Introduction to probability theory (Stat 276) Department of Statistics (AAU)

CHAPTER ONE
INTRODUCTION
1.1. Deterministic and non-deterministic models
1.2. Review of set theory: sets, union, intersection, complementation, De-Morgan’s rules
1.3. Random experiments, sample space and events
1.4. Finite sample spaces and equally likely outcomes
1.5. Counting techniques
1.6. Definitions of probability
1.7. Derived theorems of probability

1.1. Deterministic and non-deterministic models

Models are integral parts of both social and natural sciences. In both cases we construct or fit
models to represent the interrelationship between two or more variables. Particularly, in the
fields like Statistics and Economics models are fitted for the sake of forecasting. It is possible to
classify models in to different groups based on varied attributes or criteria. Based on the type of
experiment for which we fit the model, we classify model as Deterministic and Non-
deterministic models.
Definition: Experiment is any activity (process or action) that we intended to do under certain
condition to obtain a well defined results, usually called the outcome of an experiment. The
possible results of an experiment may be one or more. Based on the number of possible results,
we may classify an experiment as Deterministic and Non-deterministic experiment.
A- Deterministic experiment: the experiment for which the outcomes can be predicted in
advance and is known prior to its conduct is called a deterministic experiment. For this type
of experiment we have only one possible result (certain and unique). The result of an
experiment is assumed to be dependent on the condition under which an experiment is
performed. A mathematical form of equations to be defined on this experiment is called a
deterministic model.
Definition: Deterministic model is a model that stipulates the condition under which an
experiment is performed determine the outcome of that experiment.

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Examples: An experiment conducted to verify the Newton Laws of Motion: F = ma; an

experiment conducted to determine the economic law of demand: where Q is a
quantity demand, P is the price and t is a time; etc…
Note: Most of the experiments that we conducted to verify science law is an example of
deterministic experiment.
B- Non-deterministic experiment: this is an experiment for which the outcome of a given trial
cannot predict in advance prior to its conduct. We also call this experiment an unpredictable
or probabilistic or stochastic or Random Experiment. Usually the result of this experiment is
subjected to chance and is possible more than one. In this experiment, whatever the condition
under which an experiment is performed one cannot tell with certainty which outcome occur
at any particular execution of an experiment but we can list those outcomes.
This types of experiments are characterized by the following three properties:
I. The experiment is repeatable under identical conditions.
II. The outcome in any particular trial is variable; dependent on some chance or random
mechanism.
III. If the experiment is repeated a large number of times, then some regularity becomes
apparent in the outcome obtained and the mathematical form of equations to be defined
on those experiment to handle those outcome regularity is called a Non-deterministic
model.
Definition: Non-deterministic model is a model in which a chance plays an important role on the
outcome of an experiment.
Example: The experiment of tossing a coin: there are two possible outcomes i.e. getting a Head
or Tail. Though we know the possible outcomes, we cannot for sure predict that we can get a tail
if we throw the coin in a particular manner and so on.
Note: the quantitative measure of a certainty regarding one or more outcomes of a random
experiment is called a Probability.

Exercise: Identify the following models as deterministic or Non-deterministic

a) Equation of a straight line.

b) Variable cost=(Cost per unit)(Quantity produced)

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c) Yi=AXi+ei where ei is the error term (or random component) associated with the ith
observation.
1.2. Review of set theory: sets, union, intersection, complementation, De-Morgan’s rules

Definition and Types of Sets

Set: A set is a well-defined collection or list of objects.

An object that belongs to a particular set is called an element. Sets are usually denoted by capital
letters (A, B, C etc). On the other hand, elements of sets are usually denoted by small letters (a,
b, c etc).

Examples: The set of students in a class; the set of even numbers; the set of possible outcomes
of an experiment; etc.

Note: If X belongs to set A we write X ∈ A, and if X does not belong to set A we write X ∉ A

Two Special Sets

Universal set (U): Universal set is the collection of all objects under consideration. Universal set
for a given discussion is fixed and pre-determined.

Example: * The set of real numbers can be seen to be universal set of numbers.

* Consider an experiment of rolling a balanced die. Then, the set of all possible
outcomes of this experiment can be considered as the universal set. U={1,2,3,4,5,6}

Empty set (φ or{}): A set with no element is called empty set.

