AXIOMS OF PROBABILITY

Kutay TİNÇ, Ph.D.

PROBABILISTIC EXPERIMENT
A probabilistic experiment is an occurrence such as the tossing of a coin, rolling of a
die, etc. in which the complexity of the underlying system leads to an outcome that
cannot be known ahead of time.
In other words, it’s a real world situation that involves uncertainty.
Any experiment we mention from now on will be treated as a probabilistic
experiment.
SAMPLE SPACE AND EVENTS
The set of all possible outcomes of an experiment is knows as the sample space of the
experiment and is denoted by .
1. Sex of a newborn child:
2. Order of finish among 7 athletes:

3. Flipping of two coins:

Any subset of is known as an event. That is, an event is a set consisting of possible outcomes
of the experiment.
4. Let be the event that the child is a girl, .
5. Let be the event that the athlete wins the race, .
6. Let be the event that head appears on the first coin, .
UNION AND INTERSECTION
OF EVENTS
For any two events and of a sample space , we define the new event to consist of all
the outcomes that are either in or in or in both of them. This new event is called the
union of and . This event will occur when at least one of or occurs.
The same two events can also define a new event (or ), called the intersection of and
. The event will only occur if both and occur.
COMPLEMENT OF AN EVENT
For any event , we define the new event , known as the complement of . This new
event consists of all the outcomes in that are not in .
MUTUALLY EXCLUSIVE
EVENTS
Any two events that have no common outcomes are called mutually exclusive events.
SIMPLE SET RULES THAT
APPLY FOR EVENTS
Commutative and
Associative and
Distributive and
DEMORGAN’S LAWS

and
DEFINITION OF PROBABILITY
Suppose that an experiment with sample space is performed repeatedly. For each
event of the sample space we define to be the number of times event occurs in
experiments. Then the probability of event is defined by:

In other words probability of event can be derived from its occurance frequency.
DEFINITION OF PROBABILITY
In some instances probability can also be defined as a measure of belief. For example,
forecasting weather and saying that it will rain with a 75% probability means that you
believe that there will be rain with 75% probability tomorrow, which is your measure
of belief to your statement.
AXIOMS OF PROBABILITY

1. For any sequence of mutually exclusive events ,

EXAMPLE 1
Rolling of a fair dice:
PROPOSITIONS

1. If then
EXAMPLE 2
If 3 balls are randomly drawn from a bowl containing 6 white and 5 black balls, what
is the probability that one of the drawn balls is white and the other two is black?
This event can occur in three different ways: .
Each of these outcomes have the following probabilities respectively:

Hence the total probability is .

Another way of finding the same solution is to pick the balls like this:
EXAMPLE 3
An urn contains balls, of which one is special. If of these balls are drawn one at a
time, with each selection being equally likely to be any of the balls that remain at the
time, what is the probability that the special ball is chosen?
EXAMPLE 4
If people are present in a room, what is the probability that no two of them celebrate
their birthday on the same day of the year? How large need be so that this probability
is less than ?

For this value is less than .

EXAMPLE 5
A football team consists of 20 offensive and 20 defensive players. The players are to
be paired in groups of 2 for the purpose of determining roommates. If the pairing is
done at random, what is the probability that there are no offensive-defensive
roommate pairs? What is the probability that there are offensive-defensive roommate
pairs,
a) There are a total of ways of dividing the 40 players into 20 ordered pairs each.
As the rooms don’t need to be numbered our sample space has outcomes. If we
pair offensive and defensive players among each other then we have , hence the
desired probability is:
EXAMPLE 5 - CONTINUED
b) To determine , the probability that there are offensive – defensive roommate
pairs, we choose offensive and defensive players which can be done in ways.
When we pick a defensive player for an offensive player to pair them we get .
Now we can add the rest of the players from each role in unordered pairs to get:
EXERCISE 1
Suppose we roll two fair dice – a red die and a green die. Let be the event that the red
die shows a 2 or a 5, and let the event that the sum of the two dice is between 8 and
10 (inclusive).
a) Compute .
b) Compute .
c) Are events and mutually exclusive?
d) Compute .
e) Are events and independent?
EXERCISE 1 - CONTINUED
a)
b)
c) No,
d)
e) Yes,
EXERCISE 2
A system has two components placed in series so that the system fails if either of the
two components fails. The second component is twice as likely to fail as the first. If
the two components operate independently, and if the probability that the system fails
is 0.28, find the probability that the first component fails.

