1

Unit Five
Elementary Probability

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2 Introduction
 Probability Theory:
 A theory that deals with chance/likelihood/ of occurrence of an event
 A theory that is used to evaluate uncertainty in making decisions
 It is foundation for the logic of making inference
 Where to use Probability?
o Statistics: in making inferences
o Quality Control: assessing product
o Finance: Risk assessment and portfolio
management quality and reliability.
o Insurance: To calculate premiums and assess
o Sports: to analyze performance, predict
risk.
o Machine Learning: Algorithms often rely on outcomes, and set betting odds.
probabilistic models for predictions and
o Telecommunications: modeling and
classifications.
o Game Theory: To analyzing strategies in predicting network traffic and reliability.
competitive situations.
o Artificial Intelligence: Probabilistic
o Healthcare: Used in clinical trials and
epidemiology to understand the likelihood of reasoning is fundamental in decision-
events and outcomes.
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3 Points from Set Theory
 For Any three sets A,B and C

 𝐴 ∪ 𝐵 = 𝐵 ∪ 𝐴 𝑎𝑛𝑑 𝐴 ∩ 𝐵 = 𝐵 ∩ 𝐴 𝐶𝑜𝑚𝑚𝑢𝑡𝑎𝑡𝑖𝑣𝑒 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦

 𝐴 ∪ 𝐵 ∪ 𝐶 = 𝐴 ∪ 𝐵 ∪ 𝐶 𝑎𝑛𝑑𝐴 ∩ 𝐵 ∩ 𝐶 = 𝐴 ∩ 𝐵 ∩ 𝐶

 𝐴∪ 𝐵∩𝐶 = 𝐴∪𝐵 ∩ 𝐴∪𝐶 Distributive Property

 𝐴∩ 𝐵∪𝐶 = 𝐴∩𝐵 ∪ 𝐴∩𝐶

 (𝐴𝑐 )𝑐 = A

 𝐴 ∩ 𝑆 = 𝐴; 𝐴 ∪ 𝑆 = 𝑆; 𝐴 ∩ ∅ = ∅, 𝐴∪∅=𝐴

 (𝐴 ∩ 𝐵) 𝐶 = 𝐴𝑐 ∪ 𝐵𝐶 and (𝐴 ∪ 𝐵) 𝐶 = 𝐴𝑐 ∩ 𝐵𝐶 Demorgan’s Rule

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4 Definition of Terms/Phrases
 Random Experiment(RE): An experiment whose outcomes are not predetermined.
 Tossing a coin, Measuring lifetime of bulb, rolling a die, …
 Outcome – result of a trial of RE.
 Equally likely outcomes : All possible Outcomes of RE have equal chance to occur
 Sample Space(S): Set of all possible outcome of a RE.
o Tossing a balanced coin S={H,T}
o Rolling a die S = {1,2,3,4,5,6}
o Lifetime: S = {t: 0<t<T }
 Event: Any Subset E of S. E={H}, F={T}, G={}, H={H,T}
 Mutually Exclusive Events: Events that cannot occur same time
I.E. Have no element in common E={H} and F={T}
 complement of an event: For event A, complement of A, 𝐴𝑐 𝑜𝑟𝐴′ is non-occurrence of A
 Independent events : Two events are independent if the occurrence or non occurrence
one event has no impact on the other. i.e. A and B are independent if P(AnB)=P(A)*P(B)
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5 Definition of Probability
 Classical Approach:
 Given random experiment with n equally likely
outcomes. Let S be sample space and E be an
event which has m outcomes. Then the
probability of E is defined as:
𝑷 𝑬 = 𝒎/𝒏
Example:
In the experiment of rolling a fair four sided die twice, i/j 1 2 3 4
find the probability of an event E consisting the sum of
the numbers that the die lands on is a prime number. 1 2 3 4 5
2 3 4 5 6
Solution: S={(i,j): i,j = 1, 2,3,4} then 3 4 5 6 7
𝑛(𝐸) 9
E= Green Shaded Cells thus, P (E) = 𝑛 = 16 4 5 6 7 8
𝑆

 Drawback, equally likely…,

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6 Definition …
 Relative Frequency Approach
 Defines an event's probability as the limit of its relative frequency in infinitely many trials
(the long-run probability).
 IF a random experiment is repeated N times and an Event A occurs m times, then the
𝑚
relative frequency of occurrence of A is .
𝑁
𝑚 𝑚
If converges to a limit as 𝑵 → ∞ then we say P(A) = .
𝑁 𝑁

Example

Total Number of Flips(N) 200 500 1000 2000 5000

Number of heads observed(m) 104 259 495 1006 2498
Relative Frequency(m/N) .52 .518 .495 .503 .4996

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7 Definition …
 Example:
The national center for health statistics reported that of every 539 deaths in
recent years, 24 resulted that from automobile accident, 182 from cancer,
and 353 from other disease. What is the probability that particular death is due
to an automobile accident?
Solution: P (death due to automobile) = number of death due to automobile
/total death =24/539
 Drawback: how large is enough?

