PROBABILITY

ELECTRONIC VERSION OF LECTURE

Dr. Lê Xuân Đại

HoChiMinh City University of Technology
Faculty of Applied Science, Department of Applied Mathematics
Email: ytkadai@[Link]

HCMC — 2024.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 1 / 66
OUTLINE

1 INTRODUCTION

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 2 / 66

OUTLINE

1 INTRODUCTION

2 SAMPLE SPACES AND EVENTS

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 2 / 66

OUTLINE

1 INTRODUCTION

2 SAMPLE SPACES AND EVENTS

3 PROBABILITY RULES

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 2 / 66

 Introduction

The term probability refers to the study

of randomness and uncertainty.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 3 / 66

 Introduction

The term probability refers to the study

of randomness and uncertainty.
In any situation in which one of a
number of possible outcomes may
occur, the discipline of probability
provides methods for quantifying the
chances, or likelihoods, associated with
the various outcomes.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 3 / 66

 Introduction

The term probability refers to the study

of randomness and uncertainty.
In any situation in which one of a
number of possible outcomes may
occur, the discipline of probability
provides methods for quantifying the
chances, or likelihoods, associated with
the various outcomes.
EXAMPLE 1.1
"The chance of rain today is 30%"is a statement that
quantifies our feeling about the possibility of rain.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 3 / 66
 Sample Spaces and Events Random Experiments

DEFINITION 2.1
An experiment that can result in different
outcomes, even though it is repeated in the
same manner every time, is called a random
experiment.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 4 / 66

 Sample Spaces and Events Random Experiments

DEFINITION 2.1
An experiment that can result in different
outcomes, even though it is repeated in the
same manner every time, is called a random
experiment.
EXAMPLE 2.1
Measuring current in a copper wire, our model for the
system might simply be Ohm’s law. Because of
uncontrollable inputs, variations in measurements of
current are expected. Ohm’s law might be a suitable
approximation.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 4 / 66
 Sample Spaces and Events Sample Spaces

DEFINITION 2.2
The set of all possible outcomes of a random
experiment is called the sample space of the
experiment.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 5 / 66

 Sample Spaces and Events Sample Spaces

DEFINITION 2.2
The set of all possible outcomes of a random
experiment is called the sample space of the
experiment. The sample space is denoted as
S.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 5 / 66

 Sample Spaces and Events Sample Spaces

DEFINITION 2.2
The set of all possible outcomes of a random
experiment is called the sample space of the
experiment. The sample space is denoted as
S.
DEFINITION 2.3
A sample space is discrete if it consists of a
finite or countable infinite set of outcomes.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 5 / 66

 Sample Spaces and Events Sample Spaces

DEFINITION 2.2
The set of all possible outcomes of a random
experiment is called the sample space of the
experiment. The sample space is denoted as
S.
DEFINITION 2.3
A sample space is discrete if it consists of a
finite or countable infinite set of outcomes. A
sample space is continuous if it contains an
interval (either finite or infinite) of real
numbers.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 5 / 66
 Sample Spaces and Events Sample Spaces

EXAMPLE 2.2
Consider an experiment that selects a cell phone
camera and records the recycle time of a flash (the
time taken to ready the camera for another flash).
1
Because the time is positive
n so the osample space
+
can be defined as S = R = x|x > 0 . It is an
example of a continuous sample space.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 6 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.2
Consider an experiment that selects a cell phone
camera and records the recycle time of a flash (the
time taken to ready the camera for another flash).
1
Because the time is positiven so the osample space
+
can be defined as S = R = x|x > 0 . It is an
example of a continuous sample space.
2
If the objective of the analysis is to consider only
whether the recycle time isnlow, medium, or high, o
then the sample space S = l ow, med i um, hi g h . It
is a discrete sample space.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 6 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.3 (AUTOMOBILE OPTIONS.)

An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered:
with or without an automatic transmission

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 7 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.3 (AUTOMOBILE OPTIONS.)

An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered:
with or without an automatic transmission
with or without a sunroof

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 7 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.3 (AUTOMOBILE OPTIONS.)

An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered:
with or without an automatic transmission
with or without a sunroof
with one of three choices of a stereo system

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 7 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.3 (AUTOMOBILE OPTIONS.)

An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered:
with or without an automatic transmission
with or without a sunroof
with one of three choices of a stereo system
with one of four exterior colors

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 7 / 66

 Sample Spaces and Events Sample Spaces

EXAMPLE 2.3 (AUTOMOBILE OPTIONS.)

An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered:
with or without an automatic transmission
with or without a sunroof
with one of three choices of a stereo system
with one of four exterior colors
If the sample space consists of the set of all possible
vehicle types, what is the number of outcomes in the
sample space?

