Probability and Random Variables

Prof. R. Sivasamy

March 31, 2026

Contents

1 Introduction 4
1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Examples of Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Universal Set 4

3 Basic Set Operations 5

3.1 Intersection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.2 Union . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.3 Complement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.4 Disjoint Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

4 Random Experiments and Events 5

5 Random Variables 6
5.1 Types of Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

6 Probability 6
6.1 Classical Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
6.2 Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

7 Probability Distributions 6
7.1 Discrete Probability Mass Function . . . . . . . . . . . . . . . . . . . . . . . 6
7.2 Cumulative Distribution Function . . . . . . . . . . . . . . . . . . . . . . . . 6

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8 Expectation and Variance 7
8.1 Worked Example: Shoppers . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
8.2 Worked Example: Shoppers . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

9 Mean and Variance of a Discrete Random Variable: Step-by-Step 8

10 Exercises with Full Solutions 11

11 Recommended Texts 12

12 Probability and Random Variables 12

12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
12.2 Random Experiments and Sample Spaces . . . . . . . . . . . . . . . . . . . . 12
12.2.1 Events and Types of Events . . . . . . . . . . . . . . . . . . . . . . . 13
12.3 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
12.4 Classical (A Priori) Probability . . . . . . . . . . . . . . . . . . . . . . . . . 13
12.5 Axiomatic Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
12.6 Complement, Union, and Intersection . . . . . . . . . . . . . . . . . . . . . . 13
12.7 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
12.8 Types of Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
12.9 Probability Mass Function (pmf) . . . . . . . . . . . . . . . . . . . . . . . . 14
12.10Cumulative Distribution Function (cdf) . . . . . . . . . . . . . . . . . . . . . 15
12.11Expectation and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
12.12Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
12.13Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
12.14End of Chapter Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

13 Conditional Probability and Joint Probability 18

13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
13.2 Conditional Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.3 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.4 Interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.5 Venn Diagram Illustration . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.6 Joint Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.7 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
13.8 Joint Probability Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
13.9 Relationship Between Joint and Conditional Probability . . . . . . . . . . . 20
13.10Worked Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
13.11Independent Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

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 13.12Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
13.13Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
13.14Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

14 Special Discrete Probability Distributions 22

14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
14.2 Bernoulli Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
14.3 Bernoulli Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
14.4 Expectation and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.5 Probability Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.6 Venn/TikZ Illustration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.7 Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.8 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.9 Derivation of the pmf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
14.10Expectation and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
14.11Probability Tree (TikZ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
14.12Worked Example: True/False Interview . . . . . . . . . . . . . . . . . . . . . 24
14.13Example 5.1: Multiple Choice Quiz . . . . . . . . . . . . . . . . . . . . . . . 24
14.14Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.15Poisson Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.16Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.17Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.18Poisson Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

15 Worked Example 5.3 25

15.1 Example 5.4(a): Typographical Errors . . . . . . . . . . . . . . . . . . . . . 26
15.2 Example 5.4(b): 400 Pages . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
15.3 Example 5.5: Grocery Store Arrivals . . . . . . . . . . . . . . . . . . . . . . 26
15.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

16 Solutions 26
16.1 Exam-Ready Question Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

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1 Introduction
Probability and Random Variables This chapter introduces the fundamental concepts
of sets, random experiments, probability, and random variables. These ideas form the
foundation of statistical reasoning in STA 114.

1.1 Sets
Definition 1. A set is any well-defined collection of distinct elements or objects.
(From the uploaded PDF: “A set is any well-defined collection of distinct elements or
objects.”)

Remarks
• A set is well-defined if we can determine whether an element belongs to it.

• Elements are distinct; repetition is not allowed.

• Sets are denoted by capital letters such as A, B, C.

• Subsets of A may be denoted by A1 , A2 , . . .

1.2 Examples of Sets

Example 1. • Students enrolled at the University of Botswana.

• Books in a departmental library.

• Citizens of Botswana.

• Outcomes of rolling a die: S = {1, 2, 3, 4, 5, 6}.

2 Universal Set
Definition 2. The universal set, denoted U , is the collection of all elements under
consideration.
Example 2. Let
• U : all employees of a firm,

• A: employees who smoke.

Then the complement Ac consists of employees who do not smoke.

