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Probability Theory Lecture Notes

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DOI: 10.13140/RG.2.1.1201.8005

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 PROBABILITY THEORY - I

PROBABILITY THEORY - I
Lecture Notes (Basics) - M.Sc., Statistics
Lesson - I
What is probability?

The probability of an event refers to the likelihood that the event will occur.

Expressed as a number between 0 and 1.

Probability of event A is represented by P(A).
How to interpret Probability?
Probability Interpretation
P(A) = 0.0 Event will almost definitely not occur.
P(A) = 0.25 25 % chance that event A occurs.
P(A) = 0.5 50-50 chance that event A occurs.
P(A) = 0.75 75 % chance that event A occurs.
P(A) = 1.0 Event A will almost definitely occur.

Statistical experiment:
Statistical experiment have 3 common features
1. Experiment has more than one possible outcome
2. Each outcome can be specified in advance
3. Outcome of the experiment depends on chance
Sum of probabilities for all outcome is one.
Example:
If, an experiment can have three possible outcomes (A, B, and C),
Then,
P(A) + P(B) + P(C) = 1.
Example: 1
Tossing a coin,
1. More than one possible outcome
2. Each outcome in advance
3. The outcome depends on chance

Problem:
A coin is tossed three times. What is the probability that it lands on heads exactly one time?
(A) 0.125
(B) 0.250
1 (C) 0.333
(D) 0.375
(E) 0.500
Answer - D

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)
 PROBABILITY THEORY - I

Solution:
If you toss a coin 3 times, there are a total of 8 possible outcomes.
HHH, HHT, HTH, THH, HTT, THT, TTH and TTT
HTT, THT, and TTH (3 have exactly one head).
Therefore, the probability that 3 flips of a coin will produce exactly 1 head is 3/8 or 0.375.

How to compute the probability?

Given: Statistical experiment has n equally-likely outcomes, r outcome is “success”
Find: Probability of successful outcome(S)
Number of Successes r
P( S ) = =
Total Number of Outcomes n
Example:2
Given: 10 marbles: 2 red, 3 green, 5 blue.
Find: probability of selecting green?
3
Solution: P (G ) = = 0.30
10
Law of Large Numbers:
As trails increases, relative frequency converges on probability

Relative Frequency:
Number of times events occurs
RF =
Number of trails
Warning:

The more trails, the better the estimate

With few trails, probability estimates may be poor
Example:
Find likelihood of “Heads”. P(Heads) =0.50
Number of Flips Relative Frequency Percentage
10 0.4 to 0.6 66
100 0.49 to 0.51 92
1000 0.499 to 0.501 97
10000 0.4999 to 0.5001 99
Rules of probability 1, 2, 3 4, 5, 6
Definition: Mutually exclusive events
Two events are mutually exclusive if they cannot occur same time
Event A Event B
2
Disjoint Event: Mutually independent event is also known as disjoint event

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)
 PROBABILITY THEORY - I

Conditional Probability
The probability of Event A, given Event B is called Conditional Probability.
Notation:
P(A|B) = conditional probability of A, given B 1, 2, 4, 5,
P(B|A) = conditional probability of B, given A
3, 4 6
P(X=4 |A) = 1/4 = 0.25
P(X=3 |B) = 1/3 = 0.33 Event A Event B
Intersection of Event
The intersection of two events is the set of the elements that are common to both events.

1, 2, 3, 4, 5, 6, 7, 8

Event A Event B

Probability of Intersection
The probability that Event A and B both occur is the probability of the intersection of A and B
P(A∩ B) = intersection probability
Select a number from 1 to 10.
2
P( A ∩ B) = = 0.2
10
Solution:
A = {1, 2, 3, 4,5} B = {4,5, 6, 7,8}
(A ∩ B) = {4,5}
2
P(A ∩ B) = = 0.2
10
Example: 3
What is the probability of the intersection of Events A and B?

1, 2, 4, 5,
3 6
Event A Event B

A = {1, 2,3} B = {4,5, 6}

(A ∩ B) = {0} , P(A ∩ B) = 0 / 6 = 0
3 Union of Events
The union of two events is the set of elements that belong to either event or both event.
A ∪ B = Union of A and B
A ∪ B = 1, 2,3, 4,5

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)
 PROBABILITY THEORY - I

Probability of Union
The probability of the union of two events is the probability that either or both events occur.

