CHAPTER

Theory of Probabit.ity - I

LEARNING OBJECTIVES
Upon completion of this Chapter, you should be able to:
• Learn about the different approaches to the theory of probability like the
classical/mathe matical probability, empirical probability and axiomatic
probability, along with their limitations.
• Understand the addition theorem, the multipllcatior'l'":theorem and other
Important theorems on probability. and their use in solving problems In various
diversified situations.
• Demonstrate the concepts of conditional probability._paJrwlse independence
and mutual independence of events.
• Appreciate the use of probability theory in our day-to-day life and In the
decision-making in the face of uncertainty. ·

& CHAPTER OUTLINES

3·8·2. Event
3• l • Introduction
3·8·3. Acceptable Assignment of
3 ·2 · Short History
Probabilities
3.3. Basic Terminology
3·8·4. Natural Assignment of
3.4. Mathematical Probability
Probabilities
3-4-1. limitations of Classical Definition
3·8•5, Axiomatic Probability
3.5. Statistical (OR Empirical) Probability
Theorems on Probability
3.5. l . limitations of Empirical Probability 3-9. Some
3,6, Subjective Probability 3·9· 1. Addition Theorem of Probability
3. 7. Mathematical Tools : Preliminary 3• l 0. Conditional Probability
Notions of Sets 3· 11. Multlpllcatlon Theorem of Probability
3. 7•l . Sets and Elements of Sets 3 •12. Independent Events
3•7•2. Operations on Sets 3· 13. Muttipll~atlon Theorem of Probability
3•7•3. Algebra of Sets for Independent Events ·
3·8. Axiomatic Approach to Probability 3· 14. Extension of Multipllcatlon Theorem
3-8· l . Random Experiment, Sample 3· 15. Pairwise Independent Events
Space and Elementary Events 3· 16. Matching Problem
 rtnO
__,,-M::ttt::id?'tirHhRt )J}

--~
3·2 FUNDAMENTALS OF MATHEMATICAL STATISlICs
/.
~ -1. INTRODUCTION
Ua • . repe~ted under essentially
.
n experiment 1s homogeneous and similar conditions' we generau
co . . . ~
me across two type~ _of situations: .
. usually known as th e ,out come' 1·s unique or certain.
(;,'' The resu1t or what 1s
(ir) The result is not unique but may be one of the several possible outcomes.
The phenomena covered by (1) are known as 'deterministic' or 'predi~table' ~henomena. By a
deterministic phenomenon we mean one in which the result can be predicted with certainty. For
example,

(a) For a perfect gas, V cc..!.. i.e., PV = constant, where Vis the volume
p'
and pis the pressure
of the gas, provided the temperature remains the same.

(b) Ohm's law, viz., c = .E..

where c is the flow of current, Ethe potential difference between
RI '
the two ends of the conductor and R the resistance, uniquely determm~s-the value C as soon
as E and R are given.
A detenninlstic moofei Is defined· as a model which stlpufates thaithe condi~ons under which
an experiment is performed determine the outcome of the experiment. For a number of situations
.the deterministic model suffices. However, there are phenomena [as covered by (ii) above] which
·do not lend themselves to deterministic approach and are known as 'unpredictable' or 'probabilistic'
phenomena. Such phenomena are frequently observed in business, economics and social sciences
or even in our day-to-day life.
For example:
(r) In a random toss of a uniform coin we are not sure of getting the head or tail.
(ii) A manufacturer cannot ascertain the future demand of his product with certainity.
(iii) A sales manager cannot predict with certainty about the. sales · target next year.
(iv) If an electric tube has lasted for one year, nothing can be predicted about its future life.
Probability is also used informally in day-to-day life. We daily come across the sentences like:
1. Possibly, it will rain to-night.
2. There is a high chance of my getting the job next month.
3. This year's demand for the product is likely to exceed that of the last year's.
4. The odds are 3 : 2 in favour of gettin~ the contract applied for. ·
All the .above sentences, wi~ words like 'possibly', 'high chance', 'likely' and 'odds' are expressions
indicating a degree of uncertainty about the happening of the event. A numerical measure of
uncertainty is provided by a ~ery important bran~ of Mathematics called "Theory of Probabi~i~(·
Broadly, there are three poss1?le states _of expecta~on-'certainty', 'impossibility' and 'Probabtltty ·
The probability theo1?'. descnbes. certamty by 1. 1.mpossibility by O and the various grades of
uncertainties by coefficients rangmg between O and 1.

According to Ya-Lin Chou:

"Probability is the science of decision-making with calculated risks in the face of uncertainty."
 THEORY OF PROBABILITY - I 3.3
,
3•2. SHORT HISTORY
V
Galileo (1564-1642), an Italian mathematician, was the first to attempt ·at a quantitative measure
of probability while dealing with some problems related to the theory ·of dice in gambling. But
the first foundation of the mathematical theory of probability was laid in the mid-seventeenth
century by two French mathematicians B. Pascal (162~-62) and P. Fermat (1601-65), while solving
a number of_problems posed J:>y French gambler and noble man Chevalier-De-Mere to Pascal The
famous 'problem of poi~ts' posed by De-Mere to Pascal is : _"Two persons play a game of chance."
The person who first gains a certain number of points wins the stake. They stop playing before
the game is completed. How is the stake to be decided on the basis of the number of points each
has won?" The two mathematicians, after a lengthy correspondence between themselves ultimately
solved this problem and this correspondence laid the first foundation of the science of probability.
Next stalwart in this field was J. Bernoulli (1654-1705) whose·'Treatise on probability' was published
posthumously by his nephew N. Bernoulli in 1713. De-Moivre (1667-1754 ) also did considerable
work in this field and published his famous 'Doctrine of Chances' in 1718. Other main contributo rs
are: T. Bayes (Inverse probability), P.S. Laplace (1749-1827) who after extensive research over a
number of years finally published 'Theoric analytique des probabilities' in 1812. In addition to these,
other outstanding contributors are Levy, Mises and R.A. ..Fisher.
Russian mathematicians,ittlso have made very valuable contributions to th!;?"~~Qer n th~ory.1of
probability. Chief contributors, to mention only a few of them are : ·Olebyche v (1821_:94) who
founded the Russian School of Statistici31:1s; A Markoff (1856-1922); Liapounoff ·(Central Limit
Theorem); A Khintcltlne (Law of Large Numbers) and A.·Kolmogorov, who axiomised the calculus
of probability. · ·
3.3A((s1c TERMINOLOGY . · . ·
'? ~~ ~~ction we shall .explain the various terms which are used in _the definition of probability
under different approac;hes. .
1. Random Experiment. If in each tiral of an experiment conducted under id~tical con4itions, the
outcome is not unique, but may be any one of the possible outcomes, then such an experiment is called
a random experiment.
Examples of random experiments are : tossing a coin, throwing a die, selecting a card from a
pack of playing cards, s~lecting a family out of a given group ·of families, etc. In all these cases,
there are a number of possible results which can occur but there is an uncertaint y as to which one
of them will actually occur. ' · ·
Notes. (1) A ·die is a small cube used in gambling. On its six faces, dots are marked as

