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Basic Probability What Every Math Student Should
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Author(s): H. C. Tijms
ISBN(s): 9789811237492, 9811237492
Edition: 2nd
File Details: PDF, 10.10 MB
Year: 2021
Language: english
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Title: Basic probability : what every math student should know / Henk Tijms.
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April 9, 2021 18:9 book-9x6 12295-main page v

Preface

Probability is a fascinating branch of mathematics and indispensable

for statistical literacy. In modern society it is necessary to be able
to analyze probability claims in the media and to make informed
judgments and decisions. This book provides a basic introduction
to probabilistic thinking and reasoning under uncertainty, and illus-
trates it with many instructive and interesting examples.
All the essential aspects of basic probability are covered in this book.
It grew out of a probability book I wrote for Dutch high school
students and it is written for students learning about probability
for the first time. The book is aimed specifically at statistics and
data science students who need an accessible and solid introduction
to the basics of probability. Probability is the bedrock for statistics
and data science.
Key features of the book are conditional and Bayesian probability,
real-world applications of the Poisson distribution, and the interplay
between probability and computer simulation. Computer simulation
is not only a computational tool for solving probability problems, but
it is also a useful didactic tool for helping students to gain a better
understanding of probabilistic ideas. The emphasis of the book is on
discrete probability, but continuous probability distributions are also
treated. Scattered throughout the text, many remarks are made on
the history of probability.
Because probability is a difficult subject for the beginner, the ap-
proach followed in this book is to develop probabilistic intuition

v
April 9, 2021 18:9 book-9x6 12295-main page vi

vi Preface

before getting into details. Whereas many probability problems are

easy to understand, the solutions can require clever and creative
thinking. The best way to learn probability is by doing a lot of
problems. Many instructive problems together with problem-solving
strategies are given. Answers to all problems and worked-out solu-
tions to selected problems are provided to increase students’ confi-
dence in problem solving and to stimulate students’ active learning.

Preface to the Second Edition

In the second edition many didactic improvements have been made.

Also, many extra motivational examples and problems have been
added. The material on Bayesian probability has been expanded by
two famous court cases. The chapter on real-life applications of the
Poisson distribution has been expanded by two new sections. Sec-
tions on generating functions and the bivariate normal distribution
have been added. The roles of the law of large numbers and the
central limit theorem in computer simulation have been discussed
in more depth. The most significant change is the addition of an
introductory chapter on Markov chains, including absorbing Markov
chains and Markov chain Monte Carlo simulation. This appealing
material, which is popular with students, can be addressed directly
after the notion of conditional probability has been discussed.
Finally, thanks to all those who have made valuable comments
on the first edition. In particular, I would like to thank Karl Sigman
and Alan Vraspir.
April 9, 2021 18:9 book-9x6 12295-main page vii

Contents

Preface v

Chapter 1. Combinatorics and Calculus for Probability 1

1.1 Factorials and binomial coefficients . . . . . . . . . . . 1
1.2 Basic results from calculus . . . . . . . . . . . . . . . . 7

Chapter 2. Basics of Probability 11

2.1 Foundation of probability . . . . . . . . . . . . . . . . 12
2.2 The concept of conditional probability . . . . . . . . . 21
2.3 The law of conditional probability . . . . . . . . . . . 26
2.4 Bayesian probability . . . . . . . . . . . . . . . . . . . 29
2.5 The concept of random variable . . . . . . . . . . . . . 40
2.6 Expected value and standard deviation . . . . . . . . . 42
2.7 Independent random variables and the square root law 51
2.8 Generating functions . . . . . . . . . . . . . . . . . . . 55
Appendix: Proofs for expected value and variance . . . . . 58

Chapter 3. Useful Probability Distributions 63

3.1 The binomial and hypergeometric distributions . . . . 63
3.2 The Poisson distribution . . . . . . . . . . . . . . . . . 70
3.3 The normal probability density . . . . . . . . . . . . . 74
3.4 Central limit theorem and the normal distribution . . 80
3.5 The uniform and exponential probability densities . . 85
3.6 The bivariate normal density . . . . . . . . . . . . . . 93
3.7 The chi-square test . . . . . . . . . . . . . . . . . . . . 97
Appendix: Poisson and binomial probabilities . . . . . . . . 101

vii
April 9, 2021 18:9 book-9x6 12295-main page viii

viii Contents

Chapter 4. Real-Life Examples of Poisson

Probabilities 103
4.1 Fraud in a Canadian lottery . . . . . . . . . . . . . . . 103
4.2 Bombs over London in World War II . . . . . . . . . . 105
4.3 Winning the lottery twice . . . . . . . . . . . . . . . . 107
4.4 Santa Claus and a baby whisperer . . . . . . . . . . . 108
4.5 Birthdays and 500 Oldsmobiles . . . . . . . . . . . . . 110

Chapter 5. Monte Carlo Simulation and Probability 113

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 113
5.2 Simulation tools . . . . . . . . . . . . . . . . . . . . . 116
5.3 Applications of computer simulation . . . . . . . . . . 123
5.4 Statistical analysis of simulation output . . . . . . . . 127
Appendix: Python programs for simulation . . . . . . . . . 135

Chapter 6. A Primer on Markov Chains 137

6.1 Markov chain model . . . . . . . . . . . . . . . . . . . 137
6.2 Absorbing Markov chains . . . . . . . . . . . . . . . . 144
6.3 The gambler’s ruin problem . . . . . . . . . . . . . . . 148
6.4 Long-run behavior of Markov chains . . . . . . . . . . 150
6.5 Markov chain Monte Carlo simulation . . . . . . . . . 153

Solutions to Selected Problems 159

Index 173
April 9, 2021 18:9 book-9x6 12295-main page 1

Chapter 1
Combinatorics and Calculus for Probability

This chapter presents a number of results from combinatorics and

calculus, in preparation for the subsequent chapters. Section 1.1
introduces you to the concepts of factorials and binomial coefficients.
In Section 1.2 the exponential function and the natural logarithm will
be discussed.

1.1 Factorials and binomial coefficients

Many probability problems require counting techniques. In particu-

lar, these techniques are extremely useful for computing probabilities
in a chance experiment in which all possible outcomes are equally
likely. In such experiments, one needs effective methods to count the
number of outcomes in any specific event. In counting problems, it
is important to know whether the order in which the elements are
counted is relevant or not. Factorials and binomial coefficients will
be discussed and illustrated.
In the discussion below, the fundamental principle of counting is
frequently used: if there are a ways to do one activity and b ways
to do another activity, then there are a × b ways of doing both.
As an example, suppose that you go to a restaurant to get some
breakfast. The menu says pancakes, waffles, or fried eggs, while for
a drink you can choose between juice, coffee, tea, and hot choco-
late. Then the total number of different choices of food and drink
is 3 × 4 = 12. As another example, how many different license
plates are possible when the license plate displays a nonzero digit,

1
April 9, 2021 18:9 book-9x6 12295-main page 2

2 Basic Probability (Second Edition)

followed by three letters, followed by three digits? The answer is

9 × 26 × 26 × 26 × 10 × 10 × 10 = 158 184 000 license plates.

Factorials and permutations

How many different ways can you order a number of different objects
such as letters or numbers? For example, what is the number of
different ways that the three letters A, B, and C can be ordered?
By writing out all the possibilities ABC, ACB, BAC, BCA, CAB,
and CBA, you can see that the total number is 6. This brute-force
method of writing down all the possibilities and counting them is
naturally not practical when the number of possibilities gets large,
as is the case for the number of possible orderings of the 26 letters
of the alphabet. You can also determine that the three letters A,
B, and C can be ordered in 6 different ways by reasoning as follows.
For the first position, there are 3 available letters to choose from, for
the second position there are 2 letters left over to choose from, and
only one letter for the third position. Therefore the total number of
possibilities is 3 × 2 × 1 = 6. The general rule should now be evident.
Suppose that you have n distinguishable objects. How many ordered
arrangements of these objects are possible? Any ordered sequence
of the objects is called a permutation. Reasoning in the same way
as above gives that there are n ways for choosing the first object,
leaving n − 1 choices for the second object, etc. Therefore the total
number of ways to order n distinguishable objects is equal to the
product n × (n − 1) × · · · × 2 × 1. This product is denoted by n! and
is called ‘n factorial’. Thus, for any positive integer n,

n! = 1 × 2 × · · · × (n − 1) × n.

A useful convention is
0! = 1,
which simplifies the presentation of several formulas to be given be-
low. Note that n! = n × (n − 1)! and so n! grows very quickly as
n gets larger. For example, 5! = 120, 10! = 3 628 800 and 15! =
1 307 674 368 000. Summarizing, for any positive integer n,
the total number of ordered sequences (permuta-
tions) of n distinguishable objects is n!.
April 9, 2021 18:9 book-9x6 12295-main page 3

Combinatorics and Calculus for Probability 3

Armed with this knowledge, you are asked to argue that in the lottery
6/45 the six lotto numbers, which are drawn one by one from 1 to
45, will appear in either an ascending or descending order with a
1
probability of 360 .
An interesting question is how many different words, whether or not
existing, can be constructed from a given number of letters where
some letters appear multiple times. For example, how many different
words can be constructed from five letters A, two letters B, two
letters R, one letter C, and one letter D? To answer this question,
imagine that the five letters A are labeled as A1 to A5 , the two letters
B as B1 and B2 , and the two letters R as R1 and R2 . Then you have
11 different letters and the number of ways to order those letters is
11!. The five letters A1 to A5 , the two letters B1 and B2 , and the
two letters R1 and R2 can among themselves be ordered in 5!×2!×2!
ways. Each of these orderings gives the same word if you replace A1
to A5 by A, B1 and B2 by B, and R1 and R2 by R. Thus the total
number of different words that can be formed from the original 11
letters is
11!
= 83 160.
5! × 2! × 2!
Thus, if you thoroughly mix the eleven letters and then put them in
a row, the probability of getting the word ABRACADABRA is equal
to 83 1160 .

Binomial coefficients and combinations

How many different juries of three persons can be formed from five
persons A, B, C, D, and E? By direct enumeration you see that the
answer is 10: {A, B, C}, {A, B, D}, {A, B, E}, {A, C, D}, {A, C, E},
{A, D, E}, {B, C, D}, {B, C, E}, {B, D, E}, and {C, D, E}. In this
problem, the order in which the jury members are chosen is not rele-
vant. The answer 10 juries could also have been obtained by a basic
principle of counting. First, count how many juries of three persons
are possible when attention is paid to the order. Then determine
how often each group of three persons has been counted. Thus the
reasoning is as follows. There are 5 ways to select the first jury mem-
ber, 4 ways to then select the next member, and 3 ways to select the
April 9, 2021 18:9 book-9x6 12295-main page 4

4 Basic Probability (Second Edition)

final member. This would give 5 × 4 × 3 ways of forming the jury

when the order in which the members are chosen would be relevant.
However, this order makes no difference. For example, for the jury
consisting of the persons A, B and C, it is not relevant which of the
3! ordered sequences ABC, ACB, BAC, BCA, CAB, and CBA has
led to the jury. Hence the total number of ways a jury of 3 persons
can be formed from a group of 5 persons is equal to 5×4×3 3! . This
expression can be rewritten as

5×4×3×2×1 5!
= .
3! × 2! 3! × 2!
In general, you can calculate that the total number of possible ways
to choose a jury of k persons out of a group of n persons is equal to

n×(n − 1)×· · ·×(n − k + 1)

k!
n×(n − 1)×· · ·×(n − k + 1)×(n − k)×· · · ×1 n!
= = .
k! × (n − k)! k! × (n − k)!

This leads to the definition

 
n n!
=
k k! × (n − k)!

for non-negative integers n and k with k ≤ n. The quantity nk

(pronounce: n choose k) has the interpretation:

n


k is the total number of ways to choose k differ-
ent objects out of n distinguishable objects, pay-
ing no attention to their order.

In other words, nk is the total number of combinations of k differ-

ent objects out of n and is referred to as the binomial coefficient.

