Probability

Chapter 2

AXIOMS OF PROBABILITY
1. Sample Space and Events
2. Axioms of Probability
3. Some Simple Propositions
4. Sample Spaces Having Equally Likely Outcomes

1st Semester 2022

 Probability

1. Sample Space and Events

Sample Space
• The sample space S of an experiment (whose outcome is uncertain) is
the set of all possible outcomes of the experiment.
Example 2.1: Determining the sex of a newborn child in which case
S = {boy, girl}
Example 2.2: If the experiment consists of flipping two coins, then the
sample space is
S = {(H;H), (H;T), (T;H), (T;T)}

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 Probability

1. Sample Space and Events

Sample Space
Example 2.3: If the outcome of an experiment is the order of finish in a
race among the 7 horses having post positions 1, 2, 3, 4, 5, 6, and 7,
then
S = {all 7! permutations of (1, 2, 3, 4, 5, 6, 7)}
Example 2.4: If the experiment consists of measuring the lifetime (in
years) of your pet then
S = 𝑥; 0 ≤ 𝑥 < ∞
Example 2.5: If the experiment consists of tossing two dice, then
S = {(i, j): i, j = 1, 2, 3, 4, 5, 6}

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 Probability

1. Sample Space and Events

Event
• Any subset E of the sample space S is known as an event; i.e. an event
is a set consisting of possible outcomes of the experiment.
• If the outcome of the experiment is in E, then we say that E has
occurred.

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 Probability

1. Sample Space and Events

Event
In Example 2.1: The event E = {boy} is the event that the child is a boy.
In Example 2.2: The event E = {(H,T), (T,T)} is the event that a tail
appears on the second coin.
In Example 2.3: The event E = {all outcomes in S starting with a 7} is the
event that the race was won by horse 7.
In Example 2.4: The event E = {x : 3 <x<= 5.5} is the event that your pet
will live more than 3 years but will not live more than 5 years and 6
months.
In Example 2.5: Let E be the event that the sum is 6, then E=?

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 Probability

1. Sample Space and Events

Union of Events
• Given events E and F, E ∪ F is the set of all outcomes either in E or F
or in both E and F. E ∪ F occurs if either E or F occurs. E ∪ F is the
union of events E and F.
• In Example 2.2, if E = { (H, H), (H, T)} is the event that the first coin
lands heads, and F = { (T, H), (H, H)} is the event that the second coin
lands heads, then E ∪ F= {(H,H),(H,T),(T,H)} is the event that at least
one of the coins lands heads and thus will occur provided that both
coins do not land tails.
• If 𝐸𝑖 𝑖≥1 are events then the union is denoted ∪∞ 𝑖=1 𝐸𝑖 it is the event
which consists of all the outcomes in 𝐸𝑖 𝑖≥1

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 Probability

1. Sample Space and Events

Intersection of Events
• Given events E and F, E ∩ F is the set of all outcomes which are both
in E and F. E ∩ F is also denoted EF
• In Example 2.2: If we have E = {(H,H) , (H,T), (T,H)} (event that one H at
least occurs) and F = {(H,T), (T,H) , (T,T)} (event that one T at least
occurs) then E ∩ F = {(H,T), (T,H)} is the event that one H and one T
occur.
• If 𝐸𝑖 𝑖≥1 are events then the intersection is denoted ∩∞ 𝑖=1 𝐸𝑖 : it is the
event which consists of the outcomes which are in all of the events
𝐸𝑖 𝑖≥1 .

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 Probability

1. Sample Space and Events

Notation and Properties
In Example 2.5, let
• E be the event that the sum of the dice is 6
• F be the event that the sum is 7
Then the event EF does not contain any outcomes and hence could not
occur. To give such an event a name, we shall refer to it as the null
event and denote it by ∅.
If EF = ∅, then E and F are said to be mutually exclusive.

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 Probability

1. Sample Space and Events

Notation and Properties
• For any event E, we define the new event 𝐸 𝑐 (or ~E or 𝐸), referred to
as the complement of E, to consist of all outcomes in the sample
space S that are not in E. Hence we have
𝐸 ∪ 𝐸 𝑐 = S; E ∩ 𝐸 𝑐 = ∅
• For any two events E and F, we write E ⊂ F if all the outcomes of E are
in F.

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 Probability

1. Sample Space and Events

Notation and Properties
• Commutative laws
𝐸∪𝐹 =𝐹∪𝐸
𝐸∩𝐹 =𝐹∩𝐸
• Associative laws
𝐸 ∪ 𝐹 ∪ 𝐺 = 𝐸 ∪ (𝐹 ∪ 𝐺)
(𝐸 ∩ 𝐹) ∩ 𝐺 = 𝐸 ∩ (𝐹 ∩ 𝐺)
• Distributive laws
𝐸 ∪ 𝐹 ∩ 𝐺 = (𝐸 ∩ 𝐺) ∪ (𝐹 ∩ 𝐺)
(𝐸 ∩ 𝐹) ∪ 𝐺 = (𝐸 ∪ 𝐺) ∩ (𝐹 ∪ 𝐺)
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 Probability

