Probability Theory

Terminology
 Experiment (E): An experiment is any well-
defined action that may result in a number of
outcomes. For example, the rolling of dice can be
considered an experiment .

 Outcome (O): An outcome is defined as any

possible result of an experiment.

 Sample space (S): The sample space is defined

as the set of all possible outcomes of an
experiment.
Experiment Sample Space

1] Tossing a Coin : {H,T}

2] Throwing a die : { 1, 2, 3, 4, 5, 6 }

3] Inspecting 4 screws
and noting no. of defectives: { 0, 1, 2, 3, 4 }

4] Tossing of 3 coins :
{ HHH,HHT,HTH,THH, TTH, THT, HTT, TTT }
Definition :
A real valued function defied on
Sample Space S = {x1, x2,…… xn} is called
Probability Function if

i] P(xi) ≥ 0

ii] P(x1) + P(x2)…..+ P(xn ) = 1

i.e. P(xi) Є [ 0, 1]
Equiprobable Sample Space:
If each and every sample point of the sample
space have same chance of occurrence, that
sample space is called Euiprobable Sample
Space.
If an equiprobable sample space contain n sample
points then probability of occurrence of any one
of it is 1/n.
e.g. 1] In experiment of tossing a coin, sample space
is {H,T} So P(H) = P(T) = ½
2] In experiment of throwing a die, sample
space is {1,2,3,4,5,6} .
So P(1) = P(2) = P(3) = P(4) = P(5) = P(6) = 1/6
• Event: An event is a collection of outcomes. Or
Any subset of sample space is an event
• Null event (ф): A null event is an empty
set, and has no outcomes.
P(ф) = 0

Certain Event (A): If the given event

contains all the sample points of the sample
space S . i.e. A = S. For certain event A
P(A) = 1
• Complement of an event A (Ā): A
complement of an event A contains all the
outcomes of the sample space S which do
not belong to A.

Ā
P (Ā) =
S

P (Ā) = 1 - P(A)
• Union of two events A and B (AUB):
The union of two events A and B is the set of outcomes that
belong to A or B or both.

P(AUB) = P(A) + P(B) – P(A∩B)

= P(A) + P(B) …For Mutually Exclusive events
Intersection of two events A and B (A∩B):
The intersection of two events A and B is
the set of outcomes that belong to both A
and B.
• Consider the following system where two hinged members are holding a
load in place.
• The system fails if either of the members fails and the load is moved
from its position.
• Let A = event of failure of Component 1 and the event of not failure of
Component 2.
• Let B = event of failure of Component 2 and the event of not failure of
Component 1.
• Failure occurs if Component 1 or Component 2 or both fail. The
system probability of failure (or unreliability) is:

• Assuming independence (or that the failure of either component is not

influenced by the success or failure of the other component), the
system probability of failure becomes the sum of the probabilities of A
and B occurring minus the product of the probabilities:

• Another approach is to calculate the probability of the system not

failing or the reliability of the system:
• Then, the probability of system failure is simply 1 (or 100%) minus the
reliability:
• Let A = event of failure of Component 1.
• Let B = event of failure of Component 2.
• The system fails if Component 1 and Component 2 fails. In
other words, both components must fail for the system
to fail.
• The system probability of failure is defined as the
intersection of events A and B:

• Assuming independence (i.e. either one of the members is

sufficiently strong to hold the load in place), the
probability of system failure becomes the product of the
probabilities of A and B failing:
Addition Theorem on Probability:
If A and B are any two events defined on
sample space S then
P(A or B) = P(AUB) = P(A) + P(B) – P(A∩B)

For Mutually Exclusive Events

P(A or B) = P(AUB) = P(A) + P(B)

[Two events A and B are defined as being mutually

exclusive if it is impossible for them to occur
simultaneously (A ∩B =ф ).]
Conditional Probability
Conditional probability of two events, A and B, is
defined as the probability of one of the events occurring
knowing that the other event has already occurred. The
expression below denotes the probability of A occurring
given that B has already occurred.
Multiplication Theorem:
Probability of joint occurrence of two events A &
B is given as product of probability of first event
and probability of second event under the
condition that first event has occurred. i.e.
P(A∩B) = P (A) * P( B/A)

For independent events :

P(A∩B) = P(A) * P(B)
Independent Events
If knowing B gives no information about A, then the
events are said to be independent and the
conditional probability expression reduces to:
P(A/B) = P(A) [= P(A/Bc]

For independent events Multiplication theorem:

P(A∩B) = P(A) * P(B)
Bayes’ Theorem :
Bayes' theorem relates the conditional and marginal
probabilities of events A and B, where B has a non-
vanishing probability:

For any Ai in the partition:

( Ai , i = 1,2,…n are mutually exclusive and exhaustive events
defined on sample space S)
Problems:
1. 4 coins are tossed. Find the probability that at least one
head turns up. [15/16]
2. A problem in mathematics is given to three students
Dayanand, Ramesh and Naresh whose chances of solving
it are 1/2, 1/3, , 1/4 respectively. What is the
probability that the problem will be solved ? [3/4]
3. A card is drawn at random from a well shuffled pack of
cards. Find the probability of getting a two of heart or
of a diamond. [1/26]
4. A man and his wife appear for an interview for two
posts. The probability of the husbands selection is 1/7
and that of the wife’s selection is 1/5. what is the
probability that only one of them will be selected? [2/7]
5. A salesman has 60% chance of making a sale to each
customer. If two customers A & B enter, what is the
probability that salesman will make a sale to A or B.[0.84]
6. Suppose that it is 11 to 5 against to a person who is now
38 years of age living till he is 73 and 5 to 3 against B now
43 living till he is 78 years. Find the chance that at least
one of these persons will be alive 35 years hence. [0.57]
7. A committee of three is to be chosen from a group
consisting of 4 men and 5 women. If the selection is made
at random, find the probability that (a) all three are men.
(b) at least 2 men. [a. 1/21 b. 17/42]
8. A piece of equipment will function only when all three
parts A, B, C are working. The probability of part A failing
during one year is 1/6, that of B failing is 1/20 and that
of C failing is 1/10. What is the probability that the
equipment will fail before the end of the year. [23/80]
9. Among the workers in a factory only 3% receive bonus.
Among those receiving the bonus only 2% are skilled.
What is the probability of a randomly selected worker
who is skilled will receive bonus. [0.0006].
10.Three groups of children contain 3 girls and 1 boy, 2 girls
and 2 boys, 1 girl and 3 boys respectively. One child is
selected at random from each group. Find the chance that
the three selected comprise 1 girl and 2 boys. [13/32]
11.Three machines A, B, C produce respectively 50%, 30%
and 20% of the total number of items of a factory. The
percentage of defective output of these machines are
3%, 4% and 5%. If an item is selected at random, find
[a] The probability that item is defective.
[b] If it is known that item is defective, what is the
probability that it is manufactured by machine B?