Example: In the experiment of tossing two dice at the same time, define A to be a set whose
elements are pairs of outcomes from the two dice with sum greater than 20. Obviously, the set A
is empty set because the maximum possible sum is 12, which is attained when both the outcomes
are 6.

Subset: A ⊆ B iff X ∈ A ⇒ X ∈ B for all X element in the universal set.

1.2.1 Set operations

One can identify three basic set operations. These are:

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/ c
a. Complement: For any set A, the complement of A denoted by A /, or A c or Ā is given by  

{X ∈ U/ X∉A}

Note: U/ = φ ; φ/ = U ; ( A/ )/ = A

b. Union: Given two sets A and B, the union of A and B denoted by A∪ B is the set of all
elements, which belong to set A or B, or both. 

A∪B ={ X: X ∈ A ∨ X∈ B}; here the logical connective ∨ (OR) is used in its inclusive sense.

In general, if we have a sequence of sets A1, A2, …, An then

n
A1 ∪A2∪ … ∪An = UA i = { X ∈ U : X ∈ Ai for at least one i between 1 and n}
i =1

Recall that A ∪ φ = A and A ∪ U = U

c. Intersection: For any two sets A and B the intersection of A and B is defined to be the set of
all elements that occur in both set A and also set B. Symbolically, we write  

A ∩ B ={ X ∈ U / X ∈ A ∧ X∈B}
n
A1 ∩ A2 ∩ … ∩ An = I Ai = { X ∈ U : X ∈ Ai for all i between 1 and n}
i =1

Sets with no intersection are called disjoint sets. A and B are disjoint if A ∩ B = φ.

1.2.2 Properties of set operations

I. Commutative law

i) A∪ B = B∪ A, and

ii) A ∩ B = B ∩ A

II. Associative law

i) A∪ (B ∪ C) = (A ∪ B) ∪ C, and

ii) A ∩ (B ∩ C) = (A ∩ B) ∩ C

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III. Distributive law

i) A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C),

ii) A ∩ (B ∪ C) = (A ∩B) ∪ (A ∩ C),

More generally,

⎛ ⎞
U (A I )
n n
A I ⎜⎜ U B i ⎟⎟ = B i , and
⎝ i=1 ⎠ i=1

⎛ ⎞
I (A U )
n n
A U ⎜⎜ I B i ⎟⎟ = Bi
⎝ i=1 ⎠ i=1

IV. Demorgan’s law

(A∪ B)/ = A/ ∩ B/ and (A ∩B)/ = A/ ∪ B/

More generally,

' '
⎛ n ⎞ n
' ⎛ n ⎞ n
'
⎜⎜ U Ai ⎟⎟ = I Ai , and ⎜⎜ I Ai ⎟⎟ = U Ai
⎝ i =1 ⎠ i =1 ⎝ i =1 ⎠ i =1

1.3. Random experiments, sample space and events

Introduction

Perhaps the concept of sample space and events may be considered as the corner stones for the
whole discussion in probability. The concept of probability can never be addressed without
furnishing the idea of sample space and events. The good news is that one can easily grasp the
concept of sample space and events provided there is a clear understanding of universal set and
subsets, which are elementary concepts in set theory. We have a perfect analogy. The concepts of
universal set and subsets in the theory of sets directly correspond, respectively, to the concepts
sample space and events when it comes to the theory of probability.
1. Random Experiment: It is an experiment that can be repeated any number of times under
similar conditions and it is possible to enumerate the total number of outcomes with out
predicting an individual out come. Random experiments are associated with probability
models. As the experiment is repeated a large number of time a certain patterns appear.

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Some features of a random experiment

9 Each experiment is capable of being repeated indefinitely under essentially unchanged
conditions,
9 Although we are, in general, unable to determine which possible outcome will result in a
single trial of the experiment, we are able to describe the set of all possible outcomes.
9 As the experiment is repeated a large number of times a definite pattern or regularity is
expected to appear. From this regularity we can construct a precise mathematical model.

Example: Consider the random experiments given above

i) For the experiment of flipping a coin the possible outcomes are either Head (H) or
Tail (T). Hence, the sample space will be S ={H, T }
ii) For the experiment of rolling a die the possible outcomes are the six sides of the die
that are numbered from 1 to 6. Thus, the sample space will be S={1,2,3,4,5,6}
iii) Toss a coin twice and observe the face up. The sample space of this experiment is S
={HH, HT, TH, TT }. What would be the sample space if you were to toss three
times?
iv) For the experiment of drawing a card from a deck of cards the following sets can be
possible sample spaces.
S={Heart, Spider, Diamond, Flower}

S={1s, 2s, 3s, … , Qs, Ks, jokers}

S={Black card, Red card}

As the last case of the above example indicates it is possible to have more than one sample space
for a given random experiment. Hence, we can state the following remark.

