Probability

Definitions An experiment a process that when performed results in exactly one of many possible
outcomes. The sample space (S) is the set of all possible outcomes.
Example A coin is tossed. The sample space is
S = {H, T}
where H is head and T is tail.
Definition An event is a subset of the sample space.
Example If die is rolled, then {2, 4, 6} is the event that an even outcome is obtained.
Definition The probability of an event is a numerical measure of the likelihood that a specific event will
occur.
Properties of Probability

S {s1 , s 2 ,..., s n } be the sample space for an experiment and E S.

Then (1) 0 P ( E ) 1
(2) P( s1 ) P( s 2 ) ... P( s n ) 1
Let

Note For an event with a finite number of equally likely outcomes,

P( E )
Example If a die is tossed, then
If
and
then

S 1,2,3,4,5,6}

E 2,4,6}
F 1,5}
3 1
P( E )
6 2
P( F )

Also,

number of favourable outcomes

total number of possible outcomes

2 1

6 3

P (1) P (2) P (3) P (4) P (5) P (6)

1
6

P (1) P (2) P (3) P(4) P (5) P (6) 1

and
Example If two coins are tossed, what is the probability of obtaining
(1) two heads
(2) at least one head
(3) exactly one head
(4) two tails
1

Solution The sample space is S HH , HT , TH , TT

where HT represents the outcome that head is obtained on the first coin and tail on the second.
(1) P ( HH )

1
4

(2) Pat least one head PHT , TH , HH

(3) Pat least one head PHT , TH

(4) P (TT )

3
4

2 1

4 2

1
4

Relative Frequency Suppose that we wish to determine the probability that the next car coming out of
an auto factory is defective. We may select 500 cars out of the production line. If 10 are defective,
then

Pa randomly chosen car is defective

10
0.02
500

Note If an experiment is repeated n times and an event A is observed f times, then

P ( A)

f
.
n

Note This method only gives an approximate probability, as another selection of 500 cars may have a
different number of defective cars.
Note If we consider the whole population instead of a sample, then the relative frequency will give an
exact probability.
Law of Large Numbers
If an experiment is performed over and over, the probability of an event obtained from the relative
frequency approaches the actual or theoretical probability.
Counting Rule If an experiment consists of two steps such that the first step has m possible outcomes
and the second step has n possible outcomes, then the total number of possible outcomes for the
experiment is mn.
Example If two chairs are to be placed close together, the first one can be black or white, and the
second red, yellow or green, how many different colour combinations are possible?
Solution The possible colour combinations are
BR, BY, BG
WR, WY, WG
The total number is

6 = 2 3

Problem A die is rolled.

S 1,2,3,4,5,6}
2

A 2,4,6}
B 3,4,5,6}
Calculate
(1) P ( A)
(2) P (B )
(3) P ( A B )
(4) P ( A B )
Solution

3 1

6 2
4 2
(2) P ( B )
6 3
(1) P ( A)

2 1

6 3
5
(4) P ( A B ) P2,3,4,5,6
6
(3) P ( A B ) P{4,6}

Marginal and Conditional Probabilities

Example 100 people were asked whether they drove a car or an SUV.

Male
Female

Car
20
10

SUV
40
30

Classification of Responses with Totals

Male (M)
Female (F)
Total

Car
20
10
30

SUV
40
30
70

Total
60
40
100

Definition Marginal probability is the probability of a single event without considering any other event.
Example One person is chosen at random from the hundred people in the previous example. The four
marginal probabilities are

number of males
60

0.60
total number of people 100
number of females
40
P( F )

0.40
total number of people 100

P( M )

P (C )

30
0.30
100

P(S )

70
0.70
100

Definition Conditional probability is the probability that an event will occur given that another event
has already occurred.
Notation P ( A / B ) is the conditional probability of A given B.
Example Continuation of the above example

P( M / C )

20
0.67
30

P( S / F )

30
0.75
40

P( M / S )

40
0.57
70

P( F / S )

30
0.43
70

P( F / C )

10
0.33
30

P( S / M )

40
0.67
60

Definition Events that cannot occur together are called mutually exclusive events.
Example For one roll of a die, let
A = {2, 4, 6}
B = {1, 3, 5}
C = {1, 2, 3, 4}
A and B are mutually exclusive, as shown in the following diagram. These two sets have empty
intersection.