Plural of die is dice. The outcome of throwing a die is the number of dots on its uppermost face.
(ii) A pack of cards consists of four suits called Spades, Hearts, Diamonds and Clubs. Each suit consists of
13 cards, of which nine cards are numbered from 2 to 10;-an ace, king, a queen and a jack (or knave). Spades.
and clubs are black-faced cards, while hearts and diamonds are ~ed-faced ·cards. ·
2. Outcome. The re~ult of a random experiment will be called an outcome.
3. Trial and Event. Any particular performance of a random experimen t is called a trial and
outcome or combination of outcomes are termed as f1Jents. For example,
(i) If a coin is tossed repeatedly, the result is not unique. We may get any of the two faces,
head or tail. Thus tossing -of a coin is a random experimen t or trial and getting of a head
or tail is an event. ·
 3.4 FUNDAMENTALS OF MATHEMATICAL STATISi
- ICs
(ii) In an experiment which consists of the throw of a six-faced die and observing the numb
of points that appear, the possible outcomes are 1, 2: 3, 4, 5, 6 er
In the same experiment, the possible events could also be stated as
'Odd number of points'; 'Even number of points'; 'Getting a point greater than 4'; and so on.
Remark. Event_is called simple if it corresponds to a singl~ possible outcome of the experiment othenvi
it is known as a compound or composite event. Thus in tossing of a single die the event of getting '6'
simple event but the event of getting an even number is a composite event. .
is:
4. Exhaustive Events or .Cases. The total number of possible outcomes of a random experiznent
is known as the exhaustive events oT cases. For example, · .
(1) In tossing of a coin, there are two exhaustive cases, viz., head and ta~ (the possibility of
the coin standing on_an edge being ignored). "
(ii) In throwing of a die, there are 6 exhaustive cases since any one of the 6 faces 1, 2, ...,
6 may come uppermost. ·
(ii1) In drawing two cards from a pack of cards, the exhaustive number of cases is 52C , since
2
2 cards can be drawn out of 52 cards in 52C2 ways.
(iv) In throwing of two· dice, the exhattstive- mrmber 0f.-cases)s 62 = 36, since any of the
.:·numbers 1 to 6 on the first die can be associated with any Bf the 6'n'wnbers on the other
die. In general, in throwing of n dice, the exhaustive number of cases is 6n.
5. Favourable Events or Cases. The number of cases favourable to an event in a trial is the
number of outcomes which entail the happening of the event. For example,
(1) ,In ~awing a card from a pack of cards the number of cases fa~ourable to drawing of
an ace is 4, for drawing a spade is 13 and for drawing a red card is 26.
(ii) In thro~irt'f of two dice, the number of ~ases favourable to getting the sum 5 is :
(1, 4), (4, 1), (2, 3), (3, 2), i.e., 4.
6. Mutually Exclusive Events. Events are ~d to be mutually exclusive oT incompatible if the
happening of any one of them precludes the happening of all_ the others, i.e., if no two or more
of them can happen simultaneously in the same trial. For example,
( 1) In throwing a die all the 6 faces numbered 1 to 6 are _ m utually exclusive since if any one
of these faces comes, the p0ssibility of others, in the same trial, is ruled out.
(ii) Similarly in tossing a coin the events head and tail ~re mutually exclusive.
7. Equally Likely Events. _~tcomes of ~al are said to be equally likely . · if taking into
consideration all the relevant evidences, there IS no reason to expect one in preference to the
others. For example, ·
(l) In a random toss of an unbiased .or uniform coin, head and tail are equally likely events•
(ii) In throwing an unbiased di~ all the s~ fac~s are equally likely to come. ·
8 . Independent Ev~ts'. Several events are said to be independent if the happening (or nort·
happening)·of an event 15 no~ ~fected by the supplementary knowledge concerning the -occurrence
of any number of the remalillllg events. For ex~ple, .
(z) In toss~g an unbi~ed coin, the ev~t of getting a head· in th~ first toss is independe!lt
of getting a head m the second, third and subsequent thr
ows.
(it) When a die is thrown twice, the result of the.first throw does not affect the result of we
second throw.
- THEORY OF PROBABILITY - I 3.5

(ii,) If we draw a card from a pack of well-shuffled cards and

replac e it before drawi ng the
draw. But, howev er,
~econd _card, the result of the second draw is indep enden t of the first
dent on the first
if the first card drawn is not replaced, then the secon d draw is depen
draw.
,,
3-4. MATHEMATICAL (OR CLASSICAL OR 'A PRIORI') PROBABILJTY

Deflntlon. If a random experiment or a trial results in exhaustive, mutually exclusive and equally
'11 '
of an event E, then the
likely outcomes (or cases), out of which m are favourable to the occurrence
is given by :
probabi1ity 'p' of occurrence <or happening) of E, usually denoted b-y P(E),
p = P(E) = Number of favourable cases = m ... (3·1)
Total number of exhaustive cases n

This definition was given by James Bernoulli who was the first
person to obtain a quanti tative
measure of uncertainty.
Remarks:
L Since m ~ 0, n > 0 and m .$. n, we get from (3.1):
and P(E) .$. 1
P (E) ~ 0 ⇒ 0 5 P (E) 5 1

2. Sometimes we expres s (3·1) -by saying that 'the odds'

in favour of E are m: (11 - m) or the odds agai.11st
E are (n - m) : m. .
3. The non-ha ppenin g of the event E is called the complementary
event of E and is denote d by E or ff.
The numbe r of cases favour able to E, i.e., non-ha ppenin g of E is (n
- m). Then the probab ility q that
E will not happe n is given by:
- n-m m
=--= 1--= l-p ⇒ p+q= l · a)
... (31
q = P(E)
n n
⇒ P(E)= l-P(E) or P(E)+ P(E)= l ... (3·lb)
q = P(E)= l-P(E)
, ~ ..., E-,,, then its compl ementa ry
If the event E represe nts the happen ing of at least one of the events E1
Substi tuting in (3.lb), we get ·
event E represe nts the happen ing of none of the events E1, E2' En.
P[Hap pening of at least one of the_events E1, E2' ... En]
· = 1 - P (None of the ev~ts E1, E2' ..., En happen s). ... (3·1c)
known .as the probab ility of succes s and the
4. Probability 'p' of the happen ing of an event is also
of failure , i.e., (p + q = 1).
probab ility 'q' of the non-ha ppenin g of the event as the probab ility
certain event and if P(E) = 0, · E is called an impossible event.
5. If P(E) = 1, E is called a _
withou t conduc ting any experi ment.
6. We can compu te the probab ility in (3·1) by logical reason ing,
any experi mental data, it is also
Since the probab ility in (3·1) can be compu ted prior fo obtain ing
termed as 'a priori' or 'mathemah°cal probabi?ity.' ·

~ Limitations of Class ical Definition.

