Σ

Probability
Chapter 5
Stat 101 2nd Semester AY 2020-2021
Basic Concepts,
Axiomatic Definition
of Probability
LEARNING OBJECTIVE 1
Basic Concepts
A random experiment is a process that can
be repeated under similar conditions but
whose outcome cannot be predicted with
certainty beforehand.
Basic Concepts
Examples:
1. Tossing a coin
2. Rolling a pair of dice
3. Selecting 5 cards from a well-shuffled deck of
cards
4. Selecting a sample of size n from a population of
N using a probability sampling method
Regardless of the number of times we repeat the process, it
is still not possible to determine in advance what the next
outcome will be.
Basic Concepts
A sample space, denoted by Ω, is the collection of all
possible outcomes of a random experiment.
A sample point is an element of the sample space.

Two ways of specifying a collection or set

1. Roster Method – list down all the elements
belonging in the set then enclosing them in
braces
2. Rule Method – state a rule that the elements
must satisfy in order to belong in the set then
enclosing this rule in braces
Basic Concepts
Example:
Consider the random experiment of tossing a
balanced coin twice.
Using 𝐻 to denote a head and 𝑇 to denote a tail,
specify the sample space using Roster Method.
Ω = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}

Specify the sample space using Rule Method.

Ω = {(𝑥, 𝑦)|𝑥 𝜖 𝐻, 𝑇 , 𝑦 𝜖 {𝐻, 𝑇}}
Basic Concepts
But take note that, in the same experiment,
instead of recording what comes up on the first
and second tosses, what we can also do is to
count the number of heads that will come up in
the two tosses. In this case, the sample space is

Ω = 0,1,2
Ω = 𝑥 𝑥 ∈ {0,1,2}}
Basic Concepts
The previous example shows that the description of
the sample space is NOT UNIQUE.
There are many ways in which we can specify the
collection of all possible outcomes of the experiment.
Which representation must we choose to use?
Well, naturally, the choice depends on the
characteristic of interest and whatever will facilitate
the assignment and computation of probabilities.
Basic Concepts
An event is a subset of the sample
space whose probability is defined.

An event occurred if the outcome of the

experiment is one of the sample points belonging
in the event; otherwise, the event did not occur.
We will use any capital Latin letter to denote an
event of interest.
Basic Concepts
Example:
Consider the experiment of rolling a die. If we are
interested in the resulting number of dots, the sample
space is given to be:
Ω = {1, 2, 3, 4, 5, 6}
Let A = event of observing odd number of dots in a roll of a die
= {1, 3, 5}
B = event of observing even number of dots in a roll of a die
= {2, 4, 6}
C = event of observing less than 3 dots in a roll of a die
= {1, 2}
Basic Concepts
The impossible event is the empty set ∅.
The sure event is the sample space Ω.
Two subsets of the sample space that will always be events are the
empty set and the sample space. Their probabilities are always
defined.
Remember that an event occurs if the outcome of the experiment
belongs in it. But ∅ is the empty set so it does not contain any sample
point and thus it is impossible for this event to happen. On the other
hand, Ω is the sample space so it contains all possible outcomes of
the experiment and thus we are sure that it will always occur.
Basic Concepts

In a roll of a fair die, it is an In a roll of a die, it is a sure

impossible event that the event that the number of dots
number of dots in a die is is less than 7.
greater than 6.
Basic Concepts
Example:
Experiment: Tossing a pair of colored dice, one is
green and the other is red
Specify the sample space using Rule Method.

𝛺 = {(𝑥, 𝑦)|𝑥 𝜖 1,2,3,4,5,6 𝑎𝑛𝑑 𝑦 𝜖 1,2,3,4,5,6 }

Basic Concepts
Aside from the impossible event and the sure event, other events can
be written in terms of set operations.

