Page: 1

UNIT-II: PROBABILITY
5.1 Concept of Probability
The word probability and chance are quite familiar to everyone. Many a
time we come across statements like “There is a bright chance for Indian
cricket team to win the current series this time”.
“It is possible that a particular school students may get state ranks in
forthcoming public examination”.
“Probably it may rain today”.
The word chance, possible, probably, likely etc. convey some sense of uncertainty about the
occurrence of some events. Our entire world is filled with uncertainty. We make decisions
affected by uncertainty virtually every day.
In order to think about and measure uncertainty, we turn to a branch of
mathematics called probability.

5.2 Basic Concepts, Events, Equally Likely & Mutually Exclusive Events

EXPERIMENT

Deterministic Experiment Random Experiment

(Genetic determination) (Hitting the target)

Definition 1
An experiment is defined as a process for which its result is well defined.

Definition 2

under ideal conditions.

Definition 3
A random experiment (or non-deterministic) is an experiment
whose all possible outcomes are known in advance,
whose each outcome is not possible to predict in advance, and

A die is ‘rolled’, a fair coin is ‘tossed’ are examples for random experiments.
 Page: 2

Definition 4

a random experiment and it cannot be decomposed further.

Illustration:
(1)
(i) If a die is rolled, then the sample space S  1, 2, 3, 4, 5, 6
(ii)
A coin is tossed, then the sample space S  H , T
(2)
(i) Suppose we toss a coin until a head is obtained. One cannot say in advance how many
tosses will be required, and so the sample space.
S  H , TH , TTH ,TTTH ,... is an infinite set.
(ii)
The sample space associated with the number of passengers waiting to buy train
tickets in counters is S =0,1,2,... .
(3)
(i) If the experiment consists of choosing a number randomly between 0 and 1, then the
sample space is S = { x: 0< x <1}.
(ii)
The sample space for the life length (t in hours) of a tube light is
S = { t: 0 < t<1000}.
Definition 5
A sample space is the set of all possible outcomes of a random experiment. Each point in
sample space is an elementary event.
From (2) and (3), one need to distinguish between two types of infinite sets, where one type is
significantly ‘larger’ than the other. In particular, S in (2) is called countably infinite, while the S in
(3) is called uncountably infinite. The fact that one can list the elements of a countably infinite set
means that the set can be put in one-to-one correspondence with natural numbers . On the other
hand, you cannot list the elements in uncountable set.
From the above example, one can understand that the sample space may consist of countable or
uncountable number of elementary events.

Number of sample points

or elementary events in a sample space

Countable number of Uncountable number of sample points

sample points

Finite number of sample points Countably Infinite number of sample points

Finite sample space

We restrict our sample spaces that have at most a finite number of points.
Types of events
Let us now define some of the important types of events, which are used frequently
 Sure event or certain event  Impossible event
 Complementary event  Mutually exclusive events
 Mutually inclusive event  Exhaustive events
 Page: 3

 Independent events  Equally likely events

Definition 6

of sample points or elementary

events.

Definition 7

Illustration
Suppose a sample space S is given by S = {1,2,3,4}.
Let the set of all possible subsets of S (the power set of S) be (S ).

(S ) = {, {1}, {2}, {3}, {4}, {1, 2}, {1, 3}, {1, 4}, {2, 3}, {2, 4}, {3, 4},
{1, 2, 3}, {1, 2, 4}, {1, 3, 4}, {2, 3, 4}, {1, 2, 3, 4}}

(i)  is an impossible event.

(ii) {1},{2},{3},{4} are the simple events or elementary events.
(iii) {1, 2, 3, 4}is a sure event or certain event.
Definition 8

Definition 9
Two events are mutually inclusive when they can both occur simultaneously.
A1, A2 , A3 ,..., Ak are mutually inclusive means that, Ai  Aj  , for i  j

Illustration
When we roll a die, the sample space S = {1,2,3,4,5,6}.
(i) Since{1, 3}{2, 4, 5, 6}=, t he events {1,3}and{2, 4,5,6}are mutually exclusive events.
(ii) The events {1,6,},{2,3,5} are mutually exclusive.
(iii) The events {2,3,5},{5,6} are mutually inclusive, since {2, 3, 5}{5, 6}=5 
Definition 10
A1, A2 , A3 ,..., Ak are called exhaustive events if, A1  A2  A3   Ak  S

Definition 11
A1, A2 , A3 ,..., Ak are called mutually exclusive and exhaustive events if,
 When a die is rolled, sample space S = {1,2,3,4,5,6}.
Some of the events are {2,3},{1,3,5},{4,6},{6} and{1,5}.

