Probability: Dr. Shahid Ali

Probability
Dr. Shahid Ali

Set theory
The sample space
The collection of all possible outcomes of an experiment is called the sample space of the experiment. We
will denote the sample space by S.
Examples:
Dataset 1: S = {0, 1, 2, ...}
Dataset 2: S = {x : x ≥ 0}
Toss of a coin: S = {H, T}
Roll of a six-sided die: S = {1, 2, 3, 4, 5, 6}.

Relations of set theory
The statement that a possible outcome of an experiment s is a member of S is denoted symbolically by the relation s 2 S.
When an experiment has been performed and we say that some event has occurred then this is shorthand for saying
that the outcome of the experiment satisfied certain conditions which specified that event. Any event can be regarded
as a certain subset of possible outcomes in the sample space S.
Example: roll of a die. Denote by A the event that an even number is obtained.
Then A is represented by the subset A = {2, 4, 6}.
It is said that an event A is contained in another event B if every outcome
that belongs to the subset defining the event A also belongs to the subset B.
We write A ⸦ B and say that A is a subset of B. Equivalently, if A ⸦B, we
may say that B contains A and may write B⸧ A.
Note that A ⸧ S for any event A.
Example: roll of a die, suppose A is the event of an even number being obtained
and C is the event that a number greater than 1 is obtained. Then A = {2, 4, 6}
and C = {2, 3, 4, 5, 6} and A ⸦ C.
The empty set
Some events are impossible. For example when a die is rolled it is impossible to obtain a
negative number. Hence the event that a negative number will be obtained is defined by the
subset of S that contains no outcomes. This subset of S is called the empty set and is denoted
by the symbol φ.
Note that every set contains the empty set and so φ ⸦ A ⸦ S.
Operations of set theory
Unions
If A and B are any 2 events then the union of A and B is defined to be the event containing all outcomes that
belong to A alone, to B alone or to both A and B. We denote the union of A and B by A ∪ B.
For any events A and B the union has the following properties:
A∪φ=A
A∪A=A
A∪S=S
A∪B=B∪A
The union of n events A1,A2, ∙ ∙ ∙ ,An is defined to be the event that contains
all outcomes which belong to at least one of the n events.
𝑛
Notation: A1 ∪ A2 ∪ ∙ ∙ ∙ ∪ An or 𝑈𝑖=1 𝐴𝑖
Intersections
If A and B are any 2 events then the intersection of A and B is defined to be the event containing all
outcomes that belong both to A and to B. We denote the intersection of A and B by A ∩ B.
For any events A and B the intersection has the following properties:
A∩φ=φ
A∩A=A
A∩S=A
A∩B=B∩A
The intersection of n events A1,A2, ∙ ∙ ∙ ,An is defined to be the event that contains all outcomes which belong to all
of the n events.
Notation: A1 ∩ A2 ∩ ∙ ∙ ∙ ∩ An or
Compliments
The complement of an event A is defined to be event that contains all outcomes in the sample space S which do not belong
to A.
Notation: the compliment of A is written as 𝐴′ .
The compliment has the following properties:

(A’)’ = A
Φ’ = S
A ∪ A’ = S
A ∩ A’ = φ
Dataset 1: if A = {≥ 3} errors then A’ = {0, 1, 2}.

Disjoint events
It is said that 2 events A and B are disjoint or mutually exclusive if A and B have no outcomes in common. It follows
that A and B are disjoint if and only
if A ∩ B = φ.
Example: roll of a die: suppose A is the event of an odd number and B is the event of an even number then A = {1, 3, 5},
B = {2, 4, 6} and A and B are disjoint.
Example: roll of a die: suppose A is the event of an odd number and C is the event of a number greater than 1 then
A = {1, 3, 5},C = {2, 3, 4, 5, 6} and A and C are not disjoint since they have the outcomes 3 and 5 in common.
a) DeMorgan’s Laws: for any 2 events A and B we have
b) For any 3 events A, B and C we have:

Definition: A probability distribution, or simply a probability on a sample space S is a specification of numbers
P(A) which satisfy Axioms 1–3.
Properties of probability:
So if A and B are disjoint

For any 3 events A, B and C:
Relative frequency
After tossing a drawing pin a large number of times the relative frequency of it landing point up is
This can be thought of as the experimental probability.
Sample spaces, events and equally likely outcomes
A sample space is the set of all possible outcomes, all equally likely.
An event is a set of possible outcomes.
where N is number in sample space.

Probability rules and Venn diagrams
P(A | B) means the probability that A has occurred given that we know that B has already occurred, and should
always be re-written as
If we know that B has already happened, we can think of B as the new sample space with n(B) elements.
Then the number of ways that A can now occur is n(A∩B)
Diagrams for two dice etc.
When considering two dice, two spinners or a coin and a die, the following types of diagram are often useful – they
ensure that all outcomes are equally likely to happen.
From these diagrams, in which all outcomes are equally likely, it should be easy to see that
For two dice: P(total 10) =
P(red > green) =

Conditional probability
We now look at the way in which the probability of an event A changes after it has been learned that some
other event B has occurred. This is known as the conditional probability of the event A given that the event B
has occurred. We write this as P(A | B).
Definition: if A and B are any 2 events with P(B) > 0, then
Note that now we can derive the multiplication law of probability:

Independence
Two events A and B are said to be independent if P(A | B) = P(A),
that is, knowledge of B does not change the probability of A.
So if A and B are independent we have

Example: A red die and a green die are rolled and the total score recorded.
A is the event ‘total score is 7’, B is the event ‘green score is 6’ and C is the event ‘total score is 10’. Show
that A and B are independent, but B and C are not independent.
Solution: The events A, B and C are shown on the diagram.

Exclusive events
Definition. A and B are mutually exclusive ⇔ P(A ∩ B) = 0
i.e. they cannot both occur at the same time
⇒ P(A ∪ B) = P(A) + P(B)
Note: If A and B are not exclusive then P(A ∪ B) ≠ P(A) + P(B), and must be found in another way, usually considering
sample spaces and/or Venn diagrams.
Example: P(A) = 0⋅3, P(B) = 0⋅6 and P(A′∩ B′) = 0⋅1.

Prove that A and B are mutually exclusive.
Solution: A′∩ B′ is shaded in the diagram
⇒ P(A′∩ B′) = 1 – P(A ∪ B)
⇒ P(A ∪ B) = 1 – 0⋅1 = 0⋅9
P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
⇒ 0.9 = 0⋅3 + 0⋅6 – P(A ∩ B)
⇒ P(A ∩ B) = 0
⇒ A and B are mutually exclusive.
Example: A bag contains 5 Red beads, 7 Yellow beads, and 6 White beads. Three beads are drawn without replacement
from the bag. Find the probability that there are 2 Red beads and 1 Yellow bead.
Solution: These beads can be drawn in any order, RRY, RYR, YRR
⇒ P(RRY or RYR or YRR)
= P(RRY) + P(RYR) + P(YRR)
You must always remember the possibility of more than one order. In rolling four DICE, exactly TWO SIXES can occur
in six ways: SSNN, SNSN, SNNS, NSSN, NSNS, NNSS, each of which would have the same probability
and so the probability of exactly two sixes with four dice is

Tree diagrams
The rules for tree diagrams are Select which branches you need Multiply along each branch
Add the results of each branch needed.
Make sure that you include enough working to show which branches you are using (method).
Be careful to allow for selection with and without replacement.
Example: In the launch of a rocket, the probability of an electrical fault is 0⋅2. If there is an electrical fault the probability
that the rocket crashes is 0⋅4, and if there is no electrical fault the probability that the rocket crashes is 0⋅3.
Draw a tree diagram. The rocket takes off, and is seen to crash. What is the probability that there was an electrical fault?

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Probability

Dr. Shahid Ali

Dataset 1: S = {0, 1, 2, ...}

Toss of a coin: S = {H, T}

Roll of a six-sided die: S = {1, 2, 3, 4, 5, 6}.

The empty set

all outcomes which belong to at least one of the n events.

Notation: the compliment of A is written as 𝐴′ .

The compliment has the following properties:

Dataset 1: if A = {≥ 3} errors then A’ = {0, 1, 2}.

b) For any 3 events A, B and C we have:

So if A and B are disjoint

This can be thought of as the experimental probability.

Sample spaces, events and equally likely outcomes

An event is a set of possible outcomes.

where N is number in sample space.

For two dice: P(total 10) =

P(red > green) =

Definition: if A and B are any 2 events with P(B) > 0, then

Note that now we can derive the multiplication law of probability:

So if A and B are independent we have

Solution: The events A, B and C are shown on the diagram.

Example: P(A) = 0⋅3, P(B) = 0⋅6 and P(A′∩ B′) = 0⋅1.

and so the probability of exactly two sixes with four dice is

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