·
cases:
This definition of classical proba bility breaks down in the follow ing
(I) If the variou s outcom es of the rando m experi ment are not
equall y likely or equall y proba ble.
For example, · ·· · · ..... " ···
is not 50%, since the two
(a) The proba bility that a candid ate will pass in a certai n test
of a compa rtmen t)
possible outcomes, viz., success and failure (exclu ding the possib ility
are not equall y likely.
(b) The proba bility that a ceiling fan in a room will fall is not
1/2, since the events of the
stive, are not equall y
fan 'falling' and 'not falling' thoug h mutua lly exclusive and exhau
likely. ht fact, the proba bility of the fan falling will be almos t zero.
 3·6 FUNDAMENTALS OF MATHEMA TICAL STATISTICS

(c) If a person jumps from a running train, then the probability of~ survival will not be 50%,
since in this case the events survival and death, though exhauStlVe and mutually exclusive,
are not equally likely.
(ir) If the exhaustiv e number of outcomes of the random experimen t is infinite or unknoWn. In
, such cases, we use Geometric Probability discussed in chapter 4, § 4 ·3 ·
3·5. STATISTICAL (OR EMPIRICAL) PROBAB!LITY

Definition . (VON MISES). If an experiment is performed repeatedly under essentially homogenou s and
identical conditions, then the limiting value of the ratio of the number of times the e?J_ei:'t occurs to the
number of trials, as the number of trials becomes indefinitely large, is called the probability of happening
of the event, it being assumed that the limit is finite and unique. · · .
Symbolica lly, if in N trials an event E happens M times, then the probabilit y of the happening
of E, denoted by P(E) is given by :

P(E) - lim M ...(3·2)

- N
N ➔ oo

Remarks:
1. Since in the relative frequency approach, the probability is obtained objectively by repetitive empirical
observation s, it is also known as 'Empiri_cal Probability'.
2. An experimen t is unique and non-repeati ng only in the case of subjective probability. In other cases,
there are ·a large number of experiment s or trials to establish the chance of occurrence of an event.
This is particularly so in case of empirical probability. In classical probability also; repeated experiments
may be made to verify whether a deduction on · the basis of certain axioms or undisputed laws is
justified. Only after repeated trials it can be established that the chance of head in a toss of a coin is

.!. J.E. Kerrich conducted coin tossing experiment with 10 sets of 1,000 tosses each during his
2 . . .
confineme nt in World War II. The number of heads found by him were:
502, 511, 497, 529, 504, 476, 507, 520, 504, 529.

This gives the probability of getting a head in a toss of a coin as: 5, 079 · = 0·5079 =·.!.
10,000 2
Thus, the empirical probability approaches the classical probability as the number of trials .becomes
indefinitel y large.
~ U~itation ~ of E~pirical Probability. . · ·
(z) If an experimen t IS repeated a large number of times, the experimen tal conditions
remain identical and homog~o us.
may not
(ii) The limit in (3·2) may not attain a unique value, however large N may .b e.
Example 3.1. What is the chance that a leap year selected at random will contain
53 Sundays ?
Solution. In a leap year (which consists o~ 3~ days), there are.52 complete weeks and 2 days
over. The following are the possible combinations_ for these two 'over' days :
(t) Sunday and Monday, (n) Monday and Tuesday
(iii) Tuesday and W~esda y, (iv) Wednesda y and Th~ay,
(v) Thursday and Fnday, (vi) Friday and Saturday,
(viz) Saturda.y and Sunday.
THEORY OF PROBAB ILITY - I 3.7

In order that a leap year selected at random should contain 53 Sundays , one of the two 'over'
days must be Sunday. Since out of the above 7 possibilities, 2, viz., (1) and (viz), are favourable
to this event.

Required probability = I.
7
Example 3·2. Two unbiased dice are throum. Find the probability that :
(a) both the dice show the same number,
(b) the first die shows 6,
(c) the total of the numbers on the dice is 8,
(d) the total of the numbers on the dice is greater than 8,
(e) the total of the numbers on the dice is 13, and
(f) the total of the numbers on the dice is any number fro"! 2 to 12, both inclusive.
Solution. In a random throw of two dice, since each of the six faces of one die can be associated
with each of six faces of the other die, the total _number of cases is 6 x 6 = 36, as given below:
(1, 1) 1)
(2, (3, 1) · (4, 1) (5, 1) (6, 1)
(1, 2) 2)
(2, (3, 2) · (4, 2) (5, 2) (6, 2)
(1, 3) 3)
(2, (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) 4)
(2, (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) 5)(2, (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6)_ 6)
(2, (3, 6) (4, ·6) (5, 6) (6, 6)
Here, the expression, say (i, 1) means that ,the first die shows the number i and the second die
shows the number j. Obviously, (i, J) -:1; (j, i) if i -:t: j.
Exhaustive number of cases (n) = 36.
(a) The favourab le cases that both the dice-show the same number are :
(1, 1), (2, 2)~ (3, 3), (4, 4), (5, 5) and (6, 6), i.e., m = 6.
6 1·
Probability that the two dice show th~ same number = 36 = 6 -
(b) The favourable cases that the first die shows 6 are :
(6, 1), (6, 2) (6, 3), (6, 4), (6, 5) and ·(6, 6), i.e., 6 in all.

Probability that the first die shows '6' = ! = ¾.

(c) The cases favourable to getting a total of 8 on the two dice are :
(2, 6), (3, 5), (4, 4), (5, 3), (6, 2), i.e.-, m = 5.

Probability that total of numbers on two. dice is '8'. = ~-

36
.
(d) The cases favourable to getting a total of more than 8 are : _.
(3, 6), (6, 3), (4, 5), (5, 4), (4, 6), (6, 4), (5, -5), (5, 6), (6, 5), (6, 6), i.e., m, = 10._
10
Probability that the total of numbers on two dice is greater than . 8 = 36 = ~-
18
~-
(e) This is an example of an impossible event~ since the maximu m total can be 6 + 6 = 12.
Therefore, the required probability is 0.
 • ,z,u.n:s:- -

3-8 FUNDAMENTALS OF MATHEMATICAL STATISTJcs

(fJ The probability is 1, as the total of the numbers on the two dice certainly ranges from
2 to 12. The given event is called a certain event.
Example 3·3. (_aJ_ Among the digits 1, 2, 3, 4, 5 at first one is chosen and. then a second selecti~~ ~ made
among the remaining four digits. Assuming that all twenty possible outcomes have equal probabzlztzes, find
the probability that an odd digit will be selected.
(i) the first time, (ii) the second time, and (iii) both times.
(b) From 25 tickets, marked with first 25 numerals, one is ·drawn at random. Find the chance that
(i) it is multiple of 5 or 7, and (ii) it is a multiple of 3 or 7.
Solution. (a) Total number of cases;,, 5 x 4 = 20.
(i) There are 12 cases in which the first digit drawn is odd, viz., (1, 2), (1, 3), (1, 4), (1, 5),
(3, 1), (3, 2), (3, 4), (3, 5), (5, 1), (5, 2), (5, 3) and (5; 4).
. . 12 3
The probability that the first digit drawn is odd = = ·
20 5
(ir) Also there are 12 cases in which the second digit drawn is odd, viz., (2, 1), (3, 1), (4, 1),
(5, 1), (1, 3), (2, 3), (4, 3), (5, 3), (1, 5), (2, 5), (3, 5) and (4, 5).
· 12 3
The probability that the second digit drawn is odd = = :
20 5
(ii,) There are six cases in which both the digits drawn.cU"e odd, viz., (1, 3), (1, 5), (3, 1), (3, 5),
(5, 1) and (5, 3). .

The probability that both the digits drawn are odd = ~ = ~-

,. . . w w .
(b) (t) Numbers (out of the first 25 numerals) which are multiples of 5 are 5, 10, 15, 20 and 25,
i.e., 5 in all and the numbers which are multiples of 7 are '!, 1_4 and 21, i.e., 3 in all. Hence, required
number of favourable cases are 5 + 3 == 8. ·

Required probability = J!_.

