14BGE14A: Allied: Statistics-I UNIT-V Handled & Prepared by: Dr.S.

RaviSankar Page: 1
I BSc Geography (English Medium) Dept.of Statistics

UNIT-V : PROBABILITY
5.1 Concept of Probability
The word probability and chance are quite familiar to everyone. Many a
time we come across statements like “There is a bright chance for Indian
cricket team to win the current series this time”.
“It is possible that a particular school students may get state ranks in
forthcoming public examination”.
“Probably it may rain today”.
The word chance, possible, probably, likely etc. convey some sense of
uncertainty about the occurrence of some events. Our entire world is filled with
uncertainty. We make decisions affected by uncertainty virtually every day.
In order to think about and measure uncertainty, we turn to a branch of
mathematics called probability.

5.2 Basic Concepts, Events, Equally Likely & Mutually Exclusive Events

EXPERIMENT

Deterministic Experiment Random Experiment

(Genetic determination) (Hitting the target)

Definition 1
An experiment is defined as a process for which its result is well defined.

Definition 2

under ideal conditions.

Definition 3
A random experiment (or non-deterministic) is an experiment
whose all possible outcomes are known in advance,
whose each outcome is not possible to predict in advance, and

A die is ‘rolled’, a fair coin is ‘tossed’ are examples for random experiments.
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Definition 4

a random experiment and it cannot be decomposed further.

Illustration:
(1) (i) If a die is rolled, then the sample space S = 1, 2, 3, 4, 5, 6
(ii) A coin is tossed, then the sample space S = H , T
(2) (i) Suppose we toss a coin until a head is obtained. One cannot say in advance how many
tosses will be required, and so the sample space.
S = H , TH , TTH ,TTTH ,... is an infinite set.
(ii) The sample space associated with the number of passengers waiting to buy train tickets
in counters is S =0,1,2,... .
(3) (i) If the experiment consists of choosing a number randomly between 0 and 1, then the
sample space is S = { x: 0< x <1}.
(ii) The sample space for the life length (t in hours) of a tube light is
S = { t: 0 < t<1000}.
Definition 5
A sample space is the set of all possible outcomes of a random experiment. Each point in
sample space is an elementary event.
From (2) and (3), one need to distinguish between two types of infinite sets, where one type is
significantly ‘larger’ than the other. In particular, S in (2) is called countably infinite, while the S in
(3) is called uncountably infinite. The fact that one can list the elements of a countably infinite set
means that the set can be put in one-to-one correspondence with natural numbers . On the other
hand, you cannot list the elements in uncountable set.
From the above example, one can understand that the sample space may consist of countable or
uncountable number of elementary events.

Number of sample points

or elementary events in a sample space

Countable number of Uncountable number of sample points

sample points

Finite number of sample points Countably Infinite number of sample points

Finite sample space

We restrict our sample spaces that have at most a finite number of points.
Types of events
Let us now define some of the important types of events, which are used frequently
• Sure event or certain event • Impossible event
• Complementary event • Mutually exclusive events
• Mutually inclusive event • Exhaustive events
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• Independent events • Equally likely events

Definition 6

of sample points or elementary events.

Definition 7

Illustration
Suppose a sample space S is given by S = {1,2,3,4}.
Let the set of all possible subsets of S (the power set of S) be (S ).

(S ) = {, {1}, {2}, {3}, {4}, {1, 2}, {1, 3}, {1, 4}, {2, 3}, {2, 4}, {3, 4},
{1, 2, 3}, {1, 2, 4}, {1, 3, 4}, {2, 3, 4}, {1, 2, 3, 4}}

(i)  is an impossible event.

(ii) {1},{2},{3},{4} are the simple events or elementary events.
(iii) {1, 2, 3, 4}is a sure event or certain event.
Definition 8

Definition 9
Two events are mutually inclusive when they can both occur simultaneously.
A1 , A2 , A3 ,..., Ak are mutually inclusive means that, Ai  Aj   , for i  j

Illustration
When we roll a die, the sample space S = {1,2,3,4,5,6}.
(i) Since{1, 3}{2, 4, 5, 6}=, t he events {1,3}and{2, 4,5,6}are mutually exclusive events.
(ii) The events {1,6,},{2,3,5} are mutually exclusive.
(iii) The events {2,3,5},{5,6} are mutually inclusive, since {2, 3, 5}{5, 6}=5  
Definition 10
A1 , A2 , A3 ,..., Ak are called exhaustive events if, A1  A2  A3   Ak = S

Definition 11
A1 , A2 , A3 ,..., Ak are called mutually exclusive and exhaustive events if,
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Illustration 12.4

When a die is rolled, sample space S = {1,2,3,4,5,6}.

Some of the events are {2,3},{1,3,5},{4,6},{6} and{1,5}.