4
3 Basic Set Operations

3.1 Intersection
A ∩ B = {x : x ∈ A and x ∈ B}

Example 3. If A = {1, . . . , 10} and B = {8, 9, 10, 11, . . . , 14}, then

A ∩ B = {8, 9, 10}.

3.2 Union
A ∪ B = {x : x ∈ A or x ∈ B}

Example 4. If A = {1, 3, 5, 7, 9} and B = {6, 7, 8, 9, 10}, then

A ∪ B = {1, 3, 5, 6, 7, 8, 9, 10}.

3.3 Complement
Ac = {x : x ∈ U and x ∈
/ A}

3.4 Disjoint Sets

Definition 3. Two sets A and B are disjoint if

A ∩ B = ∅.

4 Random Experiments and Events

Definition 4. A random experiment is a process whose outcome cannot be predicted with
certainty.

Definition 5. The sample space S is the set of all possible outcomes.

Definition 6. An event is any subset of the sample space.

Definition 7. Events are mutually exclusive if they cannot occur simultaneously.

Definition 8. Events are independent if

P (A ∩ B) = P (A)P (B).

5
5 Random Variables
Definition 9. A random variable is a function that assigns a real number to each outcome
in the sample space.

5.1 Types of Random Variables

• Discrete: takes countable values.

• Continuous: takes values in an interval.

6 Probability

6.1 Classical Probability

number of favourable outcomes
P (E) =
total number of equally likely outcomes

6.2 Basic Properties

0 ≤ P (A) ≤ 1, P (S) = 1

If A and B are mutually exclusive:

P (A ∪ B) = P (A) + P (B)

7 Probability Distributions

7.1 Discrete Probability Mass Function

p(x) = P (X = x), p(x) = 1
X

Example 5.
x 2 4 5 8 9
P (X = x) 0.1 0.2 0.15 0.45 0.10
P (X > 4) = 0.70, P (X ≥ 4) = 0.90, P (X ≤ 4) = 0.30.

7.2 Cumulative Distribution Function

F (x) = P (X ≤ x)

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8 Expectation and Variance
E(X) =
X
xp(x)
x

Var(X) = x2 p(x) − [E(X)]2

X

8.1 Worked Example: Shoppers

A sample of 20 shoppers was surveyed. The pmf is:

X 0 1 2 3 4 Total
Customers 2 a 10 2 1 20
P (X = x) 0.10 0.25 0.50 b 0.05 1.00

Solution
a = 5, b = 0.10

E(X) = 1.65, Var(X) = 0.7275

P (X ≥ 3) = 0.10 + 0.05 = 0.15

Let’s break this down step by step using the customer counts. We have 20 total customers,
and the counts for each value are given. First, we calculate a and b based on the probabilities:
- For a, the sum of counts is 20, so a = 5.
- For b, the sum of probabilities is 1, so b = 0.10.

8.2 Worked Example: Shoppers

We are given the frequency (number of customers) for each value of X in a sample of 20
shoppers:

X 0 1 2 3 4 Total
Customers 2 a 10 2 1 20
P (X = x) 0.10 0.25 0.50 b 0.05 1.00

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Step 1: Determine the missing frequencies and probabilities. The total number of
customers is 20, so
2 + a + 10 + 2 + 1 = 20 ⇒ a = 5.

Thus the frequency row is:

Customers: 2, 5, 10, 2, 1.

frequency
Using P (X = x) = , we confirm:
20
2 5 10
P (X = 0) = = 0.10, P (X = 1) = = 0.25, P (X = 2) = = 0.50,
20 20 20
2 1
P (X = 3) = = 0.10, P (X = 4) = = 0.05.
20 20
Hence b = 0.10.

Step 2: Compute E(X) using X values and customer counts. We use

1 X
E(X) = x P (X = x) = x × (number of customers at x).
X
20
So
1 
E(X) = 0 · 2 + 1 · 5 + 2 · 10 + 3 · 2 + 4 · 1 .
20
Compute the numerator:

0 · 2 = 0, 1 · 5 = 5, 2 · 10 = 20, 3 · 2 = 6, 4 · 1 = 4.

x × customers = 0 + 5 + 20 + 6 + 4 = 35.
X
⇒

Thus
35
E(X) = = 1.75.
20

9 Mean and Variance of a Discrete Random Variable:

Step-by-Step
Consider the discrete random variable X with probability mass function (pmf) given by

8
 X 0 1 2 3 4 Total
P (X = x) 0.10 0.25 0.50 b 0.05 1.00

Step 1: Determine the Unknown Probability b

Since the probabilities must sum to 1, we have

0.10 + 0.25 + 0.50 + b + 0.05 = 1.00.