AC
“A complement”
• The complement of the set 𝐴 is the
collection of sample points in the
sample space that do not belong
in 𝐴.
• Ac occurred if event A did not occur
 Basic Concepts
A∪B A∩B
“A union B” “A intersection B”
• The union of 𝐴 and 𝐵 is the • The intersection of 𝐴 and
collection of sample points 𝐵 is the collection of
that belong in at least one sample points that
of 𝐴 and 𝐵. belong in both 𝐴 and 𝐵.
• A ∪ B occurred if only • A ∩ B occurred if both
event A occurred, only events A and B occurred
event B, or both A and B simultaneously
 Basic Concepts
A1∪A2∪...∪An A1∩A2 ∩... ∩An
“the union of n events” “the intersection of n events”
• The union of two events can • The intersection of two events
be extended to 𝑛 events. can be extended to 𝑛 events.
• It is the collection of sample • It is the collection of sample
points that belong in at least points that belong in each one
one of A1, A2, ..., An of A1, A2, ..., An
• This event occurred if at least • This event occurred if all of the
one of the n events occurred n events occurred
Basic Concepts
Example:
Consider the experiment of tossing a pair of colored dice, one is green and
the other is red. For each sample point, the first coordinate represents the
number of dots that comes up on the green die while the second coordinate
represents the number of dots on the red die.
Let Ω = {(x,y) | x ε {1,2,3,4,5,6} and y ε {1,2,3,4,5,6}}.
This sample space contains 36 sample points.
Basic Concepts
Some examples of events are:
A = event of having the same number of dots on
both dice
𝐴 = {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)}

B = event of 3 dots on the red die

𝐵 = { 1,3 , 2,3 , 3,3 , 4,3 , 5,3 , 6,3 }
Basic Concepts
C = event where the sum of the dots on both dice
is 5
𝐶 = 1,4 , 2,3 , 3,2 , 4,1

D = event of 7 dots on the green die

𝐷= 𝑜𝑟 𝜙, the empty set
 Basic Concepts
The other events are:
AC = {(1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (2,3), (2,4), (2,5), (2,6), (3,1),
(3,2), (3,4), (3,5), (3,6), (4,1), (4,2), (4,3), (4,5), (4,6), (5,1), (5,2),
(5,3), (5,4), (5,6), (6,1), (6,2), (6,3), (6,4), (6,5)}
A ∪ B = {(1,1),(2,2),(3,3),(4,4),(5,5),(6,6),(1,3),(2,3),(4,3),(5,3),(6,3)}
A ∩ B = {(3,3)}
A ∪ B ∪ D = {(1,1),(2,2),(3,3),(4,4),(5,5),(6,6),(1,3),(2,3),(4,3),(5,3),(6,3)}
A∩B∩D=∅
 Basic Concepts
Mutually Exclusive Events
Two events A and B are mutually exclusive if and
only if A ∩ B = ∅, that is, A and B have no
elements in common.
The concept of mutually exclusive events can be extended to more
than two events.
Accordingly, any collection of events is said to be mutually exclusive if
the collection is pairwise disjoint, which means that when one event
in the collection occurs then any one of the other events in the
collection cannot occur.
Basic Concepts
In a toss of a coin, tails and heads can never happen or occur
simultaneously.

In a roll of a die, observing an odd number of dots can never happen

at the same time with observing an even number of dots.
 Basic Concepts
Set theory: Probability theory:
Universal Set, Ω Sure event
Ω

Set theory: Probability theory:

The set A A Event A will occur
Ω

Set theory: Probability theory:

A complement, AC A Event A will not occur
Ω
 Basic Concepts
Set theory: Probability theory:
A B
A union B, A ∪ B Event A or B will occur
Ω
Set theory: B Probability theory:
A
A union B union C, At least one of A, B, and C
A∪B∪C will occur
C Ω

Probability theory:
Set theory: A B Events A and B will
A intersection B, A ∩ B occur
Ω
 Basic Concepts
Set theory: Probability theory:
A intersection B A B
All events A, B, and C will occur
intersection C,
A∩B∩C C
Ω
Set theory: Probability theory:
A intersection B A B Only event A will occur
complement,
A ∩ BC Ω but not event B

Probability theory:
Set theory: A B
A and B are disjoint Events A and B are
Ω mutually exclusive
Axiomatic Definition of
Probability
The probability of an event A, denoted by P(A), is a
function that assigns a measure of chance that
event A will occur and must satisfy the following
properties:
a. 𝑃 𝐴 ≥ 0 for any event 𝐴
b. 𝑃 𝛺 = 1
c. Finite Additivity – If 𝐴 = 𝐴1⋃𝐴2⋃ … ⋃𝐴𝑛 and
𝐴$ , 𝐴% , … , 𝐴& are mutually exclusive, then
𝑃(𝐴) = 𝑃(𝐴1) + 𝑃(𝐴2) + ⋯ + 𝑃(𝐴& )
 Axiomatic Definition of
Probability
A probability measure that is close to 1 means that the event
has a very large chance of occurrence. On the other hand, if
the probability measure is close to 0, then the event has a very
small chance of occurrence. A probability of 0.5, the midpoint
of the interval [0,1], means that the event has a 50-50 chance
of occurrence, that is, the chance that the event will occur is
just the same as the chance that the event will not occur.
In fact, if you are sure that an event is going to happen, then it
must be assigned a probability of 1. Similarly, the probability of
the impossible event must always be equal to 0.
Axiomatic Definition of
Probability
Example:
Alice, Betty, and Carol are the three candidates
for president in their class. Alice and Betty have
the same chances of winning. However, Carol is
four times as likely to win the election as Alice
since Carol is the most popular. What is the
probability of Alice or Betty winning the election?
Axiomatic Definition of
Probability
Let
𝐴 = event of Alice winning the election
𝐵 = event of Betty winning the election
𝐶 = event of Carol winning the election

