Probability

PROBABILITY
Introduction
The concept of probability was introduced in the late seventeenth century. This concept was introduced
in problems relating to the coin-tossing game and playing cards. But the probability concept is now
introduced in almost all areas of study such as economics, statistics, industry, engineering, business
and biology. It refers the study of events which are going to happen or not.
Definition for Certain Key Terms
Experiment
It refers an activity or measurement that results in an outcome.
Example: Tossing a single coin for 50 times.
Sample Space
It refers the collection of all possible events of an experiment and denoted by S.
Example: In a coin-tossing experiment, the sample space should contain the possible outcomes of a
head/tail. S = [H, T]
Event
It refers one or more of the possible outcomes of an experiment, a subset of a sample space.
Example: 1 In throwing a dice, S = [1,2,3,4,5,6] contains the face 1 is an event.
Equally Likely Events
In a sample space containing with at least two events, the chance of the occurrence of each of the event
is same.
Example: In a coin-tossing experiment, having a head or tail in a trial is equal to ½ each.
Mutually Exclusive Events
Events are said to be mutually exclusive, if the outcome is only one element at a time. There is no
chance that two or more events to happen at a time. Alternatively, it is called incompatible events.
Example: In a coin-tossing experiment, we can have either head or tail as an outcome. Clearly the
occurrence of head prevents the occurrence of tail which implies that the two events are said to be
mutually exclusive.
Outcome
The result of a random experiment is called an outcome.
Example: In coin-tossing, the two outcomes are head and tail.
Meaning of Probability
The term probability can be defined in two approaches. They are
1. The classical approach
2. The relative frequency approach.
The Classical Approach

This approach describes the term probability as the proportion of times in event can be theoretically
expected to happen.
number of possible outcomes in which the event occurs
Probability = total number of possible outcomes
Example: 2 Find the probability of having the face –1 in throwing a dice.

Selection of the face –1: It is one of the outcome of six possible outcomes [equally likely events],
i.e., 1/6.
The Relative Frequency Approach

In this approach, probability is the proportion of times an event is observed to happen in a large number
of trials.
number of possible outcomes in which the event occurs
Probability =
total number of possible outcomes
Notation
The probability of an event A is denoted by P[A]. The value of P[A] should be in the range 0 ≤ P[A]
≤ 1.
If the event A′ be the negation of the event A, then its probability can be defined as P[A′ ]. Clearly
the range of P[A′] is 0 ≤ P[A′] ≤ 1. This implies that P[A] + P[A′] = 1. Also P[A] = 1 - P[A′] and
P[A′] = 1 - P[A].
Note:
1. If P[A] = 1, then the event A is said to be a sure event.
2. If P[A] = 0, then the event A is said to be a null event.
Example: 3 If a coin is tossed, what is the chance of a head?
The sample space can be defined as, S = [H,T]; n[S] = 2.
Let A be the event that refers head, then A = [H]: n[A] = 1.
The probability of having head, P[A] = n[A]/n[S].
Here, n[A]: number of elements in the set A, and n[S]: number of elements in the set S.
Then, P[A] = ½ = 0.5.
Addition Rules for Probability
There are situations where we wish to evaluate the probability that two or more of several events will
occur in an experiment. The evaluation of such probabilities seeks the help of addition rules. Events
are not mutually exclusive. When events are not mutually exclusive, two or more of them can happen
at the same time. For this case, let us derive the condition based on two events.
Addition Theorem On Probability
Result: 1
If A and B be any two events, then the probability that at least one of the two events A and B occurs
can be denoted by P[A∪B] and the same can be defined as
P[A∪B] = P[A] + P[B] - P[A∩ B].
Let S be the sample space, and A and B be the two events of S.
Then, by definition,
𝑛[𝐴∪𝐵]
P[A∪B]= …………………………………………….. [1]
𝑛[𝑆]
We know that,
n[A∪B] = n[A] + n[B] - n[A∩ B]…………………………….[2]
Dividing by n[S] on both sides of [2], we have
𝑛[𝐴 ∪ 𝐵] 𝑛[𝐴] 𝑛[𝐵] 𝑛[𝐴 ∩ 𝐵]
= + −
𝑛[𝑆] 𝑛[𝑆] 𝑛[𝑆] 𝑛[𝑆]
P[A∪B] = P[A] + P[B] - P[A∩ B]…………………………….[3]
Note:
[3] can be generalized for any number of events.
Result: 2
Let us extend the result of Result 1 for any three events A, B and C. Find P[A∪B∪C ]. Let B∪C = D,
then we have P[A∪B∪C] = P[A∪D]
P[A∪B∪ C] = P[A] + P[D] - P[A∩ D] = P[A] + [B∪C ] - P{[B∪C ]∩ A}
= P[A] + P[B] + P[C ] - P[B∩ C] - P{[B∩ A] ∪ [C∩ A)}
= P[A] + P[B] + P[C ] - P[B∩ C] - {P[B∩ A] + P[C∩ A] - P[A∩ B∩ C]}
P[A∪B∪C] = P[A] + P[B] + P[C ] - P[A∩ B] - P[B∩ C] - P[A∩ C] + P[A∩ B∩ C]……………[4]
The Results 1 and 2 can be deduced further based on certain conditions on the events.
Condition: 1
A, B and C are three mutually exclusive events. When the events are mutually exclusive, then only
one event can occur at a time. There is no chance for the occurrence of two or three events together.
The same thing can be expressed as follows:
1. P[A∩ B] = 0
2. P[B∩ C ] = 0
3. P[C∩ A] = 0
4. P[A∩ B∩ C ] = 0
Hence, the Results 1 and 2 can be reduced as follows:
P[A∪B] = P[A] + P[B] …………………………………………..[5]
P[A∪B∪C] = P[A] + P[B] + P[C]………………………………..[6]
Condition: 2
The events A, B and C are three independent events. When the events are independent, then we have,
1. P[A∩B] = P[A] * P[B]
2. P[C∩B] = P[C] * P[B]
3. P[A∩ C] = P[A] * P[C]
4. P[A∩ B∩ C] = P[A] * P[B] * P[C]
Hence, the Results 1 and 2 can be reduced as follows:
P[A∪B] = P[A] + P[B] - P[A] * P[B]……………………………..[7]
P[A∪B∪C ] = P[A] + P[B] + P[C ] - P[A] * P[B] - P[C ] * P[B] - P[A] * P[C ] + P[A] * P[B] * P[C
]………… [8]
Multiplication Rule on Probability When Events Are Independent

