4.

0 Probability theory
What is Probability?
Probability theory is the branch of mathematics that studies the possible outcomes of given events together with the
outcomes' relative likelihoods and distributions.
In common usage, the word “probability" is used to mean the chance that a particular event (or set of events) will
occur expressed on a linear scale from 0 (impossibility) to 1 (certainty).
In common practice, the term probability refers to the chance of happening or not happening of an event. The
probability of an event denotes the likelihood of it happening. The theory provides a numerical measure for the
degree of certainty (or degree of uncertainty) of the occurrence of an event. It enables us to take a decision under
conditions of uncertainty with a calculated risk.
It is the study of random or indeterministic experiments e.g. tossing a coin or rolling a die. If we roll a die, we are
certain it will come down but we are uncertain which face will show up.

4.1 Definitions
Experiments: can be defined as a procedure adopted in order to gain information about the process
(action/observation).
Event: An event of an experiment can be thought of as some particular situation that can arise during the
experiment. An event A in sample space S, is a set of outcomes.
NOTE: i) A ⊂ S ii) A sample point is an event consisting of one element only. iii) An empty set,ϕ ,is an event in S
i.e ϕ ⊂ S iv) S itself is also an event s ∈ S .
Outcome: An outcome of an experiment is a single in which experiment can result
Sample Space: It is the set of all possible outcomes of an experiment.
Examples: a) tossing a coin once, S= { H , T } b) tossing a coin twice, S= { HH , TH , HT , TT } c) rolling a die
once , S= { 1, 2 , 3 , 4 , 5 ,6 }
Let A and B be two events in S, A ⊂ S and B⊂ S ,then
i) A ∪ B is an event that occurs if A occurs or B occurs or both A and B occurs.
ii) A ∩ B is the event that occurs if both A and B occurs.
c
iii) A is the event that occurs if A does not occur.
iv) Two events A and B in a sample space S are mutually exclusive if A ∩ B=∅
v) The events A1, A2 , …, An in a sample space S, are said to be exhaustive events if
A1 ∪ A 2 ∪ … .. A n
4.2 Axioms of Probability
Let S, be a sample space. A function defined on S, is called a probability function if the following axioms hold;
 For every event A ⊂ S,0 ≤ P( A)≤ 1
 If A and B are mutually exclusive events in S,
P ( A ∪ B )=P ( A ) + P(B)
 P(S) =1, P (∅ ) = 0
 If A1, A2, …, An are mutually exclusive events in S, then
P ( A 1 ∪ A 2 ∪ …∪ A n )=P ( A1 ) + P ( A2 ) + …+ P( A n)
Suppose we carry out an experiment n times. On S, occasions we obtain a given result i.e. we get S, success.
The probability of obtaining the given result when the above experiments is performed once is defined as P =

lim ¿n → ∞ ( Sn ) ¿
S n( A)
If an event A, can occur in S, of an equally likely way; then P ( A )= =
n n (S )
Example 1:
An experiment is performed by tossing a normal coin and observation on which side (Head or Tail) is shown
uppermost
a) Write down the outcome set, S.
 S= {H, T}
n(H ) 1
b) Calculate the probability that a head occurs. P ( A )= =
n(S) 2

Example 2: Toss a die observe the number that appears on top most. The sample space, S is S= {1,2,3,4,5,6}. Let A
denote event “an even number” and B “an odd number” C denote a prime number. A= {2,4,6}, B= {1,3,5}, C=
{2,3,5}. Find A ∪ C , B∩ C and A ∩ B.
Also, P(A), P(B), P ( A ∪ C ¿ ,P( A ∩ B ¿.
n( A) 3 1
Answer: A ∪ C={2 , 3 , 4 , 5 , 6 }, B∩ C={3 } , A ∩ B=∅ i) P(A)= = = ,
n (S) 6 2
1 5 1
P(B)= , P ( A ∪ C ¿= , P ( B ∩C )= , P ( A ∩ B ¿=0 .
2 6 6
Theorem 1:
If an (∅ )empty set is the empty set, then P (∅ ) = 0
Proof: Let A be any event in S; A ∪ ∅ = A and A ∩∅ =∅ ’
i.e. A and ∅ are mutually exclusive
events. Therefore, P (
A ∪ ∅ ¿=P( A)+ P(∅ )−P ( A ∩∅ )=P( A)+ P(∅ )−P (∅ ) =P (A ).Similarly, P ( A ) + P ( ∅ )=P( A) ;
P ( ∅ )=P ( A )−P ( A )=0
Theorem 2:
P ( A ) + P ( A c )=1 , where Ac is the complement of A.
Proof: S = A ∪ Ac , A and Ac are mutually exclusive events. P ( S )=P ( A ∪ Ac ) =1
Theorem 3
If A and B are any two events in S. P ( A−B ) =P ( A )−P( A ∩ B)
Proof: A=( A ∩ B)∪ ( A−B ) and A ∩ B and A−B are mutually exclusive events.
P(A) = P [=( A ∩ B)∪ ( A−B )]= P ( A ∩B )+ P ( A−B )
Therefore, P ( A−B ) =P ( A )−P ( A ∩ B ) .
Theorem 4
If A and B are any two events in S
P ( A ∪ B )=P ( A ) + P ( B ) −P( A ∩ B)
Proof: A ∪ B=( A−B)∪ B , where ( A−B ) ∩ B=∅
i.e. A−B and B are mutually exclusive events. Therefore, P ( A ∪ B )=P[( A−B) ∪ B]
= P ( A−B ) + P ( B )=P ( A )−P ( A ∩ B ) + P( B)
P ( A ∪ B )=P ( A ) + P ( B ) −P( A ∩ B) . If A and B are mutually exclusive events then,
P ( A ∪ B )=P ( A ) + P(B)

