10

Probability
Experiment
An operation which produce some well-defined results or outcomes is
called an experiment.

Types of Experiments
1. Deterministic Experiment
Those experiments, which when repeated under identical conditions
produce the same result or outcome are known as deterministic
experiment.
2. Probabilistic/Random Experiment
Those experiments, which when repeated under identical conditions,
do not produce the same outcome every time but the outcome produced
is one of the several possible outcomes, are called random experiment.

Some Basic Definitions

(i) Trial Performing an experiment is called a trial. The number
of times an experiment is repeated is called the number of trials.
(ii) Sample Space The set of all possible outcomes of a random
experiment is called the sample space of the experiment and it is
denoted by S.
(iii) Sample Point The outcome of an experiment is called the
sample point, i.e. the elements of set S are called the sample
points.
(iv) Event A subset of the sample space associated with a random
experiment is called event or case.
(v) Elementary (or Simple) Event An event containing only one
sample point is called elementary event (or indecomposable
event).
(vi) Compound Event An event containing more than one sample
points is called compound event (or decomposable event).
(vii) Occurrence of an Event An event associated to a random
experiment is said to occur, if any one of the elementary events
associated to it is an outcome.
114 Handbook of Mathematics

(viii) Certain Event An event which must occur, whatever be the

outcomes, is called a certain event (or sure event).
(ix) Impossible Event An event which cannot occur in a random
experiment, is called an impossible event.
(x) Favourable Outcomes Let S be the sample space associated
with a random experiment and E ⊂ S. Then, the elementary
events belonging to E are known as the favourable outcomes to E.
(xi) Equally likely Outcomes The outcomes of a random
experiment are said to be equally likely, when each outcome is as
likely to occur as the other.

Algebra of Events
Let A and B are two events associated with a random experiment,
whose sample space is S. Then,
(i) the event ‘not A’ is the set A′ or S - A
(ii) the events A or B is the set A ∪ B
(iii) the events A and B is the set A ∩ B
(iv) the events A but not B is the set A - B or A ∩ B′
Note For more details, see operations on sets.

Probability—
Theoretical (Classical) Approach
If there are n equally likely outcomes associated with a random
experiment and m of them are favourable to an event A, then the
probability of happening or occurrence of A, denoted by P ( A), is given by
m Number of favourable outcomes to A
P ( A) = =
n Total number of possible outcomes

Axiomatic Approach
Let S = { w1 , w2 , w3 , ... wn } be a sample space, then according to
axiomatic approach we have the following
(i) 0 ≤ P ( wi ) ≤ 1 for each wi ∈ S
(ii) P ( w1 ) + P ( w2 ) + ... + P ( wn ) = 1
(iii) For any event A, P ( A) = ΣP ( wi ), wi ∈ A.
Note
● Theoretical approach is valid only when the outcomes are equally likely and

number of total outcomes is known.

● P(sure event) = P(S ) = 1 and P(impossible event) = P( φ ) = 0
 Probability 115
Different Types of Events and Their Probabilities
(i) Equally Likely Events The given events are said to be
equally likely, if none of them is expected to occur in preference to
the other.
Thus, if the events E and F are equally likely, then P ( E ) = P ( F )
(ii) Mutually Exclusive Events A set of events is said to be
mutually exclusive, if the happening of one event excludes the
happening of the other.
If A and B are mutually exclusive events, then ( A ∩ B) = φ.
∴ The probability of mutually exclusive events is P ( A ∩ B) = 0.
(iii) Probability of Exhaustive Events A set of events is said to
be exhaustive, if atleast one of them necessarily occurs whenever
the experiment is performed.
If E1 , E2 , ! , En are exhaustive events, then
E1 ∪ E2 ∪ ! ∪ En = S .
and so P ( E1 ∪ E2 ∪ E3 ∪ ! ∪ En ) = 1 .
n
Note If Ei ∩ E j = φ for i ≠ j and " Ei = S , then events E1, E2 , ... , En are
i =1
called mutually exclusive and exhaustive events.
(iv) Independent Events Two events A and B, associated to a
random experiment, are independent if the probability of
occurrence or non-occurrence of A is not affected by the
occurrence or non-occurrence of B.
Note If A and B are independent events associated with a random
experiment, then
(a) P( A ∩ B) = P( A) P(B)
(b) A and B are independent events.
(c) A and B are independent events.
(d) A and B are independent events.
(v) Complementary Event Let A be an event of a sample space
S, the complementary event to A is the event containing all
sample points other than the sample point in A and it is denoted
by A′ or A i.e. A′ or A = { n : n ∈ S , n ∉ A}
∴ The probability of complementary event to A is
P ( A ) = 1 - P ( A)
Note
(i) P ( A) + P( A′ ) = 1 (ii) P( A ∪ A′ ) = P(S ) = 1
(iii) P( A ∩ A′ ) = P(φ ) = 0 (iv) P( A′ )′ = P( A)
116 Handbook of Mathematics