1. Sample Space and Events

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 Probability

1. Sample Space and Events

DeMorgan’s Laws
𝑐
(∪∞ 𝐸
𝑖=1 𝑖 ) 𝑐
=∩∞
𝐸
𝑖=1 𝑖

𝑐
(∩∞ 𝐸
𝑖=1 𝑖 ) 𝑐
=∪∞
𝐸
𝑖=1 𝑖

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 Probability

2. Axioms of Probability
Consider an experiment with sample space S. For each event E, we
assume that a number P(E), the probability of the event E, is defined
and satisfies the following 3 axioms:
Axiom 1: 0 ≤ 𝑃(𝐸) ≤ 1
Axiom 2: 𝑃 𝑆 = 1
Axiom 3: For any sequence of mutually exclusive events 𝐸𝑖 𝑖≥1 , i.e
𝐸𝑖 ∩ 𝐸𝑗 = ∅ 𝑤ℎ𝑒𝑛 𝑖 ≠ 𝑗, we have
∞

𝑃 ∪∞
𝑖=1 𝐸𝑖 = 𝑃(𝐸𝑖 )
𝑖=1

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 Probability

2. Axioms of Probability
Direct consequences include
• P(∅) = 0
• For mutually exclusive events 𝐸𝑖 𝑖≥1

𝑃 ∪𝑛𝑖=1 𝐸𝑖 = 𝑃(𝐸𝑖 )
𝑖=1

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 Probability

2. Axioms of Probability
In Example 2.1: Assume both coins are unbiased; i.e. a head is as likely
to appear as a tail, then
P ({(H,H)}) = P ({(H,T)}) = P ({(T,H)}) = P ({(T,T)}) =1/4

Example 2.6: A die is rolled and we assume

P ({1}) = P ({2}) = … = P ({6}) = 1/6
Find the probability of having an odd number.

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 Probability

3. Some Simple Propositions

• Proposition 1: 𝑃(𝐸 𝑐 ) = 1 − 𝑃(𝐸)
• Proposition 2: If 𝐸 ⊂ 𝐹 then 𝑃 (𝐸) ≤ 𝑃(𝐹)
• Proposition 3: 𝑃(𝐸 ∪ 𝐹) = 𝑃 (𝐸) + 𝑃 (𝐹) − 𝑃(𝐸 ∩ 𝐹)

• 𝑃(𝐸 ∪ 𝐹 ∪ 𝐺) = 𝑃 𝐸 + 𝑃 𝐹 + 𝑃 𝐺
− 𝑃(𝐸 ∩ 𝐹) − 𝑃 𝐸 ∩ 𝐺 − 𝑃 𝐹 ∩ 𝐺
+ 𝑃(𝐸 ∩ 𝐹 ∩ 𝐺)

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 Probability

3. Some Simple Propositions

Example 2.7: You are in a restaurant and ordering 2 dishes. With
probability 0.6, you will like the first dish; with probability 0.4, you will
like the second dish. With probability 0.3, you will like both of them.
What is the probability you will like neither dish?

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 Probability

3. Some Simple Propositions

Example 2.8: A die is thrown twice and the number on each throw is
recorded. Assuming the dice is fair, what is the probability of obtaining
at least one 6?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

• Assume S = {1, 2, ..., N} then it is often natural to assume
P ({i}) = 1/N; i = 1, 2, ... , N
so, for any event E,
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝐸 𝑛(𝐸)
𝑃 𝐸 = =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝑆 𝑛(𝑆)

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.9: A company has 200 employees. 50 of these employees
are smokers. One employee is selected at random. What is the
probability that the selected employee is a smoker

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.10: If 5 balls are “randomly drawn” from a bowl containing
10 white and 7 black balls, what is the probability that 3 of the balls are
white and the 2 other black?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.11: If two dice are rolled, what is the probability that the
sum of the upturned faces will equal 7?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.12: In the game of bridge, the entire deck of 52 cards is dealt
out to 4 players. What is the probability that
(a) one of the players receives all 13 spades;
(b) each player receives 1 ace?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.13: Consider a company with 20 male employees and 30
female employees. The company is going to choose 5 employees at
random for drug testing. What is the probability that the five chosen
employees consist of
(a) 3 males and 2 females;
(b) All males;
(c) All females?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.14: A manufacturer has received a shipment of 50 parts.
Unfortunately, 20 of the parts are defective. The manufacturer is going
to test a sample of 5 parts chosen at random from the shipment. What
is the probability that the sample contains
(a) 3 defective parts and 2 good parts;
(b) all defective parts;
(c) no defective parts?

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 Probability

4. Sample Spaces Having Equally Likely Outcomes

Example 2.15: A line-up of 10 men is conducted in order that a witness
can identify 3 suspects. Suppose that 3 people in the line-up actually
committed the crime in question. If the witness does not recognize any
of the suspects, but simply chooses three men at random, what is the
probability that the three guilty men are selected? What is the
probability that the witness selects three innocent men?

1st Semester 2022