A
2

5
4

A and C are not mutually exclusive. If 2 or 4 is obtained, then both A and C would have occurred.
This is because 2 and 4 are in the intersection of the sets A and C as shown in the following diagram.

C
1
3

A
2

Definition Two events A and B are said to be independent if the occurrence of one does not affect the
probability of occurrence of the other, that is, if

P( A / B) P( A)
P( B / A) P( B)

or

Example A box contains 100 CDs that were manufactured by two machines A and B .

A
B
Total

D
9
6
15

G
51
34
85

Total
60
40
100

D means defective and G means good.

5

A CD is selected at random.

P ( D / A)

P( D)

9
0.15
60
15
0.15 P ( D / A)
100

Hence D and A are independent.

Example From the example about cars and SUVs, we had

Male (M)
Female (F)
Total

Car
20
10
30

SUV
40
30
70

Total
60
40
100

If one person is selected at random, then

P( M ) 0.60

P( M / C ) 0.67 P( M )
Hence M and C are not independent.
Definitions Two mutually exclusive events that together include all possible outcomes of an experiment
are called complementary events. The complement A of A includes all outcomes not in A.
Example For one roll of a die, suppose that the events A and B are as follows:

A {4,5} and B {1,2,3,6} .

These two events are complementary.
Note

P( A) P( A ) 1

and so

P( A) 1 P( A )

Example From the above example

2
6
4
P( B) 1 P( A)
6

P ( A)

A and B are complementary.

6

Definition The joint probability of two events A and B is P ( A B ).

The Mulitplication Rule

P ( A B ) P ( A) P ( B / A)
Note From the above equation, we obtain

P( A B)
P( A)

P( B / A)
Example From the example on cars and SUVs,

P( F C ) P( F ) P(C / F )

40 10

0.10
100 40

Directly from the table, we obtain

P( F C )

10
0.10
100

Also,

P( S M ) P( S ) P( M / S )

Directly from the table,

P( S M )

70 40

0.40
100 70

40
0.40
100

Example A box contains 20 DVDs, 4 of which are defective. If two DVDs are selected at random
(without replacement) form this box, what is the probability that both are defective?
Solution Let

G1 event that first DVD is good

D1 event that first DVD is defective

G2 event that second DVD is good

D 2 event that second DVD is defective
We must calculate
Now

P( D1 D2 ) P( D1 ) P( D2 / D1 )
P ( D1 )

4
20

If the first DVD chosen is defective, then out of the remaining 19, 3 would be defective.
7

P ( D2 / D1 )

Hence

P ( D1 D2 )

3
19
4 3
= 0.0316
20 19

Multiplication Rule for Independent Events

For independent events A and B

P( A B) P ( A) P ( B)
Example A building has two fire detectors. The probability that either one will fail to go off during a fire
is 0.02. Find the probability that both will fail to go off during a fire.
Solution Let

A = event that first detector fails to go off during a fire

B = event that second detector fails to go off during a fire

Probability that both fail to go off during a fire

= P( A B) P ( A) P( B) (0.02)(0.02) 0.0004
Example The probability that any patient is allergic to penicillin is 0.20. The drug is administered to
three patients. Obtain the probability that
(a) all three are allergic to the drug
(b) at least one of them is not allergic
Solution Let

A = event that first patient is allergic to the drug

B = event that second patient is allergic to the drug
C = event that third patient is allergic to the drug

(a) Probability that all three patients are allergic to penicillin

P( A B C ) P( A) P( B) P(C ) 0.023 0.008

(b) Let

G = all 3 patients are allergic

H = at least one patient is not allergic

G and H are complementary events.

P( H ) 1 P(G ) 1 0.008 0.992
Note If A and B are mutually exclusive events, then
P( A B) 0