CHAPTER 2

ELEMENTARY PROBABILITY THEORY

Introduction
Probability theory is a mathematical modeling of the phenomenon of chance or randomness. If
a coin is tossed in a random manner, it can land heads (𝐻) or tails (𝑇),with equally likely. Each
of them, 𝐻 or 𝑇 is an outcome of the experiment to tossing the coin. The set {𝐻, 𝑇} of the
possible outcomes of the experiment is the sample space of the experiment. A probabilistic
mathematical model of random phenomena is defined by assigning “probabilities” to all the
possible outcomes of an experiment. The reliability of our mathematical model for a given
experiment depends upon the closeness of the assigned probabilities to the actual limiting
relative frequencies.
In this chapter the basic concepts of probability theory are presented. We see the definition of
important terms that are used to solve the probability of a given experiments. In section 2.1 we
will study experiments with finitely many out comes that are not necessary equally likely. From
section 2.2 to 2.4 we introduce some probability concepts in probability theory, including
conditional probability and independence of events. Finally we discussed the concept of the
random variable and the expectation and variance of a random variable.

2.1 Sample space and events

Objective: After study this section the student should be able to:
 Define the terms; random experiment, sample space and events
 Find the sample space of an experiment
 Find the events of an experiment

Definition 2.1:
A) Random experiments:
An experiment is a procedure that yields one of a given set of possible outcomes. An
experiment is called a random experiment if its outcome cannot be predicted. Typical
experiments of a random experiment are the roll of a die, the toss of a coin or drawing a card
from a deck.
B) Sample space

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The set 𝑆 of all possible outcomes of a given experiment is called the sample space or universal
set (𝑆 is the notation for a sample space and assumes that 𝑆 is non- empty). A particular
outcome, i.e., an element in S, is called a sample point. Each outcome of a random experiment
corresponding to a sample point.
Example 2.1 Find the sample space for the experiment of tossing a coin (a) one and (b) twice
Solution: a) There are two possible outcomes, head or tails, thus
𝑆 = {𝐻, 𝑇}
b) There are four possible outcomes. They are pairs of heads and tails.
Thus,
𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Example 2.2: Find the sample space for the experiment of tossing a coin repeatedly and of
counting the number of tosses required until the first head appears.
Solution: Clearly all possible outcomes for this experiment are the terms of the sequence
1,2,3 …. Thus
𝑆 = {1,2,3, … }
Note that there are infinite number of outcomes (i.e. the sample space is infinite).
Example 2.3: Find the sample space for the experiment of toss a (six sided) die.
The sample consists of the six possible numbers, that is
𝑆 = {1,2,3,4,5,6} .
Note that: Any particular experiment can be often having many different sample spaces
depending on the observation of interest.
A sample space 𝑆 is said to be discrete if it consists of a finite number of sample point (as in
example 2.1 and 2.3) or countable infinite sample point (as in example 2.2)
C) Event
Since we have identified a sample space 𝑆 as the set of all possible outcomes of random
experiments, we will review some set notation in the following:
 If 𝑎 is an element of 𝑆 (or belongs to 𝑆), then we write 𝑎 ∈ 𝑆.
 If 𝑏 is not an element of 𝑆 (or does not belongs to 𝑆) then we write𝑏 ∉ 𝑆.
 A set 𝐴 is called a subset of 𝐵, denoted by 𝐴 ⊂ 𝐵, if every element of 𝐴 is also an
element of 𝐵.

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 An event 𝐸 is a set of outcomes or, in other words, a subset of the sample space 𝑆. In particular,
the set {𝑎} consisting of a single sample point 𝑎 ∈ 𝑆 is called an elementary event.
Furthermore, the empty set ∅ and 𝑆 itself are subset of 𝑆 and so ∅ and 𝑆 are also events. Since
𝑆 is the set of all possible outcomes, it is often called the certain event and ∅ is sometimes
called the impossible event or the null event. An outcome in 𝐸 is favorable outcome (or
success), an outcome not in 𝐸 is an unfavorable outcomes (or failure). Since an event is a set,
we can combine events to form new events using the various set operations:
I. 𝐴 ∪ 𝐵 is the event that occurs if and only if 𝐴 occurs or 𝐵 occurs (or both).
II. 𝐴 ∩ 𝐵 is the event that occurs if and only if 𝐴 occurs and 𝐵 occurs.
III. 𝐴𝑐 , the complement of 𝐴, is the event that occurs if and only if 𝐴 does not occur.
Two events 𝐴 and 𝐵 are called mutually exclusive if they are disjoint, that is, if 𝐴 ∩ 𝐵 = ∅.
In other words, 𝐴 and 𝐵 are mutually exclusive if and only if they cannot occur simultaneously.
Three or more events are mutually exclusive if every two of them are mutually exclusive.
Example 2.4: Consider the experiment of example 2.2. Let 𝐴 be the event that the number of
tosses required until the first head appears is even. Let 𝐵 be the event that the number of tosses
required until the first head appears is odd. Let 𝐶 be the event that the number of tosses
required until the first head appears is less than 5. Express events 𝐴, 𝐵 𝑎𝑛𝑑 𝐶
A={2,4,6, … } , B={1,3,5, … } , C={1,2,3,4}
EXAMPLE 2.5: Consider the experiment of toss a coin three times. Let 𝐴 be the event of
obtaining exactly two heads, let 𝐵 be that of obtaining at least two heads and C that of obtaining
four heads. Express events A, B and C
Solution: By the multiplication principle, the sample space S consists of 2 × 2 × 2 = 8
possible outcome: see figure 2.1
The sample space consists of the following eight elements:
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇 𝑇, 𝑇 𝐻𝐻, 𝑇𝐻𝑇 , 𝑇 𝑇𝐻, 𝑇 𝑇 𝑇 }
H 𝐻 𝐻𝐻𝐻
H T HHT
T H HTH
T 𝐻𝑇𝑇
𝑇 T𝐻𝑇
T 𝐻 𝐻 𝑇𝐻𝐻

