclusive event: Two events A and B are said to be mutually exclusive or
disjoint when A ∩ B=∅ .

Probability of an Event: If we do certain experiment where ‘E’ is the experiment and ‘S’
is the sample space then probability of the event is defined as the ratio between the
cardinality of event with respect to the cardinality of sample space. That is
 |E| no . of elements present ∈E
Probability of E = P(E) = = .
|S| no . of elements present ∈S
Ex. Find the probability of getting only one head by tossing a coin twice.

Soln. Here the sample space S = {HH,HT,TH,TT}.The event is E={HT, TH }.So the
probability of the event E is

|E| no . of elements present ∈E 2 1

P(E) = = = =
|S| no . of elements present ∈S 4 2
Ex. Find the probability of getting at least one head by tossing a coin twice.

Soln. Here the sample space S = {HH,HT,TH,TT} and the event is E ={HT, TH, HH }. So
the probability of the event E is

|E| no . of elements present ∈E 3

P(E) = = =
|S| no . of elements present ∈S 4
Properties of Probability:

i. If ∅ is the event then P(∅ ¿ =0

ii. If ‘S’ is the event then P(S)=1
iii. If ‘E’ is the event and E ⊆ S then 0 ≤ P(E)≤ 1
iv. If A and B are two events such that A ⊆ B⊆ S then 0 ≤ P( A)≤ P(B)≤ 1
v. If A1 , A 2 , … … … … . A n are mutually exclusive such that S=¿i=1¿ n Ai Then
P ( ¿ i=1 ¿ n Ai ) =1

Some basic theorems on Probability:

Theorem 1: If A and B are two different events with sample space S then

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

Proof: From set theory we know that for two arbitrary sets

| A ∪ B|=|A|+|B|−| A ∩ B|

When S is the sample space and dividing |S| to both sides of the above equations then

| A ∪ B| | A|+|B|−| A ∩ B|
=
|S| |S|
| A ∪ B| | A| |B| | A ∩ B|
⟹ = + −
|S| |S| |S| |S|

⟹ P ( A ∪ B ) =P ( A )+ P ( B )−P ( A ∩ B ) .
Ex. John 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 0.8, and his probability of getting an offer from company B is
0.6. If 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?

Solution: Using the additive rule,

we have P(A ∪ B) = P(A) + P(B) − P(A ∩ B)=0.8+0.6 − 0.5=0.9

Corollary to Thm-1 If A and B are two mutually exclusive events then

P ( A ∪ B )=P ( A ) + P ( B ) .

Proof: We know that when two events are mutually exclusive then A ∩ B=∅ and from
property of probability we know P(∅ ¿ =0 ⟹ P ( A ∩ B ) =0. Hence we get

P ( A ∪ B )=P ( A ) + P ( B ) .

Ex. : What is the probability of getting a total of 7 or 11 when a pair of fair dice is tossed?

Solution: Let A be the event that 7 occurs and B the event that 11 comes up. Now, a total of 7 occurs
for 6 of the 36 sample points, and a total of 11 occurs for only 2 of the sample points. Since all
sample points are equally likely, we have P(A) = 1/6 and P(B) = 1/18. The events A and B are mutually
exclusive, since a total of 7 and 11 cannot both occur on the same toss. Therefore,

P(A ∪ B) = P(A) + P(B) = 1 /6 + 1/ 18 = 2/ 9 . This result could also have been obtained by counting
the total number of points for the event A ∪ B, namely 8, and writing P(A ∪ B) = n /N = 8 /36 = 2/ 9

Theorem 2: For three events A, B, and C,

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

Proof: P(A ∪ B ∪ C)

= P {(A ∪ B) ∪ C}

=P (A ∪ B)+P(C)-P{(A ∪ B) ∩C}

= P (A ∪ B) +P(C)-P{(A∩C) ∪ (B ∩ C) } by the property of intersection distributive over

union

= P (A ∪ B) +P(C)-[ P(A ∩ C) + P(B ∩ C) –P{(A∩C) ∩(B ∩ C)} ] by theorem 1

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

= P(A)+P(B)- P(A ∩ B) - P(A ∩ C) - P(B ∩ C) + P(A∩C ∩B ∩ C) by theorem 1

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

 by idempotent property i.e. C ∩C
=C

Hence proved

Theorem : If A and A/ are complementary events, then P(A) + P(A/ )=1.

Proof : We know that A and A/ are mutually exclusive that means A ∩ A/ = ∅ and by the
complement rule A ∪ A/ = S where S is the sample space. Also from property of probability we
know P(S)=1

Hence we get P(A ∪ A/)=P(A)+P(A/)=P(S) ⇒ P(A)+P(A/)=1 Hence

proved.