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 7 / 66

 Sample Spaces and Events Sample Spaces

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 8 / 66

 Sample Spaces and Events Sample Spaces

Tree diagram for different types of vehicles

with 48 outcomes in the sample space.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 8 / 66
 Sample Spaces and Events Events

DEFINITION 2.4
An event is a subset of the sample space of a
random experiment.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 9 / 66

 Sample Spaces and Events Events

DEFINITION 2.4
An event is a subset of the sample space of a
random experiment.
EXAMPLE 2.4
Consider an experiment in which each of three
vehicles taking a particular freeway exit turns left (L )
or right (R ) at the end of the exit [Link] eight
possible outcomes that comprise the sample space are
LLL, RLL, LRL, LLR, LRR, RLR, RRL, and RRR. Thus
there are eight simple events.
n o
A = RLL, LRL, LLR =the event that exactly one of the
three vehicles
Dr. Lê Xuân Đại (HCMUT-OISP)
turns right
PROBABILITY HCMC — 2024. 9 / 66
 Sample Spaces and Events Events

SOME RELATIONS FROM SET THEORY

1
The union of 2 events is the event that
consists of all outcomes that are
contained in either of the 2 events.
Denote as A ∪ B or A + B.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 10 / 66

 Sample Spaces and Events Events

SOME RELATIONS FROM SET THEORY

1
The union of 2 events is the event that
consists of all outcomes that are
contained in either of the 2 events.
Denote as A ∪ B or A + B.
2
The intersection of 2 events is the event
that consists of all outcomes that are
contained in both of the 2 events. Denote
A ∩ B or AB.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 10 / 66

 Sample Spaces and Events Events

1
The complement of an event in a sample
space is the set of outcomes in the
sample space that are not in the event.
We denote the complement of the event
A as A ′ or A c

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 11 / 66

 Sample Spaces and Events Events

1
The complement of an event in a sample
space is the set of outcomes in the
sample space that are not in the event.
We denote the complement of the event
A as A ′ or A c
2
If all of the outcomes in A are also in B ,
then we say that A is contained in B , or A
is a subset of B and denote it by A ⊂ B.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 11 / 66

 Sample Spaces and Events Events

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 12 / 66

 Sample Spaces and Events Axioms of probability

AXIOMS OF PROBABILITY

Probability is a number that is assigned to

each member of a collection of events from
a random experiment that satisfies the
following properties:

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 13 / 66

 Sample Spaces and Events Axioms of probability

AXIOMS OF PROBABILITY

Probability is a number that is assigned to

each member of a collection of events from
a random experiment that satisfies the
following properties:
1
Axiom 1. 0 É P (E ) É 1, ∀E

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 13 / 66

 Sample Spaces and Events Axioms of probability

AXIOMS OF PROBABILITY

Probability is a number that is assigned to

each member of a collection of events from
a random experiment that satisfies the
following properties:
1
Axiom 1. 0 É P (E ) É 1, ∀E
2
Axiom 2. P (S) = 1, P (∅) = 0

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 13 / 66

 Sample Spaces and Events Axioms of probability

AXIOMS OF PROBABILITY

Probability is a number that is assigned to

each member of a collection of events from
a random experiment that satisfies the
following properties:
1
Axiom 1. 0 É P (E ) É 1, ∀E
2
Axiom 2. P (S) = 1, P (∅) = 0
3
Axiom 3. For two events E 1 and E 2 with
E1 ∩ E2 = ∅
P (E 1 ∪ E 2 ) = P (E 1 ) + P (E 2 )
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 13 / 66
 Sample Spaces and Events Classical Approach of Assigning Probabilities

SAMPLE SPACES HAVING EQUALLY LIKELY OUTCOMES

DEFINITION 2.5
Whenever a sample space consists of N
possible outcomes that are equally likely, the
1
probability of each outcome is ·
N

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 14 / 66

 Sample Spaces and Events Classical Approach of Assigning Probabilities

SAMPLE SPACES HAVING EQUALLY LIKELY OUTCOMES

DEFINITION 2.5
Whenever a sample space consists of N
possible outcomes that are equally likely, the
1
probability of each outcome is ·
N

S = {1, 2, . . . , N }
1
⇒ P ({1}) = P ({2}) = . . . = P ({N }) =
N
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 14 / 66
 Sample Spaces and Events Classical Approach of Assigning Probabilities

SAMPLE SPACES HAVING EQUALLY LIKELY OUTCOMES

DEFINITION 2.6
In many experiments, it is natural to assume
that all outcomes in the sample space are
equally likely to occur. The probability of
any event E equals the proportion of
outcomes in the sample space that are
contained in E
number of outcomes in E
P (E ) =
number of outcomes in S
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 15 / 66
 Sample Spaces and Events Classical Approach of Assigning Probabilities

EXAMPLE 2.5
If 2 dice are rolled, what is the probability that the
sum of the upturned faces will equal 7?

