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Introduction to
probability
 Probability
Introduction

Probability theory is a branch of mathematics

for dealing with uncertainty

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 Why Probability?
 Plays an important role in decision making in
day-to-day activities (Weather, ….).
 How do the insurance companies determine the
premiums?
 How do the manufacturing companies determine
the warranty period?

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 Why Probability?cont’d

 Methods of probability and statistics are applied

to electrical engineering problems such as
quality control and system reliability.

 Probability and statistics is an important

foundation for computer science fields such as
machine learning, artificial intelligence, computer
graphics, image processing, and scientific
simulations.

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 Probability
Definitions
Random Experiment

Examples:
1. Flip a coin
2. Flip a coin 3 times
3. Roll a die
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 Probability
Definitions
Sample Space

Examples:
1. Toss a coin once
S = {H, T}
2. Toss a die once
S = {1, 2, 3, 4, 5, 6} 6
 Probability
Definitions
Sample Space
If two dice are rolled ( or, equivalently, if one die is rolled
twice), the sample space is shown in the fig.

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 Sample space Types

Sample space

Discrete Continuous
• Finite or countable •Interval.
infinite •S=[10,30] “like temperature”
• S={y,n} •S=[2,15] “Nile depth”
• S={1,2,3,…….}

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 Probability
Definitions
Sample Space(example):
If a batch consists of 3 items {a,b,c}
Our experiment is to select two items out of 3.
write the sample space for the following
i. The two items selected together
ii. The two items selected with replacement
iii. The two items selected without replacement
one after another

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 Probability
Definitions
Sample Space(example):
If a batch consists of 3 items {a,b,c}
Our experiment is to select two items out of 3.
write the sample space for the following
i. The two items selected together
S={ab,ac,bc}

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 Probability
Definitions
Sample Space(example):
If a batch consists of 3 items {a,b,c}
Our experiment is to select two items out of 3.
write the sample space for the following
ii. The two items selected with replacement
S={aa,ab,ac,ba,bb,bc,ca,cb,cc}
 Probability
Definitions
Sample Space(example):
If a batch consists of 3 items {a,b,c}
Our experiment is to select two items out of 3.
write the sample space for the following
iii. The two items selected without replacement
one after another
S={ab,ac,ba,bc,ca,cb}
 Probability
Definitions
Sample Space(example):
Suppose that there are 5 defective (D) parts and
95 good(G) parts in a batch . Our experiment
is to select two parts without replacement
(one after another) . write the sample space
S={GG,GD,DG,DD}
If there were only one defective part in the batch

S={GG,GD,DG}
 Sample Space

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 n1 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 n2 branches starting from
the ends of the original branches.
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 Sample Space

Example If two coins are tossed

S={HH,HT,TH,TT}
T

T
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 Probability
Definitions
Events

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Probability
Definitions

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 Rolling Dice
S={1,2,3,4,5,6}
Roll a single die once. Find the following
events:
the event A in which odd number is
appeared A={1,3,5}
– the event B in which even number is
appeared B={2,4,6}
– Note: A ,B are mutually exclusive events
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 Rolling Dice
S={1,2,3,4,5,6}
Roll a single die once. Find the following
events:
the event C in which prime number is
appeared
C={2,3,5}
– the event D(number greater than 10)
D= 
– the event E(at least 3)
E={3,4,5,6} 19
 Tossing coin
Example If two coins are tossed. Find the following events:

S={HH,HT,TH,TT}
• Exactly one tail A={HT,TH}
• At least one head
B={HH,HT,TH}
• At most one head C={HT,TH,TT}

• Both tails
D={TT}
• Similar E={HH,TT}
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We can use Venn Diagrams to
represent the relationship between
events

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We can use Venn Diagrams to
represent the relationship between
events

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We can use Venn Diagrams to
represent the relationship between
events

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Example:

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 Probability measure

Equally Likely Outcomes

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 Probability measure

Definition

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 Probability measure

Example

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 Probability measure

Axioms of Probability

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 Probability measure

• The probability of an event A is equal to

the sum of the probabilities of the simple
events contained in A
• If the outcomes in an experiment are
equally likely, you can calculate

nA number of elements in event A

P( A)  
N total number of sample space elements
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 Example

Toss a fair coin twice. What is the

probability of observing at least one head?
1st Coin 2nd Coin Ei P(Ei) A={HH,HT,TH}
H HH 1/4 P(at least 1 head)
H
T HT 1/4
= 3/4
H TH 1/4
T
T TT 1/4

S={HH,HT,TH,TT} 32
 Example
A bowl contains three balls, one red, one
blue and one green. A child selects two
balls at random one after another. What is
the probability that at least one is red?
1st Ball 2nd Ball Ei P(Ei)
RB 1/6 D={RB,RG,BR,GR}
RG 1/6 P(at least 1 red)

BR 1/6
= 4/6 = 2/3
BG 1/6
GB 1/6
GR 1/6
S={RB,RG,BR,BG,GB,GR} 33
 Addition Rules

Probability of a Union(addition rule)

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 ADDITION RULE 35

For any two events A and B,

P (A B ) = P (A ) + P (B ) – P (A B )
Let's look at a Venn Diagram to see
why this is true:
If we count A

AA BB

and then count B,

we've counted the things in both twice so we

subtract off the intersection (things in both).

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ADDITION RULE for Mutually

Exclusive Events
If E and F are mutually exclusive events,

P (A B ) = P (A ) + P (B )
Mutually exclusive means the events are disjoint.

This means A  B = 

Let's look at a Venn Diagram to see why this is true:

You can see that since there are

A B not outcomes in common, we
won't be counting anything twice.

