Day 1 Provability Theory

SK Shresha, Ph.D.
Unit I: Probability Theory:
Outline:
 Introduction
 Basic terminologies in probabilities
 Three approaches to probability (Mathematical Statistical and
Subjective)
 Theorems in probabilities (Additive and Multiplicative and
Bayes) and their applications
 Marginal probability, Joint probability Statistical
independency,
 Conditional Probabilities
 Random variable and Types of random variable (Discrete and
continuous)
 Mathematical expectations and their applications for discrete
random variables only
Probability: Introduction

Basic concepts of probability: [Probability = chance, probable,

odds, likelihood)
Probability is the important part of human life which is used
consciously or unconsciously. For example, probably, the result of
the university would be better than previous year, the chance that
share market may increase in this week, the likelihood of the
profit of textile Company may decrease for this year and the odds
of the football game win by Nepalese team is higher than other.
All of these statements are based on the concept of probability.
That means, a firm or a manager or a business house or an
individual faces many decision making problem which is overcome
by the principle of probability. If decision maker knows the
principle of probability then he/she can face different cases of
uncertainty then makes a good decision, so prevents from the
huge amount of loss.
Probability is the mathematical process of studying the
randomness and uncertainty. In early days, it is merely related
with the games of chance i.e. gambling but nowadays it is used in
every discipline of human beings. It is said to be numerical or
quantitative description of the likely occurrence of a particular
event.

Basic Terminologies in Probability:

Example: If a die is rolled at a time
 Trial : Rolling a die = trial
 Sample space: S = {1, 2, 3, 4, 5, 6}
 Sure event: Event of getting a number less than 7
 Impossible event: Event of getting a number more than 6
 Simple event: Event of getting a number 1.
 Compound event: Event of getting a prime number
 Exhaustive cases or events: n(S) = 6 [Cardinal number of
a set S]
 Favorable cases or events: Let, A = event of getting a
prime number then n(A) = 3; {2, 3, 5} [cardinal number of set
A]
 Equally likely events: chances of getting a number 1, 2, 3,
4, 5, 6 is equal to 1/6. So, these are equally likely.
 Mutually exclusive cases: For single trial the event of
getting any number are mutually exclusive. Since, only one
number is turned for a single trial.
 Independent event: In tossing two dice event of getting 1
one in first trial is independent of an event of getting a number 6
are independent.
Random experiment: The experiment which is performed
numerous numbers of times under same conditions but does not
give the same outcome.
 Tossing a coin.
 Rolling a die.
 Drawing a card.
 Selecting an item from a lot of production.
Outcomes: The result of a random experiment is said to be
outcomes.
Getting H or T
Getting a number 1 or 2 or 3 or 4 or 5 or 6
Getting a black or spade or an ace.
Getting a defective or non-defective item.
Sample space: The set of all possible outcomes of a random
experiment.
 In tossing a coin: S = {H, T}
 In tossing two coins: S ={HH, HT, TH, TT}
 In tossing three coins: S = {HHH, HHT, HTH, THH, TTH,
THT, HTT, TTT}
Event: The subset or the part of the possible outcomes is said to
be event.
 In tossing a coin: Getting {H} or {T} is an event.
 In tossing two coins: Getting both heads {HH}, getting only
one head {HT, TH} or no head {TT} are the events.
Mutually exclusive events: Two or more events are said to
be mutually exclusive if the happening of any one event excludes
the happening of other remaining events. They are also known as
disjoint events.
 The chance of simultaneous happing of the events is zero.
 One event excludes the others.
Example:
 In tossing a coin the events of getting {H} and {T} are
mutually exclusive.
 If a person gives a trial for license of automobile the event of
PASS and FAIL are mutually exclusive.

