Chapter 2: Probability

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 Review of Set Theory
Definition: A set is any collection of objects, things or states
We use capital letters , e.g. A, B, etc, to represent sets
One way to describe a set is to list the whole collection of members or elements
and enclose them in braces, { }.

Example:
A = {0; 1} is the set of binary objects 1 and 0.
B = { Toyota cars, Hyundai cars, BMW cars }

We use the symbol ∈ to represent ” is a member of” and ∉ to represent ” is not

a member of”. Eg. 0∈ A, Toyota Camry ∈ B, Mercedes CL ∉ B and

Another way of defining a set is to give a rule by which all members can be
found.
Eg. A = {x | x ∈ 𝑅𝑅; x ≤ 2}, where R is the set of all real numbers. Note that A ≡ (−∞; 2]

Example:
Use the set notation to describe the (i) [0; 2) (ii) [−7; 9]

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 Review of Set Theory (2)
Equal Sets: Two sets are said to be equal if they contain exactly the same members
Examples:
1,2,7 = 2,7,1 = 2,7,1 ?
1,2,7 ≜ {1,1,7,2,7,2} ?
Venn Diagrams: Visual aids to understand and describe sets
Example I: Suppose we are interested in discussing the set of positive integers between 1
and 10. Let A = {2, 3, 4, 5} and B = {1, 3, 5, 7, 9}. The set containing all the numbers of
interest is called the universal set G. A, B and G are represented in the Venn diagram
below:

Intersection: A ∩ B = {x | x ∈ A and x ∈ B}
In example I:

If A ∩ B = ∅ then A and B are disjoint. Eg.

Union: A ∪ B = {x | x ∈ A or x ∈ B}
In example I:

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 Review of Set Theory (3)
Subset: A ⊂ B.
Definition: If x ∈ A ⇒x ∈ B, we say that A is a subset of B. i.e. A ⊂ B

� = 𝒙𝒙/𝒙𝒙 ∈ 𝑮𝑮 ∩ 𝒙𝒙 ∉ 𝑨𝑨
Compliment: 𝑨𝑨
See Venn Diagram

� ∪ 𝑨𝑨 = 𝑮𝑮 𝒂𝒂𝒂𝒂𝒂𝒂 𝑨𝑨 ∩ 𝑨𝑨
Clearly 𝑨𝑨 �=∅

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5
Random Experiments
 An experiment that can result in different outcomes,
even though it is repeated in the same manner every
time, is called a random experiment.

Example:

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Example: Random Experiments
Communication system such as voice communication network
 The information capacity available (number of external lines) to service customers (answer their
calls) is an important design consideration.
 Assuming that each line can carry only one conversation, how many lines should be purchased
(too few or too many)?

 To answer this question, we need to develop a model that shows the number of calls and the
duration of calls.
 If you know that on average, a call is received every 5 minutes and it lasts for 5 minutes? Is that
enough? If you deal with this problem in a deterministic manner, how many lines will be
purchased?
Deterministic based on
average values

Real-life Stochastic
model is needed

Conclusions: considering the variation in our analysis of communication

systems is very important. 7
Sample Space
• The set of all possible outcomes of a random
experiment is called the sample space of the
experiment. The sample space is denoted as S.

Example:
Determine the sample space associated with each of the following
random experiences

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Example: Sample Space
Consider an experiment in which you select a “1kg” of
pasta, and:
count its measure its
number of weight
pasta units

What are the random variables?

Are they continuous or discrete?
Determine the associated sample spaces.

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Example: Sample Space
Consider an experiment in which you select a molded plastic part, such as a connector,
and measure its thickness. The possible values for thickness depend on the resolution of the
Measuring instrument, and they also depend on upper and lower bounds for thickness.

• Is the Random Variable thickness continuous or discrete?

• What is the sample space associated to this random experiment?

It might be convenient to define the sample space as simply the positive

real line because a negative value for thickness cannot occur.

