PROBABILITY:

Mr. Saad

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 Basic
We live in a world of uncertainties, man is surrounded
by situations which are not fully under his control.
A person on a road does not know weather or not he
will reach his destination safely, a patient in hospital is
never sure about his survival after a delicate operation
and what will be the weather condition tomorrow.
The event which will happen in future are important
for the man today.
These events are based on what is called chance or
probability, or the numerical measure of uncertainty is
called probability.
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 Properties:
Probability is a number between zero and one that is
used to measure uncertainty
Basic properties:
1. The probability of an event is always between 0 and 1.
2. An event which cannot occur has the probability zero.
3. The probability of any event that is certain to occur is
one.
4. The sum of all the associated probabilities must be
one.

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 Probability:
‫ امکان) کے ھیں۔‬/ ‫ کے لفظی معنی (جانس‬Probability
Probability is simply how likely something is to happen.
In statistics there are various situations where uncertainty
is involved such situation needs the applications of
probability.
Whenever we’re unsure about the outcome of an event, we
can talk about the probabilities of certain outcomes—how
likely they are. The analysis of events governed by
probability is called statistics.
Probability of an event = (# of ways it can happen) /
(total number of outcomes)
P(A) = (# of ways A can happen) / (Total number of
4 outcomes)
 More Def:
Subjective Definition: probability is measure degree of
confidence about an event . Subjective probability varies
from person to person it is also called personalistic
probability.
Objective Definition: consider a random experiment has n-
outcomes. These outcomes are equally likely and mutually
exclusive. Let n-outcomes are favorable to an event A, then
Prob(A)= Favorable outcomes/Total Outcomes=m/n
E.g: S={1,2,3,4,5,6,}, Let A={even Numbers}So
A={2,4,6}, m=favorable outcome=3
P(A)= m/n=3/6=0.5

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 Objective or prior definition
: this definition requires prior knowledge of equally
likely events which also has same meaning of equal
probability, this definition is true only for mutually
exclusive and equally likely events.
This definition fails if outcomes become infinite( i.e
n)
S={1,2,3,4,5,6,}, Let A={even Numbers}So
A={2,4,6}, m=favorable outcome=3
P(A)= m/n=3/6=0.5

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 Relative Frequency Distribution:
Called posterior probability too.
Consider a random experiment is performed large
number of times, say n-times. Let an event A Occur m-
times:
Then P(A)=m/n
Example: total matches=30, Team A win=15, Team B
win=10, Tie(C)=5:
P(A)=15/30 P(B)=10/30 P(C)=5/30
P(S)= (ABC)= P(A)+P(B)+P(C)=30/30=1

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 Axiomatic definition:
Consider S is outcome with events E1, E2, E3,…..En a
function P(x) is called probability if it satisfies
following outcomes:
1. 0 ≤ P(Ei)≤ 1
2. P(S)=1
3. If A and B are two mutually exclusive events then
P(AB)=P(A)+P(B)

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 Experiment: experiment is a process to get
information/observation. OR experiment is a process to
collect data.
Random Experiment: an experiment which may gives
different results even though it is performed under same
conditions is called random experiment.
A singe performance of an experiment is called a trial
The result of random experiment are called out comes or
trials.
E.g. toss of a coin, throw of a dice and cards game.
An outcome is a particular result of an experiment and all
individual outcome of an experiment is called sample point.
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 Sample Space: A complete list of all possible out
comes of random experiment is called sample space or
possibility space and is denoted by S.
Each out come is called element of sample space or
sample point.
If it contains finite number of outcomes it is called
finite or discrete sample space and when the
possibilities of the sample space can not be counted it
is called infinite or continuous sample space.

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 Sample space is the basic term in the theory of
probability, it is not always possible to make the
sample space if it contains very large number of points
the out come of the sample space are written with in
brackets{ } some sample space are discussed below:
A coin is tossed it has two possible outcomes. One is
called head and the other is called tail, head is denoted
by H and tail is denoted by T. thus the sample space
consist of head and tail We can write S as:
S= {Head, Tail} and S={H, T}
And if two coins are tossed then:

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S= {(HH), (HT), (TH), (TT)}
 Event: Any subset of a sample space is called event or
any part of the sample space is called an event or subset
An event may contains one or more than one outcomes,
when an event consist of a single outcome (Sample
point) it is called simple event. e.g: S={1}
An event which has two or more outcomes is called
compound event. e.g: S={1,2,3}
If random experiment can produce n sample points it
has n simple events. Throw of a single die has six
sample events and throw of two dices produce 36
simple events, the empty set is also an event but it is not
simple event the sample space S is compound event.
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 Mutually Exclusive Event/Outcomes:
The event which cannot occur together at a time
are called mutually exclusive events (or outcomes).
Mathematically A and B are exclusive if
A∩B=ֆ(Null set) e.g:, head and tail, number of
die, pass and fail.
Two events are said to be mutually exclusive if the
have no outcome common
S={1,2,3,4,5,6,7,8,9,10}, Let A={multiples of 3},
A={3,6,9} and B={Multiples of 5}, Let B={5,10}
You can prove this example from this way

