CHAPTER II

Probability

Probability

Probability is the likelihood or chance of an event occurring.

For example, the probability of flipping a coin and it being heads is ½, because there is 1
way of getting a head and the total number of possible outcomes is 2 (a head or tail). We write
P(heads) = ½ .

 The probability of something which is certain to happen is 1.

 The probability of something which is impossible to happen is 0.
 The probability of something not happening is 1 minus the probability that it will happen.

Event – consists of a set of possible outcomes of a probability experiment. Can be one outcome
or more than one outcome.

Simple event – an event with one outcome.

Compound event – an event with more than one outcome.

A. Sample Space and Relationships among Events

Sample space is the Set of all possible outcomes or results of a random experiment.
Sample space is represented by letter S. Each outcome in the sample space is called an
element of that set. An event is the subset of this sample space and it is represented by letter E.
For example if a dice is rolled we have {1,2,3,4,5,6} as sample space. The event can be {1,3,5}
which means set of odd numbers. Similarly, when a coin is tossed twice the sample space is
{HH, HT, TH, TT}.

Sample space and events play important roles in probability. Once we have sample
space and event, we can easily find the probability of that event. We have following formula to
find the probability of an event.

Where,

n(S) represents number of elements in a sample space of an experiment;

n(E) represents a number of elements in the event set; and

P(E) represents the probability of an event.

 Let us try to understand this with the help of an example. If a die is tossed, the sample
space is {1,2,3,4,5,6}. In this set, we have a number of elements equal to 6. Now, if the event is
the set of odd numbers in a dice, then we have { 1, 3, 5} as an event. In this set, we have 3
elements. So, the probability of getting odd numbers in a single throw of dice is given by

Difference between Sample Space and Events

As discussed in the beginning sample space is set of all possible outcomes of an

experiment and event is the subset of sample space. Let us try to understand this with few
examples. What happens when we toss a coin thrice? If a coin is tossed three times we get
following combinations,

HHH, HHT, HTH,THH, TTH, THT, HTT and TTT

All these are the outcomes of the experiment of tossing a coin three times. Hence, we
can say the sample space is the set given by,

S = {HHH, HHT, HTH,THH, TTH, THT, HTT, TTT}

Now, suppose the event be the set of outcomes in which there are only two heads. The
outcomes in which we have only two heads are HHT, HTH and THH hence the event is given
by,

E = {HHT, HTH, THH}

We can clearly see that each element of set E is in set S, so E is a subset of S. There
can be more than one event. In this case, we can have an event as getting only one tail or event
of getting only one head. If we have more than one event we can represent these events by E 1,
E2, E3 etc. We can have more than one event for a Sample space but there will be one and only
one Sample space for an Event. If we have Events E1, E2, E3, …… En as all the possible subset
of sample space then we have,

S = E1 ∪ E2 ∪ E3 ∪ …….∪ En

We can understand this with the help of a simple example. Consider an experiment of rolling a
dice. We have sample space,

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

Now if we have Event E1 as getting odd number as outcome and E2 as getting even
number as outcome for this experiment then we can represent E1 and E2 as the following set,

E1 = {1,3,5}

E2 ={2,4,6}

So we have
 {1, 3, 5} ∪ {2, 4, 6} = {1,2,3,4,5,6}

Or S = E1 ∪ E2

Hence, we can say union of Events E1 and E2 is S.

B. Counting Rules Useful in Probability

Multiplicative Rule

Suppose you have j sets of elements, n1 in the first set, n2 in the second set, ... and nj in
the jth set. Suppose you wish to form a sample of j elements by taking one element from each
of the j sets. The number of possible sets is then defined by:

Permutation Rule

The arrangement of elements in a distinct order is called permutation. Given a single set
of n distinctively different elements, you wish to select k elements from the n and arrange them
within k positions. The number of different permutations of the n elements taken k at a time is
denoted Pkn and is equal to

Partitions rule

Suppose a single set of n distinctively different elements exists. You wish to partition
them into k sets, with the first set containing n1 elements, the second containing n2 elements, ...,
and the kth set containing nk elements. The number of different partitions is

Where

n1 + n2 + … + nk = n

The numerator gives the permutations of the n elements. The terms in the denominator
remove the duplicates due to the same assignments in the k sets (multinomial coefficients).

Combinations Rule

A sample of k elements is to be chosen from a set of n elements. The number of

different samples of k samples that can be selected from n is equal to
 ( )

C. Rules of Probability

Before discussing the rules of probability, we state the following definitions:

 Two events are mutually exclusive or disjoint if they cannot occur at the same time.
 The probability that Event A occurs, given that Event B has occurred, is called a
conditional probability. The conditional probability of Event A, given Event B, is
denoted by the symbol P(A|B).
 The complement of an event is the event not occurring. The probability that Event A will
not occur is denoted by P(A').
 The probability that Events A and B both occur is the probability of the intersection of A
and B. The probability of the intersection of Events A and B is denoted by P(A ∩ B). If
Events A and B are mutually exclusive, P(A ∩ B) = 0.
 The probability that Events A or B occur is the probability of the union of A and B. The
probability of the union of Events A and B is denoted by P(A ∪ B) .
 If the occurrence of Event A changes the probability of Event B, then Events A and B are
dependent. On the other hand, if the occurrence of Event A does not change the
probability of Event B, then Events A and B are independent.

Rule of Addition

Rule 1: If two events A and B are mutually exclusive, then:

Rule 2: For any two outcomes A and B

Example

A student goes to the library. The probability that she checks out (a) a work of fiction is
0.40, (b) a work of non-fiction is 0.30, and (c) both fiction and non-fiction is 0.20. What is the
probability that the student checks out a work of fiction, non-fiction, or both?

Solution:

Let F = the event that the student checks out fiction;

let N = the event that the student checks out non-fiction.

Then, based on the rule of addition:

Rule of Multiplication

Rule 1: When two events A and B are independent, then:

Dependent - Two outcomes are said to be dependent if knowing that one of the
outcomes has occurred affects the probability that the other occurs

Conditional Probability - an event B in relationship to an event A is the probability

that event B occurs after event A has already occurred. The probability is denoted
by .

Rule 2: When two events are dependent, the probability of both occurring is:

where

Example

An urn contains 6 red marbles and 4 black marbles. Two marbles are drawn without
replacement from the urn. What is the probability that both of the marbles are black?

Solution:

Let A = the event that the first marble is black;

and let B = the event that the second marble is black.

We know the following:

 In the beginning, there are 10 marbles in the urn, 4 of which are black. Therefore, P(A) =
4/10.
 After the first selection, there are 9 marbles in the urn, 3 of which are black. Therefore,
P(B|A) = 3/9.

( )( )

Rule of Subtraction

The probability that event A will occur is equal to 1 minus the probability that event A will
not occur.
Example

The probability of Bill not graduating in college is 0.8. What is the probability that Bill will
not graduate from college?

Solution: