Chapter 1

Probability Theory
 Experiments & Sample Spaces
 An experiment is a process for which a
single outcome occurs but in which there is
more than one possible outcome. Thus, we
are uncertain which outcome will occur.
 Examples:
 Flipping a coin, rolling a die, drawing a card.
 Measuring the lifetime of a single light bulb.
 Counting the number of defective TVs in a
shipment.
 Experiments & Sample Spaces
 The sample space S of an experiment is the
set of all possible outcomes of the experiment.
 Examples:
 If we flip a coin twice and observe the face, then
S = { HH, HT, TH, TT }.
 If we measure the lifetime of a light bulb (in
hours), then S = { }.
 If we measure the number of defective TVs in a
shipment of 100, then S = { 0, 1, … , 100}.
 Probability Models
 We can assign probabilities to each element of a
sample space to represent how certain we are that
each particular outcome will occur.
 If S = {O1, O2, … , On}, we can assign a probability
to each outcome Oi for i = 1, 2, …, n such that:

1) for i = 1, 2, …, n, and

2)
 Probability Models
 P (Oi ) represents “the probability of outcome Oi
occuring”.

S = {H, T} P(H) = p1 = .5
(flip a fair coin) P(T) = p2 = .5

S = {electrical, P(electrical) = p1 = .2
mechanical, misuse}
P(mechanical) = p2 = .5
(causes of a machine
breakdown) P(misuse) = p3 = .3
 Events
 An event A is a subset of the sample space S.
It is a set containing outcomes of a particular
interest.
 The probability of an event A, represented by
P (A ), is simply the sum of the probabilities of
the individual outcomes contained within A.
 It follows that P (A ) for any event A.
 Note that P (S ) = 1.
 Example 1
 Consider an experiment in which we roll a fair
die once and observe the number of dots.
 Our sample space is S = { 1, 2, 3, 4, 5, 6 }.
 Each outcome in the sample space has a
probability of 1/6 since on a fair die they are all
equally likely.
 Let A represent the event that we observe an
even number of dots. What is the probability of
A?
 Venn Diagrams
 We can represent samples spaces and events as
Venn diagrams. In our previous example, we can
represent the sample space S and the event
A = { 2, 4, 6 } in the following fashion:

1 3 5 S

A
2 4 6
 Complements of Events
 The complement of an event A, denoted by A',
includes all outcomes in the sample space S that are
not already included in A.
 In the previous example with A = { 2, 4, 6 }, we
have A' = { 1, 3, 5 }.
S

A A' Note that

P (A ) + P ( A ' ) = 1
or P (A' ) = 1 – P (A ).
 Intersection of Events
 The event is the intersection of the
events A and B and includes all outcomes
that are common to both events.
 P( ) is the probability that events A
and B occur simultaneously.
 The following two identities can be easily
verified using a Venn diagram:
P( )+P( )=P( )
P( )+P( )=P( )
Various Intersections
S
A B
 Mutually Exclusive Events
 Two events A and B are said to be mutually
exclusive if = { } (the empty set).
That is, if the two events have no outcomes in
common.
 In this case, P ( ) = 0 since both events
cannot occur simultaneously.
S
A
B
 Union of Events
 The event is the union of the events A
and B and includes all the outcomes that are in
at least one of the events A and B.
 P( ) is the probability that A occurs or
B occurs or they both occur. In other words, it is
the probability that at least one of the two
events occur.
 Union of Events
 The following two identities can be verified using
a Venn diagram:
P( )=P( )+P( )
+P( )
P( )=P( )+P( )–P( )
 If A and B are mutually exclusive, the latter
identity reduces to
P( )=P( )+P( ).
 Union of Three Events
If we have three events A, B, and C, then the
probability that at least one of them occurs is given
by
P( )=P( )+P( )+P( )

– P( )–P( ) – P( )

+ P( )
 If A, B, and C are all mutually exclusive with each
 Other Set Identities
 – “The complement of
the union equals the intersection of the
complements.”
 – “The complement of
the intersection equals the union of the
complements.”
 There are other useful identities on pages 18
and 21 of your textbook.
 Example 2
Suppose it is known among all cars that 15% emit
excessive hydrocarbons, 12% emit excessive carbon
monoxide, and 8% emit excessive amounts of both.
If a car is selected at random, what is the probability
that…
a) hydrocarbon emissions are not excessive?
b) at least one type of emission is excessive?
c) neither type of emission is excessive?
d) hydrocarbon emissions are not excessive but
carbon monoxide emissions are excessive?
 Conditional Probability
 There are often experiments in which more than
one event is of interest, and where one event can
affect another event. In such situations, it is
desirable to compute the probability of some event
A occurring given that some other event B has
already occurred.
 The conditional probability of event A occurring
conditional on the fact that event B has occurred is
 Example 3
 Suppose I have a standard deck of 52
playing cards. If I draw a card and observe
that it is a diamond, what is the probability
that it is a king?
 Define K to be the event “drawing a king”.
Define D to be the event “drawing a
diamond”.
 Example 4
 In a bin of 1000 switches, 600 are of Brand A
and 400 are of Brand B. Further, 10% of all
Brand A switches and 5% of all Brand B switches
are known to be defective.
 If a switch is selected at random, what is the
probability that it is Brand A and it is defective?
 Here is what we know:
P (A ) = .60, P (B ) = .40
P (D | A ) = .10, P (D | B ) = .05
 Independent Events
 Two events A and B are said to be independent
if any of the following three equivalent
statements hold true:

