Basic Concepts of Probability

Set Theory
One of the main objectives of a statistician is to draw conclusions about a population of objects by conducting
an experiment. The first step in this endeavor is to identify the possible outcomes or, in statistical terminology,
the sample space.
Definition: A random experiment is a process that can be repeated under similar conditions but whose
outcome cannot be predicted with certainty beforehand.
Examples:
Tossing a pair of dice, tossing a coin, selecting 2 cards from a standard deck of cards

Definition: The set of all possible outcomes of a statistical experiment is called the sample space and is
represented by the symbol S.
Each outcome in a sample space is called an element or a member of the sample space, or simply a
sample point. If the sample space has a finite number of elements, we may list the members separated by
commas and enclosed in braces. Thus, the sample space S, of possible outcomes when a coin is flipped, may
be written
𝑺 = {𝑯, 𝑻},
where H and T correspond to heads and tails, respectively.
Sample spaces with a large or infinite number of sample points are best described by a statement or
rule method. For example, if the possible outcomes of an experiment are the set of cities in the world with a
population over 1 million, our sample space is written
𝑺 = {𝒙 | 𝒙 𝒊𝒔 𝒂 𝒄𝒊𝒕𝒚 𝒘𝒊𝒕𝒉 𝒂 𝒑𝒐𝒑𝒖𝒍𝒂𝒕𝒊𝒐𝒏 𝒐𝒗𝒆𝒓 𝟏 𝒎𝒊𝒍𝒍𝒊𝒐𝒏},
which reads “S is the set of all 𝑥 such that 𝑥 is a city with a population over 1 million.” The vertical bar is
read “such that.”
The number of all possible outcomes may be
Example:
Toss a coin three times and record the result, the sample space is
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
where HTH means ‘heads on the first toss, then tails, then heads again’.
Example:
Construct a sample space that describes all three-child families according to the genders of the children with
respect to birth order.
The tree diagram shown in Figure 1, gives a systematic approach.
Figure 1: Tree Diagram For Three-Child Families
First Second Third Sample
Outcome Outcome Outcome Point
The sample space is 𝑺 = {𝒃𝒃𝒃, 𝒃𝒃𝒈, 𝒃𝒈𝒃, 𝒃𝒈𝒈, 𝒈𝒃𝒃, 𝒈𝒃𝒈, 𝒈𝒈𝒃, 𝒈𝒈𝒈}
Example:
An experiment consists of flipping a coin and then flipping it a second time if a head occurs. If a tail occurs on
the first flip, then a die is tossed once. Determine the sample space.
The sample space is 𝑺 = {𝑯𝑯, 𝑯𝑻, 𝑻𝟏, 𝑻𝟐, 𝑻𝟑, 𝑻𝟒, 𝑻𝟓, 𝑻𝟔}.

Definition: An event is a subset of a sample space.

To each event we assign a collection of sample points, which constitute a subset of the sample space.
That subset represents all of the elements for which the event is true. Often we are not interested in individual
outcomes, but in events.
Example:
Construct a sample space for the experiment that consists of rolling a single die. Find the events that correspond
to the phrases “an even number is rolled” and “a number greater than two is rolled.”
Solution:
𝑺 = 𝟏, 𝟐, 𝟑, 𝟒, 𝟓, 𝟔
Let A be the event that even number is rolled. The outcomes that are even are 2, 4, and 6. We can write the
event 𝑨 = 𝟐, 𝟒, 𝟔 .
Let B be the event that a number greater than two is rolled. The outcomes that corresponds to the phrase “a
number greater than two is rolled” is the set 𝑩 = {𝟑, 𝟒, 𝟓, 𝟔}, which we have denoted by B.
Example:
Roll two dice, each with numbers 1 to 6. With respect to S, describe the event B of rolling a total of 7 with the
two dice.
Solution:
𝑺 = { 𝟏, 𝟏 , 𝟏, 𝟐 , 𝟏, 𝟑 , 𝟏, 𝟒 , 𝟏, 𝟓 , 𝟏, 𝟔 … … … (𝟔, 𝟔)} A total sample point is 36. To get the event B, determine
the sample points in the sample space where in the total of the two dice is 7. The event B is
𝑩 = { 𝟏, 𝟔 , 𝟐, 𝟓 , 𝟑, 𝟒 , 𝟒, 𝟑 , 𝟓, 𝟐 , 𝟔, 𝟏 }
Example:
Toss a coin three times and you will get this 𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}. Find the event K
that ‘more heads than tails’ and E the event that ‘heads on last throw’.
Solution:
Let K be the event ‘more heads than tails’: 𝑲 = {𝑯𝑯𝑯, 𝑯𝑯𝑻, 𝑯𝑻𝑯, 𝑻𝑯𝑯}
Let E be the event ‘heads on last throw’: 𝑬 = {𝑯𝑯𝑯, 𝑯𝑻𝑯, 𝑻𝑯𝑯, 𝑻𝑻𝑯}
 Combination of events