Partition of a Sample Space

The events A1, A 2,..., A n represent a partition of the sample space S, if
they are pairwise disjoint, exhaustive and have non-zero probabilities.
i.e.
(i) Ai ∩ Aj = φ; i ≠ j; i , j = 1,2, ... , n
(ii) A 1 ∪ A 2 ∪ ... ∪ An = S
(iii) P ( Ai ) > 0, ∀ i = 1,2,... , n

Important Results on Probability

(i) Addition Theorem of Probability
(a) For two events A and B
P ( A ∪ B) = P ( A) + P ( B) - P ( A ∩ B)
(b) For three events A, B and C
P ( A ∪ B ∪ C ) = P ( A) + P ( B) + P (C ) - P ( A ∩ B) - P ( B ∩ C )
- P( A ∩ C ) + P( A ∩ B ∩ C )
(c) For n events A1 , A 2 , ! , A n
n n
P( " A i ) = ∑ P( Ai ) - ∑ ∑ P( A i ∩ A j )
i =1 i =1 1≤i <j ≤n

+ ∑ ∑ ∑ P( A i ∩ A j ∩ A k ) - !
1≤i < j <k ≤n

+ ( -1)n - 1 P ( A1 ∩ A 2 ∩ ! ∩ A n )

(ii) If A and B are two events associated with a random experiment,

then
(a) P ( A ∩ B) = P ( B) - P ( A ∩ B)
(b) P ( A ∩ B ) = P ( A) - P ( A ∩ B)
(c) P [( A ∩ B ) ∪ ( A ∩ B)] = P ( A) + P ( B) - 2P ( A ∩ B)
(d) P ( A ∩ B ) = P ( A ∪ B) = 1 - P ( A ∪ B)
(e) P ( A ∪ B ) = P ( A ∩ B) = 1 - P ( A ∩ B)
(f) P ( A) = P ( A ∩ B) + P ( A ∩ B )
(g) P ( B) = P ( A ∩ B) + P ( B ∩ A )
(iii) (a) P (exactly one of A, B occurs)
= P ( A) + P ( B) - 2P ( A ∩ B) = P ( A ∪ B) - P ( A ∩ B)
(b) P(neither A nor B occurs) = P ( A ′ ∩ B ′ ) = 1 - P ( A ∪ B)
 Probability 117
(iv) If B Õ A, then
(a) P ( A ∩ B ) = P ( A) - P ( B)
(b) P ( B) ≤ P ( A)
(v) If A and B are two events, then
P ( A ∩ B) ≤ P ( A)( or P ( B)) ≤ P ( A ∪ B) ≤ P ( A) + P ( B)
(vi) If A, B and C are three events, then
(a) P(exactly one of A, B, C occurs)
= P ( A) + P ( B) + P (C ) - 2P ( A ∩ B) - 2P ( B ∩ C )
- 2P ( A ∩ C ) + 3P ( A ∩ B ∩ C )
(b) P (atleast two of A, B, C occurs)
= P ( A ∩ B) + P ( B ∩ C ) + P (C ∩ A) - 2P ( A ∩ B ∩ C )
(c) P (exactly two of A, B, C occurs)
= P ( A ∩ B) + P ( B ∩ C ) + P ( A ∩ C ) - 3P ( A ∩ B ∩ C )
(vii) (a) P ( A ∪ B) = P ( A) + P ( B), if A and B are mutually exclusive
events.
(b) P ( A ∪ B ∪ C ) = P ( A) + P ( B) + P (C ), if A, B and C are
mutually exclusive events.
(viii) If the events A1 , A 2 , ! , An are mutually exclusive, i.e.
Ai ∩ Aj = φ for i ≠ j, then
P ( A1 ∪ A 2 ∪ A3 ∪ ! ∪ A n ) = P ( A1 ) + ( A2 ) + ! + P ( An )
and P ( A1 ∩ A 2 ∩ A3 ∩ ! ∩ A n ) = P ( φ ) = 0
(ix) If A1 , A 2 , ! , A n are independent events associated with a
random experiment, then probability of occurrence of atleast one
= P ( A1 ∪ A2 ∪ ! ∪ An ) = 1 - P ( A1 ∪ A 2 ∪ ! ∪ A n )
= 1 - P ( A1 )P ( A 2 ) ! P ( A n )
(x) If A1 , A 2 , ! , A n are n events associated with a random
experiment, then
n
(a) P ( A1 ∩ A2 ∩ ! ∩ An ) ≥ Σ P ( Ai ) - ( n - 1)
i =1

