PROBABILITY THEORY Section '~A : Mathematical Probability in one dimensio1 { Introduction, Mathematical preleminaries, space, Events, Favourable cases, Statistical regularity, Definition of probe ability and some theorems, Conditional probability, Boole's inequality, Baye's theorem, Joint or Compound experiment, Bernoulli's trials, Bionomial law and Poisson approximation, Multinomial law, Demoiver’s Problem, Worked. ‘out examples—Simple and Harder, Exercise. Random experiment, Sample Section. -B : Geometrical Probability with Applications, 1.1. Introduction : Theory of Probability means the theory of chance, In other word ‘probability’ and ‘chance’ are synonym words. The word probability or chance is closely Telated to our day-to-day life. As an illustration, say, in the starting of a cricket game a tossing with a fair coin is done. A captain who will win the toss will take the decision whether he will choose the batting or fielding first. A coin has two faces called ‘head’ and‘tail’. So before tossing a coin one captain will select ‘head’ and so automatically the other captain will select ‘tail’. Now when the coin is in the air, we say generally that probabilities or chances of winning of both the captains are 50—S0 or 3-3 . but how these mathematical figures come? This will be discussed inthe theory of probability. Since Seventeenth Century it is noticed that this stream is growing very rapidly with its application in different fields of education like Physics, Chemistry, Biology, Psychology, Education, Economics, etc. Huygens (1629- 1695), Pascal (1623-1662), Bernoulli (1654-1705) developed the theory of probability on the basis of functional analysis. De-Moiver (1667-1754), Laplace (1749-1827) enriched the subject through their valuable contributions. In the eighteenth and nineteenth Century, Tshebysheff (1821-1894), Markoff (1856- 1922), Lipounoff (1858-1918) gave an important turn to the development of this subject. Recently S. Bernstein, A. Kintchine and A. Kolmogroft tried to generalise the results on the basis of the axiomatic formulation of the probability. 1 Probability-1 aa 4 Fundamental Treatise on Probability ang eee LGtisy a The theory of probability is the fundamental basis of the subjec, Stage We may say that statistics is the applicative part of the theory of Probab i 1.2. Mathematical Preleminaries : 4 1.2.1. Some results on set theory : We consider some definitions in which will be very useful in the discussion of the probability then” (a) Set : A set is defined to be a collection of well-defined objects, “Studey of a particular institution integers lying between 10 and 100", ee ares examples of a set. A set is said to be finite or infinite according as the number of ele of a set is finite or infinite. A set of natural numbers is an example inifinite set whereas a set of vowels is an example of a finite set, A set containing all elements is called a universal set, generally denoted by U or I, whereas a set containing no element is called a null set, generally denoted by 6or O. Mens Of an Sometimes, a set is represented bys closed diagram (as shown in the Fig. containing its elements within the A diagram and this diagram is known Venn diagram. As for example, the Vem diagram for the set A giving all the Fig, 1.1. (Venn diagram of a set A) ryesults in throwing a die (ie, A= {1, 2,3, 4, 5, 6} is shown in the fig. 1 (b) Subset : A set A is said to be a subset of another set B (generally denoted by AC B or B2A) if every element of the set A is found in the elements of the set B, but the converse may not be true. As an example, the set of positive integers is a subset of the set of integers, It is to be noted that—(i) every set is a subset of itself and (ii) null set dis a subset of every set. The Venn diagram of a subset is shown in the Fig. 1.2. (©) Union of two sets : If A and B be any two sets, then union of thest two sets, denoted by A UB ot bY A+B, is another set whose elements a the clements of either A or B or bolt As an example, if A = (1 B= (3,4, 5, 6}, then AUB 4, 5, 6}. The following Fig. | Sents the Venn diagram of AUB. If A and B be any two sets, then 4 OB or AB, is another set whose elemen Fig. 1.2. (Venn diagram of ASB) 1.23 repre" Fig. 13. (Venn diagram of AGB or A+B) __ (@) Intersection of two sets : intersection of two sets, denoted byA3 Probability Theory . - : TT are the common elements of both the sets A and B. In the previous example. AmB = (3, 4). The Fig. 1.4 shows the Venn diagram of Aq B (c) Set A= B If A and B be two sets, then the set A - B is another set whose elements are the ¢ ANB Venn diagram oy - B or AB) but not those of B. In the previous fis /4 (Venn diagram of A A B ements of A example, A~B = (1, 2) and B- A= (5. 