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 16 / 66

 Sample Spaces and Events Classical Approach of Assigning Probabilities

EXAMPLE 2.5
If 2 dice are rolled, what is the probability that the
sum of the upturned faces will equal 7?

Solution.
We shall solve this problem under the
assumption that all of the 36 possible outcomes
are equally likely.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 16 / 66

 Sample Spaces and Events Classical Approach of Assigning Probabilities

EXAMPLE 2.5
If 2 dice are rolled, what is the probability that the
sum of the upturned faces will equal 7?

Solution.
We shall solve this problem under the
assumption that all of the 36 possible outcomes
are equally likely.
Since there are 6 possible outcomes, namely,
(1, 6); (2, 5); (3, 4); (4, 3); (5, 2), and (6, 1) that result in
the sum of the dice being equal to 7,

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 16 / 66

 Sample Spaces and Events Classical Approach of Assigning Probabilities

EXAMPLE 2.5
If 2 dice are rolled, what is the probability that the
sum of the upturned faces will equal 7?

Solution.
We shall solve this problem under the
assumption that all of the 36 possible outcomes
are equally likely.
Since there are 6 possible outcomes, namely,
(1, 6); (2, 5); (3, 4); (4, 3); (5, 2), and (6, 1) that result in
the sum of the dice being equal to 7,
6 1
the desired probability is = ·
36 6
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 16 / 66
 Sample Spaces and Events Relative-Frequency Approach

Probabilities are assigned on the basis of

experimentation or historical data.
DEFINITION 2.7
Let A be an event, and assume that you have
performed the same experiment n times so that n is
the number of times A could have occured. Further,
let n A be the number of times that A did occur. Now,
nA
consider the relative frequency . Then
n

nA
P (A) = lim (1)
n→∞ n

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 17 / 66

 Sample Spaces and Events Relative-Frequency Approach

EXAMPLE 2.6
A computer store tracks the daily sales of
desktop computers in the past 30 days. The
resulting data is
Desktops Sold No. of Days
0 1
1 2
2 10
3 12
4 5
5 or more 0
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 18 / 66
 Sample Spaces and Events Relative-Frequency Approach

The approximate probabilities are

Desktops Sold No. of Days Probability
0 1 1/30
1 2 2/30
2 10 10/30
3 12 12/30
4 5 5/30
5 or more 0 0
Thus, for example, there is a 40% chance
that the store will sell 3 desktops on any
given day.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 19 / 66
 Sample Spaces and Events Subjective Approach

SUBJECTIVE APPROACH

In the subjective approach, we define probability

as the degree of belief that we hold in the
occurrence of an event. Thus, judgment is used
as the basis for assigning probabilities.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 20 / 66

 Sample Spaces and Events Subjective Approach

SUBJECTIVE APPROACH

In the subjective approach, we define probability

as the degree of belief that we hold in the
occurrence of an event. Thus, judgment is used
as the basis for assigning probabilities.
Notice that the classical approach of assigning
equal probabilities to simple events is, in fact,
also based on judgment.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 20 / 66

 Sample Spaces and Events Subjective Approach

SUBJECTIVE APPROACH

In the subjective approach, we define probability

as the degree of belief that we hold in the
occurrence of an event. Thus, judgment is used
as the basis for assigning probabilities.
Notice that the classical approach of assigning
equal probabilities to simple events is, in fact,
also based on judgment.
What is somewhat different here is that the use of
the subjective approach is usually limited to
experiments that are unrepeatable.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 20 / 66

 Sample Spaces and Events Subjective Approach

EXAMPLE 2.7 (HORSE RACE)

Consider a horse race with 8 horses running. What is
the probability for a particular horse to win? Is it
reasonable to assume that the probability is 1/8? Note
that we can’t apply the relative-frequency approach.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 21 / 66

 Sample Spaces and Events Subjective Approach

EXAMPLE 2.7 (HORSE RACE)

Consider a horse race with 8 horses running. What is
the probability for a particular horse to win? Is it
reasonable to assume that the probability is 1/8? Note
that we can’t apply the relative-frequency approach.

People regularly place bets on the outcomes of such

“onetime” experiments based on their judgment as
to how likely it is for a particular horse to win.
Indeed, having different judgments is what makes
betting possible!