Venn Diagrams

𝑨𝒄 𝑨⊆𝑩 Disjoint

𝑨∪𝑩 𝑨∩𝑩

Definition: The union of the two events A and B, denoted by the symbol A∪ B, is the event containing all the
elements that belong to A or B or both. It corresponds to combining descriptions of the two events using the word
“or.” 𝐴 ∪ 𝐵 = {𝑥: 𝑥 ∈ 𝐴 𝑜𝑟 𝑥 ∈ 𝐵}

Example: Let 𝐴 = {𝑎, 𝑏, 𝑐} and 𝐵 = {𝑏, 𝑐, 𝑑, 𝑒}; Find 𝐴 ∪ 𝐵.

Example: In the experiment of rolling a single die, find the union of the events E: “the number rolled is even” and
T: “the number rolled is greater than two.”

Definition: The intersection of events A and B, denoted A ∩ B, is the event containing all elements that are
common to A and B. It corresponds to combining descriptions of the two events using the word “and.” Two events
A and B are mutually exclusive, or disjoint, if A ∩ B = ∅, that is, if A and B have no elements in common. 𝐴 ∩
𝐵 = {𝑥: 𝑥 ∈ 𝐴 𝑎𝑛𝑑 𝑥 ∈ 𝐵}
Example: Let 𝑀 = {𝑎, 𝑒, 𝑖, 𝑜, 𝑢} and 𝑆 = {𝑙, 𝑟, 𝑠, 𝑡, 𝑣}; then find M ∩ S.

Example: Let E be the event that a person selected at random in a classroom is majoring in engineering, and
let F be the event that the person is female. Then E ∩ F is the event of all female engineering students in the
classroom.
Example: A card is drawn from a deck of cards. Events E1, E2, E3, E4 and E5 are defined as follows:
E1: Getting an 8
E2: Getting a king
E3: Getting a face card
E4: Getting an ace
E5: Getting a heart
a) Are events E1 and E2 mutually exclusive?

b) Are events E2 and E3 mutually exclusive?

c) Are events E3 and E4 mutually exclusive?

d) Are events E4 and E5 mutually exclusive?

e) Are events E5 and E1 mutually exclusive?

Definition: The complement of an event A with respect to S is the subset of all elements of S that are not in A.
We denote the complement of A by the symbol 𝐴j .𝐴j = {𝑥: 𝑥 ∉ 𝐴}
Example: Consider the sample space 𝑆 = {𝑏𝑜𝑜𝑘, 𝑐𝑒𝑙𝑙 𝑝ℎ𝑜𝑛𝑒, 𝑚𝑝3, 𝑝𝑎𝑝𝑒𝑟, 𝑠𝑡𝑎𝑡𝑖𝑜𝑛𝑒𝑟𝑦, 𝑙𝑎𝑝𝑡𝑜𝑝}.
Let 𝐴 = {𝑏𝑜𝑜𝑘, 𝑠𝑡𝑎𝑡𝑖𝑜𝑛𝑒𝑟𝑦, 𝑙𝑎𝑝𝑡𝑜𝑝, 𝑝𝑎𝑝𝑒𝑟}. What is complement of A?

Example: Let R be the event that a red card is selected from an ordinary deck of 52 playing cards, and let S be
the entire deck. Find Rs .

