THEORY OF PROBABILITY

8.1 INTRODUCTION.
This aspect of statistics is basically deal with drawing conclusions or inferences from occurrence or
experiment involving uncertainties.

8.1.1 CONCEPTS AND PRINCIPLES OF PROBABILITY

Probability is known as the study of randomness, is purely a game of chance. The exact outcome or
result is not predictable in advance; hence it is void of favourism or biasness. Randomness is most
easily noticed in many repetitions of games of chance- such as rolling dice, shuffled cards. The theory
of probability lies on uncertainty ( haphazard).
Therefore, probability can be express as mathematical expression for the degree of belief, which we
have about something.
8.1.2 Definition of basic terms
(1) Random Experiment:- This means performing an act which when repeated generate a number of
outcomes that is not predictable. For example the outcomes in a throw of a fair dice.
(2) Trial:- This is simply one act performed. Example is a toss of a coin once.
(3) An outcome:- Is one of the possible results in a trial of an experiment.
(4) Sample Space:- This is the collection of all possible outcomes of an experiment. It is usually
represent by S. the number of possible outcome is denoted by n ( S ) .
(5) Sample Point: this is the individual outcomes in a sample space.
(6) Experiment: this is process through which outcomes are generated.

Definition: Probability of an event can be described as a measure of likelihood occurring of that

event, and mathematically presented as

n ( A) number of times A occur

P ( A )= =
n ( S ) Total number of possible outcomes .
Classical Definition:- The probability of event A is defined as the ratio of number of
outcome in favor of event A and all the possible outcomes of the experiment.
n( A)
i.e P(A) =
n (S)
Where n(A) and n(S) are the number elementary outcome in events A and the number of
sample space respectively

Example. A fair coin is tossed three times. Find the,

i. sample space
ii. probability that it is all tails.
Solution.
i. since sample space is the list of all possible outcome in an experiment, therefore

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 3
element of sample space is 2 =8
so, S= { HHH , HHT , HTH ,THH ,TTH , THT , HTT , TTT } .
n( A)
=P ( all tail ) =
ii. Probability of all tail n (S )
1
=
8.
Note :
1. The range of solution to the probability problem is between 0 and 1. ( 0≤ p ( x )≤1 )
the implication of this is that we do not have negative answers or value greater than 1.
2. For any event, the total probability is equal to 1. This implies that, the addition of the
probability of failure and success is 1. pr ( success ) + pr ( failure )=1 .
8.2 EVENT
This is a subset of a sample space. It is the collection of outcomes, which have certain
characteristics in common. If A is an event, then the number of sample points that belong to event
A is denoted by n ( A) .

8.2.1 TYPES OF EVENT

I. Independent events:- Two events A and B are said to be independent, if
probability of event B does not affect or prevent the occurrence of B. Hence ,
i. P ( A∩B ) =P ( A )×P ( B ) .
ii. P ( A∪B ) =P ( A )+P ( B )−P ( A∩B ) .

II. Mutually Exclusive Events:- Two events A and B are said to be mutually exclusive,
if the occurrence of any one of them ( A ) prevent the occurrence of the others event
( B ) . i.e at least the two events cannot occur together. Hence,
i. P ( A∪B ) =P ( A )+P ( B ) .
Since P ( A∩B ) =0

Example 8.2: The occurrence of 2 prevent the occurrence of 1,3,4,5,6 in a throw of a

die.
Example 8.3. let two events A and B be defined on the same sample space.
Suppose P ( B )=0 . 3 and P ( AUB )=0 . 6 . Find P ( A ) such that;

i. A and B are independent ii. i. A and B are mutually exclusive.

Solution.