6). The Fig. 1.5 shows the Venn diagram of A - B. Fig. 1.5. (Venn diagram of A~B) (f) Disjoint Set : Two sets are said to be disjoint sets if common elements. Obviously, if A and B are two disjoint sets.then AGB =0 As for example, the set of even integers and the set of ode int disjoint sets. (g) Complementary Set : If A be any set, then the set containing all the elements which are not the elements of A is known as the complementary set of A and it is generally denoted by Zor A’ or AS. Obviously, A U A Ts are two » A A=6, A=S-A,S being the universal set. 1.2.2, Some useful results on Combination and Permutation : (a) From a set of N different elements, r elements can be selected at atime Nt r(N= rn)" (b) From N different elements of a group G, and M different elements of another group G», if n elements from the group G, and m elements group G, are selected at a time, then total number of sel If one clement is selected from each group, combination is NM. (c) The number of ways in which r things can be selected out of n different ' by 8C, ways where NC, = from the lection SC. MC, then the total number of things and can be arranged is "P, ways, where "P, = nt Sars” pe than n different things can be arranged among themselves is aP.: n!) ways. ‘ riso on Probability and St 4 __ Fundamental Treat (4) Some important re (i) °C, + °C, (ii) "Cy + "C, + °C, + °C, = a (iii) "Cy = "C+ C= t a Cr (iv) LPC, + 27Cy ta HMM, = om! () (PCy)? + PCY + vere 06,7 = "Cn = (a? 1.3. Random Experiment : means an act which will produce some results der identical or uniform conditions. By random iment of whose all results (or outcomes) are to be happened at a particular performance is ‘An experiment generally and which can be repeated un experiment we mean an expel known, but which one is going unknown. As for example, ‘throwing a die’ are two examples of ‘tossing a coin’, ‘ random experiments, because in both the cases we know all the results ie “head” and ‘tail’ in the case of tossing a coin and 1, 2, 3, 4, 5, 6 in the case of throwing a die, but which of them will happen at a particular performance is not-known to us. 1.4. Sample point, Sample space or Event space or Outcome space : In any random experiment, any simple event connected with that experiment is called an event point or simply a point. The set of all possible event points is known as the sample space or event space or outcome space. Thus, if E denotes the random experiment of throwing a die, then its event space S consists of six points 1, 2, 3, 4, 5, 6 ie, S = (1, 2, 3, 4, 5, 6}. A sample space is said to be discrete or uncountable according as it bem a countable or uncountable number of sample points. As for example, : oe - sample space, given by S = {H, T), is an example of re a - ee pu if ball is dropped at random on the floor of casured distances of the dropping point from a fi a fixed wall of the room form an uncountable event space, 1.5. Events : Jn any rando i to be eens iment E, any subset of it sample space § is defined (1,2, 3,4, 5, 6) and niverieae in throwing a die its sample space S = ianone bsel, say, set of even numbers B = (2, 4, 6} 415.1. Exhaustive : to be exhaustive if one of then Ina random experimen, a set of events is said is performed, Alternatively nn eer” ™ every time when the experiment * Allematively, we may state that, a set of events Aj AgueenAyProbability Theory 5 are said to be exhaustive if UA, As for example, in throwing a die, the two events A y and Aj, where Ay = the event that the result is odd and A, = the event that the result is even, are two exhaustive c 1.5.2. Classification of events + An event may be classified in the following, groups > Simple or Elementary Compound ~ Equally likely Mutually exclusive or disjoint L Complementary Null or Impossible Certain or Sure nts (a) Simple or Elementary events : An event is said to be a simple event or an elementary event if it cannot be further discomposed into smaller events. It may be assumed to be an atom of an event. As for example, in the random experiment of tossing a coin the event ‘head’ and the event ‘tail’ are two simple events. (b) Compound event : An event is said to be a compound event if it can be further decomposed into simple events. As for example, in throwing a die, the event ‘odd face’ is a compound event because it can be broken into three simple events ‘one’ or ‘three’ or ‘five’. (c) Equally likely events : In any random experiment a set of events