25
(ii) Numbers (among the first 25 numerals) whi_c h are multiples of 3 are 3, 6, 9, 12, 15, 18, 21, 24,
i.e., 8 in all; and the numbers, which are multiples of 7 are 7, 14, ·21 i.e., 3 in ·all. Since the
number 21 is common in both the cases, required number of distinct favourable cases is
8 + 3 - 1 = 10.
2
. d . prob abill.ty = -l0 =-.
Reqwre
255.
Example :J.4. (a) Four cards are drawn at random from a pack of 52 cards. Find the probability that
(i) They are a king, a queen, a jack and an ace.; · ·
(ii) Two are kings and two are queens;
( iii) Two are bl~ck and two are red; _
(iv) There are two cards of hearts and two cards of diamonds:
(b) In shuffling a pack of cards, four are accidentally dropped. Find the chance that the missing
cards should be one from each su~t. . .
Solution. (a) Four cards can be drawn from a well-shuffled pac~ of 52 cards in s2C ways, which
. th exhaustive number ·of cases. 4 .
gives e . . . 4 •
(i) 1 king can be drawn oft of the 4 king~ m C1 ways. Similarly, 1 queen, 1 jack and an ace
can each be drawn in C1 = 4 ways. Smee any one of the ways of draw~~ a king can be
- 3.9
THEORY OF PROBABILITY - I
favo urab le
associated with any one of the wa;1,_s of draw ing a quee n1 a jack and an ace1 the
4 4 4
num ber of case s are cl x cl x cl x cl.
"C1 x"r x"r x"r 256
e, Requ ired prob abili ty= _ _ _'-'1==-_'-'1-=----_'-'1~ = ~ -
Henc C4
s2C4

"c2 x "c2
(ii) Requ ired prob abili ty = s2C4
club s) and 26 red card s (of diam onds and hear ts)
(iii) Since there are 26 blac k card s (of spad es and
26c2 x 26c2
in a pack of card s, the requ ired prob abili ty = ---- "--- =
s2c4

t3c x 13c2
Requ ired prob abili ty = · 2
(iv) s2c4 .
52 e shuf flin.g a pack .of card s.
Cj poss ible way s in whic h four card s can slip whil
(b) Ther e are
card s can be one from .each suit 1s :
The favo urab le num ber of case s in whic h the four
13c 13c 13c 13c
1 X 1 X 1 X 1

13 13 13
x13c 1 = 2197 ·
Requ ired prob abili ty=
c1x c
iic
x
4
c1
20825

Example 3·5. A man is dealt 4 spade cards from an

ordinary pack of 52 cards. If he is given three more
a spade. ·
ional cards is also
cards, find the probability p that at least one of the addit
from an ordi nary pack of 52 card s, there are
Solution.· Afte r a man has deal t 4 spad e card s
9 are spad e card s -and ~9 are non- spad e card s.
52 - 4 = 48 card s left in the pack , out of whic h 48
s can. be deal t to the same m~ out of the 48 card s in c3 way s, the
Since 3 mor e card .
48
exha ustiv e num ber of outc ome ~ = C 3
•

, then the addi tiona l card s mus t be draw n

U none of these 3 addi tiona l card s is a spad e card
in C3 way s. The prob abili ty .that none of the
39
out of the 39 non- spad e card s, whic h can be done
three addi tiona l card s deal t to the man is a spad e card is
39
give n·by C3 / C3•
48

addi tiona l card s is also a spad e is give n py:

Hence, prob abili ty p that at least one of the three
a spad e.] .
p = 1 - P [Non e of the three addi tiona l card s ·is
39 3! =l-1 3x1 9x3 7 =0·4718
= 1_ c3 =l- 39x 38x 37 x 16x 47x 23 ·
4Bc 3! : 48x 47x 46
3

fr.om 3 executives of the production department,

Example 3·6. A committee of 4 persons is to be appointed
of the marketing department and 1 chartered
4 executives of the purchase department, 2 executives
in the following manner:
accountant. Find the probability of forming the committee
(i) There must be one from each category.
nt.
(ii) Jt. should have at least one from the purchase departme
(iii) The chartered accountant must be in the committee.
 . - - --=..~ Ui:lli.."·••- ~ • - - - i':f ·:_
... , "'
3·10
FUNDAMENTALS OF MATH EMAT ICAL STATIST1cs
·t
·sotut/on. There are 3 + 4 + 2 + 1 =
. 10 10 perso ns in all and a comm ittee of 4 peopl e can formed
of them m C4 ways . Henc e, exhau stive numb er of cases · . · 0ut
15:

lOC
4
= 10x9 x8x7 =ZlO
41
(z) Favou rable numb er of cases for the comm ittee to consis t of 4
. 4 3 2 memb ers, one from each categon,
is : cl x cl x cl x 1 = 4 x 3 x 2 = 24 -,,

24 4
Requi red ·proba bility = = •
210 35
(iz) P[Co mmit tee has at least one purch ase execu tive] _
= 1 - P (Com mittee has no·purch ase execu tive)
In order that the comm ittee t{as no purch ase execu tive, all .the 4 memb
ers are to be selected
from amon gst execu tives of produ ction depar tment , sales
4epar tmen t and chartered
• . . .
accou ntant , i.e., out of 3 + .z + 1 = 6 memb ers and this . 6X
= 1 x 25 = 15 ways.
. . 6
can be done. m C4
Henc e,
15 · 1 ·
p (Com mittee has no pUFchase execu tive) = 210 = 14
p ' (Co~ ttee has at least
· ·
one·purch ase exe~utive) :: 1-_:.!_, = 13 .
· M M
(iii) Favou rable numb_e r of cases. that the _comm ittee corts~
ts of a chart ered accou ntant as a
mem ber and three others are : l x 9C = 9x8x ·
7
= 84 .ways
..
, since a chart ered accountant
. . 3
lx2x 3
can be select ed out of one charte red accou ntant in only 1 way.
and the remai ning 3 members
can be select ed out of the remai ning 1_0 - 1 = 9 person ~ in 9c
3 ways.
Henc e, ' d pro
· R eqw:re . bbili
a ' ty
·
= -84 =-.
2
-210 · 5
Exam ple 3. 7. An urn contains 6 white, 4 red and 9 black balls. If
3 balls are dra~ at random, find the
probability that : (i) two of the balls drawn are white, (ii) one is of each CQlou,r, •
(iii) none is red, (iv) at least one is white.
Solut ion. Total numb er of balls in the urn is 6 + 4 + 9 ·= 19.
Since 3 balls can be drawn out of
19 in 19c ways , the exhau stive numb .er of cases are 19c .
3 3
(r) If 2 balls of the 3 draw n b_an: are to be w~te; _these two balls sho~ d be draw n out of 6 white
balls which can be done m C2 ways, and the third ball can be
. .· . . : draw n t f th
ou o znaining
e re .
19 - 6 = 13 balls, which can be done m 13C1 .ways. ~Since any
.of the forme r ways can be
associate d with any one of the later ways, the numb er of favou r bl
a e cases = 6r_
---z x t3c1·
6c x t3c
Henc e, _Requ ired proba bility = ~9 . 1·
C3
THEORY OF ·:PROBABILITY - I 3·11

is
(i1) Since the numbe r of favour able cases of getting one ball of each colour

