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 OR Properties of Probability

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 Factorial, Permutation and Combination
Factorial: The notation n! or represents the product of first n natural numbers, i.e., the
product 1 × 2 × 3 × . . . × (n – 1) × n is denoted as n!. We read this symbol as ‘n factorial’.

Thus, n! = n(n – 1)(n – 2)………..3 × 2 × 1

1=1!
1×2=2!
1× 2 × 3 = 3 !
1 × 2 × 3 × 4 = 4 ! and so on.

We define 0 ! = 1
We can write 5 ! = 5 × 4 ! = 5 × 4 × 3 ! = 5 × 4 × 3 × 2 !
= 5 × 4 × 3 × 2 × 1!

Clearly, for a natural number n

n ! = n (n – 1) !
= n (n – 1) (n – 2) ! [provided (n ≥ 2)]
= n (n – 1) (n – 2) (n – 3) ! [provided (n ≥ 3)]

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 Permutation OR Arrangements
Distinctly ordered sets are called arrangements or permutations.

The number of permutations of n objects taken r at a time is given by

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 Combinations

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 Introduction: Sample Space and Events
 Events can in general be classified as:
• Random-the event may or may not occur
• Certain- the occurrence of the event is inevitable
• Impossible-the event will never occur

 Probability is the study of randomness and uncertainty.

 Probability theory provides powerful tools to explain, model
and design real world physical systems with some degree of
uncertainty.
 Some application areas of probability theory include:
• Data communication systems
• Wireless communication systems
• Control systems, etc…
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 Sample Space and Events
i. Random Experiment
 A random experiment is an experiment in which the outcome
varies in an unpredictable manner when the experiment is
repeated under the same conditions.
Examples:
• Tossing a coin
• Rolling a die
• Picking a card from a deck

ii. Sample Space

 The sample space is the set of all possible outcomes of a
random experiment.

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 Sample Space and Events Cont’d….
 The sample space is denoted by Ω and the possible outcomes
are represented by 
i

  {1 , 2 , ......n }
iii. Event
 An event is any subset of the sample of the sample space, Ω
 Events can be represented by A, B, C, ……
Examples of Discrete Sample Space
Example-1:
Consider a random experiment of rolling a die once.
i. Sample Space   {1, 2, 3, 4, 5, 6}

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 Sample Space and Events Cont’d….
ii. Some possible events
 An event of obtaining even numbers
A  {2, 4, 6}
 An event of obtaining numbers less than 4
B  {1, 2, 3}

Example-2:
Consider a random experiment of flipping a fair coin twice.
i. Sample space
  {HH , HT, TH, TT}

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 Sample Space and Events Cont’d….

ii. Some possible events

 An event of getting exactly one head
A  {HT , TH}

 An event of getting at least one tail

B  {HT , TH, TT}

 An event of getting at most one tail

C  {HH , HT , TH}

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 Axioms and Properties of Probability
 Probability is a rule that assigns a number to each event A in the
sample space, Ω.
 In short , the probability of any event A is given by

n( A)
P( A) 
n ( )
where
n( A) - is the number of elements in the event A
n() - is the number of elements in the sample space 

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 Axioms and Properties of Probability Cont’d…..

 The probability of an event A is a real number which satisfies the

following axioms.
1. Probability is a non-negative number, i.e.,
P( A)  0
2. Probability of the whole set is unity, i.e.,
P ()  1
From axioms (1) and (2), we obtain
0  P( A)  1

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 Axioms and Properties of Probability Cont’d…..

3. Probability of the union of two mutually exclusive (disjoint)

events is the sum of the probability of the events, i.e.,
If A  B  , then P( A  B)  P( A)  P( B)
 We can generalize axiom (3) for n pairwise mutually exclusive
(disjoint) events.
 If A1, A2, A3, …, An is a sequence of n pairwise mutually
exclusive (disjoint) events in the sample space Ω such that
Ai  Aj  , for i  j, then

 n  n
P  Ai    P( Ai )
 i 1  i 1

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 Axioms and Properties of Probability Cont’d…..
 By using the above probability axioms, other useful
properties of probability can be obtained.
1. P( A)  1  P( A)
Proof:

A  A    P( A  A)  P( A)  P( A), but A  A  
 P()  P( A)  P( A), P()  P( A  A)
 1  P( A)  P( A), P()  1
 P( A)  1  P( A)

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 Axioms and Properties of Probability Cont’d…..

 From the above Venn diagram, we can write the following

relations.
i. A  ( A  B)  ( A  B) ii. B  ( A  B)  ( A  B)

 P( A)  P( A  B)  P( 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)

iv. A  B  B  ( A  B)
iii. A  B  A  ( A  B)
 P( A  B)  P( B)  P( A  B)
 P ( A  B )  P ( A)  P ( A  B )

v. A  B  ( A  B)  ( A  B)  ( A  B)
 P( A  B)  P( A  B)  P( A  B)  P( A  B)

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 Axioms and Properties of Probability Cont’d…..