(Bonferroni’s Inequality)
Or
P ( A1 ∩ A2 ∩ ... ∩ An ) ≥ 1 - P ( A1 ) - P ( A2 ) ... - P ( An )
n n
(b) P ( ∪ Ai ) ≤
i =1
∑ P( A i ) (Booley’s Inequality)
i =1
118 Handbook of Mathematics

Odds in Favour and Against of an Event

P( E )
(i) Odds in favour of an event E is given by
P( E )
P( E )
(ii) Odds in against of an event E is given by
P( E )
a
Note If odds in favour of an event E are a : b, then P(E ) = and
a+ b
b
P(E ) = .
a+ b

Conditional Probability
Let A and B be two events associated with a random experiment. Then,
the probability of occurrence of event A under the condition that B has
already occurred and P ( B) ≠ 0, is called the conditional probability and
it is given by
P ( A ∩ B)
P ( A / B) =
P ( B)
P ( A ∩ B)
If A has already occurred and P ( A) ≠ 0, then P ( B / A) =
P ( A)
Note If A and B are independent events, then P (B / A) = P(B) and
P( A / B) = P( A).

Properties of Conditional Probability

 A  A
(i) P   + P   = 1
 B  B
 A  B  ( A ∩ B)
(ii) P (( A ∪ B)/ F ) = P   + P   - P   , where F is an event
 F  F  F 
of sample space S such that P ( F ) ≠ 0.

Multiplication Theorem on Probability

(i) If A and B are two events associated with a random experiment,
then
P ( A ∩ B) = P ( A)P ( B / A), if P ( A) ≠ 0
or P ( A ∩ B) = P ( B)P ( A / B), if P ( B) ≠ 0
(ii) If A1 , A 2 ,! , A n are n events associated with a random
experiment, then
P ( A1 ∩ A 2 ∩ ! ∩ A n ) = P ( A1 ) P ( A 2 / A1 ) P ( A3 / ( A1 ∩ A 2 ))
... P ( An / ( A1 ∩ A2 ∩ A3 ∩ ! ∩ An - 1 ))
 Probability 119

Theorem of Total Probability

Let S be the sample space and let E1 , E2 ,... , En be a partition of the
sample space S. If A is any event which occurs with E1 or E2 or … or
En , then
P ( A) = P ( E1 )P ( A / E1 ) + P ( E2 )P ( A / E2 ) + ! + P ( En ) P ( A / En )
n
= Σ P ( Er )P ( A / Er )
r =1

Baye’s Theorem
Let S be the sample space and let E1 , E2 ,... , En be a partition of the
sample space S. If A is any event which occurs with E1 or E2 or … or
En , then probability of occurrence of Ei , when A occurred, is
P ( Ei )P ( A / Ei )
P ( Ei / A) = n , i = 1, 2, ! , n
Σ P ( Ei )P ( A / Ei )
i =1

where, P ( Ei ), i = 1, 2,... , n is known as the priori probability

E 
and P  i  , i = 1, 2,... , n is known as posteriori probability
 A

Important Points to be Remembered

Coin
A coin has two sides, head and tail. If an experiment consists of more than one
coin, then coins are considered as distinct, if not otherwise stated.

Die
A die has six face marked with 1, 2, 3, 4, 5 and 6. If an experiment consists of
more than one die, then all dice are considered as distinct, if not otherwise
stated.

Playing Cards
A pack of playing cards has 52 cards, which are divided into 4 suits (spade,
heart, diamond and club) each having 13 cards.
The cards in each suit are ace, king, queen, jack, 10, 9, 8, 7, 6, 5, 4, 3 and 2.
King, queen and jack are called face cards, so there are in all 12 face cards. Also,
there are 16 honour cards, 4 of each suit namely ace, king, queen and jack.
The suits, clubs and spades are of black colour while the suits hearts and
diamonds are of red colour. So, there are 26 red cards and 26 black cards.
120 Handbook of Mathematics

Random Variable
Let S be a sample space associated with a given random experiment. A
real valued function X defined on S , i.e.
X : S Æ R, is called a random variable.
There are two types of random variable
(i) Discrete Random Variable If the range of the function
X : S Æ R is a finite set or countably infinite set of real numbers,
then it is called a discrete random variable.
e.g. In tossing of two coins S = {HH , HT , TH , TT }, let X denotes
number of heads in tossing of two coins, then
X ( HH ) = 2, X (TH ) = 1, X ( HT ) = 1, X (TT ) = 0
(ii) Continuous Random Variable If the range of X is an
interval (a, b) of R, then X is called a continuous random variable.