 When two events A and B are independent it

means that the occurrence of B does not affect
the probability of A occurring, and vice versa.
 Example 5
 Using a standard deck of 52 playing cards, let
the event K = “drawing a king” and the event
D = “drawing a diamond”. Are K and D
independent?
 Recall that we determined P (K | D ) = 1/13.
 Probabilities
of Event Intersections
 The probability of the intersection of a series of
events A1, A2, …, An can be calculated as
P( ) = P (A1) P (A2 | A1)
P (A 3 | )
… P ( An | ).
 If A1, A2, …, An are independent then this expression
reduces to
P( ) = P (A1) P (A2) … P (An ).
 Example 6
 Three machines – A, B, and C – are running
independently of each other. If their probabilities
of failure on a given day are P (A ) = .01,
P (B ) = .005 and P (C ) = .008, calculate the
probability that:
a) at least one of them will fail today.
b) none of them will fail today.
 Law of Total Probability
 Let A1, A2, …, An be a sequence of events that
partition the sample space. Then the probability of
an event B can be obtained from the formula
P (B ) = P (A1) P (B | A1) + P (A2) P (B | A2) + ...
... + P (An) P (B | An).

A1 A2 ………………………. An S

B
 Example 7
 A company manufactures network cards. 50% are
produced at plant A, 30% at plant B, and 20% at
plant C. The percentage of defective networks card
at plants A, B, and C is 1%, 2%, and 3%
respectively. What is the probability that a network
card chosen at random will be defective?
 This is what we know:
P (A ) = .50, P (B ) = .30, P (C ) = .20
P (D | A ) = .01, P (D | B ) = .02, P (D | C ) = .03
 Bayes’ Theorem
 If a sequence A1, A2, …, An is a partition of a sample
space, then the probability of the events Ai
conditional on an event B can be obtained from

Note that the denominator is P (B ) using the Law of

Total Probability.
 Example 8
 Using the information from Example 7, if the
network card turned out to be defective, what is the
probability it came from plant B?
 This is what we know:
P (A ) = .50, P (B ) = .30, P (C ) = .20
P (D | A ) = .01, P (D | B ) = .02, P (D | C ) = .03
P (D ) = .017
 Probability Trees
 Consider a bin of 500 computer chips of which there
are 9 defective chips. If we sample 2 chips from the
bin without replacement, what would the sample
space be?
S = { DD, DD', D'D, D'D' }
 What would be an effective way of computing the
probabilities correspond to each of these 4
outcomes? A PROBABILITY TREE!!! Each branch of
a probability tree represents a possible outcome at
that stage of the experiment.
 Example 9
 Recall that 9 of 500 computer chips are defective
and we are sampling 2 of them w/o replacement.
Outcome Probability

D2 D1D2 .0003

D1
D1D2' .0177
D2'
D2 D1'D2
.0177

D1'
D1'D2' .9643
D2'
 Example 9 (cont’d)
Outcome Probability

D2 D1D2 .0003

D1
This is
This is P (D2 | D1).

This is P (D1).

Recall: This is the

formula for “Probabilities of Event Intersections”
using only 2 events.
 Counting Techniques
 Multiplication Rule: If an experiment consists
of k components for which the number of
possible outcomes are n1, n2, …, nk, then the
total number of experimental outcomes (i.e.
the size of the sample space) is equal to
n1× n2 × ... × nk.
 Example 10
 A side panel for a car is made from a sheet of
metal by passing through several stations. It is
first cleaned by one of 6 cleaning machines, then
pressed by one of 3 pressing machines, cut by
one of 8 cutting machines, painted by one of 5
painting machines, and finally polished by one of
8 machines.
a) How many paths can a side panel go through?
b) Two of the pressing machines aren’t working.
Now how many paths can a side panel go
through?
 Permutations and Combinations:
Sampling Without Replacement
 We are interested in selecting k objects from a
group of n distinct objects.
 If we are selecting the k objects with replacement,
then the multiplication rule tells us that there are nk
such drawings (since there are n possible outcomes
each time we select a single object and we select k
objects).
 Notation: For any positive integer n, the value n! is
referred to as “n factorial” and is equal to
n × (n-1) × (n-2) ×... ×1. (Note: 0! =1.)
 Permutations
 A permutation of k objects from n distinct
objects (n k) is an ordered sequence of k
objects selected without replacement from the
group of n objects. The number of possible
permutations of k objects from n objects is
 Example 11
 Suppose we wish to create a combination for
a 4 digit lock using only the number 0, 1, …,
9. In how many ways can we do this if…
a) …repeated numbers are permitted?
b) …no repeated numbers are permitted? (For
a combination lock, the order of the numbers
matter.)
 Combinations
 A combination of k objects from n distinct
objects (n k) is an unordered sequence of k
objects selected without replacement from the
group of n objects. The number of possible
combinations of k objects from n objects is
 Example 12
 Suppose we wish to test a new type of traffic
light. We have 12 such lights to install and
20 locations at which we could install them.
In how many ways could we select the 12
needed locations?
 Note: The order in which we choose the 12
locations is irrelevant.
 Equiprobable Sample Spaces
 A sample space is called equiprobable if all the
outcomes in the sample space are assigned the
same weight. That is, if all the outcomes have
the same chance of occurring.
 Examples:
 Toss a fair coin; heads and tails are equally likely.
 Roll a fair die; all 6 numbers are equally likely.
 Draw a hand of 5 cards at random from a
standard deck of 52 cards; each particular hand
has the same chance of being selected.
 Equiprobable Sample Spaces
 If S is an equiprobable sample space and if A is
an event, then

 where n(A) represents the number of outcomes

in the event A. In other words, the proportion of
time the event A occurs is simply the number of
outcomes in A divided by the total number of
possible outcomes (i.e. those in S).
 Example 13
 A poker hand consists of 5 cards chosen at
random from a standard deck of 52 cards.
What is the probability that we get 4 of a
kind?