Introduction to Probability

What is probability?
• Most people use terms such as chance, likelihood, or probability to reflect the level
of uncertainty about some issues or events. Examples in which these terms may be
used are as follows:
• As you watch the news every day, you hear forecasters saying that there is a 70%
chance of rain tomorrow.
• As you plan to enter a new business, an expert in the field tells you that the
probability of making a first-year profit in this business is only 0.4, or there is
a 40% chance that you will make a profit.
• As you take a new course, you may be wondering about the likelihood of
passing or failing the course.
 Phenomena

Deterministic Non-
deterministic
Deterministic Phenomena
• There exists a mathematical model that allows
“perfect” prediction the phenomena’s outcome.
• Many examples exist in Physics, Chemistry (the exact
sciences).
Non-deterministic Phenomena
• No mathematical model exists that allows “perfect”
prediction the phenomena’s outcome.
Non-deterministic Phenomena
• may be divided into two groups.

1. Random phenomena
– Unable to predict the outcomes, but in the
long-run, the outcomes exhibit statistical
regularity.

2. Haphazard phenomena
– unpredictable outcomes, but no long-run,
exhibition of statistical regularity in the
outcomes.
 Phenomena

Non-
deterministic
Deterministic
Haphazard

Random
Haphazard phenomena
– unpredictable outcomes, but no long-run,
exhibition of statistical regularity in the
outcomes.
– Do such phenomena exist?
– Will any non-deterministic phenomena
exhibit long-run statistical regularity
eventually?
Random phenomena

– Unable to predict the outcomes, but in the

long-run, the outcomes exhibit statistical
regularity.

Examples
1. Tossing a coin – outcomes S ={Head, Tail}
Unable to predict on each toss whether is Head or
Tail.
In the long run can predict that 50% of the time
heads will occur and 50% of the time tails will
2. Rolling a die – outcomes
S ={ , , , , , }

Unable to predict outcome but in the long run can

one can determine that each outcome will occur 1/6
of the time.
Use symmetry. Each side is the same. One side
should not occur more frequently than another side
in the long run. If the die is not balanced this may
not be true.
Definitions
The sample Space, S

The sample space, S, for a random phenomena

is the set of all possible outcomes.
Examples
1. Tossing a coin – outcomes S ={Head, Tail}

2. Rolling a die – outcomes

S ={ , , , , , }

={1, 2, 3, 4, 5, 6}
Tree Diagram
• When attempting to determine a sample space, it is often helpful to draw a
diagram which illustrates how to arrive at the answer.
One such diagram is a tree diagram. A tree diagram is a drawing with "line
segments" pointing out all of the different possible "paths" for the
outcomes.
• In addition to helping determine the number of outcomes in a sample
space, the tree diagram can be used to determine the probability of
individual outcomes within the sample space.
• The probability of any outcome in the sample space is the product
(multiplication) of all probabilities along a path that represents that
outcome on the tree diagram.
Example 1
Show the sample space for tossing one penny and
rolling one die. (H = heads, T = tails)
Start by tossing the penny. There will be two
outcomes: heads, H, or tails T. This will be the
beginnings of two different paths. The probability of
tossing H (or T) is 1/2.

Now, from each outcome (H or T), roll one die. There

will be 6 possible outcomes from the roll. The
probability of rolling 1, 2, 3, 4, 5 or 6 is 1/6.

By following the different paths in the tree diagram,

the sample space will be formed.
Sample Space:
{H1, H2, H3, H4, H5, H6,
T1, T2, T3, T4, T5, T6}

The probability of each of these "path" outcomes is 1/2

• 1/6 = 1/12.
Your Turn!
• Find the sample space for the gender of the children
if a family has three children. Use B for boy and G for
girl.
S = {BBB, BBG, BGB, BGG, GBB, GBG, GGB, GGG}
An Event , E
The event, E, is any subset of the sample space,
S. i.e. any set of outcomes (not necessarily all
outcomes) of the random phenomena
Venn
S diagram
E
The event, E, is said to have occurred if after
the outcome has been observed the outcome
lies in E.
S
E
Examples

1. Rolling a die – outcomes

S ={ , , , , , }
={1, 2, 3, 4, 5, 6}

E = the event that an even number is

rolled
= {2, 4, 6}
={ , , }
Techniques for counting
Suppose we carry out two operations in sequence
Let n = the number of ways the first
1
operation can be performed
n2 = the number of ways the second
operation can be performed once
the first operation has been
completed.
Then N = n1 n2 = the number of ways the two
operations can be performed in sequence.
Diagram
 n2
:

  n2

n 
1

  n2

  n2


 n2
 Examples
1. We have a committee of 10 people. We choose from this committee, a
chairman and a vice chairman. How may ways can this be done?