The key difference between permutations and combinations is order.
Combinations are unordered selections, permutations are ordered ar-
rangements.
The binomial coefficients play a key role in the so-called urn model.
This model has many applications in probability. Suppose that an
April 9, 2021 18:9 book-9x6 12295-main page 5

Combinatorics and Calculus for Probability 5

urn contains R red and W white balls. What is the probability of

getting exactly r red balls when blindly grasping n balls from the urn?
To answer this question, it is helpful to imagine that the balls are
made distinguishable by giving each of them a different label.1 The
total number of possible combinations of n different balls is R+W


n .
R W



Under these combinations there are r × n−r combinations with
exactly r red balls (and thus n − r white balls). Thus, if you blindly
grasp n balls from the urn, then
R W



r × n−r
the probability of getting exactly r red balls = R+W


n
a


with the convention that = 0 for b > a. These probabilities repre-
b
sent the so-called hypergeometric distribution. Probability problems
that can be translated into the urn model appear in many disguises.
A nice illustration is the lottery 6/45. In each drawing of the lottery,
six different numbers are chosen from the numbers 1, 2, . . . , 45. Sup-
pose you have filled in one ticket with six distinct numbers. Then
the probability of matching exactly r of the drawn six numbers is
6 39



r × 6−r
45

for r = 0, 1, . . . , 6,
6
as you can see by identifying the six drawn numbers with 6 red balls
and the other 39 numbers with 39 white balls. In particular, the
probability of matching all six drawn numbers (the jackpot) equals
1 to 8 145 060.
In mathematics there are many identities in which binomial coeffi-
cients appear. The following recursive relation is known as Pascal’s
triangle:2
     
n n−1 n−1
= + for 1 ≤ k ≤ n.
k k−1 k
1
Labeling objects to distinguish them from each other can be very helpful
when solving a combinatorial probability problem.
2
Pascal was far from the first to study this triangle. The Persian mathemati-
cian Al-Karaji had produced something very similar as early as the 10th century,
and the triangle is called Yang Hui’s triangle in China after the 13th century
Chinese mathematician Yang Hui, and Tartaglia’s triangle in Italy after the 16th
century Italian mathematician Niccolò Tartaglia.
April 9, 2021 18:9 book-9x6 12295-main page 6

6 Basic Probability (Second Edition)

You can algebraically prove this. A more elegant proof is by in-

terpreting the same ‘thing’ in two different ways. This is called a
word-proof. Think of a group of n persons from which a committee

of k persons must be chosen. The k persons can be chosen in nk
ways. However, you can also count as follows. Take a particular
person, say John. The
number of possible committees containing
John is given by n−1
k−1 and the number of possible committees not
n−1


containing John is given by k , which verifies the identity.
Try yourselves the following test questions:

• How many distinct license plates with three letters followed by

three digits are possible? How many if the letters and numbers must
be different? (answer: 17 576 000 and 11 232 000).
• What is the number of ways to arrange 5 letters A and 3 letters B
in a row? (answer: 56)
• Five football players A, B, C, D and E are designated to take a
penalty kick after the end of a football match. In how many orders
can they shoot if A must shoot immediately after C? How many if
A must shoot after C? (answer: 24 and 60)
• What is the total number of distinguishable permutations of the
eleven letters in the word Mississippi? (answer: 34 650).
• John and Pete are among 10 players who are to be divided into two
teams A and B, each consisting of five players. How many formations
of the two teams are possible so that John and Pete belong to a same
team? (answer: 112)
• Suppose that from 10 children, five are to be chosen and lined up.
How many different lines are possible? (answer: 30 240).
n
= nk and nk=0 nk n−k

n

= 2n


P

• Give word proofs of n−k n .

• How many ways are there to distribute eight identical chocolate

bars between five children so that each child gets at least one choco-
late bar? (answer: 35)3
3
The number of combinations of non-negative integers x1 , . . . , xn satisfying
x1 + · · · + xn = r is n+r−1


r
. This result is stated without proof.
April 9, 2021 18:9 book-9x6 12295-main page 7

Combinatorics and Calculus for Probability 7

1.2 Basic results from calculus

The history of the number e begins with the discovery of logarithms

by John Napier in 1614. At this time in history, international trade
was experiencing a period of strong growth, and, as a result, there
was much attention given to the concept of compound interest. At
that time, it was already noticed that (1 + n1 )n tends to a certain
limit if n is allowed to increase without bound:
 1 n
lim 1+ = e with e = 2.7182818 . . . .
n→∞ n

The famous mathematical constant e is called the Euler number.

This constant is named after Leonhard Euler (1707–1783) who is
considered as the most productive mathematician in history.
The exponential function is defined by ex , where the variable x
runs through the real numbers. This is one of the most important
functions in mathematics. A fundamental property of ex is that this
function has itself as derivative:

dex
= ex for all x.
dx

Intermezzo: Let’s sketch a derivation. Consider a function a(x) of the specific

form a(x) = ax for some constant a > 0. Then, for each h > 0,

a(x + h) − a(x) ax+h − ax ah − 1

= = a(x) .
h h h

Take for granted that c = limh→0 (ah − 1)/h exists. Thus a0 (x) = ca(x).
When is the constant c = 1? The answer is if a = e. To see this, note that
the condition limh→0 (ah − 1)/h = 1 is the same as a = limh→0 (1 + h)1/h =
limn→∞ (1 + n1 )n = e. This shows that a0 (x) = a(x) if a = e. A more general
result is that f (x) = ex is the only function satisfying the differential equation
f 0 (x) = f (x) with the boundary condition f (0) = 1.

How to calculate the function ex ? The generally valid relation

 x n
lim 1 + = ex for all x
n→∞ n
April 9, 2021 18:9 book-9x6 12295-main page 8

8 Basic Probability (Second Edition)

is not useful for that purpose. The calculation of ex is based on the

power series

x2 x3
ex = 1 + x + + + ··· for all x.
2! 3!

The proof of this power series expansion requires Taylor’s theorem

from calculus. The fact that ex has itself as derivative is crucial
in the proof. Note that term-by-term differentiation of the series
2
1 + x + x2! + · · · leads to the same series, in agreement with the fact
that ex has itself as derivative.
The series expansion of ex leads to ex ≈ 1+x for x close to 0. This
is one of the most useful approximation formulas in mathematics! In
probability theory the formula is often used as

e−x ≈ 1 − x for x close to 0.

A nice illustration of the usefulness of this formula is provided by

the birthday problem. What is the probability that two or more
people share a birthday in a randomly formed group of m people
(no twins)? To simplify the analysis, it is assumed that the year has
365 days (February 29 is excluded) and that each of these days is
equally likely as birthday. Number the people as 1 to m and let the
sequence (v1 , v2 , . . . , vm ) denote their birthdays. The total number
of possible sequences is 365 × 365 × · · · × 365 = 365m , while the
number of sequences in which each person has a different birthday
is 365 × 364 × · · · × (365 − m + 1). Denoting by Pm the probability
that each person has a different birthday, you have
365 × 364 × · · · × (365 − m + 1)
Pm = .
365m
If m is much smaller than 365, the insightful approximation
1
Pm ≈ e− 2 m(m−1)/365

applies. To see this, write Pm as

 1   2   m − 1
Pm = 1 × 1 − × 1− × ··· × 1 − .
365 365 365
April 9, 2021 18:9 book-9x6 12295-main page 9

Combinatorics and Calculus for Probability 9

Next, using the approximation e−x ≈ 1 − x for x close to zero and

the well-known algebraic formula 1 + 2 + · · · + n = 12 n(n + 1) for
n ≥ 1, you get

Pm ≈ e−1/365 × e−2/365 × · · · × e−(m−1)/365 = e−(1+2+···+m−1)/365

1
= e− 2 m(m−1)/365 .

The sought probability that two or more people share a same birth-
day is one minus the probability that each person has a different
birthday. Thus

probability of two or more people sharing a birthday

1
≈ 1 − e− 2 m(m−1)/365 .

This probability is already more than 50% for m = 23 people (the

exact value is 0.5073 and the approximate value is 0.5000). The
intuitive explanation that the probability of a match is already

more
than 50% for such a small value as m = 23 is that there are 23
2 = 253
combinations of two persons, each combination having a matching
1
probability of 365 .

Natural logarithm

The function ex is strictly increasing on (−∞, ∞) with limx→−∞ ex =

0 and limx→∞ ex = ∞. As a consequence, the equation ey = c has
a unique solution y for each c > 0. This solution as function of c
is called the natural logarithm and is denoted by ln(c) for c > 0.
Thus the natural logarithm is the inverse function of the exponential
function. In other words, ln(x) is the logarithmic function with base
e. The natural logarithm can also be defined by the integral
Z y
1
ln(y) = dv for y > 0.
1 v

This integral representation of ln(y), which is often used in proba-

bility analysis, shows that the derivative of ln(y) is

d ln(y) 1
= for y > 0.
dy y
April 9, 2021 18:9 book-9x6 12295-main page 10

10 Basic Probability (Second Edition)

Geometric and harmonic series

In probability analysis you will often encounter the geometric series.

The basic formula for the geometric series is

1
1 + x + x2 + · · · = for |x| < 1,
1−x

or, shortly, ∞ k 1
P
k=0 x = 1−x for |x| < 1. You can easily verify this
result by working out (1 − x)(1 + x + x2 + · · · + xm ) as 1 − xm+1 .
If you take |x| < 1 and let m tend to infinity, then xm+1 tends to 0.
This gives (1 − x)(1 + x + x2 + · · · ) = 1 for |x| < 1, which verifies
the desired result. Differentiating the geometric series term by term
1 1
and noting that 1−x has (1−x)2 as derivative, you get

1
1 + 2x + 3x2 + · · · = for |x| < 1
(1 − x)2
P∞ k−1 = 1
or, shortly, k=1 kx (1−x)2
for |x| < 1. Similarly, you get
P∞ k−2 2
k=2 k(k−1)x = (1−x)3 for |x| < 1. For the geometric probability
model to be met in the next chapters, these formulas lead to
∞ ∞
X 1 X 2−p
k(1 − p)k−1 p = and k 2 (1 − p)k−1 p = .
p p2
k=1 k=1

Finally, the partial sum 1 + 21 + · · · + n1 of the harmonic series appears

in a variety of probability problems. An insightful approximation is
1 1 1
1+ + · · · + ≈ ln(n) + γ + for n large,
2 n 2n
where γ = 0.57721566 . . . is the Euler-Mascheroni
Pconstant. The
n 1
approximation is very accurate. The partial sum k=1 k increases
extremely slowly as n gets larger.4
The harmonic series ∞
4 1
P
k=1 k has the value ∞. There are many proofs for this
celebrated result. The first proof dates back to about 1350 and was given by the
philosopher Nicolas Oresme. His argument is ingenious. Oresme simply observed
that 13 + 41 > 24 = 12 , 15 + 16 + 17 + 18 > 84 = 12 , 19 + 10
1
+ · · · +P 1
16
> 168
= 12 , etc.
1
In general, r+1 1
+ r+2 1
+ · · · + 2r > 21 for any r, showing that n 1
k=1 k eventually
grows beyond any bound as n gets larger. Isn’t it a beautiful argument?
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Chapter 2
Basics of Probability

Probability is the science of uncertainty and it’s everywhere:

• What is the chance of winning the jackpot in the national lottery?
• What is the chance of having some rare disease if tested positive?
• What is the chance that the last person to draw a ticket will be
the winner if one prize is raffled among 10 people?
• How many cards would you expect to draw from a standard deck
before seeing the first ace?
• What is the expected value of your loss when you are going to bet
50 times on red in roulette?
• What is the expected number of different values that come up when
six fair dice are rolled? What is the expected number of rolls of a
fair die it takes to see all six sides of the die?
The tools to answer these kinds of questions will be given in this
chapter, which aims to familiarize yourself with the most important
basic concepts in elementary probability. The standard axioms of
probability are introduced, the important properties of probability
are derived, the key ideas of conditional probability and Bayesian
thinking are covered, and the concepts of random variable, expected
value and standard deviation are explained. All this is illustrated
with insightful examples and instructive problems.

