Probability and probability

distributions
There are two important procedures by means of which we can estimate the probability
of an event.
1. CLASSICAL APPROACH: If an event can occur in h different ways out of a total number
of n possible ways, all of which are equally likely, then the probability of the event is h/n.
Example:
The probability that a head will turn up in a single toss of a coin.
Since there are two equally likely ways in which the coin can come up—namely, heads
and tails and of these two ways a head can arise in only one way, we reason that the
required probability is ½.
2. FREQUENCY APPROACH: The probability of an event (outcome or happening) is the
proportion of the time that events of the same kind will occur in the long run. Also called
the empirical probability of the event.
Example:
If we say that the probability is 0.84 that a flight from Biratnagar to kathmandu will arrive
on time, we mean (in accordance with the frequency interpretation) that such flights
arrive on time 84 percent of the time.
A 30 percent chance for rain (that is, a probability of 0.30), means that under the same
weather conditions it will rain 30 percent of the time.
The classical and frequency approaches have serious drawbacks, words “equally likely”
and “large number” is vague. Because of these difficulties, mathematicians have been
led to an AXIOMATIC APPROACH to probability , in which probabilities are defined as
“mathematical objects” that behave according to certain well-defined rules.
 Sample spaces:
The set of all possible outcomes of an experiment is called the sample space and it is
usually denoted by the letter S. Each outcome in a sample space is called an element of the
sample space, or simply a sample point.
the sample space for the possible outcomes of one flip of a coin may be written as
S = {H, T}
Sample spaces with a large or infinite number of elements are best described by a
statement or rule.
Example, if the possible outcomes of an experiment are the set of automobiles
equipped with satellite radios, the sample space may be written as
S = {x|x is an automobile with a satellite radio}

sample space can be discrete or continuous

Discrete sample space contains countable elements whether finite or infinite.
Example: if a coin is flipped until a head appears for the first time, this could happen on the
first flip, the second flip, the third flip, the fourth flip, ..., and there are infinitely many
possibilities. For this experiment we obtain the sample space S = {H, TH, TTH, TTTH, TTTTH,
...}.
Continuous sample space contains sample elements with continuous data or the elements
cannot be compared to whole numbers.
Example: the distance that a certain car will travel over on 5 liters of gasoline. If we assume
that distance is a variable that can be measured to any desired degree of accuracy, there is
an infinity of possibilities (distances) that cannot be matched one-to-one with the whole
numbers.
Example:
Describe a sample space in which we roll a pair of dice, one red and one green and an event
that the total number of points rolled with the pair of dice is 7.
S1 = {(x, y)|x = 1, 2, ... , 6; y = 1, 2, ... , 6}
where x represents the number turned up by the red die and y represents the number
turned up by the green die. An event of rolling a total of 7 is;
B = {(1, 6),(2, 5),(3, 4),(4, 3),(5, 2),(6, 1)}

Thus, an event is a subset of a sample space.

event
If someone takes three shots at a target and we care only whether each shot is a hit or a miss,
describe a suitable sample space, the elements of the sample space that constitute event M
that the person will miss the target three times in a row, and the elements of event N that
the person will hit the target once and miss it twice.
Solution:
If we let 0 and 1 represent a miss and a hit, respectively, the total sample space is (0, 0, 0), (1,
0, 0), (0, 1, 0), (0, 0, 1), (1, 1, 0), (1, 0, 1), (0, 1, 1), and (1, 1, 1)
Event M = {(0, 0, 0)} and
N = {(1, 0, 0),(0, 1, 0),(0, 0, 1)}
 The probability of an event.
THEOREM 1:
If A is an event in a discrete sample space S, then P(A) equals the sum of the
probabilities of the individual outcomes comprising A.
To use this theorem, we must be able to assign probabilities to the individual outcomes of
experiments.
Example 1:
If we twice flip a balanced coin, what is the probability of getting at least one head ?
Solution:
Let H and T denote head and tail respectively then, the sample space is
S = {HH, HT, TH, TT}.
Since the coin is balanced, these outcomes are equally likely each sample point will have the
probability (1/ 4) .
Letting A denote the event that we will get at least one head, we get A = {HH, HT, TH} and
P(A) = P(HH) + P(HT) + P(TH)
= (¼) + (¼) + (¼)
= (¾)
Example 2:
A die is loaded in such a way that each odd number is twice as likely to occur as each even
number. Find P(G), where G is the event that a number greater than 3 occurs on a single roll
of the die.
Solution:
Sample space is S = {1, 2, 3, 4, 5, 6}.
if we assign probability w to each even number
Then, probability to each odd number will be 2w.
We know that the sum of probabilities of each sample element equals 1
2w + w + 2w + w + 2w + w = 1
Or, 9w = 1
W = (1/9)
P(G) = probability of occurring 4,5 and 6 on a single roll.
P(G) = (1/9) + (2/9) + (1/9) = (4/9)
 Some Rules of Probability
• If A and A’ are complementary events in a
sample space S, then
P(A’) = 1 − P(A)
• If A and B are any two events in a sample
space S, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
Example:
In a large metropolitan area, the probabilities are 0.86, 0.35, and 0.29, respectively, that a family
(randomly chosen for a sample survey) owns a color television set, a HDTV set, or both kinds of
sets. What is the probability that a family owns either or both kinds of sets

