07CS561 : Probability &

Statistics

RVCE 2009, Bangalore

Presented by
Dr. S R SWAMY
Email:
[email protected]
 Lecture 2
Sample spaces;
Axiomatic Definition of
Probability
In this lecture we look at
• Indeterministic or random experiments
• Sample space, events
• Axiomatic Definition of Probability
• Some elementary Consequences of the
Definition of probability
• Some simple examples
Indeterministic or probabilistic
Experiments
In real-life problems we come across many
indeterministic situations. For example, it is
not clear what will be the annual salary of a
person (after he graduates) who is right now
pursuing a computer science degree.
A factory manager may not be able to tell
what percentage of items produced are
defective. We try to give a numerical measure
for such uncertainties.
Whenever we toss a coin, we may get heads
or tails. We hear people say that there is an
even chance of getting a head. This means,
mathematically speaking, the probability of
getting a head is 0.5.
The argument is : There is no reason to
 

expect heads to come more often than tail if

the coin is fair. Hence the probability of
getting a head = probability of getting a tail
= 0.5.
This argument obviously will not hold for
the probability that an item produced is
defective.
We then observe a number of items
produced over a period of time and count
the number of defectives produced. The
probability of a defective item is then the
relative frequency of the defective items
No. of defective items found

Total No.of items observed
Though this is okay for this problem, there are
many situations where we cannot observe a
“large number of items”. For instance, the
chances that a rocket is successfully launched.
Hence we go in for an axiomatic definition of
probability.
 Sample space

Let E be a random experiment (where we

‘know’ all possible outcomes but can’t
predict what the particular outcome will be
when the experiment is conducted). The set
S of all possible outcomes is called a sample
space for the random experiment E.
Examples of Sample spaces
Let E be the random experiment: Toss two
coins and observe the sequence of heads
and tails. A sample space for this
experiment could be
S   HH , TH , HT , TT 
If however we only observe the number
of heads got, the sample space would be
S   0,1, 2
 Examples of Sample spaces
Let E be the random experiment: Toss two
fair dice and observe the two numbers on
the top. A sample space would be
 1,1 ,  1, 2  ,  1,3 ,     ,  1,6  
 
 2,1 ,  2, 2  ,  2,3 ,     ,(2,6) 
 
S   3,1 ,       
| 
 
 6,1 ,  6, 2  ,  6,3 ,     ,(6,6) 
 
If however, we are interested only in the sum
of the two numbers on the top, the sample
space could be

S = { 2, 3, …, 12}.
Let E be the random experiment: Measure
the life length of a bulb produced by a
factory.
Here S will be

{t | t  0}  [0, )
Events
An event is a subset of the sample space.
Example
Suppose a balanced die is rolled and we
observe the number on the top. Let A be the
event: an even number occurs.
Thus in symbols,

A  {2,4,6}  S  {1,2,3,4,5,6}
 Mutually Exclusive Events
Two events are said to be mutually
exclusive (m.e.) or disjoint if they cannot
occur together; that is there is no element
common between them.
In the above example if B is the event that
an odd number occurs, i.e. B = {1,3,5},
then A and B are mutually exclusive.
Examples
A manufacturer of small motors is concerned
with three major types of defects. If A is the
event that the shaft size is too large, B is the
event that the windings are improper and C is
the event that the electrical connections are
unsatisfactory, express in words what events
are represented by the following regions of the
Venn diagram given below:
(a) region 2 (b) regions 1 and 3 together
(c) regions 3, 5, 6 and 8 together.
 B
A 2 5
7
1 3
4
C
6
8
(a) Since this region is contained in A and B but
not in C, it represents the event that the shaft is
too large and the windings are improper but
the electrical connections are satisfactory.

(b) Since this region is common to B and C, it

represents the event that the windings are
improper and the electrical connections are
unsatisfactory.
(c) Since this is the entire region outside A, it
represents the event that the shaft size is not
too large.
Axiomatic Definition of Probability

Given a random experiment E, let S

represent the set of all possible outcomes.
S is referred to as the sample space. Any
set of outcomes is referred to as an event.
Axioms of Probability

1. For any event A, 0  P (A)  1

2. P(S) = 1

3. If A, B are mutually exclusive events,

P  A  B   P  A  P  B 
3'. If A1, A2, ..., An, … is a sequence of
pairwise mutually exclusive events,

P  A1  A2  ...  An  ...
 P  A1   P  A2   ...  P ( An )  ...
Axiom 1 says that the probability of an
event is always a number between 0 and 1.
Axiom 2 says that the probability of the
certain event S is 1.
Axiom 3 says that the probability is an
additive set function.
Axiom 3' extends the axiom 3 for an infinite
sequence of pairwise m.e. events.
Certain Consequences of the Axioms

(1) P  A  1  P  A 

Here A is the event complementary to A.