11
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12 Basic Probability (Second Edition)

2.1 Foundation of probability

Approximately four hundred years after the colorful Italian math-

ematician and physician Gerolamo Cardano (1501–1576) wrote his
book Liber de Ludo Aleae (Book on Games of Chance) and laid a
cornerstone for the foundation of the field of probability by introduc-
ing the concept of sample space, celebrated Russian mathematician
Andrey Kolmogorov (1903–1987) cemented that foundation with ax-
ioms on which a solid theory can be built.
The sample space of a chance experiment is a set of elements
that one-to-one correspond to all of the possible outcomes of the
experiment. Here are some examples:
• The experiment is to roll a die once. The sample space can be
taken as the set {1, 2, . . . , 6}, where the outcome i means that i dots
appear on the up face.
• The experiment is to repeatedly roll a die until the first six shows
up. The sample space can be taken as the set {1, 2, . . .} of the positive
integers. Outcome k indicates that a six appears for the first time
on the kth roll.
• The experiment is to measure the time until the first emission of
a particle from a radioactive source. The sample space can be taken
as the set (0, ∞) of the positive real numbers, where the outcome t
indicates that it takes a time t until the first emission of a particle.
In the first example the sample space is a finite set. In the second
example the sample space is a so-called countably infinite set, while
in the third example the sample space is a so-called uncountable set.
In general, a non-finite set is called countably infinite if the elements
of the set one-to-one correspond to the natural numbers. Not all sets
with a non-finite number of elements are countably infinite. The set
of all points on a line and the set of all real numbers between 0 and
1 are examples of infinite sets that are not countable. Sets that are
neither finite nor countably infinite are called uncountable, whereas
sets that are either finite or countably infinite are called countable.
The idea of Kolmogorov was to consider a sufficiently rich class of
subsets of the sample space and to assign a number, P (A), between 0
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Basics of Probability 13

and 1, to each subset A belonging to this class of subsets. The class

of subsets consists of all possible subsets if the sample space is finite
or countably infinite, but certain ‘weird’ subsets must be excluded
if the sample space is uncountable. For the probability measure P ,
three natural postulates are assumed. Denoting by P (A or B) the
number assigned to the set of all outcomes belonging to either subset
A or subset B or to both, the axioms for a finite sample space are:

Axiom 1. P (Ω) = 1 for the sample space Ω.

Axiom 2. 0 ≤ P (A) ≤ 1 for each subset A of Ω.

Axiom 3. P (A or B) = P (A) + P (B) if the subsets A and B have

no element in common (so-called disjoint subsets).
Axiom 3 needs a modification if theP sample space is non-finite. Then
the axiom is P (A1 or A2 or . . .) = ∞ k=1 P (Ak ) for pairwise disjoint
subsets A1 , A2 , . . . . The sample space endowed with a probability
measure P on the class of subsets is called a probability space.
If the sample space contains a countable number of elements, it is
sufficient to assign a probability p(ω) to each element ω of the sample
space. The probability P (A) that is then assigned to a subset A of
the sample space is defined by the sum of the probabilities of the
individual elements of set A. That is, in mathematical notation,
X
P (A) = p(ω).
ω∈A

A special case is the case of a finite sample space in which each

outcome is equally likely. Then P (A) can be calculated as

the number of outcomes belonging to A

P (A) = .
the total number of outcomes of the sample space

This probability model is known as the Laplace model, named after

the famous French scientist Pierre Simon Laplace (1749–1827), who
is sometimes called the ‘French Newton’. What is called the Laplace
model was first introduced by Gerolamo Cardano in his 16th century
book. This probability model was used to solve a main problem
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14 Basic Probability (Second Edition)

in early probability: the probability of not getting a 1 in two rolls

of a fair die is 25
36 . Galileo Galilei (1564–1642), one of the greatest
scientists of the Renaissance, used the model to explain to the Grand
Duke of Tuscany, his benefactor, that it is more likely to get a sum of
10 than a sum of 9 in a single roll of three fair dice (the probabilities
27 25
are 216 and 216 ).
In probability language, any subset A of the sample space is called an
event. It is said that event A occurs if the outcome of the experiment
belongs to the set A. The number P (A) is the probability that event
A will occur. Any individual outcome is also an event, but events
correspond typically to more than one outcome. For example, the
sample space of the experiment of a single roll of a die is the set
{1, 2, 3, 4, 5, 6}, where outcome i means that i dots appear on the up
face of the die. Then, the subset A = {1, 3, 5} represents the event
that an odd number shows up. Events A and B are called mutually
exclusive (or disjoint) if they cannot both occur at the same time.
In the experiment of tossing a coin four times, the event of three or
more heads and the event of two or more tails are disjoint.
The probability measure P does not appear out of thin air, rather
you must consciously choose it. Naturally, this must be done in such
a way that the axioms are satisfied and the model reflects the reality
of the problem at hand in the best possible way. The axioms must
hold true not only for the interpretation of probabilities in terms of
relative frequencies for a repeatable experiment such as the rolling of
a die. They must also remain valid for the Bayesian interpretation
of probability as a measure of personal belief in the outcome of a
non-repeatable experiment, such as, for example, a horse race. A
subjective probability depends on one’s knowledge or information
about the event in question.

Example 2.1. What is the probability that the largest number

obtained in a single roll of two fair dice will be 4?

Solution. The line of thought is made easier if you imagine that

one die is blue, and the other is red. The set consisting of the 36
outcomes (i, j) with i, j = 1, 2, . . . , 6 is taken as sample space for the
experiment, where i represents the number of points rolled with the
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Basics of Probability 15

blue die, and j represents the number of points rolled with the red
die. The dice are fair so that an appropriate probability model is
1
constructed by assigning the same probability 36 to each element of
the sample space. This model is an instance of the Laplace model:
in order to find the probability of an event, you count the number of
favorable outcomes and divide them by the total number of possible
outcomes. Let A be the event that the largest number rolled is 4.
The event A occurs only if the experiment gives one of the seven
outcomes (1, 4), (2, 4), (3, 4), (4, 4), (4, 3), (4, 2) and (4, 1). Hence
7
P (A) =
36
gives the probability of getting 4 as largest number in one roll of two
fair dice.
Sample points may be easily incorrectly counted. In his book Opera
Omnia the German mathematician Gottfried Wilhelm Leibniz (1646–
1716) – inventor of differential and integral calculus along with Isaac
Newton – made a famous mistake by stating: “with two dice, it is
equally likely to roll twelve points than to roll eleven points, because
one or the other can be done in only one manner”. He argued: two
sixes for a sum 12, and a five and a six for a sum 11. However, there
are two ways to get a sum 11, as is obvious by imagining that one
die is blue and the other is red. Alternatively, you may think of two
rolls of a single die rather than a single roll of two dice.
Another psychologically tempting mistake that is sometimes made
is to treat sample points as equally likely while this is actually not
the case. This mistake can be illustrated with a famous misstep of
Jean le Rond d’Alembert (1717–1783), who was one of the foremost
intellectuals of his time. D’Alembert made the error to state that
the probability of getting heads in no more than two coin tosses is 32
rather than 34 . He reasoned as follows: “once heads appears upon the
first toss, there is no need for a second toss. The possible outcomes of
the game are thus H, T H and T T , and so the required probability is
2
3 ”. However, these three outcomes are not equally likely, but should
be assigned the respective probabilities 12 , 14 and 14 . The correct
answer is 43 , as would be immediately clear from the sample space
{HH, HT, T H, T T } for the experiment of two coin tosses.
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16 Basic Probability (Second Edition)

Example 2.2. Two desperados, A and B, are playing a game of

Russian roulette, using a gun. One of the gun’s six cylinders contains
a bullet. The desperados take turns pointing the gun at their own
heads and pulling the trigger. Desperado A begins. If no fatal shot
is fired, they give the cylinder a spin such that it stops at a random
chamber, and the game continues with desperado B, and so on. What
is the probability that desperado A will fire the fatal shot?

Solution. The set {1, 2, . . .} of the positive integers is taken as sam-

ple space for the experiment. Outcome i means that the fatal shot
occurs at the ith trial. An appropriate probability model is con-
structed by assigning the probability 16 to outcome 1, the probability
5 1
6 × 6 to outcome 2, and, the probability pi to outcome i, where

5 5 1  5 i−1 1
pi = × ··· × × = × for i = 1, 2, . . . .
6 6 6 6 6
Let A be the event that desperado A fires the fatal shot. This event
occurs
P∞ for the outcomes 1, 3, 5, . . .. Thus, using the geometric series
k 1
k=0 x = 1−x for |x| < 1, you get

∞ ∞
X 1 X  25 k 1 1
P (A) = p2k+1 = = × ,
6 36 6 1 − 25/36
k=0 k=0

6
and so the probability that desperado A will fire the fatal shot is 11 .

Product rule for a compound chance experiment

The chance experiment from Example 2.2 is a so-called compound

chance experiment. Such an experiment consists of a sequence of ele-
mentary subexperiments. In the compound experiment from Exam-
ple 2.2 the subexperiments are physically independent of each other,
that is, the outcome of one subexperiment does not affect the out-
come of any other subexperiment. The probabilities to the outcomes
of the compound experiment were assigned by taking the product of
probabilities of individual outcomes of the subexperiments. This is
the only assignment that reflects the physical independence of the
subexperiments.
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Basics of Probability 17

How to assign probabilities to the outcomes of a compound chance

experiment when the subexperiments are not physically indepen-
dent? This is also done by a product rule. To explain this rule,
consider the experiment of sequentially picking two balls at random
from a box containing four red and two blue balls, where the first
picked ball is not put back in the box when drawing the second ball.
What is the probability of picking at least one blue ball? This ex-
periment is a compound experiment with two physically dependent
subexperiments. The sample space of the compound experiment con-
sists of the four ordered pairs (r, r), (r, b), (b, r) and (b, b), where the
first component of each pair indicates the color of the first picked
ball and the second component the color of the second picked ball.
Outcome (r, r) gets assigned the probability p(r, r) = 46 × 35 = 25 .
The rationale behind this assignment is that the first ball you pick
will be red with probability 46 . If the first ball you pick is red, three
red and two blue balls remain in the box, in which case the second
ball you pick will be red with probability 35 . By a same argument,
outcome (r, b) gets assigned the probability p(r, b) = 64 × 25 = 15 4
,
p(b, r) = 62 × 45 = 154
and p(b, b) = 26 × 51 = 15 1
. This probability
model is an adequate representation of the experiment and enables
us to answer the question of what the probability of picking at least
one blue ball is. This probability is
4 4 1 3
p(r, b) + p(b, r) + p(b, b) =+ + = .
15 15 15 5
The basis of the probability model used to obtain this answer was
a product rule. This rule will be encountered again in Section 2.3
when discussing conditional probabilities.
It is fun to give also a probability problem with an uncountable
sample space.