Probability Distribution of a Random Variable

If a random variable X takes values x1 , x2 , ! , xn with respective
probabilities p1 , p2 , ! , pn , then the representation
X x1 x2 x3 … xn
P(X) p1 p2 p3 … pn

is known as the probability distribution of X.

or
Probability distribution gives the values of the random variable along
with the corresponding probabilities.

Mathematical Expectation/Mean of a Random Variable

If X is a discrete random variable which assume values x1 , x2 , ! , xn
with respective probabilities p1 , p2 , ! , pn , then the mean µ of X is
defined as
n
E( X ) = µ = p1x1 + p2x2 + ! + pn xn = ∑ pi xi
i =1

Variance of a Random Variable

Variance of a random variable is denoted by σ 2 and it is defined as
V ( X ) = σ 2 = E( X 2 ) - [E( X )]2
n
where, E( X 2 ) = ∑ xi2 pi
i =1
 Probability 121
Standard Deviation
σ = V ( X ) = E( X 2 ) - ( E( X ))2

Some Important Results

(i) If Y = a X + b, then
(a) E(Y ) = E( aX + b) = aE( X ) + b
(b) σ 2y = V (Y ) = a 2V ( X ) = a 2σ x2
(c) σ y = V (Y ) =|a|σ x
(ii) If Y = aX 2 + bX + c, then
E(Y ) = E( aX 2 + bX + c )
= aE( X 2 ) + bE( X ) + c

Bernoulli Trials and Binomial Distribution

Bernoulli Trials
Trials of a random experiment are called Bernoulli trials, if
(i) number of trials is finite
(ii) trials are independent
(iii) each trial has exactly two outcomes success and failure
(iv) probability of success remains same in each trial.

Binomial Distribution
The probability of r successes in n-Bernaulli trials is denoted by
P ( X = r ) and is given by
P ( X = r ) = n Cr pr q n - r , r = 0, 1, 2, ... n.
where, p = probability of success
q = probability of failure and p + q = 1
This can be represented by the following :
X 0 1 2 ... n
n
P(X ) n
C0 p q0 n n
C1 p q1 n-1 n 2 n- 2
C2 p q ... Cn p n

The above probability distribution is known as binomial distribution

with parameter n and p.
Note
● P( x = x ) or P ( x ) is called the probability function of binomial distribution.

● A binomial distribution with parameter n and p is denoted by B( n, p).

122 Handbook of Mathematics

Important Results
(i) If p = q, then probability of r successes in n trials is n Cr pn .
(ii) Mean = E( X ) = µ = np
(iii) Variance = σ 2x = npq
(iv) Standard deviation = σ x = npq
(v) Mean is always greater than variance.
(vi) If the total number of trials is n in any attempt and if there are N
such attempts, then the total number of r successes is
N ( n Cr pr q n - r )

Geometrical Probability
If the total number of possible outcomes of a random experiment is
infinite, in such cases, the definition of probability is modified and the
general expression for the probability P of occurrence of an event is
given by
Measure of region occupied by the event
P=
Measure of the whole region
where, measure means length or area or volume of the region, if we are
dealing with one, two or three dimensional space respectively.

Important Results to be Remembered

(i) When two dice are thrown, the number of ways of getting a total r is
(a) ( r - 1,) if 2 ≤ r ≤ 7 and (b) (13 - r), if 8 ≤ r ≤ 12
(ii) Experiment of insertion of n letters in n addressed envelopes.
1
(a) Probability of inserting all the n letters in right envelopes =
n!
1
(b) Probability that atleast one letter is not in right envelope = 1 -
n!
(c) Probability of keeping all the letters in wrong envelopes
1 1 ( -1) n
= - +! +
2! 3! n!
(d) Probability that exactly r letters are in right envelopes
11 1 1 1 
=  - + - ! + ( - 1) n - r
r !  2! 3! 4 ! (n - r)! 