Probability Notes-1
Probability Notes-1
A set is a collection of well-defined objects. The objects comprising the set are called elements.
If x is an element of a set A, then we write x A. If x is not an element, then we write x A.
Subset: Let A & B be two sets. A is said to be a subset of B, if x A x B & is denoted by
A B.
Equality of sets: Two sets A and B are said to be equal if A B & B A and we write A = B.
Universal set: All sets under consideration are taken to be subsets of a fixed set. This set is called
universal set & is denoted by U.
Null set: A set containing no elements is called a null set and is denoted by .
Singleton set: A set containing a single element is called a singleton set.
SET OPERATIONS:
Let A and B be two sets.
Union: Union of A and B is denoted by A B and is defined as A B = {x | x A or x B}.
Intersection: Intersection of A and B is defined as A B = {x | x A & x B}. If A B = ,
then A & B are disjoint sets.
Difference: The difference A – B is defined as A – B = {x | x A & x B}= AB
Complement: Complement of the set A is denoted by A and is defined as A = {x |x U but x
A}.
Laws of Set Algebra:
1. A B = B A, A B = B A (Commutative laws)
2. A (B C) = (A B) C, A (B C) = (A B) C (Associative laws)
3. A(BC) = (AB)(A C), A (B C) = (A B) (A C) (Distributive laws)
4. A A = A, A A = A (Idempotent laws)
5. A U = U, A U = A, A = A, A =
6. A A = , A A = U, U = , = U
7. (A B) = A B, (A B) = A B (De Morgan’s laws)
Cardinality: The number of elements in a set A is called cardinality of A and is denoted by n (A).
1. n (A B) = n (A) + n (B) – n (A B)
2. n (A – B) = n (A) – n (A B)
3. n (A B C) = n (A) + n (B) + n (C) – n (A B) – n (B C) – n (A C) + n (A B C)
Methods of Enumeration:
Multiplication Principle: Suppose that a procedure, say procedure A can be done in n different
ways and another procedure say B can be done in m different ways. Also suppose that any way
of doing A can be followed by any way of doing B. Then, the procedure consisting of ‘A followed
by B’ can be performed in mn ways.
Addition Principle: The number ways in which either A or B, but not both, can be performed is
m + n.
➢ n+r-1
𝐶𝑟 , if repetition is allowed.
Probability Theory
Random experiment: If the repetition of an experiment under identical conditions results in
different possible outcomes, that experiment is called a random experiment.
Examples: Tossing of a coin, rolling of a die.
Definition: We say that an event has occurred if the outcome of the experiment belongs to the
event. An event has not occurred if the outcome of the experiment is not in the event.
Mutually Exclusive Events: Two events A and B are said to be mutually exclusive if both of
them cannot occur simultaneously. i.e., if occurrence of one event prevents the occurrence of the
other, then the events are said to be mutually exclusive. A and B are mutually exclusive if AB
= .
✓ In tossing of a coin head and tail are mutually exclusive
✓ In rolling of a die all six faces are mutually exclusive
Independent events:
Are those events whose occurrence is not dependent on any other event. For
example, if we flip a coin in the air and get the outcome as Head, then again if we flip
the coin but this time, we get the outcome as Tail. In both cases, the occurrence of both
events is independent of each other.
If A and B are independent events, then P(AB) = P(A). P(B)
Equally likely outcomes: If all outcomes of a random experiment have equal chances of
occurrence, then the outcomes are said to be equally likely.
✓ In tossing of an unbiased coin, head and tail are equally likely.
✓ In rolling of an honest die, all six faces are equally likely.
Exhaustive cases: The total number of possible outcomes of a random experiment is called
exhaustive cases for that experiment.
In tossing of a coin, exhaustive cases = 2
In tossing of 2 coins, exhaustive cases = 4
In tossing n coins, exhaustive cases = 2n
In rolling of two dice, exhaustive cases = 6
Classical Definition of Probability: If an event A can occur in m different ways out of a total
of n ways all of which are equally likely and mutually exclusive, then the probability of the
event A is given by
m favourable cases
P (A) = = .
n Exhaustive cases
➢ For a null set, m = 0. Hence P() = 0
➢ For the sample space m = n. Hence P(S) = 1
➢ 0 m n. Hence 0 m/n 1 i.e. 0 P(A) 1
➢ m outcomes are favourable to A remaining n – m are favourable to A.
𝑛−𝑚 𝑚
Hence P(A) = = 1 − = 1 –P(A), i.e. P(A) + P(A) = 1
𝑛 𝑛
Axiomatic approach:
THOREMS:
Theorem 1.1:
If 𝜙 is the empty set, then P (𝜙) = 0.
Theorem 1.2:
If 𝐴̅ is the complementary even of A, then P(A) = 1- P(𝐴̅).
Theorem 1.3:
If A and B are any two events, then P(𝐴 ∪ 𝐵) = P(A) + P(B) – P (𝐴 ∩ 𝐵)
Theorem 1.4: SAME as above for three events.