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 I. If A and B are independent.
P( A∩B )=P ( A ) ×P ( B . )
P( A∪B )=P ( A ) +P ( B. )−P ( A∩B )
0 . 6=P ( A )+0. 3−0. 3 P ( A )
0 . 6=0. 3+P ( A ) ( 1−0 . 3 )
0 .3=0 .7 P ( A )
0.3
P ( A )= =0 . 4286
0 .7
II. if A and B are mutually exclusive, P ( A∩B ) =0 . Thus,
P ( A∪B ) =P ( A )+P ( B )
P ( A )=P ( A∪B )−P ( B )
=0. 6−0 .3=0 . 3

8.3 FUNDAMENTAL PROBABILITY RULES

Addition Rule
(1) P( A∪B )=P( A )+P( B)− p ( A∩B )
(2) P( A∪B )=P( A )+P( B) , if A and B are mutually exclusive.
Example 8.3 : A balance die is rolled, what is the probability of getting 3 or 4.
Solution.
Since there are 6 possible outcomes.
Then, n ( S )=6 and n ( 3 ) =1 also n ( 4 )=1
n( 3 ) 1 n (4 ) 1
P ( 3 )= = P ( 4 )= =
Hence , n ( S ) 6 and n ( S ) 6
Since the occurrence of 3 and 4 are mutually exclusive
1 1 1
= + =
P ( 3∪4 ) =P (3 )+P ( 4 ) 6 6 3
Multiplication Rule.
(3) P( A∩B )=P( A )×P( B ) if A and B are independent
Compliment Rule.
'
(4) P( A )=1−P( A )

If P( A )=0 . 4 and P( B)=0 .7 , find P( A ) and P ( B ) .

' '
Example 8.4 :
Solution .
'
P( A )=1−P( A )
From the rule of probability, .
'
Therefore P( A )=1−0 . 4 .=0 .6

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 Also , P( B' )=1−P( B)
P( B' )=1−0 .7=0 . 3

Example 8.5: the ages of some senators are given below.

Ages 43 45 47 49
frequenc 5 20 15 30
y

What is the probability that a senator chosen at random is not 45 years old?.
Solution.
f ( 45 )
P ( not 45 years )=
∑f where is the frequency of 45 and
Assignment:
1. Find the probability of scoring a total of 7 points in a single toss of a pair of fair dice.
Ans 1/6
2. One basket contains 4 oranges and 3 lemons, another basket contains 3 oranges and 2
lemons. If one fruit is drawn from each basket, find the probability that:
(a) Both fruits are oranges, Ans 12/ 35
(b) Both fruits are lemons, Ans 6/ 35
3. A bag contains 20 balls each of which is marked 1 to 20, what is the probability that a
ball selected at random is a multiple of 5 or a multiple of 3. Ans = 9/20.

8.5 TREE DIAGRAM

A tree diagram consist of branches corresponding to the outcomes of two or more probability
experiments that are done in sequence. In order to construct a tree diagram, use branches
corresponding to the outcomes of the first experiment. These branches will emanate from a
single point. Then from each branch of the first experiment draw branches that represent the
outcomes of second experiment. The process can continue for further experiments of the
sequences if necessary.
Example: 8.6 coins are tossed, draw a tree diagram and find the sample space.

DIAGRAM

Assignment:
(1) A coin is tossed and a die is rolled. Draw a tree diagram and find the sample space.
(2) A coin which has probability of ¾ of head occurring is tossed two times. What is the
probability of result with one tail using tree diagram.

RAMDOM VARIABLES
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In most applications of probability theory, we are interested only in a particular aspect of the
outcomes of experiments. For instance, when we roll a pair of dice, we are usually interested
only in the total, but not in the outcome for each die.
In the example, we are interested in numbers, which are associated with the outcome of chance
experiments, namely in the values which are taken on by so-called random variables. Therefore,
if S is a sample space with a probability measure and x is a real valued function defined over the
elements of S , then x is called a random variable. In other words, A random variable is a
function which assigns to every element of a sample space real- value.
There are only two types of random variable
1. Discrete and
2. Continuous random variable.

DISCRETE RANDOM VARIABLES

Discrete random variable can be define as a random variable which assume finite number. When
values assumed by a random variable are all whole numbers, for example the number of student
in UNIOSUN, number of voters in an election e.t.c. they are all example of discrete random
variables. Therefore it is clear from the definition above, that the experiments involving
counting of items, objects animals and people will be discrete random variable.

