Introduction to Probability

Probability: Probability is the branch of mathematics concerning numerical

descriptions of how likely an event is to occur or how likely it is that a proposition
is true.

The term probability relates with the game of chances such as, the tossing a coin,
throwing of a die, drawing cards from a bridge deck etc. in which, the outcomes of
a trial is uncertain, but the total number of possible outcomes are known before
trial.

Although the outcomes of a particular trial are uncertain, there are predictable long
term outcome. For example it is difficult to say whether tomorrow will be rain or
not, but after a long term observations, one can easily predict the probability of this
event.

In the science of genetics, it is uncertain whether a newly born child will be male
or female, but the male and female birth rate of a community can be known
satisfactorily. Similarly, in demography it is difficult to say Mr. X will die at age
30, but life table of a community can be constructed at every age.

The Terminology of Probability:

Experiment: Experiment is an act that can be repeated under given conditions.
Example:Rolling a die and observing the number that is rolled in a probability
experiment.
Outcomes: The results of an experiment are known as outcomes.
Sample Space: The set of all possible outcomes of a statistical experiment is
called the sample space and is represented by the symbol S or .

o The sample space S, of possible outcomes when a coin is flipped, may be

written as
S = {H, T},
where H and T correspond to heads and tails, respectively.
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 o The sample space when rolling a die has six outcomes.

{1, 2, 3, 4, 5, 6}

Events: One or more outcomes of an experiment constitute an event. Or, any

subset of the sample space (S) is called an event.

Equally likely outcomes: Equally likely means that each outcome of an

experiment occurs with equal probability. For example, if you toss a fair, six-sided
die, each face (1, 2, 3, 4, 5, or 6) is as likely to occur as any other face. If you toss a
fair coin, a Head (H) and a Tail (T) are equally likely to occur. If you randomly
guess the answer to a true/false question on an exam, you are equally likely to
select a correct answer or an incorrect answer.
Mutually exclusive outcomes: Outcomes or cases are said to be mutually
exclusive if the happening of any one of them precludes (stop, prevent) the
happing of all others. Example: (i) In tossing a coin, the outcomes head and tail are
mutually exclusive. (ii) The newly born child will be a male and female are
mutually exclusive.
Exhaustive (Full, Complete) outcomes: Outcomes of an experiment are said to
be exhaustive if they include all possible outcomes. Example: In drawing a card
from bridge deck, exhaustive number of outcomes are 52. (ii) In throwing a die,
exhaustive number of outcomes are 6.
Random Experiment: Experiments are called random experiments if the
outcomes depend on chance and cannot be predicted with certainty. Example: (i)
Tossing a coin. (ii) Throwing of a die etc.
Classical or mathematical definition of Probability: If there are „n‟ mutually
exclusive, equally likely and exhaustive outcomes of an experiment and it „m‟ of
these outcomes are favourable to an event A, then the probability of the event A
which is denoted by P(A) is defined by
Favourable outcomes in event A m
P (A)  
Total number of outcomes in sample space n

Range of probability: P(A) is non negative and not greater than unity i.e.

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 0 ≤P(A) ≤1.

Probability “0” means impossible to occur; “1” means certain to occur and 0.5
means even chance.

Example-1: Tickets are numbered from 1 to 100. They are well shuffled and a
ticket is drawn at random. What is the probability that the drawn ticket has (a) an
odd number (b) a number 4 or multiple of 4 (c) a number which is greater than 70
(d) a number which is a square?

Solution: Here are 100 tickets, the total number of exhaustive, mutually exclusive
and equally likely cases is 100.

(a) Let A denote the event that the ticket drawn has an odd number. Since there 50
odd numbered tickets, the number of cases favourable to the event A is 50, 
.

(b) Let B denote the event that the drawn ticket has a number 4 or multiple of 4.
The numbers favourable to event B are 4, 8, 12, 16, 20 …. 92, 96, 100. The total
number of cases will be [100/25] = 25.  .

(c) Let C be the event that the drawn ticket has a no greater than 70. Since the No.
greater than 70 are 71, 72 …… 100. Therefore 30 cases are favourable to the event
C.  .