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 Equally Likely Events/Outcomes:
 The events which have equal chances of occurrence are
known as equally likely events. Mathematically A and B
are equally likely of Probability (A)=Probability (B).
 The outcome of a sample space are called equally likely if
all of them have same chances of occurrence, it is very
difficult to decide weather or not outcomes are equally
likely. We shall apply the assumption of equally likely in
the following cases:
1. Tossing a coin or coins: when a coin is tossed it has two
possible outcomes called head and tail we shall always
assume that head and tail are equally likely if not otherwise
mentioned. If more than one coin it will be assumed that on
all the coin head and tail are equally likely.
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 Examples:
1. Throwing a Die or Dice: throw of a single die can produce
six possible outcomes. All the six outcomes are assumed
equally likely. For any number of dice the six faces are
assumed equally likely
2. Playing cards
3. Drawing a ball from bag

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 Not Equally Outcomes:
When all the outcomes of a sample space do not
have equal chances of occurrence the outcome are
called not equally likely. When a matchbox is
thrown all the six faces are not equally likely. If a
bag contains balls of different sizes and a ball is
selected random then all the balls are not equally
likely: A∩B≠ֆ
S={1,2,3,4,5,6,7,8,9,10}, A={Prime Number},
A={2,3,5,7,11} and B={Odd faces},
B={1,3,5,7,9,11} now A∩B={3,5,7,11} A∩B
exists.
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 Exhaustive Events:
A set of events is said to be collectively exhaustive if
their union is equal to sample space S or the event
which form/made entire/complete sample space when
they are combined together are called exhaustive
events.
Mathematically: A and B are exhaustive if AB=S
 S={1,2,3,4,5,6}, A={1,2} and B={3,4,5,6}
 AB={1,2,3,4,5,6}

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 Dependent and independent events:
 An event that does not affect the occurrence of another
subsequent event in a random experiment is an independent
event.
 Ex. Tossing a coin and rolling a die.
 Sample space S = {(1,H), (2, H), (3, H), (4, H), (5, H), (6,
H), (1, T), (2, T), (3, T), (4, T) (5, T) (6, T)}.
 These events are independent because only one can occur
at a time.
When the occurrence of one event affects the
occurrence of another subsequent event, the two events
are dependent events. The concept of dependent events
gives rise to the concept of conditional probability.
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 Examples
Two coins are tossed. Find the probability that
1. One head occur
2. At least one head occur
3. No head occur
Three coins are tossed. Find the probability that
1. One head occur
2. At least one head occur
3. No head occur
4. More heads than tail

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 examples
Two dice thrown find probability that
1. Sum is 8
2. Product is 12
3. Both are same number
4. Find P(AB) and P(BC)
5. Sum is 7
6. Sum is less than 7
7. Sum is greater than 7

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 Examples
Find the probability of each of the following events:
1. An odd number appears in a single toss of a fair die.
2. The sum 8 appears in a single toss of a pair of fair dice
3. At least one head appears in three tosses of a fair coin.
4. A king, ace, jack of clubs or queen of diamonds
appears in drawing a single card from a well shuffled
ordinary deck of 52 cards.

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 Examples
A marble is drawn at random from a box containing 10
red, 30 white and 20 blue and 15 orange marbels find
the probability that it is
1. Orange or red
2. Not red or blue
3. Not blue
4. White
5. Red white or blue

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 Examples:
Fair die is rolled find the probabilities that the face on
the die is
1. Maximum
2. Prime
3. Multiple of 3
4. Multiple of 7
Two dice are rolled let A be the event that both faces
are same B the event that total on the two dice is less
than 5 and C be the event that there is atleast one ace
on the two dice. Write the sample space S and the
outcomes which belong to A, B, C, AB, AB and
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 Laws of Probability:
1. Multiplication Law
2. Permutation Law
3. Combination Law
 Multiplication Law:
 Consider an experiment can be performed in m-ways and
another experiment can be performed in n-ways the both
experiment can be performed together mn ways:
 Example: throw a coin and dice:2*6=12
 S={(H,1) (H,2) (H,3) (H,4) (H,5) (H,6) (T,1) (T,2) (T,3)
(T,4) (T,5) (T,6)}

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 Laws:
Permutation Law: permutations law gives total ways
of selection/arrangement of units in a specific order let
r units are selected from n-units in an order than total
ways are see next slide picture:
Combination Law: combination law gives total ways
of selection of units without any order then total ways
are: see next slide picture.

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 Conditional Probability:
Probability which is computed from reduce sample space and
with some extra information is called conditional probability
When there is no condition applied our sample space is
universe but when a condition is applied sample space
reduces and we use the new sample space denoted by Sr
P(A/B)= P(AB)/P(B) “find the probability A given that
event B has already occur based on this knowledge find
P(A)”
Given always written in denominator.
The probability of an event A is called conditional if it
depends upon the occurrence of some other event B.

