MATHEMATICAL STATISTICS

CHAPTER 2: PROBABILITY [PART 2]

PROBABILITY OF AN EVENT

 Finding the probability of an event defined on a sample space that contains a

finite or denumerable (countably infinite) set of sample points can be
approached in two ways,
a) The sample-point method, and
b) The event-composition method.
 Both methods use the sample space model, but they differ in the sequence of
steps necessary to obtain a solution and in the tools that are used.
PROBABILITY OF AN EVENT
The Sample-Point Method:
1) Define the experiment and clearly determine how to describe one simple
event.
2) List the simple events associated with the experiment and test each to make
certain that it cannot be decomposed. This defines the sample space 𝑆.
3) Assign reasonable probabilities to the sample points in S, making certain that
𝑃(𝐸𝑖 ) ≥ 0 and σ 𝑃(𝐸𝑖 ) = 1.
4) Define the event of interest, A, as a specific collection of sample points.
5) Find 𝑃(𝐴) by summing the probabilities of the sample points in 𝐴.
PROBABILITY OF AN EVENT

Example: Consider the problem of selecting two applicants for a job out of a
group of five and imagine that the applicants vary in competence, where 1 being
the best, 2 second best, and so on, for 3, 4, and 5. These ratings are of course
unknown to the employer. Define two events 𝐴 and 𝐵 as:
𝐴 : The employer selects the best and one of the two poorest applicants
(applicants 1 and 4 or 1 and 5).
𝐵 : The employer selects at least one of the two best.
Find the probabilities of these events.
Solution: We have 5 applicants:
1, 2, 3, 4, 5
The employer chooses 2 applicants out of 5.
Applicant rankings:
• 1 = best
• 2 = second best
• 4 and 5 = the two poorest
We define:
• Event A: selects the best and one of the two poorest
so, the pair must be (1,4) or (1,5)

• Event B: selects at least one of the two best

so the chosen pair contains 1 or 2 or both
Step 1: Find the total number of possible selections
The employer chooses 2 applicants from 5.

So, the total possible pairs are:

12 13 14 15 23 24 25 34 35 45

So, 𝑛 𝑆 = 10 and we can find the number from this formula:

5 5!
𝑛 𝑆 = = = 10
2 2! 3!
 Step 2: Write the outcomes for Event A
Event A means:
• choose the best applicant = 1
• and one of the two poorest = 4 or 5
So the possible pairs are:
𝐴= 14 15
Thus,
𝑛 𝐴 =2
Step 3: Find the probability of A
1 1 2 1
𝑃 𝐴 =𝑃 1 4 +𝑃 1 5 = + = =
10 10 10 5
Or we can find it from this formula
𝑛 𝐴 2 1
𝑃 𝐴 = = =
𝑛 𝑆 10 5
Final answer for A:
1
𝑃 𝐴 =
5
Step 4: Write the outcomes for Event B
Event B means the employer selects at least one of the two best, that is:
• applicant 1, or
• applicant 2, or
• both 1 and 2
Let us list all pairs containing 1 or 2:
Pairs with 1:
12 , 13 , 14 , 15
Pairs with 2:
12 , 23 , 24 , 25
Now combine without repeating:
𝐵= 12 13 14 15 23 24 25
Thus,
𝑛 𝐵 =7
Step 5: Find the probability of B
𝑛 𝐵 7
𝑃 𝐵 = =
𝑛 𝑆 10
Final answer for B:
7
𝑃 𝐵 =
10
PROBABILITY OF AN EVENT

Example: A balanced coin is tossed three times. Calculate the probability that
exactly two of the three tosses result in heads.

Solution: A balanced coin means:

1 1
𝑃 𝐻 = ,𝑃 𝑇 =
2 2
The coin is tossed 3 times.

We want the probability of getting exactly 2 heads.

