Asossa University

College of Engineering
Electrical and Computer Engineering Department

Post-Graduate (PG) Program

Probability and Stochastic Processes

Review of Basic Probability Theory

 Basic Concepts of Probability Theory
Outline
 Introduction
 Sample Space and Events
 Basic Set Operations
 Axioms and Properties of Probability
 Conditional Probability
 Independence of Events

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 Introduction
 Probability is the study of randomness and uncertainty.
 Probability theory provides powerful mathematical tools to explain,
model and design an efficient, reliable and cost effective real world
physical systems with some degree of uncertainty.
 Some application areas of probability theory include:
• Data communication systems
• Wireless communication systems
• Control and power systems, etc…

 Events can in general be classified as:

• Random-the event may or may not occur
• Certain- the occurrence of the event is inevitable
• Impossible-the event will never occur
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Sample Space and Events
i. Random Experiment
 A random experiment is an experiment in which the outcome
varies in an unpredictable manner when the experiment is
repeated under the same conditions.
Examples:
• Tossing a coin
• Rolling a die
• Picking a card from a deck

ii. Sample Space

 The sample space is the set of all possible outcomes of a
random experiment.
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Sample Space and Events Cont’d….

 The sample space is denoted by Ω and the possible

i
outcomes are represented by
  {1 , 2 , ......n }

iii. Event
 An event is any subset of the sample of the sample space, Ω
 Events can be represented by A, B, C, ……
Example-1:
Consider a random experiment of rolling a die once.
i. Sample Space
  {1, 2, 3, 4, 5, 6}
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Sample Space and Events Cont’d….
ii. Some possible events
 An event of obtaining even numbers
A  {2, 4, 6}

 An event of obtaining numbers less than 4

B  {1, 2, 3}

Example-2:
Consider a random experiment of flipping a fair coin twice.
i. Sample space
  {HH , HT, TH, TT}

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Sample Space and Events Cont’d….

ii. Some possible events

 An event of getting exactly one head
A  {HT , TH}

 An event of getting at least one tail

B  {HT , TH, TT}

 An event of getting at least one head

C  {HH , HT , TH}

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 Basic Set Operations
 We can combine events using set operations to obtain other
events.
1. Union
The union of two events A and B is defined as the set of outcomes
that are either in A or B or both and is denoted by A  B.
A  B  { :   A or   B}  A  B  { :   A    B}
Ω

A B

E F

AB

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 Basic Set Operations Cont’d…..
2. Intersection
The intersection of two events A and B is defined as the set of
outcomes that are common to both A and B and is denoted by
A  B.

A  B  { :   A and   B}  A  B  { :   A    B}

A B

AB

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Basic Set Operations Cont’d…..
3. Complement
The complement of an event A is defined as the set of all
outcomes that are not in A and is denoted by A.
A  { :    and   A}  A  { :       A}
Ω

EA A

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 Basic Set Operations Cont’d…..
4. Mutually Exclusive (Disjoint) Events
Two events A and B are said to be mutually exclusive or disjoint
if A and B have no elements in common, i.e., A  B  

A B

A B  

5. Equal Events
Two events A and B are said to equal if they contain the same
outcomes and is denoted by A=B.

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 Some Properties of Set Operations
1. Elementary Properties

i.    v. A  A  
ii.    vi. A  A  
iii.   A  
2. Commutative Properties
vii. A  A
iv.   A  A

3. Associative Properties
A B  B  A
A B  B  A

A  ( B C )  ( A  B ) C
A  ( B C )  ( A  B ) C

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Some Properties of Set Operations Cont’d…..
4. Distributive Properties
A  ( B C )  ( A  B )  ( A C )
A  ( B C )  ( A  B )  ( A C )

5. DeMorgan’s Rules
( A  B)  A  B
( A  B)  A  B

 The union and intersection operations can be repeated for an

arbitrary number of events as follows.
n

A
i 1
i  A1  A2 ....  An
n

A
i 1
i  A1  A2 ...  An

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Axioms and Properties of Probability
 Probability is a rule that assigns a number to each event A in the
sample space, Ω.
 In short , the probability of any event A is given by
n( A)
P ( A) 
n ()
where
n( A) - is the number of elements in the event A
n() - is the number of elements in the sample space 

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 Axioms and Properties of Probability Cont’d…..

