DEFINITIONS OF

PROBABILITY
DEFINITIONS OF PROBABILITY
• CLASSICAL PROBABILITY
• EMPIRICAL PROBABILITY
• SUBJECTIVE PROBABILITY
• AXIOMATIC PROBABILITY
CLASSICAL PROBABILITY
• As we have learned that an outcome is the result of single trial of a
random experiment. The classical definition of probability assumes that
all outcomes in a sample space are equally likely to occur. Then what are
equally likely outcomes?
• Outcomes having equal chances of occurrence are called equally likely
outcomes.
• In some situations we can fairly assume that all outcomes of a random
experiment are equally likely to occur. For example, in a coin tossing
experiment, there are two possible outcomes head and tail. In case of fair
coin we can assume that head is as likely to occur as tail.
• As another example, when a fair die is rolled, there are six possible
outcomes (1, 2, 3, 4, 5, 6) and each outcome has same chances of
occurring.
CLASSICAL PROBABILITY
• Def:
SOME OBJECTIONS ON CLASSICAL DEFINITION
OF PROBABILITY
• Classical definition of probability has the following objections:
EMPIRICAL PROBABILITY
• Classical probability assumes that all outcomes in the sample
space are equally to occur. However, in many situations
experimental outcomes are not equally likely.
• For example, if a coin is not balanced then head and tail are not
equally likely to occur Similarly, suppose a die is loaded in such
a way that even number is twice as likely to occur as an odd
number, then all six outcomes have not equal chances of
occurring.
• When all outcomes in a sample space are not equally likely then
we may perform experiment again and again to generate data. In
such cases to calculate probabilities, we either use past data or
generate new data by performing the experiment large number of
times.
EMPIRICAL PROBABILITY
• Def:
If a random experiment is repeated sufficiently large number of
times n under uniform conditions and if event A occurs m times,
𝐦
then, then 𝑃 𝐴 = .
𝐧
SOME OBJECTIONS ON EMPRICAL DEFINITION OF
PROBABILITY
SUBJECTIVE PROBABILITY
In many practical situations, the experimental outcomes are not
equally likely and there is no history of repetition of the experiment.
Such might be the case, for example, if we want to calculate the
following probabilities.
• The probability that the patient will recover from delicate heart
operation.
• The probability that the Team Pakistan will win the coming cricket
match.
Neither the classical probability rule nor the relative frequency
concept can be applied to calculate the probabilities for these
examples. In such situations we resort to the subjective approach,
under which the probability assigned to an event is based on personal
judgement, experience, inexact information, and belief.
SUBJECTIVE PROBABILITY
Def:
It refers to the chance of occurrence assigned to an event by a
particular person based on his/her subjective judgment,
experience, information, and belief.
• A physician might say, on the basis of his diagnosis, that there is
a 90% chance of patient’s recovery.
• A cricket expert may have opinion on sports channel that the
chances of winning our team in next match is 80%.
Subjective approach has a disadvantage that probability assigned
to the occurrence of an event by a particular person may be quite
different from that of the probability assigned by another person.
AXIOMATIC PROBABILITY
Write down all possible distinct outcomes 𝑬𝒊 that form a sample
space
Determine (assign) probabilities 𝑷(𝑬𝒊 ) for all possible outcomes
such that 𝑷(𝑬𝒊 ) ≥ 𝟎 and 𝚺𝑷(𝑬𝒊 ) = 𝟏
Probability of any event 𝑨 can be obtained by adding together the
𝑷 𝑬𝒊 ′𝒔 for all 𝑬′𝒊 𝒔 in 𝑨. That is,
𝑷 𝑨 = ∑𝑷 𝑬𝒊
Let consider the consider the following example to understand the
concept clearly.
AXIOMATIC PROBABILITY
A die is loaded in such a way that an even number is twice as
likely to occur as an odd number.
Suppose we want to find P(A) where A is the event that outcome
is even on a single toss of a die.
AXIOMATIC PROBABILITY
 AXIOMATIC PROBABILITY
SPECIAL CASE: When the individual outcomes are equally likely In many experiments
consisting of n outcomes, it is reasonable to assign equal probability to all individual outcomes.
Let we dente this probability by p, that is, 𝒑 = 𝑷(𝑬𝒊 ) for every 𝒊. Then we have,
𝟏
∑𝒏𝒊=𝟏 𝑷 𝑬𝒊 = 𝟏 or ∑𝒏𝒊=𝟏 𝒑 =𝟏 or 𝒏𝒑 = 𝟏 or 𝒑=
𝒏
𝟏
That is, if there are n possible outcomes, then the probability assigned to each is . Now
𝒏
consider an event A, with m denoting the number of outcomes contained in A. Then
𝟏 𝒎
𝑷 𝑨 = ෍ 𝑷 𝑬𝒊 = ෍ =
𝒏 𝒏
𝑬𝒊 𝒊𝒏 𝑨 𝑬𝒊 𝒊𝒏 𝑨

which we used earlier in connection with classical probability concept. Here n is the total
number of outcomes in the sample space, and m is the number of outcomes favorable to an
event 𝑨.
AXIOMATIC PROBABILITY