Probability Mass Function.

Example 1. If a coin is tossed 2 times, list the elements of the sample space and the
corresponding probability and the corresponding value of X, If we are interested in number of
heads occurring.

S/N Possible Outcomes X P(X)

1 TT 0 ¼
2 HH 1 ¼
3 HT 2 2/4
1

Assignment:-
If a coin is tossed 3 times, list the elements of the sample space and the corresponding
probability and the corresponding value of X, If we are interested in number of heads occurring.

Properties of a Discrete Random Variable.

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 i. p ( x )≥0
n
∑ p ( x i ) =1
ii. i=1 , for all values of x within its domain.

EXPECTATION AND VARIABLE OF A DISCRETE RANDOM VARIABLE

Expectation (Mean) of discrete random variable can be express as

n
E ( x )=∑ x i P ( x i )
i =1 and

(∑ )
n n 2
V ( x )=E ( x ) −[ E ( x ) ] =∑ x P ( x i ) −
2 2 2
x P ( xi)
i =1 i=1

Class Work
A coin is tossed three times, what is the probability function of the appearance of the heads.
Hence compute expectation and variance of the distribution.
Solution.
From Assignment 2. Compute expectation and variance.

2 2
S/N X P(X) X X P (X) X P ( X)
1 0 1/8 0 0 0
2 1 3/8 1 3/8 3/8
3 2 3/8 4 6/8 12/8
4 3 1/8 9 3/8 9/8

4
E ( X) = ∑ Xi P ( Xi).
i=1

= 0 x 1/8+ 3/8 + 2 x 3/8+ 3 x 1/8

= 0 + 3/8+ 6/8 +3/8

12 4 1
= = 1 = 1
8 8 2

2
V ( X ) = E ( X 2) – [( X )]

2
1
= 0 + 3/ 8+ 12 / 8 + 9/8 - (1 )
2

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 2
1
= 24/ 8 – (1 )
2

= 3 - 9/4

= 3/ 4

Assignment
1. A pair of fair dice is tossed and the sum of points obtained is observed. Find the
probability distribution of the event.
2. Find E ( X 2 ) and E ( X ) from the given probability distribution

X 8 12 16 20 24
P( X) 1/8 1/6 3/8 ¼ 1/12

Continuous Random Variables are those whose values are contained in an interval it means
that the values be between two other values. Variable like weight, height, length, volume e.t.c all
examples of continuous random variable.

Probability Density Function.

Definition : A random variable x is said to be continuous if its choice of values falls within an
interval i.e
if x ∈ [ a , b ] for x 1 , x 2, , .. .. . ., x n ∈ X where [ a , b ]=a≤x ≤b .
Properties.

if x is a continuous random variable, a function f (x) is said to be a continuous probability density

function if it satisfies the following conditions.

1. f ( x )≥0
∞

2.
∫−∞ f ( x ) dx=1
EXPECTATION AND VARIABLE OF A RANDOM
The mathematical expectation of a random variable denoted by

E(X) = ∫ X f ( n ) dx
−∞

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It should be noted that the mean of a random variable is the expectation of the random variable.

VARIANCE

The variance V ( X ) of any random variable is defined as:

Expectation of continuous variable can be express as E(X) = ∫ X f ( x ) dx

−∞

While its variance can be express as

∞ ∞

( )
2
V ( x )=E ( x ) −[ E ( x ) ] = ∫ x f ( x ) dx− ∫ xf ( x ) dx
2 2 2
−∞ −∞

Example.

Given that
f (x)=¿{x ;0≤x≤1¿ {2−x;1≤x≤2¿¿¿
Is f ( x ) a p.d.f ? find the mean and variance of x.
Assignment

a. Given that
2
p ( x )=∫ ( 2−x ) dx
1 ,

i. is p(x) a probability density function. ii compute the mean and Variance.