Since the probability of an event CANNOT exceed 1, is the desired answer.

Or:
EXERCISE 3
Ayşe and Ali are presented with four different dice:
The first one has two sides marked 0 and four sides marked 4,
The second one has a 3 on every side,
The third one has a 2 on four sides and a 6 on two sides,
The fourth one has a 1 on three sides and a 5 on three sides.
Ayşe allows her friend to pick any of the four dice he wishes. Then, she picks one of
the remaining three and each of them subsequently rolls their dice. The person with
the larger number wins a dollar. Show that Ayşe can choose her die so that she has
probability (2/3) of winning no matter which die her friend picks.
 EXERCISE 3 - CONTINUED
The Die Ayşe Picks

Die #1 (D1) Die #2 (D2) Die #3 (D3) Die #4 (D4)

2 4 1 2 4 2 5 2 4 3 2
D1 𝑃12 = ∙ 1 + ∙ 0 = 𝑃13 = ∙ 1 + ∙ = 𝑃14 = ∙ 1 + ∙ =
The Die Ali Picks

6 6 3 6 6 6 9 6 6 6 3

4 2 2 1 3 1
D2 𝑃21 = 1 ∙ 6 = 3 𝑃23 = 1 ∙ 6 = 3 𝑃24 = 1 ∙ 6 = 2
4 4 4 4 2 4 3 1
D3 𝑃31 = 6 ∙ 6 = 9 𝑃32 = 6 ∙ 1 = 3 𝑃34 = 6 ∙ 6 = 3
3 4 1 3 1 3 3 2 2
D4 𝑃41 = ∙ = 𝑃42 = ∙ 1 = 𝑃43 = ∙ 1 + ∙ =
6 6 3 6 2 6 6 6 3
EXERCISE 4
Each of 15 jars contains 5 white and 3 black balls. A ball is randomly chosen from jar
1 and transferred to jar 2, then a ball is randomly chosen from jar 2 and transferred to
jar 3, etc. Finally, a ball is randomly chosen from jar 15. What is the probability that
the last selected ball is white?

Then,
EXERCISE 5
Let A, B, and C be events such that their union covers the entire sample space; that is,
. If B and C are mutually exclusive and A is independent of both B and C, find .

Hence, , provided that .

EXERCISE 6
The hats of persons are thrown into a box. The persons then pick up their hats at
random (i.e., so that every assignment of the hats to the persons is equally likely).
What is the probability that
a) Every person gets his or her hat back?
b) The first persons who picked hats get their own hats back?
Now assume, in addition, that every hat thrown into the box has probability of
getting dirty (independently of what happens to the other hats or who has dropped or
picked it up). What is the probability that
c) The first persons will pick up clean hats?
d) Exactly persons will pick up clean hats?
EXERCISE 6 - CONTINUED
a) The sample space here contains a total of possible hat assignments which are
equally likely to be observed. In only one of these assignments every person gets his
or her own hat back. Thus, the desired probability is .
b) The constraint here is only on the first persons and we are not interested in
whether the rest of these persons get their own hats back or not. The assignments of
the remaining hats can be done in different ways. Using the sample space in part (a),
we find the desired probability as .
c) The probability of a given person picking up a clean hat is . By the independence
assumption, the desired probability is found as .
d) Consider all possible groups of persons. There are a total of such groups. Now, let
be the event that everyone from the group picks up a clean hat and everyone not
from this group picks up a dirty hat. Then, , where Since ’s are disjoint, the desired
probability is found as .
EXERCISE 7
Two dice are thrown times in succession. Let be the event that double 6s appear at
least once and be the event that double 6s appear at least twice.
1. Compute ,
2. Compute ,
3. How large need be to make at least ?

4. , , Hence
5.
6.