𝑆𝑆 = 𝑅𝑅+ = {𝑥𝑥 /𝑥𝑥 > 0}

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Example: Sample Space

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Example: Sample Spaces
Determine the sample space associated with each of the
following random experiences

Random experience 1 Random experience 2

Roll two dice Roll two dice separately
at the same time (die 1 then die 2)

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 Tree Diagrams
 Sample spaces can also be described graphically with tree
diagrams
 When a sample space can be constructed in several steps or
stages, we can represent each of the 𝑛𝑛1 ways of completing the
first step as a branch of a tree
 Each of the ways of completing the second step can be
represented as 𝑛𝑛2 branches starting from the ends of the original
branches, and so forth

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Example: Tree Diagrams
A car manufacturer provides vehicles equipped with selected options.
Each vehicle is ordered:
1. With or without an automatic transmission (2 choices)
2. With or without air conditioning (2 choices)
3. With one of three choices of a stereo system (3 choices)
4. With one of four exterior colors (4 choices)

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Example: Tree Diagrams

Tree diagram for three messages.

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 Events
• An event is a subset of the sample space S of a
random experiment.

Random experiment  Event 𝐸𝐸1 , getting face number 2 on top

Rolling one die 𝐸𝐸1 = {2}

 Event 𝐸𝐸2 , getting an odd number on top

𝐸𝐸2 = {1,3,5}

𝑆𝑆 = {1,2,3,4,5,6}  Event 𝐸𝐸3 , getting an even number on top

𝐸𝐸3 = {2,4,6}

 Event 𝐸𝐸4 , getting a number greater than 7

𝐸𝐸4 = ∅

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Representing Events with Sets

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Representing Events with Sets
Venn Diagrams

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 Events - Example
Example: Throwing a fair die:

If a trial has n possible outcomes, E1, E2, : : :, En, then

P(E1) + P(E2) + : : : + P(En) = 1

Example: Tossing a coin:

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 Mutually Exclusive Events
Two events are mutually exclusive if the occurrence of either event excludes the
possibility of the occurrence of the other event, i.e., the corresponding sets are
disjoint.

Example: Tossing two coins simultaneously

𝐸𝐸1 = 𝑇𝑇𝑇𝑇 𝐸𝐸2 = 𝑇𝑇𝑇𝑇, 𝐻𝐻𝐻𝐻 𝐸𝐸3 = {𝐻𝐻𝐻𝐻}
𝐸𝐸1 ∩ 𝐸𝐸2 = ∅ 𝑎𝑎𝑎𝑎𝑎𝑎 𝐸𝐸2 ∩ 𝐸𝐸3 = ∅

If two events A and B are mutually exclusive then

P(A∪ B) = P(A) + P(B) (1)

Example: Rolling a fair dice:

𝐸𝐸1 = 1 𝐸𝐸2 = 2 𝐸𝐸3 = 3 … . 𝐸𝐸6 = {6}.
1 1 2 1
𝑃𝑃 𝐸𝐸2 ∪ 𝐸𝐸5 = 𝑃𝑃 𝐸𝐸2 + 𝑃𝑃 𝐸𝐸5 = + = =
6 6 6 3

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 Non-Mutually Exclusive Events
If the sets A and B are non-mutually exclusive, i.e., A ∩ B ≠ ∅ then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B) (3)
Proof:
𝒓𝒓+𝒔𝒔−𝒕𝒕 𝒓𝒓 𝒔𝒔 𝒕𝒕
𝑷𝑷 𝑨𝑨 ∪ 𝑩𝑩 = = + − = 𝑷𝑷 𝑨𝑨 + 𝑷𝑷 𝑩𝑩 − 𝑷𝑷(A∩ 𝑩𝑩)
𝒏𝒏 𝒏𝒏 𝒏𝒏 𝒏𝒏

Example:
Two unbiased tetrahedral dice numbered 1 to 4 are thrown.
(a) Set up the sample space.