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 H TTH
T
Figure 2.1 T 𝑇𝑇𝑇

𝐴 = {𝐻𝐻𝑇, 𝑇𝐻𝐻, 𝐻𝑇𝐻} , 𝐵 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻 }and C = ∅ an impossible event.
Then 𝐴 ∩ 𝐵 = {𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻} = 𝐴
Example 2.6: Tossing a (six-sided) die. The sample space 𝑆 consists of the six possible
numbers, that is, 𝑆 = {1, 2, 3, 4, 5, 6}. Let 𝐴 be the event that an even number appears, 𝐵 that
an odd number appears, and 𝐶 that a prime number appears. That is, let
𝐴 = {2, 4, 6}, 𝐵 = {1, 3, 5}, 𝐶 = {2, 3, 5}
Then: 𝐴 ∪ 𝐶 = {2, 3, 4, 5, 6} is the event that an even or a prime number occurs.
𝐵 ∩ 𝐶 = {3, 5} is the event that an odd prime number occurs.
Cc = {1, 4, 6} is the event that a prime number does not occur.
Note that 𝐴 and 𝐵 are mutually exclusive: 𝐴 ∩ 𝐵 = ∅. In other words, an even number and
an odd number cannot occur simultaneously.
EXAMPLE 2.7 Consider the experiment toss a pair of dice. Let 𝐴 be the event that the sum of
two numbers is 6, and let 𝐵 be the event that the largest of the two number is 4. Express the
event 𝐴 and 𝐵
Solution: There are six possible numbers, 1, 2, . . . , 6, on each die. Thus 𝑆 consists of the pairs
of numbers from 1 to 6, and hence 𝑛(𝑆) = 36. Figure 2.2 shows these 36 pairs of numbers
arranged in an array where the rows are labeled by the first die and the columns by the second
die.
𝐴 = {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)},
𝐵 = {(1, 4), (2, 4), (3, 4), (4, 4), (4, 3), (4, 2), (4, 1)} .
Then the event “𝐴 and 𝐵” consists of those pairs of integers whose sum is 6 and whose largest
number is 4 or,in other words, the intersection of 𝐴 and 𝐵.
Thus
𝐴 ∩ 𝐵 = {(2, 4), (4, 2)}
Similarly, “𝐴 or 𝐵,” the sum is 6 or the largest is 4, shaded in Fig. 2.2, is the union A
First die
1 2 3 4 5 6

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Second die
 1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

Figure 2.2
Exercise 2.1
1. Consider a random experiment of tossing a coin three times.
a. Find the sample space 𝑆1, if we wish to observe the number of heads and tails
obtained.
b. Find the sample space 𝑆2 , if we wish to observe the number of heads in the three
tosses.

2. Consider an experiment of drawing two cards at random from a bag containing four cards
marked with the integer 1 through 4.
a) Find the sample space 𝑆1 of the experiment if the first card is replaced before the second
is drawn.
b) Find the sample space 𝑆2 of the experiment if the first card is not replaced.
1. Consider the experiment of selecting items from a group consisting of three {𝑎, 𝑏, 𝑐}.
a) Find the sample space 𝑆1 of the experiment in which two items are selected without
replacement.
b) Find the sample space 𝑆2 of the experiment in which two items are selected with
replacement.
2. Find the sample space for experiment consisting of measurement of the voltage 𝑉 from
a transducer, the maximum and minimum of which are +5 and −5 volts, respectively.
3. An experiment consists of tossing two dice.
a) Find the sample space 𝑆
b) Find the event 𝐴 that the sum of the dotes on the dice is greater than 10
c) Find the event 𝐵 that the sum of the dotes on the dice is greater than 12

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 d) Find the event 𝐶 that the sum of the dotes on the dice is greater than 7
2.2 Probability of an event

Objective: After study this section the student should be able to:
 Define the probability of an event
 Explain the property of probability
 Calculate the probability of events
Definition 2.2: Let 𝑆 be a finite sample space, say 𝑆 = {𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑛 }. A finite probability
space, or probability model, is obtained by assigning to each point 𝑎𝑖 in S a real number 𝒑𝒊
called the probability of 𝒂𝑖 satisfying the following properties:
I. Each 𝑝𝑖 is nonnegative, that is, 𝑝𝑖 ≥ 0.
II. The sum of the 𝑝𝑖 is 1, that is, is 𝑝1 + 𝑝2 +・ ・ ・+𝑝𝑛 = 1
The probability of an event 𝐴 written 𝑃(𝐴), is then defined to be the sum of the probabilities of
the points in 𝐴. The singleton set {𝑎𝑖 } is called an elementary event and, for notational
convenience, we write P(𝑎𝑖 ) for P({𝑎𝑖 }).
Definition 2.3: Let 𝐸 be an event of a finite sample space 𝑆 consisting of equally likely out
comes. Then the probability of the event, defined as
|𝐸| 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑤𝑎𝑦𝑠 𝐸 𝑐𝑎𝑛 𝑜𝑐𝑐𝑢𝑟𝑒
𝑝(𝐸) = |𝑆|
= 𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡 𝑐𝑜𝑚𝑒𝑠

EXAMPLE 2.8: Suppose three coins are tossed, and the number of heads is recorded. Let 𝐴 be
the event that at least one head appears, and let B be the event that all heads or tails appears.
Find the probability of event 𝐴 and 𝐵.
1
Solution: The sample space is 𝑆 = {0, 1, 2, 3}. The probability of the elements of 𝑆. P(0) = 8 ,
3 3 1
P(1) = 8 , P(2) = 8 , P(3) = 8

That is, each probability is nonnegative, and the sum of the probabilities is 1.
𝐴 = {1, 2, 3} 𝑎𝑛𝑑 𝐵 = {0, 3}.
3 3 1 7
Then, by definition, 𝑃(𝐴) = 𝑃(1) + 𝑃(2) + 𝑃(3) = + + = and
8 8 8 8
1 1 1
𝑃(𝐵) = 𝑃(0) + 𝑃(3) = + =
8 8 4

Example 2.9: Let a card be selected from an ordinary deck of 52 playing cards. Let
A = {the card is a spade} and B = {the card is a face card}.

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 What is P(A), P(B), and P(A ∩ B).
number of spades 13 1
Solution: Using definition 2.3, P(A) = = 52 = 4
number of card
number of face cards 12 3
P(B) = = 52 = 12
number of card
number of spade face cards 3
P(A ∩ B) = = 52
number of card

Example 2.10 An urn contains four blue ball and five red ball. What is the probability that a
ball chosen from the urn is blue?
Solution: Calculate the probability, note that there are nine possible outcomes, and four of
4
these possible outcomes produce a blue ball, hence, the probability that a blue is chosen is .
9

Elementary properties of probability:

Let 𝑆 be the sample space and 𝐴 be an event in 𝑆. Then the probability function 𝑃 defined on
the class of all events in a finite probability space has the following properties:
1. For every event 𝐴, 0 ≤ 𝑃(𝐴) ≤ 1.
2. P(S) = 1.
3. 𝑝(𝐴𝑐 ) = 1 − 𝑝(𝐴)
4. 𝑃(∅) = 0
5. 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

Example 2.11: Find the probability of obtaining at least one head when three coins are tossed.
Solution: Let A be the event of obtaining at least one head. Then Ac denotes the event of
1
obtaining no heads occur, p(Ac ) = 8, therefore ,
1 7
p(A) = 1 − p(Ac ) = 1 − 8 = 8

Let E = {a1 , a2 , a3 , … , an } be an event of a finite sample space consisting of not necessary

equally likely out comes. Let p(ai ) denote the probability that the outcome ai will occur. Then
the probability of E is defined by p(E) = ∑ni=1 p(ai ). Thus p(E) is the sum of the probabilities
of the outcomes in E.
Example 2.12: Suppose the probability of obtaining a prime number is twice that of obtaining
a non- prime number, when a certain loaded die is rolled. Find the probability of obtaining an
odd number when it is rolled.