Theorem 1.5:
If 𝐴 ⊂ 𝐵 then P(A) ≤ P(B).
Theorem 1.6:
Probability that exactly one of the event A or B occur i.e., P ({𝐴 ∩ 𝐵̅} ∪ {𝐴̅ ∩ 𝐵}) =
P(A)+P(B)-2 P (𝐴 ∩ 𝐵)
Problems:
1. A pair of dice is rolled. What is the probability of getting a sum greater than 6? A pair of
dice is rolled. What is the probability of rolling a sum neither 5 nor 10?
2. There are 8 positive numbers and 6 negative numbers. 4 numbers are chosen at random
and multiplied. What is the probability that the product is a positive number?
3. A number is chosen between 1 and 50. What is the probability that it is divisible by 8?
4. An urn contains 5 red and 10 black balls. 8 of them are placed in another urn. What is the
chance that the later then contains 2 red and 6 black balls?
5. A bag contains 8 white and 6 red balls. What is the probability of drawing two balls of
the same color?
7. Three group of children contain respectively 3 girls 1 boy, 2 girls 2 boys, 1 girl 3 boys.
One child is selected at random from each group. Show that the chance that the 3
selected consist of 1 girl and 2 boys is 13/32.
10.Each of 2 person A and B tosses 3 fair coins. Find the probability that they get the same
number of heads.
11.A and B throw a die alternatively till one of them gets a ‘6’ and wins the
game. Find their respective probabilities of winning if A starts first.
Solution: Let S denote the success (getting a ‘6’) and F denote the failure (not
getting a ‘6’).
Thus, P(S) =1/6, P(F) =5/6
P(A wins in the first throw) = P(S) = 1/6
A gets the third throw, when the first throw by A and second throw by B result into
failures.
Therefore, P(A wins in the 3rd throw) = P(FFS) = P(F)P(F)P(S)= (5/6)(5/6)(1/6)
P(A wins in the 5th throw) = P (FFFFS)= (5/6)(5/6) (5/6)(5/6)(1/6)
Hence, P(A wins) =1/6 + (5/6)(5/6)(1/6) + (5/6)(5/6) (5/6)(5/6)(1/6) + … = 6/11
(G.P infinite sum)
P(B wins) = 1 – P (A wins) = 1- (6/11)= 5/11.
12. A and B throw alternatively a pair of die. A wins if he throws sum 6 before B throws
sum 7 and B wins the other way. If A begins, find his chances of winning the game.
13.Six people toss a fair coin one by one. The game is win by the player who throws head.
Find the probability of success of the 4th player.
Answers:
1. 7/12, 29/36
2. 505/1001
3. 6/25
4. 140/429
5. 43/91
6. 43/216, 173/216
7. 13/32
8. 4/35, 195/210, 0.4
9. 1/7 and 2/7(leap year)
10. 5/16
11. Solution
12. For A: 30/61 For B:31/61
13. 4/63
Conditional Probability
Until now in probability, we have discussed the methods of finding the probability
of events. If we have two events from the same sample space, does the information
about the occurrence of one of the events affect the probability of the other event?
Let us try to answer this question by taking up a random experiment in which the
outcomes are equally likely to occur. Consider the experiment of tossing three
fair coins. The sample space of the experiment is
Since the coins are fair, we can assign the probability 1/8 to each sample point.
Let E be the event ‘at least two heads appear’ and F be the event ‘first coin shows
tail’.
Then, E = {HHH, HHT, HTH, THH} and F = {THH, THT, TTH, TTT}
Therefore P(E)=P ({HHH})+P({HHT}+P ({HTH})+P ({THH})
=1/8+1/8+1/8+1/8=1/2
and
P(F) = P ({THH})+P ({THT}) + P ({TTH}) + P ({TTT}) =1/8+1/8+1/8+1/8=1/2
Now, suppose we are given that the first coin shows tail, i.e. F occurs, then what
is the probability of occurrence of E? With the information of occurrence of F,
we are sure that the cases in which first coin does not result into a tail should not
be considered while finding the probability of E. This information reduces our
sample space from the set S to its subset F for the event E. In other words, the
additional information really amounts to telling us that the situation may be
considered as being that of a new random experiment for which the sample space
consists of all those outcomes only which are favourable to the occurrence of the
event F.
𝑛(𝐸∩𝐹)/𝑛(𝑠) 𝑃(𝐸∩𝐹)
P(E|F) = =
𝑛(𝐹)/𝑛(𝑠) 𝑃(𝐹)
If E and F are two events associated with the same sample space of a random
experiment, the conditional probability of the event E given that F has occurred,
i.e. P (E|F) is given by
𝑃(𝐸∩𝐹)
P(E|F) = , provided P(F) ≠ 0.
𝑃(𝐹)
Example: A die is tossed if the number is odd on the face, what is the probability that it is a prime?
S = {1,2,3,4,5,6}
A= {1,3,5} reduction in the sample space because of the additional information that it is odd.