BINOMIAL DISTRIBUTION.
This distribution focus on the repeated and independent trials of an experiment with two
possible outcomes which result to either success or failure. If the interest is in a random
variable x

f ( x )=¿ ¿
¿ ¿ ¿
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 Where x is the number of success in an experiment, p denote probability of successes ,
( n ¿) ¿ ¿ ¿
q denote probability of failure and ¿
Since p+q=1 , hence q=1− p
Properties of Binomial Distribution.
1. It has n independent number of trials
2. Probability of successes ( p) and failure ( 1− p ) are constant.
2
3. It has mean ( μ )=np and varianceσ =npq
4. each trial may results in one of the two possible outcome. (success, failure)
5. It has constant probability.
Generally, in probability distribution , there are four (4) possible interested cases;
i. Equal to p( x=) ii. at most p( x≤) , iii. at least p( x≥)
iv. Between p( a< x< b)
Example 1: In Osogbo, Osun State capital. A particular long traffic light on your morning
commute is green 20% of the time that you approach it. Assume that each morning represents
an independent trial. Over 20 morning, what is the probability that the light is green on ;
i. exactly four (4)days ii. more than four (4) days iii. between 4
and 8.

Solution.
Let the probability of traffic light = p
Let the number of trials =n=20
Since p+q=1 , therefore q=1− p
20
p= 20 %= =0 . 2 ∴ q=1− 0. 2= 0. 8
100

f ( x )=¿ ¿
¿ ¿ ¿
p ( x=x )=¿ ( n ¿ ) ¿ ¿¿
i. ¿
p ( x=4 )=¿ ( 20 ¿ ) ¿ ¿ ¿
¿
p ( x=4 )=¿ ( 20 ¿ ) ¿ ¿ ¿
¿

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 20 !
= ×0. 24 ×0. 816 =0 .2182
( 20−4 ) ! 4 !

ii. More than four (4) days p( x >4 )

=1−p ( x≤4 )=1− p¿¿

=1−[ p ( x=0 ) + p ( x=1 ) + p ( x=2 )+ p ( x=3 )+ p ( x=4 ) ]

=1−¿ [ C 0×0.2 ×0.8 + C 1×0.2 ×0.8 + C2×0.2 ×0.8 + C 3×0.2 ×0.8 ¿ ] ¿ ¿¿

20 0 20 20 1 19 20 2 18 20 3 17

¿
=1−[ 0. 0115+0 . 0576+0 .1368+0 .2050+0. 2182 ]
=1−0 .6291=0 .3709 .
∴ p ( x> 4 )=0 . 3709
iii. Between 4 and 8 days p ( 4 < x< 8 )
p ( 4 <x<8 )= p ( x=4 , 5 ,6 ,7 ,8 )
= 20 C 4 ×0 .2 4 ×0 . 816+ 20 C5 ×0 . 25 ×0 .8 15+ 20 C 6 ×0 . 26 ×0 . 814 + 20 C 7×0. 27 ×0 . 813
+ 20 C 8 ×0 .2 8×0. 812 .
=0. 2182+0 . 1637+0 .1023+0 .0426 +0 .0222
= 0.549.

Class work.
1. A fair die tossed four times. Find the probability that a prime number or a number
divisible by 6 occurs.
i. exactly two times ii. at most two (2) times iii. at least three (3) times.
Assignment.
1. An investigation shows that out of every 8 patients treated with a new COVID 19 vaccine
6 patients are cured. If 6 patients are treated with the vaccine , what is the probability
that;
i. Two patients are cured. ii. exactly three (3) patients are cured.
iii at least three patients are cured.
2. A coin is loaded in such a way that a tail is thrice as likely to appear as head, if the coin is
tossed five times, find the probability that
i. Exactly two tails appear
ii. At least two tails appear
iii. At most three tails appear
Negative Binomial Distribution.
th
If the number of failures is interested before the r success under the assumption of a binomial

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distribution, then we have the negative binomial distribution with probability mass function

f ( x )=¿ ( x +r −1 ¿ ) ¿ ¿ ¿
¿
It can be verified that when r =1 , the probability density function becomes
f ( x )= pq x This is the Geometric distribution.
Poisson Distribution
This distribution has a wide application in social sciences with quite satisfactory results. Its
probability density function is defined as
λ x e− λ
f ( x )= x=0 , 1, 2 , .. .. , λ> 0
x!
Where λ is the average number of successes.
Mean ( μ )= np=var iance ( σ )= λ
2

e=2 .71828
Properties of Poisson Distribution.