Step 1: List all possible outcomes

For 3 coin tosses, the sample space is:
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
There are:
𝑛 𝑆 = 8 possible outcomes.
Step 2: Find the outcomes with exactly 2 heads
Exactly 2 heads means 2 H and 1 T.
The outcomes are:
{𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻}
So the number of favorable outcomes is:
𝑛 𝐸 =3

Step 3: Use the probability formula

number of favorable outcomes
𝑃 𝐸 =
total number of outcomes
Substitute the values:
3
𝑃 𝐸 =
8
PROBABILITY OF AN EVENT

 Although the sample points in the sample spaces

associated with the previous examples are equally likely, it
is important to realize that sample points need not be
equally likely.
 Example: The odds are two to one that, when A and B play
tennis, A wins. Suppose that A and B play two matches.
What is the probability that A wins at least one match?
 Solution:
• The odds are 2 to 1 that A wins one match against B.
This means:
2 2
𝑃 𝐴 wins = 𝑃 𝑊 = =
2+1 3
and
1
𝑃 𝐴 loses = 𝑃 𝐿 =
3
A and B play 2 matches.
We want:
𝑃 A wins at least one match

For 2 matches, the possible outcomes are:

𝑊𝑊, 𝑊𝐿, 𝐿𝑊, 𝐿𝐿
Probabilities of each outcome
2 2 4
𝑃 𝑊𝑊 = × =
3 3 9
2 1 2
𝑃 𝑊𝐿 = × =
3 3 9
1 2 2
𝑃 𝐿𝑊 = × =
3 3 9
1 1 1
𝑃 𝐿𝐿 = × =
3 3 9
“At least one win” means:
𝑊𝑊, 𝑊𝐿, 𝐿𝑊
So,
𝑃 at least one win = 𝑃 𝑊𝑊 + 𝑃 𝑊𝐿 + 𝑃 𝐿𝑊
4 2 2 8
= + + =
9 9 9 9
Sample-Point Method and Counting in Probability
Sample-Point Method
• The sample-point method finds probability by listing all possible outcomes in the
sample space 𝑆.
• It is a direct and powerful method.
• But it can be hard when the number of outcomes is very large.

Better Idea: Counting

• If outcomes are equally likely, we do not need to list them one by one.
• We can just count:
• the total number of sample points in 𝑆
• the number of sample points in event 𝐴
Probability Rule
If a sample space has 𝑁equally likely sample points, and event 𝐴has 𝑛𝐴 sample points,
then
𝑛𝐴
𝑃 𝐴 =
𝑁
❖ Multiplication Rule
Sometimes an experiment happens in steps.
To find the total number of outcomes, we multiply the number of choices at
each step.
If:
• the first group has 𝑚 choices
• the second group has 𝑛 choices
then the total number of pairs is:
𝑚×𝑛
❑ If there are three groups with 𝑚, 𝑛, and 𝑝 choices, then the total
number of triplets is:
𝑚×𝑛×𝑝
Examples
Example 1: Tossing a pair of dice
Each die has 6 possible outcomes.
𝑛 𝑆 = 6 × 6 = 36
So, the sample space has:
36 sample points.
Example 2: A balanced coin is tossed 3 times
Each toss has 2 possible outcomes: Head (H) or Tail (T).
𝑛 𝑆 =2×2×2=8
So, the sample space has:
8 sample points.
PROBABILITY OF AN EVENT

Example: Consider an experiment that consists of recording the birthday for

each of 20 randomly selected persons. Ignoring leap years and assuming that
there are only 365 possible distinct birthdays, find the number of points in the
sample space 𝑆 for this experiment. If we assume that each of the possible sets
of birthdays is equiprobable, what is the probability that each person in the 20
has a different birthday?
Solution:
Birthday Experiment
We record the birthdays of 20 different people.
For each person, there are 365 possible birthdays (we ignore leap years).
So:
• Person 1 has 365 choices
• Person 2 has 365 choices
• Person 3 has 365 choices
•...
• Person 20 has 365 choices
Using the multiplication rule:
𝑛 𝑆 = 365 × 365 × 365 × ⋯ × 365
Since there are 20 people,
𝑛 𝑆 = 36520
Result
The number of sample points in the sample space is
36520
Probability That All 20 Birthdays Are Different
We now want the probability that all 20 people have different birthdays. For this to
happen:
• Person 1 can have any birthday: 365choices
• Person 2 must have a different birthday: 364choices
• Person 3 must be different from the first two: 363choices
• ...
• Person 20 must be different from the first 19: 346choices
So, the number of favorable outcomes is:
365 × 364 × 363 × ⋯ × 346
Therefore,
365 × 364 × 363 × ⋯ × 346
𝑃 all 20 different =
36520

Approximate answer
𝑃 all 20 different ≈ 0.5886
Probability of an Event

• We can use the multiplication rule to count outcomes in probability.