 The probability of an event A is a real number which satisfies the

following axioms.
1. Probability is a non-negative number, i.e.,
P( A)  0

2. Probability of the whole set is unity, i.e.,

P ()  1
From axioms (1) and (2), we obtain
0  P ( A)  1

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Axioms and Properties of Probability Cont’d…..

3. Probability of the union of two mutually exclusive (disjoint)

events is the sum of the probability of the events, i.e.,
If A  B  , then P( A  B )  P( A)  P ( B )

 We can generalize axiom (3) for n pairwise mutually

exclusive (disjoint) events.
 If A1, A2, A3, …, An is a sequence of n pairwise mutually
exclusive (disjoint) events in the sample space Ω such that
Ai  A j  , for i  j , then

 n  n
P Ai    P ( Ai )
 i 1  i 1
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Axioms and Properties of Probability Cont’d…..
 By using the above probability axioms, other useful
properties of probability can be obtained.
1. P ( A)  1  P ( A)
Proof:
A  A    P ( A  A)  P ( A)  P ( A), but A  A  
 P ()  P ( A)  P ( A), P ()  P ( A  A)
 1  P ( A)  P ( A), P ()  1
 P ( A)  1  P ( A)

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Axioms and Properties of Probability Cont’d…..

 We can decompose the events A, B and AUB as unions of

mutually exclusive (disjoint) events as follows.

A B

A B A B A B

We can see that A  B, A  B and A  B are disjoint events.

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Axioms and Properties of Probability Cont’d…..

 From the above Venn diagram, we can write the following

relations.
i. A  ( A  B ) ( A  B ) ii. B  ( A  B ) ( A  B )

 P ( A)  P ( A  B )  P ( A  B )  P( B)  P( A  B)  P( A  B)
 P( A  B)  P( B)  P( A  B)
 P ( A  B )  P ( A)  P ( A  B )

iv. A  B  B ( A  B )
iii. A  B  A ( A  B )
 P( A  B)  P( B)  P( A  B)
 P ( A  B )  P ( A)  P ( A  B )

v. A  B  ( A  B ) ( A  B ) ( A  B )
 P( A  B)  P( A  B)  P( A  B)  P( A  B)

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Axioms and Properties of Probability Cont’d…..

2. P ( A  B )  P ( A)  P ( B )  P ( A  B )

Proof:
P ( A  B )  P ( A)  P ( A  B )
But, P ( A  B )  P ( B )  P ( A  B )
 P ( A  B )  P ( A)  P ( B )  P ( A  B )

 We can generalize the above property for three events A, B and C

as follows.
P ( A  B C )  P ( A)  P ( B )  P (C )  P ( A  B )  P ( A C )  P ( B C )
 P ( A  B C )

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Axioms and Properties of Probability Cont’d…..

 For n events A1, A2, A3,…,An the above property can be

generalized as:
 n  n n
P Ai    P ( A j )   P ( A j  Ak )  ....  (1) n P ( A1  A2 ...  An )
 i 1  j 1 j k

3. P ( A  B )  P ( A)  P ( B )

Proof:
P ( A  B )  P ( A)  P ( B )  P ( A  B )
But, P ( A  B )  0
 P ( A  B )  P ( A)  P ( B )

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Axioms and Properties of Probability Cont’d…..
Example-1:
A box contains 10 identical balls numbered 0, 1, 2,…,9. A single
ball is selected from the box at random. Consider the following
events.
A: number of ball selected is odd
B: number of ball selected is multiple of 3
C: number of ball selected is less than 5
Find the following probabilities.
a. P( A) d. P( A  B)
b. P( B) e. P( A  B C )
c. P(C )
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Axioms and Properties of Probability Cont’d…..
Solution:
 The sample space and the events are given by:

  {0, 1, 2, 3, 4, 5, 6, 7, 8, 9} C  {0, 1, 2, 3, 4}
A  {1, 3, 5, 7, 9} A  B  {3, 9}
B  {3, 6, 9} A  B C  {0, 1, 2, 3, 4, 5, 6, 7, 9}
 The number of elements in the sample space and events are:

n()  10 n(C )  5
n( A)  5 n( A  B )  2
n( B )  3 n ( A  B C )  9

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Axioms and Properties of Probability Cont’d…..
 Thus, probabilities of the given events are given by:

n( A) 5 1 n( A  B ) 2 1
a. P( A)    d . P( A  B)   
n() 10 2 n ( ) 10 5
n( B ) 3 n ( A  B C ) 9
b. P( B)   e. P( A  B C )  
n() 10 n () 10
n(C ) 5 1
c. P (C )   
Example-2: n() 10 2