Compute the sum of the known probabilities:

0.10 + 0.25 = 0.35, 0.35 + 0.50 = 0.85, 0.85 + 0.05 = 0.90.

Thus,
0.90 + b = 1.00 ⇒ b = 1.00 − 0.90 = 0.10.

So the completed pmf is

X 0 1 2 3 4
P (X = x) 0.10 0.25 0.50 0.10 0.05

Step 2: Compute the Mean E(X)

The mean (expected value) of a discrete random variable is

E(X) = x P (X = x).
X

Substitute the values:

E(X) = 0 · 0.10 + 1 · 0.25 + 2 · 0.50 + 3 · 0.10 + 4 · 0.05.

Compute term by term:

(0) · 0.10 = 0.00, (1) · 0.25 = 0.25, (2) · 0.50 = 1.00,

(3) · 0.10 = 0.30, (4) · 0.05 = 0.20.

Add them:
E(X) = 0.00 + 0.25 + 1.00 + 0.30 + 0.20 = 1.75.

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 So the mean is
µ = E(X) = 1.75.

Step 3: Compute E(X 2 )

We use
E(X 2 ) = x2 P (X = x).
X

Compute:

E(X 2 ) = 02 · 0.10 + 12 · 0.25 + 22 · 0.50 + 32 · 0.10 + 42 · 0.05.

Evaluate each term:

02 · 0.10 = 0, 12 · 0.25 = 0.25, 22 · 0.50 = 4 · 0.50 = 2.00,

32 · 0.10 = 9 · 0.10 = 0.90, 42 · 0.05 = 16 · 0.05 = 0.80.

Add them:
E(X 2 ) = 0 + 0.25 + 2.00 + 0.90 + 0.80 = 3.95.

Step 4: Compute the Variance Var(X)

The variance is
Var(X) = E(X 2 ) − [E(X)]2 .

Substitute the values:

Var(X) = 3.95 − (1.75)2 .

Compute (1.75)2 :
(1.75)2 = 3.0625.

Thus,
Var(X) = 3.95 − 3.0625 = 0.8875.

Step 5: Standard Deviation

The standard deviation is
q √
σ= Var(X) = 0.8875 ≈ 0.942.

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Summary
For the given pmf,

E(X) = 1.75, Var(X) = 0.8875, σ ≈ 0.94.

10 Exercises with Full Solutions

Exercise 1. A coin is tossed three times. Let X be the number of heads. Find the pmf of X
and compute P (X ≥ 2).

Solution. Sample space has 8 outcomes.

1 3 3 1
P (X = 0) = , P (X = 1) = , P (X = 2) = , P (X = 3) =
8 8 8 8
3 1 1
P (X ≥ 2) = + =
8 8 2
□

Exercise 2. Five insurance policies are selected. Each has a 25% chance of being surrendered.
Let X ∼ Bin(5, 0.25). Compute P (X ≥ 2).

Solution.
P (X ≥ 2) = 1 − [P (0) + P (1)]

P (0) = 0.755 = 0.2373, P (1) = 5(0.25)(0.754 ) = 0.3955

P (X ≥ 2) = 1 − (0.2373 + 0.3955) = 0.3672

Exercise 3. Six patients have a disease with 75% mortality. Let X be the number who
recover. Find P (X > 1) and E(X).

Solution. Recovery probability p = 0.25.

X ∼ Bin(6, 0.25)

P (X > 1) = 1 − [P (0) + P (1)]

P (0) = 0.756 = 0.17798, P (1) = 6(0.25)(0.755 ) = 0.35596

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 P (X > 1) = 1 − (0.17798 + 0.35596) = 0.46606

E(X) = np = 6(0.25) = 1.5

11 Recommended Texts
• Ama et al. (2008), Introduction to Statistics.

• Ramanathan & Sediakgotla (2003), Introductory Business Statistics.