Solution:
Let n1 = the number of ways the chairman can be chosen
= 10.
Let n2 = the number of ways the vice-chairman can be
chosen once the chair has been chosen = 9.
Then N = n1n2 = (10)(9) = 90 ways
2. In Black Jack you are dealt 2 cards. What is the probability
that you will be dealt a 21?

Solution:
The number of ways that two cards can be selected from a deck of 52 is
N = (52)(51) = 2652.
A “21” can occur if the first card is an ace and the second card is a face card or a ten {10, J, Q,
K} or the first card is a face card or a ten and the second card is an ace.
The number of such hands is (4)(16) +(16)(4) =128
Thus the probability of a “21” = 128/2652 = 32/663
Answer this!
• A paint manufacturer wishes to manufacture several different paints. The
categories include:
Color: red, blue, white, black, green, brown, yellow
Type: latex, oil
Texture: flat, semi-gloss, high gloss
Use: outdoor, indoor
How many different types of paint can be made if a person can select one
color, one type, one texture, and one use?
Answer!
The digits 0, 1, 2, 3, and 4 are to be used in a four-digit
ID card.
a. How many different cards are possible if repetitions
are permitted? 4  𝑥 5 𝑥 5 𝑥 5=500

b. How many cards are possible is repetitions are NOT

permitted? 4  𝑥 4 𝑥 3 𝑥 2=96
Permutations: How many ways can you order n objects
Ordering n objects is equivalent to performing n operations in sequence.
1. Choosing the first object in the sequence (n1 = n)
2. Choosing the 2nd object in the sequence (n2 = n -1).
…
k. Choosing the kth object in the sequence (nk = n – k + 1)
…
n. Choosing the nth object in the sequence (nn = 1)
The total number of ways this can be done is:

N = n(n – 1)…(n – k + 1)…(3)(2)(1) = n!

Permutation
• Permutation is an arrangement of a group of objects or people which the
order of the objects is important. You use permutation when order is
important such as in ranking, selecting members for an officer’s position,
winning in a contest with rank, etc. The number of ways to choose and
arrange k objects from a group of n objects is
 Example
How many ways can you order the 4 objects
{A, B, C, D}
Solution:
N = 4! = 4(3)(2)(1) = 24
Here are the orderings.
ABCD ABDC ACBD ACDB ADBC ADCB
BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
Permutations of size k (< n): How many ways can you choose
k objects from n objects in a specific order

This operation is equivalent to performing k operations in

sequence.
1. Choosing the first object in the sequence (n1 = n)
2. Choosing the 2nd object in the sequence (n2 = n -1).
…
k. Choosing the kth object in the sequence (nk = n – k + 1)
The total number of ways this can be done is:
N = n(n – 1)…(n – k + 1) = n!/ (n – k)!
This number is denoted by the symbol
n!
Pk =n  n  1   n  k  1 
n
 nk!
Example
How many permutations of size 3 can be found in the group
of 5 objects {A, B, C, D, E}

Solution: 5!
5 P3  = 5  4   3  60
 5  3 !
ABC ABD ABE ACD ACE ADE BCD BCE BDE CDE
ACB ADB AEB ADC AEC AED BDC BEC BED CED
BAC BAD BAE CAD CAE DAE CBD CBE DBE DCE
BCA BDA BEA CDA CEA DEA CDB CEB DEB DEC
CAB DAB EAB DAC EAC EAD DBC EBC EBD ECD
CAB DBA EBA DCA ECA EDA DCB ECB EDB EDC
Example
We have a committee of n = 10 people and we want to choose a chairperson, a
vice-chairperson and a treasurer

Solution: Essentually we want to select 3 persons from the

committee of 10 in a specific order. (Permutations of size 3
from a group of 10).

10! 10!
10 P3   = 10  9   8   720
 10  3 ! 7!
We have a committee of n = 10 people and we want to choose a chairperson, a vice-chairperson and
a treasurer. Suppose that 6 of the members of the committee are male and 4 of the members are
female. What is the probability that the three executives selected are all male?