Given P ( A)  0.9, P ( B )  0.8 and P ( A  B )  0.75, find :

a. P ( A  B ) c. P ( A  B ) e. P ( A  B )
b. P ( A  B ) d . P( A  B) f . P( B)

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Axioms and Properties of Probability Cont’d…..

Solution:
a. P( A  B)  P( A)  P( B)  P( A  B) d . P( A  B)  P( A  B)  1  P( A  B)
 P( A  B)  0.9  0.8  0.75  P( A  B)  1  0.75
 P( A  B)  0.95  P( A  B)  0.25

b. P( A  B)  P( A)  P( A  B) e. P( A  B)  1  P( A)  P( A  B)
 P( A  B)  0.9  0.75  P( A  B)  1  0.9  0.75
 P( A  B)  0.15  P( A  B)  0.85

c. P ( A  B )  P ( A  B )  1  P ( A  B ) f . P( B)  1  P( B)
 P ( A  B )  1  0.95  P( B)  1  0.8
 P ( A  B )  0.05  P( B)  0.2

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Axioms and Properties of Probability Cont’d…..

Exercise:
1. If A  B  , then show that P ( A)  P ( B ).
2. If P ( A)  P ( B )  P ( A  B ), then show that
P[( A  B ) ( A  B )]  0.
3. If P ( A)  P ( B )  1, then show that P ( A  B )  1.
4. If P ( A)  0.9 and P ( B )  0.8, then show that P ( A  B )  0.7

July 8, 2024 Lamessa .D 26

Conditional Probability ----some correction made
 The conditional probability of an event A given B, denoted by P(A/B), is defined as:

 Similarly, the conditional probability of an event B given A, denoted by P(B/A), is given by

P( A  B)
P( A / B)  , P( B)  0 (1)
P( B)
 From equations (1) and (2), we will get

P( A  B)
P ( B / A)  , P ( A)  0 (2)
P ( A)

P( A  B)  P( A / B) P( B)  P( B / A) P( A) (3)

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Conditional Probability Cont’d…….
 Then using equation (3), we will get

 We know that P ( B / A) P ( A) P( A / B) P( B)
P( A / B)  OR P ( B / A)  (4)
P( B) P ( A)
 Substituting equation (5) into equation (4), we will get

P ( B )  P ( A  B )  P ( A  B)
 P ( B )  P ( B / A) P ( A)  P ( B / A) P ( A) (5)

P ( B / A) P ( A)
P( A / B)  (6)
P ( B / A) P ( A)  P ( B / A) P ( A)

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Conditional Probability Cont’d…….
 Similarly,

P( A / B) P( B)
 P ( B / A ) 
Equations (6) and (7) are known as Baye’s Rule. (7)
 P( A / B) P( B)  P( A / B) P( B)
Baye’s Rule can be extended for n events as follows.
 Let events A1, A2, A3, …, An be pairwise mutually exclusive (disjoint ) events and their union be the sample space Ω, i.e.

n
Ai  A j   and A  
i 1
i

 n  n
 P Ai    P ( Ai )
 i 1  i 1
July 8, 2024 Lamessa .D 29
Conditional Probability Cont’d…….
 Let B be any event in Ω as shown below.

A2 .....
A1 An 1

B
A3 ..... An

B  B ( A1  A2 ....  An )

 B  ( B  A1 ) ( B  A2 ) ... ( B  An )

But, Ai  A j    ( B  Ai ) ( B  A j )  

July 8, 2024 Lamessa .D 30

Conditional Probability Cont’d…….
 The events are mutually exclusive events.
B  Ai and B  A j
 In short,