(d) Let D be the event that the drawn ticket has a number which is a square. Since
the squares between 1 to 100 are 1, 4, 9, 16, 25, 36, 49, 64, 81, 100.  .

Example 2: In some experiments, it is helpful to list the elements of the sample

space systematically by means of a tree diagram. Toss a fair coin twice and hence
find the sample spance. What is the probability of observing at least one head?

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 1st coin 2st coin Ei P( Ei)

H HH 1/4
H
T HT 1/4

H TH 1/4
T
T TT 1/4

Example 3: Suppose that three items are selected at random from a manufacturing
process. Each item is inspected and classified defective, D, or nondefective, N. To
list the elements of the sample space providing the most information, we construct
the tree diagram given below. Thus, the sample space is

S = {DDD, DDN, DND, DNN, NDD, NDN, NND, NNN}

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Counting Sample Points:
In many cases, we shall be able to solve a probability problem by counting the
number of points in the sample space without actually listing each element.

Rule1: If an operation can be performed in n1 ways, and if for each of these ways a
second operation can be performed in n2 ways, then the two operations can be
performed together in n1n2 ways.

Example: How many sample points are there in the sample space when a pair of
dice is thrown once?

Solution : The first die can land face-up in any one of n1 = 6 ways. For each of
these 6 ways, the second die can also land face-up in n2 = 6 ways. Therefore, the
pair of dice can land in n1n2 = 6.6 = 36 possible ways.

Rule2: If an operation can be performed in n1 ways, and if for each of these a

second operation can be performed in n2 ways, and for each of the first two a third
operation can be performed in n3 ways, and so forth, then the sequence of k
operations can be performed in n1.n2 · · · nk ways.

Example: Sam is going to assemble a computer by himself. He has the choice of

chips from two brands, a hard drive from four, memory from three, and an
accessory bundle from five local stores. How many different ways can Sam order
the parts?
Solution : Since n1 = 2, n2 = 4, n3 = 3, and n4 = 5, there are
n1 × n2 × n3 × n4 = 2× 4 × 3 × 5 = 120
different ways to order the parts.

Permutation:
A permutation is an ordered arrangement of objects. Frequently, we are
interested in a sample space that contains as elements all possible orders or
arrangements of a group of objects. For example, we may want to know how many
different arrangements are possible for sitting 6 people around a table, or we may

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ask how many different orders are possible for drawing 2 lotterytickets from a total
of 20. The different arrangements are called permutations.

The number of permutations of n distinct objects taken r at a time is

nPr =

Example: Given 3 students, Bob, Mike, and Alex, how many different ways can
these three students be seated in the three-seated row in the cinema hall?

i. B M A
ii. B A M
iii. M B A
iv. M A B
v. A M B
vi. A B M

3!
Pr   (3)(2)(1)  6
0!

Example: A lock consists of five parts and can be assembled in any order. A
quality control engineer wants to test each order for efficiency of assembly. How
many orders are there?

[The order of the choice is important!]

5!
nPr   5(4)(3)(2)(1)  120
0!

Example: How many ways can a president vice-president, and secretary be

selected from a committee of 7 people?

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Combination:

A combination is a selection of r objects from a group of n things when order does

not matter. The number of combinations of r objects selected from a group of n
objects is
n
Cr = n! .
(n  r)! r !
Example: You are required to read 5 books from a list of 8. In how many different
ways can you do so if the order doesn‟t matter?

C 5 = 8!  56
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3!5!

Example: How many ways can a 3-person subcommittee be selected from a

committee of a seven people?

Probability example based on Combination:

A box contains six Apples, four red and two green. A child selects two Apples at
random. What is the probability that exactly one is red?

6! 6(5)
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C2    15 ways to choose 2 apples
2!4! 2(1)
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C1 x 2C1 = 8 ways to choose 1 red and 1 green apples.

P(exactly one apple is red) = 8/15

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Probability for compound events (more than one event):

Union: The union of two events, A and B, is the event that either A or B or both
occur when the experiment is performed. We write A⋃B

Intersection: The intersection of two events, A and B, is the event that both A and
B occur when the experiment is performed. We write A⋂B.