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Solution: There are six possible out comes when a die is rolled, of which there are primes:2,3
and 5. The probability of obtaining a prime is twice that of a non-prime; that is 𝑝(𝑝𝑟𝑖𝑚𝑒) =
2𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒). Since the sum of the probabilities of the various possible outcome is 1.
3𝑝(𝑝𝑟𝑖𝑚𝑒) + 3𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) = 1
6𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) + 3𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) = 1
9𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) = 1
1
𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) = 9
2
Thus, 𝑝(𝑝𝑟𝑖𝑚𝑒) = 2𝑝(𝑛𝑜𝑛 − 𝑝𝑟𝑖𝑚𝑒) = 9.
1 2 2 5
Then, 𝑝(𝑜𝑑𝑑 𝑛𝑢𝑚𝑏𝑒𝑟) = 𝑝(1) + 𝑝(3) + 𝑝(5) = 9 + 9 + 9 = 9.

Definition 2.4: Suppose that 𝑆 is a set with 𝑛 elements. The uniform distribution assigns the
1
probability to each elements of 𝑆. The experiment of selecting an element from a sample
𝑛

space with a uniform distribution is called selecting an element of 𝑆 at random.

We now define the probability of an event as the sum of the probabilities of the outcomes in
this event.
Definition 2.5: The probability of the event E is the sum of the probabilities of the outcomes
in E. that is, 𝑝(𝐸) = ∑𝑠∈𝐸 𝑃(𝑠)
Example 2.13: Suppose that a die is biased (or loaded) so that 3 appears twice as often as each
other number but that the other five outcomes are equally likely. What is the probability that an
odd number appears when we roll is this die?
Solution: We want to find the probability of the event,{1,2,3,4,5,6} , 𝐴 = {1,3,5} and given
that
𝑝(3) = 2𝑝(1) = 2𝑝(2) = 2𝑝(4) = 2𝑝(5) = 2𝑝(6)
𝑃(𝐸) = ∑6𝐼=1 𝑝(𝑎𝑖 ) = 1
𝑝(𝑎1 ) + 𝑝(𝑎2 ) + 𝑝(𝑎3 ) + 𝑝(𝑎4 ) + 𝑝(𝑎5 ) + 𝑝(𝑎6 ) = 1
𝑝(1) + 𝑝(2) + 𝑝(3) + 𝑝(4) + 𝑝(5) + 𝑝(6) = 1
1 1 1 1 1
𝑝(3) + 2 𝑝(3) + 𝑝(3) + 2 𝑝(3) + 2 𝑝(3) + 2 𝑝(3) = 1
2
7 1
𝑝(3) = 1 => 𝑝(3) = 7
2
1 1
𝑃(1) = 𝑃(2) = 𝑃(4) = 𝑃(5) = 𝑃(6) = 7 , 𝑝(3) = 7.

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 1 2 1 4
It follows that 𝑝(𝐴) = 𝑝(1) + 𝑝(3) + 𝑝(5) = + + = .
7 7 7 7
1
Suppose that there are 𝑛 equally likely outcomes; each possible outcome has probability 𝑛,

since the sum of their probability is 1. Suppose the event E contains m out comes. According to
definition 2.5
1 𝑚
𝑝(𝐸) = ∑𝑚
𝑖=1 𝑛 = 𝑛 . Since |𝐸| = 𝑚 𝑎𝑛𝑑 |𝑆| = 𝑛, it follows that

𝑚 |𝐸|
𝑝(𝐸) = = |𝑆|
𝑛

Theorem 2.1 (Inclusion- exclusion principle). If A and B are any two events of a finite
sample space, S. The probability that at least one of them will occurs is given by
𝑝(𝐴 ∪ 𝐵) = 𝑝(𝐴) + 𝑝(𝐵) − 𝑝(𝐴 ∩ 𝐵)
Proof: By the inclusion –exclusion principle on a set,
|𝐴 ∪ 𝐵| = |𝐴| + |𝐵| − |𝐴 ∩ 𝐵|
|𝐴∪𝐵| |𝐴| |𝐵| |𝐴∩𝐵|
Then |𝑆|
= |𝑆|
+ |𝑆| − |𝑆|
.

That
𝑝(𝐴 ∪ 𝐵) = 𝑝(𝐴) + 𝑝(𝐵) − 𝑝(𝐴 ∩ 𝐵).
In particular, if 𝐴 and 𝐵 are mutually exclusive 𝐴 ∩ 𝐵 = ∅ and hence
𝑝(𝐴 ∩ 𝐵) = 0. Therefore,
𝑝(𝐴 ∪ 𝐵) = 𝑝(𝐴) + 𝑝(𝐵)
Theorem 2.2: (Addition Principle): If 𝐴 and B are mutually exclusive events of a finite
sample space. Then 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵).
EXAMPLE 2.14: Suppose a student is selected at random from 100 students where 30 are
taking mathematics,20 are taking chemistry, and 10 are taking mathematics and chemistry.
Find the probability p that the student is taking mathematics or chemistry.
Solution: Let M = {students taking mathematics} and C = {students taking chemistry}.

30 3
𝑃(𝑀) = = 10 ,
100
20 1
𝑃(𝐶) = =5
100
10 1
P(Mand C) = P(M ∩ C) = = 10
100

Thus, by the Addition Principle (Theorem 2.2),

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 𝑝 = 𝑃(𝑀 𝑜𝑟 𝐶) = 𝑃(𝑀 ∪ 𝐶) = 𝑃(𝑀) + 𝑃(𝐶) − 𝑃(𝑀 ∩ 𝐶)
3 1 1 2
= + 5 − 10 = 5
10

Example 2.15 A survey among 50 house wives about the two laundry detergent Lex(L) and
Rex(R), shows that 25 like Lex, 30 like Rex, 10 like both, and 5 like neither. A house wives is
selected at random from the group surveyed. Find the probability that she likes neither Lex nor
Rex.
25 30
Solution: Using the Venn diagram in figure 2.2, we have 𝑝(𝐿) = 50 , 𝑝(𝑅) = 50
10
𝑝(𝐿 ∩ 𝑅) = 50,

1 3 1 9
𝑝(𝐿 ∪ 𝑅) = 𝑃(𝐿) + 𝑃(𝑅) − 𝑃(𝐿 ∩ 𝑅) = 2 + 5 − 5 = 10

So, 𝑝(𝐿𝑐 ∩ 𝑅 𝑐 ) = 𝑝((𝐿 ∪ 𝑅)𝑐 ) = 1 − 𝑝(𝐿 ∪ 𝑅)