That is A occurs if and only if A does not
occur.
(It is the shaded portion
in the figure ) AA

A
Proof: A and A are m.e. (= disjoint) events
whose union is S (the sample space). Hence

P( S )  P( A)  P( A) by Axiom (3)

i.e. 1  P( A)  P ( A)

or P ( A)  1  P( A)
(2) P     0

Here  is the empty (= impossible) event.

Proof of (2):
S and  are disjoint events, whose union is S.

Hence P ( S )  P ( S  )  P ( S )  P ()
or 1  1  P()  P()  0
(3) If B  A, P  A \ B   P  A   P  B 

Proof of (3): A
B
A\B
A \ B and B are m.e. events whose union is A.

Hence P(A) = P(A \ B) + P(B)

Or P(A \ B) = P(A) – P(B)

 (4) For any two events A, B
P  A  B   P  A  P  B   P  A  B 

A
Proof of (4): B

A B AB AB

A B and B are m.e. events whose union is
A  B.
Hence P(A  B) = P(A B ) + P(B) …. (*)
A B and A  B are m.e. events whose union
is A.
Hence P(A) = P(A B ) + P(A  B)

Or P(A B ) = P(A) - P(A  B)

Substituting this in (*) above, we get

P(AB) = P(A) - P(A  B) + P(B)

Or P(AB) = P(A) + P(B) - P(A  B)

We can easily extend this result for three events A, B, C:

P(A  B  C)

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

- P(A  B) - P(B  C) - P(A  C)
+ P(A  B  C)
Example 1
If, A, B are mutually exclusive events and
if P(A) = 0.29, P(B) = 0.43, then find:
(a) P(A) Ans: 1 - P(A) = 0.71
( b) P(A  B) Ans: P(A) + P(B) = 0.72

(c) P(A B) Ans: P(A) = 0.29

(d) P(A B) Ans: 1 - P(A  B) = 0.28

Example 2
P(A) = 0.35, P(B) = 0.73, P(A  B) = 0.14.
Find
(a) P(A  B) Ans: 0.94
(b) P( A B) Ans: 0.21
(c) P( A  B) Ans: 0.59

(d) P(A  B) Ans: 0.86

Example 3
A, B, C are 3 mutually exclusive events.
Is this assignment of probabilities
possible?
P(A) = 0.3, P(B) = 0.4, P(C) = 0.5

Ans: No, as

P(A  B  C) = P(A) + P(B) + P(C) = 1.2 > 1

Example 4
Three newspapers are published in a city.
A recent survey of readers indicated the
following:
20% read A, 16% read B, 14% read C,
8% read A and B , 5% read A and C, 4%
read B and C, 2% read all.
 B
A 6 6
9
2 2
3
C
7
65
Find probability that an adult chosen at
random reads

(a) None of the papers. Ans: 0.65

(b) reads exactly one paper Ans: 0.22

(c) reads at least A and B given he reads at

least one of the papers.
8
Ans:
35
Example 5
If A, B are two events, find the probability
that exactly only one of them occurs.
A
B
Thus we want
P(AB \(AB)) A B AB AB
= P(AB) - P(AB)
= P(A)+P(B) - 2P(AB)
Finite Sample Space (in which all
outcomes are equally likely)
Let E be a random experiment having only a
finite number of outcomes.
Let all the (finite no. of) outcomes be
equally likely.
If S={a1, a2, …, an}, (a1, a2, …, an are
equally likely outcomes), then
S ={a1}{a2}  …  {an}, a union of
m.e. events.
Hence P( S )  P{a1}  P  a2   ...  P{an }

But P {a1} =P {a2} = …= P {an} = p (say)

Thus 1 = p + p+ …. + p (n terms)
Hence 1 = n p or p = 1/n
Hence if A is an event consisting of k of
these outcomes,
k No. of favorable outcomes
P( A)  n

Total no. of outcomes
Example 6
If a card is drawn from a well-shuffled pack of
52 cards find the probability of drawing
2 1
(a) a red king. Ans: 
52 26
16 4
(b) a 3, 4, 5 or 6. Ans: 
52 13
1
(c) a black card. Ans:
2