B= {3,5}
𝑃(𝐵∩𝐴) 2
P(B|A) = =
𝑃(𝐴) 3
NOTE:
𝑃(𝐵∩𝐴) 𝑃(𝐵).𝑃(𝐴)
If A and B are independent events, then P(B|A) = = = 𝑃(𝐵).
𝑃(𝐴) 𝑃(𝐴)
Theorem:
If A and B are 2 independent events of S then prove that A& 𝐵̅, B & 𝐴̅ and 𝐴̅ & 𝐵̅
are also independent.
Problems:
1. If A and B are 2 independent events of S such that P(𝐴̅ ∩ 𝐵)=2/15, P(A ∩
𝐵̅)=1/6 then find P(B). Answer= 1\6 or 4\5.
2. If A and B are 2 independent events of S such that P(A)= 1/3, P(B)=1/4,
P(A∪ 𝐵) =1/2 then find i) P(A|B) ii) P(B|A) iii) P(A∩ 𝐵̅)iv) P(A|𝐵̅).
Answer: i) 1/3 ii) 1/4 iii)1/4 iv) 1/3
3. In a certain town 40% have brown hair, 25% have brown eyes, 15% have
both brown hair and brown eyes. A person is selected at random.
i. If he has brown hair, then what is the probability that he has brown
eyes also.
ii. If he has brown eyes, then what is the probability that he has not
have brown hair.
iii. Determine the probability that he neither have brown hair nor
brown eyes.
Answer: 3/8, 0.4 and 0.5
4. A bag contains 10 gold coins and 8 silver coins. Two successive drawings
of 4 coins are made such that.
i. The coins are replaced before the second trial.
ii. The coins are not replaced before the second trial.
Find the probability that the first drawing will give 4 gold coins and second
drawing will give 4 silver coins.
5. Two defective tubes get mixed up with 4 good ones. The tubes are tested
one by one, until both defective are found. What is the probability that the
last defective tube is obtained on a) 2nd test, b)3rd test, c)6th test.
Total probability theorem, Bayes’ theorem
Partition of a set:
The family of sets C1, C2, …, Cn is said to be a partition of S, if
i. ⋃𝑛𝑖=1 𝐶𝑖 = 𝑆 Collectively exhaustive
ii. 𝐶𝑖 ∩ 𝐶𝑗 = 𝜙, 𝑖 ≠ 𝑗 , ∀ 𝑖, 𝑗 Mutually Exclusive
Proof:
Problems:
1. A person has undertaken a construction job. The probabilities are 0.65 that
there will be strike, 0.80 that the construction job will be completed on time
if there is no strike, and 0.32 that the construction job will be completed on
time if there is a strike. Determine the probability that the construction job
will be completed on time.
Solution: Let A be the event that the construction job will be completed on
time, and B be the event that there will be a strike.
We must find P(A).
We have P(B) = 0.65, P(no strike) = P(B′) =1 − 0.65 = 0.35
P(A|B) = 0.32, P(A|B′) = 0.80
Since events B and B′ form a partition of the sample space S, therefore, by
theorem on total probability, we have.
P(A) = P(B) P(A|B) + P(B′) P(A|B′)
= 0.65 × 0.32 + 0.35 × 0.8 = 0.208 + 0.28 = 0.488
2. suppose 3 companies x y z produce TVs x produces twice as many as y
while y and z produce same number. It is known that 2% of x, 2% of y, 4%
of z are defected. All the TVs are produced are put into 1 shop and then 1
tv is chosen at random what is the probability that the tv is defecated.
Suppose a tv chosen is defective what is the probability that this tv is
produced by company x.
Solution:
https://www.assignmentexpert.com/homework-
answers/mathematics/statistics-and-probability/question-261688
3. There are 3 boxes, the first one containing 1 white, 2 red and 3 black balls: the
second one containing 2 white, 3 red and 1 black ball and the third one
containing 3 white, 1 red and 2 black balls. A box is chosen at random and
from it two balls are drawn at random. One ball is red and the other, white.
What is the probability that they come from the second box? Ans: 6/11
5. Two factories produce identical clocks. The production of the first factory
consists of 10,000 clocks of which 100 are defective. The second factory
produces 20,000 clocks of which 300 are defective. What is the probability
that a particular defective clock was produced in the first factory? Ans:0.25
8. It is suspected that a patient has one of the diseases A 1, A2, A3. Suppose
that the population suffering from this illness are in the ratio 2:1:1. The
patient is given a test which turns out to be positive in 25%of the cases of
A1, 50% of the cases of A2 and 90% of the cases of A3. Given that out of
3 tests taken by the patient two are positive, then find the probability for
each of the diseases. Ans: 0.3128, 0.4170, 0.2703
Solution:
Ai→ the patient has the illness Ai
B→ two test results are positive.
P(A1) = 2/4 P(A2) = ¼ P(A3)= ¼
P(B|A1)= [PPN+PNP+NPP]
= 3C2(1/4)2(3/4)
P(B|A2)=3C2(1/2)2(1/2)
P(B|A3)=3C2(9/10)2 (1/10)
P(B2|B) =?