Chapter 1

probability
 CHAPTER 1
PROBABILITY
Sample space
Events
operations on events
Counting sample point
 Axioms of probability
Conditional probability
Independent events
Multiplicative rule
Bayes’ theorem
2
SAMPLE SPACE
 Definition
Statisticians use the word experiment to describe any
process that generates a set of data.
 A simple example of a statistical experiment is the
tossing of a coin. In this experiment, there are only
two possible outcomes, heads or tails.
 Definition
The set of all possible outcomes of a statistical
experiment is called the sample space and is
represented by the symbol S.
Each outcome in a sample space is called an element
or a member of the sample space, or simply a sample
point.
3
 If the sample space has a finite number of
elements, we may list the members separated by
commas and enclosed in braces.
 the sample space S, of possible outcomes when a
coin is flipped
S={H,T}
 the sample space S, of possible outcomes when a
die tossing
S={1,2,3,4,5,6}

4
EXAMPLE 1: (tree diagram)
List the sample space S, of possible outcomes
when a coin is flipped twice
H
H
T
.

H
T

T
S=2 = 4
2

S={HH,HT,TH,TT}

5
EXAMPLE 2
List the sample space S, of possible outcomes when
a die is tossed twice.
S=62 = 36
S={(1,1), (1,2), (1,3), (1,4),(1,5),(1,6),
(2,1),(2,2),(2,3),(2,4),(2,5),(2,6),
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6),
(4,1),(4,2),(4,3),(4,4),(4,5),(4,6),
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6),
(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}

6
 Sample spaces with a large or infinite number of
sample points are best described by a statement or
rule method.
For example, if the possible outcomes of an experiment
are the set of cities in the world with a population over
1 million, our sample space is written
S = {x | x is a city with a population over 1 million}

7
EVENTS
 Definition
An event is a subset of a sample space S
 Definition

The complement of an event A with respect to S is

consists of all elements in S that are not in A. We
denote the complement of A by the symbol 𝐴ሗ
S

8
 Definition
The intersection of two events A and B, denoted by the
symbol A ∩ B, is the event containing all elements that
are common to A and B.
S

Two events A and B are mutually exclusive, or disjoint,

if A ∩ B = φ,

9
 FOR EXAMPLE
 A: group of cats
 B: group of dogs
∴ 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 mutually exclusive A B

 A: love cats
 B: love dogs
A B
 A ∪ B love cats or dogs or both

 A ∩ B love cats and dogs

10
 Definition
The union of the two events A and B, denoted by the
symbol A ∪ B, is the event containing all the elements
that belong to A or B or both.
S

11
 Definition
The difference between the two events A and B,
denoted by the symbol A-B, is the event containing all
the elements that belong to A and not belong to B.

12
FOR EXAMPLE
S={0,1,2,3,4,5,6,7,8,9,10}
 𝐴 = 0,2,4,6,8,10 even number

 𝐵 = {1,3,5,7,9} odd number

 𝐶 = {2,3,5,7} prime number

 D={5,10} divisible by 5

If number is chosen randomly. Then, the event of

Getting
1- odd number and not getting prime number is {1,9}
2- 0 ≤ number ≤ 10 is {0,1,2,3,4,5,6,7,8,9,10}=S
3- number bigger than 10 is ∅
13
OPERATIONS ON THE EVENT
1. A∪B: at least one of the two events occurs.
2. A ∩ B: two events occur in the same time.
3. 𝐴ሗ : the event that A does not occur.
4. (A-B): A and not B occurs.
ሗ at most one of the two events occurs.
5. (𝐴 ∩ 𝐵):
6. A=(A ∩ B ) ∪(A ∩ Bሗ ): exactly one of the two events
occurs.

