Basic Probability

Random Experiments

 We are all familiar with the importance of experiments in science and engineering.
 Experimentation is useful to us because we can assume that if we perform certain experiments
under very nearly identical conditions, we will arrive at results that are essentially the same.
 In these circumstances, we are able to control the value of the variables that affect the outcome
of the experiment.
 However, in some experiments, we are not able to ascertain or control the value of certain
variables so that the results will vary from one performance of the experiment to the next even
though most of the conditions are the same.
 These experiments are described as random.

Examples

 If we toss a coin, the result of the experiment is that it will either come up "tails," symbolized by
T (or 0), or "heads,” symbolized by H (or 1), i.e., one of the elements of the set {H, T} (or {0, 1}).
 If we toss a die, the result of the experiment is that it will come up with one of the numbers in the
set {1, 2, 3, 4, 5, 6}.
 If we toss a coin twice, there are four results possible, as indicated by {HH, HT, TH, TT}, i.e., both
heads, heads on first and tails on second, etc.

Examples

 If we are making bolts with a machine, the result of the experiment is that some may be defective.
Thus when a bolt is made, it will be a member of the set (defective, non-defective}.
 If an experiment consists of measuring "lifetimes" of electric light bulbs produced by a company,
then the result of the experiment is a time t in hours that lies in some interval - say, 0 ≤ t ≤ 4000 -
where we assume that no bulb lasts more than 4000 hours.

Sample Spaces

 A set S that consists of all possible outcomes of a random experiment is called a sample space,
and each outcome is called a sample point. Often there will be more than one sample space that
can describe outcomes of an experiment, but there is usually only one that will provide the most
information.

Examples

 If we toss a die, one sample space, or set of all possible outcomes, is given by {1, 2, 3, 4, 5, 6} while
another is {odd, even} It is clear, however, that the latter would not be adequate to determine,
for example, whether an outcome is divisible by 3.
 It is often useful to portray a sample space graphically. In such cases it is desirable to use numbers
in place of letters whenever possible.
Examples

 If we toss a coin twice and use 0 to represent tails and 1 to represent heads, the sample space can
be portrayed by points as in Fig. 1-1 where, for example, 0, 1) represents tails on first toss and
heads on second toss, i.e., TH.

 If a sample space has a finite number of points, as in the previous example, it is called a finite
sample space.
 If it has as many points as there are natural numbers 1, 2, 3,..., it is called a countably infinite
sample space.
 If it has as many points as there are in some interval on the axis, such as 0 ≤ x ≤ 1, it is called a
non-countably infinite sample space.
 A sample space that is finite or countably infinite is often called a discrete sample space, while
one that is non-countablv infinite is called a non-discrete sample space.

Events

 An event is a subset A of the sample space S, i.e., it is a set of possible outcomes.

 If the outcome of an experiment is an element of A, we say that the event A has occurred
 An event consisting of a single point of S is often called a simple or elementary event.
Example

 If we toss a coin twice, the event that only one head comes up is the subset of the sample space
that consists of points (0, 1) and (1, 0), as indicated in Fig. 1-2.

 As particular events, we have S itself, which is the sure or certain event since an element of S must
occur, and the empty set ∅, which is called the impossible event because an element of ∅ cannot
occur.
 By using set operations on events in S, we can obtain other events in S. For example, if A and B
are events, then:
 1. A ∪ B is the event "either A or B or both." A ∪ B is called the union of A and B.
 2. A ∩ B is the event "both A and B." A ∩ B is called the intersection of A and B.
 3. A' is the event "not A." A is called the complement of A.
 4. A - B = A ∩ B' is the event "A but not B" In particular, A' =S-A.
 If the sets of corresponding events A and B are disjoint, i.e., A ∩ B = Ø, we often say that the
events are mutually exclusive. This means that they cannot both occur. We say that a collection
of events are A1, A2,….., An is mutually exclusive if every pair in the collection is mutually exclusive.

Examples

 Reffering to the experiments of tossing a coin twice, Let A be the event “at least one head occurs”
and the B event “the second toss results in a tail.” Then A={HT, TH, HH}, B={HT, TT}, and so we
have
 A ∪ B = {HT, TH, HH, TT} = S
 A ∩ B = {HT}
 A' = {TT}
 A-B = {TH, HH}
The Concept of Probability

 In any random experiment there is always uncertainty as to whether a particular event will or will
not occur.
 As a measure of the chance, or probability, with which we can expect the event to occur, it is
convenient to assign a number between 0 and 1. If we are sure or certain that the event will occur,
we say that its probability is 100% or 1, but if we are sure that the event will not occur, we say
that its probability is zero.
 If, for example, the probability is we would say that there is a 25% chance it will occur and a 75%
chance that it will not occur.
 Equivalently, we can say that the odds against its occurrence are 75% to 25%, or 3 to 1.

Approaches in Probability

 Classical Approach
 Frequency Approach

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.

Frequency Approach

 If after n repetitions of an experiment, where n is very large, an event is observed to occur in h of

these, then the probability of the event is h/n. This is also called the empirical probability of the
event.

Examples

 If we toss a coin 1000 times and find that it comes up heads 532 times, we estimate the probability
of a head coming up to be 532/1000 = 0.532.
Axioms of Probability

 Suppose we have a sample space S. If S is discrete, all subsets correspond to events and
conversely, but if S is non-discrete, only special subsets (called measurable) correspond to
events.
 To each event A in the class C of events, we associate a real number P(A). Then P is called a
probability function, and P(A) the probability of the event A, if the following axioms are satisfied.

