Probability Concept-Full

Basic Concepts
Experiment: an experiment refers to any process or action that
generates a set of outcomes.
Random Experiment: A random experiment is a specific type of
experiment where the outcome is subject to chance and cannot
be predicted with certainty.
Sample Space: The set of all possible outcomes of a random
experiment is denoted as the sample space, typically represented
by S or Ω.
Events: Events are subsets of the sample space, representing
specific outcomes or combinations of outcomes.
 Probability
Probability: A numerical measure of the likelihood that a particular
event will occur. It quantifies uncertainty by assigning a value
between 0 and 1, where 0 means the event will not happen
(impossible) and 1 means the event will definitely happen (certain).
Properties of the Probability:
(i). The probability of an event is always a number between 0 and 1.
(ii). The sum of the probabilities of all mutually exclusive events is
always 1.
 Problems
• An experiment has five outcomes, I, II, III, IV, and V. If P(I) = 0.08, P(II) =
0.20, and P(III) = 0.33, (a) what are the possible values for the
probability of outcome V? (b) If outcomes IV and V are equally likely,
what are their probability values?
• An experiment has three outcomes, I, II, and III. If outcome I is twice as
likely as outcome II, and outcome II is three times as likely as outcome
III, what are the probability values of the three outcomes?
Union of Events
The union of two events A and B, denoted A ∪ B, represents the
event that either A, B, or both occur. The probability of A ∪ B is
given by:
P(A ∪ B) = Number of favorable outcomes /
Total number of outcomes
Intersection of Events
The intersection of two events A and B, denoted A ∩ B, represents
the event that both A and B occur simultaneously. The probability of
A ∩ B is given by:
P(A ∩ B) = Number of favorable outcomes /
Total number of outcomes
Complementary Event
A complementary event of an event A, denoted by Ac or A or A′ ,
consists of all outcomes in the sample space S that are not in A.
The probability of the complementary event Ac is given by:
P(A c ) = 1 − P(A)
Equally Likely Events
In probability theory, equally likely events are events that have the same
probability of occurring. If all outcomes in the sample space are equally
likely, then the probability of any specific event can be calculated by
dividing the number of favorable outcomes by the total number of
possible outcomes.
 Mutually Exclusive Events
In probability theory, mutually exclusive events are events that
cannot happen at the same time. In other words, if one event
occurs, the other cannot occur at the same time.
Two events A and B are said to be mutually exclusive (or disjoint) if
they cannot occur at the same time. Formally, A and B are mutually
exclusive if: A ∩ B = ∅
where ∩ denotes the intersection of events, and ∅ represents the
empty set, indicating that there are no outcomes common to both A
and B.
Additivity for Mutually Exclusive Events
• If A and B are mutually exclusive events, then the probability of
their union is the sum of their individual probabilities:
Pr(A ∪ B) = Pr(A) + Pr(B)
This is an addition rule for two mutually exclusive events
• If A and B are not mutually exclusive, then the addition rule is
Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B).
• If two events are mutually exclusive, then the probability of both
occurring is denoted as P(A ∩ B) and
P(A and B) = P(A ∩ B) = 0.
 Problems
• A single 6-sided die is rolled. What is the probability of rolling a 2 or a 5?

• In a Math class of 30 students, 17 are boys and 13 are girls. On a unit

test, 4 boys and 5 girls made an A grade. If a student is chosen at
random from the class, what is the probability of choosing a girl or an A-
grade student?
 Types of Probability
1. Classical (Theoretical) Probability
Classical or theoretical probability is based on the assumption
that all outcomes of a random experiment are equally likely.