There are different types of sample space:-

9 Finite sample space: if they have a finite number of elements. Example:
• Tossing a coin. S={Heads, Tails}
• Throwing a die. S={1, 2, 3, 4, 5, 6}
• Throwing a coin and a die. S={H1, H2, H3, H4, H5, H6, T1, T2, T3, T4, T5, T6}.

9 Countably infinite sample space: if there is a one-to-one mapping between the elements
of S and the natural numbers;
• S={0, 1, 2, 3, …}
• S={ … -3, -2, -1, 0, 1, 2, 3, …}

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• S={p: p is prime} = {2, 3, 5, 7, 11, 13, 17, …}

• S={1/r: r is a positive natural number} = {1/2, 1/3, 1/4, 1/5, … }

9 Uncountable sample space: if there are an infinite number of elements in S and there is
not a one-to-one mapping between the elements and the natural numbers.
• S=(0, ∞)
• S=(–∞, ∞)
• S={(x, y): 0≤ x≤ 1; y>0}

2. Outcome: The result of a single trial of experiment

3. Event: It is a subset of sample space. It is a statement about one or more outcomes of a
random experiment. It is denoted by capital letter.

Examples:

¾ In the experiment of flipping a die we can define an event E1=Heads shows up={H}
¾ In the experiment of rolling a die we can define an event C2=The number is odd {1,3,5}
¾ In tossing a coin twice we can define an event D1=At least one head occurs={HH, TT,
TH}
Note:
9 If S has n members, then there are exactly 2n subsets or events.
9 Recall that any set is the subset of itself. Accordingly, the sample space S by itself is an
event called a sure event or certain event.
9 An event occurs if any one of its elements turns out to be the outcome of the experiment.
9 Empty set (φ) is called an impossible event.
9 Any event which consists of a single outcome in the sample space is called an
elementary or simple event whereas events which consist of more than one outcome are
called compound events.

4. Mutually Exclusive events: Two events A and B are said to be mutually exclusive if they
cannot occur simultaneously (together) or A ∩ B = φ

Example: Experiment -Toss a coin twice

S= {HH, HT, TH, TT}

Let A= Two heads occur {HH}

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B= Two tails occur {TT}

C= At least one head occur {HH, HT, TH}

A ∩ B= φ ⇒ A and B are mutually exclusive events

B ∩ C= φ ⇒ B and C are mutually exclusive events

A ∩ C= {HH} ⇒ A and C are not mutually exclusive

5. Independent Events: Two events are said to be independent if the occurrence of one does
not affect probability of the other occurring.
6. Dependent Events: Two events are dependent if the first event affects the outcome or
occurrence of the second event in a way the probability is changed.
7. Combination of events

a) Union: The event A∪ B occurs if either A or B or both occur.

n
If Ai, i=1, 2, 3…, n is any finite collection of events, then UA
i =1
i occurs if at least one of

the events (Ai) occurs.

b) Intersection: The event A ∩ B occurs if both A and B occur.

n
If Ai, i=1,2,3,…,n is any finite collection of events, then IA
i =1
i occurs if all Ai occur.

c) Complement of an Event: the complement of an event A means nonoccurrence of A and

is denoted by A or A or A contains those points of the sample space which don’t belong
to A. S
S

) A∪  A/ = S 
) A∩  A/= φ  

Exercise 1: A person is selected at random from a population of a given town

A: be the event that the person is male

B: be the event that the person is under 30 years

C: be the event that the person speaks foreign language

Describe the following events symbolically

a) A male under 30 years who does not speak foreign language. (A ∩ B) ∩ C/

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b) A female who is either under 30 or speaks foreign language. A/ ∩ (B ∪ C)

c) A person who is either under 30 or female but not both. (B ∪ A/) ∩ (B ∩ A/)
d) Male who is either under 30 or speaks foreign language but not both.
A ∩ [(B ∪ C) ∩ (B ∩ C)/]

Exercise 2: Let A, B and C be three events associated with an experiment. Describe the
following in symbols.