 P ( B )  P ( B  A1 )  P ( B  A2 )  ...  P ( B  An )
 Then using equation (7), we will obtain
 P ( B )  P ( B / A1 ) P ( A1 )  P ( B / A2 ) P ( A2 )  ...  P ( B / An ) P ( An ) (8)

n n
P( B)   P( B  Ai )   P( B / Ai ) P( Ai ) (9)
i 1 i 1

P ( B / Ai ) P ( Ai )
P ( Ai / B )  n
(10)
 P( B / A ) P( A )
i 1
i i

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Conditional Probability Cont’d…..
Example-1:
Show that P( A / B)  1  P ( A / B)

Solution:
P( B)  P( A  B)  P( A  B)

 P( B)  P( A / B) P( B)  P( A / B) P( B)
Dividing both sides by P( B), we obtain

1  P( A / B)  P( A/B)

 P( A/B)  1  P( A / B)

July 8, 2024 Lamessa .D 32

Conditional Probability Cont’d…..
Example-2: correction has made to it
Let A and B be two events such that P(A)=x, P(B)=y and
P(B/A)=z. Find the following probabilities in terms of x, y and z.
a. P ( A / B )
b. P ( A  B )
c. P ( A / B )

Solution:
P ( A  B )  P ( B / A) P ( A)  xz
P ( A  B ) xz
a. P ( A / B )  
P( B) y
b. P ( A  B )  P ( A  B )  1  P ( A  B )  1  xz
P( A  B) P( B)  P( A  B) xz
c. P ( A / B )    1
P( B) P( B) y
July 8, 2024 Lamessa .D 33
Conditional Probability Cont’d…..
Example-3:

A box contains two black and three white balls. Two balls are
selected at random from the box without replacement. Find the
probability that

a. both balls are black

b. the second ball is white

Solution:

First let us define the events as follows:

B1 : the outcome in the first selection is a black ball
July 8, 2024 Lamessa .D 34
Conditional Probability Cont’d…..

B2 : the outcome in the second selection is a black ball

W1 : the outcome in the first selection is a white ball
W2 : the outcome in the second selection is a white ball
P ( B1 )  2 / 5 P ( B2 / B1 )  1 / 4 P (W2 / B1 )  3 / 4
P (W1 )  3 / 5 P ( B2 / W1 )  2 / 4 P (W2 / W1 )  2 / 4

a. P ( B1  B2 )  P ( B2 / B1 ) P ( B1 )  (1 / 4)( 2 / 5)
 P ( B1  B2 )  1 / 10
b. P (W2 )  P (W2  B1 )  P (W2 W1 )
 P (W2 / B1 ) P ( B1 )  P (W2 / W1 ) P (W1 )
 (3 / 4)( 2 / 5)  ( 2 / 4)(3 / 5)
 P (W2 )  3 / 5
July 8, 2024 Lamessa .D 35
Conditional Probability Cont’d…..

Example-4:

Box A contains 100 bulbs of which 10% are defective. Box B

contains 200 bulbs of which 5% are defective. A bulb is
picked from a randomly selected box.

a. Find the probability that the bulb is defective

b. Assuming that the bulb is defective, find the probability

that it came from box A.

July 8, 2024 Lamessa .D 36

Conditional Probability Cont’d…..

Solution:
First let us define the events as follows.
A : Box A is selected

P ( A)  P ( B )  1 / 2
B : Box B is selected P ( D / A)  1 / 10
D : Bulb is defective P ( D / B )  1 / 20

a. P ( D)  P ( D / A) P ( A)  P ( D / B ) P ( B )
 (1 / 10)(1 / 2)  (1 / 20)(1 / 20)
 P ( D )  3 / 40
P ( D / A) P ( A) 1 / 20
b. P ( A / D)    (1 / 20)(40 / 3)
P( D) 3 / 40
 P( A / D)  2 / 3

July 8, 2024 Lamessa .D 37

Conditional Probability Cont’d…..

Example-5:

One bag contains 4 white and 3 black balls and a second bag
contains 3 white and 5 black balls. One ball is drawn from the
first bag and placed in the second bag unseen and then one ball
is drawn from the second bag. What is the probability that it is
a black ball?

Solution:

First let us define the events as follows.