Events are independent, when the occurrence of one event has no effect on the probability that another
will occur, their joint probability is the product of their individual probabilities; then,
P[A∩ B] = P[A] * P[B].
Note:
If two events A and B be independent, then the following events are also independent.
1. A′ and B,
2. B′ and A and
3. A′ and B′
We have,
1. P[A′∩ B] = P[A′] * P[B]
2. P[A∩ B ′] = P[A] * P[B ′]
3. P[A′∩ B ′] = P[A′] * P[B ′]
Compound Probability or Conditional Probability

When events A and B are not independent, the occurrence of A will influences the probability that B
will take place. The multiplication rule when A and B are independent can be given as:
P[A∩ B] = P[A] * P[B/A] or P[B/A] = {P[A∩ B]}/{P[A]}; where P[A] > 0.
Here P[B/A) is the conditional probability referring that the chance of B has to occur after the
occurrence of A. [The event A occurs first, then followed by the second event B takes place.] In the
same way, we can define the conditional probability of event A, given that B has occurred.
P[A∩ B] = P[B] * P[A/B] or P[A/B] = {P[A∩ B]}/{P[B]}; where P[B] > 0.
Baye’s Theorem
The extension concept of conditional probability is Baye’s theorem, which was introduced by Thomas
Baye’s during 1700s. In this application of conditional probability, the stress is given as sequential
events, especially information received from a second event is used to modify the probability that a
first event has occurred.
Statement: If A1 , A2 ,…, An are mutually exclusive events with P[Ai ] > 0; [i = 1,2,…, n], for any
event B which is a subset of [A1 ∪ A2 ∪ … ∪ An ] such that P[B] > 0, then
The statement can be explained through a diagram.

Obviously the events A1 ∩ B, A2 ∩ B,…, An ∩ B are existing and all are mutually exclusive.
Then, B = [A1 ∩ B] ∪ [A2 ∩ B] ∪ … ∪ [An ∩ B].
Then, the probability of B,
P[B] = P{[A1 ∩ B] ∪ [A2 ∩ B] ∪ … ∪ [An ∩ B]}
P[B] = P[A1 ∩ B] + P[A2 ∩ B] +…+ P[An ∩ B]
By definition,
P[B/Ai ] = P[Ai ∩ B]/P[Ai ]; P[Ai ] > 0, i = 1,2, … , n
Then, we have,
P[Ai ∩ B] = P[Ai ] * P[B/Ai ]; i = 1, 2, … , n……………………………….. [2]
Using [2] in [1],
By definition,
P[Ai /B] = P[Ai ∩ B]/P[B]; P[B]>0; i = 1, 2, … , n…………………… [4]
Using [2] and [3] in [4],
Hence, the theorem is proved.
REFERENCE:
Book- Biostatistics :An Introduction by Dr P. Mariappan

Probability

Uploaded by

Copyright:

Available Formats

Probability

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Probability

Uploaded by

Copyright:

Available Formats

PROBABILITY

The Classical Approach

Example: 2 Find the probability of having the face –1 in throwing a dice.

The Relative Frequency Approach

Multiplication Rule on Probability When Events Are Independent

Compound Probability or Conditional Probability

The statement can be explained through a diagram.

Hence, the theorem is proved.

You might also like

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.