9 1
= 1 − 10 = 10

Exercise 2.2
1. A card is drawn at random from a standard deck of cards. Find the probability of
obtaining
a) A king c) A king or a queen
b) A club d) A club or a diamond
2. What probability should be assigned to the out come of heads when a biased coin is
tossed, if heads is three times as likely to come up as tail. What probability should be assigned
to the outcome of tails?
3. Two dice are rolled. Find the probability of obtaining
a) Two five c) A five and a six
b) A sum of four d) A sum less than five
4. Two cards are drawn at random from a standard deck of card. Find the probability
that:
a) Both are king d) One is a king and the other a queen
b) Both are club
c) One is a club and the other a diamond.
5. Let 𝑈 = {𝑎, 𝑏, 𝑐, 𝑑, 𝑒} be the sample space of an experiment, where the outcomes are
equally likely. Find the probability of each event

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 a) {𝑎} c ) {𝑎, 𝑐 , 𝑑}
b) {𝑎, 𝑏} d) ∅
6. Let 𝑝(𝐴) = 0.9 and 𝑝(𝐵) = 0.8. show that 𝑝(𝐴 ∩ 𝐵) ≥ 0.7
7. A random experiment has sample space 𝑆 = {𝑎, 𝑏, 𝑐}. Suppose that 𝑝(𝑎, 𝑐) = 0.75 and
𝑝(𝑏, 𝑐) = 0.6.Find the probability of the elementary events.
1 1 1
8. Let 𝐴, 𝐵 𝑎𝑛𝑑 𝐶 be three events in 𝑆. If 𝑝(𝐴) = 𝑝(𝐵) = 3 , 𝑝(𝐴 ∩ 𝐵) = 8 , 𝑝(𝐴 ∩ 𝐶) = 6

and 𝑝(𝐵 ∩ 𝐶) = 0 find 𝑃(𝐴 ∪ 𝐵 ∪ 𝐶)

9. Consider a telegraph source generating two symbols, dots and dashes. We observe that
the dots were twice a likely to occur as the dashes. Find the probability of dot’s occurring and
the dash’s occurring.
10. The sample space 𝑆 of a random experiment is given by 𝑆 = {𝑎, 𝑏, 𝑐, 𝑑} with probability
𝑝(𝑎) = 0.2, 𝑝(𝑏) = 0.3, 𝑝(𝑐) = 0.4, 𝑎𝑛𝑑 𝑝(𝑑) = 0.1. let 𝐴 denote the event {𝑎, 𝑏}, and
𝐵 = {𝑏, 𝑐, 𝑑}.determine the following probabilities: (a) 𝑝(𝐵);(b) 𝑝(𝐴);(c) 𝑝(𝐴𝑐 );(d) 𝑝(𝐴 ∪ 𝐵)
and (e) 𝑝(𝐴 ∩ 𝐵)
2.3. Conditional probability
objective: After study this section the student should be able to:
 Define conditional probability
 Calculate the conditional probability of an event

6 1
Suppose 𝐸 be the event of rolling a sum of seven with two dice. Then 𝑝(𝐸) = 36 = 6 . Suppose

a 3 comes up on one of the dice. This reduces the sample space to

{(1,3), (2,3), (3,1), (3,2), (3,3), (3,4), (3,5), (3,6), (4,3), (5,3), (6,3)} consequently, a
sum of 7 can be obtained in two ways: {(3,4), (4,3)}. Therefore, the probability of getting a
2
sum of seven, knowing that a three has been rolled is . Thus the additional information has
11

indeed affected the probability of 𝐸.

Accordingly, we make the following definition
Definition2.6: The probability that an event 𝐴 will occur, knowing that a certain other event
𝐵 (≠ ∅) has already occurred, is the conditional probability of 𝐴, given 𝐵, denoted by 𝑝(𝐴\𝐵).
And defined as
𝑝(𝐴∩𝐵)
𝑝(𝐴\𝐵) = 𝑝(𝐵)

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Suppose 𝑆 is a sample space, and 𝑛(𝐴) denotes the number of elements in 𝐴. Then 𝑃(𝐴 ∩
𝑛(𝐴∩𝐵) 𝑛(𝐵) 𝑝(𝐴∩𝐵) 𝑛(𝐴∩𝐵)
𝐵) = , 𝑝(𝐵) = , and so on 𝑝(𝐴\𝐵) = =
𝑛(𝑆) 𝑛(𝑆) 𝑝(𝐵) 𝑛(𝐵)

EXAMPLE 2.16; (a) A pair of fair dice is tossed. The sample space 𝑆 consists of the 36
ordered pairs (𝑎, 𝑏), where 𝑎 and 𝑏 can be any of the integers from 1 to
1
6.(see example 2.6 )Thus the probability of any point is 36 . Find the probability

that one of the dice is 2 if the sum is 6.

Solution: Let 𝐸 = {𝑠𝑢𝑚 𝑖𝑠 6} and 𝐴 = {2 𝑎𝑝𝑝𝑒𝑎𝑟𝑠 𝑜𝑛 𝑎𝑡 𝑙𝑒𝑎𝑠𝑡 𝑜𝑛𝑒 𝑑𝑖𝑒}
Now 𝐸 consists of 5 elements and 𝐴 ∩ 𝐸 consists of two elements; namely
𝐸 = {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)} and 𝐴 ∩ 𝐸 = {(2, 4), (4, 2)}
2
By definition 2.6 𝑃(𝐴\𝐸) = 5.

On the other hand 𝐴 itself consists of 11 elements, that is,

𝐴 = {(2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6), (1, 2), (3, 2), (4, 2), (5, 2), (6, 2)}
Since 𝑆 consists of 36 elements, 𝑃(𝐴) = 11/36.
1
(b) A couple has two children; the sample space is 𝑆 = {𝑏𝑏, 𝑏𝑔, 𝑔𝑏, 𝑔𝑔} with probability 4

for each point. Find the probability 𝑝 that both children are boys if it is known that:
𝑖) 𝐴𝑡 least one of the children is a boy;
(𝑖𝑖) the older child is a boy.
Solution: Let 𝐸 be the set contain both children are boy, 𝐸 = {𝑏𝑏}
𝑖) Here the reduced space consists of three elements, 𝐴 = {bb, bg, gb}; then
𝑃(𝐴∩𝐸) 1
𝑝 = 𝑝(𝐸\𝐴) = =3
𝑃(𝐴)

𝑖𝑖) Here the reduced space consists of only two elements 𝐵 = {bb, bg};
𝑃(𝐵∩𝐸) 1
Then 𝑝 = 𝑝(𝐸\𝐵) = =2
𝑝(𝐵)

Example 2.17: A bit strength of length four is generated at random, so that each of the 16 bit
strings of length four is equally likely. What is the probability that it contains at least two
consecutive 0’s, given that its bit is a 0? (We assume that 0 bit and 1 bit are equally likely)
Solution: Let 𝐴 be the event that a bit strings of length four contains at least two consecutive
0𝑠, and 𝐵 be the event that the first bit of a bit string of length four is a 0. The probability that

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a bit string of length four has at least two consecutive 0s, given that its first bit is a 0.
𝑝(𝐴∩𝐵)
Equals 𝑝(𝐴\𝐵) = .
𝑝(𝐵)