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 21 / 66

 Sample Spaces and Events Subjective Approach

EXAMPLE 2.8 (STOCK PRICE)

What is the probability for a particular stock
to go up tomorrow? Again, this “experiment”
can’t be repeated, and we can’t apply the
relative-frequency approach.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 22 / 66

 Sample Spaces and Events Subjective Approach

EXAMPLE 2.8 (STOCK PRICE)

What is the probability for a particular stock
to go up tomorrow? Again, this “experiment”
can’t be repeated, and we can’t apply the
relative-frequency approach.
Sophisticated models (that rely on past
data) are often used to make such
predictions, as blindly following ill-founded
judgments is often dangerous.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 22 / 66

 Sample Spaces and Events Geometric Probability

WHAT IS GEOMETRIC PROBABILITY?

DEFINITION 2.8
The geometric probability is the
representation of the probability as a form of
a geometric figure such that the happening
of an event is shaded as part of the area of
the entire figure.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 23 / 66

 Sample Spaces and Events Geometric Probability

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 24 / 66

 Sample Spaces and Events Geometric Probability

REPRESENTATION OF GEOMETRIC PROBABILITY

1
Number Line: The continuous
probabilities are marked as a point on
the number lines, and the length of the
line from the starting point divided by
the entire length of the line gives the
probability answer.
2
Two Dimensional Plane: Geometric
Probability = Probable Area/Total Area.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 25 / 66
 Probability Rules Set Identities

SET IDENTITIES

1
Commutative laws
A ∩ B = B ∩ A; A ∪ B = B ∪ A.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 26 / 66

 Probability Rules Set Identities

SET IDENTITIES

1
Commutative laws
A ∩ B = B ∩ A; A ∪ B = B ∪ A.
2
Associative laws (A ∩ B ) ∩C = A ∩ (B ∩C );
(A ∪ B ) ∪C = A ∪ (B ∪C )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 26 / 66

 Probability Rules Set Identities

SET IDENTITIES

1
Commutative laws
A ∩ B = B ∩ A; A ∪ B = B ∪ A.
2
Associative laws (A ∩ B ) ∩C = A ∩ (B ∩C );
(A ∪ B ) ∪C = A ∪ (B ∪C )
3
Distributive law:
A ∩ (B ∪C ) = (A ∩ B ) ∪ (A ∩C ),
A ∪ (B ∩C ) = (A ∪ B ) ∩ (A ∪C )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 26 / 66

 Probability Rules Set Identities

SET IDENTITIES

1
Commutative laws
A ∩ B = B ∩ A; A ∪ B = B ∪ A.
2
Associative laws (A ∩ B ) ∩C = A ∩ (B ∩C );
(A ∪ B ) ∪C = A ∪ (B ∪C )
3
Distributive law:
A ∩ (B ∪C ) = (A ∩ B ) ∪ (A ∩C ),
A ∪ (B ∩C ) = (A ∪ B ) ∩ (A ∪C )
4
De-Morgan’s laws (A ∩ B )c = A c ∪ B c ,
(A ∪ B )c = A c ∩ B c .
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 26 / 66
 Probability Rules Addition rule

DEFINITION 3.1
Let ; denote the null event (the event
consisting of no outcomes whatsoever). Two
events, denoted as E 1 and E 2, such that

E1 ∩ E2 = ; (2)

are said to be mutually exclusive or disjoint.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 27 / 66

 Probability Rules Addition rule

EXAMPLE 3.1
A small city has three automobile dealerships: a GM
dealer selling Chevrolets and Buicks; a Ford dealer
selling Fords and Lincolns; and a Toyota dealer. If an
experiment consists of observing the brand of the next
car sold, then the events
n o
A = Chevrolet, Buick

and n o
B = Ford, Lincoln
are mutually exclusive because the next car sold
cannot be both a GM product and a Ford product (at
least until the two companies merge!).
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 28 / 66
 Probability Rules Addition rule

THEOREM 3.1
If A and B are mutually exclusive events,

P (A ∪ B ) = P (A) + P (B ) (3)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 29 / 66

 Probability Rules Addition rule

DEFINITION 3.2
A collection of events E 1, E 2, . . . , E n , is said to
be mutually exclusive if for all pairs,

E i ∩ E j = ;, i ̸= j (4)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 30 / 66

 Probability Rules Addition rule

DEFINITION 3.2
A collection of events E 1, E 2, . . . , E n , is said to
be mutually exclusive if for all pairs,

E i ∩ E j = ;, i ̸= j (4)

CORROLARY 3.1
For a collection of mutually exclusive events
E 1, E 2, . . . , E n ,

P (E 1 ∪ E 2 ∪ . . . ∪ E n ) = P (E 1 ) + P (E 2 ) + . . . + P (E n )
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 30 / 66
 Probability Rules Addition rule

EXAMPLE 3.2
Let X denote the pH of a sample. Consider
the event that X is greater than 6.5 but less
than or equal to 7.8. This probability is the
sum of any collection of mutually exclusive
events with union equal to the same range
for X . One example is
P (6.5 < X ≤ 7.8) = P (6.5 < X ≤ 7.0)+