(i) Since {2, 3}{1, 3, 5}{4, 6} = 1, 2, 3, 4, 5, 6 = S (sample space), the events
{2,3},{1,3,5},{4,6} are exhaustive events.
(ii) Similarly {2,3},{4,6}and{1,5} are also exhaustive events.
(iii) {1,3,5},{4,6},{6} and{1,5} are not exhaustive events.
(Since {1, 3, 5}{4, 6}{6}{1, 5}  S )
(iv) {2,3},{4,6},and{1,5} are mutually exclusive and exhaustive events, since
{2, 3}{4, 6}  , {2,3}{1, 5}  ,{4, 6}{1, 5}   and {2, 3} {4, 6}  {1, 5} = S

Types of events associated with sample space are easy to visualize in terms of Venn
diagrams,
as illustrated below.
S S S

A and B are A and B are A and B are A and B are

Mutually exclusive Mutually inclusive Mutually exclusive Mutually inclusive
and exhaustive and exhaustive

Definition 12
The events having the same chance of occurrences are called equally likely events.

Example for equally likely events: Suppose a fair die is rolled.

5
Number on the face 1 2 3 4 5 6 1 3 6 4
Chance of occurrence 1 1 1 1 1 1 2

Example for not equally likely events: A colour die is shown in figure is rolled.

Colour on the face

Chance of occurrence 1 1 1 2 1

Similarly, suppose if we toss a coin, the events of getting a head or a tail are equally likely.
Methods to find sample space
Illustration 12.5
Two coins are tossed, the sample space is
(i) S  {H ,T}{H ,T}  {(H , H ), (H ,T ), (T , H ), (T ,T )} or {HH , HT ,TH ,TT}

(ii) If a coin is tossed and a die is rolled simultaneously, then the sample space is
S  {H ,T}{1, 2, 3, 4, 5, 6} = {H1, H 2, H 3, H 4, H 5, H 6,T1,T 2,T 3,T 4,T 5,T 6} or
S  {(H ,1),(H , 2),(H , 3),(H , 4),(H , 5),(H , 6), (T ,1), (T , 2), (T , 3), (T , 4), (T , 5), (T , 6)}.
Also one can interchange the order of outcomes of coin and die. The following table gives the
sample spaces for some random experiments.

Total
Random
Number of Sample space
Experiment
Outcomes

Tossing a fair coin 21  2 {H , T}

Tossing two coins 22  4 {HH , HT , TH , TT}
Tossing three coins 23  8 {HHH , HHT , HTH , THH , HTT , THT , TTH , TTT }
Rolling fair die 61  6 {1, 2,3, 4, 5,6}

{(1,1) ,(1,2), (1,3), (1,4), (1,5), (1,6),

(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
Rolling
Two dice (3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
or 62  36
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
single die two times.
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),

(6,1), (6,2),(6,3), (6,4), (6,5), (6,6)}

Heart ♥ A 2 3 4 5 6 7 8 9 10 J Q K Red in colour

Drawing a card
from a pack of 52 Diamond ♦ A 2 3 4 5 6 7 8 9 10 J Q K Red in colour
521  52
playing cards Spade ♠ A 2 3 4 5 6 7 8 9 10 J Q K Black in colour
Club ♣ A 2 3 4 5 6 7 8 9 10 J Q K Black in colour

5.3 Mathematical & Statistical Definitions of Probability:

Mathematical or Classical definition of probability

The basic assumption of underlying the classical theory is that the outcomes of a random
experiment are equally likely. If there are n exhaustive, mutually exclusive and equally likely
outcomes of an experiment and m of them are favorable to an event A, then the mathematical
m m
probability of A is defined as the ratio . In other words, P  A  .
n n
 Definition 13

is
defined
as P n(
( A)  Number of cases favourable to

A) n(S ) A Exhaustive number of cases in S

Every probabilistic model involves an underlying process is shown in the following

figure.

P(A) P(C)

Probability
P(B)
Event A
Random
experiment Event B

Event

Event

Event
Sample space Collection of

C
S subsets
The classical definition of probability is limited in its application only to situations where there
are a finite number of possible outcomes. It mainly considered discrete events and its methods were
mainly combinatorial. This renders it inapplicable to some important random experiments, such as
‘tossing a coin until a head appears’ which give rise to the possibility of infinite set of outcomes. Another
limitation of the classical definition was the condition that each possible outcome is ‘equally likely’.
These types of limitations in the classical definition of probability led to A.N. Kolmogorov
the evolution of the modern definition of probability which is based on the
concept of sets. It is known an axiomatic approach.

Axiomatic / Statistical approach to Probability

Axioms of probability

function
following axioms are
hold: P( A) 
0
P( A  B)  P( A) 
P(B)
P(S )  1

(i) 0  P( A)  1
(ii) If A1, A2, A3,..., An are mutually exclusive events in a sample space S, then

P( A1  A2  A3 ….. An )  P( A1)  P( A2 ) P( A3 )  P( An )

5.4 Addition Theorem
Conditional Probability
5.5 Multiplication Theorem
@@@ End of UNIT- II @@@
Example 1: Healthcare – Patient Symptoms

Out of 300 patients, 120 report fever, 90report cough, and 40 report both.