Given:
𝑃 𝐴 =𝑃 𝐵
𝑃 𝐶 = 4𝑃(𝐴)
Axiomatic Definition of
Probability
Since 𝛺 = 𝐴⋃𝐵⋃𝐶, 𝑃(𝛺) = 𝑃(𝐴⋃𝐵⋃𝐶).

𝐿𝐻𝑆 = 𝑃 𝛺 = 1, by (b) of the definition of

probability
𝑅𝐻𝑆 = 𝑃 𝐴⋃𝐵⋃𝐶 = 𝑃 𝐴 + 𝑃 𝐵 + 𝑃(𝐶), by (c)
of the definition of probability

Thus, 𝑃 𝐴 + 𝑃 𝐵 + 𝑃 𝐶 = 1.
By given, 𝑃 𝐴 + 𝑃 𝐴 + 4𝑃 𝐴 = 1.
Axiomatic Definition of
Probability
1
𝑃 𝐴 =
6
1
𝑃 𝐵 =𝑃 𝐴 =
6
1 4
𝑃 𝐶 = 4𝑃 𝐴 = 4 =
6 6

1 1 2
𝑃 𝐴⋃𝐵 = 𝑃 𝐴 + 𝑃 𝐵 = + = ≈ 0.33,
6 6 6
by (c) of the definition of probability or Finite Additivity
Approaches to
Assigning
Probabilities
LEARNING OBJECTIVE 2
Approaches to Assigning
Probabilities
The method of using a priori or classical
probability assigns probabilities to events before
the experiment is performed.
If an experiment can result in any one of 𝑁
different equally likely outcomes, and if exactly 𝑛
of these outcomes belong to event 𝐴, then

number of elements in 𝐴 𝑛
𝑃(𝐴) = =
number of elements in Ω 𝑁
Approaches to Assigning
Probabilities
A priori probability is also referred to as the
“classical definition of probability” because it was
the first formula that provided a theoretical
computation of probability.
Its use is restricted to experiments whose sample
space contains equiprobable outcomes, and
consequently, the sample space must have only a
finite number of sample points.
Approaches to Assigning
Probabilities
Examples of such experiments are the following:
i. die-throwing experiments where the die used is fair
ii. coin-tossing experiments where the coin used is
balanced
iii. selecting n cards at random from a well-shuffled deck
of cards
iv. selecting a sample of size n from a population of size
N using simple random sampling
no. of elements in 𝐴 proportion of elements
𝑃 𝐴 = = possessing the characteristic
no. of elements in the population
of interest
Approaches to Assigning
Probabilities
We assign probabilities to events using a priori probability by following
these steps:
Step 1: Specify the sample space. Make sure that the outcomes are
equiprobable and finite. Count the number of sample points
in Ω and denote this by n(Ω).
Step 2: Specify event A whose probability you are interested in. Count
the number of sample points in A and denote this by n(A).
Step 3: Compute for the probability of event A using the formula,
! "
𝑃(𝐴) =
! #
Approaches to Assigning
Probabilities
Example:
A fair coin is tossed 4 times.
Note that this contains N = 16 equiprobable
sample points since the coin is fair.

Ω ={ }
HHHH, HHHT, HHTH, HHTT,
HTHH, HTHT, HTTH, HTTT,
THHH, THHT, THTH, THTT
TTHH, TTHT, TTTH, TTTT
Approaches to Assigning
Probabilities
What is the probability of 𝐴 = event of observing
heads in the first two tosses?

𝑁 = 16
𝐴 = { 𝐻, 𝐻, 𝐻, 𝐻 , 𝐻, 𝐻, 𝐻, 𝑇 , 𝐻, 𝐻, 𝑇, 𝐻 ,
𝐻, 𝐻, 𝑇, 𝑇 }
Since A contains n = 4 sample points
:
Therefore, 𝑃 𝐴 = $;.
Approaches to Assigning
Probabilities
What is the probability of 𝐵 = event of observing
exactly 2 heads?