• This rule helps us find the number of sample points in the sample space.

• It is also useful to check or verify the sample space.

• Sometimes, we need to know how many distinct ways an event can happen.

• In some problems, the outcomes may be arranged in order, so order matters.

Permutation
A permutation means an ordered arrangement. This means:
• we choose some objects
• and the order matters
For example, using the letters A, B, C:
• ABC and BAC are different permutations because the order is different.
If we arrange 𝑟 objects from 𝑛 distinct objects, the number of
permutations is written as:

𝑃𝑟𝑛
Main idea
A permutation is a way of arranging objects in order.
Formula for Permutations
If 𝑟 ≤ 𝑛, then the number of ordered arrangements is:
𝑃𝑟𝑛 = 𝑛 𝑛 − 1 𝑛 − 2 ⋯ 𝑛 − 𝑟 + 1
This can also be written as:
𝑛
𝑛!
𝑃𝑟 =
𝑛−𝑟 !
Easy meaning of the formula
• First place: 𝑛 choices
• Second place: 𝑛 − 1 choices
• Third place: 𝑛 − 2 choices
• continue until 𝑟 places are filled. So, we multiply all these choices.
Example
Arrange 2 letters from A, B, C, D:
𝑛
4! 4!
𝑃𝑟 = = = 4 × 3 = 12
4 − 2 ! 2!
So the number of ordered arrangements is: 12
PROBABILITY OF AN EVENT
Example: The names of 3 employees are to be randomly drawn, without
replacement, from a bowl containing the names of 30 employees of a small
company. The person whose name is drawn first receives $100, and the
individuals whose names are drawn second and third receive $50 and $25,
respectively. How many sample points are associated with this experiment?
Solution: Because the prizes awarded are different, the number of sample points
is the number of ordered arrangements of 𝑟 = 3 out of the possible 𝑛 = 30
names. Thus, the number of sample points in 𝑆 is
30! 30!
𝑃330 = = = 24360.
30 − 3 ! 27!
PROBABILITY OF AN EVENT

 The next result from combinatorial analysis can be used to determine the
number of subsets of various sizes that can be formed by partitioning a set of 𝑛
distinct objects into 𝑘 non-overlapping groups.
 Theorem: The number of ways of partitioning 𝑛 distinct objects into 𝑘 distinct
groups containing 𝑛1 , 𝑛2 , . . . , 𝑛𝑘 objects, respectively, where each object
appears in exactly one group and σ𝑘𝑖=1 𝑛𝑖 = 𝑛, is
𝑛 𝑛!
𝑁 = 𝑛 𝑛 ⋯𝑛 = .
1 2 𝑘 𝑛1 ! 𝑛2 ! ⋯ 𝑛𝑘 !
Partitioning into Groups (Multinomial Coefficient)

Sometimes we want to divide 𝑛 distinct objects into 𝑘 separate groups.

Suppose the group sizes are:
𝑛1 , 𝑛2 , … , 𝑛𝑘
where
𝑛1 + 𝑛2 + ⋯ + 𝑛𝑘 = 𝑛
Then the number of ways to divide the 𝑛 objects is:
𝑛 𝑛!
𝑁= =
𝑛1 𝑛2 ⋯ 𝑛𝑘 𝑛1 ! 𝑛2 ! ⋯ 𝑛𝑘 !