1. Probability that a patient has at least one symptom.

2. Probability that a patient has no symptom.
3. Probability that a patient has cough given that they already have fever.
4. Probability that a patient has both symptoms.

Example 2: Manufacturing – Machine Faults

Out of 250 machines, 100 show electrical faults, 80 show mechanical faults, and 30 show
both.

1. Probability a machine has at least one fault.

2. Probability that a machine has no fault.
3. Probability of mechanical fault given electrical fault.
4. Probability a machine has both faults.

Example 3: Education – Student Performance

Out of 400 students, 150 pass mathematics, 180 pass science, and 70 pass both.

1. Probability a student passes at least one subject.

2. Probability a student passes neither subject.
3. Probability a student passes science given mathematics.
4. Probability a student passes both subjects.

Example 4: Telecom – Service Complaints

Out of 500 customers, 200 complain about network issues, 120 complain about billing issues,
and 60 complain about both.

1. Probability a customer complains about at least one issue.

2. Probability a customer complains about no issue.
3. Probability of billing complaint given network complaint.
4. Probability a customer complains about both issues.

Example 5: Logistics – Delivery Delays

Out of 350 deliveries, 140 are delayed due to traffic, 90 due to weather, and 40 due to both.

1. Probability a delivery is delayed for at least one reason.

2. Probability a delivery is on time.
3. Probability of weather delay given traffic delay.
4. Probability a delivery is delayed for both reasons.
What is a Distribution in Statistics?

A distribution describes how values of a variable are spread or arranged. It shows which
outcomes are more likely and how data points cluster or spread out.

Key Points

 Definition: A distribution is a mathematical function that shows the possible values

of a variable and the frequency/probability of those values.
 Types:
o Probability Mass Function (PMF) → For discrete data (e.g., dice rolls).
o Probability Density Function (PDF) → For continuous data (e.g., height,
weight).
 Purpose: Helps us understand patterns, make predictions, and perform hypothesis
testing.

Distribution Type Example

Normal Distribution Continuous Heights of people, exam scores
Binomial Distribution Discrete Coin flips, pass/fail outcomes
Poisson Distribution Discrete Number of emails received per hour
Uniform Distribution Both Rolling a fair die (each outcome equally likely)
Simple Example

 Tossing a fair coin:

o Probability of Heads = 0.5
o Probability of Tails = 0.5 → This is a binomial distribution with two
outcomes.

Here’s the normal distribution curve you asked for — it shows the bell-shaped spread of
data, with the mean (μ) at the center, standard deviation (σ) markers on both sides, and
the shaded tails representing extreme values
A hypothesis is a fundamental concept in research and science. It serves as a starting point for
investigation and guides the process of data collection and analysis.

Key Points

 Definition: A hypothesis is a testable statement that proposes a possible explanation

for an observation or predicts the relationship between variables.
 Nature: It begins as an educated guess based on prior knowledge or observation.
 Scientific Role:
o If repeatedly tested and supported, a hypothesis can evolve into a scientific
theory.
o It provides a framework for designing experiments and interpreting results.
 Types:
o Null Hypothesis (H₀): Assumes no relationship or effect.
o Alternative Hypothesis (H₁): Suggests a relationship or effect exists.
 Function: Helps researchers focus their inquiry, avoid randomness, and establish
clarity in scientific studies.

Example

 Observation: Plants grow faster when given fertilizer.

 Hypothesis: "Fertilizer increases the growth rate of plants compared to those without
fertilizer."
 Test: Conduct an experiment with two groups (with and without fertilizer) and
measure growth.

In research, a hypothesis is tested against data. Whether it is accepted or rejected depends on

the evidence gathered during experimentation or statistical analysis.

Process

1. Formulate Hypotheses
o Null Hypothesis (H₀): Assumes no effect or no relationship.
o Alternative Hypothesis (H₁): Suggests there is an effect or relationship.
2. Collect Data
o Conduct experiments or observations.
o Gather quantitative or qualitative evidence.
3. Statistical Testing
o Apply tests (e.g., t-test, chi-square, ANOVA).
o Compare results with a significance level (α), often 0.05.
4. Decision Rule
o If the p-value ≤ α → Reject H₀ (accept H₁).
o If the p-value > α → Fail to reject H₀ (keep H₀).

Outcomes

 Accepted (Supported): Evidence strongly supports the hypothesis. Example:

Fertilizer significantly increases plant growth.
 Rejected (Not Supported): Evidence does not support the hypothesis. Example:
Fertilizer shows no significant effect on plant growth.
Important Note

 "Accepted" does not mean proven true forever; it means supported by current
evidence.
 "Rejected" does not mean false in all cases; it means not supported under the tested
conditions.