Since 𝐴 ∩ 𝐵 = {0000,0010,0011,0100} (See figure 2.3) .We see that

5
𝑝(𝐴 ∩ 𝐵) = 16. Since there are eight bit strings of length four that start with 0, we have
8 1
𝑝(𝐵) = 16 = 2
𝑃(𝐴∩𝐵) 5⁄16 5
Consequently, 𝑝(𝐴\𝐵) = = =8
𝑃(𝐵) 1⁄2
0 0 0000
1 0001
0 1 0011
0 1 0 0010
0 0100
0 1 0101
1 1 0111
1 0 1010
0 0 1000
1 1001
0 1 1011
1 1 0 1010
0 1100
0 1 1101
1 0 1110
1 1 1111

FIGURE 2.3

Theorem 2.3 (Multiplication Theorem for Conditional Probability):

Let 𝐴 and 𝐵 be any two events of a finite sample space. Then the probability that both 𝐴 and 𝐵
will occure is given by :
P(A ∩ B) = P(A)P (B\A) = 𝑃(𝐵)𝑝(𝐴\𝐵)
From theorem 2.3 we can obtain the following Baye’s rule:
𝑝(𝐵\𝐴)𝑝(𝐴)
𝑝(𝐴\𝐵) = 𝑝(𝐵)

The multiplication theorem gives us a formula for the probability that events 𝐴 and 𝐵 both
occur. It can easily be extended to three or more eventsA1 , A2 , . . . Am ; that is, 𝑃(A1 ∩ A2 ∩
. . .∩ Am ) = 𝑃(A1 ) ・ 𝑃(A2 \A1 ) ・ ・ ・ 𝑃(Am \A1 , A2 , . . . Am−1 )
EXAMPLE 2.17 A lot contains 12 items of which 4 are defective. Three items are drawn at
random from the lot one after the other. Find the probability p that all three are non-defective.

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 8
Solution: The probability that the first item is non-defective is since 8 of 12 items are non-
12

defective. If the first item is non-defective, then the probability that the next item is non-
7
defective is 11 since only 7 of the remaining 11 items are non-defective. If the first 2 items are
6
non-defective, then the probability that the last item is non-defective is since only 6 of the
10

remaining 10 items are now non-defective.

Thus by the multiplication theorem,
8 7 6 14
𝑝 = 12 ・ 11 ・ 10 = 55 ≈ 0.25

Example 2.18: Two marbles are drawn successively from a box of three black and four white
marbles. Find the probability that both are black if the first marble is not replaced before the
second drawing.
3
Solution: Let 𝐵1 be the event drawing the first black marble, then 𝑝(𝐵1 ) = 7 and

let 𝐵2 be the event of drawing a second black marble. Since the first marble is not
replaced before the second is drawn, there are only two black balls left in the box at the second
2
drawing. Therefore, 𝑝(𝐵2 \𝐵1 ) = 6. Consequently, the probability of

drawing two black balls successively without replacement is given by

3 2 1
𝑝(𝐵1 ∩ 𝐵2 ) = 𝑝(𝐵1 )・𝑝(𝐵2 \𝐵1 ) = 7 ・ 6 = 7

Exercise 2.3
1. What is the conditional probability that a family with two children has two boys, given
they have at least one boy.
2. Find 𝑝(𝐴\𝐵) if a) 𝐴 ∩ 𝐵 = ∅, b) 𝐴 ⊂ 𝐵 and c) 𝐵 ⊂ 𝐴
3. Two manufacturing plants produce similar parts. Plant 1 produces 1000 parts, 100 of
which are defective. Plant 2 produce 2000 parts, 150 of which are defective. A part is selected
at random and found be defective. What is the probability that it came from plant 1?
4. Two cards are drawn at random from a deck. Find the probability that both are aces.

2.4 Independent events

Objective: After study this section the student should be able to:
 Define the independent event
 Differentiate the dependant and independent events

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  Identify whether the given events are dependant or not
 Calculate the probability of dependant events.
Definition 2. 6: Two events are dependent if the occurrence of one event affects the probability
of the other event occurring; otherwise, they are independent which means , events 𝐴 and 𝐵 in a
probability space 𝑆 are said to be independent if the occurrence of one of them does not
influence the occurrence of the other. More specifically, 𝐵 is independent of 𝐴 if 𝑃(𝐵) is the
same as 𝑃(𝐵|𝐴).
Now substituting 𝑃(𝐵) for 𝑃(𝐵|𝐴) in the Multiplication Theorem,
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃 (𝐵|𝐴) yields 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃 (𝐵).
We formally use the above equation as our definition of independence.
Definition 2.7: The event A and B are independent if and only if
𝑝(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)
Example 2.19: Suppose A is the event that a randomly generated bit string of length four
begins with 1 and B is the event that this bit string contains an even number of ones. Are A and
B independent, if the 16 bit strings of length four are
equally likely?
Solution: There are eight bit strings of length four that begin with a one:
1000,1001,1010,1011,1101,1100,1110 𝑎𝑛𝑑 1111
There are also eight bit strings of length four that contain an even number of ones:
0000,0011,0101,0110,1001,1010,1100 𝑎𝑛𝑑 1111.
8 1
Since there are 16 bit strings of length four, it follows that 𝑝(𝐴) = 𝑝(𝐵) = 16 = 2.
4 1
Because 𝐴 ∩ 𝐵 = {1111,1100,1010,1001}, we see that 𝑝(𝐴 ∩ 𝐵) = 16 = 4. Since
1 1 1
𝑝(𝐴 ∩ 𝐵) = 4 = 2 × 2 = 𝑝(𝐴)𝑝(𝐵). We conclude that A and 𝐵 are independent.

Example 2.20: A fire coin is tossed three times. Consider the events:
A = {𝑓𝑖𝑟𝑠𝑡 𝑡𝑜𝑠𝑠 𝑖𝑠 ℎ𝑒𝑎𝑑𝑠}
B = {𝑠𝑒𝑐𝑜𝑛𝑑 𝑡𝑜𝑠𝑠 𝑖𝑠 ℎ𝑒𝑎𝑑𝑠}
C = {𝑒𝑥𝑎𝑐𝑡𝑙𝑦 𝑡𝑤𝑜 ℎ𝑒𝑎𝑑𝑠 𝑖𝑛 𝑟𝑜𝑤}
Show that A and C are independent.
Solution: The sample space is
S = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇} and the events are:

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A = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇}, B = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇}𝑎𝑛𝑑 C = {𝐻𝐻𝑇, 𝑇𝐻𝐻}
And A ∩ B = {𝐻𝐻𝐻, 𝐻𝐻𝑇}, A ∩ C = {𝐻𝐻𝑇} 𝑎𝑛𝑑 B ∩ C = {𝐻𝐻𝑇, 𝑇𝐻𝐻}
We have:
4 1 4 1 2 1
𝑝(𝐴) = 8 = 2 , 𝑝(𝐵) = 8 = 2 , 𝑝(𝐶) = 8 = 4
1 1 1
𝑝(𝐴 ∩ 𝐵) = 4 , 𝑝(𝐴 ∩ 𝐶) = 8 , 𝑝(𝐵 ∩ 𝐶) = 4