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8 Definition …
 Axiomatic Approach/Kolmogorov axioms/:
P
 Defines probability as function P: 𝑺 𝟎, 𝟏 satisfying three axioms
 Axiom 1: For any event A, 𝑃 𝐴 ≥ 0 [Non-Negativity]
 Axiom 2: 𝑃 𝑆 = 1 [ Norm]
 Axiom 3: For mutually Exclusive Events A and B, P(AUB)=P(A)+P(B) [addition Rule]
For mutually Exclusive Events 𝐴1 , 𝐴2 , … , 𝐴𝑛 , Then 𝑃 ‫=𝑖𝑛ڂ‬1 𝐴𝑖 = σ𝑛𝑖=1 𝑃 𝐴𝑖
 Important Results/Rules/:
 𝐹𝑜𝑟 𝑎𝑛𝑦 𝑒𝑣𝑒𝑛𝑡 𝐴, 𝑃 𝐴𝑐 = 1 − 𝑃 𝐴 [ Negation]
 𝐹𝑜𝑟 𝑎𝑛𝑦 𝑡𝑤𝑜 𝑒𝑣𝑒𝑛𝑡𝑠 𝐴 𝑎𝑛𝑑 𝐵, 𝑃 𝐴 = 𝑃 𝐴 ∩ 𝐵 +𝑃 𝐴 ∩ 𝐵𝑐 [marginalization]
 𝐹𝑜𝑟 𝑎𝑛𝑦 𝑡𝑤𝑜 𝑒𝑣𝑒𝑛𝑡𝑠 𝐴 𝑎𝑛𝑑 𝐵, 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 - 𝑃 𝐴 ∩ 𝐵 [Inclusion]
 If event B occurs together with any of n mutually exclusive events 𝐴1 , 𝐴2 , … , 𝐴𝑛 , then
P(B) = σ𝒏𝒊=𝟏 𝑷 𝑩 ∩ 𝑨𝒊 . (Total Probability)

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9 Example
 The following table summarizes number of people who are fan of two teams A
and B Men women Boys Girls Total
Team A 29 27 332 318 706
Team B 35 18 1360 104 1517
Total 64 45 1692 422 2223

 If one of the fans is randomly selected, find the probability of getting someone
who is woman or child. (2223-64)/2223 = .9712
 If one of the fans is randomly selected, find the probability of getting someone
who is fan of Team A. 706/2223 = 0.3176
 If one of them is randomly selected, find the probability of getting someone
who is child or fan of team A. p(child)+p(TeamA) – p(teamA and Child)
=0.950967 + 0.3176 - 0.292398 =0.976158

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10 Example
Sixty percent of the families in a certain community have their own car, thirty percent
have their own home, and twenty percent have both their own car and own home. If
a family is randomly chosen,
a) what is the probability that this family do not have a car?
b) what is the probability that this family owns a car or a house?
c) what is the probability that this family owns a car or a house but not both?
d) what is the probability that this family owns only a house?
e) what is the probability that this family neither owns a car nor a house?

 Solution: Let A represent that the family owns a car and B represents that the family
owns a house.
P(A)=0.6, P(B)=0.3, and P(AnB)=0.2.

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11 Example …
a) Required: P(Ac)
P(Ac)=1-P(A) = 1-0.6 = 0.4
b) Required: P(AUB)
P(AUB) = P(A) + P(B) - P(AnB)
= 0.6 + 0.3 - 0.2 = 0.7
c) Required: P((AnBc)U(AcnB))
P((AnBc)U(AcnB)) = P(AnBc)+P(AcnB)
= [P(A)-P(AnB)]+[P(B)-P(AnB)]
= [0.6 - 0.2]+[0.3 - 0.2]=0.5
d) Required: P(Ac n B)
P(Ac n B) = P(B) - P(AnB) = 0.3 - 0.2 = 0.1
e) Required: P(AcnBc)
P(AcnBc) = P((AUB)c) = 1-P(AUB) = 1-0.7 = 0.3