𝑁 = 16
𝐵 = { 𝐻, 𝐻, 𝑇, 𝑇 , 𝐻, 𝑇, 𝐻, 𝑇 , 𝐻, 𝑇, 𝑇, 𝐻 ,
𝑇, 𝐻, 𝐻, 𝑇 , 𝑇, 𝐻, 𝑇, 𝐻 , 𝑇, 𝑇, 𝐻, 𝐻 }
Since B contains n = 6 sample points
;
Therefore, 𝑃 𝐵 = .
$;
Approaches to Assigning
Probabilities
What is the probability of 𝐶 = event of observing
at most 2 heads?

𝑁 = 16
𝐶 = { 𝐻, 𝐻, 𝑇, 𝑇 , 𝐻, 𝑇, 𝐻, 𝑇 , 𝐻, 𝑇, 𝑇, 𝐻 , 𝐻, 𝑇, 𝑇, 𝑇 ,
𝑇, 𝐻, 𝐻, 𝑇 , 𝑇, 𝐻, 𝑇, 𝐻 , 𝑇, 𝐻, 𝑇, 𝑇 ,
𝑇, 𝑇, 𝐻, 𝐻 , 𝑇, 𝑇, 𝐻, 𝑇 , 𝑇, 𝑇, 𝑇, 𝐻 , (𝑇, 𝑇, 𝑇, 𝑇)}
Since C contains n = 11 sample points
$$
Therefore, 𝑃 𝐶 = $;.
Approaches to Assigning
Probabilities
The method of using a posteriori or relative
frequency assigns probabilities to events by
repeating the experiment a large number of
times.
If a random experiment is repeated many times
under uniform conditions, then

number of times event 𝐴 occurred

empirical 𝑃(𝐴) =
number of times experiment was repeated
Approaches to Assigning
Probabilities
• For any event A, the a posteriori approach defines the P(A) as
the limiting value of the relative frequency of occurrence of
event A if we repeat the process endlessly.
• The advantage of using a posteriori probabilities instead of a
priori probabilities is that its use is not restricted to random
experiments that generate a sample space containing
equiprobable outcomes.
• The advantage, on the other hand, of using a priori
probabilities instead of a posteriori probabilities is that its use
does not require us to perform the actual experiment and
can be determined prior it.
Approaches to Assigning
Probabilities
The method of using subjective probability
assigns probabilities to events by using intuition,
personal beliefs, and other indirect information.
This method is more personal in its approach to assigning
probabilities. The assignments may vary from one person to another,
depending on their personal assessment of the available information
on the situation at hand.
But whatever the assignments may be, these measures must still
conform to axiomatic definition of a probability.
Ideally, we want to use objective methods in assigning probabilities.
However, it is sometimes impractical or not at all possible to use a
priori or a posteriori probabilities.
Rules of Counting
(optional)
LEARNING OBJECTIVE 3
Rules of Counting

Combinatorial the branch of

mathematics about
Analysis counting
 Rules of Counting
Generalized Basic Principle of Counting
Suppose an experiment can be performed in k stages.

…
1st stage 2nd stage 3rd stage kth stage
n1 distinct n2 distinct n3 distinct nk distinct
possible possible possible possible
outcomes outcomes outcomes outcomes

Then there are n1 x n2 x n3 x ... x nk possible outcomes of the experiment.

Rules of Counting
Example: Tossing a coin four times

2 x 2 x 2 x 2

Example: Tossing a die twice

6 x 6
Rules of Counting
Example: Tossing a die four times where no two tosses show the
same number of dots.

6 x 5 x 4 x 3
 Rules of Counting
How many even 3-digit numbers can be formed from the
digits 1, 2, 5, 6, and 9 if each digit can be used only once?

2 159
6 2 or 6
1st stage 2nd stage 3rd stage
Selecting the Selecting the Selecting the
ones digit tens digit hundreds digit

2 x 4 x 3
There are 24 possible outcomes.
Rules of Counting
The factorial notation is a compact representation
for the product of the first n consecutive positive
integers.
It is denoted by n!, read as “n factorial”, and
n! = n x (n-1) x (n-2) x ... x (2) x (1)
where n is a positive integer.
We also define 0! = 1.
e.g. : 6! = 6 x 5 x 4 x … x 2 x 1
Rules of Counting

Permutation
An r-permutation of set Z is an ordered arrangement of
r distinct elements selected from set Z containing n
elements. It can be represented by an ordered r-tuple
with distinct coordinates. The number of r-permutations
taken from set Z is denoted by P(n,r) or nPr read as
“permutation n taken r” (short for Permutation of r
objects taken from a collection with n elements).
Rules of Counting