(i) Since {2, 3}{1, 3, 5}{4, 6} = 1, 2, 3, 4, 5, 6 = S (sample space), the events
{2,3},{1,3,5},{4,6} are exhaustive events.
(ii) Similarly {2,3},{4,6}and{1,5} are also exhaustive events.
(iii) {1,3,5},{4,6},{6} and{1,5} are not exhaustive events.
(Since {1, 3, 5}{4, 6}{6}{1, 5}  S )
(iv) {2,3},{4,6},and{1,5} are mutually exclusive and exhaustive events, since
{2, 3}{4, 6} = , {2, 3}{1, 5} = ,{4, 6}{1, 5} =  and {2, 3}  {4, 6}  {1, 5} = S

Types of events associated with sample space are easy to visualize in terms of Venn diagrams,
as illustrated below.
S S S

A and B are A and B are A and B are A and B are

Mutually exclusive Mutually inclusive Mutually exclusive Mutually inclusive
and exhaustive and exhaustive

Definition 12
The events having the same chance of occurrences are called equally likely events.

Example for equally likely events: Suppose a fair die is rolled.

5
Number on the face 1 2 3 4 5 6 1 3 6 4
Chance of occurrence 1 1 1 1 1 1 2

Example for not equally likely events: A colour die is shown in figure is rolled.

Colour on the face

Chance of occurrence 1 1 1 2 1

Similarly, suppose if we toss a coin, the events of getting a head or a tail are equally likely.
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Methods to find sample space

Illustration 12.5

Two coins are tossed, the sample space is

(i) S = {H ,T}{H ,T} = {(H , H ), (H ,T ), (T , H ), (T ,T )} or {HH , HT ,TH ,TT}

(ii) If a coin is tossed and a die is rolled simultaneously, then the sample space is
S = {H ,T}{1, 2, 3, 4, 5, 6} = {H1, H 2, H 3, H 4, H 5, H 6,T1,T 2,T 3,T 4,T 5,T 6} or
S = {(H ,1),(H , 2),(H , 3),(H , 4),(H , 5),(H , 6), (T ,1), (T , 2), (T , 3), (T , 4), (T , 5), (T , 6)}.
Also one can interchange the order of outcomes of coin and die. The following table gives the
sample spaces for some random experiments.

Total
Random
Number of Sample space
Experiment
Outcomes

Tossing a fair coin 21 = 2 {H , T}

Tossing two coins 22 = 4 {HH , HT , TH , TT}
Tossing three coins 23 = 8 {HHH , HHT , HTH , THH , HTT , THT , TTH , TTT }
Rolling fair die 61 = 6 {1, 2,3, 4, 5,6}

{(1,1) ,(1,2), (1,3), (1,4), (1,5), (1,6),

(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
Rolling
Two dice (3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
or 62 = 36
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
single die two times.
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),

(6,1), (6,2),(6,3), (6,4), (6,5), (6,6)}

Heart ♥ A 2 3 4 5 6 7 8 9 10 J Q K Red in colour

Drawing a card
from a pack of 52 Diamond ♦ A 2 3 4 5 6 7 8 9 10 J Q K Red in colour
521 = 52
playing cards Spade ♠ A 2 3 4 5 6 7 8 9 10 J Q K Black in colour
Club ♣ A 2 3 4 5 6 7 8 9 10 J Q K Black in colour

5.3 Mathematical & Statistical Definitions of Probability:

Mathematical or Classical definition of probability

The basic assumption of underlying the classical theory is that the outcomes of a random
experiment are equally likely. If there are n exhaustive, mutually exclusive and equally likely
outcomes of an experiment and m of them are favorable to an event A, then the mathematical
m m
probability of A is defined as the ratio . In other words, P ( A) = .
n n
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Definition 13

is
defined as
n( A) Number of cases favourable to A
P( A) = =
n(S ) Exhaustive number of cases in S

Every probabilistic model involves an underlying process is shown in the following figure.

P(A) P(C)

Probability
P(B)
Event A
Random
experiment Event B

Event A

Event B

Event C
Sample space S Collection of subsets

The classical definition of probability is limited in its application only to situations where there are
a finite number of possible outcomes. It mainly considered discrete events and its methods were mainly
combinatorial. This renders it inapplicable to some important random experiments, such as ‘tossing a coin
until a head appears’ which give rise to the possibility of infinite set of outcomes. Another limitation of the
classical definition was the condition that each possible outcome is ‘equally likely’.
These types of limitations in the classical definition of probability led to the A.N. Kolmogorov
evolution of the modern definition of probability which is based on the concept
of sets. It is known an axiomatic approach.

Axiomatic / Statistical approach to Probability

Axioms of probability

function
following axioms are hold:
[P1] P( A)  0

P( A  B) = P( A) + P(B)
P(S ) = 1

(i) 0  P( A)  1
(ii) If A1 , A2 , A3 ,..., An are mutually exclusive events in a sample space S, then

P( A1  A2  A3 ….. An ) = P( A1 ) + P( A2 )+ P( A3 ) ++ P( An )
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=
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5.4 Addition Theorem

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Conditional Probability
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5.5 Multiplication Theorem

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