Chapter Nine: Probability

Random experiment

• An experiment which produces different

results even though it is repeated a large
number of times under essentially similar
conditions, is called a Random Experiment.
The tossing of a fair coin, the throwing of a
balanced die, drawing of a card from a well-
shuffled deck of 52 playing cards, selecting a
sample, etc. are examples of random
experiments.
 Properties of Random Experiment
• A random experiment has three properties:
• i) The experiment can be repeated, practically or
theoretically, any number of times.
• ii) The experiment always has two or more possible
outcomes.
• An experiment that has only one possible
outcome, is not a random experiment.
• iii) The outcome of each repetition is unpredictable,
i.e. it has some degree of uncertainty.
 SAMPLE SPACE

• A set consisting of all possible outcomes that

can result from a random experiment (real or
conceptual), can be defined as the sample
space for the experiment and is denoted by the
letter S.
• Each possible outcome is a member of the
sample space, and is called a sample point in
that space.
 EVENTS

• Any subset of a sample space S of a random

experiment, is called an event.
• In other words, an event is an individual
outcome or any number of outcomes (sample
points) of a random experiment.
 SIMPLE & COMPOUND EVENTS

• An event that contains exactly one sample

point, is defined as a simple event.
• A compound event contains more than one
sample point, and is produced by the union of
simple events.
 OCCURRENCE OF AN EVENT

• An event A is said to occur if and only if the

outcome of the experiment corresponds to
some element of A.
 COMPLEMENTARY EVENT

• The event “not-A” is denoted by A or Ac and

called the negation (or complementary event)
of A.
 simple and compound events

• A sample space consisting of n sample points

can produce 2n different subsets (or simple
and compound events).
 EXAMPLE
Consider a sample space
S containing 3 sample points, i.e.
S = {a, b, c}.
Then the 23 = 8 possible subsets are
, {a}, {b}, {c}, {a, b},
{a, c}, {b, c}, {a, b, c}
Each of these subsets is an event.
 certain or sure event
• The subset {a, b, c} is the sample space itself
and is also an event. It always occurs and is
known as the certain or sure event.
• The empty set  is also an event,
sometimes known as impossible event,
because it can never occur.
 MUTUALLY EXCLUSIVE EVENTS

• Two events A and B of a single experiment are

said to be mutually exclusive or disjoint if and
only if they cannot both occur at the same time
i.e. they have no points in common.
 EXAMPLE

• When we toss a coin, we get either a

head or a tail, but not both at the same time.
• The two events head and tail are
therefore mutually exclusive.
 EXHAUSTIVE EVENTS

• Events are said to be collectively exhaustive,

when the union of mutually exclusive events is
equal to the entire sample space S.
• EXAMPLES:
• 1. In the coin-tossing experiment, ‘head’ and
‘tail’ are collectively exhaustive events.
• 2. In the die-tossing experiment, ‘even
number’ and ‘odd number’ are collectively
exhaustive events.
 EQUALLY LIKELY EVENTS

• Two events A and B are said to be equally

likely, when one event is as likely to occur as
the other.
• In other words, each event should occur
in equal number in repeated trials.
 EXAMPLE

• When a fair coin is tossed, the head is as likely

to appear as the tail, and the proportion of
times each side is expected to appear is 1/2.
• If a card is drawn out of a deck of well-
shuffled cards, each card is equally likely to be
drawn, and the probability that any card will
be drawn is 1/52.
 COUNTING RULES

There are certain rules that facilitate the

calculations of probabilities in certain
situations. They are known as counting rules
and include concepts of :
1) Multiple Choice/ RULE OF
MULTIPLICATION
2) Permutations
3) Combinations
 RULE OF MULTIPLICATION

• If a compound experiment
consists of two experiments which
that the first experiment has exactly
m distinct outcomes and, if
corresponding to each outcome of
the first experiment there can be n
distinct outcomes of the second
experiment, then the compound
experiment has exactly mn outcomes.
 EXAMPLE

• The compound experiment of tossing a coin

and throwing a die together consists of two
experiments:
• The coin-tossing experiment consists of two
distinct outcomes
(H, T),
and
the die-throwing experiment consists of six
distinct outcomes
(1, 2, 3, 4, 5, 6).
 CONT’S
• The total number of possible distinct outcomes
of the compound experiment is therefore 2  6
= 12
as
each of the two outcomes of the coin-tossing
experiment can occur with each of the six
outcomes of die-throwing experiment.
 CONT’S
• As stated earlier, if A = {H, T} and B = {1, 2,
3, 4, 5, 6}, then the Cartesian product set is the
collection of the following twelve (2  6)
ordered pairs:
• AB = { (H, 1); (H, 2);(H, 3); (H, 4);
(H, 6); (H, 6);(T, 1); (T, 2);
(T, 3); (T, 4); (T, 5); (T, 6) }
 RULE OF PERMUTATION

• A permutation is any ordered subset from a set

of n distinct objects.

