Lecture 2

Introduction to
Probability theory

DR. MAHA HASSANEIN

Lecture Objectives
Understand the notion of random experiment and variation in
parameters
Define the Sample Space of a random experiment
Know the definitions and notation for sets, intersection, union,
complement.
Be able to visualize set operations using Venn diagrams.
Understand how counting is used computing probabilities.
Be able to use the rule of product, inclusion-exclusion principle,
permutations and combinations to count the elements in a set.

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Review Set Theory
A set is a collection of individual elements in the domain D.
The universal set S contains every element in D.
The null set Φ contains no element.
If A is a set in the domain D, it must be a subset of the universal set ,
denoted as A ⊆ 𝑆
If A consists of some but not all elements, then A is called a proper
subset of , denoted as A ⊂ 𝑆

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Set Operations
Union of sets

Intersection of sets

Complement of a set

Graph using the Venn diagram

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Random Experiment
Random Experiment : a procedure with a
set of well-defined possible outcomes

Sample space : the set of all possible

outcomes Ω

Event: a subset of the sample space

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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.

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Types of Sample Space
A sample space is discrete if it consists of a finite or countable infinite
set of outcomes.

A sample space is continuous if it contains an interval (either finite or

infinite) of real numbers.

Also called the sure event

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Disjoint Events A and B
Disjoint (mutually exclusive) events A and B
The events A & B has no elements in common –
The intersection is the Null event

Null Event is the empty set

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The Classical Probability
Concept
In a random experiment, the probability of successful output is the
ratio of the number of successful outputs n to the number of equally-
likely possible outputs N in the sample space S

𝑛
𝑃 𝐴 =
𝑁

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Counting Principle
Fundamental Principle of Counting
If an experiment can be formed in k operations,
the first in n1 ways, the second experiment can
be formed in n2 ways, and so on until the kth
operation, then together the k operations can be
formed in
𝑛1 × 𝑛2 × ⋯ … × 𝑛𝑘
Review : Types of Counting ( Permutations,
Combinations , with replacement)

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Example 1:
Experiment:
Toss a fair coin once, it lands Head (H) or Tail (T)
Sample space:
Ω={𝐻,𝑇}
# Ω =2
Probability function:
𝑃(𝐻)=0.5, 𝑃(𝑇)=0.5
Note. # denotes Cardinality

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Example 2:
Experiment:
Toss a fair coin 3 times, the outcome is all possible ordering of
heads or tails
Sample space:
Ω = 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇
#Ω=8
Probability function:
Each outcome is equally likely to occur with probability 1/8; e.g.
1 1
𝑃 𝐻𝐻𝐻 = , 𝑃 𝐻𝑇𝑇 = , …
8 8

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Example 3:
Experiment:
Toss two dice, record all possible ordering 1,2…,6
Sample space:
Ω= 1,1 , 1,2 , … , 2,1 , … (6,6)
# Ω = 36
Probability function: Each outcome is equally likely to occur
with probability 1/36;
1 1
𝑃 1,1 = ,𝑃 1,2 = , …
36 36

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 Example 4:
Experiment:
Toss two dice, record the sum of the two dice
Sample space:
Ω = 2,3,4,5,6,7,8,9,10,11,12
Probability function:
The outcomes are not all equally likely to occur; 𝑃 {2}
1 2
= 𝑃 1,1 = , 𝑃 3 = 𝑃( 1,2 , 2,1 ) = ,
36 36
outcome 2 3 4 5 6 7 8 9 10 11 12
Probability 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36

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Example 5
If 3 Balls are selected at random from a box containing 4 Red , 3 Black
balls. What is the Probability that 2 Red and 1 Black are selected

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Excercises
What is the probability that a committee of 2 women and 3 men
formed from a group of 9 women and 6 men if the selection is at
random.

If 3 Balls are selected one after the other at random from a box
containing 4 Red , 3 Black balls what is the probability that the first and
second are Red and the third is Black

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 Text book
◦ Chapter 3 - Sections 3.1, 3.2 and 3.3

References

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 Thank you for listening.

Maha

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