Combination
An r-combination of set Z is a subset of set Z
that contains r distinct elements. If set Z
contains n distinct elements, then the number
of r-combinations of set Z is denoted by C(n,r) or
&
C
read as “n taken r”.
Rules of Counting
Permutation
ORDER
MATTERS
“arrange”

Combination
ORDER
DOES NOT
MATTER
“select” “choose”
Rules of Counting
Permutation and Combination
The number of distinct r-permutations that we can form
from the n distinct elements of set Z is
𝑛!
𝑃 𝑛, 𝑟 = 𝑛 × 𝑛 − 1 × 𝑛 − 2 × ⋯×(𝑛 − 𝑟 + 1) =
𝑛−𝑟 !

The number of distinct r-combinations that can be formed

from the n distinct elements of set Z is
𝑃 𝑛, 𝑟 𝑛!
𝐶 𝑛, 𝑟 = =
𝑟! 𝑛 − 𝑟 ! 𝑟!
Rules of Counting
Example:
Suppose Z = {A, B, C, D}. List down all the possible 3-
permutations of Z and all the possible 3-combinations of Z.
The possible 3-permutations of Z are:
(A,B,C) (A,C,B) (B,A,C) (B,C,A) (C,A,B) (C,B,A)
(A,B,D) (A,D,B) (B,A,D) (B,D,A) (D,A,B) (D,B,A)
(A,C,D) (A,D,C) (C,A,D) (C,D,A) (D,A,C) (D,C,A)
(B,C,D) (B,D,C) (C,B,D) (C,D,B) (D,B,C) (D,C,B)

The possible 3-combinations of Z are:

{A,B,C} {A,B,D} {A,C,D} {B,C,D}
 Rules of Counting
Example:
Suppose we toss a balanced die 4 times.
a) How many equiprobable outcomes are there in the
sample space?
The experiment can be performed in 4 stages. In
each stage, we observe the number of dots. By the
Generalized Basic Principle of Counting, we have
the following: 6 x 6 x 6 x 6 = 1,296 possible
outcomes.
 Rules of Counting
Example:
Suppose we toss a balanced die 4 times.
b) Let A be the event where no two tosses show the same
number of dots. How many sample points are in A?
Event A contains 4-permutations of the set Z =
{1,2,3,4,5,6} because no two tosses show the same
number of dots (i.e. the elements are distinct from
each other.)
Thus, P(6,4) = 6 x 5 x 4 x 3 = 360.
 Rules of Counting
Example:
Suppose we toss a balanced die 4 times.
c) What is P(A)?
We compute for P(A) using the classical definition
of probability.
no. of elements in 𝐴 360
𝑃 𝐴 = = = 0.2778
no. of elements in Ω 1296
 Rules of Counting
Example:
A nongovernment organization is awarding 5
scholarships to children of poor families. Fifty children
are qualified for the scholarship. Among these 50
children, only 10 are boys while the other 40 are girls.
a) How many ways can the nongovernment agency select
the 5 children who will be awarded the scholarship?
We ignore the order in which the 5 children are
selected. Thus, C(50,5) = 2,118,760.
 Rules of Counting
Example:
b) Let A = event that the agency selects 4 boys and only 1
girl. How many sample points are in A?
The experiment can be divided into two stages: (i)
selection of boys and (ii) selection of girls. The first
stage has C(10,4) = 210 possible outcomes while the
second stage has C(40,1) = 40 outcomes. Thus, the
number of sample points in A is (210)(40) = 8400.
 Rules of Counting
Example:
c) Assuming that the organization selected the children at
random using SRS, find the P(A).

no. of elements in 𝐴
𝑃 𝐴 =
no. of elements in Ω

8,400
=
2,118,760
= 0.00396
 Rules of Counting
# of possible arrangements of size x from n objects
Without Replacement With Replacement
𝑛!
Ordered 𝑃(𝑛, 𝑥) = 𝑛!
𝑛−𝑥 !
𝑛! 𝑛+𝑥−1 !
Unordered 𝐶(𝑛, 𝑥) = 𝐶(𝑛 + 𝑥 − 1, 𝑥) =
𝑥! 𝑛 − 𝑥 ! 𝑥! 𝑛 − 1 !
 Rules of Counting
Identical Kinds and Partitioning
#IdenticalKinds : The number of distinct ways of arranging n objects of which n1 are of one
kind, n2 are of a second kind, ..., nk are of kth kind is

&
𝑛!
where N 𝑛' = 𝑛
𝑛$ ! 𝑛% ! … 𝑛& !
'($
#Partitioning: The number of distinct ways of grouping n distinct objects into k groups such
that n1 objects belong in the first group, n2 objects belong in the second group, ..., nk
objects belong in the kth group is
$
𝑛!
where 2 𝑛% = 𝑛
𝑛" ! 𝑛# ! … 𝑛$ !
%&"
Rules of Counting
Example:
Consider our favorite word, “STATISTICS” How many distinct ways can we
arrange the letters contained in this word?