Solution:
If A is the event that a family in this metropolitan area owns a color television set and B is the event that
it owns a HDTV set, we have
P(A) = 0.86,
P(B) = 0.35, and
P(A ∩ B) = 0.29
Probability that a family owns either or both kinds of sets, P(A ∪ B) = 0.86 + 0.35 − 0.29 = 0.92
Example:
Near a certain exit of I-17, the probabilities are 0.23 and 0.24, respectively, that a truck stopped at a
roadblock will have faulty brakes or badly worn tires. Also, the probability is 0.38 that a truck stopped at
the roadblock will have faulty brakes and/or badly worn tires. What is the probability that a truck
stopped at this roadblock will have faulty brakes as well as badly worn tires?
Solution:
If B is the event that a truck stopped at the roadblock will have faulty brakes and T is the event that it
will have badly worn tires, we have P(B) = 0.23, P(T) = 0.24, and P(B∪T) = 0.38;
We know,
0.38 = 0.23 + 0.24 − P(B ∩T)
Solving for P(B ∩T), we thus get
P(B ∩T) = 0.23 + 0.24 − 0.38 = 0.09
 Conditional Probability
• What is the probability that a lawyer makes more than
$75,000 per year? May get different answers.
• Different probabilities might refer to lawers employed by
corporations, engaged in the private practice, etc.
• It would be much more better to say:
– What is the probability that a lawyer makes more than $75000 a
year given that a person is a law school graduate?
– What is the probability that a lawyer makes more than $75000 a
year given that a person is actively engaged in the practice of
law?
– What is the probability that a lawyer makes more than $75000 a
year given that a person is licensed to practice law
• This is the very notion of conditional probability.
P(A|S) to denote the conditional probability of event A relative to the
sample space S or, as we also call it, “the probability of A given S.”
Example:
A consumer research organization has studied the services under warranty
provided by the 50 new-car dealers in a certain city, and its findings are
summarized in the following table

If a person randomly selects one of these new-car dealers, what is the

probability that he gets one who provides good service under warranty?
Also, if a person randomly selects one of the dealers who has been in
business for 10 years or more, what is the probability that he gets one
who provides good service under warranty?
Solution:
If we let G denote the selection of a dealer who provides good service under warranty, and if we
let n(G) denote the number of elements in G and n(S) the number of elements in the whole
sample space, we get

For the second question, we limit ourselves to the reduced sample space, which consists of the
first line of the table, that is, the 16 + 4 = 20 dealers who have been in business 10 years or more
n(T). Of these, 16 provide good service under warranty n(T ∩ G) , and we get.
n(T ∩ G)

n(T)
Then, if we divide the numerator and the denominator by n(S), the total number of new-car
dealers in the given city, we get

thus, expressed the conditional probability P(G|T) in terms of two probabilities defined for the
whole sample space S.
If A and B are any two events in a sample space S and P(A) ≠ 0, the conditional probability of B
given A is
Example:
With reference to above example, what is the probability that one of the dealers who has been
in business less than 10 years will provide good service under warranty?

Example:
A die is loaded in such a way that each odd number is twice as likely to occur as each even
number., what is the probability that the number of points rolled is a perfect square? Also, what
is the probability that it is a perfect square given that it is greater than 3?
Solution:
If A is the event that the number of points rolled is greater than 3 and B is the event that it is a
perfect square, we have A = {4, 5, 6}, B = {1, 4}, and A ∩ B = {4}. Since the probabilities of rolling
a 1, 2, 3, 4, 5, or 6 with the die are 2/9 , 1/9 , 2/9 , 1/9 , 2/9 , and 1/9 , we find that the answer
to the first question is

