Brief lecture notes

Introductory Ideas on Probability

Experiment, Outcomes and Sample Space

Experiment: The observation of some activity or the act of taking some
measurement. An experiment is a process that, when performed, results in
one and only one of many observations. These observations are called the
outcomes of the experiment. The collection of all outcomes for an
experiment is called a sample space.

Table_P1 Examples of Experiments, Outcomes, and

Sample Spaces

Experiment Outcomes Sample Space

Toss a coin once Head, Tail S = {Head, Tail}
Roll a die once 1, 2, 3, 4, 5, 6 S = {1, 2, 3, 4, 5, 6}
Toss a coin twice HH, HT, TH, TT S = {HH, HT, TH, TT}
Play lottery Win, Lose S = {Win, Lose}
Take a test Pass, Fail S = {Pass, Fail}
Select a student Male, Female S = {Male, Female}

Event
An event is a subset of the sample space and is usually denoted by capital
letters A, B, X, Y, etc.
Example: Suppose a coin is tossed twice. Let H and T denote the head and
tail of the coin respectively. Then the sample space is of the experiment is
S = {HH, HT, TH, TT}
Let A be the event of head of the first coin, then
A will contain the sample Points A = {HH, HT}.

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Mutually Exclusive Events: If A and B be two events, then they are said
to be mutually exclusive if A  B   . That is, two events are said to be
mutually exclusive if they have no common points.

Example_P1

Consider the following events for one roll of a

die:
A= an even number is observed= {2, 4, 6}
B= an odd number is observed= {1, 3, 5}
C= a number less than 5 is observed= {1, 2, 3, 4}
Are events A and B mutually exclusive? Are
events A and C mutually exclusive?

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Solution_P1

Figure_P1 Mutually exclusive events A and B.

S
A
1 2
5 6

3 4

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2
 Solution_P1

Figure_P2 Mutually nonexclusive events A and C.

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Three Conceptual Approaches to Probability

 Classical Probability
 Relative Frequency Concept of Probability
 Subjective Probability

Probability is a numerical measure of the likelihood that a specific event

will occur. There are two properties exists in probability.
First Property of Probability
 0 ≤ P (Ei) ≤ 1
 0 ≤ P (A) ≤ 1

Second Property of Probability

 ΣP (Ei) = P (E1) + P (E2) + P (E3) + … = 1

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Classical Probability
Classical probability defines the probability that an event will occur as
number of outcomes where the event occurs
Probability of an event =
total number of possible outcomes

Example
Find the probability of obtaining a head and the probability of obtaining a
tail for one toss of a coin.
Solution
1 1
P(head )    .50
Total number of outcomes 2

Similarly:
1
P( tail)   .50
2

Example
In a group of 500 women, 80 have played golf at lest once. Suppose one of
these 500 women is randomly selected. What is the probability that she has
played golf at least once?
Solution
80
P(selected woman has played golf at least once)   .16
500

Addition Rule for Mutually Exclusive Events

If two events are mutually exclusive, we can express this probability using
addition rule as follows:
P( A  B)  P( A)  P( B)

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Example: Five equally capable students are waiting for a summer job
interview with a company that has announced that it will hire only one of
the five by random drawing. The group consists of Kamal, Rahim, Karim,
Shafiq and Shamim. (i) What is the probability that Rahim will be a
candidate? (ii) What is the probability that either Kamal or Rahim will be
the candidate?
1
Solution (i) P (Rahim) =  0.20
5
(ii) P(Kamal  Rahim) = P(Kamal) + P(Rahim)
1 1 2
    0.40
5 5 5

Random Variable
A random variable is a variable whose value cannot be exactly predicted
on any particular occasion. More precisely, a random variable must have a
range or set of possible values and a definable probability associated with
each value.

Example
A coin is tossed twice. What is the number of success?
Solution: Let us represent the number of success by x which can assume
the values 0, 1, and 2. the sample space of this experiment is: SS, SF, FS,
FF, where S and F denote successes and failure respectively in the two
trials.
Table below shows the values of xi and the corresponding probabilities
f (xi).

xi 0 1 2

f xi  ¼ ½ ¼

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The probability that x will assume the value 1 is the sum of the
probabilities for the sample points FS and SF

Example
Consider the experiment of rolling a die twice. Find the probability that the
sum of the numbers obtained on two rolls is 5, 7, or 10.

Table_P2 Two Rolls of a Die

Second Roll of the Die

1 2 3 4 5 6
First 1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
Roll of 2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
the Die 3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

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Solution
4 1
(i) P    .11111
36 9
6 1
(ii) P    0.16666
36 6
3 1
(iii) P    0.0833
36 12

Example
Assume that during the last calendar year there were 500 births at a local
hospital. 320 of them were baby girls. Find the probability that the next
birth (or any randomly selected birth) is a girl.
Solution
Number of girl born last year 320
P(Girl )  
Total Number of girl births 500

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 Example: A machine fills plastic bags with a mixture of beans, broccoli
and other vegetables. Most of the bags contain the correct weight, but
because of the slight variation in the size of the beans and other vegetables,
a package might be slightly underweight or overweight. A check of 4,000
packages in the past revealed:
Weight Event Number of packages Probability of occurrence
Underweight A 100 100
 .025
4000
Satisfactory B 3600 .900
Overweight C 300 .075
4000 1.000

What is the probability that a particular package will be either underweight

or overweight?
Solution
Here the events are mutually exclusive, meaning that a package of mixed
vegetables cannot be underweight, satisfactory and overweight at the same
time.
The outcome `underweight’ is the event A.
The outcome `overweight’ is the event C.
Applying the special rule of addition:

P( A or C )  P( A  C )  P( A)  P(C )  0.025  0.075  0.10

Probability Distributions

(a) Discrete distributions

(i) Binomial Distribution
(ii) Poisson Distribution
(iii) Negative Binomial
(iv) Geometric
(v) Hyper geometric
(vi) Multinomial
(vii) Uniform

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(b) Continuous Distributions
(i) Normal distribution
(ii) Gamma
(iii) Beta
(iv) Exponential
(v) Cauchy
(vi) Lap lace

Probability and Probability Distribution

1. In a group of 400 men, 60 have played football at lest once. Suppose one
of these 400 men is randomly selected. What is the probability that he has
played football at least once?
2. Assume that during the last calendar year there were 300 births at a local
hospital. 120 of them were baby boys. Find the probability that the next
birth (or any randomly selected birth) is a boy.
3. A machine fills plastic bags with a mixture of beans, broccoli and other
vegetables. Most of the bags contain the correct weight, but because of
the slight variation in the size of the beans and other vegetables, a
package might be slightly underweight or overweight. A check of 4,000
packages in the past revealed:
Weight Event Number of packages
Underweight U 90
Satisfactory S 3000
Overweight O 200
3290
What is the probability that a particular package will be either underweight or
overweight?