2. P( A  B)  P( A)  P( B)  P( A  B)

Proof:
P ( A  B)  P( A)  P ( A  B)
But, P ( A  B)  P( B)  P ( A  B)
 P( A  B )  P( A)  P( B)  P ( A  B)

 We can generalize the above property for three events A, B and C

as follows.
P( A  B  C )  P( A)  P( B)  P(C )  P( A  B)  P( A  C )  P( B  C )
 P( A  B  C )

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 Axioms and Properties of Probability Cont’d…..

 For n events A1, A2, A3,…,An the above property can be

generalized as:
 n  n n
P  Ai    P( A j )   P( A j  Ak )  ....  (1) n P( A1  A2  ...  An )
 i 1  j 1 j k

3. P( A  B)  P( A)  P( B)
Proof:
P ( A  B )  P ( A)  P( B )  P ( A  B )
But, P ( A  B )  0
 P ( A  B )  P ( A)  P ( B)

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 Axioms and Properties of Probability Cont’d…..
Example-1:
A box contains 10 identical balls numbered 0, 1, 2,…,9. A single
ball is selected from the box at random. Consider the following
events.
A: number of ball selected is odd
B: number of ball selected is multiple of 3
C: number of ball selected is less than 5
Find the following probabilities.
a. P( A) d. P( A  B)
b. P( B) e. P( A  B  C )
c. P(C )

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 Axioms and Properties of Probability Cont’d…..
Solution:
 The sample space and the events are given by:
  {0, 1, 2, 3, 4, 5, 6, 7, 8, 9} C  {0, 1, 2, 3, 4}
A  {1, 3, 5, 7, 9} A  B  {3, 9}
B  {3, 6, 9} A  B  C  {0, 1, 2, 3, 4, 5, 6, 7, 9}

 The number of elements in the sample space and events are:

n()  10 n(C )  5
n( A)  5 n( A  B )  2
n( B )  3 n( A  B  C )  9

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 Axioms and Properties of Probability Cont’d…..
 Thus, probabilities of the given events are given by:

n( A) 5 1 n( A  B ) 2 1
a. P( A)    d . P( A  B)   
n() 10 2 n () 10 5
n( B ) 3 n( A  B  C ) 9
b. P( B)   e. P( A  B  C )  
n() 10 n () 10
n(C ) 5 1
c. P(C )   
Example-2: n() 10 2

Given P( A)  0.9, P( B)  0.8 and P( A  B)  0.75, find :

a. P( A  B) c. P ( A  B) e. P( A  B )
b. P( A  B) d . P( A  B) f . P( B)

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 Axioms and Properties of Probability Cont’d…..
Exercise:
1. If A  B  , then show that P( A)  P( B).
2. If P( A)  P( B)  P( A  B), then show that
P[( A  B)  ( A  B)]  0.
3. If P( A)  P( B)  1, then show that P( A  B)  1.
4. If P( A)  0.9 and P( B)  0.8, then show that P( A  B)  0.7

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 Conditional Probability Cont’d…….
 Then using equation (3), we will get

 We know that
P( B / A) P( A) P( A / B) P( B)
P( A / B)  OR P( B / A)  (4)
P( B) P( A)
 Substituting equation (5) into equation (4), we will get

P( B)  P( A  B)  P( A  B)
 P( B)  P( B / A) P( A)  P( B / A) P( A) (5)

P( B / A) P( A)
P( A / B)  (6)
P( B / A) P( A)  P( B / A) P( A)

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 Conditional Probability Cont’d…….
 Similarly,
 Equations (6) and (7) are known as Baye’s Rule.
 Baye’s Rule can be extended for n events as follows.
 Let events A1, A2, A3, …, An be pairwise mutually exclusive (disjoint ) events and their union be the
sample space Ω, i.e.

P( A / B) P( B)
P( B / A)  (7)
P( A / B) P( B)  P( A / B) P( B)

n
Ai  A j   and A  i
i 1

 n  n
 P  Ai    P( Ai )
 i 1  i 1
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 Conditional Probability Cont’d…….
 Let B be any event in Ω as shown below.

A2 .....
A1 An1

B
A3 ..... An

B  B  ( A1  A2  ....  An )

 B  ( B  A1 )  ( B  A2 )  ...  ( B  An )

But, Ai  A j    ( B  Ai )  ( B  A j )  

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 Total Probability

Baye’s Rule can be extended for n events as follows.

