Study Notes
Probability
Probability
Introduction & Basic Terminology
Random Experiment – An Experiment which when performed repeatedly under similar
conditions, does not give unique result or outcome but may result into one of the several
possible outcomes. For example, when we roll a die, any number (from 1 to 6) can come
randomly.
Trial – Each performance of an experiment is called a Trial
Sample Space – The Sample Space, S, associated with a random experiment, is a set
of all possible outcomes of the experiment. Each element of a sample space is called as
a sample point. For Example, when a die is rolled, S = {1,2,3,4,5,6}
Simple Event – An event that consists of a single outcome of an experiment.
Compound Event – An event that consists of more than one sample point.
Impossible Event – An event that does not contain any outcome of an experiment. The
impossible event is denoted by “ᶲ”.
Representation using Venn Diagram & Further Terminology
Sample Space – The Sample space consists of everything inside the rectangle. (Figure
1)
Event (A) – Let A be any Event. All the sample points in A are represented by the points
inside the circle. (Figure 1)
S c S
A
A A
Figure 1 Figure 2
c
Complement of an Event (A ) – is the event consisting of all sample points in S which
are not in A. The shaded region in Figure 2 represents the complement of an Event A.
Union of 2 Events A & B – denoted by “A∪B”, consists all the sample points that are
there in either A or in B or in both A and B. It is represented by the shaded portion in
Figure 3.
Intersection of 2 Events A & B – denoted by “A∩B”, consists all the sample points that
are there in both A and B and are common to both. It is represented by the shaded
portion in Figure 4.
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Probability
Figure 3 Figure 4
Equally Likely Events – Two or more events are said to be equally likely if each has
the same chance of occurrence. For Example, in rolling a well- balanced die, all six
faces are equally likely to occur.
Mutually Exclusive Events – Two or more events of a sample space are said to be
mutually exclusive if and only if one of them can occur at a time, i.e., if the
occurrence of one event precludes the occurrence of all the other events. For
example, while tossing
Figure 3 a coin, coming of “head” precludes the
Figure 4 turning of “tail”.
Exhaustive Events – Two or more events of a sample space are said to be
exhaustive if their union is the sample space. Thus, the events A1, A2,
A3,…………………….., An are exhaustive if A1∪A2∪ A3,…………………….. ∪ An = S, where S is the
sample space. For example, in tossing a coin, the events “head” and “tail” are
exhaustive.
The Classical Definition of Probability
The Probability of happening of an event “A”, is denoted by P(A) and is defined as:
o P(A) = = , or,
where n (A) is the number of outcomes in A and n (S) is the number of outcomes in
S.
0<=P(A)<=1
P(Ac) = 1 – P(A)
Odds – in favor/ against
Sometimes, the probability of an event is expressed in terms of odds – either odds in
favour of an event or odds against an event. If A is any event, then
1. The odds in favour of A are or P(A) : P(Ac)
2. The odds against A are or P(Ac): P(A)
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Probability
Example:
If probability of an event A is 2/3, then
The odds in favour of A are: P(A) : P(Ac) = 2/3 :1/3 or 2:1, and
The odds against A are: P(Ac):P(A) = 1/3 :2/3 or 1:2, and
Axiomatic Approach
Let S be the sample space. P(A) has the following three properties:
1. 0<=P(A)
2. P(S) = 1
3. P(A∪B) = P(A) + P(B) whenever A and B are 2 events when A∩B = ᶲ
Example:
Question – If a card is selected from a well-shuffled deck, what is the probability of
drawing
a) A spade
b) A king
c) A king of spade
Solution –
Club
Spade
Heart
Diamond
a. There are a total of 52 cards out of which there are 13 spades. Therefore, P(a
spade) = 13/52 = ¼
b. Out of the total 52 cards, there are a total of 4 kings, Therefore, P (a king) = 4/52 =
1/13
c. There is only 1 king of spade, therefore, P(a king of spade) = 1/52
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Probability
Addition theorem of Probability
If A and B are two events of a sample space S, then:
P(A∪B) = P(A) + P(B) – P(A∩B)
Generalized Addition Theorem:
P(A∪B∪C) = P(A) + P(B) + P(C) – P(A∩B) – P(B∩C) – P(C∩A)+ P(A∩B∩C)
Important formulas
1. P(A∩BC) = P(A) – P(A∩B)
2. P(AC∩B) = P(B) –P(A∩B)
Example
Question – From a pack of cards, a card is drawn at random. Find the probability that it is
either a heart or a queen.
Solution: Let event A be drawing a card of heart and event B be drawing a card of queen
P(A) = 13/52 P(B) = 4/52 and P(A∩B) = 1/52
Therefore, P(A∪B) = 13/52+ 4/52 – 1/52 = 16/52 or 4/13.
Conditional Probability
Suppose, Partial information is known about the outcome of an experiment. In such a case,
we will be using Conditional Probability.
Let A and B be two events, such that P(B) >0. Then the probability that event A occurs
assuming that event B has already occurred is called Conditional Probability of A given B.
This is symbolically written as P(A/B) and is read “The probability that A occurs, given that B
has occurred.
Also, P(AC/B) = 1 – P(A/B)
Example:
Consider the experiment of throwing a single die. The sample space S is {1,2,3,4,5,6}. Let
event A denote the event “outcome is divisible by 4”. Then, we have P(A) = 1/6. However,
suppose the experiment is performed by another person and we are informed that it’s an
even number. Let B be the event B: outcome is an even number.
We are interested in finding the probability P(A/B). Now, the probability of the event A
relative to the new sample space B, is:
P(A/B) = = = 1/3
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Probability
Independent Events
Two events are said to be independent if occurrence or non-occurrence of either of them
does not affect the probability of the other. For example, suppose two coins are tossed. If
Event A : tossing head with first coin & B: tossing tail with second coin. Here, the result of
the second draw is independent of the first draw, if the first card is replaced.
Multiplication theorem of Probability
If A and B are any two events of a sample space S, then
1. P(A∩B) = P(A) * P(B/A)
2. P(A∩B) = P(B) * P(A/B)
Bayes’ Theorem
Consider the following situation involving 2 boxes:
Box 1 – contains 4 black and 3 white balls
Box 2 – contains 6 black and 5 white balls
Event A1 is defined as the box 1 is selected and Event A2 is defined as the box 2 is selected.
Event E be the event that a black ball is drawn
Here, the probability of selecting Box 1 and drawing a black ball will be
P(A1∩E) = P(A1) * P(E/A1)
P(A1) = ½
P(E/A1) = 4/7
Therefore, P(A1∩E) = ½ * 4/7 = 2/7
Mathematical Expectation
If X is a discrete random variable which has values x1, x2, ……….., xn with the associated
probabilities p1 = P(X = x1), p2 = P(X = x2),…………. , Pn(X = xn), then the expected value( or
expectation ) of X, denoted by µ or E (X) is defined as:
µ = E (X) = ∑
The expected value of a random variable X is also called the mean of X.
Example, if a coin is tossed two times and X denotes the number of heads, then X is a random
variable which can assume value 0,1, and 2
Then sample space is {HH,TT,HT,TH} and total outcomes are 4
6
Probability
No. of heads Including Probability
0 {TT} ¼
1 {HT, TH} 2/4
2 {HH} 1/4
Thus, mean of the random variable X is given by
E(X) = (0 * ¼) + (1 * 2/4) + (2 * ¼) = 1
This means that if we toss the coin many times, the average number of heads per toss would be
1.