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12 Counting Rules
 Techniques that help us to determine the number of possible ways that an
evet can occur without enumerating.
 Addition Rule
o If a task can be accomplished by k distinct procedures where the ith
procedure has ni alternatives, then the total number of ways of
accomplishing the task equals n1 + n2+…+nk

o Example: Suppose one wants to purchase a certain commodity and

that this commodity is on sale in 5 government owned shops, 6 public
shops and 10 private shops. How many alternatives are there for the
person to purchase this commodity?
o Sol. 5+6+10 = 21 ways

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13 Counting Rules
 Multiplication Rule/and rule/
o If a task can be accomplished in k steps of which the first can be made
in n1 ways, for each of these the second can be made in n2 ways,…,
and for each of these the kth can be made in nk ways, then the whole
task can be done in n1.n2….nk ways.
o Example: If we can go from Addis Ababa to Rome in 2 ways and from
Rome to Washington D.C. in 3 ways then the number of ways in which
we can go from Addis Ababa to Rome to Washington D.C. is 2x3 ways
W
or 6 ways. We may illustrate the situation by using a tree diagram below:
W
R
A W

R W
How many 4-digit debit card personal identification
W
numbers (PIN) can be made? W

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14 Counting Rules
 Permutations:
 Permutation: Deals on arrangement of 𝑛 objects in a specific order. In this case order is
crucial
 Factorial:
 For a positive integer n, factorial of n is defined as 𝒏! = 𝒏 × (𝒏 − 𝟏) × ⋯ × 𝟏
 0! = 1

 For n distinct objects, the number of permutation i.e. arrangements of the n objects is
given by 𝑷𝒏 = 𝒏!
 For n distinct objects, the number of permutation of n objects r of them taken at a time
𝒏!
n𝑷𝒓 =
𝒏−𝒓 !

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15 Counting …

❖ For n distinct objects, the number of

distinct arrangements around a
circular plate is given by 𝑷𝒏 = (𝒏 − 𝟏)!

❖ For n objects, in which n1 are alike, n2 are

alike, … nk are alike where n1+n2+..nk =n,
the number of distinct arrangements of the
𝒏!
n objects is given by n𝑷𝒏𝟏 𝒏𝟐 …𝒏𝒌 =
𝒏𝟏 !×𝒏𝟐 !×⋯𝒏𝒌 !

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16 Counting …
 Example - Permutation
 A painter has 5 paints. In how many ways can he arrange his paints on a wall?
 In a completion, there are 8 contestants. In how many ways can we award for
1st , 2nd and 3rd place prizes?

 Abebe, Baye, Juhar and Petros are friends and went for dinner. In how many
distinct ways they can be seated around a dinning table?

 If Every arrangement of the letters gives meaning, how many distinct words can
be formed from the word ‘COCONUT’?

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17 Counting …
 Combination
 The number of ways in which we can select r objects from n objects in
which order has no effect – called combination
 The combination of n objects r taken at a time is defined as:
𝑛 𝑛!
𝐶𝑟𝑛 = =
𝑟 𝑟! × 𝑛 − 𝑟 !
 Examples : In how many ways a committee of 5 people be chosen out of 9
people?
𝑛 𝑛! 𝑛 9!
Solutions: = 𝑟! 𝑛−𝑟 ! = = 5! 9−5 ! = 125 ways
𝑟 𝑟

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18
Conditional Probability
 Gives a way to compute probability of an event given some information on
occurrence of another event.
 For two events A and B, the probability that event A will occur given that B has
already occurred is called conditional probability of event A. denoted and
defined as
𝑷(𝑨∩𝑩)
𝑷 𝑨|𝑩 = , 𝑷(𝑩) ≠𝟎
𝑷(𝑩)
 Example:
1. A Math teacher gave her class two tests. 25% of the class passed both tests and
42% of the class passed the first test. What percent of those who passed the first
test also passed the second test?
2. A jar contains black and white marbles. Two marbles are chosen without
replacement. The probability of selecting a black marble and then a white marble
is 0.34, and the probability of selecting a black marble on the first draw is 0.47.
What is the probability of selecting a white marble on the second draw, given that
the first marble drawn was black?
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19 Conditional Probability - Multiplication rule
▪ For Two Events: 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 × 𝑃 𝐵|𝐴
= 𝑃 𝐵 × 𝑃 𝐴|𝐵
(Called Multiplication rule)
▪ For three events A, B and C:
𝑃 𝐴 ∩ 𝐵 ∩ 𝐶 = 𝑃 𝐴 × 𝑃 𝐵|𝐴 × 𝑃 𝐶 𝐴 ∩ 𝐵
▪ 𝐹𝑜𝑟 𝑛 𝑒𝑣𝑒𝑛𝑡𝑠 𝐴1 , 𝐴2 , … , 𝐴𝑛 ,
𝑛 𝑛−1