Example 2.3. The game of franc-carreau was a popular game in

eighteenth-century France. In this game, a coin is tossed on a chess-
board. The player wins if the coin does not fall on one of the lines of
the board. Suppose a coin with a diameter of d is blindly tossed on
a large table. The surface of the table is divided into squares whose
sides measure a in length, such that a > d. What is the probability
of the coin falling entirely within the confines of a square?
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18 Basic Probability (Second Edition)

a

d/2

d/2 d/2 a

d/2

Figure 1: Franc-carreau game

Solution. The trick is to concentrate on the center point of the

coin. Take as sample space the square in which this point falls. The
meaning of a point in the sample space is that the center of the coin
lands on that point. Since the coin lands randomly on the table,
the probability that is assigned to each measurable subset A of the
sample space is the area of the region A divided by the area of the
square. The coin falls entirely within square if and only if the center
point of the coin lands on a point in the shaded square in Figure 1.
The area of the shaded square is (a − d)2 . Therefore

(a − d)2
P (the coin will fall entirely within a square) = .
a2
Complement rule

One of the most useful calculation rules in the field of probability

is the complement rule, which states that the probability of a given
event occurring can be found by calculating the probability that the
event will not occur. These two probabilities sum to 1. The com-
plement rule is often used to find the probability of ‘something’ oc-
curring at least once. For example, the rule is very helpful to find
the probability of at least one six occurring in four rolls of a die
and the probability of at least one double six in 24 rolls of two dice,
see Problem 2.2 below. This probability problem has an interest-
ing history. The French nobleman Chevalier de Méré was a famous
gambler of the 17th century. He frequently offered the bet that he
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Basics of Probability 19

could obtain a six in four rolls or less of a single die and the bet that
he could obtain a double six with two dice in 24 rolls or less. The
Chevalier believed that the chance of winning the bet was the same
in both games (can you explain why the respective chances are not
4 24
6 and 36 ?). In reality, however, he won the first game more often
than not. The Chevalier approached the mathematician Blaise Pas-
cal for clarification. This inquiry led to a correspondence between
the two famous French mathematicians Blaise Pascal (1623–1662)
and Pierre de Fermat (1601–1665).5 They mathematically clarified
the dice problem by simply calculating the chances of not rolling a
six or double six, see Problem 2.2 below.
The complement rule says that, for any event A,

P (A) = 1 − P (A),

where the complementary event A is defined as the event that A

does not occur. A formal proof of this obvious result goes as follows.
The events A and A are mutually exclusive and together they form
the whole sample space. Then, by the Axioms 1 and 3, you have
P (A or A) = 1 and P (A or A) = P (A) + P (A).

Example 2.4. The game of European roulette is played on a roulette

wheel containing 37 slots numbered from 0, 1, . . . , 36. In each round
of the game, every slot has the same probability of being the one
where the roulette ball lands. What is the probability that, during
the next 7 rounds, the ball will land in a same slot two or more times?
Solution. Take the set of all possible sequences (i1 , i2 , . . . , i7 ) as
sample space, whereby ik is the number of the slot in which the ball
lands in the kth round. The sample space has 37×37×· · ·×37 = 377
equally likely outcomes. Let A be the event that in some slot the
ball lands two or more times. Rather than calculating the probability
5
The 1654 Pascal–Fermat correspondence marks the beginning of modern
probability theory. In this correspondence another famous probability problem
was solved. Chevalier de Méré had also brought to Pascal’s attention the problem
of points, in which the question is how the winnings of a game of chance should
be divided between two players if the game was ended prematurely. This problem
will be discussed in Section 3.1.
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20 Basic Probability (Second Edition)

P (A), it is simpler to calculate the complementary probability P (A),

where A is the event that in none of the slots the ball lands two or
more times. The number of outcomes (i1 , i2 , . . . , i7 ) for which the ik ’s
are different is 37 × 36 × · · · × 31. Dividing the number of favorable
outcomes by the total number of possible outcomes results in
37 × 36 × · · · × 31
P (A) = = 0.5466,
377
or, rather P (A) = 0.4534. Would you have imagined that this prob-
ability would turn out to be so high?

Problem 2.1. A dog has a litter of four puppies. Use an appropriate

sample space to verify that it is more likely that the litter consists
of three puppies of the same gender and one of the other than that
8 6
it consists of two puppies of each gender. (answer: 16 versus 16 )

Problem 2.2. Use an appropriate sample space to argue that the

probability of getting at least one six in r rolls of a single die is
r
1 − 56r , and the probability of getting at least one double six in r rolls
r
of two dice is 1 − 3536r . What are the smallest values of r for which
the probabilities are more than 0.5? (answer: r = 4 and r = 25)

Problem 2.3. (a) What is the probability of getting two or more

times a same number in a roll of three dice? (answer: 49 )
(b) Two dice are rolled. If the biggest number is 1, 2, 3 or 4, player 1
wins; otherwise, player 2. Who has the advantage? (answer: player
2 has a slight advantage)

Problem 2.4. You are randomly dealt four cards from a deck of 52
playing cards with four aces. What is the probability of getting at
least one ace? (answer: 0.2813)

Problem 2.5. You have two gift cards, each loaded with 10 free
drinks from your favorite coffee shop. Each time you get a drink,
you randomly pick one of the cards to pay with. One day it happens
for the first time that the waiter can’t accept the card because it
does not have any drink credits left on it. What is the probability
that the other card has also no free drinks on it? (answer: 0.1762)
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Basics of Probability 21

Problem 2.6. In a game show, a father and his daughter are stand-
ing in front of three closed doors, behind which, a car, the key to the
car, and a goat are hidden in random order. Each of them can open
up to two doors, one at a time, and this must be done out of sight
of the other. The daughter is given the task of finding the car, and
the father must find the key. Only if both are successful, they get to
keep the car. Father and daughter are allowed to discuss a strategy
before the game starts. What is an optimal strategy? What is the
maximum probability of winning the car? (answer: 46 )

Problem 2.7. For non-disjoint sets A and B, the sum rule is

P (A or B) = P (A)+P (B)−P (A and B), where ‘A and B’ is the set
of outcomes belonging to both A and B. Can you explain this rule?
What is the probability of getting an ace or a heart when picking
16
randomly one card from a deck of 52 cards? (answer: 52 )

Problem 2.8. An experiment has three possible outcomes O1 , O2

and O3 with respective probabilities p1 = 0.10, p2 = 0.15, and p3 =
0.75. What is the probability that outcome O1 will appear before O2
if the experiment is done repeatedly? (answer: p1p+p
1
2
= 0.40)

Problem 2.9. Two people have agreed to meet at the train station.
Independently of one other, each person is to appear at a random
moment between 12 p.m and 1 p.m. What is the probability that
they will meet within 10 minutes of each other? (answer: 11
36 )

2.2 The concept of conditional probability

The concept of conditional probability lies at the heart of probability

theory. It is an intuitive concept. To illustrate this, most people
reason as follows to find the probability of getting two aces when
two cards are selected at random in succession from an ordinary
deck of 52 cards. The probability of getting an ace on the first card
4
is 52 . Given that one ace is gone from the deck, the probability of
3
getting an ace on the second card is 51 . Therefore

4 3
P (the first two cards are aces) = × .
52 51
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22 Basic Probability (Second Edition)

What is applied here is the product rule for probabilities:

P (A and B) = P (A)P (B | A),

where P (A and B) stands for the probability that both event A (‘the
first card is an ace’) and event B (‘the second card is an ace’) will
occur, P (B | A) is the notation for the conditional probability that
event B will occur given that event A has occurred.6 In words, the
unconditional probability that both event A and event B will occur is
equal to the unconditional probability that event A will occur times
the conditional probability that event B will occur given that event
A has occurred. This is one of the most useful rules in probability.

Example 2.5. Someone is looking to rent an apartment on the top

floor of a certain building. The person gets wind of the fact that two
apartments in the building have been vacated, and are up for rent.
The building has seven floors, with eight apartments per floor. What
is the probability of having a vacant apartment on the top floor?

Solution. There are two possible approaches to solving this prob-

lem. In both, the complement rule is applied. This means that,
instead of calculating the probability in question, you calculate the
complementary probability of no top floor apartment being available.
Subtracting this probability from 1 gives the probability of having a
vacant apartment on the top floor.
6
In fact, the other way around, P (B | A) is defined as the ratio of P (A and B)
and P (A) if P (A) > 0. This definition can be motivated as follows. Suppose that
n physically independent repetitions of a chance experiment are done under the
same conditions. Let r be the number of times that event A occurs simultaneously
with event B and s be the number of times that event A occurs but not event B.
The frequency at which event B occurs in the cases that event A has occurred
r
is equal to r+s . The frequency at which both event A and event B occur is nr ,
and the frequency at which event A occurs is r+s n
. The ratio of these frequencies
r
is r+s . This ratio is exactly the frequency at which event B occurs in the cases
that event A has occurred. This explains the definition of P (B | A).
The conditional probability P (B | A) is in fact a probability measure on a
reduced sample space. For example, suppose a blue and red die are rolled and
you get the information that there is a six among the two outcomes. Then
the reduced sample space of the experiment is {(1, 6), . . . , (5, 6), (6, 1), . . . , (6, 6)},
where outcome (i, j) means that the blue and red die show up i and j points.
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Basics of Probability 23

Approach 1: This approach is based on counting and requires the

specification of a sample space. The elements of the sample space
are all possible combinations of two of
the 56 apartments. The total
number of possible combinations is 56 2 = 1 540, whereas the number
of possible combinations without a vacant apartment on the top floor
48


is 2 = 1 128. Then, taking the ratio of all favorable combinations
and the total number of combinations,

1 128
P (no apartment is vacant on the top floor) = = 0.7325.
1 540

Approach 2: The second approach is based on conditional prob-

abilities. Imagine that the two available apartments were vacated
one after the other. Then, let A be the event that the first vacant
apartment is not located on the top floor and B be the event that
the second vacant apartment is not located on the top floor. Then
P (A) = 48 47
56 and P (B | A) = 55 . Next, by the product rule, you find
again the value 0.7325 for the probability that no top floor apartment
is available:
48 47
P (A and B) = P (A)P (B | A) = × = 0.7325.
56 55

Example 2.6. Three boys and three girls are planning a dinner
party. They agree that two of them will do the washing up, and they
draw lots to determine which two it will be. What is the probability
that two boys will wind up doing the washing up?

Solution. A useful solution strategy in probability is to see whether

your problem is not the same as another problem, for which the
solution is more obvious. This is the situation, here. The sought-
after probability is the same as the probability of getting two red
balls, when blindly choosing two balls from a bowl containing three
red and three blue balls. If A represents the event that the first ball
chosen is red, and B represents the event that the second ball chosen
is red, then the sought-after probability is equal to P (A and B).
Thus, using the basic formula P (A and B) = P (A)P (B | A), you
find that P (two boys will do the washing up) = 36 × 25 = 15 .
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24 Basic Probability (Second Edition)

An obvious extension of the product formula is

P (A1 and A2 and . . . and An )

= P (A1 )×P (A2 | A1 )×· · ·× P (An | A1 and A2 and . . . and An−1 ).

This useful extension is illustrated with the following example.

Example 2.7. What is the probability that you must pick five or
more cards from a shuffled deck of 52 cards before getting an ace?

Solution. Noting that the sought-after probability is nothing else

than the probability of getting no ace among the first four picked
cards, let Ai be the event that the ith picked card is not an ace for
i = 1, . . . , 4. The probability P (A1 and A2 and A3 and A4 ) is the
probability that five or more cards are needed to get an ace. This
probability is calculated from the extended product formula with
48
n = 4 and has the value 52 × 47 46 45
51 × 50 × 49 = 0.7187.
An alternative calculation is as follows: let Ek be the event that
the first k − 1 cards are non-aces and Fk be the event that the kth
card is an ace. Then, the probability pk of getting the first ace at
the kth pick is P (Ek and Fk ) = P (Ek )P (Fk | Ek ). Verify yourselves
48


k−1 4
pk = 52
× for k = 1, 2, . . . , 49,
k−1
52 − (k − 1)

which gives 49
P
k=5 pk = 0.7187. It never hurts to solve a problem in
different ways. It allows you to double check your answer.
The foregoing examples show that when you use an approach based
on conditional probabilities to solve the problem, you usually go
straight to work without first defining a sample space. The counting
approach, however, does require the specification of a sample space.
If both approaches are possible for a given problem, then the ap-
proach based on conditional probabilities will, in general, be simpler
than the counting approach.
For events A and B with nonzero probabilities, the formula

P (A and B)
P (B | A) =
P (A)
April 9, 2021 18:9 book-9x6 12295-main page 25

Basics of Probability 25

quantifies how the original probability P (B) changes when new in-
formation becomes available. If P (B | A) = P (B), then the events
A and B are said to be independent. An equivalent definition of
independence is P (A and B) = P (A)P (B). The concept of indepen-
dence will be further explored in Section 2.7.
Beginning students sometimes think that independent events A
and B with nonzero probabilities are disjoint. This is not true. The
explanation is that P (A and B) = 0 if A and B are disjoint, whereas
P (A and B) = P (A)P (B) > 0 if A and B are independent.