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 Examples:
The event B has already occurred is called the additional
information about the sample space S.
The additional information reduces the size of the sample
space s and the remaining part S is called the reduced
sample space which may be denoted by Sr.
Any probability calculated from the reduced sample space
is called conditional probability. When event B has
occurred then reduces sample space consist of B. thus
Sr=B.
When it is known that B has occurred then we are
concerned with the reduced sample space and not with the
original sample space.
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 Examples:
Suppose a die is rolled and the additional information
is that the face is even now we are interested to find
the probability that the S={1,2,3,4,5,6} is reduced to
S={2,4,6} now we are concerned with the reduced
sample space
In the original sample space each face has probability
of 1/6.thus in the reduced sample space each face has
probability of 1/3.

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 Example:
Let A, B and C are events than A category has 40 kids
they like apples, B category has 30 kids like oranges
and there is 20 kids who like both is denoted by C.
P(B)= 30/100= 0.3
P(AB)=20/100=0.2
P(A/B)=0.2/0.3=0.67

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 Example:
Sr# Junior Senior Total
Having Lics 60 45 105
Do-not Having 20 15 35
Lics
Total 80 60 140
P(Senior/H lics)= P(Snr  H,Lics)/P(H,Lics)
45/140  105/140= 45/105
Limit should be between o to 1

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 Examples
2 dice are thrown find the probability that product is
12 given that sum is &7 or more
A pair of dice is thrown, if the two numbers appearing
are different find the probability that tha sum is 6 and
the sum is 4 or less.
A box Contain 4 bad and 6 good tubes two are drawn
out together one of them is tested and found to be good
what is the probability that other one is also good.
Two balance dice are rolled find the conditional
probability that the sum of dots will be 7 given that it
is odd.
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 Examples
In a firm 20% of the Employs have accounting
Background while 5% of the Employees have
executives and have accounting background. If an
employee have an accounting background than what is
the probability that the employees is an executive.
 A fair die is rolled find the probability that the face is
even given that face is less than 4 and the face is less
than 4 given that face is prime.
Two dice are rolled find the prob that the total on the
two dice is less than 5 given that the both the faces of
dice are similar.
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 Examples

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 Examples
Three babies are born in a family find the following
probabilities:
1. A family has 3 male babies given that all 3 babies have
same gender
2. A family has two male babies when it is known that
the first baby is male
3. A family has 2 girls given that the middle baby is male
4. A family has two male babies given that the 1st and last
have same gender.

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 Bayes theorem
Bayes' theorem is a mathematical formula that helps us
update our beliefs or probabilities based on new evidence.
It allows us to revise our initial estimate of the likelihood
of an event happening when we receive new information.
In simpler terms, Bayes' theorem helps us answer
questions like: "If we know how often something usually
happens (prior probability), and we receive some new
information (evidence), how does that change our belief
about the likelihood of that thing happening?"
By using Bayes' theorem, we can calculate the updated
probability of an event occurring after considering the
new evidence. It involves considering the prior
probability (our initial belief), the likelihood of observing
the evidence given the event has occurred, and the
35 probability of observing the evidence independently
 Formula:
Overall, Bayes' theorem helps us make more informed
decisions and update our beliefs as we receive new
information.
he formula for Bayes theorem is:
P(A|B)= [P(B|A). P(A)]/P(B)
Where P(A) and P(B) are the probabilities of events A
and B.
P(A|B) is the probability of event A given B
P(B|A) is the probability of event B given A.

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 Bayes Theorem Derivation
Bayes Theorem can be derived for events and
random variables separately using the definition of
conditional probability.
From the definition of conditional probability, Bayes
theorem can be derived for events as given below:
P(A|B) = P(A ⋂ B)/ P(B), where P(B) ≠ 0
P(B|A) = P(B ⋂ A)/ P(A), where P(A) ≠ 0
Here, the joint probability P(A ⋂ B) of both events A and
B being true such that,
P(B ⋂ A) = P(A ⋂ B)
P(A ⋂ B) = P(A | B) P(B) = P(B | A) P(A)
P(A|B) = [P(B|A) P(A)]/ P(B), where P(B) ≠ 0

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 Bayes Theorem Applications
One of the many applications of Bayes’ theorem is
Bayesian inference, a particular approach to statistical
inference. Bayesian inference has found application in
various activities, including medicine, science,
philosophy, engineering, sports, law, etc. For example, we
can use Bayes’ theorem to define the accuracy of medical
test results by considering how likely any given person is
to have a disease and the test’s overall accuracy. Bayes’
theorem relies on consolidating prior probability
distributions to generate posterior probabilities. In
Bayesian statistical inference, prior probability is the
probability of an event before new data is collected.
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