6 4 9
6 cl x 4 cl x 9c1
cl x cl x cl, the require d probability =
19C3

(iii) If none of the drawn balls is red, then all the 3 balls must be out of
the whilte and black balls,
15
viz., out of 6 + 9 = 15 balls. Hence, the numbe r of favourable cases
for this event is c3.
1sc
:. Required probab ility= ~ -
. C3 .
white, ... (*)
(iv) P (at least one ball is white) = 1 - P (none of the three balls is
out of the red
In order that none of the three balls is white, all the three balls must be13drawn
and black balls, i.e., out of 4 + 9 = 13 balls and this can be done in c3
ways.
13c
Hence, P(none of the three balls is white) = ~ -
C3
13c
3
Substituting in (*), we obtain P(at least one ball is white) = 1-;: 19 · .
, C3

Example 3·8. (a) If the letters of the word 'REGULATIONS' be arranged at random
, what is the chance
that there ·will be_ exactly 4 letters between R and E ?
'?
(b) What _is the probability that four S's come consecutively in the wor~ 'MISSISSIPPI
letters R and E can
Solution. (a) The word 'REGULATIONS' consists of 11 letters. The two
11 ·
occupy P2, i.e., 11 x 10 = 110 positions.
are enume rated
The numbe r of ways in which there will be exactly 4 letters betwee n R and E
below:
(z) R is in the 1st place and E is in the 6th place.
(iz) R is in the 2nd place and E is in the 7th place.

(vz) R is in the 6th place and Eis in the 11th place.

able cases is
Since R and E can interch ange their positions, require d numbe r of favour
2 X 6 = 12.
12 6
The require· d probabillty = = .
110 55
(b) Total numbe r of permu tations of the 11 letters of the word 'MISSISSIPPI' in which 4 are of one
,kind (viz. S), 4 of other kind (viz. I), 2 of third kind (viz. P) and 1 of fourth
kind (viz. M) are
11 !/4! 4! 2! 1!.
Following are the 8 possible combinations of 4 S's coming consecutively:
(z) S S S S
(iz) - S S S S
(iiz) S S S S

(viii) s s s s
 3·12
------71!111,,;:fflt ·'Pr r::.,. ,
..,e.; --Ii ,;.: ;~- . __-- - ----"'''
_,,_

FUNDAMENTALS OF MATHEMAT ICAL STATISTICS

)

Since in each of the above cases, the total number of arrangement s of the remaining 7 letters,
7
viz., MlllPPI of which 4 are of one kind 2 of other kind and one of third kind are 4!2!1!' ! the
'
8 x 71 .
required number of favourable cases =
4!2!1!
11! 8x7!x4! 4
. d prob a b". 8 -X 7! =-
R equrre ility = - - ---= 165
4 2 !1 !
! 4!4!2!1! 11!

Example 3·9. Twenty-five books are placed at random in a shelf. Find the probability that a particular pair
of books shall be : (i) Always together, and . (ii) Never together.
Solution. Since 25 books can be arranged among themselves in 25! ways, the exhaustive number
of cases is 25!
(i) Let us now regard tha't the two particular books are tagged together so that we shall regard
them as a single book. Thus, now we have (25-1) = 24 books which can be arranged among
themselves in 24! ways. Hence, associating these two operations, the number of favourable
cases for getting a particular pair of books always together is 24! x 2!.
! -2.
. d prob abili"ty
R eqwre = -24-! x-2=
25! 25
(ii) Total number of arrangemen ts of 25 books among themselves is 25! and the total number
of arrangemen ts that a particular pair of books will always be together is 24! x 2. Hence, the
number of arrangemen ts in which a particular pair of books is never together is :
25! - 2 X 24! = (25 - 2) X 24! = 23 X 24!
x 24!" 23
Require
d b bili
pro a ty = 2325 ! = .
25
Aliter. P[A particular pair of books shall never be together.]
= 1 - P[A particular pair of books is always together.]
= 1-~=23_
25 25
✓Example 3· 1O. n persons are seated on n chairs at a round table. Find the probability that two specified
/ persons are sitting next to each other.
Solution. Since n persons.can be seated inn chairs at a round table in (n _ 1)! ways, the exhaustive
number of cases = (n - 1 )!. . ·
1
Assuming the two specified persons and B who sit together as one, we get (n - l) persons
in all, who can be seated at a round table m (n - 2)! ways. Further, since A and B can interchange
their positions in 2! ways, total number of favourable cases of getting A and B together is
(n - 2)! X 2!.
.. (n-2)!x2! 2
Jtequired probability = (n - l)! - n _ 1

~ ample 3·11. A five-figure numb~ is_J~n_ned by the digits 0, 1, 2, 3, 4 (without repetition). Find the
I probability that the number Jonned is d~viszbl: by 4. . . _
Solution. The total number of ways m which the five·digits 0, 1, 2, 3, 4, can be arranged among
themselves is 5!. Out of these, the number of arrangement s which begin with O (and, therefore,
 THEORY OF PROBABILITY - I 3·13

can
will give only 4-digited number s) is 4!. Hence the total number of five-digited number s that
be formed from the digits 0, 1, 2, 3, 4 is: .
5! - 4! = 120 - 24 = 96.
right
The number formed will be divisible by 4 if number formed by the two digits on extreme
(i.e., the digits in the unit and tens places) is divisible by 4. Such ~umber s are:
04, 12, 20, 24, 32, and 40.
If the number s end in 04, the remaining three digits, viz., l, 2, and 3 can be arrange d among
20 and
themselves in 3! ways. Similarly, the number of arrange ments of the number s ending with
·
40 is 3! in each case.
Out
Uthe number s end with 12, the remaining three digits 0, 3, 4 can be arrange d in 3! ways.
There are
of these we shall reject those number s which start with O (i.e., have O as the first digit).
(3 - l}! = 2! such cases. Hence, the number of five-digited number s ending with 12
is 3! - 2! = 4.
the
Similarly, the numbe r of five digited number s ending with 24 and 32 each is 4. Hence
total number of favoura ble cases is 3 x 3! ·+ 3 x _4 = 18 + 12 = 30.
R ~-·. d pro. :b bill ty = 30 = 5 .
eqwre a
96 16
~Example 3· 12. (a) Twelve balls are distributed at random among three
boxes. What is the probability that
/ Oie first box will contain 3 balls? .
(b) If n biscuits he distributed among N persons, find the chance that a particular person receives
r(< n) biscuits. ·
Solution. (a) Since each ball cart go to any one_of the· three boxes, there are 3 ways in which a
· · · · 12 ·
ball can go to any one of the three boxes. ·Hence there.ar e 3 ways in which 12 balls can be placed
in the three boxes. . . .
12
ng
Numbe r of ways in ~hich 3 balls out of 12 can go to the first box is 9 C3 . Now the remaini
9 balls are to be placed in remaini ng 2 boxes and this can be done in 2 ways. Hence, the total
· 12 9
number of favourable cases = C3 x 2 .
12c
3
X 29
Required probability =
312
are N
(b) Take any one biscuit. This can be given to any one of the N beggars so that there
can be
ways of distributing any one biscuit. Hence, the total number of ways in which n biscuits
_.
distributed at random among N beggars = N. N ... (n times) = N".
'r' biscuits can be given to any particul ar beggar in ncr ways. Now we are left with
(n - _r)
be done
biscuits which -are to be distribu ted among the remaini ng (N - 1) beggars and this can
in (N - 1t-r ways.
Numbe r of favourable cases= nc, ·(N -1r-r
nc (N -1t-r
Hence, Required probability = _..;._r- - - -
Nn
I