14
EXAMPLE 3
If S={0,1,2,3,4,5,6,7,8,9} and A ={0, 2, 4, 6, 8},
B = {1, 3, 5, 7, 9}, C = {2, 3, 4, 5}, and D = {1, 6, 7},
list the elements of the sets corresponding to the
following events:
(a) A∪ C;
(b) A ∩ B;
(c) 𝐶ሗ
(d) (𝐶ሗ ∩ D) ∪ B;
(e)(S ∩ C)ሗ
(f) A ∩ C ∩ D’ 15
SOLUTION

(a) A ∪ C={0,2,3,4,5,6,8}
(b) A ∩ B= φ
(c) 𝐶ሗ ={0,1,6,7,8,9}
(d) (𝐶ሗ ∩ D) ∪ B={1,6,7} ∪ {1, 3, 5, 7, 9}
= {1, 3, 5,6, 7, 9}
ሗ
(e)(S ∩ C)={2,3,4,5 ሗ
}={0,1,6,7,8,9}
ሗ
(f) A ∩ C ∩ D={2,4} ∩{0,2,3,4,5,8,9}={2,4}

16
EXAMPLE 4

A fair die is tossed twice. Find the events of

1. The sum of numbers of two die is less than or
equal to 4.
2. At least one of the die show 4.

3. The sum of numbers of two die is 5 if one

shows 1.

17
Solution
Since
S={ (1,1),(1,2),(1,3), (1,4),(1,5),(1,6),
(2,1),(2,2), (2,3),(2,4),(2,5),(2,6),
(3,1), (3,2),(3,3), (3,4) ,(3,5),(3,6),
(4,1),(4,2),(4,3), (4,4) ,(4,5),(4,6),
(5,1),(5,2),(5,3), (5,4) ,(5,5),(5,6),
(6,1),(6,2),(6,3), (6,4) ,(6,5),(6,6)}

1. A={(1,1),(1,2),(1,3), (2,1),(2,2), (3,1)}

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S={(1,1),(1,2),(1,3), (1,4) ,(1,5),(1,6),
(2,1),(2,2),(2,3), (2,4) ,(2,5),(2,6),
(3,1),(3,2),(3,3), (3,4) ,(3,5),(3,6),
(4,1),(4,2),(4,3), (4,4) ,(4,5),(4,6),
(5,1),(5,2),(5,3), (5,4) ,(5,5),(5,6),
(6,1),(6,2),(6,3), (6,4) ,(6,5),(6,6)}

2. B={(1,4), (2,4) , (3,4) , (4,4), (5,4), (6,4) ,

(4,1),(4,2),(4,3), (4,4) ,(4,5),(4,6)}

19
S={(1,1),(1,2),(1,3), (1,4) ,(1,5),(1,6),
(2,1),(2,2),(2,3), (2,4) ,(2,5),(2,6),
(3,1),(3,2),(3,3), (3,4) ,(3,5),(3,6),
(4,1) , (4,2),(4,3), (4,4) ,(4,5),(4,6),
(5,1),(5,2),(5,3), (5,4) ,(5,5),(5,6),
(6,1),(6,2),(6,3), (6,4) ,(6,5),(6,6)}

3. C={(1,4), (4,1) }

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 Probability of an event
Definition
The probability of an event A is the sum of the weights of
all sample points in A.
number of elements of event A 𝑛(𝐴)
P(A)=number of elements of 𝑠𝑎𝑚𝑝𝑙𝑒 𝑠𝑝𝑎𝑐𝑒 𝑆 = 𝑛(𝑆)
Axioms of probability
I- 0 ≤ P(A) ≤ 1
II- P(φ) = 0, and P(S) = 1.
III- Furthermore, if 𝐴1 , 𝐴2 , 𝐴3 , . . . is a sequence of
mutually exclusive events, then
P(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ ·· ·) = P(𝐴1 ) + P(𝐴2 ) + P(𝐴3 ) + · · · .
21
If A and B are two events, then
1) P(A’)=1-P(A)
2) P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
3) P(A ∩ B’) = P(A) − P(A ∩ B)
4) P(A’ ∩ B’) = P(A∪B)’ =1-P(A∪B)
5) P(A’∪B’) = P(A∩B)’ =1-P(A∩B)
6) P(A − B)= P(A) − P(A ∩ B)
7) P(A)=P(A ∩ B ) ∪P(A ∩ Bሗ ):
 If A and B are mutually exclusive, then
P(A ∩ B) = 0
 If A and B are independent, then
P(A ∩ B) = P(A)P(B)
22
Difference between mutually exclusive &independent