Example 1:
7 1 5
P ( A ∪ B )= , P ( A ∩B )= , P ( A )=
c
Let A and B be in events in S, such that
8 4 8
c 3 1
Find i) P ( B ) ii) P( A ∩ B ) Answer: ,
4 8
Example 2:
1 1 1
Let A and B be two events in S, such that P ( A ) = , P ( B )= and P ( A ∩B )=
2 3 4
Evaluate the following;
 3 1 5 11
i) P( A c ∪ Bc ) ii) P ( A c ∩B ) iii) P ( A c ∩B c ) iv) P ( A ∪ B c ) Answer: , , ,
4 12 12 12
1 3
Solution: i) P ( A ∪B ) =1−P ( A ∩B )=1− =
c c
4 4
ii) P ( A c ∩B c ) =1−¿ P ( A ∪ B )=1−[ P ( A ) + P ( B )−P ( A ∩B ) ]

1 1 1
¿ 1− − +
2 3 4
7 5
¿ 1− =
12 12
1 1 1
iii) P ( A ∩B )=P ( B )−P ( A ∩B )= − =
c
3 4 12
iv) P ( A ∪ B c ) =¿ P ( A ) + P ( B c )−P ( A ∩B c )

Equiprobable space:
Here outcomes of the sample space are assigned equal probabilities each sample has the same probability. Thus, for
an event A ⊂ S in an equiprobable space,
n( A)
P(A) = , where n(A) is the number of elements in A or is the number of ways A can occur.
n (S)
n(S) is number of ways S can occur.
Example 1: Two items are chosen at random from a pot containing 12 items of which 4 are defective. Find the
probability i) that both items are defective ii) that both items are not defective iii) at least one item is defective.
Solution: The number of ways 2 items can be chosen from 12 is n(S) is

( )( )
N = 12 = 12 ! 12 !
= =66 ways.
n 2 (12−2)! 2! (10)! 2 !
Let A denote event both items are defective and the number of ways of choosing 2 defective items from 4 defective

( Nn )=(42 )= ( 4−2) ! 2! = (2)! 2 ! =6 ways

Let B denote event both items are defective and the number of ways of choosing 2 non defective items, n(B) is the
number of ways of choosing 2nondefective items from 8 items is

( ) ()
N =8= 8! 8!
n(B)= = =28 ways.
n 2 (8−2)! 2 ! (6)! 2 !
6 1 28 14
Therefore, P ( A ) = = , P ( B ) = = , iii) P[at least one item is defective]=1-P[none is defective]=1-
66 11 66 33
14 19
=
33 33
Example 2: A bag contains 30 tickets 1 to 30. One ticket is selected at random from the bag. Find the probability
that i) the number of the selected ticket is prime ii) the number is divisible by 3.

Solution: The tickets are numbered from 1,2, 3,…..,30.

10 1 10 1
i) P (no of prime numbers) = = , ii) P (no.is divisible by 3) = =
30 3 30 3
Exercise
1.A die is biased so that the probability of obtaining a number appearing on top face, when the die is tossed is
proportional to the given number. Find the i) Probability space ii) P ( A ) iii) P ( B ) where A is the set of even
numbers and B is the set of prime numbers.

2. A class contain 10 men and 20 women of which half of the men and half of the women have red eyes. Find the
probability that a person chosen at random is a man or has red eyes.

3.An urn contains 4 pink marbles and 3 red marbles. Two marbles are drawn, what is the probability that the two
marbles are of different colours, that is;
i) If sampling is with replacement
ii) If sampling is done without replacement.