..JExample 3.13. A car is parked among N cars in a row, not at either end. On his return the
owner finds
are
/that exactly r of the N places are still occupied. What is the probability that both neighbouring places
empty?
car)
Solution. Since the owner finds on return that exactly r of the N places (including owner's
are occupied, the exhaust ive number of cases for such an arrange ment is N-lcr_ .
1
 3·14 FUNDA MENTA LS OF MATHE MATIC AL STATIST1cs

[Since the remaini ng r - 1 cars are to be parked in the remainin g N - 1 places a nd th

is can be done in
N-lC ways.]
r-1
Let A denote the event that both the neighbo uring places to owner' s car are empty.
This requires
th e remain ing (r - I) cars to be parked
in the remaini ng N - 3 places and hence, the m.unber of
cases favour able to A is N-3 C Hence,
r-1.
N - 3C
P(A) = (N - r) (N - r -1)
r-1
N-lc = (N - l)(N - 2) .
r-1
"" Examp le 3· 14. What is the probability that at least two out of n people have the same
birthday? Assume
365 days in ·a year and that all days are equally likely.
Solutio n. Since the birthda y of any person can fall on any one of the 365 days,
the exhaustive
numbe r of cases for the birthda y of n persons is 365". · ·
If the birthda y of all n person s fall on differen t days, then the·num ber of favoura
ble cases is :
365 (365 - I) (365 - 2) ... [365 - (n - 1)],
becaus e in this case the birthda y of the first person can fall on any one of 365 days,
the birthday
of the second person can fall on any one of ..tne remaini ng 364 days, arta. .so
on. Hence, the
probab ility (p) that birthda ys of all the n persons are differen t is given by :

365 (365 -1) (365 - 2) ... [365 - (n -1)]

p = 365"

1
= ( l - 3~5) ( l - 3!5) ( l - ·3 :5). .. ( l - ~;5 )
Hence, the require d probab ility that at least two .p ersons have same birthda y
is:

1 - p = 1 -(1 ~ 3~) (1 - 3~) (1 - 3:5) ... (1 - ~~l).

'j. Examp le 3-15. Compare the chances of throwing 4 with one die, 8 with two dice and 12
with three dice.
Solution. (1) Probability of throwing 4 with one die: There are 6 possibl e ways in which
the die can
fall, and of these one is favoura ble to the require d event.
.
Require d probabi lity (p ) =
1
.!..
6 .
(ir) Probability of throwin g 8 with two dice: Exhaus tive number of cases in single
throw with
· two dice is 6 2 = 36. Now the sum of '8' can be obtaine d on the two dice in the
following
w~ys: (2, 6), (3, 5), (4, 4), (5, 3), (6, 2), i.e.,. 5 cases in all, where the first and second
numbe r in the brac_kets ( ) refer to the number s on the 1st and 2nd die, respecti
vely.
Require d probabi lity (p )
2
=: .
6
(iir) Probability of throwin g 12 with three dice: The exhaust ive numbe r of -ways in
a single throw
of three dice = 6 x 6 x 6 = 216.
To make a throw of lf, the three dice must show the faces either ( , l, ) or
6 5 (6, 2, 4) ?'
(6, 3, 3) or (5, 2, 5) or (5, 3, 4) or (4, 4, 4). The first two of these arrange ments can occur iJ'I

3 .1 = 6 ways each, the second two.-(i.e., third ':'fld fourth arrange ment in ~ = 3 ways each, the
. . 2111
fifth in 3 ! = 6 ways and thf: last m one way only. · ·
 THEORY OF PROBABILITY - I 3·15

Thus, the total numbe r of favour able cases = 6 + 6 + 3 + 3 + 6 + 1 = 25.

25
Requir ed probab ility (p3) = .
216
three dice are.:
Hence, the chances of throwi ng 4 with one die, 8 with two dice, and 12 with
1 5 25
P1 : P2 : P3 : : - : - : -216 or 36 : 30 : 25.
6 36

Example 3·16. A and B throw with three dice; if A throws 14, find B's chance
of throwing a higher
number.
or 17 or 18.
Solution. T.o throw higher numbe r than A, B must throw either 15 or 16
in one way; 17 can
Now a throw amoun ting to 18 must be made up of (6, 6, 6), which can occur

be made up of (6, 6, 5), which can occur in ~

2!1!
= 3 ways; 16 may be made up of (6, 6, 4), and

(6, 5, 5), each of which arrang ements can occur in ~ 2!1!

= 3 ways; 15 can be ~ade up of

ively.
(6, 4, 5), or (6, 3, 6), or (5, 5, 5), which can occur in 3!, 3 and 1 way, respect
The numbe r of favour able cases = 1 + 3 + 3 + 3 + 6 3+ 3 + 1 = 20.
x 6 = 216.
In a random throw of 3 dice, the exhaus tive numbe r of cses = 6 =. 6 x 6
20
Hence, Requir ed probab ility = = ~-
216 54

ample 3• 17. Each coefficient in the equation ax2 + bx + c = 0, is determined by

throwing an ordinary
~
/ dk. Find the probability that the equation will ·have real roots.
Solution. The roots of the equatio n ax2 + bx + c = 0 will be real if its discriminanat is non- .
negative, i.e., if
b
2
- 4ac i O ⇒ b
2
~ 4ac
Since each coefficient in equati on ax2 + bx + ~ = 0 is determ ined by throwi ng
an ordina ry die,
each of the coefficients a, b and c can take the values from 1 to 6.
x 6 = 216.
:. Total numbe r of possib le outcom es (all being equally 1,ikely) = 6 x 6
The numbe r of favour able cases can be enume rated as follows:
ac a c 4ac ·b No. of cases
(so that b ~ 4ac)
2

1 1 1 4 2, 3, 4, s, 6 1 X 5=5

2x4= 8
2 (1)
(ii)
(1)
{~ 2
1
3
8

12
3, 4, 5, 6

4, 5, 6 2x3 = 6
3
(i1) {; 1
4

u
4 (r)
(iz) 1 16 4, 5, 6 3x3= 9
(iii) 2
 ·- · 4 11,j
I

3·16 FUNDAMENTALS OF MATHEMATICAL STATISTICS

6
(1)
(ii)
(I)
p 5
1
6
20 5, 6 2x2::4

(i1) 1

7
(iii)
(iv) {~ 2
3
24 5, 6 4x2=8

(ac = 7 is not possible)

8 (1) 4
(ii) {! 2 32 6 2 X 1=2
9 3 3 36 6' 1
Total= 43
2
Since b > 4ac and since the :r;naxirnum value of b2 is 36, ac = 10, 11, 12, ... etc. is not possible.
Hence, total number of favourabl e cases = 43. ·
. d prob abil'1ty =. - 43
Require .
216
Remark. The probability p that in the above case, the equation ai + bx + c = 0, will have imaginary roots
is given by:
p = 1 - P (The equation ai + bx + c = 0, has real roots.)
= 1-~= 173.
216 · 216
..J Example 3· 18. The sum of two positive quantities is equal to 2n. Find the chance that their product is
T,,ot less than 3/4 times their greatest product.
Solution. Let x > 0 and y > 0, be the given quantities so that x + y = 2n .
...(•)
We know that the product of two positive quantities whose sum is constant (fixed) is greatest
when the quantities are equal. Thus, the product x and y is maximum when x = y = n.