12 Probability and Random Variables

12.1 Introduction
Probability theory provides a mathematical framework for quantifying uncertainty. In this
chapter, we introduce random experiments, sample spaces, events, probability laws, and
random variables. We also develop probability distributions and solve representative problems.
Probability theory is foundational to statistics Ross (2014). Introductory treatments
suitable for beginners include Ama et al. (2008). Business applications are well covered in
Ramanathan and Sediakgotla (2003).
===========================================================

12.2 Random Experiments and Sample Spaces

Definition 10 (Random Experiment). A random experiment is a process that produces an
outcome that cannot be predicted with certainty, even though the set of all possible outcomes
is known.

Definition 11 (Sample Space). The sample space, denoted by S, is the set of all possible
outcomes of a random experiment.

Example 6. 1. Tossing a coin: S = {H, T }

2. Rolling a die: S = {1, 2, 3, 4, 5, 6}

3. Tossing a coin three times:

S = {HHH, HHT, HT H, HT T, T HH, T HT, T T H, T T T }

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12.2.1 Events and Types of Events

Definition 12 (Event). An event is any subset of the sample space.

Definition 13 (Mutually Exclusive Events). Two events A and B are mutually exclusive
if
A ∩ B = ∅.

Definition 14 (Independent Events). Events A and B are independent if

P (A ∩ B) = P (A)P (B).

Definition 15 (Equally Likely Outcomes). Outcomes are equally likely if each outcome
has the same probability.

12.3 Probability

12.4 Classical (A Priori) Probability

Definition 16 (Classical Probability). If all outcomes in the sample space are equally likely,
the probability of an event A is
|A|
P (A) = .
|S|

12.5 Axiomatic Probability

Theorem 1 (Kolmogorov Axioms). For any event A in sample space S:

1. 0 ≤ P (A) ≤ 1

2. P (S) = 1

3. If A and B are mutually exclusive,

P (A ∪ B) = P (A) + P (B)

12.6 Complement, Union, and Intersection

P (Ac ) = 1 − P (A)

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

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12.7 Random Variables
Definition 17 (Random Variable). A random variable X is a function that assigns a real
number to each outcome in the sample space.

Formally, if Ω denotes the sample space and R the set of real numbers, a random variable
X is a mapping X : Ω → R. The following diagram illustrates this mapping:

X
Ω R
ω1 X(ω1 )
ω2 X(ω2 )
.. ..
. .

Figure 1: A colored mapping diagram illustrating how a random variable X assigns real
values to outcomes in the sample space Ω.

12.8 Types of Random Variables

• Discrete: takes countable values.

• Continuous: takes values in an interval.

12.9 Probability Mass Function (pmf)

For a discrete random variable X:

p(x) = P (X = x), p(x) = 1.

X

Examples of Probability Questions. Consider the experiment of rolling a fair six–sided

die twice. Let the random variable X denote a function of the two outcomes. We present
three illustrative questions together with their solutions.
(1) Suppose X denotes the sum of the two numbers observed when the die is rolled
twice. What is P (X = 14)? Since the maximum possible sum of two fair die outcomes is
6 + 6 = 12, the event {X = 14} is impossible. Hence,

P (X = 14) = 0.

(2) Let X denote the sum of the two outcomes. What is P (X = 7)? There are 36 equally
likely ordered pairs. The favorable pairs for sum 7 are (1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1),

14
giving 6 outcomes. Therefore,
6 1
P (X = 7) == .
36 6
(3) Let X be the maximum of the two numbers rolled. What is P (X = 5)? The event
{X = 5} consists of all ordered pairs where the maximum value is exactly 5, namely

(5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (1, 5), (2, 5), (3, 5), (4, 5).

There are 9 such outcomes out of 36, and thus

9 1
P (X = 5) = = .
36 4

Examples of Continuous Random Variables. A continuous random variable is one

that can take any value in an interval of real numbers. To help first–year undergraduate
students understand the idea, we present two simple examples with illustrations.
Example 1 (Uniform Distribution on an Interval). Let X denote the time (in
minutes) that a bus arrives within a 10-minute window, say the interval [0, 10]. The random
variable X can take any real value in this interval. If each moment is equally likely, then X
follows a uniform distribution. Figure 2 shows a flat density curve, indicating equal likelihood
across the entire range.
1
fX (x) = , 0 ≤ x ≤ 10.
10

fX (x)
fX (x) = 1/10
x
0 10

Figure 2: Illustration of a uniform distribution on the interval [0, 10].