23
EXAMPLE 5
What is the probability of getting a total of 7 or 11 when
a pair of fair dice is tossed?
Solution:
A={(1,6),(2,5), (3,4), (4,3),(5,2),(6,1)}
6 1
p(A)= =
36 6
B={(5,6),(6,5)} ∴P(A ∩ B) = 0
2 1
p(B)==
36 18
1 1 2
p(A∪B)=p(A)+p(B)= + =
6 18 9

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EXAMPLE 6
A coin is tossed twice. What is the probability that at
least 1 head occurs?
Solution: S = {HH,HT, TH, TT}
A = {HH,HT, TH}
3
P(A)=
4
Another solution
Since a coin is balanced, each of outcomes is equally
1
likely to occur. i.e. P(H)=P(T)=
2
1 1 1 3
P(A)= + + =
4 4 4 4

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EXAMPLE 7
A coin is biased so that tail occur twice as likely to occur
as a head. Suppose that the coin is tossed three times.
Find the probability of
1- three heads
2- two heads and one tail
Solution:
S=23 ={HHH,HHT,HTH,HTT,THH,THT,TTH,TTT}
p(H)+p(T)=1 W+2W=1 W=1/3
p(H)= 1/3 , p(T)=2/3
1- {HHH} → p(A)=1/27
2- {HHT,HTH,THH} → p(B)=6/27
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EXAMPLE 8
In high school graduating class of 100 students, 54
studied Mathematics, 69 studied History and 35
studied both Mathematics and History .Find the 100
probability that the student 12
1- take at least one of these subjects Math
35
Hist
19 34
2- did not take either of these subjects
Solution: 35

P(A) =0.54, P(B) =0.69 , P(A ∩ B)=0.35

1- P(A ∪ B) = P(A) + P(B) − P(A ∩ B)=0.88
2- P(A ∪ B)’=1-0.88 =0.12

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EXAMPLE 9

Two engines operate independently. If the probability

that an engine will start is 0.8 and the probability that
other engine will start is 0.7. Then
1-the probability that both engine will start is ……….
2- the probability that at least one engine will start is …
Solution
P(A) =0.8, P(B) =0.7
1- P(A ∩ B)= P(A) *P(B) =0.8*0.7=0.56
2- P(A ∪ B) = P(A) + P(B) − P(A ∩ B)=0.8+0.7-0.56=0.94

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CONDITIONAL PROBABILITY
Definition
The conditional probability of A, given B, denoted by
P(A|B), is defined by
P(A ∩ B)
P(A|B) = , provided P(B) > 0.
P(B)
∴ P(A ∩ B ) =P(A|B). P(B)
Definition
Two events A and B are independent if and only if
P(A ∩ B) = P(A)P(B)
or P(B|A) = P(B)
or P(A|B) = P(A),
Otherwise, A and B are dependent.
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MULTIPLICATIVE RULE (PRODUCT RULE)

If 𝐴1 , 𝐴2 ,..., 𝐴𝑛 are n events in a sample space S,

then
P(𝐴1 ∩ 𝐴2 ∩ ... ∩ 𝐴𝑛 ) = P(𝐴1 ) P 𝐴2 𝐴1
P 𝐴3 𝐴1 ∩𝐴2 .....P 𝐴𝑛 𝐴1 ∩𝐴2 ∩ … . ∩𝐴𝑛−1