Example: Divide 5 students into 3 groups of sizes 2, 2, and 1:

5! 120
𝑁= = = 30
2! 2! 1! 4

So, the number of ways is: 30

PROBABILITY OF AN EVENT
 Example: A labor dispute has arisen concerning the distribution of 20 laborers
to four different construction jobs. The first job required 6 laborers; the second,
third, and fourth utilized 4, 5, and 5 laborers, respectively. The dispute arose
over an alleged random distribution of the laborers to the jobs that placed all 4
members of a particular ethnic group on job 1. In considering whether the
assignment represented injustice, a mediation panel desired the probability of
the observed event. Determine the number of sample points in the sample
space S for this experiment. That is, determine the number of ways the 20
laborers can be divided into groups of the appropriate sizes to fill all of the jobs.
Find the probability of the observed event if it is assumed that the laborers are
randomly assigned to jobs.
Solution: Assigning 20 Laborers to 4 Jobs
The 20 laborers are divided into 4 jobs with sizes:
6, 4, 5, 5
Number of sample points
The total number of ways to assign 20 laborers to these 4 jobs is
20 20!
𝑁= =
6455 6! 4! 5! 5!
This is the number of points in the sample space 𝑆.
Event of interest: Let 𝐴 be the event that all 4 members of the ethnic group
are placed in job 1.
If those 4 are already fixed in job 1, then job 1 still has 2 empty places left.
So the remaining 16 laborers must be assigned as:
2, 4, 5, 5
Hence the number of favorable outcomes is
16 16!
𝑛𝐴 = =
2455 2! 4! 5! 5!

Probability of the event

𝑛𝐴
𝑃 𝐴 =
𝑁
≈ 0.0031
Combination
In some problems, the order does not matter.
We only care about which objects are chosen, not how they are arranged.
For example, choosing A and B is the same as choosing B and A.
So, this is called a combination.
The number of ways to choose 𝑟 objects from 𝑛 distinct objects is written
as:
𝑛
𝑛
𝐶𝑟 =
𝑟
and is given by
𝑛 𝑃 𝑛 𝑛!
𝑛 𝑟
= 𝐶𝑟 = =
𝑟 𝑟! 𝑟! 𝑛 − 𝑟 !
Why divide by 𝑟!?
Because in combinations, different orders of the same chosen objects are
counted as one group, not many.
Example:
Choose 2 letters from A, B, C, D:
4 4! 4!
= = =6
2 2! 4 − 2 ! 2! 2!
The 6 combinations are:
𝐴𝐵, 𝐴𝐶, 𝐴𝐷, 𝐵𝐶, 𝐵𝐷, 𝐶𝐷
PROBABILITY OF AN EVENT
Example: Let 𝐴 denote the event that exactly one of the two best applicants
appears in a selection of two out of five. Find the number of sample points in 𝐴
and 𝑃(𝐴).

Solution: Exactly One of the Two Best Applicants

Five applicants are ranked:
1, 2, 3, 4, 5
The two best applicants are:
1 and 2
We select 2 applicants out of 5.

Step 1: Total number of sample points

5
𝑛 𝑆 = = 10
2
Step 2: Count the favorable sample points
Choose:
• 1 applicant from the two best 1 2 :
2
=2
1
• 1 applicant from the remaining three 3 4 5 :
3
=3
1
So,
2 3
𝑛 𝐴 = =2×3=6
1 1
The favorable pairs are: 1 3 , 1 4 , 1 5 , 2 3 , 2 4 , 2 5
Step 3: Find the probability
𝑛 𝐴 6 3
𝑃 𝐴 = = =
𝑛 𝑆 10 5
PROBABILITY OF AN EVENT

Example: A company orders supplies from 𝑀 distributors and wishes

to place 𝑛 orders (𝑛 < 𝑀). Assume that the company places the
orders in a manner that allows every distributor an equal chance of
obtaining any one order and there is no restriction on the number of
orders that can be placed with any distributor. Find the probability that
a particular distributor - say, distributor 𝐼 - gets exactly 𝑘 orders (𝑘
≤ 𝑛).
Solution:
Probability a Particular Distributor Gets Exactly 𝑘 Orders
A company places 𝑛 orders among 𝑀 distributors.
Each order is equally likely to go to any distributor.
We want the probability that distributor 𝐼gets exactly 𝑘 orders.