1, 2 2, 3 3, 4

EVENT A EVENT B EVENT C

P ( A ∪ B ) = probability of the union of A and B

3
P( A ∪ B) = = 0.75
4

Independent Events
Any two events can be classified as independent events or dependent events.
Independent Dependent
Occurrence of Event A does not change probability Occurrence of Event A changes probability that Event
that Event B occurs B occurs

Complement of an Event
The complement of an event is the event not occurring
Notation:

P ( A' ) = Probability Event A does not occur

P ( B ' ) = Probability Event B does not occur

RULES OF PROBABILITY
Probability of Subtraction:
The probability that Event A will occur is equal to 1 minus the probability that Event A will not occur.
The sum of probabilities of all events equals 1
P( A) + P(A') = 1
P ( A) = 1 − P ( A ')
Example: 4
4
Given: Probability of Graduation is 0.8
Find: Probability of not graduating

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)
 PROBABILITY THEORY - I

Problem Rules of subtraction Says

• A = Bill graduate • P ( A) = 1 − P ( A ')
• A ' = Bill does not • P (A') = 1 − P(A)
• P ( A) = 0.8 • P ( A ') = 1 − 0.8
• P ( A) ? • P ( A ') = 0.2
Probability of Multiplication
Compute the probability of the intersection of two events
The probability that events A and B both occur is equal to the probability that event A occurs times the
probability that Event B occurs, given that A has occurred.
P ( A ∩ B ) = P ( A) * P ( B | A)

Example: 5
An urn contains 6 red marbles and 4 green balls. 2 balls are drawn without replacement from the urn. What
is the probability that both of the balls are green?
Solution:
A = First ball is green
B = Second ball is green
P ( A) = 4 / 10 = 0.4
P ( B | A) = 3 / 9 = 0.33
P ( A ∩ B ) = P ( A) * P (B | A)
P ( A ∩ B ) = 0.4 * 0.33 = 0.13
RULES OF ADDITION:
Compute the probability of the union of two events
The probability that events A and/or Event B occurs is equal to the probability that event A occurs, plus the
probability that event B occurs, minus the probability that both Events A and B occur.
P ( A ∪ B ) = P ( A) + P ( B ) − P ( A ∩ B )

Example: 6
A student goes to the library. The probability that she checks out (a) a work of fiction is 0.40, (b) a work of
non-fiction is 0.30. What is the probability that the student checks out a work of fiction, non-fiction?
Solution:
A = Checks out fiction
B = Checks out non − fiction
P ( A) = 0.4
P ( B ) = 0.3
5 P ( A ∩ B ) = 0.2
P ( A ∪ B ) = P ( A) + P (B) − P(A ∩ B)

P ( A ∪ B ) = 0.4 + 0.3 − 0.2 = 0.5 .

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)
 PROBABILITY THEORY - I


Remember Points
Mutually Exclusive: Events cannot occur at same time.
Independence: Event A does not Change Probability of Event B
Complement: Event not occurring
Conditional Probability: Probability that Event A occurs, given Event B
Probability of Intersection: Probability that Events A and B both occur
Probability of Union: Probability that either A or B or Both occur
P ( A ') : Probability of Complement of event A

P ( A | B ) : Probability of event A, given event B

P ( A ∩ B ) : Probability of Intersection of A and B

P (A ∪ B) : Probability of Union of events A and B

Subtraction: Find probability of the complement of an event

Multiplication: Finds Probability of the intersection of two events
Addition: Finds probability of the union of two events.

Glossary Terms:
6 Likelihood (Chance) –வாய்ப்பு, Event – நிகழ்வு, நிகழ்ச்சி, Converges – குவிகிறது
Complement – நிரப்பு கூறு;

K. MANOJ.,D.C.A.,M.Sc.,M.Phil., | Department of Statistics, MSU. | E-mail: manojstatms@gmail.com

Website: www.statweb.blogspot.com (Statistics Notes Available)

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