p( xy ,:¾ n 2
) = P(.xy ~¾n2 )= P( x (2n-x) ~¾n2 ) [Frond*)]

2
= P[(4x -Bnx + 3n 2 ) ~o] = P[(2x -3n)(2x -n) ~ o]
=· P( x lies between i and n)
3
2
3n n
Favourab le range = 2 - 2 =n, Total range =2n

.li Favourable range n 1

Hence, Required prob ab 1 ty = T - -
otal range - 2n - 2·
~ xsmple 3·19. Out of (2n + 1) tick~ts consecutively numbered, three are drawn at random. Find the
I chance that the numbers on them are m A.P. •
'on
SoIut,, • Since out of (2n + 1) tickets, 3 tickets can be drawn in 2n + le
ways,
3
Exhaustiv e number of cases = 2n+1C3 = (2n + 1) 2n(2n -1) - n(4n2 -1)
3.1 -
3

S&AP
-
THEORY OF PROBABILITY - I 3.17

To find the favoµrable number of cases we are to enumerate all the oases in which the
numbers on the drawn tickets are in AP. with common difference, (say d = 1, 2, 3, ... , n - 1, n).
If d = 1, the possible cases are as follows: If d = 2, the possible cases are as follows:
'
1, 2, 3 1, 3, 5
2, 3, 4 2, 4, 6

2n -1, n 2n + 1 211 - 3, 2n - 1, 2n + 1
i.e., (2n - 1) cases in all i.e., (2n - 3) cases in all; and so on
If d = n - 1, the possible cases are:
1, n, 2n - 1; 2, n + 1, 2n; 3, n + 2, 2n + 1, i.e., 3 cases in all.
H d = n, there is only one case, viz., (1, n + 1, 2n + 1).
Thus, total number of favourable cases = (2n - 1) + (2n - 3) + ... + 5 + 3 + 1
= 1 + 3 + 5 + .. . + (2n - 1),
which is a series in A.P. with a = 1, d = 2 and n terms.

Number of favourable t ases = !!. [1 + (2n - 1)] = n 2

2
2
Hence, Required probability = · / = ~n .
. ' n(4n -1)/3 (4n -1)

- lExample 3-20. If 6n tickets numb.ered 0, 1, 2, ... , 6n - 1 are placed in a bag and three a.re drawn out,
show that the chance that the sum of the numbers on them is equal to 6n is {3n/(6n - 1) (6n - 2)).
Solution. The total number of ways of drawing 3 tickets out of 6n is given by:
6n C = n(6n - 1) (6n - 2) .
3
Favourable cases for obtaining a sum of 6n on the_three drawn tickets are given below:
(0, 1, 6n - 1); (0, 2, 6n - 2); ... , (0, 3n - 1, 3n +, 1), i.e., (3n - 1) cases
(1, 2, 6n - 3); (1, 3, 6n - 4); .. ., (1, 3n - 1, 3n), ·i.e., (3n - 2) cases
(2, 3, 6n - 5); (2, 4, 6n - 6); ... , (2, 3n - 2, 3n), i.e., (311 - 4) cases
(3, 4, 6n - 7); (3, 5, 6n - 8); ... , (3, 3n - 2, 3n - 1), i.e., (3n - 5) cases

(2n - 2, 2n - 1, 2n + 3); (2n - 2; 2n; 2n + 2) i.e., 2 cases

(2n - 1, 2n, 2n + 1) i.e., 1
case
:. Total number of favourable cases
= [(3n - 1) + (3n - 4) + .. . + 5 + 2] + [(3n - 2) + (3n - 5) + ... + 4 + 1] ...(..)
The e~pression in each bracket f ) of (,.) is the sum of n terms of an Arithmetic Progression
(AP.) series.
Total number of favourable cases
= [ 2 + 5 + ... + (3n ,- 4) + (3n - 1)] + [ 1 + 4 + ... + (3n - 5) + (3n - 2)]

2)} = !!. x [ (3n + 1) + (3n - 1)] =3n

2
= !!. {2 + (3n - 1)} + !!.2 {1 + (3n - 2
2
3112 3
Hence, Required probability = [ ] n
n(6n -1)(6n _ 2) - (6n -1)(6n.- 2)"
 .......- - --a1·11 1~ , - - -

3·18 FUNDAMENTALS OF MATHEMATICAL STATISTICS

i ·6. SUBJECTIVE PROBABILITY

Quite often we come across statements as follows:
() An old man says that the chance of rain on a particular given day is 60 per cent.
(ii) An expert of cricket says that the chance of India's winning the triangular one day cricket
series against South Africa and Kenya are 40 per cent.
(iii) In the view of stocks and share expert, the chance that the price of the share of a particular
company will double in the next month is 75%.
(iv) The odds that a particular horse will win in the race are 4 : 1.
In all the above cases, the probabilities (chances) of occurrence of the corresponding ~ents
are assigned by individuals and are based on their personal jud~ement, wisdom, intuition and
expertise. These probabilities are called the subjective probabiliiy and represent the degree of belief
and the confidence, one has in the occurrence of the respective event. Such probabilities can be
calculated in all the cases, though the probabilities assigned by different persons to the same
event may vary from person to person.
yf MATHEMATICAL TOOLS : PRELIMINARY NOTIOt-lS OF SETS . _
The set theory was developed by the German mathematician, G. Cantor (1845-1918).

3.Jl.1. Sets and Elements of Sets.

'f set is a well-defined collection or aggregate of all possible .objects having given properties and
specified according to a well-defined rule. The objects comprisirtg a set are called elements,
members or points of the set. Sets are often denoted by capital letters, viz., A, B, C, etc. If xis an
element of the set A, we write symbolically x e A (x belongs to A). If x is not a member of the
set A, we write x ~ A(x does not belong to A). Sets are often described by describing the properties
possessed by their members. Thus the set A of all non-negative rational numbers with-square less
than 2 will be written as:
A = {x : x rational, x > 0, < 2}.x2
If every element of the ~et A belongs to_the set_B, i.~., if x e A ~ x e B then we say that A
is a subset of B and symbohcall~ A ~ B ~A 1s contained m B) or B ;;:J A (B contains A). Two sets
A and B are said to be equal or 1dent1cal if A ~ B and B ~ A and write A = B or B = A.
A null or an empty set is one which does not contain any element at all and is denoted by ~-
Remarks:
1 . Every set is a subset of itself. . 2. An empty set is subset of every t
se .
3· A set containing only one el ement 1s conceptually distinct from the el t . If b . be
represented by the same symb ol ,or , the sa ke of convenience.
. emen 1tse , ut w111
4. As will be the case in_ all o_ur applications of set theory, especially to probability theo we shall have
a fixed set 5' (say), given m advance, and we shall be concerned only "th b ry, . . t
The underlying set S may vary from one app1·1cation · to another it willwi b su , sets of th1S given
. se ·
1
of each particular discourse. ' e re,erred to as umversa1se
/
J l/·2, OperaHons on Sets.
The union of two given sets A and B, denoted by Au B, is defined as a set cons· tin fall those
points which belong to either A or B or both. is go
Thus symbolically : A u B = {x : x e A or x e B}.