Example 2 (Exponential Distribution). Let Y represent the lifetime (in hours) of

a light bulb. Since the bulb could fail at any instant within a range of possible lifetimes,
Y is a continuous random variable. A common model for such lifetimes is the exponential
distribution, whose density decreases steadily, meaning early failures are more likely than
very late ones:
fY (y) = λe−λy , y ≥ 0, λ > 0.

12.10 Cumulative Distribution Function (cdf)

F (x) = P (X ≤ x)

15
 fY (y)
fY (y) = λe−λy
y
0

Figure 3: Illustration of an exponential distribution for bulb lifetimes.

12.11 Expectation and Variance

Definition 18 (Expectation).
E(X) =
X
x p(x)
x

Definition 19 (Variance).

Var(X) = E[(X − µ)2 ] = (x − µ)2 p(x)

X

12.12 Worked Examples

Example 1: Coin Tossing

A coin is tossed three times. Let X be the number of heads.
Solution.

S = {HHH, HHT, HT H, HT T, T HH, T HT, T T H, T T T }

X ∈ {0, 1, 2, 3}

X Outcomes P (X = x)
0 TTT 1
8
1 HT T, T HT, T T H 3
8
2 HHT, HT H, T HH 3
8
3 HHH 1
8

Probability of at least two heads:

3 1 1
P (X ≥ 2) = + =
8 8 2

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Example 2: Insurance Policies
25% of policies are surrendered before maturity. Five policies are selected. Let X be the
number surrendered.
Solution.

X ∼ Bin(5, 0.25)

5
!
P (X = k) = (0.25)k (0.75)5−k
k

P (X = 0) = (0.75)5 = 0.2373

P (X = 4) = 5(0.25)4 (0.75) = 0.0146

P (X ≥ 2) = 1 − [P (0) + P (1)] = 0.3672

E(X) = np = 1.25

12.13 Exercises

Section A: Conceptual Questions

1. Define: random experiment, sample space, event.

2. Explain the difference between mutually exclusive and independent events.

3. State the axioms of probability.

4. What is a random variable? Give two examples.

Section B: Computational Problems

1. A die is rolled twice. Let X be the sum of the two outcomes. (a) List the sample space.
(b) Find P (X = 7). (c) Find P (X ≥ 10).

2. A fair coin is tossed four times. Let X be the number of heads. (a) Find the pmf of X.
(b) Compute P (X ≥ 3). (c) Find E(X) and Var(X).

17
 3. In a factory, 10% of bulbs are defective. A sample of 8 bulbs is selected. (a) Identify
the distribution of X, the number of defective bulbs. (b) Compute P (X = 0). (c)
Compute P (X ≥ 2). (d) Find the mean and variance of X.

Section C: Challenge Problems

1. A box contains 5 red, 3 blue, and 2 green balls. Two balls are drawn without replacement.
(a) Find the sample space. (b) Compute the probability that both balls are the same
color. (c) Compute the probability that one ball is red and the other is blue.

2. A student guesses answers to a 10-question multiple-choice test, each with 4 options.

(a) Let X be the number of correct answers. Identify the distribution. (b) Compute
P (X ≥ 4). (c) Compute the expected score.

12.14 End of Chapter Summary

• Random experiments produce uncertain outcomes.

• Events are subsets of the sample space.

• Probability satisfies three axioms.

• Random variables map outcomes to real numbers.

• Discrete random variables use pmf; continuous use pdf.

• Expectation and variance summarize distributions.

13 Conditional Probability and Joint Probability

13.1 Introduction
This chapter develops the foundational ideas of conditional probability, joint probability, and
independence of events. These concepts underpin statistical inference, stochastic modelling,
and multivariate probability structures.

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13.2 Conditional Probability

13.3 Definition
Let A and B be two events in a sample space Ω with Pr(B) > 0. The conditional
probability of A given B is defined as

Pr(A ∩ B)
Pr(A | B) = .
Pr(B)

This measures the probability that A occurs under the information that B has already
occurred.

13.4 Interpretation
• The sample space is restricted to B.

• Probabilities are renormalised within B.