Complement: The complement of an event A consists of all outcomes of the

experiment that do not result in event A. We write AC.

Example: Select a student from the classroom and record their gender and students
who have laptop.

– A: student has laptop

– B: student is female
– C: student is male
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BC : Student is either male and female = all students = S

BC: Student is both male and female = 

AC : Student does not have laptop

Conditional Probability: The probability of an event B occurring when it is

known that some event A has occurred is called a conditional probability and is
denoted by P(B|A). The symbol P(B|A) is usually read “the probability that B
occurs given that A occurs” or simply “the probability of B, given A.”

P( A  B)
P(B | A)  if P(A)  0
P(A)

Example: There are 10 rolls of film in a box, 3 of which are defective. Two rolls are
selected, one after the other. What is the probability of selecting a defective roll followed
by another defective roll?

probability that first roll is defective = 3/10

probability that second roll is defective = 2/9

Required probability = 3/10 x 2/9

= 1/15

Another method:

probability = 3C2 / 10C2

= 3/ 45

= 1/15

Example: The probability that a regularly scheduled flight departs on time is P(D)
= 0.83; the probability that it arrives on time is P(A) = 0.82; and the probability
that it departs and arrives on time is P(D ∩A) = 0.78. Find the probability that a
plane
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(a) arrives on time, given that it departed on time.
(b) departed on time, given that it has arrived on time.
(c) arrives on time, given that it did not depart on time.

(a) The probability that a plane arrives on time, given that it departed on time, is

P(A D) 0.78
P(A | D)    0.94
P(D) 0.83

(b) The probability that a plane departed on time, given that it has arrived on time,
is
P(A D) 0.78
P(D | A)    0.95
P(A) 0.82
(c) The probability that a plane arrives on time, given that it did not depart on time,
is
P(A Dc ) 0.82  0.78
P(A | Dc )    0.24
P(Dc ) 0.17

Example: Suppose that our sample space S is the population of adults in a small
town who have completed the requirements for a college degree. We shall
categorize them according to gender and employment status. The data are given in
the following Table.

Employed Unemployed Total

Man 460 40 500
Woman 140 260 400
Total 600 300 900

One of these individuals is to be selected at random for a tour throughout the

country to publicize the advantages of establishing new industries in the town. We
shall be concerned with the following events:

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M: a man is chosen,
E: the one chosen is employed.

P(M E ) 460 / 900 460 23

P(M | E)      76.7%
P(E) 600 / 900 600 30

Mutually exclusive events:

When two events are mutually exclusive or disjoint, they cannot both happen or
cannot occur at the same time when the experiment is performed. Once event B has
occurred, event A cannot occur, so that P(A|B)=0, or vice versa.

If two events A and B are mutually exclusive, then P(AB) = 0.

Example:

Event A: Roll a number less than 3 on a die.

Event B: Roll a 4 on a die

These events cannot happen at the same time, so the events are mutually exclusive.

Independent Event:

Definition: Two events A and B are said to be independent if and only if

P(B|A) = P(B) or P(A|B) = P(A)

Alternative Definition:

Two events A and B are said to be independent if and only if

P(A∩B) = P(A)P(B)

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Example: Consider tossing a single die 2 times, and define two events:

A: Observe a 2 on the first toss; P(A)=1/6

B: Observe a 2 on the second toss; P(B)=1/6

Notice: Disjoint event (mutually exclusive event) are dependent!

The Additive Rule for Unions:

For any two events, A and B, the probability of their union, P(A⋃B), is

P( A  B)  P( A)  P( B)  P( A  B)

When two events are mutually exclusive or disjoint,

P (A B )  P (A)  P (B ) [since P (A B)  0]

When two events are independent,

P (A B )  P (A)  P (B )  P (A).P (B ) [ since P (A B )  P (A).P (B ) ]

Example: John is going to graduate from an industrial engineering department in a

university by the end of the semester. After being interviewed at two companies he
likes, he assesses that his probability of getting an offer from company A is 0.8,
and his probability of getting an offer from company B is 0.6. If he believes that
the probability that he will get offers from both companies is 0.5, what is the
probability that he will get at least one offer from these two companies?