For a fair six-sided die, the total number of possible outcomes

is 6 (since the die has six faces). If we are interested in the
probability of rolling a 3, there is only one favorable outcome
(rolling a 3). Therefore, the probability is:
1
𝑃 𝑟𝑜𝑙𝑙𝑖𝑛𝑔 𝑎 3 =
6
 Types of Probability
2. Experimental (Empirical) Probability
The empirical approach, also known as the frequentist approach, assigns
probabilities based on observed frequencies from experimental data. The
empirical approach to probability relies on the principle known as the law
of large numbers.
Law of large numbers: As the number of trials or observations increases,
the empirical probability of an event will get closer to its actual probability.
For example, if we flip a coin 100 times and get 52 heads, the estimated
probability of getting a head would be:
𝑁𝑜. 𝑜𝑓 𝐻𝑒𝑎𝑑𝑠 52
𝑃 𝐻𝑒𝑎𝑑𝑠 = = = 0.52
𝑇𝑜𝑡𝑎𝑙 𝑁𝑜. 𝑜𝑓 𝐹𝑙𝑖𝑝𝑠 100
Based on the empirical data, the estimated probability of getting heads on
a coin flip is 0.52, or 52%.
 Types of Probability
3. Subjective Approach
The subjective approach assigns probabilities based on personal judgment or
belief about the likelihood of an event.
Consider a football game between Team A and Team B. Based on your personal
judgment and knowledge of the teams, you estimate the probability of Team A
winning the game.
Let’s denote:
• P(A) as the probability of Team A winning.
• P(B) as the probability of Team B winning.
Based on your assessment, you estimate that:
P(A) = 0.70
This means you believe there is a 70% chance that Team A will win the game. This
probability is derived from your subjective evaluation of the teams’ recent
performances, player conditions, and other relevant factors.
 Joint and Marginal Probabilities
Joint probability is the probability of two (or more) events
happening simultaneously. For two events A and B, the joint
probability is denoted by P(A∩B).
Marginal probability is the probability of the occurrence of the
single event. It is obtained by summing (or integrating) the joint
probabilities over all possible values of the other variable(s).
 Joint and Marginal Probabilities Exercise 01
Consider a study on student performance with the following events:
• A: The event that a student good studied for the exam.
• B: The event that a student passed the exam.
The probability table for these events is as follows:

i. What is the probability that a student has a good study habit and passed the
exam?
ii. What is the probability that a student studied for the exam, regardless of
whether they passed or not
 Conditional Probability
Conditional Probability helps understand how the probability of an event
changes based on the occurrence of another event.
 Problems
• If somebody rolls a fair die without showing you but announces
that the result is even, then what is the probability of scoring a 6?
• Suppose somebody rolls a red die and a blue die together without
showing you, but announces that at least one 6 has been showed.
What is the probability that the red die showed a 6?
• Suppose somebody rolls a red die and a blue die together. What is
the probability that the red die scores a 6 given that exactly one 6
of the two outcomes has been scored?
 Contingency Table
• In contingency table, we tally the results of a survey in a two-way table
and use the results of this tally to determine various probabilities. It is a
table used to classify sample observations according to two or more
identifiable categories or classes.
• A contingency table displays the frequency distribution of two
categorical variables. Each cell in the table represents the count of
observations where the two variables take specific values. We use
contingency tables to compute marginal and joint probabilities.
Consider two categorical variables: Variable A with categories A1 and A2
and Variable B with categories B1 and B1 The contingency table is
structured as follows:
 Joint Probability Table
• The joint probability table shows the probability of each
combination of categories occurring. It is obtained by dividing
each cell count in the contingency table by the overall total
number of observations n. To compute the joint probabilities:
• Joint Probability = Count in cell / n
• The joint probability table is:
 Problem
Consider the situation of the promotion status of male and female
officers of a major metropolitan police force in the eastern United
States. The force consists of 1200 officers, 960 men and 240
women. Over the past two years 324 officers on the public force
received promotions. After reviewing the promotion record, a
committee of female officers raised a discrimination case on the
basis that 288 male officers had received promotions, but only 36
female officers had received promotions.
Men Women Total
Promoted 288 36 324
Not Promoted 672 204 876
Total 960 240 1200
 Men Women Total
Promoted 288 36 324
Not Promoted 672 204 876
Total 960 240 1200

(i). Develop a joint probability table for these data. What are the
marginal probabilities? Suppose a male officer is selected randomly,
what is the chance that the officer will be promoted?
(ii). Suppose a female officer is selected randomly, what is the chance
that the officer will not be promoted?
(iii). Suppose an officer is selected randomly who got promotion, what
is the chance that the officer will be male?
(iv). Suppose an officer is selected randomly who did not get
promotion, what is the chance that the officer will be female?
 Independent Events
• Two events A and B are said to be independent if the occurrence
of one event does not affect the probability of the other event
occurring. In mathematical terms, this is expressed as:
P(A ∩ B) = P(A) · P(B).
For independent events, the following also holds true:
This equation implies
P(A | B) = P(A), P(B | A) = P(B).
 Problem
• Suppose that somebody secretly rolls two fair six-sided dice, and what is
the probability that the face-up value of the first one is 2, given the
information that their sum is no greater than 5?
• A system has four computers. Computer 1 works with a probability of
0.88; computer 2 works with a probability of 0.78; computer 3 works with
a probability of 0.92; computer 4 works with a probability of 0.85.
Suppose that the operations of the computers are independent of each
other.
(a). Suppose that the system works only when all four computers are
working. What is the probability that the system works?
(b). Suppose that the system works only if at least one computer is
working. What is the probability that the system works?
(c). Suppose that the system works only if at least three computers are
working. What is the probability that the system works?
 Law of Total Probability
Consider a sample space S partitioned into mutually exclusive
events A1, A2, . . . , An.
This means:
S = A1 ∪ A2 ∪ · · · ∪ An
Let B be another event in the sample space given in Figure. The
initial question of interest is how to use the probabilities P(Ai) and
P(B | Ai) to calculate P(B), the probability of the event B. This can be
achieved by noting that
B = (A1 ∩ B) ∪ (A2 ∩ B) ∪ · · · ∪ (An ∩ B)
where the events Ai ∩ B are mutually exclusive, so that
P(B) = P(A1 ∩ B) + P(A2 ∩ B) + · · · + P(An ∩ B)
 Law of Total Probability

Figure- A partition A1, . . . , An and an event B.