• Pr(A | B) quantifies updated belief after observing B.

13.5 Venn Diagram Illustration

A B

A∩B

13.6 Joint Probability

13.7 Definition
For two events A and B, the joint probability is

Pr(A ∩ B),

the probability that both events occur simultaneously.

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13.8 Joint Probability Table
For discrete events A and B:

B Bc Total
A Pr(A ∩ B) Pr(A ∩ B c ) Pr(A)
Ac Pr(Ac ∩ B) Pr(Ac ∩ B c ) Pr(Ac )
Total Pr(B) Pr(B c ) 1

13.9 Relationship Between Joint and Conditional Probability

From the definition:
Pr(A ∩ B) = Pr(A | B) Pr(B).

Similarly:
Pr(A ∩ B) = Pr(B | A) Pr(A).

13.10 Worked Example 1

Example. A box contains 5 red balls and 3 blue balls. Two balls are drawn without
replacement. Find the probability that both balls are red.
Solution.
Let
A1 = first ball is red, A2 = second ball is red.

Then:
5 4
Pr(A1 ) = , Pr(A2 | A1 ) = .
8 7
Thus:
5 4 20 5
Pr(A1 ∩ A2 ) = Pr(A1 ) Pr(A2 | A1 ) = · = = .
8 7 56 14

13.11 Independent Events

13.12 Definition
Events A and B are independent if

Pr(A ∩ B) = Pr(A) Pr(B).

Equivalently:
Pr(A | B) = Pr(A) and Pr(B | A) = Pr(B).

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13.13 Example
Suppose a fair coin is tossed twice. Let

A = {first toss is Heads}, B = {second toss is Heads}.

Then:
1 1
Pr(A) = Pr(B) = , Pr(A ∩ B) = = Pr(A) Pr(B).
2 4
Thus A and B are independent.

13.14 Exercises

Exercise 1
A survey shows that:

Pr(A) = 0.6, Pr(B) = 0.5, Pr(A ∩ B) = 0.3.

Compute:

1. Pr(A | B)

2. Pr(B | A)

3. Determine whether A and B are independent.

Solution
0.3 0.3
Pr(A | B) = = 0.6, Pr(B | A) = = 0.5.
0.5 0.6
Since:
Pr(A) Pr(B) = 0.6 × 0.5 = 0.3 = Pr(A ∩ B),

the events are independent.

Exercise 2
A machine produces items of which 4% are defective. If two items are selected at random
with replacement, find the probability that:

1. both are defective

2. at least one is defective

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Solution
Let D denote a defective item.

Pr(D) = 0.04.

Pr(D ∩ D) = 0.042 = 0.0016.

Pr(at least one defective) = 1 − Pr(none defective) = 1 − (0.96)2 = 0.0784.

Conclusion Conditional and joint probabilities form the backbone of probabilistic reasoning.
They enable the modelling of dependence, updating of beliefs, and construction of multivariate
probability structures essential in statistics, demography, and stochastic modelling.

14 Special Discrete Probability Distributions

14.1 Introduction
This chapter introduces three fundamental discrete probability distributions: the Bernoulli,
Binomial, and Poisson distributions. These distributions arise naturally in experiments
involving dichotomous outcomes, repeated independent trials, and counts of rare events in
time or space.

14.2 Bernoulli Distribution

14.3 Bernoulli Experiment

A Bernoulli experiment is defined in the slides as:

“A single trial that results in dichotomous mutually exclusive outcomes like

success/fail, male/female, win/lose, etc.”

Let X be a random variable taking values


1,

success,
X=
0,

failure.

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 The pmf is:

P (X = x) = px (1 − p)1−x , x ∈ {0, 1}, 0 ≤ p ≤ 1.

14.4 Expectation and Variance

E(X) = p, Var(X) = p(1 − p).

14.5 Probability Table

X 0 1 Total
P (X = x) 1−p p 1
xP (X = x) 0 p p
x2 P (X = x) 0 p p

14.6 Venn/TikZ Illustration

X=1 X=0

14.7 Binomial Distribution

14.8 Definition
Repeating a Bernoulli trial n times yields a Binomial random variable:

X ∼ Bin(n, p), X ∈ {0, 1, 2, . . . , n}.