Ex. : If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or more cars on
any given working day are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is the probability
that he will service at least 5 cars on his next day at work?

Solution: Let E be the event that at least 5 cars are serviced. Now, P(E)=1 − P(E / ), where E/ is the
event that fewer than 5 cars are serviced.

Since P(E/ )=0.12 + 0.19 = 0.31, it follows from above Theorem that

P(E)=1 − 0.31 = 0.69.

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 symbol P(B|A) is usually read “the probability
that B occurs given that A occurs” or simply “the probability of B, given A.”

Definition : The conditional probability of B, given A, denoted by P(B|A), is defined by

P ( A ∩B)
P(B|A) = , provided P(A) > 0.
P( A )

Ex. 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 below

Employed Unemployed Total

Male 460 40 500
Female 140 260 400
Total 600 300 900
What is the probability of a man such that he must be employed?

Solution :

Method –I (Direct method)

Total employed person is 600 i.e. S=600 and employed man is 460 i.e. E=460
 E 460 23
so P(E) = = =
S 600 30

Method-II (Conditional probability method)

Let M is the event that a man is selected

Let E is the event that the chosen person is employed

Here out of two events the event E happened earlier than event M

Total person is 900 i.e. sample space S=900

E 600 2
So P(E) = = =
S 900 3

Now we have to select a man and he must be employed i.e. M ∩ E = 460

460 23
P(M ∩ E) = =
900 45

We need probability of a man who is employed i.e.

P ( M ∩ E) 23/45 23 3 23
P(M|E) = = = . =
P( E) 2/3 45 2 30

Some more examples on conditional probability:

Ex. 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.
Solution:
a. The probability that a plane arrives on time, given that it departed on time, is
P ( D ∩ A ) 0.78
P(A|D) = = = 0.94.
P( D) 0.83
b. The probability that a plane departed on time, given that it has arrived on time, is
P ( D ∩ A ) 0.78
P(D|A) = = =0.95
P( A) 0.82
Independent Events :
Definition : Two events A and B are independent if and only if
P(B|A) = P(B) or P(A|B) = P(A),
assuming the existences of the conditional probabilities. Otherwise, A and B are dependent.

Ex. Now consider an experiment in which 2 cards are drawn in succession from an ordinary deck,
with replacement. The events are defined as
A: the first card is an ace,
B: the second card is a spade.
Since the first card is replaced, our sample space for both the first and the second draw consists of
52 cards, containing 4 aces and 13 spades. Hence,
13 1 13 1
P(B|A) = = and P(B) = = .
52 4 52 4
That is, P(B|A) = P(B). When this is true, the events A and B are said to be independent.

The Product Rule, or the Multiplicative Rule : (when one event depends on other)

From the definition of conditional probability we know

P ( A ∩B)
P(B|A) = , provided P(A) > 0.
P( A )

This implies P(A ∩ B) = P(A) . P(B|A) it means in an experiment events A and B can both occur and B
depends on A.

Note: Two events A and B are independent if and only if P (A ∩ B) = P(A) . P(B).

Ex. 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?

Solution: 20 fuses are there

15 good 5 defective
Two defective fuses are fuse fuse selected one after other in
succession without replacement of 1st

5 1
let A be the event that the first fuse is defective. So P(A) = =
20 4

Let B the event that the second fuse is defective. As the 1st defective fuse is not replaced the 2nd
draw is dependent on 1st draw. Now we have 19 fuses in which 15 are good and 4 are defective. So
4
P(B¿ A ) = Hence the probability of 1st defective and 2nd defective is
19

1 4
P(A ∩ B) = P(A) . P(B|A) = .
4 19

Ex. 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?

Solution:

Let B1 be the drawing of a black ball from bag 1

Let B2 be the drawing of a black ball from bag 2

 Let W1 be the drawing of a white ball from bag 1

We are interested in the union of the mutually exclusive events B1 ∩ B2 and W1∩ B2. The
various possibilities and their probabilities are illustrated in the following figure

P[(B1 ∩ B2) or (W1 ∩ B2)] = P(B1 ∩ B2) + P(W1 ∩ B2)

= P(B1)P(B2|B1) + P(W1)P(B2|W1)

=( 37 )( 69 )+( 74 )( 59 )= 3863
Ex. (Independent events)

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 the
ambulance 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, assuming
they operate independently. Solution: Let A and B represent the respective events that the fire
engine and the ambulance are available. Then

P(A ∩ B) = P(A)P(B) = (0.98)(0.92) = 0.9016