a) at least one of the events occurs

b) only B occurs
c) exactly one of the events occur
d) exactly two of the events occur
e) at least two of the events occur
f) at most two of the events occur
g) none of the events occur
Answer:

a) AUBUC b) B ∩ A′ ∩ C ′ c) ( A ∩ B ′ ∩ C ′) ∪ ( B ∩ A′ ∩ C ′) ∪ (C ∩ B ′ ∩ A′)

d) ( A ∩ B ∩ C ′) ∪ ( B ∩ A′ ∩ C ) ∪ (C ∩ B ′ ∩ A)

e) (( A ∩ B ) ∪ C ) ∪ ( A ∩ C ) ∪ B ) ∪ (C ∩ B ) ∪ A))

f) ( A ∩ B ∩ C ) ′ = A′ ∪ B ′ ∪ C ′ g) ( A′ ∩ B ′ ∩ C ′)

1.4. Counting techniques

In order to calculate probabilities, we have to know
• The number of elements of an event
• The number of elements of the sample space.
That is in order to judge what is probable, we have to know what is possible.
• In order to determine the number of outcomes, one can use several rules of counting.
) The addition rule
) The multiplication rule
) Permutation rule
) Combination rule
I. Addition Rule
Let E1 and E2 be mutually exclusive events (i.e. there are no common outcomes).

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Let event E describe the situation where either event E1 or event E2 will occur.
The number of times event E will occur can be given by the expression:
n(E) = n(E1) + n(E2)
where
n(E) = Number of outcomes of event E
n(E1) = Number of outcomes of event E1
n(E2) = Number of outcomes of event E2
In general, if there are K procedures and the procedure can be performed in ways,
1, 2, … . , , then the number of ways in which we may perform procedure 1 or 2 or….. or
procedure k is given by . ∑ , assuming no procedures may be
performed together.
Example 1: Suppose that we are planning a trip and deciding between bus and train
transportation. If there are three bus routes and two train routes. How many different routes are
available for the trip?
Solution: Let A= {an event for bus transportation}, B= {an event for train transportation}.
Then, we have 3 and 2; assuming that we are going to use only one route, by the
addition rule we have 3 2 5 different possible routes are available for the trip.
Example 2: Consider a set of numbers S = {-4, -2, 1, 3, 5, 6, 7, 8, 9, 10}
Let the events E1, E2 and E3 be defined as:
E = choosing a negative or an odd number from S;
E1= choosing a negative number from S;
E2 = choosing an odd number from S.
Find n(E).
Solution:
E1 and E2 are mutually exclusive events (i.e. no common outcomes).
n(E) = n(E1) + n(E2)
=2+5
=7
Example 2
In how many ways can a number be chosen from 1 to 22 such that it is a multiple of 3 or 8?
Solution:

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Here, E1 = multiples of 3:
E1 = {3, 6, 9,12, 15, 18, 21}
n(E1) = 7
E2 = multiples of 8:
E2 = {8, 16}
n(E2) = 2
Events E1 and E2 are mutually exclusive.
n(E) = n(E1) + n(E2) = 7 + 2 = 9
II. The Multiplication Rule
If there are K procedures and the procedure can be performed in ways, 1, 2, … . , , then
the procedure consisting of procedure 1 followed by procedure 2,…, followed by procedure k
may be performed in … ∏ ways.
Example 1: Suppose that there are three different types of meal for lunch and four different
types of soft drinks. How many choices of meal and soft drinks can be made?
Solution: 3 4 hence 3 4 12 different choices of meal and soft
drinks can be made.
Example 2: How many two digit numerals can be written by choosing the ten’s digit from
A={1,3,5,7,9} and the units digit from B= {2,4,6,8}
Solution: The Selection Consists of two steps where the 1st can be made in 5 different ways for
the ten’s digits and for each of these the 2nd can be made in 4 different ways for the units digit,
Hence the whole selection one after the other can be made in 5 x 4 different ways. i.e. there are
20 two digit numerals
i.e. = 5 and =4
Example 3: The digits 0, 1, 2, 3, and 4 are to be used in 4 digit identification card. How many
different cards are possible if
a) Repetitions are permitted.
b) Repetitions are not permitted.
Solution:
a) There are four steps
1st digit 2nd digit 3rd digit 4th digit
5 5 5 5

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1. Selecting the 1st digit, this can be made in 5 ways.