+P (7.0 < X ≤ 7.5) + P (7.5 < X ≤ 7.8)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 31 / 66
 Probability Rules Complement Rule

COMPLEMENT RULE

PROPOSITION 3.1
Since E and E c are always mutually
exclusive and since E ∪ E c = S, we have

1 = P (S) = P (E ∪ E c ) = P (E ) + P (E c ) (5)

P (E c ) = 1 − P (E ) (6)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 32 / 66

 Probability Rules Complement Rule

PROPOSITION 3.2
If E ⊂ F , then P (E ) É P (F ).

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 33 / 66

 Probability Rules Complement Rule

PROPOSITION 3.2
If E ⊂ F , then P (E ) É P (F ).
Proof. Since E ⊂ F, it follows that we can
express F as
F = E ∪ E c F.
Hence, because E and E c F are mutually
exclusive, we obtain
P (F ) = P (E ) + P (E c F ) Ê P (E ),

since P (E c F ) Ê 0.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 33 / 66
 Probability Rules Complement Rule

EXAMPLE 3.3
The probability of rolling a 1 with a die is
less than or equal to the probability of
rolling an odd value with the die.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 34 / 66

 Probability Rules Difference Rule

DIFFERENCE RULE

PROPOSITION 3.3
If E ⊂ F , then

P (E c F ) = P (F ) − P (E ) (7)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 35 / 66

 Probability Rules Conditional Probability

CONDITIONAL PROBABILITY

DEFINITION 3.3
The probability of an event A under the
knowledge that the outcome will be in event
B is called the conditional probability of A
given B and is denoted as P (A|B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 36 / 66

 Probability Rules Conditional Probability

EXAMPLE 3.4
The table provides an example of 400 parts classified
by surface flaws and as (functionally) defective.

Of the parts with surface flaws (40 parts), the number

10
of defective ones is 10. Therefore, P (D|F ) = = 0.25.
40

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 37 / 66

 Probability Rules Conditional Probability

EXAMPLE 3.4
The table provides an example of 400 parts classified
by surface flaws and as (functionally) defective.

Of the parts with surface flaws (40 parts), the number

10
of defective ones is 10. Therefore, P (D|F ) = = 0.25.
40
Of the parts without surface flaws (360 parts), the
18
number of defective ones is 18. So, P (D|F c ) = = 0.05
360
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 37 / 66
 Probability Rules Conditional Probability

THEOREM 3.2
For any two events A and B with P (B ) > 0
then the conditional probability of A given
that B has occurred is defined by

P (A ∩ B )
P (A|B ) = (8)
P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 38 / 66

 Probability Rules Conditional Probability

THEOREM 3.2
For any two events A and B with P (B ) > 0
then the conditional probability of A given
that B has occurred is defined by

P (A ∩ B )
P (A|B ) = (8)
P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 38 / 66

 Probability Rules Conditional Probability

EQUALLY LIKELY RANDOM EXPERIMENT

If there are n total outcomes,

number of outcomes in B
P (B ) =
n

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 39 / 66

 Probability Rules Conditional Probability

EQUALLY LIKELY RANDOM EXPERIMENT

If there are n total outcomes,

number of outcomes in B
P (B ) =
n
Also,
number of outcomes in A ∩ B
P (A ∩ B ) =
n

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 39 / 66

 Probability Rules Conditional Probability

EQUALLY LIKELY RANDOM EXPERIMENT

If there are n total outcomes,

number of outcomes in B
P (B ) =
n
Also,
number of outcomes in A ∩ B
P (A ∩ B ) =
n
Consequently,
P (A ∩ B ) number of outcomes in A ∩ B
=
P (B ) number of outcomes in B
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 39 / 66
 Probability Rules Conditional Probability

EXAMPLE 3.5
The table provides an example of 400 parts classified
by surface flaws and as (functionally) defective.

10 40 10
P (D ∩ F ) = ; P (F ) = ⇒ P (D|F ) =
400 400 40

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 40 / 66

 Probability Rules Conditional Probability

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 41 / 66

 Probability Rules Multiplication Rule

MULTIPLICATION RULE FOR 2 EVENTS

CORROLARY 3.2

P (A ∩ B ) = P (B |A)P (A) = P (A|B )P (B ) (9)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 42 / 66

 Probability Rules Multiplication Rule

EXAMPLE 3.6 (MACHINING STAGES)

The probability that the first stage of a numerically
controlled machining operation for high-rpm pistons
meets specifications is 0.90. Failure are due to metal
variations, fixture alignment, cutting blade
condition,vibration, and ambient environmental
conditions. Given that the first stage meets
specifications, the probability that a second stage of
machining meets specifications is 0.95. What is the
probability that both stages meet specifications?