(d) a red ace or a black queen. Ans: 4 1


52 13
Example 7
When a pair of balanced die is thrown, find
probability of getting a sum equal to
6 1
(a) 7. Ans: 
36 6
2 1
(b) 11. Ans: 
36 18
8 2
(c) 7 or 11. Ans: 
36 9
4 1
(d) 2, 3 or 12. Ans: 
36 9
Example 8
10 persons in a room are wearing badges
marked 1 through 10. 3 persons are chosen
at random and asked to leave the room
simultaneously and their badge numbers are
noted. Find the probability that
(a) the smallest badge number is 5.
(b) the largest badge number is 5.
Solution: (a) 3 persons can be chosen out of
10 persons in 10C3 equally likely ways. If the
smallest badge number is to be 5, the badge
numbers should be 5 and any two of the 5
numbers 6, 7, 8, 9,10. Now 2 numbers out of
the 5 numbers 6, 7,8,9,10 can be chosen in
5
C2 ways. Hence the probability that the
smallest badge number is 5 is 5C2 /10C3 .

Solution: (b) C2 /10C3 .

4
Example 9
A lot consists of 10 good articles, 4 articles
with minor defects and 2 with major defects.
Two articles are chosen at random. Find the
probability that
10
C2
(a) both are good. Ans: 16
C2
2
C2
(b) both have major defects. Ans: 16
C2
A lot consists of 10 good articles, 4 articles
with minor defects and 2 with major defects.
Two articles are chosen at random. Find the
probability that
(c) At least one is good.
6
C2
Ans: 1- P(none is good) = 1  16
C2

(d) Exactly one is good. Ans:

10
C1  C1
6

16
C2
A lot consists of 10 good articles, 4 articles
with minor defects and 2 with major defects.
Two articles are chosen at random. Find the
probability that
(e) At most one is good
Ans: = P(none is good)+ P(Exactly one is good)
6
C2 C1  C1
10 6
 16  16
C2 C2
6
C2
(f) Neither is good Ans: 16
C2
Example 10
From 6 positive and 8 negative integers, 4
integers are chosen at random and
multiplied. Find the probability that their
product is positive.

Solution on the next slide

Solution: The product is positive if
all the 4 integers are positive or all of them
are negative or two of them are positive and
the other two are negative. Hence the
required probability is
6 8   6  8 

 4
 
 4
 
 2
 2
        
14  14  14 

4   
4   
4  
     
Example 11
Suppose the digits 1, 2, 3 are written in a
random order. Find the probability that at
least one digit occupies its proper place.

Solution: There are 3! = 6 ways in which

the three digits can be written, namely

123 132 213 231 312 321

There are 4 ways in which at least one

digit occupies its proper place.
 4 2
Hence the desired probability is  
6 3

Answer the above question for 4 digits.

15
Ans: 
24
Answer the above question for n digits.
Ans: 1  1  1  1  ...  (1) n1 1
2! 3! 4! n!
1
 1  for n large
e
 Example 12
There are n persons in a room. Assume that
nobody is born on 29th February. Assume
that any one birthday is as likely as any
other birthday. Find the probability that at
least two persons in the room has the same
birthday.
Solution: If n > 365, the probability is
obviously 1. (And if n =1, it is 0.)
So let 1 < n < 366. There are (365)n
equally likely ways in which the n persons
can have birthdays.
Now we shall find the complementary
probability that no two persons have the
same birthday.
Now the first person can have the birthday in
365 ways. The second person can have the
birthday in 364 ways (as he cannot have the
same birthday as the first one.)
The third person can have the birthday in
363 ways.
Continuing like this, the last (nth person) can
have the birthday in (365 – n + 1) ways.
Hence the number of ways in which no two
persons will have the same birthday will be

 365  364  ...  (365  n  1)  365

Pn
Hence the probability that no two persons
will have the same birthday will be
365
Pn
 n
(365)
Hence the probability that at least two
persons will have the same birthday will be
365
Pn
 1 n
(365)
 Example 13
A fair die is rolled until all the faces have
appeared on the top. Find the probability
that exactly 6 rolls are needed.

Solution: When the die is rolled 6 times,

there are 66 equally likely ways in which
numbers appear on the top.
The number of ways in which we will get
all the 6 faces is 6 5… 1 = 6!
Hence the desired probability is

6!
 6
(6)

End of Lecture 2