2. Selecting the 2nd digit, this can be made in 5 ways.
3. Selecting the 3rd digit, this can be made in 5 ways.
4. Selecting the 4th digit, this can be made in 5 ways.
Hence, 5 5 5 5 625 different cards are possible.
b) There are four steps
1st digit 2nd digit 3rd digit 4th digit
5 4 3 2
1. Selecting the 1st digit, this can be made in 5 ways.
2. Selecting the 2nd digit, this can be made in 4 ways.
3. Selecting the 3rd digit, this can be made in 3 ways.
4. Selecting the 4th digit, this can be made in 2 ways.
Hence, 5 4 3 2 120 different cards are possible.
Example 4: There are 6 roads between A and B and 4 roads between B and C.
a. In how many ways can one drive from A to C by way of B?
b. In how many ways can one drive from A to C and back to A, passing through B on both
trip?
c. In how many ways one drive the circular trip described in (b) without using the same
road more than once?

Ans. 24, 576 and 360 resp

III. Permutation
An arrangement of n objects in a specified order is called permutation of the objects.
Permutation Rules:
1. The number of permutations of distinct objects taken all together is n!
Where ! 1 2 , … , 2 1. Note that: 0! 1
2. The arrangement of objects in a specified order using objects at a time is called the

permutation of objects taken r objects at a time. It is written as n Pr and the formula is

n!
Pr =
n
(n − r )!
3. The number of distinct permutation of n objects in which are alike, are alike ---- etc is
n!
n1!*n 2 !*.... * n n !

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4. A set of distinct objects can be arranged around a circle is (n-1)! ways.

Example 1: Suppose we have a letters A, B, C, and D
a) How many permutations are there taking all the four?
b) How many permutations are there two letters at a time?
Solution: a) Here 4, there are four distinct objects. Hence, there are 4! 24 permutations.
4! 24
b) Here 4 2. There are P2 = = = 2 permutation.
4
(4 − 2)! 2
Example 2: How many different permutations can be made from the letters in the word
“CORRECTION”?
Ans: 453600
Example 3: In how many ways can a party of 7 people arrange themselves?
a) In a row of 7 chairs?
b) Around a circular table?
c) How many ways are there if two of the persons are not allowed to sit next to each
other?
Ans.: 453600, 720 and 360 resp. stupid peace
IV. Combination
A selection of objects with out regard to order is called combination.
Example: Given the letters A, B, C, and D list the permutation and combination for selecting
two letters.
Solution:
Permutation Combination
AB BA CA DA AB BC
AC BC CB DB AC BD
AD BD CD DC AD DC
Note that: in permutation AB is different from BA. But in combination AB is the same as BA.

Combination Rule
The number of combinations of r objects selected from n objects is denoted by nСr or and is
given by the formula:
!
! !

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Example 1: In how many ways can a committee of 5 people be chosen out of 9 people?
Ans: 126 ways
Example 2: Among 15 clocks there are two defectives .In how many ways can an inspector
chose three of the clocks for inspection so that:
a) There is no restriction.
b) None of the defective clock is included.
c) Only one of the defective clocks is included.
d) Two of the defective clock is included.
Ans: 455, 286, 156, and 13 ways, respectively.
Example 3: A delegation of four students is selected each year from a college to attend the ESA
meeting.
a. In haw many ways can the delegation be chosen if there are 12 eligible students?
b. In how many ways if two of the eligible students will not attend the meeting together?
c. In how many ways if two of the eligible students are married and will only attend the
meeting together?

12C4=495, 10C4=210 + 2C1*10C3=240=450

Some remarks

1. When we select objects from distinct once, we have objects unselected and
hence there are as many ways of selecting from as there are not selected objects.
Thus
a.
b.

2. Binomial Coefficients
⎛n⎞
The quantity ⎜⎜ ⎟⎟ is also known as a binomial coefficient because it is the coefficient of the term
⎝r ⎠
an-r br in the expansion of the expression (a + b)n.