Accordingly,
1 1 1
𝑝(𝐴)𝑝(𝐵) = 2 × 2 = 4 = 𝑝(𝐴 ∩ 𝐵), and so 𝐴 and 𝐵 are independent
1 1 1
𝑝(𝐴)𝑝(𝐶) = 2 × 4 = 8 = 𝑝(𝐴 ∩ 𝐶), and so 𝐴 and 𝐶 are independent
1 1 1
𝑝(𝐶)𝑝(𝐵) = 2 × 2 = 4 ≠ 𝑝(𝐶 ∩ 𝐵), and so 𝐶 and 𝐵 are dependent

Example 2.21: Are the event 𝐴, that a family with three children has children of both sexes,
and 𝐵 that a family with three children has at most one boy,
independent? Assume that the eight ways a family can have three children are equally likely.
Solution: By assumption, each of the eight ways a family can have three children.
𝐵𝐵𝐵, 𝐵𝐵𝐺, 𝐵𝐺𝐵, 𝐵𝐺𝐺, 𝐺𝐵𝐵, 𝐺𝐵𝐺, 𝐺𝐺𝐵, 𝑎𝑛𝑑 𝐺𝐺𝐺 , Where G represents girl and B represents
1
boy, has a probability . Since
8

𝐴 = {𝐵𝐵𝐺, 𝐵𝐺𝐵, 𝐵𝐺𝐺, 𝐺𝐵𝐺, 𝐺𝐺𝐵, 𝐺𝐵𝐵}, 𝐵 = {𝐵𝐺𝐺, 𝐺𝐵𝐺, 𝐺𝐺𝐵, 𝐺𝐺𝐺} and
𝐴 ∩ 𝐵 = {𝐵𝐺𝐺, 𝐺𝐵𝐺, 𝐺𝐺𝐵}
6 3 4 1 3
It follows that 𝑝(𝐴) = 8 = 4 , 𝑝(𝐵) = 8 = 2 𝑎𝑛𝑑 𝑝(𝐴 ∩ 𝐵) = 8. Since
3 3 1
𝑝(𝐴 ∩ 𝐵) = 8 = 4 × 2 = 𝑝(𝐴)𝑝(𝐵). We conclude that 𝐴 and 𝐵 are independent.

Exercise 2.4
1. Consider the experiment of throwing two fair dice. Let A be the event that the sum of the
dice is 7, let B be the event that the sum of the dice is 6, and C be the event that the first die is
4. Show that events A and C are independent, but event B and C are not independent.
2. Suppose we draw a card from a standard deck of 52 cards, replace it, draw another
card, and continue for a total of ten draws. Is this an independent trials process?
3. Suppose we draw a card from a standard deck of 52 cards, discard it (i.e. we do not
replace it), draw another card and continue for a total of ten draws. Is this an independent
trials process?

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4. In three flips of a coin, is the event that we have at most one tail independent of the
event that not all flips are identical?
2.5 Random variable and expectation
Objective: After study this section the student should be able to:
 Define a random variable
 Calculate the expected value

A random variable for an experiment with a sample space 𝑆 is a function that assigns a
number to each element of 𝑆. Typically instead of using 𝑓 to stand for such a function we use 𝑋
(at first, a random variable was conceived of as a variable related to an experiment, explaining
the use of 𝑋, but it is very helpful in understanding the mathematics to realize it actually is a
function on the sample space).
For example, if we consider the process of tossing a coin 𝑛 times, we have the set of all
sequences of 𝑛 𝐻𝑠 and 𝑇s as our sample space. The “number of heads” random variable takes a
sequence and tells us how many heads are in that sequence. Somebody might say “Let 𝑋 be the
number of heads in tossing a coin 5 times.” In that case 𝑋(𝐻𝑇𝐻𝐻𝑇) = 3 while X(THTHT) =
2. It may be rather jarring to see 𝑋 used to stand for a function, but it is the notation most
people use.

Definition 2.7
Consider a random experiment with sample space 𝑆. A random variable 𝑋(𝜏) is a single-valued
real function that assigns a real number called the value of 𝑋(𝜏) to each sample point 𝜏 of 𝑆.
Note: A random variable is not a variable at all in the usual sense, and it is a function.
The sample space 𝑆 is termed the domain of the random variable 𝑋(𝜏) , and the collection of all
numbers (values of 𝑋(𝜏)) is termed the range of the random variable. Thus the range of 𝑋(𝜏) is
a certain subset of the set of all real numbers (figure 2.4)

S
𝑋(𝜏)
𝜏
*

𝑋(𝜏)

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 Figure 2.4 Random variable 𝑋(𝜏) as a function.
Example 2.22 : In the experiment of tossing a coin once, we might define the random variable
𝑋(𝜏) as (figure 2.5)
S T*
𝑋(𝐻) = 1 𝑋(𝑇) = 0
𝐻*

0 1 R
Fig.2.5 One random variable associated with coin tossed
Note that we could also define another random variable, say Y or Z, with
𝑌(𝐻) = 0, 𝑌(𝑇) = 1 𝑜𝑟 𝑍(𝐻) = 0, 𝑍(𝑇) = 1
These events have probabilities that are denoted by
𝑝(𝑋 = 𝑥) = 𝑝(𝜏: 𝑋(𝜏) = 𝑥)
𝑝(𝑋 ≤ 𝑥) = 𝑝(𝜏: 𝑋(𝜏) ≤ 𝑥)
𝑝(𝑋 > 𝑥) = 𝑝(𝜏: 𝑋(𝜏) > 𝑥)
𝑝(𝑥1 < 𝑋 ≤ 𝑥2 ) = 𝑝(𝜏: 𝑥1 < 𝑋 ≤ 𝑥2 )
EXAMPLE 2.23 In the experiment of tossing a fair coin three times, the sample space 𝑆1
consists of eight equally likely sample points 𝑆1 = (𝐻𝐻𝐻, . . . , 𝑇𝑇𝑇). If 𝑋 is the random
variable giving the number of heads obtained, find
(a) 𝑃(𝑋 = 2);
(b) 𝑃(𝑋 < 2)

Solution:
(a) Let 𝐴 ⊂ 𝑆1 be the event defined by 𝑋 = 2. Then, we have
A = (X = 2) = {τ: X(τ) = 2) = {HHT, HTH, THH)
Since the sample points are equally likely, we have
3
𝑃(𝑋 = 2) = 𝑃(𝐴) = 8

(b) Let 𝐵 ⊂ 𝑆 1 be the event defined by 𝑋 < 2. Then

𝐵 = (𝑋 < 2) = {𝜏: 𝑋((𝜏) < 2) = (𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇)
4 1
and 𝑃(𝑋 < 2) = 𝑃(𝐵) = 8
=2