Problem 2.10. Five friends are sitting at a table in a restaurant.

Two of them order white wine and the other three order red wine.
The waiter has forgotten who ordered what and puts the drinks in
random order before the five persons. What is the probability that
1
each person gets the correct drink? (answer: 10 )

Problem 2.11. A bag contains 14 red cards and 7 black cards.

You pick two cards at random from the bag. Verify that it is more
likely to pick one red and one black card rather than two red cards.
(answer: the probabilities are 14 13
30 and 30 )

Problem 2.12. Someone has rolled two dice out of your sight. You
ask this person to answer “yes or no” on the question whether there
is a six among the two rolls. He truthfully answers “yes.” What is
1
the probability that two sixes have been rolled? (answer: 11 )

Problem 2.13. A prize is raffled among 10 people. In a previously

agreed order, each of them draws a lottery ticket from a bowl with
10 tickets, including one winning ticket. What is the probability that
1
the kth person in the row will win the prize? (answer: 10 for all k)

Problem 2.14. In a variation of the hilarious TV-show game of Egg

Russian roulette, two participants are shown an egg box with four
boiled eggs and two raw eggs in random order. They take turns tak-
ing an egg and smashing it upon their heads. What is the probability
that the person who begins smashes the first raw egg? (answer: 0.6)
How does this probability change when there are five boiled eggs and
one raw egg? (answer: 0.5)
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26 Basic Probability (Second Edition)

Problem 2.15. Four British teams are among the eight teams that
have reached the quarter-finals of the Champions League soccer.
What is the probability that the four British teams will avoid each
other in the quarter-finals draw if the eight teams are paired ran-
8
domly? (answer: 35 ) Hint: think of a bowl containing four red and
four blue balls, where you remove each time two randomly chosen
balls from the bowl. What is the probability that you remove each
time a red and a blue ball? Solving a probability problem becomes
often simpler by casting the problem into an equivalent form.

Problem 2.16. If you pick at random two children from the Johnson
family, the chances are 50% that both children have blue eyes. How
many children does the Johnson family have and how many of them
have blue eyes? (answer: 4 and 3)

Problem 2.17. Your friend shakes thoroughly two dice in a dice-

box. He then looks into the dice-box. Your friend is honest and
always tells you if he sees a six in which case he bets with even odds
that both dice show an even number. Is the game favorable to you?
6
(answer: yes, your probability of winning is 11 )

2.3 The law of conditional probability

Suppose that a closed box contains one ball. This ball is white. An
extra ball is added to the box and the added ball is white or red
with equal chances. Next one ball is blindly removed from the box.
What is the probability that the removed ball is white? A natural
reasoning is as follows. The probability of removing a white ball is
1 if a white ball has been added to the box and is 12 if a red ball has
been added to the box. It is intuitively reasonable to average these
conditional probabilities over the probability that a white ball has
been added and the probability that a red ball has been added. The
latter two probabilities are both equal to 12 . Therefore

1 1 1 3
P (the removed ball is white) = 1 × + × = .
2 2 2 4
This is an application of the law of conditional probability. This law
calculates a probability P (A) with the help of appropriately chosen
April 9, 2021 18:9 book-9x6 12295-main page 27

Basics of Probability 27

conditioning events B1 and B2 . These events should be such that

event A can occur only if one of the events B1 and B2 have occurred,
and the events B1 and B2 must be disjoint. Then, P (A) can be
calculated as
P (A) = P (A | B1 )P (B1 ) + P (A | B2 )P (B2 ).

This is a very useful rule to calculate probabilities.7 The extension

of the rule to more than two conditioning events Bi is obvious. In
general, the choice of the conditioning events is self-evident. In the
above example of the two balls, the conditioning event B1 is the event
that a white ball has been added to the box and B2 is the event that
a red ball has been added.
Example 2.8. A drunkard removes two randomly chosen letters of
the message HAPPY HOUR that is attached on a billboard outside
a pub. His drunk friend puts the two letters back in a random order.
What is the probability that HAPPY HOUR appears again?
Solution. Let A be the event that the message HAPPY HOUR
appears again. In order to calculate P (A), it is obvious to condi-
tion on the two events B1 and B2 , where B1 is the event that two
identical letters have been removed and B2 is the event that two dif-
ferent letters have been removed. In order to apply the law of condi-
tional probability, you need to know the probabilities P (B1 ), P (B2 ),
P (A | B1 ) and P (A | B2 ). The latter two probabilities are easy:
P (A | B1 ) = 1 and P (A | B2 ) = 12 . The probabilities P (B1 ) and
P (B2 ) require some more thought. It suffices to determine P (B1 ),
because P (B2 ) = 1 − P (B1 ). The probability P (B1 ) is the sum of
the probability that the drunkard has removed the two H’s and the
probability that the drunkard has removed the P’s. Each of the latter
two probabilities is equal to 92 × 18 = 36
1
, by the product rule. Thus
1 17
P (B1 ) = 18 and P (B2 ) = 18 . By the law of conditional probability,
1 1 17 19
P (A) = 1 × + × = ,
18 2 18 36
7
The proof is simple. Since A can only occur if one the events B1 or B2
has occurred and the events B1 and B2 are disjoint, P (A) = P (A and B1 ) +
P (A and B2 ) (by Axiom 3 in Section 2.1). The product rule next leads to P (A) =
P (A | B1 )P (B1 ) + P (A | B2 )P (B2 ).
April 9, 2021 18:9 book-9x6 12295-main page 28

28 Basic Probability (Second Edition)

19
and so the probability that the message appears again is 36 .

Problem 2.18. Michael arrives home on time with probability 0.8.

If Michael does not arrive home on time, the probability that his
dinner is burnt is 0.5; otherwise, this probability is 0.15. What is the
probability that Michael’s dinner will be burnt? (answer: 0.22)

Problem 2.19. Your friend has chosen at random a card from a

standard deck of 52 cards, but keeps this card concealed. You have
to guess which of the 52 cards it is. Before doing so, you can ask
your friend either the question whether the chosen card is red or
the question whether the card is the ace of spades. Your friend
will answer truthfully. What question would you ask? (answer: the
1
probability of a correct guess is 26 in both cases)

Problem 2.20. One fish is contained in an opaque fishbowl. The

fish is equally likely to be a piranha or a goldfish. A sushi lover
throws a piranha into the fishbowl alongside the other fish. Then,
immediately, before either fish can devour the other, one of the fish is
blindly removed from the fishbowl. The removed fish appears to be
a piranha. What is the probability that the fish that was originally
in the bowl by itself was a piranha? (answer: 32 )

Problem 2.21. In a lotto 6/45 draw, six different numbers are

randomly drawn from the numbers 1 to 45. You win the jackpot
if you have predicted correctly all six numbers drawn. If you have
exactly two numbers correctly predicted on a ticket, you get a free
ticket for the next lotto draw. What is the probability that you will
ever win the jackpot when you buy for once and for all a single ticket
for playing in the lotto? (answer: 1.447 × 10−7 )

Problem 2.22. On the TV show ‘Deal or No Deal’, you are faced

with 26 briefcases in which various amounts of money have been
placed including the amounts $2 500 000 and $1 000 000. You first
choose one case. This case is ‘yours’ and is kept out of play until the
very end of the game. Then you play the game and in each round
you open several cases. What is the probability that the cases with
$2 500 000 and $1 000 000 will be still unopened at the end of the
3
game when you are going to open 20 cases? (answer: 65 )
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Basics of Probability 29

2.4 Bayesian probability

The Bayesian view of probability is interwoven with conditional prob-

ability. Bayes’ formula, which is nothing else than logical thinking, is
the most important rule in Bayesian probability.8 To introduce this
rule, consider again Problem 2.18. In this problem, Michael finds
his dinner burnt (event A) with probability 0.5 if he does not arrive
home on time (event B). That is, P (A | B) = 0.5. Suppose you
are asked to give the probability P (B | A), being the conditional
probability that Michael did not arrive home on time given that his
dinner is burnt. In fact you are asked to reason back from effect to
cause. Then, you are in the area of Bayesian probability. The basic
form of Bayes’ rule is

P (B)P (A | B)
P (B | A) =
P (A)

for any two events A and B with P (A) > 0. The derivation of this
formula is strikingly simple. The basic form of Bayes’ rule follows
directly from the definition of conditional probability:

P (B and A) P (B)P (A | B)
P (B | A) = = .
P (A) P (A)

In Problem 2.18, the values of P (B) and P (A | B) were given as

0.2 and 0.5, and the value of P (A) was calculated as 0.22. Thus the
probability that Michael did not arrive home on time given that his
dinner is burnt is equal to
0.2 × 0.5 5
P (B | A) = = .
0.22 11
You see that Bayes’ rule enables you to reason back from effect to
cause in terms of probabilities. Many interesting queries are matters
8
This formula is named after the English clergyman Thomas Bayes (1702–
1762) who derived a special case of the formula. The formula in its general form
was first written down by Pierre Simon Laplace (1749–1827). The famous British
scientist Sir Harold Jeffreys (1891–1989) once stated that Bayes’ formula is to the
theory of probability what the Pythagorean theorem is to geometry.
April 9, 2021 18:9 book-9x6 12295-main page 30

30 Basic Probability (Second Edition)

of statistical inference, where the aim is to reason “backwards” from

observed effects to unknown causes. In medical diagnosis, for exam-
ple, the physician records a set of symptoms and must identify the
underlying disease. Bayes’ rule is the answer to such questions.
There are various versions for Bayes’ rule. The most insightful
version is the Bayes’ rule in odds form. This version is mostly used
in practice. Before stating Bayes’ rule in odds form, the concept
of odds will be discussed. Let G be any event that will occur with
probability p, and so event G will not occur with probability 1 − p.
Then the odds of event G are defined by:
p
o(G) = .
1−p

Conversely, the odds o(G) of an event G determines p = P (G) as

o(G)
p= .
1 + o(G)

For example, an event G with probability 32 has odds 2 (it is often

said the odds are 2:1 in favor of event G), while an event with odds
2 2
9 (odds are 2:9) has a probability 11 of occurring.
Bayes’ rule in odds form will be formulated in terms of events H
(hypothesis) and E (evidence) rather than events A and B. Also,
the standard notation H is used for the event that event H does not
occur. Then, Bayes’ rule in odds form reads as9

P (H | E) P (H) P (E | H)
= × .
P (H | E) P (H) P (E | H)

What does this formula say and how to use it? This is easiest ex-
plained with the help of an example.
9
This rule is obtained as follows. The basic form of the formula of Bayes gives
that P (H | E) = P (H)P (E | H)/P (E) and P (H | E) = P (H)P (E | H)/P (E).
Taking the ratio of these two expressions, P (E) cancels out and you get Bayes’
rule in odds form. The derivation shows that the formula is also true when H
would not be the complement of H. That is, for any two hypotheses H1 and H2 ,
P (H1 |E) P (H1 )
the general Bayes formula P (H2 |E)
= P (H2 )
×P (E|H1 )
P (E|H2 )
applies.
April 9, 2021 18:9 book-9x6 12295-main page 31