is said to be equally likely or mutually symmetrical if there is no reason to believe that any one of them is more likely to happen than the other. As for example, in throwing a die all the events ‘one’, ‘two’, ‘three’, ‘four’, ‘five’ and ‘six’ are equally likely. (d) Mutually exclusive or Disjoint events : In any random experiment two events are said to be mutually exclusive or disjoint if they can never happen simultaneously. As for example, in tossing a coin, the events ‘head’ and ‘tail’ are two mutually exclusive events. (c) Complementary events : In any random experiment if A be any event, then the event ‘not A’ is known as the complementary event of A. As for example, (i) in tossing a coin the event ‘head’ is the complementary event of the event ‘tail’ and vice-versa; (ii) in throwing a die, the complementary event of the event ‘six’ is the event ‘no six’, (£) Null or Impossible events : In any random experiment, an event is said to be a null event or an impossible event if it can never happen. As for example, the event ‘seven’ in throwing a six-faces die is a null event. (g) Certain or Sure event : In any random experiment, an event is said to be a certain or sure event if it always happens, As for example, the event ‘head or tail’ in tossing a coin is a certain event. | lagé Fundamental Treatise on Probability and Statistics 1.6. Favourable cases : Any case ‘a’ is said to be 3 favourable case (a0 event A, if the occurrence of ‘a’ assures the acemrence of the event A eet s. the event ‘even face i As for example, in throwing a dic. the eve : As for example, in t ah ‘four’ of ‘six’. The + For a certain event, all cases are events, no case is favourable to it result turned up in the die be “Ovo favourable cases to the event “even favourable to it and for an impossible 1.7. Statistical Regularity : Jer identical conditions be repeated N times une ber of times of occurrence of any event A in ni fa Ifany random experiment E and if N (A) denotes the num _ Nic called the frequency ratio of the event limit, This tendency of stability of the and it is supported by many this experiment, then f(A) A. When Nos. f (A) 2 finite frequency ratio is called statistical regularity experimental results. 4.8. Definition of Probability and some theorems : 1.8.1. Definition of Probability : There are three important definitions of ‘obability : (@ Classical or Mathematical or Priori definition, Gi) Impirical or Statistical or Frequency definition, (iii) Axiomatic definition. 1.8.2. Classical or Mathematical or Priori definition : Let in any random experiment E, its event space consists of n (finite) equally likely events (or cases) among which m {or sometimes written as m(A)] cases are favourable to any event A connected with this experiment, then the probability (or chance) of A, generally denoted by P(A), is defined as mm m(A) P(A) = — (A) = 7 or == . (1.1) Thus, P(A) = ‘Number of cases favourable to A All number of equally likely and mutually exclusive exhaustive cases Eo nee another definition which is due to Laplace and Burnoulli in ae ss a experiment if the total number of elementary (simple) events cere ce sniee be n (a finite number) among which the number of Sere s favourable to an event A, connected with that experiment, + then the probability of A, generally denoted by P(A), is defined as m Pay= 4, a Some deductions : @) 0 0 for any event Ac A, andom experimen, p Day en Y Funct ‘A satis Il. P(S) = 1, S being any certain event. / II. For countably infinite number of mutually exclusive events Aya tits AA, = O for ij and Ay Ay eM) Ef = 12,3.) Prag F cases) = P(A,) + P(Ag) +o. + P(A,) +. 1.8.6. Deduction of Classical Definition from Axiomatic Definition Let the event space S contains n event points, say Aj, A... S=A,+A,+..+A, Since any two event points are mutually exclusive, i.e., AA; =0, ix), then PlAy # Ag t= + A,) = P(A) + P(Ag) + + P(A,) [By Axiomatic Dep) ie, P(S) = P(A,) + P(A) +... + P(A,) But P(S) =1 Therefore, P(A,) + P(A,) + ... + P(A,) = 1 Now assuming that event points are equally likely. P(A)) = P(A) = ... = P(A,) So, P(A,) = P(A,) =... = P(A,) = 2 n Now, let any event A consists of m event points, i, e A=A+ Ay tat Ay So, P(A) = P(A) + Ay +. + A,) = P(A) + P(A,) +... + P(A,,) ee “on So, we may write P(A)= 2 which is the classical defi 1.8.7. Some theorems : Theore, The Te een, Then on Total Probability : Let E be any xando® the probability of hapy Pe pairwise mutually exclusive event i y _ Probabilities of the Had of either of the events is equal to the sum of then MMual events, ie, if A, A, = 0, i#j, n=” n inition of P(A).