Find the probability:

(b) that at least one 4 is thrown
(c) A total score of 5 is thrown
(d) At least one 4 or a total score of 5 is thrown

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 Compound Event
 If events A and B both occur then this compound event is denoted by A ∩ B.
 If event A or event B occurs then this compound event is denoted by A ∪ B.

Example: Rolling a fair die

A is an event 1, 2, 3 or 4 is obtained
B is an event an even number is obtained

Random experiment 𝑷𝑷(A∩ 𝑩𝑩) = 1/3 ?

Rolling one die

𝑆𝑆 = {1,2,3,4,5,6}

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 Independent Events
Two events are independent if the occurrence or non-occurrence of one event
has no influence on the occurrence or non-occurrence of other event
Example: Tossing a coin and a fair die
Solution:
Sample space: 𝐺𝐺 = {𝐻𝐻 ∩ 1, 𝐻𝐻 ∩ 2, ⋯ , 𝐻𝐻 ∩ 6, 𝑇𝑇 ∩ 1, 𝑇𝑇 ∩ 2 ⋯ 𝑇𝑇 ∩ 6}
P(𝐻𝐻 ∩ 6) = 𝑃𝑃(𝐻𝐻6) = 𝑃𝑃(𝐻𝐻) × 𝑃𝑃(6) = 1/2 × 1/6 = 1/12

If two events A and B are independent then

P(A ∩ B) = P(A) P(B) (2)

Example: Two coins are tossed simultaneously. What is the probability that
the first coin landed head and the second coin landed tail.
Solution:
P(𝐻𝐻1 ∩ 𝑇𝑇2 ) = 𝑃𝑃(𝐻𝐻1 ) × 𝑃𝑃(𝑇𝑇2 ) = 1/2 × 1/2 = 1/4

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Example: Sample Spaces, Events, and Probability
Consider a machine which manufactures electronic components. These must meet
a certain specification. The quality control department regularly samples the
components. Suppose on average, 92 out 100 components meet the
specification. Imagine that a component is selected at random and let A be the
outcome that a component meets the specification; let B the outcome that a
component does not meet the specification. Then, we say the probability of A
occurring is 92/100 and the probability of B occurring is 8/100. The probability is
thus a measure of the likelihood of the occurrence of a particular outcome. We
write
P(A) = probability of A occurring = 92/100 = 0.92
P(B) = probability of B occurring = 8/100 = 0.08

Definitions:
Trial - the process of selecting a component
Event - A possible outcome (result)
Sample Space - Set of all possible outcomes. We represent this set by the
universal set G
At random - all possibilities are equally likely
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Example: Sample Spaces, Events and Probability (2)

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 2-1.4 Counting Techniques
Counting the number of outcomes in the sample space is used to analyze
the random experiment

How many car types or models?

2x2x3x4 = 48

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Multiplication Rule (for Counting Techniques)

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 Example: Counting Techniques
For a sequence of n events in which the first event can occur in k1 ways
Second event can occur in k2 ways and the third event can occur in k3 ways, and so on
Total number of ways the sequence can occur is = k1×k2×k3…×kn

EXAMPLE: In order to paint a room, a person has a choice of four colors: white light,
blue, yellow, and light green; two types of paint: oil or latex; and three types of texture: flat,
semi-glass, or satin. How many different selections can be made?
SOLUTION: 4 x 2 x 3 = 24 ways

EXAMPLE: There are four blood types A, B, AB, and O. Blood can be Rh+ or Rh-.
Finally, a donor can be male or female. How many different classifications can be made?
Solution: 4 x 2 x 2 = 16 ways
EXAMPLE: The employees of a company are given a 4-digit identification number. How
many different numbers are available if repetitions are permitted?
Solution: 10 x 10 x 10 x 10 = 10000 ways
EXAMPLE: The employees of a company are given 4-digit identification numbers;
however, repetitions are not allowed. How many different numbers are available?
SOLUTION: 10 x 9 x 8 x 7 = 5040 ways
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