To determine P(B|A), we first calculate

Example:
A manufacturer of airplane parts knows from past experience that the probability is 0.80 that
an order will be ready for shipment on time, and it is 0.72 that an order will be ready for
shipment on time and will also be delivered on time. What is the probability that such an
order will be delivered on time given that it was ready for shipment on time?
Solution:
If we let R stand for the event that an order is ready for shipment on time and D be the event
that it is delivered on time, we have P(R) = 0.80 and P(R ∩ D) = 0.72, and it follows that

Multiplication Rule.
If we multiply the expressions on both sides of the formula of conditional probability
P(A ∩ B) = P(A)·P(B|A), Given that P(A) ≠ 0
Example:
If we randomly pick two television sets in succession from a shipment of 240 television sets of
which 15 are defective, what is the probability that they will both be defective?

Solution:
probability that the first set will be defective is (15/240) , and
the probability that the second set will be defective given that the first set is defective is (14/239) .
Thus, the probability that both sets will be defective is (15/240) × (14/239) = (7/1,912)
This assumes that we are sampling without replacement
Find the probabilities of randomly drawing two aces in succession from an ordinary deck of 52
playing cards if we sample (a) without replacement; (b) with replacement.

Independent Events
Two events A and B are independent if the occurrence or nonoccurrence of either one does not
affect the probability of the occurrence of the other.
Two events A and B are independent if and only if P(A ∩ B) = P(A)·P(B)

Example:
Find the probabilities of getting (a) three heads in three random tosses of a balanced coin; (b)
four sixes and then another number in five random rolls of a balanced die.
Solution:
(a) The probability of a head on each toss is 1/2 and the three outcomes are independent. Thus
we can multiply, obtaining 1/2 × 1/2 × 1/2 = 1/8.
(b) The probability of a six on each toss is 1/6 ; thus the probability of tossing a number other
than 6 is 5/6 . Inasmuch as the tosses are independent, we can multiply the respective
probabilities to obtain 1/6 · 1/6 · 1/6 · 1/6 · 5/6 = 5/7, 776
 Bayes’s Theorem
If an event A can only occur in conjunction with one of the n mutually exclusive and
exhaustive events E1, E2, …, En and if A actually happens, then the probability that it
was preceded by the particular event Ei (i = 1, 2,…, n) is given by :

Proof:
Above formula comes from the conditional probability which is:

Since the event A can occur in combination with any of the mutually exclusive and exhaustive
events E1, E2, …, En, we have A = (A ∩ E1 ) ∪ (A ∩ E2 ) ∪ … ∪ (A ∩ En )