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

A = {1, 2, 3}

B = {2, 4, 6}

C = {4}

D = {3, 6}

E = { 2, 3, 5}

Axiom 1

 For every event A in the class C,

 P(A) ≥ 0

Axiom 2

 For the sure or certain event S in the class C,

 P(S) = 1

Axiom 3

 For any number of mutually exclusive events A1, A2…., in the class C
 P(A1 U A2 U….) = P(A1) + P(A2) + ….
 In particular, for two mutually exclusive events A1, A2
 P(A1 U A2) = P(A1) + P(A2)

Some Important Theorems on Probability

 From the axioms discussed previously we can now prove various theorems on probability that
are important in further Work.
Theorem 1

 If A ⊆ B, then P(A) ≤ P(B) and P(B-A) = P(B)-P(A)

Theorem 2

 For every event A,

 0 ≤ P(A) ≤ 1
 It means a probability is between 0 and 1.

Theorem 3

 The impossible event has a probability of zero

 P(Ø) = 0

Theorem 4

 If A' is the complement of A, then

 P(A’) = 1-P(A)
Theorem 5

 If A = A1 U A2 U A3, U….. U An, are mutually exclusive events, then

 P(A) = P(A1) + P(A2) + P(A3)+…..+P(An)
 In particular, if A = S, the sample space, then
 P(A1) + P(A2) + P(A3)+…..+P(An) = 1

Theorem 6

 If A and B are two events

 P(A U B) = P(A) +P(B) – P(A ∩ B)
 More generally, if = A1, A2, A3are three events, then
 P(A1 U A2 U A3) = P(A1) + P(A2) + P(A3) – P(A1 ∩ A2) - P(A2 ∩ A3) - P(A3 ∩ A1) + P(A1 ∩ A2 ∩ A3)
 Generalizations to n events can also be made.
Theorem 7

 For any events A and B,

 P(A) = P(A ∩ B) + P(A ∩ B’)
 Note: not for mutually exclusive

Theorem 8

 If an event A must result in the occurrence of one of the mutually exclusive events A1, A2,….An
then
 P(A) = P(A) = P(A ∩ A1) + P(A ∩ A2)+…..+ P(A ∩ An)

Examples

 A single die is tossed once. Find the probability of a 2 or 5 turning up.

Conditional Probability

 Let A and B be two events such that P(A) > 0. Denote by P(B∣A) the probability of B given that A
has occurred. Since A is known to have occurred, it becomes the new sample space replacing
the original S. From this we are led to the definition:
𝑃(𝐴 ∩ 𝐵)
𝑃(𝐵 ∣ 𝐴) ≡
𝑃(𝐴)
P(A ∩ B) ≡ P(A)𝑃(𝐵 ∣ 𝐴)
Combinatorial Analysis
 In many cases the number of sample points in a sample space is not very large, and so direct
enumeration or counting of sample points needed to obtain probabilities is not difficult.
 However, problems arise where direct counting becomes a practical impossibility
 In such cases use is made of combinatorial analysis, which could also be called a
sophisticated way of counting.

Fundamental Principle of Counting: Tree Diagrams

 If one thing can be accomplished in n1 different ways and after this a second thing can be
accomplished in n2 different ways. . . ., and finally a kth thing can be accomplished in nk
different ways, then all k things can be accomplished in the specified order in n1 n2….nk,
different ways.
 A diagram, called a tree diagram is often used in connection with the above principle

Examples
1. luffy must dress up for his job Interview. He has three shirts, two ties, and two pairs of pants.
How many possible outfits does ha have?

2. A restaurant serves $ main dishes, 3 salads, and 4 desserts. How many different meals can be
ordered if each has a main dish, a salad, and a dessert?

Permutations
 Suppose that we are given n distinct objects and wish to arrange r of these objects in a line.
Since there are n ways of choosing the 1st object, and after this is done, n - 1 ways of
choosing the 2nd object,…. and finally n - r + 1 ways of choosing the rth object, it follows by
the fundamental principle of counting that the number of different arrangements, or
permutations as they are often called, is given by:
nPr= n(n-1)(n-2)……(n - r + 1)
 where it is noted that the product has r factors. We call the nPr - number of permutations of
n objects taken r at a time

Permutations Formula

Examples
1. How many number of different arrangement can you do using the letters A, B, C, D, f, F, G
taken 4 letters at a time?

2. How many ways can you arrange the letters from the word CODES?

3. There are 14 horses in a race. In how many ways can the first 3 places be filled?

4. A class contain 25 pupils. in how many ways can prizes be awarded in Latin, French and
Mathematics, if no pupil can win more than one prize?
5. At a scrabble the letters QWYPKGDZXBM are left in the bag. in how many ways can you draw
out four of them?
6. How many different permutations can you get from the word MISSISSIPPI?

Combinations
 In a permutation we are Interested in the order of arrangement of the objects
 For example, abc is a dilferent permutation from bca.
 In many problems. however we are interested only in selecting or choosing objects without
regard to order
 Such selections are called combinations.
 For example, abc and bca are the same combination.

Combinations Formula

Examples
1. How many ways can a committee of five may be selected from an organization with 35
members?

2. How many line segments can be formed by 13 distinct point?

3. A committee must contain 3 men and 4 women, in how many ways can the committee choose
from 10 men and 6 women?