 If 𝐴1 , 𝐴2 ,..., 𝐴𝑛 are independent, then

P (𝐴1 ∩ 𝐴2 ... ∩ 𝐴𝑛 ) = P(𝐴1 ) P (𝐴2 )P(𝐴3 ).....P(𝐴𝑛 )

30
 EXAMPLE 10
Let a box contains 3 red balls and 5 black balls. If two
balls selected at random and with replacement. Find the
probability that two balls are red? 2 balls

Solution:
P(A ∩ B)=P(A). P(B|A)
A the first ball red and B the second ball red
3 3
P(A)= P(B|A)=
8 8
3 3 9
P(A ∩ B)= . =
8 8 64

31
EXAMPLE 11
Let a box contains 3 red balls and 5 black balls. If two
balls selected at random and without replacement. Find
the probability that two balls are red? 2 balls

Solution:
P(A ∩ B)=P(A). P(B|A)
A the first ball red and B the second ball red
3 2
P(A)= P(B|A)=
8 7
3 2 6 3
P(A ∩ B)= . = =
8 7 56 28

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EXAMPLE 12
Let a box contains 3 red balls and 5 black balls. If two
balls selected at random and without replacement. Find
the probability that one ball is red and second ball is
black?
Solution:
A the first ball red and B the second ball black
P(A ∩ B)=P(A1 ∩B2)+ P(B1∩A2)
= P(A1) P(B2|A1)+ P(B1) P(A2|B1)
3 5 5 3 15
=( ) ( )+ ( ) ( )=
8 7 8 7 28

33
EXAMPLE 13
One bag contains 4 white balls and 3 black balls, and a
second bag contains 3 white balls and 5 black balls. One
ball is drawn from the first bag and placed unseen in
the second bag. What is the probability that a ball now
drawn from the second bag is black?
Solution: 4W1 3W2
3B1
P(B2 )=P(B2 ∩ B1 ) + P(B2 ∩ W1 ) 5B2

=P B2 𝐵1 P(B1 )+ P B2 𝑊1 P(W1 )
6 3 5 4 38
=( ) ( )+ ( ) ( )=
9 7 9 7 63

34
5/9

35
EXAMPLE 14
In an experiment to study the relationship of
hypertension and smoking habits, the following data are
collected for 180 individuals:
Non Moderate Heavy
smokers smokers smokers
H 21 36 30
NH 48 26 19
where H and NH in the table stand for Hypertension
and No hypertension, respectively.

36
If one of these individuals is selected at random, find the
probability that the person is
(a) experiencing hypertension, , given that the person is
a heavy smoker;
(b) a nonsmoker, given that the person is experiencing
no hypertension.

37
 Non Moderate Heavy
Total
smokers smokers smokers
H 21 36 30 87
NH 48 26 19 93
Total 69 62 49 180

Solution:
30 49 30
(a) P 𝐻 heavy smoker = / =
180 180 49
48 93 48 16
(b) P 𝑁𝑜𝑛𝑠𝑚𝑜𝑘𝑒𝑟 𝑁 𝐻 = / = =
180 180 93 31

38
TOTAL PROBABILITY

Suppose that the events 𝐴1 , 𝐴2 ,..., 𝐴𝑛 form a

partition of a sample space S and let B be
another event in S, then
𝑛

𝑃 𝐵 = ෍ P(𝐴𝑖 ) P 𝐵 𝐴𝑖
𝑖=1

39
EXAMPLE 15:
In a certain assembly plant, three machines, B1, B2, and
B3, make 30%, 45%, and 25%, respectively, of the
products. It is known from past experience that 2%, 3%,
and 2% of the products made by each machine,
respectively, are defective. Now, suppose that a finished
product is randomly selected. What is the probability
that it is defective?
Solution:
P(𝐵1 )=0.3, P(𝐵2 )=0.45, P(𝐵3 )=0.25
P 𝐷 𝐵1 =0.02, P 𝐷 𝐵2 =0.03, P 𝐷 𝐵3 =0.02