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 Conditional Probability Cont’d…..
Example-1:
Show that P( A / B)  1  P( A / B)

Solution:
P( B)  P( A  B)  P( A  B)

 P( B)  P( A / B) P( B)  P( A / B) P( B)
Dividing both sides by P( B), we obtain

1  P( A / B)  P( A/B)

 P( A/B)  1  P( A / B)

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 Conditional Probability Cont’d…..
Example-2:
Let A and B be two events such that P(A)=x, P(B)=y and
P(B/A)=z. Find the following probabilities in terms of x, y and z.
a. P ( A / B )
b. P ( A  B )
c. P ( A / B )
Solution:
P( A  B)  P( B / A) P( A)  xz
P( A  B) xz
a. P( A / B)  
P( B) y
b. P( A  B)  P( A  B)  1  P( A  B)  1  xz
P( A  B) P( B)  P( A  B) xz
c. P( A / B)    1
P( B) P( B) y

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 Conditional Probability Cont’d…..
Example-3:

A box contains two black and three white balls. In succession, two balls are
selected at random from the box without replacement. Find the probability that

a. both balls are black

b. the second ball is white

Solution:

First let us define the events as follows:

B1 : the outcome in the first selection is a black ball

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 Conditional Probability Cont’d…..

B2 : the outcome in the second selection is a black ball

W1 : the outcome in the first selection is a white ball
W2 : the outcome in the second selection is a white ball
P( B1 )  2 / 5 P( B2 / B1 )  1 / 4 P(W2 / B1 )  3 / 4
P(W1 )  3 / 5 P( B2 / W1 )  2 / 4 P(W2 / W1 )  2 / 4

a. P ( B1  B2 )  P ( B2 / B1 ) P ( B1 )  (1 / 4)(2 / 5)
 P( B1  B2 )  1 / 10
b. P(W2 )  P (W2  B1 )  P(W2  W1 )
 P(W2 / B1 ) P( B1 )  P(W2 / W1 ) P(W1 )
 (3 / 4)(2 / 5)  (2 / 4)(3 / 5)
 P(W2 )  3 / 5

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 Conditional Probability Cont’d…..
Example-4:

Box A contains 100 bulbs of which 10% are defective. Box B

contains 200 bulbs of which 5% are defective. A bulb is picked
from a randomly selected box.

a. Find the probability that the bulb is defective

b. Assuming that the bulb is defective, find the probability

that it came from box A.

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 Conditional Probability Cont’d…..

Solution:
First let us define the events as follows.
A : Box A is selected

P ( A)  P ( B )  1 / 2
B : Box B is selected P ( D / A)  1 / 10
D : Bulb is defective P ( D / B )  1 / 20

a. P( D)  P( D / A) P( A)  P( D / B) P( B)
 (1 / 10)(1 / 2)  (1 / 20)(1 / 20)
 P( D)  3 / 40
P( D / A) P( A) 1 / 20
b. P( A / D)    (1 / 20)(40 / 3)
P( D) 3 / 40
 P( A / D)  2 / 3

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 Conditional Probability Cont’d…..
Example-5:

One bag contains 4 white and 3 black balls and a second bag
contains 3 white and 5 black balls. One ball is drawn from the
first bag and placed in the second bag unseen and then one ball
is drawn from the second bag. What is the probability that it is
a black ball?

Solution:

First let us define the events as follows.

B1 : black ball is drawn from the first bag
W1 : white ball is drawn from the first bag

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 Conditional Probability Cont’d…..
B2 : black ball is drawn from the second bag
W2 : white ball is drawn from the second bag

Then, we will have:

P( B1 )  3 / 7 P( B2 / B1 )  6 / 9 P( B2 / W1 )  5 / 9

P(W1 )  4 / 7 P(W2 / B1 )  3 / 9 P(W2 / W1 )  4 / 9

P( B2 )  P( B2  B1 )  P( B2  W1 )

 P( B2 )  P( B2 / B1 ) P( B1 )  P( B2 / W1 ) P(W1 )

 P( B2 )  (6 / 9)(3 / 7)  (5 / 9)(4 / 7)

 P( B2 )  28 / 63

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 Conditional Probability Cont’d…..
Exercise:
1. For three events A, B and C, show that:
a. P[( A  B) / C ]  P[ A /( B  C )]P( B / C )
b. P( A  B  C )  P[ A /( B  C )]P( B / C ) P(C )
2. Box A contains 3 white and 2 red balls while another box B contains 2 red and 5 white balls. A
ball drawn at random from one of the boxes turns out to be red. What is the probability that it
came from box A?

3. Box I contains 2 white and 3 red balls and box II contains 4 white and 5 red balls. One
ball is drawn at random from one of the boxes and is found to be red. Then, the
probability that it was from box II, is?

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 Conditional Probability Cont’d…..