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 43 / 66

 Probability Rules Multiplication Rule

SOLUTION

Let A be the event that the first stage meets

specifications.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 44 / 66

 Probability Rules Multiplication Rule

SOLUTION

Let A be the event that the first stage meets

specifications.
Let B be the event that the second stage meets
specifications.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 44 / 66

 Probability Rules Multiplication Rule

SOLUTION

Let A be the event that the first stage meets

specifications.
Let B be the event that the second stage meets
specifications.
A ∩ B is the event that both stages meet
specifications.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 44 / 66

 Probability Rules Multiplication Rule

SOLUTION

Let A be the event that the first stage meets

specifications.
Let B be the event that the second stage meets
specifications.
A ∩ B is the event that both stages meet
specifications.
Given that the first stage meets specifications,
the probability that a second stage of machining
meets specifications is P (B |A)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 44 / 66

 Probability Rules Multiplication Rule

SOLUTION

Let A be the event that the first stage meets

specifications.
Let B be the event that the second stage meets
specifications.
A ∩ B is the event that both stages meet
specifications.
Given that the first stage meets specifications,
the probability that a second stage of machining
meets specifications is P (B |A)
P (A ∩ B ) = P (B |A).P (A) = 0.95 × 0.90 = 0.855

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 44 / 66

 Probability Rules Independence

DEFINITION 3.4
Two events A and B are independent if the
chance that A will occur or has occurred is
NOT affected by knowledge that B has
occurred. Otherwise they are dependent.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 45 / 66

 Probability Rules Independence

INDEPENDENCE ( TWO EVENTS)

THEOREM 3.3
Two events A and B are independent if any
one of the following equivalent statements is
true:
1
P (A|B ) = P (A)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 46 / 66

 Probability Rules Independence

INDEPENDENCE ( TWO EVENTS)

THEOREM 3.3
Two events A and B are independent if any
one of the following equivalent statements is
true:
1
P (A|B ) = P (A)
2
P (B |A) = P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 46 / 66

 Probability Rules Independence

INDEPENDENCE ( TWO EVENTS)

THEOREM 3.3
Two events A and B are independent if any
one of the following equivalent statements is
true:
1
P (A|B ) = P (A)
2
P (B |A) = P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 46 / 66

 Probability Rules Independence

MULTIPLICATION RULE FOR INDEPENDENT EVENTS

THEOREM 3.4
A and B are independent if and only if

P (A ∩ B ) = P (A).P (B ) (10)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 47 / 66

 Probability Rules Independence

MULTIPLICATION RULE FOR INDEPENDENT EVENTS

THEOREM 3.4
A and B are independent if and only if

P (A ∩ B ) = P (A).P (B ) (10)

P (A ∩ B ) = P (A|B ).P (B ) = P (A).P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 47 / 66

 Probability Rules Independence

EXAMPLE 3.7 (SERIES CIRCUIT )

The following circuit operates only if there is a path of
functional devices from left to right. The probability
that each device functions is shown on the graph.

Let L and R denote the events that the left and right
devices operate, respectively. There is a path only if
both operate. The probability that the circuit operates
is
P (L ∩ R) = P (L).P (R) = 0.8 × 0.9 = 0.72
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 48 / 66
 Probability Rules Corollary of Additional and Multiplication Rules

INCLUSION-EXCLUSION

THEOREM 3.5

P (A ∪ B ) = P (A) + P (B ) − P (A ∩ B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 49 / 66

 Probability Rules Corollary of Additional and Multiplication Rules

PROOF.

We have
P (A ∪ B ) = P (A ∪ A c B ) = P (A) + P (A c B )
Furthermore,
P (B ) = P (AB ∪ A c B ) = P (AB ) + P (A c B )
⇒ P (A c B ) = P (B ) − P (AB )
Therefore,
P (A ∪ B ) = P (A) + P (B ) − P (AB )
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 50 / 66
 Probability Rules Corollary of Additional and Multiplication Rules

EXAMPLE 3.8
Jack is taking 2 books along on his holiday
vacation. With probability 0.5, he will like
the first book; with probability 0.4, he will
like the second book; and with probability
0.3, he will like both books. What is the
probability that he likes neither book?