40
P(D)=P(𝐵1 ) P 𝐷 𝐵1 +P(𝐵2 ) P 𝐷 𝐵2 +P(𝐵3 ) P 𝐷 𝐵3
=(0.3)(0.02)+(0.45)(0.03)+(0.25)(0.02)
=0.006+.0135+0.005=0.0245
𝐷

41
BAYES’ RULE
Bayes’ rule is one of the most important rules in
probability theory.
If the events 𝐴1 , 𝐴2 ,..., 𝐴𝑛 form a partition of a sample
space S and B be another event in S, then
P(𝐴𝑖 ) P 𝐵 𝐴𝑖
𝑃 𝐴𝑖 𝐵 = 𝑛
σ𝑖=1 P(𝐴𝑖 ) P 𝐵 𝐴𝐼

42
WITH REFERENCE TO EXAMPLE 15
If a product was chosen randomly and found to
be defective, what is the probability that it was made by
machine B3?
Solution: Using Bayes’ rule
𝑃 𝐵3 𝐷
P(𝐵3 ) P 𝐷 𝐵3
=
P(𝐵1 ) P 𝐷 𝐵1 +P(𝐵2 ) P 𝐷 𝐵2 +P(𝐵3 ) P 𝐷 𝐵3
0.005 10
= =
0.0245 49

43
NUMBER OF WAYS TO SELECT A SAMPLE

 If the selection is with replacement

then the number of ways = 𝑛𝑟
 If the selection is without replacement
then the number of ways = 𝑛𝐶 𝑟

44
EXAMPLE 16
Three boxes contains balls. The first contains 10 white
and 5 black balls, the second contains 7white and 8
black balls and the third contains 5white and 10 black
balls. One box is chosen at random and then two balls
are drawn , without replacement, from this box and
turn out to be has the same color. What is the
probability that it comes from the second box?
Solution:
P(𝐴1 )=P(𝐴2 )=P(𝐴3 )=1/3

45
Let B two balls of the same color
10 15 5 15 10×9 5×4
P 𝐵 𝐴1 = / + / = + =0.523
2 2 2 2 15×14 15×14

7 15 8 15 7×6 8×7
P 𝐵 𝐴2 = / + / = + =0.4666
2 2 2 2 15×14 15×14

5 15 10 15 5×4 10×9
P 𝐵 𝐴3 = / + / = + =0.523
2 2 2 2 15×14 15×14
∴ P(B)=P(𝐴1 ) P 𝐵 𝐴1 +P(𝐴2 ) P 𝐵 𝐴2 +P(𝐴3 ) P 𝐵 𝐴3
1
= (0.523+0.4666+0.523)=0.504
3
P(𝐴2 ) P 𝐵 𝐴2
∴P 𝐴2 𝐵 = =0.31
𝑝(𝐵)

46
EXAMPLE 17
Three boxes contains balls. The first contains 10 white
and 5 black balls, the second contains 7white and 8
black balls and the third contains 5white and 10 black
balls. One box is chosen at random and then two balls
are drawn , with replacement, from this box and turn
out to be has the same color. What is the probability
that it comes from the second box?
Solution:
P(𝐴1 )=P(𝐴2 )=P(𝐴3 )=1/3

47
Let B two balls of the same color
10×10 5×5
P 𝐵 𝐴1 = + =0.555
15×15 15×15
7×7 8×8
P 𝐵 𝐴2 = + =0.502
15×15 15×15
5×5 10×10
P 𝐵 𝐴3 = + =0.555
15×15 15×15
∴ P(B)=P(𝐴1 ) P 𝐵 𝐴1 +P(𝐴2 ) P 𝐵 𝐴2 +P(𝐴3 ) P 𝐵 𝐴3
1
= (0.523+0.4666+0.523)=0.537
3
P(𝐴2 ) P 𝐵 𝐴2
∴P 𝐴2 𝐵 = =0.3116
𝑝(𝐵)

48