Equally likely events: If the chances of occurrence of all the

events are equal then the events are said to be equally likely.
In a fair coin the event of getting {H} and {T} are equally likely.
In rolling a die the event of observing the number {1}, {2}, {3},
{4}, {5} and {6} are equally likely.
If a student gives an examination the event of {PASS} and {FAIL}
are not equally likely.
Exhaustive cases (Total possible cases): The number of
possible outcomes of a random experiment.
 In tossing a coin: S ={H, T}, so the exhaustive cases is 2.
 In tossing two coins: S = {HH, HT, TH, TT}, so exhaustive
cases is 4.
 In rolling a die: the exhaustive cases = ……………?
 In rolling two dice: the exhaustive cases =………….?
Favorable cases: The number of outcomes (or cases) related to
the happening of an event.
Example 1: In tossing two coins:
A = event of getting both heads, so favorable cases for A is 1 i.e.
{HH}
B = event of getting only one head, so favorable cases for B is 2
i.e. {HT, TH}
C = event of getting at least one head, so the favorable cases for C
is 3 i.e. {HH, HT, TH}
D = event of getting no head, so the favorable cases for D is 1 i.e.
{TT}
Example 2: In rolling a coin S = (1, 2, 3, 4, 5, 6}
E1= event of getting an odd number, then the favorable cases for E1
is ……
E2 = event of getting a number multiple of 3, then the favorable
cases for E2 is ……
E3= event of getting a number more than 4, then the favorable
cases for E3 is ……
Example 3: If a card is drawing from a deck of 52 cards then if
A1 = event of getting a red card, then the favorable cases for A1 is
……
A2 = event of getting a heart card, then the favorable cases for A2
is ……
A3 = event of getting an ace card, then the favorable cases for A3 is
……
Independent/Dependent Events: Events are said to be
independent if the occurrence or nonoccurrence of an event does
not affect the occurrence of other events, otherwise events are
dependent.
Example:
If a coin is tossed two times (or two coins at a time) then event of
getting {H} in first is independent of event of getting {H} in
second.
If a coin is tossed at a time the event of getting {H} and {T} are
dependent.
If a problem is giving for solving to two different students A and B
then events of solving a problem by these students are
independent.
The event of a problem solved by a student A and not solved by A
are dependent.
If there are 4red and 5 blue balls in a box and 2 balls are drawn one
by one (i) with replacement (ii) with out replacement then
R1 = event of getting first ball is red
R2 = event of getting second ball is red
 with replacement R1 and R2 are independent
 without replacement R1 and R2 are dependent.
(1) Classical Definition of Probability: The probability of
an event of a random experiment having mutually exclusive,
equally likely and exhaustive cases is the proportion of the
number of cases related to that event and the number of total
possible cases of that experiment.
That is, if there are `m` number of cases related to the event E out
of `n` possible cases then the probability of the happing of an
event ‘E’ is given as
Number of cases related to E m
P( E )  
Total possible cases n


PE 
nm
n
m
 1   1  P( E )
n
Note:
 The probability of sure event is 1.
 The probability of impossible event is 0.
 Probability values always lies between 0 and 1.
 0 ≤ P(E) ≤1
 Prob(occurrence of E) = 1 – Prob( non occurrence of E)
 P(E) = 1- P(Ḗ)
 P( E )  P( E )  1
 For classical approach it is not necessary to do actual
experiment.
Limitation: The event are not always equally likely and mutually
exclusive.
 Axioms of Probability:
1. Axiom of non-negativity
 P(E) 0; i.e. it is real and non-negative
2. Axiom of certainty
 P(S) = 1, i.e. the total probability is 1.
3. Axiom of Additivity:
 If E1, E2, …, En be the finite sequence of disjoint events of a
random experiment then
n n
P (  Ei )   P ( Ei )
i 1 i 1
(2) Empirical Approach of Probability (Relative
Frequency or Statistical approach)
Example 1: If a die is rolled 100 times or (100 dice at a
time) the distribution of the outcomes of the different
numbers are given as:
Outcome 1 2 3 4 5 6 Total
Frequency 26 20 10 24 8 12 100

(i) Find the probability of getting a number 2.

P(2) = = 0.2
(ii) Find the classical (theoretical) probability of getting a
number 2.
P(2) = = 0.17
(iii) Find the probability of getting a number 3 or 5.
P(3 or 5) = = 0.18
(iv) Find the probability that number is greater than 4.
……………
(v) Find the probability that number is at most 3.
…………
Example 2: If a marble is drawing 30 times with
replacement from a can without peeking, the following
results may obtain
Definition: If a trial is performed a very large number of
times in the same homogeneous and identical conditions,
then the probability of an event is the limiting case of the
ratio of the number of times that the event occurs to the
total number of trials as number of trials tends to infinite.

