M2L3

Axioms of Probability

1. Introduction
This lecture is a continuation of discussion on random events that started with definition of
various terms related to Set Theory and event operations in previous lecture. Details of
axioms of probability, their properties, examples and a brief on conditional probability are
discussed in this lecture. Though the axiomatic definition probability was presented in lecture
1, these are mentioned again before proceeding to the elementary properties.
2. Axioms
Probability of any event , , is assigned in such a way that it satisfies certain
conditions. These conditions for assigning probability are known as Axioms of probability.
There are three such axioms. All conclusions drawn on probability theory are either directly
or indirectly related to these three axioms.
Axiom 1. For any event belongs to the sample space, , the value of probability of the
event lies between zero and one. Mathematically expressed as: .
Thus, Axiom 1 states that probabilities of events for a particular sample space are
real numbers on the interval [0, 1].
Axiom 2. Probability of all the events in a sample space or the sample space in total is equal
to one. Mathematically denoted as, .

Axiom 3. For any two mutually exclusive events and , the probability of union of them
is equal to simple sum of the probabilities of individual events. It is
mathematically denoted as: .
3. Elementary Properties
Property 1. If are mutually exclusive events, then probability of union of all
these events is equal to summation of probability of individual events.
This is mathematically denoted as,
(1)
The Venn diagram is shown below (Fig. 1).

Fig. 1. Explanation of Elementary Property 1 through Venn diagram
This is basically the extension of Axiom 3, considering any number of mutually
exclusive events. This is known as property of infinite additivity.
Property 2. If any event belong to , then probability of , will be less than or
equal to probability of , . And the probability of difference between these
two events, will be equal to the difference between probability of
and , i.e., and .

This is mathematically denoted as: if , then and

2 1 2 1
A P A P A A P . The visualization is given below in Venn diagram
(Fig. 2).


Fig. 2. Explanation of Elementary Property 2 through Venn diagram
Property 3. If any event is complementary to another event , then probability of
can be determined by probability of from Axiom 1.
This is mathematically denoted as, if

then .
Visualization is given below (Fig. 3).

Fig. 3. Explanation of Elementary Property 3 through Venn diagram
Property 4. If an event, A is the union of events , where are
mutually exclusive, then probability of is the summation of probability of each
of these events.

This mathematically denoted as, if where,

n
A A A , , ,
2 1

are mutually exclusive events, then
(2)
The visualization is given below (Fig. 4).

Fig. 4. Explanation of Elementary Property 4 through Venn diagram
Property 5. For any two events, and belong to sample space , probability of ,
can be determined by summation of probability of intersection and
the same of and complement of . It is mathematically denoted as:
(3)
The visualization is given in Fig. 5.

Fig. 5. Explanation of Elementary Property 5 through Venn diagram

Property 6. If and are any two events in sample space, , then probability of union
of and can be determined by deducting the probability of intersection of
and from the summation of individual probabilities.
It is mathematically denoted as:
(4)
The visualization is given in Fig. 6.

Fig. 6. Explanation of Elementary Property 6 through Venn diagram
This property can be explained well by proving it using axioms and other
properties. From Fig. 9, considering the different parts of the shaded areas,

Extending this property, if , , are any three events,

This can be visualized graphically in Fig. 7.

Fig. 7. Proof of Extension of Property 6

Property 7. If an event results in occurrence of one of the mutually exclusive events,

in the sample space , then probability of is equal to the sum
of probabilities of intersection between and any event among .
It is mathematically denoted as,
(5)
The visualization is presented in Fig. 8.

Fig. 8. Explanation of Elementary Property 7 through Venn diagram
Problem: If a steel-section manufacturer produces a particular section and initial quality
check reveals that the probability of producing a defective unit is . Further investigation
reveals that the probability of producing a defective unit in terms of measurement is ,
whereas, in terms of material quality is . What is the probability of producing a unit that
is defective in measurement as well as quality?
Answer: Suppose, is the event of production of a defective unit in terms of measurement
and is the event of production of a defective unit in terms of material quality. As per the
statement of the problem, the events and are mutually exclusive.
So, , and .
Thus using the statement of Property 6, we can calculate:

.
4. Conditional Probability
If and are two events in sample space and , then the probability of
given than has already occurred is denoted as and mathematically expressed as:


B P
B A P
A B P

(6)
The explanatory Venn diagram is given in Fig. 9.

Fig. 9. Venn diagram for Conditional Probability
Problem: On a national highway, a stretch of 10km is declared as accident prone. Over this
stretch, probability of accident at any location is equally likely. In the middle of the stretch,
there is a bridge of length m. Given that an accident has occurred within first 6km
stretch, what is the probability that it has occurred on the bridge?
Answer: Suppose, is the event of accident occurred within first km of the stretch and
is the event of accident occurred on the bridge.
So, and
Thus using expression for conditional probability,

5. Concluding Remarks
Before finishing this lecture, let us summarize the important learning here. The three Axioms
define the basic properties of probability of events in a sample space. The elementary
properties formulated from the Probability Theorem, explain the probabilities of a particular
event when other events exist in the same space are basically derived from the Axioms. The
special probability theorems based on these elementary properties will be discussed in the
next lecture.