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 Independence of Events
 Two events A and B are said to be statistically independent if
and only if
P( A  B)  P( A) P( B)

 Similarly, three events A, B and C are said to be statistically

independent if and only if
P( A  B  C )  P( A) P( B) P(C )

 Generally, if A1, A2, …, An are a sequence of independent

events, then
 n  n
P  Ai    P( Ai )
 i 1  i 1

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 Independence of Events Cont’d……
 If A and B are independent, then we have
P( A  B) P( A) P( B)
i. P( A / B)    P( A)
P( B) P( B)
 P( A / B)  P( A)
P( A  B) P( A) P( B)
ii. P( B / A)    P( B)
P( A) P( A)
 P( B / A)  P( B)

Example-1:

If A and B are independent, then show that A and B are also

independent.

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 Independence of Events Cont’d……
Solution:
P( A)  P( A  B)  P( A  B)
 P( A  B)  P( A)  P( A  B)  P( A)  P( A) P( B)
 P( A  B)  P( A)[1  P( B)]  P( A) P( B)
 By the definition of independent events, A and B are independent.
Example-2:
The probability that a husband and a wife will be alive 20 years
from now are given by 0.8 and 0.9 respectively. Find the
probability that in 20 years

a. both will be alive c. at least one will be alive

b. neither will be alive
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 Independence of Events Cont’d……
Solution:
• First let us define the events as follows.

H : Husband will be alive

• Then we will have
W : Wife will be alive

• The two events can be considered as independent.

P( H )  0.8  P( H )  1  P( H )  1  0.8  0.2

P(W )  0.9  P(W )  1  P(W )  1  0.9  0.1

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 Independence of Events Cont’d……
Solution:

a. P(both )  P( H  W )  P( H ) P(W )
 P(both )  P( H  W )  (0.8)(0.9)
 P(both )  P( H  W )  0.72

b. P(neither )  P( H  W )  P( H ) P(W )

 P(neither )  P( H  W )  (0.2)(0.1)

 P(neither )  P( H  B)  0.02
c. P(at least one)  1  P(neither )
 P(at least one)  1  0.02
 P(at leat one)  0.98

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Assignment-1
1. A fair die is tossed twice, and events A represents even number outcome on the first
roll, and B represents an even number outcome on the second roll. Determine P(A),
P(B), and P(AB).
2. We have four urns containing a number of red or green balls, according to the
distribution shown below:
Urn Number of Number of
Number green balls red balls
1 19 1
2 3 2
3 9 1
4 9 1

• The idea is to randomly select one of the urns and then randomly select one ball
from the chosen urn. Determine:
• A) The probability that the selected ball is red.
• B) The probability that the selected ball is red, given that it comes from urn 2.

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 1. A computer manufacturer uses chips from three sources. Chips from sources A, B, and C
are defective with probabilities .005, .001, and .010, respectively. If a randomly selected
chip is found to be defective, assume that the proportions of chips from A, B, and C are
0.5, 0.1, and 0.4 respectively;
a. Find the probability that the manufacturer was A;
b. Find the probability that the manufacturer was C.

A= The chip is from the manufacturer A

B= The chip is from the manufacturer B
C= the chip is from the manufacturer C
D= The chip is defective"

P(A)=0.5
P(B)=0.1
P(C)=0.4
P(D|A)=0.005
P(D|B)=0.001
P(D|C)=0.010

Total Probability

P(D)= P(D|A)P(A)+P(D|B)P(B)+P(D|C)P(C)=0.005×0.5+0.001×0.1+0.01×0.4

P (D) =6.6x10-3

Based on Bayes rule:

a. The chip is from the manufacturer A

P (A|D) =P (D|A) P (A) / P (D) =0.005×0.5 / 6.6x10-3=0.38

b. Find the probability that the manufacturer was C.

P (C|D) =P (D|C) P(C) / P (D) =0.01×0.4 / 6.6x10-3=0.60

2. In a binary communication system a zero and a one is transmitted with probability 0.6
and 0.4 respectively. Due to error in the communication system a zero becomes a one
with a probability 0.1 and a one becomes a zero with a probability 0.8. Determine the
probability of

a) Receiving a zero
b) That a one was transmitted when the received message is one
 0 P(R0/T0)=0.9
P (T0)=0.6 0 P (R0)

P(R1/T0)=0.1 P(R0/T1)=0.8

P (T1) =0.4 1 1
P (R1)
P(R1/T1)=0.2

(a) P(R0) = P(T0) P(R0/T0)+ P(T1)P(R0/T1)

= 0.6×0.9 + 0.4×0.8
= 0.86
(b) P(R1) = P(T0) P(R1/T0)+ P(T1)P(R1/T1)
= 0.6×0.1 + 0.4×0.2
= 0.14
P (T1/R1)= P(R1/T1) P(T1)/ P(R1)
= 0.4×0.2/ 0.14
= 0.571