10!
= 50,400
3! 3! 2! 1! 1!
Consider arranging 10 identical flags in a line where there are 3 white flags, 3
blue flags, 2 red flags, 1 yellow flag, and 2 green flag. How many distinct line
of flags can be seen?
10!
= 25,200
3! 3! 2! 1! 2!
Rules of Counting
Example:
How many ways can we assign twenty new applicants into the 5 committees
of an organization so that each committee will get 4 new applicants each?
20!
= 305,540,235,000
4! 4! 4! 4! 4!
How many ways can we assign twenty players into 4 simultaneous games of a
sportsfest if the two games must have 5 players each and the two other
games require 4 and 6 players?
20!
= 9,777,287,520
5! 5! 4! 6!
Properties of
Probabilities, Event
Composition Method
LEARNING OBJECTIVE 4
Properties of Probabilities
1. If A is an event, then 𝑃(𝐴! ) = 1 – 𝑃(𝐴).
2. If A and B are events, then 𝑃(𝐴 ∩ 𝐵𝐶 ) = 𝑃(𝐴) – 𝑃(𝐴 ∩ 𝐵).
3. Additive Law of Probability: If A and B are events, then
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵).
4. If A and B are mutually exclusive, then
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵).
5. If A and B are events, then
𝑃( 𝐴 ∪ 𝐵 " ) = 𝑃 𝐴" ∩ 𝐵" .
𝑃( 𝐴 ∩ 𝐵 " ) = 𝑃(𝐴" ∪ 𝐵" ).
 Properties of Probabilities
A B A B
A
Ω Ω Ω
𝑃(𝐴 ∩ 𝐵𝐶 ) = 𝑃(𝐴) – 𝑃(𝐴 ∩ 𝐵) 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴! ) = 1 – 𝑃(𝐴)

A B A B
A B
Ω Ω
Ω
" " = 𝑃(𝐴" ∪ 𝐵" )
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) 𝑃 𝐴∪𝐵 = 𝑃 𝐴" ∩ 𝐵" 𝑃 𝐴∩𝐵
Properties of Probabilities
Example:
Given:
𝑃(𝐴) = 0.6
𝑃(𝐵) = 0.7
𝑃 𝐴⋂𝐵 = 0.4

1. 𝑃 𝐴⋃𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴⋂𝐵
= 0.6 + 0.7 − 0.4 = 0.9
2. 𝑃 𝐴⋂𝐵W = 𝑃 𝐴 − 𝑃 𝐴⋂𝐵
= 0.6 − 0.4
= 0.2
Properties of Probabilities
3. 𝑃 𝐵⋂𝐴W = 𝑃 𝐵 − 𝑃 𝐵⋂𝐴
= 0.7 − 0.4
= 0.3
4. P AW ∪ 𝐵W = 𝑃 𝐴⋂𝐵 W
= 1 − 𝑃 𝐴⋂𝐵
= 1 − 0.4 = 0.6
5. P AW ∩ 𝐵W = 𝑃(𝐴⋃𝐵)W
= 1 − 𝑃 𝐴⋃𝐵
= 1 − 0.9
= 0.1
Event Composition
Method
Here, the probabilities are computed by expressing the event of
interest as a composition of other events.
Step 1: Define the basic events. The basic events are those
events in the problem that cannot be expressed as a
composition of other events.
Step 2: List the known probabilities of events as stated in the
problem.
Step 3: Express the event of interest as a composition of the
basic events using the set operations.
Step 4: Use theorems or formulas for the computation of the
probabilities.
Event Composition Method
Pass/Fail Example:
The probability that a randomly selected
student passes Stat 101 is 0.60, and the
probability that he passes English 11 is
0.85. Also, suppose the probability that he
passes at least one of the two courses is
0.95.
Event Composition Method
Let
𝑆 = event of passing Stat 101
𝐸 = event of passing English 11

Given:
𝑃 𝑆 = 0.60
𝑃 𝐸 = 0.85
𝑃 𝑆⋃𝐸 = 0.95
Event Composition Method
1. What is the probability that he passes both
courses?
𝑃 𝑆⋂𝐸 = 𝑃 𝑆 + 𝑃 𝐸 − 𝑃 𝑆⋃𝐸
= 0.60 + 0.85 − 0.95 = 0.50

2. What is the probability the he will fail both Stat

101 and English 11?