Binomial Theorem

n
⎛ n ⎞ r n −r
For any two real numbers a and b and any positive integer n we have (a + b)n
= ∑ ⎜⎜ ⎟⎟a b
r =0 ⎝ r ⎠

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Special cases
n
⎛n⎞ n
⎛n⎞
1. (a + 1) n = ∑ ⎜⎜ ⎟⎟a r 2. (1 - a) n = ∑ ⎜⎜ ⎟⎟(−a) r
r =0 ⎝ r ⎠ r =0 ⎝ r ⎠

n
⎛n⎞ n
⎛n⎞
3. (1 + 1) n = ∑ ⎜⎜ ⎟⎟ = 2 n 4. (1 - 1) = ∑ ⎜⎜ ⎟⎟(−1) r = 0
n

r =0 ⎝ r ⎠ r =0 ⎝ r ⎠

1.5.Definitions of probability
In any random experiment there is always uncertainty as to whether a particular event will or will
not occur. Thus, if is an event associated with an experiment we cannot state with certainty
that an event will occur or will not occur. Hence, it becomes very important to try to associate
a number with the event A which will measure how likely is the event will occur in the defined
sample space. This leads to the theory of probability in which we are going to consider the
quantitative measure of uncertainty.

Approaches to measuring probability

There are four different conceptual approaches to study probability theory. These are:
9 The classical approach.
9 The frequencies approach.
9 The subjective approach.
9 The axiomatic approach.
A. The classical approach
This approach is used when:
) All outcomes are equally likely and mutually exclusive.
) Total number of outcome is finite, say N.
Definition: If a random experiment with N equally likely outcomes is conducted and out of these
NA outcomes are favorable to the event A, then the probability that event A occur denoted P (A)
is defined as:
. outcomes are favorable to the event A
Total nuber outcomes
Example 1: A fair die is tossed once. What is the probability of getting
a) Number 4?
b) An odd number?

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c) Number greater than 4?

d) Either 1 or 2 or …. Or 6
Example 2: A box of 80 candles consists of 30 defective and 50 non defective candles. If 10
of these candles are selected at random, what is the probability?
a) All will be defective.
b) 6 will be non defective
c) All will be non defective
Solution:
Let A be the event that all will be defective.
The total way in which will occur =
Hence,

0.00001825

Ans: 0.265, and 0.00624 for b and c, respectively.

Limitation: The classical approach cannot be employed if:
9 it is not possible to enumerate all the possible outcomes for an experiment.
9 the sample points (outcomes) are not mutually independent.
9 each and every outcomes is not equally likely.
B. The Frequencies Approach
This is based on the relative frequencies of outcomes belonging to an event.
Definition: The probability of an event A is the proportion of outcomes favorable to A in the
long run when the experiment is repeated under same condition.

lim

Example 1: If records show that 60 out of 100,000 bulbs produced are defective. What is the
probability of a newly produced bulb to be defective?
60
lim 0.0006
100,000
Limitations of frequencies approach:
9 If repeated trials are not possible we cannot use this approach
9 The limit as N approaches to infinitive has no clear meaning (How large is large??)

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9 Generating infinite trials has cost imposition.

C. Subjective Approach
It is always based on some prior body of knowledge. Hence subjective measures of uncertainty
are always conditional on this prior knowledge.
Definition: Subjective probability is the degree of believe assigned to the occurrence of an event
by a particular individual.
Examples: - A medical Dr. assigns the probability that the patient recovers.
- Estimating the likely hood that you will earn an A grade in this course.
D. Axiomatic Approach:
Let E be a random experiment and S be a sample space associated with E. With each event A
defined on S. We can associate a real number called the probability of A satisfying the following
properties called axioms of probability or postulates of probability.
1. 0 (i.e. the probability of any event is non-negative real number)
2. 1 (Sure event)
3. If and are two mutually exclusive events, the probability that one or the other occur
equals the sum of the two probabilities. i. e. .
4. If , , …. form a sequence of pair wise mutually exclusive events (meaning they
satisfy for all then

, ….

1.6.Derived theorems of probability

1. 0 for any sample space S
′
2. If ′ is the complement of event , then 1
3. If are any two events in S, then
4. If then
5. For any two events say, A and B, the probability that exactly one of the events A or B
occurs but not both is :

The axiomatic approach does not give us ways of computing probabilities but rather it states
certain axioms that a probability of an event should satisfy.

