Lecture (4)

Elementary Probability and

Probability theorems
Prepared by
Dr. Ahmed Omar Elgharib
Assistant Prof. of Electrical Engineering and Engineering Mathematics
College of Engineering & Technology
Arab Academy for Science and Technology and Maritime Transport
2023
Lecture Learning Outcomes
• Basic definitions :random experiment, sample
space ,random events, occurrence of events
• Union and Intersection of events – Mutually

exclusion events- complimentary event

Equally likely event – De Morgan’s rule and
classical probability theorems

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Dr. Ahmed Omar Elgharib
 Random Experiments
Random Experiments: are experiments those we are not able to ascertain or
control the value of certain variables so that the results will vary from one
output of the experiment to the next even though most of the conditions
are the same. The following are some examples.
Example 1.1 If we toss a coin, the result of the experiment is that it will
either come up “tails,” symbolized by T (or 0), or “heads,” symbolized by H
(or 1), i.e., one of the elements of the set {H, T} (or {0, 1}).

EXAMPLE 1.2 If we toss a die, the result of the experiment is that it will
come up with one of the numbers in the set {1, 2, 3, 4, 5, 6}.
EXAMPLE 1.3 If we toss a coin twice, there are four results possible, as
indicated by {HH, HT, TH, TT}.
EXAMPLE 1.3 If we toss a coin twice, there are four results possible, as
indicated by {HH, HT, TH, TT}.

Tree diagram

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 Sample Spaces
A set S that consists of all possible outcomes of a random experiment is
called A SAMPLE SPACE, and each outcome is called a sample point.
Often there will be more than one sample space that can describe
outcomes of an experiment, but there is usually only one that will provide
the most information.

EXAMPLE 1.4 If we toss a die, one sample space, or set of all possible
outcomes, is given by S1={1, 2, 3, 4, 5, 6} while another is S2={ odd,
even}. It is clear, however, that the latter would not be adequate to
determine , for example, whether an outcome is divisible by 3.
S1 gives the most information concerning the outcomes of the experiment

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 Events
❑ An event is a subset A of the sample space S, i.e., it is a set of
possible outcomes.
❑ If the outcome of an experiment is an element of A, we say that the
event A has occurred.
❑ An event consisting of a single point of S is often called a simple or
elementary event.
As particular events,
❑ we have S itself, which is the sure or certain event since an element
of S must occur
❑ the empty set ф, which is called the impossible event because an
element of ф cannot occur.
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 Set Operations on Events
1) A B is the event “either A or B or both.” A B is called the union
of A and B.
2) A B is the event “both A and B.” A B is called the intersection
of A and B.
3) A is the event “not A.” A is called the complement of A.
4) A− B = A B is the event “A but not B.” In particular, A = S − A

• Mutually exclusive events: If the sets corresponding to events A and

B are disjoint, i.e., A B = 
We say that a collection of events A1 , A2 , , An is mutually exclusive if
every pair in the collection is mutually exclusive
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Venn diagram
A B A B

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A A− B

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A B A B

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 Set Operations on Events
EXAMPLE 1.5 Referring to the experiment of tossing a coin twice, let A
be the event “at least one head occurs” and B the event “the second
toss results in a tail.” Then A = {HT, TH, HH}, B = {HT, TT }, and so we
have
A B = { HT , TH , HH , TT } = S

A B = { HT }
A − B = {TH , HH }
A = {TT }
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 The Concept of Probability
In any random experiment there is always uncertainty as to whether a
particular event will or will not occur. As a measure of the chance, or
probability, with which we can expect the event to occur, it is
convenient to assign a number between 0 and 1.
• Classical Approach. If an event can occur in h different ways out of a
total number of n possible ways, all of which are equally likely, then
the probability of the event is h/n.
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝒉
Probability= =
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑒𝑞𝑢𝑎𝑙𝑙𝑦−𝑙𝑖𝑘𝑒𝑙𝑦 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝒏

• EXAMPLE 1.6 If we toss a coin 1000 times and find that it comes up
heads 532 times, we estimate the probability of a head coming up
to be 532/1000 = 0.532.
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 The Axioms of Probability
To each event A in the class C of events, we associate a real number
P(A). Then P is called a probability function, and P(A) the probability of
the event A, if the following axioms are satisfied.
Axiom 1: For every event A in the class C,
P ( A)  0
Axiom 2: For the sure or certain event S in the class C,
P( S ) = 1
Axiom 3: For any number of mutually exclusive eventsA1 , A2 , , An
in the class C, P ( A1 A2 ) = P ( A1 ) + P ( A2 ) +
In particular, for two mutually exclusive events A1, A2,
P ( A1 A2 ) = P ( A1 ) + P ( A2 )
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 Some Important Theorems on Probability
THEOREM 1: If A1 A2 then P ( A1 )  P ( A2 ) and P ( A2 − A1 ) = P ( A2 ) − P ( A1 )