For any particular event Ei , the conditional

probability, P(Ei|A) is given by :
P(Ei ∩ A) = P(A) P(Ei|A)
Example:
The completion of a construction job may be delayed because of a strike. The probabilities are
0.60 that there will be a strike, 0.85 that the construction job will be completed on time if there
is no strike, and 0.35 that the construction job will be completed on time if there is a strike.
What is the probability that the construction job will be completed on time?
Solution:
Let the event that the construction job will be completed on time = A
the event that there will be a strike = B
we are given,
P(B) = 0.60,
P(A|B’ ) = 0.85, and
P(A|B) = 0.35.
the fact that (A ∩ B) and (A ∩ B’) are mutually exclusive, and the alternative form of the
multiplication rule, we can write
P(A) = P[(A ∩ B)∪(A ∩ B’ )]
= P(A ∩ B) + P(A ∩ B’ )
= P(B)·P(A|B) + P(B’ )·P(A|B’ )
P(A) = (0.60)(0.35) + (1 − 0.60)(0.85) = 0.55
Example:
A restaurant serves two special dishes, A and B to its customers consisting of 60% men and 40% women. 80%
of men order dish A and the rest B. 70% of women order B and the rest A. In what ratio of A to B should the
restaurant prepare the two dishes ?
Solution:
Let us define the following events :
A : The customer orders for dish ‘A’
B : The customer orders for dish ‘B’
M : The customer is a man
W : The customer is a woman.
∴ We are given : P (M) = 0·6, P(W) = 0·4 ; P(A | M) = 0·8, P(B | M) = 0·2 ; P(A | W) = 0·3, P(B | W) = 0·7
Since the dish ‘A’ is ordered by men or women,
we can write ‘A’ as disjoint union : A = ( A ∩ M ) ∪ ( A ∩ W )
Hence, the probability that the customer orders the dish A is given by :
P(A) = P [ (A ∩ M ) ∪ ( A ∩ W)]
= P(A ∩ M) + P(A ∩ W)
= P(M) . P(A | M) + P(W) P(A | W)
= 0·6 × 0·8 + 0·4 × 0·3
= 0·48 + 0·12
= 0·6
Similarly, the probability that the customer orders for dish B is given by :
P(B) = P(M) . P(B | M) + P(W) . P (B | W)
= 0·6 × 0·2 + 0·4 × 0·7
= 0·12 + 0·28
= 0·4
Hence, the restaurant should prepare the two dishes A and B in the ratio 0·6 : 0·4 i.e., 3 : 2.
Example:
The members of a consulting firm rent cars from three rental agencies: 60 percent from agency 1, 30
percent from agency 2, and 10 percent from agency 3. If 9 percent of the cars from agency 1 need an oil
change, 20 percent of the cars from agency 2 need an oil change, and 6 percent of the cars from agency 3
need an oil change, what is the probability that a rental car delivered to the firm will need an oil change?
Solution:
If A is the event that the car needs an oil change, and B1, B2, and B3 are the events that the car comes from
rental agencies 1, 2, or 3, we have
Prob. that the car is from agency 2 ×
P(B1) = 0.60,
prob. that the car needs an oil change
P(B2) = 0.30, given that the car is from agency B
P(B3) = 0.10, = P(B2) × P(A|B)
P(A|B1) = 0.09,
P(A|B2) = 0.20, and
P(A|B3) = 0.06.
P(A) = (0.60)(0.09) + (0.30)(0.20) + (0.10)(0.06) = 0.12
Thus, 12 percent of all the rental cars delivered to this firm will need an oil change
suppose that we are interested in the following question:
If a rental car delivered to the consulting firm needs an oil change, what is the probability that it
came from rental agency 2? To answer questions of this kind, we need the following theorem, called
Bayes’ theorem:
Example:
A company has two plants to manufacture scooters. Plant I manufactures 80 percent of the scooters and
plant II manufactures 20 percent. At plant I, 85 out of 100 scooters are rated standard quality or better. At
plant II, only 65 out of 100 scooters are rated standard quality or better.
(i) What is the probability that scooter selected at random came from plant, I if it is known that the scooter
is of standard quality ?
(ii) What is the probability that the scooter came from plant II, if it is known that the scooter is of standard
quality ?
Solution:
Let us define the following events :
E1 : Scooter is manufactured by plant I
E2 : Scooter is manufactured by plant II
E : Scooter is rated as standard quality.
Then we are given :
P(E1) = 0·80,
P(E2) = 0·20 ;
P(E | E1) = 0·85
P(E | E2) = 0·65
A rare but serious disease, D, has been found in 0.01 percent of a certain population. A
test has been developed that will be positive, p, for 98 percent of those who have the
disease and be positive for only 3 percent of those who do not have the disease. Find
the probability that a person tested as positive does not have the disease.
You note that your officer is happy on 60% of your calls, so you assign a probability of his being
happy on your visit as 0.6 or 6/10. You have noticed also that if he is happy, he accedes to your
request with a probability of 0.4 or 4/10 whereas if he is not happy, he accedes to the request
with a probability of 0.1 or 1/10 . You call one day, and he accedes to your request. What is the
probability of his being happy ?
 Random variable
If S is a sample space with a probability measure and X is a real-valued function defined
over the elements of S, then X is called a random variable.
Random variables are denoted by capital letters and their values by the corresponding
lowercase letters; for instance, we shall write x to denote a value of the random variable X

Example:
Two socks are selected at random and removed in succession from a drawer containing
five brown socks and three green socks. List the elements of the sample space, the
corresponding probabilities, and the corresponding values w of the random variable W,
where W is the number of brown socks selected
Solution:
If B and G stand for brown and green, the
probabilities for BB, BG, GB, and GG are,
BB = 5/8 × 4/7 = 5/14 ,
BG = 5/8 × 3/7 = 15/56 ,
GB = 3/8 × 5/7 = 15/56 , and
GG = 3/8 × 2/7 = 3/28 , and the results are
shown in the following table:
Also, we can write P(W = 2) = 5/14 , for example, for the probability of the event
that the random variable W will take on the value 2.
Example:
A balanced coin is tossed four times. List the elements of the sample space that are
presumed to be equally likely, as this is what we mean by a coin being balanced, and
the corresponding values x of the random variable X, the total number of heads.

