Porba Chapter-5-6
Porba Chapter-5-6
Porba Chapter-5-6
Chapter 5
Introduction to Probability
5.1 Definitions
randomness.
-we classify the experiments into two as Random (Non deterministic)and Non-
random (Deterministic).
under some identical conditions. In any random experiment the outcome of any
particular trial should not be known beforehand. But all possible outcomes should be
known in advance.
Tossing a fair coin or throwing a die and observe what the top shows.
Unit experiment is known as trial. This means that trial is a special case of experi-
Sample space is the set or collection of all possible outcomes of a random experiment
Example 5.1.8. If we toss a coin and if H stand for a head and H stand for tail,
then the sample space Ω for the possible experimental outcomes may be written as,
Ω = {H, T }
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Ω = {1, 2, 3, 4, 5, 6}.
An event is a subset of the sample space. This means that event A is simply a
collection of outcomes.
Type of events
Example 5.2.1. write the elements of the sets of the first 10 positive integers
A = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
element of A is an element of B
Example 5.2.2. Let A = {x, 1 > x > 0} =]0, 1[ and B = {x, 1 > x > −2} =]−2, 1[,
Then A ⊂ B but B * A
Complementation : A complement of a set A
with respect to Ω is
Ac = {ω ∈ Ω, ω ∈
/ A}, Ωc = ∅
Example 5.2.3. Suppose that Ω = {0, 1, 2, 3, 4}. Now if A = {0, 1} then
Ac = {2, 3, 4}
Union: A ∪ B = {ω, ω ∈ A or ω ∈ B}
A ∩ B = {4, 5, 6, 7}
A ∪ B = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}
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Let F be a set whose elements are subsets of Ω. Then, F is a σ-algebra if and only
-If A ∈ F, then Ac ∈ F
calculated as follows
the events of S, which assigns to each event, say A ⊆ S, a number denoted by P (A),
number greater than or equal to 0 and less than or equal to 1, that is: 0 ≤ P (A) ≤ 1.
P (S) = 1.
More generally,
If the sample space has an infinite number of points and A1 , A2 , ... are disjoint events,
then
∞
[ ∞
X
P( )= P (Ai )
i=1 i=1
Notation: The probability of the null event or empty set (∅) is 0, that is: P (∅) = 0.
Example 5.3.4. X Toss a fair coin twice. What is the probability of observing at
Solution:
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Example 5.3.6. The sample space for the random experiment of rolling two fair
dice is as follows:
S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6),
(3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6),
(5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6), (6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}.
There are special rules that will allow us to calculate probabilities for the events as
follows:
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For any two events, A and B, the probability of their union, P (A ∪ B), is given as
follows:
Solution:
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Example 5.4.3. Suppose that there were 120 students in the classroom,
Chapter 6
Conditional and independence
Definition 6.1.1. Suppose B is an event with P (B) > 0. For any event A ⊆ Ω,
P (A∩B)
the conditional probability of A given B is P (A|B) = P (B)
i.e. the probability that A has occurred if we know that B has occurred. Note also
P (B/A)P (A)
P (A/B) =
P (B)
then we have
n
X
p(E) = p(E/Ai )p(Ai )
i=1
p(E/Ai )p(Ai )
p(Ai /E) =
p(E)