• For example, if we have the set

{a, b}, then one permutation is ab, and the
other permutation is ba
 CONT’S
• The number of permutations of r objects,
selected in a definite order from n distinct
objects is denoted by the symbol nPr, and is
given by
• nPr = n (n – 1) (n – 2) …(n – r + 1)

n!
 .
n  r !
 Example

• A club consists of four members. How many ways are

there of selecting three officers: president, secretary
and treasurer?
• It is evident that the order in which 3 officers are to be
chosen, is of significance.
• Thus there are 4 choices for the first office, 3
choices for the second office, and 2 choices for the
third office. Hence the total number of ways in which
the three offices can be filled is 4  3  2 = 24
 CONT’S
• The same result is obtained by applying the
rule of permutations:

4 4!
P3 
4  3!
 4 3 2
24
 RULE OF COMBINATION

• A combination is any
subset of r objects, selected
without regard to their order,
from a set of n distinct
objects.
 CONT’S
• The total number of such combinations is
denoted by the symbol
n n
C r or   ,
r 
and is given by
 n n!
  
 r  r!n  r !
 SUBJECTIVE OR
PERSONALISTIC PROBABILITY:

• As its name suggests, the subjective or

personalistic probability is a measure of the
strength of a person’s belief regarding the
occurrence of an event A.
• Probability in this sense is purely subjective,
and is based on whatever evidence is available
to the individual. It has a disadvantage that
two or more persons faced with the same
evidence may arrive at different probabilities.
 CONT’S
• For example, suppose that a panel of three
judges is hearing a trial. It is possible that,
based on the evidence that is presented, two
of them arrive at the conclusion that the
accused is guilty while one of them decides
that the evidence is NOT strong enough to
draw this conclusion.
 CONT’S
• On the other hand, objective probability relates
to those situations where everyone will arrive
at the same conclusion.
• It can be classified into two broad
categories, each of which is briefly described
as follows:
The Classical or ‘A Priori’ Definition of Probability

If a random experiment can

produce n mutually exclusive and
equally likely outcomes, and if m
out to these outcomes are
considered favourable to the
occurrence of a certain event A,
then the probability of the event A,
denoted by P(A), is defined as the
ratio m/n.
 CONT’S
• Symbolically, we write

m
PA  
n
Number of favourable outcomes

Total number of possible outcomes
 THE RELATIVE FREQUENCY DEFINITION OF PROBABILITY
(‘A POSTERIORI’ DEFINITION OF PROBABILITY )

• If a random experiment is repeated a large

number of times, say n times, under identical
conditions and if an event A is observed to
occur m times, then the probability of the
event A is defined as the LIMIT of the relative
frequency m/n as n tends to infinitely.
 CONT’S
• Symbolically, we write
m
P A   Lim
n  n

• The definition assumes that as n increases

indefinitely, the ratio m/n tends to become
stable at the numerical value P(A).
 THE AXIOMATIC DEFINITION OF PROBABILITY

• This definition, introduced in 1933 by

the Russian mathematician Andrei N.
Kolmogrov, is based on a set of AXIOMS.
 CONT’S
• Let S be a sample space with the
sample points E1, E2, … Ei, …En. To each
sample point, we assign a real number,
denoted by the symbol P(Ei), and called
the probability of Ei, that must satisfy the
following basic axioms:
 CONT’S
• Axiom 1:
For any event Ei,
0 < P(Ei) < 1.

• Axiom 2:
P(S) =1
for the sure event S.
 CONT’S
• Axiom 3:
If A and B are mutually exclusive events (subsets
of S), then

P (A  B) = P(A) + P(B).
 CONT’S
• Let us now consider some basic LAWS
of probability.

• These laws have important applications

in solving probability problems.
 LAW OF COMPLEMENTATION

• If A is the complement of an event A

relative to the sample space S, then

PA  1  PA .
 CONT’S
• Hence the probability of the complement
of an event is equal to one minus the
probability of the event.
• Complementary probabilities are very
useful when we are wanting to solve questions
of the type ‘What is the probability that, in
tossing two fair dice, at least one even number
will appear?’
 ADDITION LAW

• The next law that we will consider is the

Addition Law or the General Addition
Theorem of Probability:
• If A and B are any two events defined in a
sample space S, then
• P(AB) = P(A) + P(B) – P(AB)
 Example

• If one card is selected at random from a deck

of 52 playing cards, what is the probability
that the card is a club or a face card or both?
• Let A represent the event that the card selected
is a club, B, the event that the card selected is
a face card, and A  B, the event that the card
selected is both a club and a face card. Then
we need P(A  B).
 CONT’S
• Now P(A) = 13/52, as there are 13 clubs,

• P(B) = 12/52, as there are 12 faces cards,

• and P(A  B) = 3/52, since 3 of clubs
are also face cards.

• Therefore the desired probability is

 CONT’S
• P(A B) = P(A) + P(B) – P(A  B)

• = 13/52 + 12/52 - 3/52

• = 22/52.
 COROLLARY-1

• If A and B are mutually exclusive events,

then
• P(AB) = P(A) + P(B)

• (Since A  B is an impossible event, hence

P(AB) = 0.)
 EXAMPLE

• Suppose that we toss a pair of dice, and

we are interested in the event that we get a
total of 5 or a total of 11.
• What is the probability of this event?
 SOLUTION
• In this context, the first thing to note is
that ‘getting a total of 5’ and ‘getting a total of
11’ are mutually exclusive events. Hence, we
should apply the special case of the addition
theorem.
 CONT’S
• If we denote ‘getting a total of 5’ by A,
and ‘getting a total of 11’ by B, then
• P(A) = 4/36 (since there are four
outcomes favourable to the occurrence of a
total of 5),
• and P(B) = 2/36 (since there are two outcomes
favourable to the occurrence of a total of 11).
 CONT’S
• The probability that we get a total of 5 or a
total of 11 is given by
• P(AB) = P(A) + P(B)
= 4/36 + 2/36 = 6/36 = 16.67%.
 COROLLARY-2

• If A1, A2, …, Ak are k mutually exclusive

events, then the probability that one of them
occurs, is the sum of the probabilities of the
separate events, i.e.
• P(A1,  A2  …  Ak)
= P(A1) + P(A2)+ … + P(Ak).
 CONDITIONAL PROBABILITY

• The sample space for an

experiment must often be changed
when some additional information
about the outcome of the
experiment is received
 CONT’S
• The effect of such information is to REDUCE
the sample space by excluding some outcomes
as being impossible which BEFORE receiving
the information were believed possible.
 CONT’S
• The probabilities associated with such a
reduced sample space are called conditional
probabilities.
 CONDITIONAL PROBABILITY

• If A and B are two events in a sample

space S and if P(B) is not equal to zero, then
the conditional probability of the event A
given that event B has occurred, written as
P(A/B), is defined by

PA  B
PA / B 
PB
 CONT’S
• where P(B) > 0.
• (If P(B) = 0, the conditional probability
P(A/B) remains undefined.)
 MULTIPLICATION LAW

• If A and B are any two events defined in a

sample space S, then

P(A  B)
= P(A) P(B/A), provided P(A) > 0,
= P(B) P(A/B), provided P(B) > 0.

• (The second form is easily obtained by

interchanging A and B.)
 GENERAL rule of multiplication of probabilities

• This is called the GENERAL rule of

multiplication of probabilities.
• It can be stated as follows:
• “The probability that two events A and B will
both occur is equal to the probability that one
of the events will occur multiplied by the
conditional probability that the other event will
occur given that the first event has already
occurred.”
 EXAMPLE
• Question: A box contains 15 items, 4 of which
are defective and 11 is good. Two items are
selected. What is the probability that the first is
good and the second defective?
• Two cards are dealt from a pack of ordinary
playing cards. Find the probability that the
second card dealt is a heart.
 EXAMPLE
• Box A contains 5 green and 7 red balls. Box B
contains 3 green, 3 red and 3 yellow balls. A
box selected at random and a ball is drawn at
random from it. What is the probability that
the ball drawn is green.
 EXAMPLE
• An urn contains 10 white and 3 black balls.
Another urn contains 3 white and 5 black
balls. Two balls are transferred from first urn
and placed in the second and then one ball is
taken from the latter. What is the probability
that it is a white balls.
•
 EXAMPLE
• Three Boxs of the same appearance are given as
follows
• Box A 5 red and 7 white
• Box B 4 red and 3 white
• Box C 3 red and 4 white
• An box is selected at random and a ball is drawn
from the box.
• 1. What is the probability that the ball drawn is
red?
 EXAMPLE
• 2 . If the ball drawn is red, what is the
probability that it came from urn A?