The Mean ( μ ) and var iance ( σ ) are both equal.

2
1.
2. The number of trial is very large
3. It has very small probability of success
4. The population average or rate is known and constant
5. Probability is assigned to non – occurrence of events.

Example 1. A blood bank received on average 4 infected blood per day. What is the probability
that on a particular day the blood bank will receive

i. No infected blood
ii. 2 infected bloods
iii. Three infected bloods
iv. Between 2 and 4 infected blood.

Solution .

Recall that

λ x e−λ
p ( X=x ) = x=0 , 1 ,2 , .. . ., λ> 0
x!
and λ=average=np λ=4 (given)
,
λ x e−λ
p ( X=x ) = x=0 , 1 ,2 , .. . ., λ> 0
x!

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 4 x e−4
∴ p ( X=x )= x=0 ,1 , 2 ,. .. .
x!

4 0 e−4 e−4
p ( X=0 )= = =0 . 018
i. 0! 1
4 2 e−4
p ( X=2 )= = e−4 ×8=0. 144
ii. 2!
4 3 e−4 32 −4 32
p ( X=3 )= = e = ×0. 018315638=0 .195
iii. 3! 3 3

iv. p ( between2 and 4 inclusive )

= p ( 2≤ X≤4 ) =p ( X=2 ) + p ( X =3 ) + p ( X=4 )

From the above solution

p ( X=2 )=0 .144 p ( X=3 ) =0 .195

4 4 e− 4 256 e−4
p ( X=4 )= = =0 . 195
4! 24

p ( 2≤X ≤4 )=0 . 144+0. 195+0 . 195

=0. 534

Exercises.

1. If the probability that an COVID19 infected individual suffers a bad reaction from
injection of a given serum is 0.003, determine the probability that out of 2000 individuals
i. Exactly 3 COVID19 infected individuals will suffer a bad reaction.
ii. More than 2 COVID19 infected individuals will suffer a bad reaction

Assignment.

In a manufacturing industry, for every 10,000 bulbs produced, 5 were found defective. If 500
bulbs were produced, find the probability that;

i. None is defective.
ii. At most 2 are defective.
iii. At least 3 are defective.

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Exercises.

2
Ans= =0 . 5
1. Find the probability that a head will appear when two coins are tossed. 4
2. Two dice are rolled and the sum of the numbers appearing are observed. Find the
1 1
Ans=i . ,ii .
probability of getting (i). a total of 5 (ii) a total of 12. 9 36 .
3. Find the probability of getting ; i . 2 heads ii . no Head . If a coin is
1 1
Ans .i . ii .
tossed twice. 4 4
4. A bag contains 10 balls. Four are white and 6 are black. Draw the tree diagram when two
balls are drawn with ; i . replacement ii . without replacement .
5. In a basket of fruit there are 6 grapes, 11 bananas and 13 oranges. If one fruit is chosen at
17
Ans=
random, what is the probability that the fruit is either a grape or banana? 30
6. A firm is independently working on two separate jobs. There is a probability of only 0.4
that either of the jobs will be finished on time. What is the probability that at least on of
the jobs finished on time?. Ans=0. 64

7. A die is thrown twice, let X be the number that turns up on the first die and let Y be the
number that turns up on the second die. Find the probability of
A= ( ( X,Y) : (X,Y) E S, x = y ) Ans = 6/36
B= ( ( X,Y): ( X,Y) E S, X˂ Y) Ans = 15/36
C= ( ( X,Y): ( X,Y) E S, ( X-Y)=2) Ans= 8/36
D= ( ( X,Y): ( X,Y) E S, (X+ Y) =5 Ans= 4/36
E= ( ( X,Y): ( X,Y) E S, | X−Y |˂ 2 ) Ans= 16/ 36

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