Probability Distribution of a Random Variable

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Let X be a random variable on a finite sample space S with range space 𝑅𝑥 = {𝑥1 , 𝑥2 , . . . , 𝑥𝑡 }
Then 𝑋 induces a function 𝑓 which assigns probabilities 𝑝𝑘 to the points 𝑥𝑘 in 𝑅𝑥 as follows:
𝑓 (xk ) = pk = P(X = xk = sum of probabilities of points in S whose image is xk .
The set of ordered pairs (𝑥1 , 𝑓 (𝑥1 )), (𝑥2 , 𝑓 (𝑥2 )), . . . , (𝑥𝑡 , 𝑓 (𝑥𝑡 )) is called the distribution of
the random variable 𝑋; it is usually given by a table as in Fig. 2.6. This function 𝑓 has the
following two properties:
(i) 𝑓 (𝑥𝑘 ) ≥ 0 and (𝑖𝑖) ∑𝑘 𝑓(𝑥𝑘 ) = 1
Thus R𝑋 with the above assignments of probabilities is a probability space. (Sometimes we will
use the pair notation [𝑥𝑘 , 𝑝𝑘 ] to denote the distribution of X instead of the functional notation
[x, f (x)]).
Out come 𝑥 𝑥1 𝑥2 𝑥3 . . . 𝑥𝑡
Probability 𝑓(𝑥) 𝑓(𝑥1 ) 𝑓(𝑥2 ) 𝑓(𝑥3 ) . . . 𝑓(𝑥𝑡 )

Fig. 2.6 Distribution 𝑓 of a random variable 𝑋

In the case that 𝑆 is an a equiprobable (uniform distribution) space, we can easily obtain the
distribution of a random variable from the following result.
Theorem 2.4: Let 𝑆 be an equiprobable space, and let 𝑓 be the distribution of a random
variable 𝑋 on 𝑆 with the range space 𝑅𝑥 = {𝑥1 , 𝑥2 , . . . , 𝑥𝑡 } .
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆 𝑤ℎ𝑜𝑠𝑒 𝑖𝑚𝑎𝑔𝑒 𝑖𝑠 𝑥𝑖
Then 𝑝𝐼 = 𝑓 (𝑥𝐼 ) = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆

EXAMPLE 2.24: A pair of dice is tossed. Let 𝑋 be assign to each point in 𝑆 the sum of the
numbers: 𝑋 is a random variable with range space
𝑅𝑥 = {2,3,4, … 12}
Note 𝑛(𝑆) = 36, and 𝑅𝑥 = {2, 3, . . . , 12}. Using Theorem 2.4, we obtain the
distribution 𝑓 of 𝑋 as follows:
𝑓 (2) = 1/36, since there is one outcome, (1, 1) whose sum is 2.
𝑓 (3) = 2/36, Since there are two outcomes, (1, 2) and (2,1), whose sum is 3.
𝑓 (4) = 3/36, since there are three outcomes, (1, 3), (2, 2) and (3, 1),whose sum is 4.
Similarly,𝑓 (5) = 4/36, 𝑓 (6) = 5/36, . . . , 𝑓 (12) = 1/36.Thus the distribution of 𝑋 as
follows.
𝑥 2 3 4 5 6 7 8 9 10 11 12

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𝑓(𝑥) 1⁄ 2⁄ 3⁄ 4 5 6 5⁄ 4⁄ 3 2⁄ 1⁄
36 36 36 ⁄36 ⁄36 ⁄36 36 36 ⁄36 36 36

Expected value:
The expected value of a random variable is the sum over all elements in a sample space of the
product of the probability of the element and the value of the random variable at this element.
Definition 2.8 The expected value (or expectation) of the random variable 𝑋(𝑠) on the sample
space Sis equal to
𝐸(𝑋) = ∑𝑠𝜖𝑆 𝑝(𝑠)𝑋(𝑠).
Note that when the sample space 𝑆 has n elements
𝑆 = {𝑥1 , 𝑥2 , … , 𝑥𝑛 }, 𝐸(𝑋) = ∑𝑛𝑖=1 𝑝(𝑥𝑖 )𝑋(𝑥𝑖 )
Remark: We are concerned only with random variables with finite expected values here.
Example 2.25 A fair coin is tossed six times. Let 𝑆 be the sample space of the 64 possible
outcomes, and let 𝑋 be the random variable that assigns to an outcome the number of heads in
this outcome. What is the expected value of 𝑋?
Solution: The number of heads which can occur with their respective probabilities follows:
𝑥𝑖 0 1 2 3 4 5 6
𝑝𝑖 1⁄ 6⁄ 15⁄ 20⁄ 15⁄ 6⁄ 1⁄
64 64 64 64 64 64 64

Then the mean or expectation (or expected number of heads) is:

1 6 15 20 15 6 1
𝐸(𝑋) = 0 (64) + 1 (64) + 2 (64) + 3 (64) + 4 (64) + 5 (64) + 6 (64) = 3

Example 2.26 Three horses 𝑎, 𝑏 and 𝑐 are in a race, suppose their respective probabilities of
1 1 1
winning are , 𝑎𝑛𝑑 6. Let 𝑋 denote the pay of a function for the winning horse, and suppose
2 3

𝑋 pay $2, $6 𝑜𝑟 $9 according as 𝑎, 𝑏 𝑜𝑟 𝑐 wins the race. What is the expected value of ?
Solution: Expected value of 𝑋 is
𝐸(𝑋) = 𝑋(𝑎)𝑝(𝑎) + 𝑋(𝑏)𝑝(𝑏) + 𝑋(𝑐)𝑃(𝑐)
𝟏 𝟏 𝟏
= 2 (𝟐) + 6 (𝟑) + 9 (𝟔) = 4.5

Theorem 2.5: If 𝑋 is a random variable and 𝑝(𝑋 = 𝑟) is the probability that

𝑋 = 𝑟, so that 𝑝(𝑋 = 𝑟) = ∑𝑠∈𝑆,𝑋(𝑠)=𝑟 𝑝(𝑠), then 𝐸(𝑋) = ∑𝑟∈𝑋(𝑆) 𝑝(𝑋 = 𝑟)