The slides list the assumptions:

“There are two possible outcomes for each trial... The probability of success
remains the same... The trials are independent.”

14.9 Derivation of the pmf

 
There are n
x
ways to obtain x successes and n − x failures.
Thus: !
n x
P (X = x) = p (1 − p)n−x .
x

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14.10 Expectation and Variance
E(X) = np, Var(X) = np(1 − p).

14.11 Probability Tree (TikZ)

Start

S F

14.12 Worked Example: True/False Interview

The slides state:

“The probability that one will get 3 questions correct is P (X = 3).”

Given n = 5, p = 0.4:

5
!
P (X = 3) = (0.4)3 (0.6)2 = 0.23.
3
Probability of passing (X ≥ 3):

P (X ≥ 3) = 0.23 + 0.078 + 0.01 = 0.318.

Expected number correct:

E(X) = 5 × 0.4 = 2.

14.13 Example 5.1: Multiple Choice Quiz

A quiz has 10 questions, each with 5 choices. Thus p = 1
5
and X ∼ Bin(10, 0.2).
 
1. P (X = 6) = 10
6
(0.2)6 (0.8)4 .
 
2. P (X ≤ 2) = 10
(0.2)x (0.8)10−x .
P2
x=0 x

3. P (X ≥ 1) = 1 − P (X = 0) = 1 − (0.8)10 .

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14.14 Poisson Distribution

14.15 Poisson Experiment

The slides define the assumptions:

“The probability of success is proportional to the size of the interval... The

probability of more than one success approaches zero as the interval becomes
smaller.”

14.16 Definition
A random variable X has a Poisson distribution with parameter λ > 0 if:

λx e−λ
P (X = x) = , x = 0, 1, 2, . . .
x!

14.17 Properties
E(X) = λ, Var(X) = λ.

14.18 Poisson Process

If events occur at rate λ per unit time, then the number of events in interval t is:

X ∼ Poisson(λt).

15 Worked Example 5.3

Cars arrive at a tollgate with mean λ = 3 per minute.

(i) One-minute interval

X ∼ Poisson(3).

(ii) Three-minute interval

X ∼ Poisson(9).

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15.1 Example 5.4(a): Typographical Errors
The slides state:

“Probability that there are no typographical errors is 0.2231.”

Given λ = 1.5 per 100 pages:

P (X = 0) = e−1.5 = 0.2231.

15.2 Example 5.4(b): 400 Pages

Rate scales to:
µ = 1.5 × 4 = 6.

Thus:
5
6x e−6
P (X = 0) = e−6 , P (X ≤ 5) =
X
.
x=0 x!

15.3 Example 5.5: Grocery Store Arrivals

Rate: λ = 10 per hour. Interval: t = 20
60
= 31 hours.
Thus:
10
 
X ∼ Poisson .
3

15.4 Exercises
1. A machine produces items with defect rate p = 0.03. Find P (X = 0), P (X ≥ 2) for
n = 20.

2. Customers arrive at rate λ = 4 per hour. Find P (X = 3) in 30 minutes.

3. A quiz has 8 True/False questions. Find P (X ≥ 6) if guessing.

16 Solutions
1. X ∼ Bin(20, 0.03); compute using pmf.
23 e−2
2. X ∼ Poisson(2); P (X = 3) = 3!
.

3. X ∼ Bin(8, 0.5); sum from 6 to 8.

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16.1 Exam-Ready Question Bank
1. Prove that the Binomial pmf sums to 1.

2. Show that the Poisson distribution is the limit of the Binomial distribution as n → ∞,
p → 0, np = λ.

3. Derive E(X) and Var(X) for the Bernoulli distribution.

4. A call centre receives calls at rate λ = 12 per hour. Find the probability of at least 15
calls in 2 hours.

5. A student guesses on a 12-question MCQ test (4 options each). Find P (X ≥ 5).

References
Ama, N. O., Mokgatlhe, L. L., Ramanathan, T. V., and Sediakgotla, K. (2008). Introduction
to Statistics. Zebra Publishing, Windhoek, Namibia.

Ramanathan, T. V. and Sediakgotla, K. (2003). Lecture Notes on Introductory Business

Statistics. Bay Publishers, Gaborone.

Ross, S. M. (2014). A First Course in Probability. Pearson, New Jersey, 9 edition.

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