Solution : Using the additive rule, we have

P(A ∪ B) = P(A) + P(B) − P(A ∩ B) = 0.8 + 0.6 − 0.5 = 0.9.

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The Product Rule, or the Multiplicative Rule:

For any two events, A and B, the probability that both A and B occur is

P(AB) = P(A)P(B|A) ,provided P(A) > 0.

Since the events A ∩ B and B ∩ A are equivalent, we can also write

P(A ∩ B) = P(B ∩ A) = P(B)P(A|B)

Example: Suppose that we have a fuse box containing 20 fuses, of which 5 are
defective. If 2 fuses are selected at random and removed from the box in
succession without replacing the first, what is the probability that both fuses are
defective?

Solution : We shall let A be the event that the first fuse is defective and B the event
that the second fuse is defective; then we interpret A ∩ B as the event that A occurs
and then B occurs after A has occurred. The probability of first removing a
defective fuse is 1/4; then the probability of removing a second defective fuse from
the remaining 4 is 4/19. Hence,

P(A ∩ B) =

Example: Suppose in a community 49% of the population are female. Also, of the
female population, 8% are high risk for heart attack. A single person is selected at
random. What is the probability that the person is high risk for hear attack and the
peron is female?

Solution: Define H: high risk F: female

From the example, P(F) = .49 and P(H|F) = .08.

Use the Multiplicative Rule:

P(HF) = P(F)P(H|F) =.49(.08) = .0392

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The Law of Total Probability:

Let S1 , S2 , S3 ,..., Sk be mutually exclusive and exhaustive events (that is, one and
only one must happen). Then the probability of another event A can be written as

P(A) = P(A  S1) + P(A  S2) + … + P(A  Sk)

= P(S1)P(A|S1) + P(S2)P(A|S2) + … + P(Sk)P(A|Sk)

Example: In a certain assembly plant, three machines, B1, B2, and B3, make 30%,
45%, and 25%, respectively, of the products. It is known from past experience that
2%, 3%, and 2% of the products made by each machine, respectively, are
defective. Now, suppose that a finished product is randomly selected. What is the
probability that it is defective?

Solution : Consider the following events:

A: the product is defective,

B1: the product is made by machine B1,
B2: the product is made by machine B2,
B3: the product is made by machine B3.
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Applying the rule of total probability, we can write
P(A) = P(B1)P(A|B1) + P(B2)P(A|B2) + P(B3)P(A|B3)
= (0.3)(0.02) + (0.45)(0.03) + (0.25)(0.02)
= 0.006 + 0.0135 + 0.005
=0.0245

Figure: Tree diagram

Bayes’ Rule:

Let S1 , S2 , S3 ,..., Sk be mutually exclusive and exhaustive events with prior

probabilities P(S1), P(S2),…,P(Sk). If an event A occurs, the posterior probability of
Si, given that A occurred is

P( Si ) P( A | Si )
P( Si | A)  for i  1, 2,...k
 P( Si ) P( A | Si )

Example: In a certain assembly plant, three machines, B1, B2, and B3, make 30%,
45%, and 25%, respectively, of the products. It is known from past experience that
2%, 3%, and 2% of the products made by each machine, respectively, are
defective. Now, suppose that a finished product is randomly selected.

If a product was chosen randomly and found to be defective, what is the

probability that it was made by machine B3?

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Solution : Consider the following events:

A: the product is defective,

B1: the product is made by machine B1,
B2: the product is made by machine B2,
B3: the product is made by machine B3.

Using Bayes‟ rule to write

P(B3 ) P( A | B3 )
P(B3 | A) 
P(B1) P( A | B1)  P(B2 ) P( A | B2 )  P(B3 ) P( A | B3 )

0.005
 = 0.20
0.006  0.0135  0.005

In view of the fact that a defective product was selected, this result suggests that
it probably was not made by machine B3.

***
Nov 22@DSR

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