m
P( E )  lim
n
n

Limitations:
 All the trials cannot performed homogeneous and
identical condition.
 The probability value is different for different number of
trials.
(3) Subjective Probability:
It is the probability of the event with respect to the
personal belief of the person who makes the assessment
of the probability. It is totally based up on the personal
educated guess. To find the probability of the event a
person should have huge amount of knowledge about
happening or non-happening of the events.
Example:
 The executive chief of the Nepal Oil Corporation (NOC)
predicts the chance of the employee go on strike is 0.3 i.e.
30%
 The fan of football player believes that the probability of
their team win the match is 0.75 i.e. 75%.
 The investor of share market assumes that there is a 60%
chance of index of NEPSE will be increased by tomorrow.
 Laws of Probability:
(A) Addition Law of Probability
If A and B are any two events of a random experiment
then the probability of happening of at least one event A
or B is P(A or B) = P(A  B)
Similarly for three events A or B or C
P(A or B or C) = P(A  B  C)

(i) When the events are mutually exclusive:

P(A or B) = P(A  B) = P(A) + P(B)

P(A or B or C) = P(A  B  C)= P(A) + P(B) + P(C)

Example 1: If a card is drawing from a deck of 52 cards
then find the probability of getting a spade or a heart.
Solution:
When a card is drawing
Total possible cases (n) = 52
A = event of getting a spade
B = event of getting a heart
P( spade or heart) = P(A or B)
= P(A  B) = P(A) + P(B) [ since A and B are mutually
exclusive]

= + = = 0.5
Example 2: If two dice are rolled together then find the
probability of getting the sum of upper face number is 7 or
9 or 11.
Solution: In rolling two dice

The possible number of cases (n) = 6 x 6 = 36

A = event of the sum is 7
B = event of the sum is 9
C = event of the sum is 11
P(7 or 9 or 11) = P(A  B  C) = P(A) + P(B) + P(C)

= + + = = 0.33
(ii) When the events are not mutually exclusive

P(A  B) = P(A) + P(B) – P(A  B)

P(A  B  C)= P(A) + P(B) + P(C) - P(A  B) – P(A  C) –

P(B  C) + P(A  B  C)
Note:
A  B = at least one event A or B
A  B  C = at least one event A or B or C
Example 1: If a card is drawing then find the
probability of getting an ace and a heart.
Solution: In drawing a card
Total possible cases (n) = 52
A = event of an ace
B = event of a heart
P(A or B) = P(AB) = P(A) + P(B) – P(AB)
= + - = = = 0.31

Example 2: In rolling two dice find the probability of

first number is 3 or second number is 5 or the sum is 7.
Solution :
In rolling two dice
Total possible cases (n) = 6 x 6 =36
A = event of first number is 3
B = event of second number is 4
C = event of the sum is 7
P(A  B  C) = P(A) + P(B) + P(C) – P(AB) – P(BC) –
P(AC) + P(A  B  C)
= + + - - - + = = 0.44
(B) Multiplication Law of Probability
If A and B are any two events of a random
experiment then the simultaneous happening of both
event A and B is denoted by P(A and B) = P(A  B)
(i) When the events independent
P(A and B) = P(A  B) = P(A). P(B)
P(A and B and C) = P(A  B  C) =P(A)P(B)P(C)
Example 1: If two coins are tossed then find the
probability of getting both heads.
Solution: Let A = event of first is head and B = event of
second is head.

P(A  B) = P(A).P(B) = x =
Example 2: If the chances of solving a problem by
three students A, B and C are , and then find the
probability that the problem is solved by all students.
Solution : Here,
P(A) = , P(B) = , P(C) =

P(A and B and C) = P(A  B  C)

= P(A).P(B).P(C)

= = = 0.25

(ii) When the events are dependent:

P( A  B)  P( B) P( A / B)
or
P( A  B)  P( A) P( B / A)
P( A  B  C )  P( A) P( B / A) P(C / A  B)
Example 1: If two cards are drawn from a deck of 52
card one after another with out replacement then find
the probability of getting both red.
Solution: Let, A = event of first card is red, B = event
of second card is also red
P(A and B) = P(A  B) = P(A).P(B/A) = = 0.245
Example 2 : If box contains 4 blue and 6 red balls if
three balls are selected one by one without replacing
find the probability that first 2 balls are red and third is
blue.
Solution : Here, total balls = 4 + 6 = 10
A = event of first is red
B = event of second is red
C = even of third is red

P(A  B  C) = P(A).P(B/A).P(C/AB) = =
0.17
Probability of happening of none of the event and
at least one event:
If p1, p2, …,pn be the probabilities of the happening
of n independent events, then the probability of
none happening of them is
P(none of them)=(1-p1)(1-p2)…(1-pn)
The probability of happening of at least one event is
P(at least one event) = 1-(1-p1)(1-p2)…(1-pn)