Solution: Again we want to select 3 persons from the committee of 10 in a specific

order. (Permutations of size 3 from a group of 10).The total number of ways that
this can be done is:
10! 10!
10 P3   = 10  9   8   720
 10  3 ! 7!
This is the size, N = n(S), of the sample space S. Assume all outcomes in the sample space are
equally likely.
Let E be the event that all three executives are male
6! 6!
n  E   6 P3   = 6  5   4   120
 6  3 ! 3!
Hence

n E 120 1
P E   
n S  720 6

Thus if all candidates are equally likely to be selected to any

position on the executive then the probability of selecting an
all male executive is:
1
6
 Combinations of size k ( ≤ n):
A combination of size k chosen from n objects is a subset of size k where the order of
selection is irrelevant. How many ways can you choose a combination of size k objects
from n objects (order of selection is irrelevant)

Here are the combinations of size 3 selected from the 5 objects

{A, B, C, D, E}

{A,B,C} {A,B,D} { A,B,E} {A,C,D} {A,C,E}

{A,D,E} {B,C,D} {B,C,E} {B,D,E} {C,D,E}

Important Notes

1. In combinations ordering is irrelevant. Different

orderings result in the same combination.
2. In permutations order is relevant. Different orderings
result in the different permutations.
Permutation vs Combination
Application to Lotto 6/49
Here you choose 6 numbers from the integers 1, 2, 3,
…, 47, 48, 49.
Six winning numbers are chosen together with a bonus
number.
How many choices for the 6 winning numbers
 49  49! 49  48   47   46   45   44 
   49 C6  
6
  6!43! 6  5   4   3  2   1
 13,983,816
Probability
Definition: probability of an Event E.

Suppose that the sample space S = {o1, o2, o3, … oN} has
a finite number, N, of oucomes.
Also each of the outcomes is equally likely (because of
symmetry).
Then for any event E
n E n E no. of outcomes in E
P E =  
n S  N total no. of outcomes
Note : the symbol n  A  = no. of elements of A
Thus this definition of P[E], i.e.
n E n E no. of outcomes in E
P E =  
n S  N total no. of outcomes
Applies only to the special case when
1. The sample space has a finite no.of
outcomes, and
2. Each outcome is equi-probable
If this is not true a more general
definition of probability is required.
Classical Probability

Classical Probability is defined to be the ratio of the number of cases

favorable to an event to the number of all outcomes possible, where each of
the outcomes is equally likely. Its uses sample spaces to determine the
numerical probability that an event will happen which indicates that you
don’t need to perform the experiment to determine the probability. It also
assumes that all outcomes in the sample space are equally likely to occur, for
example, when a single die is rolled, each outcome would have the same
probability of occurring, which is 1/6.
Classic probability-The FOUR BASIC RULES
(I) The classic probability of an event, A, is determined by the ratio
between the number of favorable outcomes, m, and the total number of
possible outcomes, n:

(II) The probability of non-occurrence of the event A is called the

probability of failure of occurrence and is denoted by:

(III) For an event A, the probability will lie between 0 and 1, or

(III) The sum of probabilities in a given experiment is always 1.
Example
Find the probability of getting a red face card (jack, queen, or king) when
randomly drawing a card from an ordinary deck.
Solution:
Let P(A) be the probability of getting a red face card from an ordinary deck.
An ordinary deck of cards has 52 cards with 4 suits, 13 hearts, 13 diamonds, 13 spades, and 13
clubs thus, n(S) = 52.
The red cards are heart and diamonds. There are 3 face cards for each suit, thus, n(A) = 6
Empirical Probability
Empirical Probability relies on actual experience to determine the likelihood
of outcomes. The difference between classical and empirical probability is
that classical probability assumes that certain outcomes are equally likely
while empirical probability relies on actual experience to determine the
likelihood of outcomes. In empirical probability, one might actually roll a given
die 6000 times, observe the various frequencies, and use these frequencies to
determine the probability of an outcome.
Example
The table below shows a coin toss three times and the
corresponding result. What is the empirical probability
of getting a head?

Empirical Probability = 3 / 3 = 100%. The empirical

probability of getting a head is 100%.
Example
In a buffet, 95 out of 100 people chose to order coffee
over tea. What is the empirical probability of someone
ordering tea?

Empirical Probability = 5 / 100 = 5%. The empirical

probability of someone ordering tea is 5%.
Answer!
Hospital records indicated that knee replacement patients stayed in the hospital for
the number of days shown in the distribution. Find these probabilities.
a. A patient stayed exactly 5 days.
b. b. A patient stayed at most 4 days.
c. c. A patient stayed fewer than 6 days.
d. d. A patient stayed at least 5 days.
Subjective Probability
Subjective probability uses a probability value based on an educated guess or
estimate, employing opinions and inexact information. It is the probability
assigned to an event based on subjective judgment, experience, information,
and belief. In subjective probability, a person or group makes an educated
guess at the chance that an event will occur. This guess is based on the
person’s experience and evaluation of a solution.
Examples
• You think you have an 80% chance of your best friend
calling today, because her car broke down yesterday
and she'll probably need a ride.
• The probability that Taylor, who is taking an
Engineering Data Analysis course, will earn a 1.0
mark in the course.