Thus, we can write P(X = 3) = 4/16 , for example, for the probability of the
event that the random variable X will take on the value 3.
• In all of the examples of this section we have
limited our discussion to discrete sample
spaces (sample space with finite or countable
infinite elements) and hence a discrete
random variable
• A discrete random variables is a variable that
can only take on specific, individual (discrete)
values, and each of these values has a
probability assigned to it.
 Probability Distribution
Assume two pair of dice is rolled, green and red, The probabilities associated with all
and each of the 36 outcomes has the probability possible values of X are shown in the
1/36. A random variable ‘X’ is defined as a total following table:
rolled with the pair of dice.
The sample space can be represented with the
following figure.
We can also express the probabilities by means of a function such that its values, f(x),
equal P(X = x) for each x within the range of the random variable X. For instance, for the
total rolled with a pair of dice we could write

Thus, If X is a discrete random variable, the function given by f(x) = P(X = x) for each x
within the range of X is called the probability distribution of X.
A function can serve as the probability distribution of a discrete random variable X if and
only if its values, f(x), satisfy the conditions:
the second condition of Theorem 1 is satisfied. Thus, the given function can serve as
the probability distribution of a random variable having the range {1, 2, 3, 4, 5}
There are many problems in which it is of interest to know the probability that the value of a
random variable is less than or equal to some real number x. Thus, let us write the
probability that X takes on a value less than or equal to x as F(x) = P(X ≤ x) and refer to this
function defined for all real numbers x as the distribution function, or the cumulative
distribution, of X.

If X is a discrete random variable, the function given by

where f(t) is the value of the probability distribution of X at t, is called the distribution
function, or the cumulative distribution of X.
Example:
Find the distribution function of the total number of heads obtained in four tosses of a
balanced coin

This is the case where

the distribution
function is defined
only for discrete
random variable

Observe that this distribution function is

defined not only for the values taken on by
the given random variable, but for all real
numbers.
For instance, we can write F(1.7) = F(1) = 5/
This is the case where 16 because from our probability
the distribution distribution x doesn’t take the value 1.7 and
function is defined for the only possibility (option) that RV ≤ 1.7 is
all real numbers 1, so for F(1.7) we need to add f(0) and f(1).
(numbers in between)
as well
Similarly F(100) = 1, although the
probabilities of getting “at most 1.7 heads”
or “at most 100 heads” in four tosses of a
balanced coin may not be of any real
significance.
 In the previous example, Two socks are selected at random and removed in succession
from a drawer containing five brown socks and three green socks. List the elements of
the sample space, the corresponding probabilities, and the corresponding values w of
the random variable W, where W is the number of brown socks selected.
Find the distribution function of the random variable W and plot its graph.

Hence, the distribution function of W is given by

Based on the probabilities given in

the table, we can write
f(0) = 3/28
f(1) = 15/56 + 15/56 = 15/28 and
f(2) = 5/14
 Continuous Random Variables
Suppose that we are concerned with the possibility that an accident will occur on a freeway
that is 200 kilometers long. The sample space of this “experiment” consists of a continuum of
points, those on the interval from 0 to 200.
the probability that an accident will occur on any interval of length d is (d/200), where d is a
length of interval measured in Km, because probability is of an event is a nonnegative real
number and P(S) = (200/200) = 1
As the length of the interval approaches zero, the probability that an accident will occur on
it also approaches zero; indeed, in the continuous case we always assign zero probability
to individual points.
Even though an accident has to occur at some point, each point has zero probability.

How to associate probabilities with values of continuous random variables ?

Suppose that a bottler of soft drinks is concerned about the actual amount of a soft drink
that his bottling machine puts into 16-ounce bottles. Evidently, the amount will vary
somewhat from bottle to bottle; it is, in fact, a continuous random variable.
if he rounds the amounts to the nearest tenth of an ounce, he will be dealing with a
discrete random variable that has a probability distribution and this probability distribution
may be pictured as a histogram in which the probabilities are given by the areas of
rectangles
If he rounds the amounts to the nearest hundredth of an ounce
If he rounds the amounts to the nearest thousandth of an ounce or to the nearest ten-
thousandth of an ounce, the probability histograms of the probability distributions of
the corresponding discrete random variables will approach the continuous curve shown
below, and the probability that the amount falls within any specified interval
approaches the corresponding area under the curve.

Thus, the probability for each random variable in the continuous case presumes the
existence of a function, called a probability density function.
PROBABILITY DENSITY FUNCTION.
A function with values f(x), defined over the set of all real numbers, is called a
probability density function of the continuous random variable X if and only if

for any real constants a and b with a… b

A function can serve as a probability density of a continuous random variable X if its

values, f(x), satisfy the conditions
EXAMPLE:
If X has the probability density

find k and P(0.5 ≤ X ≤ 1).

we know that,

Thus, k = 3.
For the probability we get