Basics of Probability 31

Suppose that a team of divers believes that a sought-after wreck

will be in a certain sea area with a probability of p = 0.4. A search
in that area will detect the wreck with a probability of d = 0.9 if it
is there. What is the revised probability of the wreck being in the
area when the area is searched and no wreck is found? To answer
this question, let hypothesis H be the event that the wreck is in the
area in question and thus H is the event that the wreck is not in that
area. Before the search takes place, the events H and H have prob-
abilities P (H) = 0.4 and P (H) = 0.6. These probabilities are called
prior probabilities. The ratio of P (H) and P (H) is the prior odds
of hypothesis H. These odds will change if additional information
becomes available. Denote by evidence E the event that the search is
not successful. The probability P (E | H) = 1−0.9 = 0.1. Obviously,
the probability P (E | H) = 1. The ratio of P (E | H) and P (E | H)
is called the likelihood ratio or Bayes factor. It will be clear that
the evidence supports the hypothesis if the likelihood ratio is greater
than 1 and supports the negation of the hypothesis if the likelihood
ratio is less than 1. Once the prior odds and the likelihood factor
have been determined, Bayes’ rule in odds form can be applied to
calculate the posterior odds of hypothesis H. These posterior odds
are o(H | E) = P (H | E)/P (H | E) and so the posterior probability
of hypothesis H is given by:
o(H | E)
P (H | E) = .
1 + o(H | E)