Using the definition of conditional probability, this becomes
P(B) = P(A1)P(B | A1) + P(A2)P(B | A2) + · · · + P(An)P(B | An)
This result, known as the Law of Total Probability, has the interpretation that if it is known
that one and only one of a series of events Ai can occur, then the probability of another
event B can be obtained as the weighted average of the conditional probabilities P(B | Ai),
with weights equal to the probabilities P(Ai).
 Law of Total Probability
Law of Total Probability: If A1, . . . , An is a partition of a sample space, then the
probability of an event B can be obtained from the probabilities P(Ai) and P(B |
Ai) using the formula
P(B) = P(A1)P(B | A1) + P(A2)P(B | A2) + · · · + P(An)P(B | An)
The law of total probability states that if you have a partition of the sample
space into mutually exclusive events, the probability of an event can be found
by summing the probabilities of the event occurring within each partition,
weighted by the probability of each partition.
 Problem
• A company sells a certain type of car that it assembles in one of four possible locations.
The probabilities of a car being assembled at each plant are as follows:
• Plant I: 20% (P(Plant I) = 0.20)
• Plant II: 24% (P(Plant II) = 0.24)
• Plant III: 25% (P(Plant III) = 0.25)
• Plant IV: 31% (P(Plant IV) = 0.31)
Each new car sold carries a one-year bumper-to-bumper warranty. The com_x0002_pany has
collected data showing the following conditional probabilities of making a warranty claim:
• P(claim | Plant I) = 0.05
• P(claim | Plant II) = 0.11
• P(claim | Plant III) = 0.03
• P(claim | Plant IV) = 0.08
The probability of interest is the probability that a claim on the warranty of the car will be
required. If B is the event that a claim is made, we want to find P(B).
 Bayes Theorem
Bayes’ Theorem relates the conditional and marginal probabilities of random events. It is used to
update the probability of a hypothesis based on observed evidence. The theorem can be stated
mathematically as follows:
• P(A | B) = (P(B | A) · P(A)) / P(B)
where:
• P(A | B) is the posterior probability of event A given that event B has occurred.
• P(B | A) is the likelihood of event B given that event A has occurred.
• P(A) is the prior probability of event A before observing event B.
If A1, A2, . . . , An is a partition of a sample space, then the marginal probability P(B) is

In this case, the conditional probabilities P(B | Ai) is

which is known as Bayes’ theorem.

 Bayes Theorem for Posterior Probabilities
If A1, A2, . . . , An is a partition of a sample space, then the posterior probabilities
of the events Ai conditional on an event B can be obtained from the prior
probabilities P(Ai) and the conditional probabilities P(B |Ai) using the formula:

where:
• P(Ai) is the prior probability of event Ai,
• P(B | Ai) is the conditional probability of event B given Ai,
• The denominator is the total probability of B, computed by sum_x0002_ming
over all possible partitions Aj .
Bayes’ Theorem is particularly useful in scenarios where the probability of an
event is updated as more evidence becomes available. It plays a crucial role in
fields such as machine learning, data analysis, and decision making under
uncertainty.
 Problem
When a customer buys a car, the prior probabilities of it having been
assembled in a particular plant are P(Plant I) = 0.20, P(Plant II) = 0.24,
P(Plant III) = 0.25, and P(Plant IV) = 0.31. Each new car sold carries a
one-year bumper-to-bumper warranty. The company has collected data
showing the following conditional probabilities of making a warranty
claim:
• P(claim | Plant I) = 0.05
• P(claim | Plant II) = 0.11
• P(claim | Plant III) = 0.03
• P(claim | Plant IV) = 0.08
If a claim is made on the warranty of the car, how does this change
these probabilities?
 Problem
Suppose it is known that 1% of the population suffers from a particular
disease. A blood test has a 97% chance of identifying the disease for
diseased individuals, but also has a 6% chance of falsely indicating that a
healthy person has the disease.
(a) What is the probability that a person will have a positive blood test?
(b) If your blood test is positive, what is the chance that you have the
disease?
(c) If your blood test is negative, what is the chance that you do not have
the disease?