𝑃 𝑆 W ⋂𝐸 W = 𝑃(𝑆⋃𝐸)W = 1 − 𝑃 𝑆⋃𝐸
= 1 − 0.95 = 0.05
Conditional
Probability and
Independence of
Events
LEARNING OBJECTIVE 5
Conditional Probability
Let 𝐴 and 𝐵 be two events where 𝑃(𝐵) > 0. The
conditional probability of event 𝐴 given the
occurrence of event 𝐵 is

𝑃(𝐴⋂𝐵)
𝑃 𝐴𝐵 =
𝑃(𝐵)
Conditional Probability
Pass/Fail Example:
1. If the selected student passed in Stat 101,
what is the probability that he passes English 11?

𝑃(𝐸⋂𝑆) 0.5
𝑃 𝐸𝑆 = = ≈ 0.833
𝑃(𝑆) 0.6
Conditional Probability
2. If the selected student failed in Stat 101, what
is the probability that he passes English 11?

𝑃(𝐸⋂𝑆 W ) 𝑃 𝐸 − 𝑃(𝐸⋂𝑆)
𝑃 𝐸 𝑆W = W
=
𝑃(𝑆 ) 1 − 𝑃(𝑆)

0.85 − 0.5
= = 0.875
1 − 0.6
Conditional Probability
Remarks:
• From the definition of the conditional probability
𝑃(𝐴|𝐵), 𝑃 𝐴⋂𝐵 = 𝑃 𝐴 𝐵 𝑃 𝐵 .
• Similarly, from the definition of the conditional
probability 𝑃(𝐵|𝐴), 𝑃 𝐴⋂𝐵 = 𝑃 𝐵 𝐴 𝑃 𝐴 .
Conditional Probability
Example:
There are 3 boxes, each containing 3 balls. Box 1
contains 3 black balls. Box 2 contains 1 black ball
and 2 white balls. Box 3 contains 3 white balls. A
box is selected at random and a ball is selected
from that box. What is the probability that Box 2
will be selected, and the ball selected is white?
Conditional Probability
Let
𝐵 = event of selecting box 2
𝑊= event of selecting a white ball

2 1 2
𝑃 𝐵⋂𝑊 = 𝑃 𝑊 𝐵 𝑃 𝐵 = =
3 3 9
Conditional Probability
Properties:
Suppose 𝑃 𝐵 > 0, then
1. 𝑷 Ø 𝑩 = 𝟎

2. If 𝐴1, 𝐴2, … , 𝐴𝑛 are mutually exclusive events,

then
𝑷 𝑨𝟏⋃𝑨𝟐⋃ … ⋃𝑨𝒏 𝑩
= 𝑷 𝑨𝟏 𝑩 + 𝑷(𝑨𝟐|𝑩) + ⋯ + 𝑷(𝑨𝒏|𝑩)
Conditional Probability
3. If 𝐴 is an event, then 𝑷 𝑨𝑪 𝑩 = 𝟏 − 𝑷(𝑨|𝑩)

4. If 𝐴1 and 𝐴2 are events then,

𝑷 𝑨𝟏⋂𝑨𝑪𝟐 𝑩 = 𝑷 𝑨𝟏 𝑩 − 𝑷(𝑨𝟏⋂𝑨𝟐|𝑩)

5. If 𝐴1 and 𝐴2 are events then,

𝑷 𝑨𝟏⋃𝑨𝟐 𝑩 = 𝑷 𝑨𝟏 𝑩 + 𝑷 𝑨𝟐 𝑩 − 𝑷(𝑨𝟏⋂𝑨𝟐|𝑩)
Conditional Probability
Pass/Fail Example:
What is the probability that the selected student
fails English 11 given that he failed Stat 101?