Similarly, ~ A; = {x : x e Ai for at least one i - 1

;-1 - , 2, , ... , n}
THEORY OF PROBABILITY - I 3·19

fined as a set consi sting of those

The intersection of two sets A and B, denoted by A n B, is d.e
elements which belon g to both A and B. Thus
An B = {x: x e A and x e B}
n
Similarly, ;Ci i\ = {x: x e A,j for all i = 1, 2, .. ., n}.
For exam ple, if . A= {1, 2, 5, 8, 10} and B = {2, 4, 8, 12}, then
Av B = {1, 2, 4, 5, 8, 10, 12} and An B = {2, 8}
and B are said to be disjoint,
If A and B have no comm on point , i.e., A n B = ~, then the sets A
mutually exclusive or non-overlapping.
A - B is 'd efined as a set consisting
1
The relative difference of a set A from anoth er set B, denot ed by
ly
of those eleme nts of A which do not belon g to B. Symbolical
A - B = (x: x e A and x ~ B}.

set conta ining all eleme nts of the

The complement or negative of any set A, denot ed by A , is a
- A.
wuve rsal set S, (say), that are not eleme nts of A, i.e., A= S

~ lgebra of Sets
tions on sets. If A, B and C are the
Now we state certai n impo rtant prope rties concerning opera
subsets of a unive rsal set S, then the following laws hold:
· A u B = B v A, A n B =Bn A
Commutative Laws
Associative Law (A u B) u C = A 0 (B u C)
(A n B) n C = A n (B n C) .
Distributive Law A n (B v C) = (A n B) v (A n C)
A v (B n C) = (A v B) n (A v C)

Complementary Law A V A = s, A rl A='

A v S = S, and A n S = A ' (·:AC S),

A u ·t = A, A n t = ,.
A - B = AnB
Difference Law
. A - B = A - (A n B) = (A °'-! B) - B

A - (B - C) = (A - B) v (A - C) ,·
(A v B) - C = (A - C) v (B - C)
A - (B v C) = (A - B). n (A - C)
0nm v0- m= ~0n mn 0-m =•
De-Morgan's Law (AuB ) = AnB and (A'nB ) = AvB

More generally,
n ) _nn A;· · · (_nnA; ) = _vn A;.:.. ..
(.":! A; = l=l
1- l
and
1=1 1= 1
 - - -- r .. ---- --•!111.1. -
3·20 FUNDAMENTALS OF MATHEMATICAL STATISTICS

Involution Law (A) = A

ldempotency Law : A u A = A, A nA c:: A
~~- Limit of Sequence of Sets
'Le~Anl be a sequence of sets in S. The limit supremum or limit superior of the the sequence, usually
written as lim sup An1 is the set of all those elements which belong to An for infinitely many n.
Thus

lim sup An = {x : x e A for infinitely many n} ...(3·3)

n ➔ co n
The set of all those elements which belong to An for all but a finite number of n is called limit
infinimum or lime inferior of the sequence and is denoted by lim inf An.
Thus lim inf An = {x: x e An for all but a finite number of n} ...(3·3a)
n ➔ co .
The sequence (An} is said to have a limit if and only ~ lim sup An = lim inf An and this
common value gives the limit of the sequence

Theorem 3· 1. lim sup A"= ~(

m=l n=m
:: ,A"11)

and lim inf An = :: ( ~ An)

m=l n=m

Definition. (A } is a monotone (infinite) sequence of sets if

n
either (i) An c An+1 V n or (ii) An :::, ~+l \In.
In the former ca~e the sequence iAn} is said to be non-decreasing (or increasing) sequence and
is usually expressed as An t and in the latter case it is said to be non-increasing (or decreasing)
sequence and is expressed as An .J...
For a monoton e sequence (non-increasing or non-decreasing), the limit ~lways exists and we
have: ·-

~ An in case (i), i.e., An 't

fun An = n=l .
n➔oo { rioo A • ( ") • I
, 'n m case n , i.e., An "'
n=l

Classes of Sets
gr P of sets will be termed as a class (of sets). Below we shaU define
. . some useful types of classes·
. A ring R is a non-empty class of sets which 1s closed under the formation of finite 'unions' and
'difference'. ·
i.e., if A e R, B e R, then A _u B e R and A _ 8 e R.
Obviously t is a member of every rmg.
. A field F (or an algebra) is a non-e~t y class of sets which is closed under the formation of
finite unions and wtder complementation. Thus
(i) A E F, B E F ⇒ A u BE F and
(iii) A E F :::) A E F.
THEORY OF PROBABILITY - I 3·21

the formation of 'countable

A cr-ring C is a non-e mpty class of sets which is closed under
unions' and 'difference'. Thus
00

(1) A; E C, i = 1, 2, .. . ⇒ u A; EC _(ii) A E C, B E C ⇒ A - B E C.
i=l
tion of countable unions.
More precisely er-ring is a ring which is closed under the forma
closed under the formation of
A er-field (or er-algebra) B is a non-e mpty class of sets that is
'countable union s' and complementations, i.e.,
00

(z)"A.1 e B, i = 1, 2, ... ⇒ u A; e B. (ii) A E B ⇒ A E B.

i=l
the formation of countable
er-field may also be defined as a field which is closed under
unions.
~ IOMATIC APPROACH TO PROBABILITY
the theor y of probability with the
The axiomatic appro ach to probability, which closely relates
propo sed by A.N. Kolmogorov, a
mode m metric theory of functions and also set theory, was
bility includes 'both' the classical
Russian mathematician, in 1933. The axiomatic definition of proba
the deficiencies of each of them;
and the statistical definitions as partic ular cases and overcomes
struct ure of the mode rn theory of
On this basis, it is possible to const ruct a logically perfect
ements of mode rn natur al science.
probability and at the same time to satisfy the enhanced requir
bility relies entirely upon the logic
The axiomatic devel opme nt of mathematical theory of proba
of deduction.
to 1933, were finally broug ht
The divers e theore ms of probability, as were available prior
rtant to remar k that probability
together into a unified axiomised system in 1933. It is ·impo
is concerned solely with relations
theory, in comm on with all axioma.tic mathematical systems,
among undef ined things.
s betwe en abstract entities.
The axioms thus provi de a set of rules which define relationship
can be broug ht together to deduc e
These rules can be used to deduc e theorems, and the theorems
ing altho ugh they can be given
more complex theorems. These theorems have no empirical mean
rtant point , howe ver, is that the
an interpretation in terms of empirical phenomenon. The impo
conditional upon the interpretation
mathematical devel opme nt of probability theory is, in no way,
given to the theory.
be deduc ed from mathematical
More precisely, under axiomatic approach, the probability can
statem ents are made in respect
concepts. To start with some concepts are laid down. Then some
often terme d as "axioms" or rules
of the prope rties posse ssed by these concepts. These properties,_
are frame d witho ut any reference
of the theory, are used to frame some theorems. These theorems
theory. It does not attem pt to give
to the real world and are deduc tions from the axioms of the
any physical interp retati on to the probability of an event.
~ ( Random Experiment, Sample Space and Elementary Events.
world pheno meno n' involving
The theory of probability provi des mathematical models for 'real- as
games of chance such as tossing of coins and dice. We feel intuit ively that statem ents such
sed coin is 1/2"
(z) "The probability of getting a 'head ' in one toss of an unbia
(ii) "The probability of getting a 'four' in a single toss of
an unbia sed die is 1/6", shoul d hold.
in a single throw of a die, should
We also feel that the probability of obtaining either a "S" or a "6"