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Introduction to probability theory (Stat 276) Department of Statistics (AAU)

Theorem: If φ is the impossible event then P(φ) = 0

Proof: For any event A, A∪ φ =A

P (A∪ φ) = P(A)

P(A) + P(φ) = P(A) since A ∩ φ = φ

P(φ) = 0

Theorem: If A/ is the complement of A, then P(A) = 1-P(A/)

Proof: S=A∪ A/

P(S) = P(A∪ A/) = 1

P(S) = P(A) + P(A/) since A ∩ A/ = φ

P (A/) = 1- P(A)

Theorem: If A and B are any two events then P (A∪ B) = P (A) + P (B) – P (A ∩ B)

Proof: A∪ B = A∪ (A/ ∩ B)

P(A∪ B) = P (A) + P (A/ ∩ B)

And B = (A ∩ B) ∪ (A/ ∩ B)

P(B) = P(A ∩ B) + P(A/ ∩ B)

Thus P(A∪ B) – P (B) = P (A) - P(A ∩ B)

P (A∪ B) = P (A) + P (B) – P (A ∩ B)

Theorem: For any events A, B, C

P(A ∪ B ∪ C ) = (A) + P(B) + P(C) - P(A ∩ B) - P(A ∩ C) - P(B ∩ C) + P(A ∩ B ∩ C)

Proof: Let A ∪ B = D

P(D ∪ C) = P (A ∪ B ∪ C )

P (A ∪ B ∪ C ) = P (D) + P (C) - P ((A ∪ B )∩ C)

= P(D) + P(C) – P((A ∩ C) ∪ (B ∩ C))

= P (A ∪ B) + P (C) – P((A ∩ C) ∪ (B ∩ C))

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Introduction to probability theory (Stat 276) Department of Statistics (AAU)

= P(A) + P(B) - P(A ∩ B) + P(C) - P(A ∩ C) - P(B ∩ C)+ P(A ∩ B ∩ C)

P(A ∪ B ∪ C ) = P(A) + P(B) + P(C) - P(A ∩ B) - P(A ∩ C) - P(B ∩ C) + P(A ∩ B ∩ C)

Theorem: If A ⊆ B then P(A) ≤ P ( B)

Proof: B = A∪ (A/ ∩ B)

P(B) = P (A) + P (A/ ∩ B) – P(A ∩ A/ ∩ B)

P(B) = P (A) + P (A/ ∩ B) since A and A/ are mutually exclusive

Since P (A/ ∩ B) ≥ 0

P(A) ≤ P(B)

Theorem: The probability that exactly one of the events A or B occurs is

P(A) + P (B) - 2P (A ∩ B)

Proof: P((A ∩ B/) ∪ (B ∩ A/ ))

= P(A ∩ B/) + P (B ∩ A/)

= P (A ∪ B) – P(B) + P(A ∪ B) – P(A)

= 2P(A ∪ B) – P(A) –P(B)

= 2P(A ∪ B) – P(A) –P(B)

= 2P(A) + 2P(B)- 2P(A ∩ B) – P(A) –P(B)

= P(A) + P(B)- 2P(A ∩ B)

Examples

1) For any events A and B show that P(A ∪ B) ≤ P(A) + P(B)

Solution

P (A ∪ B) = P (A) + P (B) – P (A ∩ B)

Since P (A ∩ B) ≥ 0

P (A ∪ B) ≤ P (A) + P (B)

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Introduction to probability theory (Stat 276) Department of Statistics (AAU)

2) Suppose A and B are events for which

P (A) =x P(B) = y and P(A ∩ B) =z

Find i. P (A/ ∪ B) ii) P (A/ ∩ B/)

Solution:

i. P (A/ ∪ B) = P(A/) + P(B) – P(A/ ∩ B)

But B = (A ∩ B) ∪ (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) = 1- x + z

ii. P (A/ ∩ B/) = P(A ∪ B)/ =1 - P (A ∪ B)

= 1 – [P(A) + P(B)- P(A ∩ B)]

= 1-[x +y –z]

=1 – x –y + z

3) If P(A)= ¾ and P(B/) =1/4 Can A and B be disjoint

Solution
P (A ∪ B) = P(A) + P(B) =3/4 + ¼ = 6/4 =3/2

Since P (A ∪ B) =3/2 >1 A and B are not disjoint

4) If P(A) =a P(B/) =b Show that P(A ∩ B) ≥ 1-a-b

Solution
P( S) ≥ P(A ∪ B) =P(A) + P(B)- P(A ∩ B)

1 ≥ x – a + 1-b –P(A ∩ B)

1 – a – b- P(A ∩ B) ≤ 0

1 – a – b ≤ P(A ∩ B)

P(A ∩ B) ≥ 1-a-b

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