𝑃 𝐸 W 𝑆 W = 1 − 𝑃 𝐸 𝑆 W = 1 − 0.875 = 0.125
Conditional Probability
If {𝐵$ , 𝐵% , … , 𝐵& } is a collection of mutually
exclusive events wherein each event has a
nonzero probability and Ω = 𝐵$ ⋃𝐵% ⋃… ⋃𝐵& ,
then for any event 𝐴,
1. Theorem of Total Probabilities
&

𝑃 𝐴 = l 𝑃 𝐴 𝐵Z 𝑃 𝐵Z
Z[$
Conditional Probability
2. Bayes Theorem (𝑃 𝐴 > 0)

𝑃 𝐴 𝐵\ 𝑃 𝐵\
𝑃 𝐵\ 𝐴 =
∑&Z[$ 𝑃 𝐴 𝐵Z 𝑃 𝐵Z
Conditional Probability
Example:
Suppose that 0.5% of the people have diabetes. A
diabetes test is available. The sensitivity (correctly
diagnosing a person who has diabetes) of the test
is 99.9% and its specificity (correctly diagnosing a
person who does not have diabetes) is 99.5%.
Suppose a person is selected at random and the
diabetes test was performed.
Conditional Probability
Let
𝑃 = event that a person has diabetes
𝑇 = event that the test indicates that a person
has diabetes
Given:
𝑃 𝑃 = 0.5% = 0.005
𝑃 𝑇|𝑃 = 99.9% = 0.999
𝑃 𝑇 W |𝑃W = 99.5% = 0.995
Conditional Probability
1. What is the probability that the test will
indicate that he has diabetes?
%

𝑃 𝑇 = l 𝑃 𝑇 𝑃Z 𝑃 𝑃Z
Z[$
= 𝑃 𝑇 𝑃$ 𝑃 𝑃$ + 𝑃 𝑇 𝑃% 𝑃 𝑃%
= 𝑃 𝑇 𝑃 𝑃 𝑃 + 𝑃 𝑇 𝑃W 𝑃 𝑃W
= 𝑃 𝑇 𝑃 𝑃 𝑃 + 1 − 𝑃 𝑇 W 𝑃W 1 − 𝑃 𝑃
= 0.999 0.005 + (1 − 0.995)(1 − 0.005)
= 0.00997
Conditional Probability
2. If the test shows that the person has diabetes,
what is the probability that the test is correct?

𝑃 𝑇𝑃 𝑃 𝑃 0.999(0.005)
𝑃 𝑃𝑇 = = ≈ 0.5010
𝑃(𝑇) 0.00997
Conditional Probability
3. If the test shows that the person does not have
diabetes, what is the probability that the test is
correct?

W W W
W W
𝑃 𝑇 |𝑃 𝑃 𝑃 0.995(0.995)
𝑃 𝑃 |𝑇 = W
=
𝑃 𝑇 1 − 0.00997
≈ 0.999995
Independence of Events
Two events 𝐴 and 𝐵 are said to be independent
events if and only if any one of the following
conditions is satisfied:

1. 𝑃(𝐴|𝐵) = 𝑃(𝐴), if 𝑃(𝐵) > 0

2. 𝑃(𝐵|𝐴) = 𝑃(𝐵), if 𝑃(𝐴) > 0
3. 𝑃 A⋂B = 𝑃(𝐴)𝑃(𝐵)

Otherwise, the events are said to be dependent.

Independence of Events
Remarks:
• If 𝐴 and 𝐵 are independent, so are 𝐴W and 𝐵, 𝐴
and 𝐵W , and 𝐴W and 𝐵W .
• There is a difference between mutually
exclusive events and independent events.

𝑃 𝐴∩𝐵 =0 𝑃 𝐴∩𝐵
Mutually = 𝑃 𝐴 𝑃(𝐵)
Exclusive Independent
Independence of Events
Example:
Consider the experiment of tossing a fair die twice.
Let
𝐴 = event of an even number of dots on the first toss
𝐵 = event of observing more than 4 dots on the
second toss
Are 𝐴 and 𝐵 independent?
Independence of Events
Sample space:

Ω = { 1,1 , 1,2 , 1,3 , 1,4 , 1,5 , 1,6 ,

2,1 , 2,2 , 2,3 , 2,4 , 2,5 , 2,6 ,
3,1 , 3,2 , 3,3 , 3,4 , 3,5 , 3,6 ,
4,1 , 4,2 , 4,3 , 4,4 , 4,5 , 4,6 ,
5,1 , 5,2 , 5,3 , 5,4 , 5,5 , 5,6 ,
6,1 , 6,2 , 6,3 , 6,4 , 6,5 , 6,6 }
Independence of Events
A and B are independent if 𝑃 𝐴 𝐵 = 𝑃(𝐴).
6
𝑃 𝐴𝐵 = = 0.5
12
18
𝑃 𝐴 = = 0.5
36

Thus, A and B are independent.

Σ
Probability
END OF CHAPTER 5