Step 1: Probability for one order

For each order:
1
𝑃 goes to distributor 𝐼 =
𝑀
𝑀−1
𝑃 does not go to distributor 𝐼 =
𝑀

Step 2: Choose which 𝑘orders go to distributor 𝐼

Out of 𝑛 orders, choose exactly 𝑘 orders for distributor 𝐼:
𝑛
𝑘
Step 3: Probability of one such arrangement
For a fixed arrangement:
1 𝑘
• 𝑘orders go to 𝐼:
𝑀
𝑀−1 𝑛−𝑘
• the other 𝑛 − 𝑘orders do not go to 𝐼:
𝑀
So,
𝑘 𝑛−𝑘
1 𝑀−1
𝑀 𝑀
Step 4: Final probability
Multiply by the number of ways to choose those 𝑘orders:
𝑘 𝑛−𝑘
𝑛 1 𝑀−1
𝑃 distributor 𝐼 gets exactly 𝑘 orders =
𝑘 𝑀 𝑀
Final Answer
𝑘 𝑛−𝑘
𝑛 1 𝑀−1
𝑃 𝑋=𝑘 =
𝑘 𝑀 𝑀
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

 The probability of an event will sometimes depend upon whether we know that
other events have occurred.
 The unconditional probability of a 1 in the toss of one balanced die is 1/6.
 If we know that an odd number has fallen, the number on the die must be 1, 3,
or 5 and the relative frequency of occurrence of a 1 is 1/3.
 The conditional probability of an event is the probability of the event given the
fact that one or more events have already occurred.
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

 Definition: The conditional probability of an event A, given that an event B has

occurred, is equal to
𝑃 𝐴∩𝐵
𝑃 𝐴 𝐵) =
𝑃 𝐵
provided 𝑃 𝐵 > 0. The notation 𝑃(𝐴|𝐵) is read “probability of A given B.”

 Example: Suppose that a balanced die is tossed once. Find the probability of a
1, given that an odd number was obtained.
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

Solution: Define these events:

𝐴: Observe a 1.
𝐵: Observe an odd number.
We seek the probability of A given that the event B has occurred. The event
𝐴 ∩ 𝐵 requires the observance of both a 1 and an odd number.
In this instance, 𝐴 ⊂ 𝐵 , so 𝐴 ∩ 𝐵 = 𝐴 and 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) = 1/6 . Also,
𝑃(𝐵) = 1/2 and,
𝑃 𝐴∩𝐵 1/6 1 2 1
𝑃 𝐴 𝐵) = = = × =
𝑃 𝐵 1/2 6 1 3
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

Definition: Two events 𝐴 and 𝐵 are said to be independent if any one of the
following holds:
𝑃 𝐴 𝐵) = 𝑃 𝐴 ,
𝑃 𝐵 𝐴) = 𝑃 𝐵 ,
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵)
Otherwise, the events are said to be dependent.
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

Example: Consider the following events in the toss of a single die:

𝐴: Observe an odd number.
𝐵: Observe an even number.
𝐶: Observe a 1 or 2.
a) Are 𝐴 and 𝐵 independent events?
b) Are 𝐴 and 𝐶 independent events?
CONDITIONAL PROBABILITY AND THE INDEPENDENCE OF EVENTS

Solution: To decide whether the events are independent or dependent, we must

see whether they satisfy the conditions of independent events.
a) Note that, 𝑃(𝐴) = 1/2, 𝑃(𝐵) = 1/2, and 𝑃(𝐶) = 1/3.
Because 𝐴 ∩ 𝐵 = ∅, 𝑃(𝐴|𝐵) = 0, and it is clear that 𝑃 𝐴 𝐵 ≠ 𝑃(𝐴). Events 𝐴
and 𝐵 are dependent events.

b) Note that 𝑃(𝐴|𝐶) = 1/2 and, as before, 𝑃 𝐴 = 1/2. Therefore, 𝑃(𝐴|𝐶) = 𝑃(𝐴),
and 𝐴 and 𝐶 are independent.
References

 Dennis D. Wackerly, William Mendenhall III, Richard L. Scheaffer. 2008.

Mathematical Statistics with Applications, 7th Edition, Thomson Learning,
Inc.
 Hogg, R. V., McKean, J. W. & Craig, A. T. 2019. An Introduction to
Mathematical Statistics and Its Application, 8th Edition, Pearson.
 Larsen, R. J. and Marx, M. L. 2018. An Introduction to Mathematical
Statistics and Its Application, 6th Edition, Pearson.
 Rasch, D. & Schott, D. 2018. Mathematical Statistics. John Wiley & Sons:
USA.