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 51 / 66

 Probability Rules Corollary of Additional and Multiplication Rules

SOLUTION

Let B i denote the event that Jack likes book

i , i = 1, 2

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 52 / 66

 Probability Rules Corollary of Additional and Multiplication Rules

SOLUTION

Let B i denote the event that Jack likes book

i , i = 1, 2
Then the probability that he likes at least one of
the 2 books is
P (B 1 ∪ B 2 ) = P (B 1 ) + P (B 2 ) − P (B 1 B 2 ) = .5 + .4 − .3 = .6

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 52 / 66

 Probability Rules Corollary of Additional and Multiplication Rules

SOLUTION

Let B i denote the event that Jack likes book

i , i = 1, 2
Then the probability that he likes at least one of
the 2 books is
P (B 1 ∪ B 2 ) = P (B 1 ) + P (B 2 ) − P (B 1 B 2 ) = .5 + .4 − .3 = .6

Because the event that Jack likes neither book is

the complement of the event that he likes at least
one of them, we obtain the result
³ ´
P (B 1c B 2c ) = P c
(B 1 ∪ B 2 ) = 1 − P (B 1 ∪ B 2 ) = 0.4
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 52 / 66
 Probability Rules Corollary of Additional and Multiplication Rules

CORROLARY 3.3
For any three events A, B, and C ,
P (A ∪ B ∪C ) = P (A) + P (B ) + P (C )

−P (A ∩ B ) − P (A ∩C ) − P (B ∩C ) + P (A ∩ B ∩C )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 53 / 66

 Probability Rules Corollary of Additional and Multiplication Rules

PROOF.

By theorem (3.5), we have

³ ´
P (A ∪ B ∪C ) = P (A ∪ B ) ∪C =
³ ´
= P (A ∪ B ) + P (C ) − P (A ∪ B )C
Now, it follows from the distributive law that the
events (A ∪ B )C and AC ∪ BC are equivalent; hence,
we obtain
P (A ∪ B ∪C ) = P (A ∪ B ) + P (C ) − P (AC ∪ BC )
= P (A)+P (B )−P (AB )+P (C )−P (AC )−P (BC )+P (AC BC ) =
= P (A) + P (B ) + P (C ) − P (AB ) − P (AC ) − P (BC ) + P (ABC )
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 54 / 66
 Probability Rules The Total Probability Rule

THE TOTAL PROBABILITY RULE (TWO EVENTS)

THEOREM 3.6
For any events A and B ,

P (B ) = P (B ∩ A) + P (B ∩ A c ) (11)

P (B ) = P (B |A)P (A) + P (B |A c )P (A c ) (12)

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 55 / 66

 Probability Rules The Total Probability Rule

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 56 / 66

 Probability Rules The Total Probability Rule

DEFINITION 3.5
The events E 1, E 2, . . . , E n are exhaustive if one
E i must occur, so that E 1 ∪ E 2 ∪ . . . ∪ E n = S.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 57 / 66

 Probability Rules The Total Probability Rule

THE TOTAL PROBABILITY RULE (MULTIPLE EVENTS)

THEOREM 3.7
Assume E 1, E 2, . . . , E n are mutually exclusive
and exhaustive events. Then for any other
event B
P (B ) = P (B ∩ E 1 ) + P (B ∩ E 2 ) + . . . + P (B ∩ E n )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 58 / 66

 Probability Rules The Total Probability Rule

THE TOTAL PROBABILITY RULE (MULTIPLE EVENTS)

THEOREM 3.7
Assume E 1, E 2, . . . , E n are mutually exclusive
and exhaustive events. Then for any other
event B
P (B ) = P (B ∩ E 1 ) + P (B ∩ E 2 ) + . . . + P (B ∩ E n )

P (B ) = P (B |E 1 )P (E 1 ) + P (B |E 2 )P (E 2 ) + . . . + P (B |E n )P (E n )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 58 / 66

 Probability Rules The Total Probability Rule

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 59 / 66

 Probability Rules The Total Probability Rule

EXAMPLE 3.9
An individual has 3 different email accounts.
Most of her messages, in fact 70%, come into
account #1, whereas 20% come into account
#2 and the remaining 10% into account #3.
Of the messages into account #1, only 1% are
spam, whereas the corresponding
percentages for account #2 and #3 are 2%
and 5%, respectively. What is the probability
that a randomly selected message is spam?
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 60 / 66
 Probability Rules The Total Probability Rule

n o
A i = message is from account #i , i = 1, 2, 3.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 61 / 66

 Probability Rules The Total Probability Rule

n o
A i = message is from account #i , i = 1, 2, 3.
n o
B = message is spam
Then the given percentages imply that

P (A 1 ) = 0.70; P (A 2 ) = 0.20; P (A 3 ) = 0.10

P (B |A 1 ) = 0.01; P (B |A 2 ) = 0.02; P (B |A 3 ) = 0.05

⇒ P (B ) = P (B |A 1 )P (A 1 ) + P (B |A 2 )P (A 2 ) + P (B |A 2 )P (A 2 )
= 0.01 × 0.70 + 0.02 × 0.20 + 0.05 × 0.10 = 0.016.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 61 / 66

 Probability Rules The Total Probability Rule

n o
A i = message is from account #i , i = 1, 2, 3.
n o
B = message is spam
Then the given percentages imply that

P (A 1 ) = 0.70; P (A 2 ) = 0.20; P (A 3 ) = 0.10

P (B |A 1 ) = 0.01; P (B |A 2 ) = 0.02; P (B |A 3 ) = 0.05

⇒ P (B ) = P (B |A 1 )P (A 1 ) + P (B |A 2 )P (A 2 ) + P (B |A 2 )P (A 2 )
= 0.01 × 0.70 + 0.02 × 0.20 + 0.05 × 0.10 = 0.016.
In the long run, 1.6% of this individual’s messages
will be spam.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 61 / 66
 Probability Rules Bayes’ Theorem

THEOREM 3.8 (BAYES’ THEOREM)

Let E 1, E 2, . . . , E n be a collection of n mutually
exclusive and exhaustive events with prior
probabilities P (E i )(i = 1, 2, . . . , n). Then for
any other event B for which P (B ) > 0, the
posterior probability of E i given that B has
occurred is
P (B |E i )P (E i )
P (E i |B ) = , i = 1, n (13)
P (B )

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 62 / 66

 Probability Rules Bayes’ Theorem

EXAMPLE 3.10 (MEDICAL DIAGNOSTIC)

Because a new medical procedure has been shown to
be effective in the early detection of an illness, a
medical screening of the population is proposed. The
probability that the test correctly identifies someone
with the illness as positive (known as the sensitivity)
is 0.99, and the probability that the test correctly
identifies someone without the illness as negative
(known as the specificity) is 0.95. The incidence of the
illness in the general population is 0.0001. You take
the test, and the result is positive. What is the
probability that you have the illness?

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 63 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Let S denote the event that the test signals
positive.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Let S denote the event that the test signals
positive.
The probability requested can be denoted as
P (D|S).

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Let S denote the event that the test signals
positive.
The probability requested can be denoted as
P (D|S).
The probability that the test correctly identifies
someone with the illness as positive is
P (S|D) = 0.99

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Let S denote the event that the test signals
positive.
The probability requested can be denoted as
P (D|S).
The probability that the test correctly identifies
someone with the illness as positive is
P (S|D) = 0.99
The probability that the test correctly identifies
someone without the illness as negative is
P (S ′ |D ′ ) = 0.95.

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66

 Probability Rules Bayes’ Theorem

Let D denote the event that you have the illness.

Let S denote the event that the test signals
positive.
The probability requested can be denoted as
P (D|S).
The probability that the test correctly identifies
someone with the illness as positive is
P (S|D) = 0.99
The probability that the test correctly identifies
someone without the illness as negative is
P (S ′ |D ′ ) = 0.95.
Consequently, the probability of a positive test
without illness is P (S|D ′ ) = 1 − P (S ′ |D ′ ) = 0.05.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 64 / 66
 Probability Rules Bayes’ Theorem

The incidence of the illness in the general

population is
P (D) = 0.0001 ⇒ P (D ′ ) = 1 − P (D) = 0.9999

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 65 / 66

 Probability Rules Bayes’ Theorem

The incidence of the illness in the general

population is
P (D) = 0.0001 ⇒ P (D ′ ) = 1 − P (D) = 0.9999
From Bayes’ theorem
P (S|D).P (D) P (S|D).P (D)
P (D|S) = =
P (S) P (S|D).P (D) + P (S|D ′ ).P (D ′ )
0.99 × 0.0001 1
= = ≈ 0.002
0.99 × 0.0001 + 0.05 × 0.9999 506

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 65 / 66

 Probability Rules Bayes’ Theorem

The incidence of the illness in the general

population is
P (D) = 0.0001 ⇒ P (D ′ ) = 1 − P (D) = 0.9999
From Bayes’ theorem
P (S|D).P (D) P (S|D).P (D)
P (D|S) = =
P (S) P (S|D).P (D) + P (S|D ′ ).P (D ′ )
0.99 × 0.0001 1
= = ≈ 0.002
0.99 × 0.0001 + 0.05 × 0.9999 506
The probability that the illness is present given a positive result
from the test is only 0.002. Surprisingly, even though the test is
effective, in the sense that the sensitivity and specificity are
both high, because the incidence of the illness in the general
population is low, the chance is quite small that you actually
have the disease even with a positive result.
Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 65 / 66
 Probability Rules Bayes’ Theorem

THANK YOU FOR YOUR ATTENTION

Dr. Lê Xuân Đại (HCMUT-OISP) PROBABILITY HCMC — 2024. 66 / 66