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 Addition Rules

Three Events

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Addition Rules

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probability of complement
This is read "E complement" and is the set of all
E elements in the sample space that are not in E

Remembering our second property of probability, "The sum of all the

probabilities equals 1" we can determine that:

PE  PE 1
This is more often used in the form

P  E   1 P  E 
If we know the probability of rain is 20% or 0.2 then the
probability of the complement (no rain) is 1 - 0.2 = 0.8 or 80%

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Probability of difference

P ( A  B )  P (A  B )  P (A )  P (A  B )

AB

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Summary

P (A )  1  P (A )

P ( A  B )  P (A  B )  P (A )  P (A  B )

A
B

P( A)  P(B)  P( A B)

P( A B)  P( A)  P(B) A, B Mutually exclusive

 41
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Example(try)
:
Show that
.

i. P ( A  B )  1  P ( A)  P ( B )  P ( A  B )

ii. P(( A  B )  ( B  A))  P( A)  P( B )  2 P( A  B )

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 Example:
Example: if p(A)=0.3, p(B)=0.2, P(AB)=0.1
Find the following:
i. P( A)  1  P ( A)  1  0.3  0.7
ii. P(AB) = P(A) + P(B) – P(AB)=0.3+0.2-0.1=0.4
iii. P( A  B)  P ( B )  P ( A  B )  0.2  0.1  0.1
iv. P( A  B)  1  P( A  B )  1  0.4  0.6

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 Example:
Example: Suppose that there were 120
students in the classroom, and that
they could be classified as follows:
Event A: brown hair Brown Not Brown
P(A) = 50/120 Male 20 40
Event B: female Female 30 30
P(B) = 60/120
P(AB) = P(A) + P(B) – P(AB)
= 50/120 + 60/120 - 30/120
= 80/120 = 2/3
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 Example: in a group of 160 students, 92 are
enrolled in a course of Math, 63 are enrolled
in a course of Computer, and 40 are enrolled
in both courses. If one student is selected
find the probability of the following:
i. The student enrolled in Math or Computer
M C

Or Direct form diagram

52 40 23
P=(52+40+23)/160=115/160 45

P(MC) = P(M) + P(C) – P(MC)

= 92/160 + 63/160 - 40/160 = 115/160
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 Example: in a group of 160 students, 92 are
enrolled in a course of Math, 63 are enrolled
in a course of Computer, and 40 are enrolled
in both courses. If one student is selected
find the probability of the following:
ii. The student enrolled in Math only
M C

Or Direct form diagram

52 40 23
P=52/160 45

P(M-C) = P(M) – P(MC)

= 92/160 - 40/160 = 52/160
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 Example: in a group of 160 students, 92 are
enrolled in a course of Math, 63 are enrolled
in a course of Computer, and 40 are enrolled
in both courses. If one student is selected
find the probability of the following:
iii. The student enrolled in one course only
M C

52 40 23
Direct form diagram 45

P(one course) = = 75/160

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Example: in a group of 160 students, 92 are
enrolled in a course of Math, 63 are enrolled
in a course of Computer, and 40 are enrolled
in both courses. If one student is selected find
the probability of the following:
iv. The student enrolled in at least one course
C
The same as i M

52 40 23

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Example (Continuous sample space):
A point is chosen at random inside a circle of radius r .
find the probability p that:
i. The point is closer to the circumference than to the center.
ii.The point is at most r/3 from the center.
2
r
r   
2 r/2
i. P  2 3
 .
 r2 4

2
r r/3
 
ii. P   2
3 1
 .
r 9
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 Example(large number of sample space points)
• A certain club has 5 male and 7 female members.
– Find the probability that form a 5 member committee
consisting of 3 men and 2 women?

C3  C2 210
5 7
p  12   0.265
C5 792
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Note:
A balanced coin is tossed twice. Calculate
the probability for each outcome?
To get the probability for each path Multiply
1 1 1
P ( HH )    .
2 2 4

1 1 1
P ( HT )    .
2 2 4

1 1 1
P (TH )    .
2 2 4

1 1 1
P (TT )    .
2 2 4
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Example:
A not balanced coin is tossed twice with
p(H)=0.6 and p(T)=0.4. Calculate the
probability for each outcome?
P ( HH )  0.6  0.6  0.36.

P ( HT )  0.6  0.4  0.24.

P (TH )  0.4  0.6  0.24.

P (TT )  0.4  0.4  0.16.

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Example
Box contains 3 Red balls and 5 Green balls ,
2 balls are selected (without replacement-
one after another )
i. Find the probability that the second ball is
3 2 3
Red? P ( RR )    .
8 7 28

3 5 15
P ( RG )    .
8 7 56

5 3 15
P (GR )    .
8 7 56

5 4 10
P (GG )    .
8 7 28
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Example
the probability that the second ball is Red
3 15 21
P (2 nd _ Re d )    .
28 56 56

3 2 3
P ( RR )    .
8 7 28

3 5 15
P ( RG )    .
8 7 56

5 3 15
P (GR )    .
8 7 56

5 4 10
P (GG )    .
8 7 28
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Example
ii. Find the probability that the second ball
is green or the first ball is red
3 35 15
P (1st _ R  2 nd _ G )   
8 56 56

3 2 3
P ( RR )    .
8 7 28

3 5 15
P ( RG )    .
8 7 56

5 3 15
P (GR )    .
8 7 56

5 4 10
P (GG )    .
8 7 28
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Example(try)
A manufacturer company uses the following
acceptance scheme: Boxes of 25 items are readied for
shipment, and a sample of 3 items is tested for
defective. If any defectives are found, the entire box is
sent back for 100% screening. If no defectives are
found, the box is shipped.

a) What is the probability that a box containing 3

defectives will be shipped?

b) What is the probability that a box containing only 1

defective will be sent back for screening?