The posterior probability P (H | E) gives the updated value of the

probability that hypothesis H is true after that additional informa-
tion has become available through the evidence event E. Bayesian
updating – revising an estimate when new information is available –
is a key concept in statistics and data science.
For the search of the wreck, Bayes’ rule in odds form gives
P (H | E) 0.4 0.1 1
= × = .
P (H | E) 0.6 1 15
Thus the posterior probability of hypothesis H is
1/15 1
P (H | E) = = .
1 + 1/15 16
Exploring the Variety of Random
Documents with Different Content
places. But having learnt something about Mr. Ferguson’s skeleton
from that packet of private papers, which was to be destroyed
unopened in the event of Mr. Ferguson’s death, he proceeded on his
own lines. It would not be easy to give a reason that would satisfy all
minds why Mr. Ferguson kept those incriminating documents; but no
doubt he thought that as long as he lived the confession—if it could
be so called—which he had exacted from Catherine Blok would
effectually protect him against any further claims she might be
inclined to make against him; because he could confront her with
that document, and say, ‘Look here, you acknowledge certain things.
Here is your confession in black and white signed with your name.
Therefore, if you don’t leave me alone I will charge you with
blackmailing me.’
This, of course, was the weapon of a cunning and artful man which
he used to menace and subdue the ignorant, the weak and wronged
woman. He knew well enough in his own mind that he dare not make
that document public; for though part of the girl’s statement might be
believed, he would not come off scot-free, for would not people say,
‘If you had nothing to fear, why did you get that confession from her?’
The first step which Danevitch took after reading the contents of the
sealed packet was to learn something of the Blok family; and to that
end, in the character of an old vagrant man, he visited the mother
and the daughter in their retreat at Valdai. It took him some time to
gather the materials for the little family history already narrated.
Necessarily, before he could do that, he had to worm himself into
their confidence, and he would not have succeeded in doing that had
he not laid a pretended claim to occult powers, which enabled him to
read the past and divine the future. With such people as the Bloks
this went a long way. They, in common with their class, had a fixed
belief in charms, fortune-telling and spells.
When Danevitch saw the infant son of Catherine, he exclaimed:
‘Ah, that is a fine child! but alas for his future!’
‘How so? What mean you?’ asked the young mother in alarm.
‘The child that knows not his father is ill-starred.’
‘Knows not his father!’ echoed Catherine, with flashing eyes, and a
voice tremulous with indignation. ‘How dare you say that?’ she
added menacingly, as she stamped her foot.
‘Think you,’ asked the pseudo-seer, ‘that I can be deceived? I see
with eyes different to yours. That child knows not his father, and
never will know him, for he is dead.’
Here Catherine burst into tears, and between her sobs she
exclaimed:
‘It’s true, it’s true, it’s true!’
‘Of course it is,’ said Danevitch, with an air of triumph.
Catherine recovered herself, and in an irascible tone said:
‘No doubt you are very clever; but I doubt if you can tell me how his
father died.’
Danevitch closed his eyes for some moments, and drew his hand
down his face like one deeply immersed in thought. Then, suddenly
starting up, he answered solemnly:
‘He was done to death foully. He was strangled.’
Catherine was terribly distressed, and, sinking into a chair, she
covered her face with her hands and wept bitterly.
Mrs. Blok, who was present, was indignant, and said angrily to
Danevitch:
‘Get you out of the house. You distress my daughter. She is an
honest woman, and we do not want to hear anything more from you.’
‘Be not angry, good mother,’ said Danevitch. ‘Your daughter
questioned, and I answered.’ Then, with sudden and startling
abruptness, he asked, ‘Where is your son?’
The mother’s face grew pale, and, with evident distress and emotion,
she said:
‘He is dead.’
‘Yes, one is; he moulders at the bottom of the Volga; but the living
one, the living one, where is he?’
Mrs. Blok looked appalled, and drew back from this strange old man
from whom nothing seemed hidden, and before she could answer,
Catherine started up, passionate and flushed, and cried excitedly:
‘Leave us, leave us! in the name of the Great Father, go! My brother
is far away; hundreds of versts of sea divide him from his native
land, and mayhap he will come back no more.’
‘It were well for him if he stayed away,’ remarked Danevitch with
solemnity. ‘But why grow angry with me, my child? I have sorrow for
you; I have tears for you. You have been ensnared, deluded,
cheated; and he who ensnared you and cheated you stood high in
the estimation of men. The penalty of his folly was his life. He has
paid it. For your weakness blood lies at your door, and nothing can
ever wash it away.’
At these words Catherine uttered a smothered cry, and fell into her
mother’s arms, and Mrs. Blok, excited and enraged, screamed at
him:
‘Out of the house, I tell you, out of the house! You lay murder to our
charge, and you lie. Go away! I command you in God’s name to go.’
She crossed herself as she spoke, and with her finger drew an
imaginary cross between herself and the prophet of evil, murmuring
as she did so: ‘We are defenceless women; God shield us!’
The painful and dramatic scene affected Danevitch, and he silently
withdrew; but he felt that he had got confirmation of his surmises, for
as soon as he learnt the story of the family, he came to the
conclusion in his own mind that the man who had deprived Ferguson
of his life was Catherine’s unhappy brother. The young fellow, proud-
spirited and honest, flamed up at his sister’s wrong, and, taking the
matter in his own hands, had penned that letter to Ferguson
demanding an interview. It was obvious there had been other letters
written, because the writer said, ‘This is the last chance I shall give
you.’ Who could have written that letter—which Danevitch so
patiently pieced together from the shreds picked out of the waste-
paper basket—if it had not been the broken-hearted brother? He
knew Ferguson, he had been employed in the warehouse; and the
great wrong his sister had suffered made him desperate—made him
forget the social division which separated him from his sister’s
wronger. He went to him, not with robbery in his heart—he was too
proud for that—not with murder in his heart, but to demand that the
false statement which had been wrung from poor Catherine should
be given up to him, and that Ferguson should recognise the claims
the girl and the child had upon him.
It was easy to work out the sequel. Peter went to the office; he
wanted the paper his sister had signed. He probably grew angry, and
threatened his employer. The employer was obstinate, stubborn,
perhaps insulting, until, stung into frenzy, the unhappy youth flew at
him, and, blinded by his passion, Peter had crushed the life out of
the man before he knew it. Youthful strength and fury made Peter
Blok a murderer, although he may have had no wish to slay his
victim. Finding, to his dismay, that death had silenced for ever the
lips of his sister’s betrayer, he made a frantic effort to discover the
paper which he knew was in Ferguson’s possession. But his search
proving fruitless, he fled with remorse, no doubt, gnawing at his
heart.
Danevitch says that never throughout his career did he start to hunt
down a man with greater reluctance than he did in the case of Peter
Blok. With the exception of Danevitch himself, no one suspected
Peter, and as it had taken him some weeks to learn what he had
learnt, the young fellow had got a start which would probably save
him from the law’s vengeance.
Danevitch, proceeding with great caution and tact, found out that
Peter had been second in command of a river-boat engaged in
bringing furs down from Astrakhan. The boat was one of the river
fleet belonging to Ferguson, Tauchnitz, and Co. Three weeks before
the crime in Riga, Peter obtained leave of absence in order to visit
his mother, who was sick. As it was a long journey to where his
mother was living, his lengthened absence did not arouse any
suspicion. After the commission of the crime, there was every reason
to believe he quitted Riga at once, and Danevitch satisfied himself
that Peter had not gone to Valdai again. As he had already spent
several days there with his mother and sister, had he returned he
must have been noticed, for it was a small place, and a stranger was
spotted immediately.
From what Danevitch had gathered during his interview, in the
character of a gipsy, with Catherine and her mother, he inferred that
Catherine, at any rate, if not Mrs. Blok, knew that Peter was going to
see Ferguson. And from what Catherine said during the interview
—‘My brother is far away; hundreds of versts of sea divide him from
his native land, and maybe he will come back no more’—the
deduction was Peter had gone to sea. Being a sailor, he would
probably experience no difficulty in obtaining a ship. And it was
equally feasible to suppose that before going he wrote to his sister,
telling her he was going far beyond the seas.
The most diligent and careful inquiries in Riga failed to elicit any sign
that Peter had sailed from that port, and it was likely enough that he
had made his way to some other port on the Baltic Sea, or else to
Cronstadt. Anyway, he could not be found; and as Danevitch could
not entertain a doubt that Peter had killed Ferguson, he felt bound,
as a matter of duty, to circulate a description of him. This description,
however, was not made public, but placed in the hands of the police
and their thousand and one spies. A whole year passed, however,
and no trace of Peter was obtained. The crime had died out of the
public memory, though not out of that of the police. They have long
memories, and thus it came to pass that one day it was announced
that the supposed murderer of Donald Ferguson, the merchant of
Riga, had been arrested in St. Petersburg. Although he had grown a
beard and whiskers, he was soon identified as Peter Blok, and a
ship’s discharge upon him showed that he had come from New York
to Cronstadt in an American ship.
Up to this point Danevitch had kept his knowledge of Ferguson’s
wrong-doing to himself, but now that Peter Blok was under lock and
key he was bound to make the matter public. To the people of Riga it
was like a bombshell suddenly dropped in their midst. Everywhere
where Ferguson’s name was known, it was a shock. At first doubts
were thrown upon it; then there were open and loud expressions of
disbelief; but the damning documents were produced, and could not
be gainsaid. Then many sympathizers with Peter came forward
when the reaction set in, and he was provided with funds for his
defence; and, of course, at the trial the whole miserable story was
pitilessly unfolded, until everyone knew it. It was a bitter, terrible blow
to the Ferguson family. It redounds to their credit, however, that they
unostentatiously made the most ample provision for Catherine and
her mother, and the boy was provided for in such a way that it was
not likely he would ever want, and it was stated that he was to be
well educated and well brought up.
The trial of young Blok clearly proved that nearly all Danevitch’s
surmises and deductions were correct. The lad had heard through
his mother of his sister’s wrong, and from his sister herself he learnt
how Ferguson, in order to save himself, had wrung from the unhappy
girl that false confession, which, when she signed, she knew very
little about. It was not until later that she realized how she had belied
herself. Naturally that incensed her, and her brother—smarting with
shame and broken pride—placed himself in communication with
Ferguson, who at first tried to ignore him, until at last, threatened
with exposure, he granted that interview which proved fatal to him.
When the story was all told, a revulsion of feeling in the prisoner’s
favour took place, and he received the mild sentence of seven years’
banishment in Siberia.
 THE GREAT CONSPIRACY.
Count Obolensk had resided in London for a good many years. He
occupied a magnificent house in the neighbourhood of Hyde Park,
where he lived in almost regal style. He kept a retinue of servants.
The furnishings and appointments of his princely abode were said to
be unique; and he dispensed hospitality with a lavish hand. He was
known to be wealthy, to be a member of a very old and influential
Russian family, and at one time to have held a high political position
in his own country. Here the general knowledge of his affairs ended;
but there were vague and ill-defined impressions in the public mind
that he had been expelled or had fled from Russia owing to some of
those political causes which in Russia count for so much, but which
in most other countries, or at any rate in England, would be treated
with contempt. But whatever the reasons were which had induced
the Count to take up his residence in London, those who enjoyed his
acquaintance and hospitality did not allow themselves to be troubled
by them. In his own country he might have been regarded as little
short of Satanic in his iniquity for aught that the throngs of people
who attended his receptions, his at-homes and parties, knew or
cared. The majority of mankind, in its concrete selfishness and
gluttony, thinks little and cares less about the personal qualities of
those who minister to its sensuous gratifications; what most
concerns it is the quality and nature of the giver’s gifts. Let these be
liberal and lavish, and nothing more is asked. In Count Obolensk’s
case it was universally admitted that he excelled as a host, that his
benevolence knew no bounds, and he dispensed charity with a
cosmopolitan open-handedness which was worthy of all praise.
Personally he was a handsome man, with the tact and refinement of
a courtier, and the delicacy and deference of a true-bred gentleman.
He was a widower, with two grown-up daughters—Catherine and
Nathalia—both handsome young women; while at the head of his
household, as general manageress, was an English lady, known as
Mrs. Sherard Wilson, who, it was generally understood, had lived in
Russia for a good many years. She was a fine-looking woman, of
commanding presence and strong personality. She invariably
presided at the Count’s social functions, and acted as chaperon to
his daughters. Of her history no one knew anything, and nobody
seemed concerned about it. She was a power in the Count’s
household; and while she proved herself to be a woman of
exceeding great tact, and one who had made the art of finesse a
study, there was a tacit understanding that anyone who offended her
ever so slightly could never hope to enjoy again the hospitality of the
house over which she presided. Her general characteristics could be
summed up thus: she was clever beyond the ordinary, well
educated, a good linguist, a tasteful and excellent hostess; she was
well informed, had more than a passing taste for politics, and
appeared to have been acquainted with many of the leading
statesmen of her time. Of them she would talk freely; about herself
she was silent, and he would have been a bold man indeed who
would have made the attempt to ‘draw her out’; he would most
certainly have come to grief. She was frequently absent from
London; sometimes for a few days, at others for weeks. But where
she went to, why she went, and what she did, were mysteries, and
the eye of vulgar curiosity was unable to penetrate them. One thing
was noted as peculiar: the Count’s daughters never accompanied
her.
One night at the end of January, a night that, according to Russian
reckoning, was New Year’s Eve, and usually celebrated with great
ceremony in Russia, there was a reception at the Count’s house. It
was one of the few occasions when every nationality save Russian
was excluded. It had been one of those trying and maddening days,
peculiar to the English climate in January. A leaden sky, a choking,
foggy atmosphere, a general gloominess, and a sense of that awful
depression which seems to justify all the hard things said about our
climate by foreigners.
However, the weather notwithstanding, there was a large gathering
at the Count’s house. Russians had come from France, from
Germany, from Switzerland, in order to be present, and they made
up a brilliant assembly. According to Russian custom, there was a
religious ceremony first of all. Then followed a sumptuous repast,
which included almost every known Russian dish. After that the
Count and his guests retired to a large, heavily-curtained room,
which, compared with other apartments in the house, was plainly
furnished. It was lighted by three long windows on the east side, but
each of these windows was screened by massive velvet curtains,
which completely shut out the fog and the gloom, while a very
handsome twelve-light gaselier, with tinted, rose-coloured shades,
diffused a soft and agreeable light throughout the apartment. The
floor was covered with an unusually thick carpet laid on very stout
felt. Not only was this most comfortable to the feet, but it deadened
sound, and the footfalls of the heaviest person walking across the
room could not be heard. At one end of the room was a deep angle
or recess, and placed diagonally in this recess was a large carved
oak bureau or writing-desk. The entrance to the chamber was by a
panelled doorway, closed by an ordinary door, masked by a second
door lined with thick red felt or baize. This excluded draught as well
as sound. And assuming that anyone had been prompted by
curiosity or other cause to play eavesdropper, he would have needed
an abnormally acute sense of hearing to have gathered any of the
conversation carried on in the room. At the opposite end of the
apartment—which was oblong—was another door, giving access to
a small anteroom, the walls of which were lined with shelves filled
with books.
On the evening in question, when the Count and his guests retired to
the large chamber described, they made it evident that they wished
to be free from any possibility of interruption, for the baize-covered
door was locked inside, and so was its companion door. The curtains
at the windows were so closely drawn that human eye could not by
any possible means have discerned from the outside what was going
on in the inside.
In this room the Count and his visitors remained for over two hours.
They talked much, but not loudly nor excitedly. Nearly everyone
smoked, until the atmosphere became heavy and thick, in spite of a
large ventilator in the ceiling. But nobody seemed to mind the heat or
the fœtidness. Every man appeared to be very earnest and
absorbed with what was going on, and when he rolled a new
cigarette, he generally did it in a preoccupied and automatic sort of
way. Occasionally the host, who sat at the large desk in the recess,
made notes, and read them out to the company. Sometimes what
had been written was approved of; at others dissent was expressed,
and discussion ensued. Then the writing would either be altered or
allowed to remain as first written, according to the wishes of the
majority.
It was two o’clock in the morning when the meeting broke up. Then
the Count carefully locked his desk, and placed the keys in his
pocket. He unlocked the doors, and led his guests to the spacious
dining-room, where light refreshments were provided. A quarter of an
hour or twenty minutes later a man very cautiously rose up in the
recess in the room where the meeting had been held, and where he
had been concealed behind the bureau or writing-desk, and,
stretching his cramped limbs, he got out, crept towards the door,
listened intently, and, having assured himself that the coast was
clear, hurried out. At three o’clock such of the guests as were not
staying in the house began to take their departure, a few in
broughams, the majority in cabs, which had been waiting through the
bitter night.
As most people know, the Russian New Year time is kept up with
great festivity; and, hospitable though he was at all times, the Count,
if possible, excelled himself on this occasion, and those who were
privileged to be present went away with a feeling that they might
have travelled the wide world over without meeting with such
princely entertainment so delicately and gracefully dispensed. Host,
hostess, and the host’s daughters were always voted perfect, and
very lavish praise was uttered when Mrs. Sherard Wilson was
referred to, the English people particularly, who had the entrée to the
Count’s rooms during the festive gatherings, expressing their
admiration in no measured terms.
At last the series of New Year receptions and entertainments came