Definition: All elements of A are also elements of B. 𝑨 ⊆ 𝑩 is read “A is subset of B”. 𝑩 ⊆ 𝑨 is read “B is subset
of A”.
Example: Is Set 𝐴 = { 2,4,6} a subset of 𝐵 = {1, 2 , 3, 4, 5, 6 }?

Example: Let X be all multiples of 4 and Y be all multiples of 2. Is X a subset of Y? And is Y a subset of X?

Unions, intersections, and complementation’s satisfy many useful relations between events. A few of
these relations are as follows:
𝐴j j
= 𝐴, 𝐴 ∪ 𝐴j = 𝑆, 𝑎𝑛𝑑 𝐴 ∩ 𝐴j = ∅
Theorem: For any events, A, B, and C, defined on a sample space S:
Commutative laws: 𝐴 ∪ 𝐵 = 𝐵 ∪ 𝐴, 𝐴 ∩ 𝐵 = 𝐵 ∩ 𝐴
Associative laws: 𝐴 ∪ 𝐵 ∪ 𝐶 = 𝐴 ∪ 𝐵 ∪ 𝐶, 𝐴 ∩ 𝐵 ∩ 𝐶 = (𝐴 ∩ 𝐵) ∩ 𝐶
Distributive laws: 𝐴 ∩ 𝐵 ∪ 𝐶 = 𝐴 ∪ 𝐶 ∩ 𝐵 ∪ 𝐶 𝐴 ∪ 𝐵 ∩ 𝐶 = (𝐴 ∩ 𝐶) ∪ (𝐵 ∩ 𝐶)
𝒄
De Morgan’s laws: 𝐴∪𝐵 = 𝐴j ∩ 𝐵 j 𝐴 ∩ 𝐵 j
= 𝐴j ∪ 𝐵 j

Exercises:
1. An experiment consists of tossing a die and then flipping a coin once if the number on the die is even. If the
number on the die is odd, the coin is flipped twice. Using the notation 4H, for example, to denote the out- come
that the die comes up 4 and then the coin comes up heads, and 3HT to denote the outcome that the die comes
up 3 followed by a head and then a tail on the coin, construct a tree diagram to show the 18 elements of the
sample space S.

2. Two jurors are selected from 4 alternates to serve at a murder trial. Using the notation A1 A3 , for example,
to denote the simple event that alternates 1 and 3 are selected, list the 6 elements of the sample space S.

3. Four students are selected at random from a chemistry class and classified as male or female. List the
elements of the sample space S1, using the letter M for male and F for female. Define a second sample space
S2 where the elements represent the number of females selected.

4. If 𝑆 = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9} and 𝐴 = {0, 2, 4, 6, 8}, 𝐵 = {1, 3, 5, 7, 9}, 𝐶 = {2, 3, 4, 5}, and 𝐷 = {1, 6, 7}, list
the elements of the sets corresponding to the following events:
A. A ∪ C D. (𝐶 j ∩ D) ∪ B
j
B. A ∩ B E. 𝑆 ∩ 𝐶
C. 𝐶 j F. A ∩ C ∩𝐷 j
5. A box contains 8 red, 8 yellow, and 8 green marbles. Construct a sample space for the experiment of randomly
drawing out, with replacement, two marbles in succession and noting the color each time. Also, list the outcomes
that comprise each of the following events.
A. No yellow marble is drawn.
B. The two marbles drawn have the same color.
C. At least one marble of each color is drawn.
6. The Venn diagram shows events represented by various regions,
using this find the following:
A. 𝐴 ∪ 𝐶
B. 𝐵 j ∩ 𝐴
C. 𝐴 ∩ 𝐵 ∩ 𝐶
D. (𝐴 ∪ 𝐵) ∩ 𝐶 j
7. If M = {x | 3 < x < 9} and N = {y | 5 < y < 12}, find 𝑀 ∪ 𝑁.
8. Two dice are rolled. We define events E1, E2, E3 and E4 as follows:
E1: Getting a sum equal to 10
E2: Getting a double
E3: Getting a sum less than 4
E4: Getting a sum less to 7
a) Are events E1 and E2 mutually exclusive? b) Are events E2 and E3 mutually exclusive?
c) Are events E3 and E4 mutually exclusive? d) Are events E4 and E1 mutually exclusive?