Example: The probability of hitting a target by the

persons A , B and C are , and respectively, then
find the probability that (i) all hit the target (ii) none of
them hit the target (iii) at least one of them hit the
target. (iv) only one of them hits the target (v) at most
two of them hit the target.
Solution: Here,
P(A) = , P( B) = and P(C) =


P A  1  P A  1  
3 2
5 5
 
P B  1  PB   1  
4 3
7 7


P C  1  PC   1  
7 2
9 9
(i) Prob (All hit the target) = P(A  B  C)
= P(A).P(B).P(C)

= x x =
(ii) Prob(none of them hit the target) =

P( A  B  C )  P( A).P( B).P(C )
2 3 2 4
   
5 7 9 105
(iii) Prob(at least one of them hit the target)
= 1- Prob(none of them)

= =
(iv) Prob. of only one hits the target = …?
(v) Prob. of at most two of them hit the target = …?
 Problems
1. A problem in statistical method is given to the three
students A, B and C whose probability of solving it is ½,
¾ and ¼ respectively. What is the probability that the
problem (i) Will not be solved ? (ii) Will be solved if
they try independently? [Answers: 1. (i) 0.09 (ii) 0.91]

2. A bag contains 6 black, 4 white and 8 red balls. if 3 balls

are drawn at random, find the probability that (i) all the
3 balls are black (ii) all the 3 are red and (iii) 2 are white
and 1 black? [Answer: (i) 0.025 (ii) 0.069 (iii) 0.044]
3. In an examination of MBA level, 40% failed in
Accountancy, 25% failed in statistics and 10% failed in
both accountancy and Statistics. A student is selected at
random
(a) What is the probability that selected student has
failed in Statistics or Accountancy?
(b) What is the probability that the selected student
has failed in Statistics given that he has failed in
Accountancy?
(c) What is the probability that the selected student
has failed in Accountancy given that he has failed in
Statistics? [Answer (a) 0.55 (b) 0.25 (c) 0.40]
4. In a class of MBM there are 30 boys and 20 girls. Two
students have to be selected as class representatives.
What is the probability that selected representative
consists of (i) one boy and one girl. (ii) no girl. [Answer:
(i) 0.49 (ii) 0.36]
5. The proportion of male and female in Kathmandu city is
same but their employment situation is different. 40%
males and 25% females are employed. If a person is
selected at random. What is the probability that the
selected person is employed given that the person is (i)
male (ii) female? [Answer: (i) 0.40 (ii) 0.25]
6. An article manufactured by a company consists of two
parts X and Y, in the process of manufacture of part X, 7
out of 100 are likely to be defective. Similarly 5 out of
100 are likely to be defective in the manufacture of part
Y. Calculate the probability that the article will (a) be
defective (b) not be defective. [Answer: (i) 0.12 (ii) 0.88]
7. A team of 4 students are needed to form in a student
publication in a campus. The students are selected from
management and marketing specialization group. There
are 15 students in each specialization group.
(a) What is the probability that all are from
management group?
 (b) What is the probability that all are from marketing
group?
(c) What is the probability that 2 students are from
management and 2 are from the marketing group?
[Answer: (i) 0.05 (ii) 0.05 (iii) 0.40]
8. The probability of three students solving a problem of
statistics are in the ratio 2:3:4. Find the probability that
the given problem will be solved.[Answer: 0.71]
9. A committee of three members is formed out of 5
statisticians, 7 engineers and 6 economists. Find the
probability that the committee (i) consists of one of
each kind (ii) at least one statistician is included.
[Answer: (i) 0.26 (ii) 0.65]
10. Two vacancies exists at senior executive level of
company. Out of fifteen people, six women and nine
men are eligible are equally qualified. The company has
decided to draw two names at random from the list of
eligible. What is the probability that (i) both positions
will be filled by women? (ii) at least one position will be
filled by women? [Answer: (i) 0.14 (ii) 0.66]
11. A box contains 4 red and 3 blue balls. Two drawing of 2
balls are made; find the chance that the first drawing
gives 2 red and second drawing gives 2 blue balls if the
 balls are not returned to the box after the first draw.
[Answer: 0.09]
12. A box contains 3 black and 5 white balls. Another box
contains 3 white and 5 black balls. A box is chosen at
random and a ball is drawn. What is the probability that
the ball drawn is white? [Answer: 0.50]

Thank You