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Proof: suppose that 𝑋 is a random variable with range 𝑋(𝑆) , and let 𝑝(𝑋 = 𝑟) be the
probability that the random variable 𝑋 takes the value r. consequently,
𝑝(𝑋 = 𝑟) is the sum of the probabilities of the outcomes s such that 𝑋(𝑠) = 𝑟. it follows that
𝐸(𝑋) = ∑𝑟∈𝑋((𝑆) 𝑝(𝑋 = 𝑟)𝑟
Example 2.27 What is the expected value of the sum of the numbers that appear when a pair
of a fair dice?
Solution: Let X be the random variable equal to the sum of the numbers that appear when a
pair of dice is rolled. In example 2.25 we listed the value of X for the 36 possible outcomes.
The range of X is {2,3,4,5,6,7,8,9,10,11,12}
Substitute the value in example 2.25 in the formula, we have
𝐸(𝑋) = 2𝑝(𝑋 = 2) + 3𝑝(𝑋 = 3) + 4𝑝(𝑋 = 4) + 5𝑝(𝑋 = 5) + 6𝑝(𝑋 = 6)7𝑝(𝑋 = 7) +
8𝑝(𝑋 = 8) + 9𝑝(𝑋 = 9) + 10𝑝(𝑋 = 10) + 11𝑝(𝑋 = 11) + 12𝑝(𝑋 = 12)
1 1 1 1 5 1 5 1 1
= 2 (36) + 3 (18) + 4 (12) + 5 (9) + 6 (36) + 7 (6) + 8 (36) + 9 (9) + 10 (12)
1 1
+ 11 (18) + 12 (36) = 7

Theorem 2.5: The expected number of successes when n Bernoulli trials are performed, where
𝑝the probability of success on each trial is 𝑛𝑝.

Exercise 2.5
1. A random sample with replacement of size 𝑛 = 2 is drawn from the set {1,2,3}, yielding
the following 9-element equiprobable sample space
𝑆 = {(1,1), (1,2), (1,3), (2,1), (2,2), (2,3), (3,1), (3,2), (3,3)}
a) Let 𝑋 denote the sum of the two numbers. Find the distribution 𝑓 of 𝑋, and find the
expected value 𝐸(𝑋).
b) Let 𝑌 denote the minimum of the two numbers. Find the distribution 𝑔 of 𝑌 ,and find the
expected value 𝐸(𝑌)
2. A coin is weighted so that 𝑝(𝐻) = 3/4, and 𝑃(𝑇) = 1/4. The coin is tossed three
times. Let 𝑋 denote the number of heads that appear
a) Find the distribution of 𝑓 of 𝑋

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 b) Find the expected 𝐸(𝑋)
3. A player tossed three fair coins. He wins $5 if three heads occur, $3 if two heads occur,
and $1 if only one head occurs. On the other hand, he losses $15 if three tails occur. Find the
value of the game to the player.
4. What is the expected sum of the tops of n dice when we roll them?

Chapter summery:
 An experiment is a procedure that yields one of a given set of possible outcome.
 A sample space is the set of all possible outcomes of a given experiment,denoted by 𝑺.
 An event 𝐸 is a set of outcome.
 Two events 𝐴 and 𝐵 are called mutually exclusive if they are disjoint, i.e. 𝐴 ∩ 𝐵 = ∅.
 Let 𝐸 be an event of a finite sample space 𝑆 consisting of equally likely outcomes. Then
𝑝(𝐸)
𝑝(𝐸) = 𝑃(𝑆).
1
 Suppose that 𝑆 is a set with n elements. The uniform distribution assigns the probability to
𝑛

each elements of 𝑆.
 If 𝐴 and 𝐵 are any two events, then 𝑝(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) (Inclusion
exclusion principle)
 If A and B are mutually exclusive events, then 𝑝(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) (addition principle).
 The conditional probability of 𝐴 given 𝐵, denoted by 𝑝(𝐴\𝐵), defined as 𝑝(𝐴\𝐵) =
𝑝(𝐴∩𝐵)
.
𝑝(𝐵)

 The conditional probability of B given A, denoted by 𝑝(𝐴\𝐵),defined as

𝑝(𝐴∩𝐵)
𝑝(𝐵\𝐴) = .
𝑝(𝐴)

 Two events are dependent if the occurrence of one event affects the probability of the event
occurring.
 The event 𝐴 and 𝐵 are independent if and only if 𝑝(𝐴 ∩ 𝐵) = 𝑝(𝐴)𝑝(𝐵)
 A random variable for an experiment with a sample space 𝑆 is a function that assigns a number
to each element of 𝑆.
 Consider a random experiment with sample space 𝑆. A random variable 𝑋(𝜏) is a single-valued
real function that assigns a real number called the value of 𝑋(𝜏) to each sample point 𝜏 of 𝑆.

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 The expected value (or expectation) of the random variable 𝑋(𝑠) on the sample space Sis equal
to 𝐸(𝑋) = ∑𝑠𝜖𝑆 𝑝(𝑠)𝑋(𝑠).

Self Test Exercise 2

1. A sample space S consists of four elements: that is 𝑆 = {𝑎1 , 𝑎2 , 𝑎3 , 𝑎4 }. under which of
the following function does S become a probability space
1 1 1 1
a) 𝑝(𝑎1 ) = , 𝑝(𝑎2 ) = − 2 , 𝑝(𝑎3 ) = 4 , 𝑝(𝑎4 ) = 5
3
1 1 1 1
b) 𝑝(𝑎1 ) = , 𝑝(𝑎2 ) = − , 𝑝(𝑎3 ) = , 𝑝(𝑎4 ) =
3 3 2 2
1 1 1
c) 𝑝(𝑎1 ) = , 𝑝(𝑎2 ) = 4 , 𝑝(𝑎3 ) = 8 , 𝑝(𝑎4 ) = 0
2
3 3 3 3
d) 𝑝(𝑎1 ) = , 𝑝(𝑎2 ) = 12 , 𝑝(𝑎3 ) = 24 , 𝑝(𝑎4 ) = 24
6

2. A coin is weighted so that head is three times as likely to appear as tails. Find 𝑝(𝐻)
and 𝑝(𝑇)
3. Suppose 𝐴 and 𝐵 are events with 𝑝(𝐴) = 3/5, 𝑃(𝐵) = 3/10 and 𝑝(𝐴 𝐵) = 1/5. Find
the probability that
a) 𝐴 does not occur
b) 𝐵 does not occur
c) 𝐴 or 𝐵 occur
d) (𝐴 ∩ 𝐵)𝑐
4. A fair die is tossed. Consider events 𝐴 = {2,4,6} 𝐵 = {1,2} 𝐶 = {1,2,3,4}. Find
a) 𝑃(𝐴 and 𝐵) and 𝑝(𝐴 or 𝐶)
b) 𝑃(𝐴\𝐵) and 𝑝(𝐵\𝐴)
c) 𝑃(𝐴\𝐶) and 𝑝(𝐶\𝐴)
d) 𝑃(𝐵\𝐶) and 𝑝(𝐶\𝐴)
5. A pair of fair dice is tossed. If the numbers appearing are different. Find the probability
that
a) The sum is even
b) The sum exceeds nine
6. Two dice are rolled. Find the probability of obtaining each event
a) A sum of 11, knowing that a six has occurred on one dies.

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 b) A sum of 11, knowing that one die shows an odd number.
7. The Sealords have three children. Assuming that the outcomes are equally likely and
independent, find the probability that they have three boys, knowing that:
a) The first child is a boy c) at least one child is a boy
b) The first two children are boys. d) the second child is a boy

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