0  P ( A)  1
THEOREM 2: For every event A
P ( ) = 0

THEOREM 3: The
A impossible event has probability A ) = 1 − P ( A)
P ( zero

THEOREM 4: If is the complement of A , then

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 Some Important Theorems on Probability
THEOREM 5 If A and B are any two events, then
P ( A B ) = P ( A) + P ( B ) − P ( A B )
Generally P( A B C ) = P ( A) + P ( B ) + P ( C ) − P ( A B )
− P ( B C ) − P (C A) + P ( A B C )
THEOREM 6 For any events A and B , P ( A) = P ( A B) + P( A B)
Or P( A B ) = P ( A) − P ( A B)
THEOREM 7 If an event A must result in the occurrence of one of the
mutually exclusive events A1 , A2 , , An , then
P ( A) = P ( A A1 ) + P ( A A2 ) + + P( A An )

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 De Morgan’s laws.
P( A B) = P( A B) = 1 − P( A B)

P( A B) = P( A B) = 1 − P( A B)

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 Examples
EXAMPLE 1.7 A single die is tossed once. Find the probability of a 2 or 5
turning up.
Solution:
The sample space is S = {1, 2, 3, 4, 5, 6}. If we assign equal probabilities
to the sample points, i.e., if we assume that the die is fair, then
1
P (1) = P (2) = = P (6) =
6
The event that either 2 or 5 turns up is indicated by 2 5 . Therefore,

1 1 1
P (2 5) = P (2) + P (5) = + =
6 6 3

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 Examples
EXAMPLE 1.8 A card is drawn at random from an ordinary deck of 52
playing cards. Find the probability that it is (a) an ace, (b) a jack of hearts,
(c) a three of clubs or a six of diamonds, (d) a heart, (e) any suit except
hearts, (f) a ten or a spade, (g) neither a four nor a club.
Solution:
Let us use for brevity H, S, D, C to indicate heart, spade, diamond, club,
respectively, and 1, 2 13 for ace, two,….. king. Then 3 H means three of
hearts, while 3 H means three or heart. Let us use the sample space
assigning equal probabilities of 1/52 to each sample point. C: clubs (♣),
a) D: diamonds (♦),
P (1) = P (1 H ) + P (1 S ) + P (1 D ) + P (1 C )
1 1 1 1 4 1 H: hearts (♥)
P (1) = + + + = = S: spades (♠)
52 52 52 52 52 13
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EXAMPLE 1.8 (b) a jack of hearts 1
P (11 H) =
52
(c) a three of clubs or a six of diamonds
1 1 1
P (3 C or 6 D ) = P (3 C ) + P ( 6 D) = + =
52 52 26
13 1
(d) a heart P( H ) = =
52 4
3
(e) any suit except hearts P( H ) = 1 − P( H ) =
4
4 13 1 4
(f) a ten or a spade P (10 S ) = P (10) + P ( S ) − P ( 10 S) = + − =
52 52 52 13
(g) neither a four nor a club.
P (4 C ) = P (4 C ) = 1 − P (4 C ) = 1 − [ P (4) + P (C ) − P ( 4 C )]
 4 13 1  9
= 1−  + − =
 52 52 52  13
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EXAMPLE 1.9 A ball is drawn at random from a box containing 6 red balls, 4
white balls, and 5 blue balls. Determine the probability that it is (a) red, (b)
white, (c) blue, (d) not red, (e) red or white.
Solution:
Our sample space consists of 6 + 4 + 5 = 15 sample points. Then if we
assign equal probabilities 1/15 to ach sample point
6 2 4 5 1
a) P ( R ) = = B) P (W ) = C) P ( B ) = =
15 5 15 15 3
2 3
D) P ( R) = 1 − P ( R) = 1 − =
5 5

E) 6 4 10 2
P ( R W ) = P ( R ) + P (W ) = + = =
15 15 15 3
or 1 2
P( R W ) = P( B) = 1 − P( B) = 1 − =
3 3 21
Dr. Ahmed Omar Elgharib