𝑃 ሩ 𝐴𝑖 = 𝑃 𝐴1 × 𝑃 𝐴2 𝐴1 × 𝑃 𝐴3 𝐴1 ∩ 𝐴2 × ⋯ × 𝑃 𝐴𝑛 | ሩ 𝐴𝑖
𝑖=1 𝑖=1

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 Bayes’ Rule
20
Bayes Theorem Allows us to calculate the probability of an event or predictive value of
an outcome of a test based on prior Knowledge of the conditions related to the event

For two events A and B:

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21
Bayes’ Rule
Example:

80% of rainy afternoons start with cloudy mornings, 40% of mornings

are cloudy and 10% of afternoons are rainy. Given clouds in the
morning, what is the probability of rain in the afternoon.
Knowing: P(cloudy mornings | rainy afternoons)
We calculate: P(rainy afternoons | cloudy mornings)

𝑃(𝑐𝑙𝑜𝑢𝑑𝑠|𝑟𝑎𝑖𝑛)×𝑃(𝑟𝑎𝑖𝑛) 0.8×0.1
𝑃 𝑟𝑎𝑖𝑛 𝐶𝑙𝑜𝑢𝑑𝑠) = = = 0.2
𝑃(𝐶𝑙𝑜𝑢𝑑𝑠) 0.4

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 Example
22  Covid19 test results of 99 subjects is summarized as in the table:
a. What is the probability that a test is positive given that subject has the disease?
(Sensitivity, power, hit rate, TPR ) [Designating Positives as positive]
b. What is the probability that the test result is Negative given that the subject has no the
disease? (Specificity, TNR, Selectivity) [Designating negatives as negative!]
 Sol.
Test RP Test RN Total
 A = a subject has the disease, i.e. P(A) = 85/99
SP 80 5 85
 B = a test result is positive, i.e. P(B)=83/99
SN 3 11 14
𝑃(𝐴∩𝐵) 80/99 80
a) P(B|A) = = = = .941 Total 83 16 99
𝑃(𝐴) 85/99 85

𝑃(𝐴𝑐 ∩𝐵 𝐶 ) 11/99 11
b) P(𝐵 |𝐴 ) =
𝑐 𝑐
= = ppv
𝑃(𝐴𝑐 ) 14/99 14

Accuracy of the test? [91/99]

Precision of the test? [80/83] = P(A|B) = [Positive predictive value]
 Note: P(A|B) ≠ P(B|A)

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23

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24 Exercise
1. Suppose 30% of the girls in a class received an A on the
test and 25% of the boys received an A. The class is 60%
girls. Given that a person chosen at random received
an A, what is the probability this person is a girl?

2. Suppose 36% of families own a dog, 30% of families own

a cat, and 22% of the families that have a dog also
have a cat. A family is chosen at random and found to
have a cat. What is the probability they also own a
dog?

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25 Independence
 By definition two events A and B are independent if the occurrence of one
has no effect on the other. That means P(A|B) = P(A) and P(B|A) = P(B)
P A∩B
 P(A|B) = P(A) → =P A → P A ∩ B = P(A) × P(B)
P(B)

Example:
The probability that each relay closes in the circuit shown below is 0.9 Assuming
that each relay functions independently of the others, find the probability that
current can flow from L to R
 Let E be the event that current flows from left to right
 if A and B are closed OR C and D are closed
 E= 𝐴 ∩𝐵 ∪ 𝐶∩D
 P(E)=P( 𝐴 ∩ 𝐵 ∪ 𝐶 ∩ D ) = P( 𝐴 ∩ 𝐵 )+P( 𝐶 ∩ 𝐷 ) - P( 𝐴 ∩ 𝐵 ∩ (𝐶 ∩ 𝐷)) (by
Independence)

=P(A)*P(B) +P(C)*P(D) –P(A)*P(B)*P(C)*P(D)

=2*0.9*.9 - .9*.9*.9*.9 = 1.62 - .6561 = 0.9639
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26 Example

At a college:
54% of students are female
25% of students are majoring in engineering.
15% of female students are majoring in engineering.
Event E = student is majoring in engineering
Event F = student is female
Are events E and F independent? Use probabilities to justify
your conclusion.
Find P(E∩F)

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27 Independent Events …

 If A and B are independent:

o A’ and B’ are also independent
o A’ and B are also independent
o B’ and A are also independent

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28

Thank You All!!

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