to an end, and there was a lull, which was taken advantage of by the
Misses Obolensk to make their arrangements for a forthcoming ball,
which they intended to give on a grand scale. The organizing of this
ball was left entirely to the young ladies, as Mrs. Sherard Wilson was
on the eve of departure on a journey to the Continent. The Count
never concerned himself about his domestic or social arrangements;
he left everything to the ladies. He was a great reader, and he wrote
a good deal. Such exercise as he took he got either in his carriage or
on horseback. He did not visit much, but was passionately fond of
music, and went to all the principal concerts, and occasionally
attended the theatres. His was a routine life; he was very regular in
his habits, and one day was much like another with him. His position
in every way seemed an enviable one, and apparently he lived in
amity with all men. All those who knew him respected and honoured
him.
About a fortnight after the gathering of Russians at his house to
celebrate the New Year’s Eve, Miss Nathalia Obolensk was
descending the main stairway in a white satin evening dress, with a
magnificent red camellia in her hair, for she was going to a grand
concert with her father, and the carriage was waiting at the door.
Coming after her was a liveried man-servant bearing a large tray full
of tea-things, including a kettle of hot water, a silver teapot with the
remains of the tea in it, a large jug of cream, and other things, that
he had just brought from the drawing-room. He was a stolid, stupid-
looking man, and suddenly he justified his looks by stumbling and
scattering the contents of the tray over the young lady, tea, hot
water, jelly, being poured over her splendid dress, to its ruin. She
uttered a shrill cry of alarm, which quickly brought her father, Mrs.
Wilson, and some of the other servants into the hall, and a very
dramatic scene ensued. The shock to her nerves, and the realization
that the mishap had not only spoilt her pretty frock, but would
prevent her going to the concert, had such an effect upon Nathalia
that she flew down the few remaining stairs, flung her arms about
her father’s neck, and fainted.
In the meantime the author of the mischief presented a very sorry
spectacle. He seemed thoroughly ashamed of himself, and
undecided whether to bolt at once or gather up the wreckage. Nor
was his confusion and distress lessened by the torrent of abuse and
passionate scolding which fell from Mrs. Sherard Wilson’s lips. In the
choicest of Russian she told him he was a ‘dolt,’ an ‘idiot,’ a ‘fool,’ a
‘brute beast.’
‘Leave the things, you stupid!’ she exclaimed fierily. ‘Ever since you
entered the house, you have done nothing but make mistakes and
smash things up. But it’s the last chance you’ll have of doing
mischief here. In ten minutes you’ll be out. Do you mark what I say?
Ten minutes only, and if you are not out of the house, then the other
servants shall kick you out.’
‘If you please, my lady,’ whined the man, ‘I am entitled to a month’s
notice or a month’s wages.’
‘You will get neither, you blockhead!’ replied the lady. ‘Why, your
month’s wages won’t pay for the things you’ve broken. And what
business had you coming down the main staircase. It was your place
to use the servants’ staircase.’
‘I’m very sorry,’ moaned Andrey, ‘and beg your pardon——’
‘Sorry, you wretch! well you may be!’ exclaimed the irate lady,
unappeased by the culprit’s penitence; ‘but get out of my sight, and
in ten minutes you must have left the house. Paul’—this to the head-
butler—‘Paul, I charge you to see the fellow is off the premises in ten
minutes.’
With this peremptory command, she hastened to the reception-room,
whither the Count had had his daughter conveyed. He was much
annoyed, but did not allow his annoyance to find expression, as Mrs.
Wilson did.
Nathalia had by this time recovered from her faint, and was
bewailing her woe-begone condition, and the blighted prospects of
an evening’s enjoyment. Her father was urging her to go upstairs
and change her dress, saying that they could still be in time for the
concert, but she said it was impossible; she was too much upset,
and had neither energy nor inclination to perform her toilet over
again, notwithstanding that she had two maids to wait upon her.
Finding that she was inflexible on this point, her father expressed a
hope that she would soon regain her composure, and that he would
see her at supper-time, and leaving her to the care of Mrs. Wilson,
he retired to his study. In a little more than ten minutes the butler
came to Mrs. Wilson and announced that Andrey had gone.
‘Thank goodness!’ exclaimed the lady. ‘I am sure I never had such a
stupid person in my service before. Whatever were you doing to
engage such a dolt?’
‘He came to me very well recommended, madame.’
‘Then, those who recommended him ought to be ashamed of
themselves; that’s all that I’ve got to say. It’s really shameful that
people who call themselves honest should recommend incompetent
servants in order to get them off their hands.’
‘I am afraid it’s frequently done, madame,’ the butler remarked.
‘That is no excuse.’
‘I do not offer it as an excuse, madame. I agree with you that it is
shameful.’
‘But surely when you engaged Andrey you might have seen that he
was a fool.’
‘No, madame, I did not,’ answered the butler with some show of
wounded dignity. ‘He seemed sharp enough at first. His stupidity set
in afterwards. I fancy he is a little given to drink, though I’ve never
missed anything, and have never seen him really the worse for
liquor.’
‘How long is it since he came here?’ demanded the lady warmly.
‘Just six weeks, I think.’
‘That’s six weeks too long. Take good care that the next man you
engage knows his business.’ The butler bowed and was retiring,
when Mrs. Wilson called him back. ‘Stay a minute. You are aware
that I am leaving London to-morrow, and may be absent three or four
weeks. You had better not engage anyone else until I return.’
‘But, madame, we shall be short-handed, and——’
‘I don’t care whether you are short-handed or not. You will do as I tell
you.’
Paul knew that it would be fatal to his interests to attempt to argue
with his mistress when she was in a bad temper, so he made his
bow and discreetly withdrew.
‘Now, Nathalia,’ said Mrs. Wilson, when the man had left them, ‘away
you go upstairs, change your dress and take your father to the
concert. You know how disappointed he will be if he doesn’t go, and
as I am leaving to-morrow, I don’t wish to see him miserable and
unhappy. You know what a sensitive man he is, and though he
doesn’t say much, he feels the more.’
This appeal had its effect. Nathalia’s ruffled feelings had smoothed
down.
‘Very well, I will go,’ she said; ‘but it’s an awful nuisance having to
change my things in a hurry.’
She rang for her maids, and while Mrs. Wilson gave orders that the
carriage was to be kept at the door, Nathalia hurried to her room,
reappearing in about twenty minutes, looking, as far as personal
appearance was concerned, as if nothing had happened, though
there was still an expression of worry and concern on her handsome
face. Mrs. Wilson had already warned the Count not to settle himself
to his reading, as he would still be able to go to the concert. He was
delighted at this, for he did not like to have his plans changed, and
he was waiting in the hall when his daughter came downstairs.
‘Well, my dear,’ he said to her in complimentary strains, ‘you look
charming in spite of the little contretemps. It’s an ill wind that blows
nobody any good, and I suppose the spoilt dress means a fresh
order to your dressmaker, and a further lightening of my purse.’
He laughed pleasantly, and, following his daughter into the carriage,
they drove off, and after all were in time to hear the best part of the
concert.
When Mrs. Wilson and Nathalia appeared at the breakfast-table the
next morning, they had both recovered from the previous evening’s
little annoyance. Mrs. Wilson was somewhat hasty-tempered, but
she very soon got over her small outbursts, and her usual condition
was a very pleasant geniality. During the breakfast, Andrey’s gross
stupidity was discussed and laughed at; and when the Count, with
his usual generosity, said he thought that the fellow’s wages should
be sent to him, for, in spite of his stupidity, it was after all an
accident, the lady acquiesced, and a little later she put up the
amount in a packet, and instructed Paul to see that Andrey got it.
Then she busied herself during the rest of the day in seeing that
everything was in ‘apple-pie order’ previous to her departure, for
whenever she was away the management of the household
devolved almost entirely upon the servants. It was true there was an
excellent housekeeper, and Catherine was exceedingly
domesticated; besides this, she took an interest in the house.
Nevertheless Mrs. Wilson was always under the impression that her
absence meant disruption, and that it was impossible for things to
flow smoothly while she was away. It was a pleasant little bit of
conceit and did no harm, for while it gratified her it amused the
others.
Dinner was unusually early that evening, for Mrs. Wilson had to
catch the night mail to Dover. Her luggage—she never travelled
without a considerable quantity—had previously been conveyed to
the station, and, dinner over, she arrayed herself in a costly and
handsome Russian fur cloak, and, in company with her maid, was
driven in her brougham to Holborn Viaduct, and a first-class
compartment was specially reserved for herself and her companion.
The weather was still atrocious. It was bitterly cold. There had been
a drizzling rain all day long. The mud in the streets was of inky
colour, and of glutinous consistency. People flitted by in the foggy
atmosphere like ghosts, and not all the lights of London could relieve
the gloom and depressing atmospheric effects. There were very few
passengers that night; but amongst them was a man of medium
height, attired in a long ulster and a seal-skin cap, the flaps of which
were turned down until his face was all but hidden. He had taken a
second-class ticket, and he and a young German, a commercial
traveller, were the only occupants of the compartment. When Dover
was reached, the rain was pouring down, the sea roared, and
Channelward all was dark as Erebus. The man in the ulster, whose
only luggage consisted of a hand-bag, hurried on board the small
steamer, which was grinding away at the pier as the water tossed
her up and down. Ensconcing himself in the shadow of the funnel, he
watched the passengers as they descended the unsteady gangway;
and having seen Mrs. Wilson and her maid come on board and retire
to the cabin reserved for them, he dived down into the saloon and
ordered supper, for he was hungry.
The crossing was an exceedingly rough one. The wretched
cockleshell of a steamer which the railway company considered
good enough to carry their passengers from one shore to the other
was tossed about in a manner well calculated to alarm any but
hardened travellers. The man in the ulster, however, was not
affected. Having enjoyed a good supper, and washed it down with a
pint of champagne, he produced from his case a very big and very
strong-looking cigar, and lighting it, he battened his seal-skin cap
down on his head and went on deck, where he remained until the
steamer glided into Calais Harbour from the storm-tossed waters of
the Channel. He remained until Mrs. Wilson and her maid had gone
on shore. Then he followed, carrying his hand-bag. He went into the
douane, had his bag examined, saw a porter deposit the lady’s
wraps and rugs in the first-class compartment of the carriage
labelled ‘Through carriage to Geneva,’ and, that done, placed his
own bag in an adjoining compartment, and as his second-class ticket
had only been from London to Calais, he secured a first-class for
Geneva, and was one of the very few passengers who travelled that
dark and stormy night to the French capital of Switzerland on the
shores of Lake Leman.
At the period of this story Alexander II. sat upon the throne of All the
Russias. It is a matter of history now that he was one of the best-
threatened monarchs who ever ruled over a so-called civilized
people. His life had been attempted so many times that he lived in
constant fear and dread, and the most extraordinary measures were
taken for his preservation. He changed his bedroom every night; his
palace was filled with soldiers; his food was cooked by special
cooks, who were solemnly sworn in in accordance with the rites of
their Church to protect him; nevertheless, their chef had to appear in
the royal presence at every meal and taste all the dishes before they
were served to his august master. But even then dozens of eyes
watched the man’s every movement, lest he might adroitly slip
poison into the food. It was a terrible penalty for an Emperor to have
to pay for his greatness, but, unhappily, it was a condition of things
that had been familiar, more or less, to Russian rulers for a long
time. Michael Danevitch was held high in the esteem of the Czar,
who regarded him as one of his strongest safeguards. The famous
detective’s restoration to the Treasury of the stolen million roubles
was a thing of the past, and was almost forgotten; but that exploit
had made his reputation, and gave him an absolutely independent
position as well as power. Since then he had displayed remarkable
zeal and acumen. He had unearthed numerous dastardly plots, and
had sent to the fortress of Peter and Paul, the prison of
Schlusselburgh, and to Siberia, many desperate men, who believed
that the way to freedom and reform was by the destruction of human
life and the shedding of innocent blood.
It was well known throughout Russia at this time that a secret Nihilist
organization existed of vast proportions, and that one of the main
objects of the association was to bring about the death of the Czar. It
is difficult to understand how men and women, claiming to be
intelligent and reasoning beings, could come to believe that by
slaying their monarch they would redress their own wrongs, real or
imaginary. Everyone was aware that the moment the breath was out
of the body of one Czar, another would step into his place. The cry of
‘Le Roi est mort!’ would be echoed back by ‘Vive le Roi!’
There could be no interregnum for a single hour, unless a
tremendous social upheaval took place and a republic was
proclaimed. But while that is the easiest thing imaginable in France,
it never has been possible in Russia; firstly, on account of the
enormous extent of the country; secondly, by reason of the varied
nationalities represented; and thirdly, owing to the want of anything
like homogeneousness among the vast masses of people swayed by
the Imperial rule. Nevertheless, to kill the Czar was the constant aim
of thousands and tens of thousands of his subjects. It thus became
necessary for his Imperial Majesty to take the most extreme
measures for the preservation of his life. It was like a game of check
and counter-check. The Nihilists watched with a thousand eyes; they
plotted and planned with busy brains. But they in turn were watched;
and the forces of the law were constantly at work against them. The
Nihilists, however, had the best of it. They played the cleverer game.
For in the army, the navy, in the law, the civil service, in all classes
and ranks of society, even in the Church itself, they had their spies
and agents, and those who were on the side of the Czar found all
their energies, all their vigilance, taxed to avoid the mines which the
others were ever ready to spring. Amongst the Czar’s most devoted
adherents and trusted followers was Colonel Vlassovski, who was in
command of the military guard which night and day did duty at the
Winter Palace, where the Emperor was then residing.
The Winter Palace of St. Petersburg is the largest residential palace
in the world, with the exception of Versailles and the Vatican. Its
length is four hundred and fifty-five feet, and its breadth three
hundred and fifty. So spacious is its interior that as many as six
thousand persons can be easily accommodated there at one time. It
will be readily understood that to effectually guard a place of these
stupendous dimensions from a crafty, cunning, and silent enemy,
who gave no sign of his presence until he had struck his blow, was
not an easy task; and the tremendous responsibility and ceaseless
strain on the nerves which were inseparable from Colonel
Vlassovski’s position, transformed him in a few months from a
comparatively young man to an old and haggard one. One day in the
month of December the Colonel sent an urgent message by special
courier to Danevitch, in whom he had the utmost confidence. The
message was to the effect that he wished to see Danevitch
immediately. The detective hurried at once to the palace, and was
immediately ushered into the Colonel’s private cabinet, where there
were numerous telegraphic machines that placed the chief in
communication with all parts of the city, and nearly every part of
Russia. The Colonel temporarily dismissed his clerks and attendants
when Danevitch arrived, and bolted the door so that they might be
alone and free from interruption.
‘I have sent for you,’ he began, ‘to make an investigation. Last night
one of the guard in the interior of the palace, a young soldier named
Vladimir, who was on duty near the Czar’s apartments, was
surprised by the corporal in the act of making drawings and plans of
that part of the palace. He was immediately arrested, but made the
most desperate efforts to destroy his papers. He was prevented,
however, from doing this, and an examination proved them to be
drawings to scale of certain portions of the interior of the palace.
Vladimir, before he joined the army, was in an architect’s office. On
being questioned he grew sullen, and resolutely declined to say
anything.’
‘And what inference do you draw from the man’s act, Colonel?’
‘What inference! Why, can there be any doubt that he is a Nihilist
spy?’
‘Where is he now?’
‘In the fortress of Peter and Paul.’
‘What will be his punishment?’
‘As a soldier on duty he has been guilty of treason—for it has been
declared treason for any unauthorized person to make drawings or
tracings of any part of a royal residence—he will therefore be
summarily tried, and, if proved guilty, will be instantly shot.’
‘And you think he will be proved guilty?’
‘There is not a doubt about it. He was discovered making drawings
of the palace without orders. When questioned, he declined to give
any explanation, and his endeavours to destroy the plans showed
that his motives were not innocent ones. Of course we shall try,
before he is executed, to get information from him.’
‘Which you will fail to do.’
‘Why?’
‘Because these Nihilists’ agents will not betray their comrades.’
‘But he will be tortured into a confession.’
‘You may torture him, but he will not confess. The Nihilists are
pitiless. A traitor to their cause not only destroys himself, but all
those belonging to him, for the vengeance falls also on his family
and connections, however innocent they may be. Vladimir knows
that, and you may depend upon it that, punish him as you will, you
will never wring from him a word of confession.’
‘What’s to be done, then?’ asked the Colonel, in distress.
‘Let the fellow go free. Reinstate him.’
The Colonel stared in blank amazement; then he broke into a
mocking laugh, as he asked caustically:
‘Have you taken leave of your senses, Danevitch, or become a fool?’
‘Neither.’
‘Explain, then. What do you mean?’
‘A dead man cannot speak; a live one can. Put Vladimir back into his
place again, and leave the rest to me. He is a key, as it were. With
him you may open many doors. Kill him, and the doors will remain
closed against you.’
A new light broke on the Colonel. He looked thoughtful, and for some
moments remained silent; then he remarked:
‘But there are a thousand difficulties now in the way of setting him
free.’
‘Under ordinary circumstances, yes. But in this case a stroke of the
Czar’s pen can do it. You are in the Emperor’s confidence. Explain to
him what is required, and in two hours’ time Vladimir can be back in
the palace again. Then he will betray himself by some act, some
sign; on the other hand, all the resources of Peter and Paul will fail to
wring from him a word that will be of use to us.’
The Colonel saw the force of the argument, and said that he would
lose no time in procuring an interview with the Czar. That was done;
result, in the course of the day Vladimir was reinstated. He had been
told that on investigation the authorities were not disposed to take a
serious view of his offence. He was a young soldier, and of value to
the State, and another chance would be given to him. So he was
severely reprimanded, and brought back to the palace, much to his
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