B1 : black ball is drawn from the first bag
W1 : white ball is drawn from the first bag
July 8, 2024 Lamessa .D 38
Conditional Probability Cont’d…..
B2 : black ball is drawn from the second bag
W2 : white ball is drawn from the second bag

Then, we will have:

P ( B1 )  3 / 7 P ( B2 / B1 )  6 / 9 P ( B2 / W1 )  5 / 9

P (W1 )  4 / 7 P (W2 / B1 )  3 / 9 P (W2 / W1 )  4 / 9

P ( B2 )  P ( B2  B1 )  P ( B2 W1 )

 P ( B2 )  P ( B2 / B1 ) P ( B1 )  P ( B2 / W1 ) P (W1 )

 P ( B2 )  (6 / 9)(3 / 7)  (5 / 9)(4 / 7)

 P ( B2 )  28 / 63

July 8, 2024 Lamessa .D 39

Conditional Probability Cont’d…..

Exercise:
1. For three events A, B and C, show that:
a. P[( A  B ) / C ]  P[ A /( B C )]P ( B / C )
b. P( A  B C )  P[ A /( B C )]P( B / C ) P (C )

2. Box A contains 3 white and 2 red balls while another box B

contains 2 red and 5 white balls. A ball drawn at random from
one of the boxes turns out to be red. What is the probability that
it came from box A?

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 Conditional Probability Cont’d…..

3. In a certain assembly plant, three machine A, B and C make

30%, 45% and 25% of the products respectively. It is known
that 2%, 3% and 5% of the products made by each machine,
respectively, are defective. Suppose that a finished product is
randomly selected.
a. What is the probability that it is defective?
b. If the product is known to be defective, what is the
probability that it is made by machine A?

July 8, 2024 Lamessa .D 41

Independence of Events
 Two events A and B are said to be statistically independent if
and only if
P ( A  B )  P ( A) P ( B )

 Similarly, three events A, B and C are said to be statistically

independent if and only if
P ( A  B C )  P ( A) P ( B ) P (C )

 Generally, if A1, A2, …, An are a sequence of independent

events, then
 n  n
P Ai    P( Ai )
 i 1  i 1

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Independence of Events Cont’d……
 If A and B are independent, then we have
P ( A  B ) P ( A) P ( B )
i. P ( A / B )    P ( A)
P( B) P( B)
 P ( A / B )  P ( A)
P ( A  B ) P ( A) P ( B )
ii. P ( B / A)    P( B)
P ( A) P ( A)
 P ( B / A)  P ( B )

Example-1:
If A and B are independent, then show that A and B are also
independent.

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Independence of Events Cont’d……
Solution:
P ( A)  P ( A  B )  P ( A  B )
 P ( A  B )  P ( A)  P ( A  B )  P ( A)  P ( A) P ( B )
 P ( A  B )  P ( A)[1  P ( B )]  P ( A) P ( B )
 By the definition of independent events, A and B are independent.

Example-2:
The probability that a husband and a wife will be alive 20 years
from now are given by 0.8 and 0.9 respectively. Find the
probability that in 20 years
a. both will be alive c. at least one will be alive
b. neither will be alive
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 Independence of Events Cont’d……
Solution:
• First let us define the events as follows.

• Then we will have

H : Husband will be alive
W : Wife will be alive
• The two events can be considered as independent.

P ( H )  0 . 8  P ( H )  1  P ( H )  1  0 . 8  0 .2
P (W )  0.9  P (W )  1  P (W )  1  0.9  0.1

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Independence of Events Cont’d……
Solution:

a. P (both)  P ( H W )  P ( H ) P (W )

 P (both)  P ( H W )  (0.8)(0.9)

 P (both)  P ( H W )  0.72

b. P (neither)  P ( H W )  P ( H ) P (W )

 P (neither )  P ( H W )  (0.2)(0.1)

 P (neither )  P ( H  B )  0.02

c. P (at least one)  1  P (neither)

 P (at least one)  1  0.02

 P (at leat one)  0.98

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Assignment-I

1. Show that the probability that exactly one of the events or

occurs is given by:
P( A)  P( B)  2 P( A  B)
2. Box A contains 10 white and 3 black balls. Another box B
contains 3 white and 5 black balls. Two balls are drawn at
random from box A and placed in box B and then one ball is
taken at random from the latter. What is the probability that it
is a white ball?
3. A child mixes 10 good and three dead batteries. To find the
dead batteries, his father tests them one-by-one and without
replacement. If the first four batteries tested are all good, what
is the probability that the fifth one is dead?
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