Probability and Random

Processes
Lecture no. (1)

Dr Sherif Rabia
Department of Engineering Mathematics and Physics,
Faculty of Engineering, Alexandria University
[email protected]
[email protected]
 Part 1: Elements of probability theory
1.1 Basic definitions
1.2 Axioms of probability theory
1.3 Probability computations
1.4 Conditional probability

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 1.1 Basic definitions

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 1. Random experiment
An experiment
Procedure Observation

Connect a circuit Measure current

Deterministic experiment Random experiment

Current? Falling time? Which side? Waiting time?

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 Sample space .2

Which side? Which face?

Head or tail; {H, T} {1, 2, . . ., 6}

Which outlet? Waiting time?

{1, 2, . . ., N} [0, T]

The sample space (S or ) of a random

experiment is the set of all possible outcomes
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 More about sample space
Example 1.1 Example 1.2
Which sides? Which faces?
{HH, HT, TH, TT} {(1,1), . . ., (6,6)}

Example 1.3
. . . <until H appears> Which side(s)?
{H, TH, TTH, TTTH, . . .}
Discrete
Classification
•S = {HH, HT, TH, TT}
•S = {H, TH, TTH, . . . }
Sample
space Continuous
•S = [0, T]
•S = [0, [

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 Events .3
 {Served in less 10 min}  [0, 10[  S
 {Wait for more than 30 min}  ]30, T]  S

An event is a subset of the sample space (A  S)

Example 1.4
Throw a die once and observe the output face.
Let A = {Even number appears},
B = {Odd number appears},
D = {A number greater than 4 appears}.
Find and interpret A  D, B  D, Dc, A  Dc, A  B.

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 1.2 Axioms of probability theory

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 Probability interpretation
I. P(A)  chance of appearance (degree of belief)
P(H) = 0.5,
P(T) = 0.5 P(Served in less 10 min) = 0.9
Equal chance Highly expected

II. P(A)  Long-run relative frequency

1 2 ... N
Heads appear approximately for
50% of the trials.

1 2 ... N
Served in less than 10 min in
approximately 90% of the visits.

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Axiomatic definition of probability
For any event A, P(A) satisfies the following axioms:
1. P(A)  0
2. P(S) = 1
3. If A, B are mutually exclusive (disjoint), then
P(A  B) = P(A) + P(B)

 P(A)  1
 If A, B and C are mutually exclusive (disjoint) then
P(A  B  C) = P(A) + P(B) + P(C)

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 Deductions from the axioms
If P(A) satisfies the axioms, then:
1. P() = 0
2. P(Ac) = 1 – P(A)
3. P(A  Bc) = P(A) – P(A  B)
4. P(A  B) = P(A) + P(B) – P(A  B)
Example 1.5
The probability that a scheduled flight departs on time is
0.95, arrives on time is 0.85, and departs and arrives on
time is 0.80.

What is the probability that it departs on time but not

arrives on time?
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 Homework
Sections covered
1.1 – 1.4

Problems
1.2.1, 1.2.2
1.3.1, 1.3.2
1.4.1, 1.4.2

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