AM761-STATISTICAL METHODS FOR CIVIL

ENGINEERING APPLICATIONS

LECTURE-4: ELEMENTS OF PROBABILITY

Dr. DEBABRATA KARMAKAR

ASSISTANT PROFESSOR
DEPARTMENT OF WATER RESOURCES AND OCEAN ENGINEERING

Department of Water Resources and Ocean Engineering, NITK Surathkal 1

 CONTENTS

 Basic Probability
 Random experiment and related terminology
 Elementary concept of set theory
 Venn Diagram
 Permutation and Combination
 Probability-Statistical & Mathematical Concept
 Axioms of Probability

 Conditional Probability
 Multiplication theorem of probability
 Independent events
 Pairwise independent events
 Theorem of total probability
 Baye’s Theorem

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 ELEMENTS OF PROBABILITY
Random experiments and related terminology
Random Experiment: An experiment whose outcome or results are not unique and which
cannot be predicted with certainty is called random experiment. For example
 Tossing a coin and observing the face that falls
 Measuring the minimum room temperature

Sample space: The set of all outcomes of a random experiment is called sample space and
is denoted by S/U. For example
 When a dice is thrown, the sample space is S = {1,2,3,4,5,6}

Event: An event is a subset of sample space.

Mutually exclusive events: Events are called mutually

exclusive, if the occurrence of one of them prevent the
occurrence of all the others. For Example
 In tossing a coin the two outcomes head and tail
are mutually exclusive.

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Collectively exhaustive events: A list of events A1, A2,…… An are collectively exhaustive
if the union of all the events is the entire sample space.
n

 A1, A2,…… An are collectively exhaustive if Ai  S

i 1

Equally likely events: The events A and B are said to be equally likely events if each of the
elements have equal chances of occurrence.

Elementary Concepts of Set Theory If A, B and C are three sets then

(a) Commutative Laws: A  B  B  A and A  B  B  A

(b) Associative Laws: A   B  C    A  B   C and A   B  C    A  B   C

(c) Distributive Laws: A   B  C    A  B    A  C  and A   B  C    A  B    A  C 

(d) De Morgan’s Laws:  A  B   Ac  B c and  A  B  Ac  B c

c c

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 ELEMENTS OF PROBABILITY

Venn Diagram: Set Theory

 For any two events A and B of a sample space S the

event AUB, called the union of the two events A and
B, consists of all outcomes that are either in A or in
B or in both A and B.

 The events A∩B is called intersection of the two

events A and B, consists of the outcomes that are in
both A and B and occurs if both A and B occur.

 If A∩B = Φ, then the events A and B are said to be

mutually exclusive or mutually disjoint. The empty
set Φ is said to be the null event or impossible
event.

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 The events Ac, referred to as complement of the event A, consists of all the outcomes in
the sample space U that are not in A. Thus Ac occurs if, and only if A does not occur. We
note that Sc = Φ and Φc = S.

 For any two events A and B, if all the outcomes of A are also in B, then we say that A is
contained in B and we write A C B. In this case occurrence of A implies the occurrence
of B.

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 ELEMENTS OF PROBABILITY CONTD….

Permutation and Combination

(a) Permutation: The number of ways of arranging r things at a time from n available
things is called permutation. It is denoted by nPr
n!
n
Pr  , where n !  n.(n  1).(n  2).(n  3).....3.2.1
 n  r !
 n  r  !   n  r  . n  r  1 . n  r  2 . n  r  3 .....3.2.1
(b) Combination: The number of ways of selecting r things at a time from n available
things is called combination. It is denoted by nCr
n!
n
Cr  , where n !  n.(n  1).(n  2).(n  3).....3.2.1
 
n  r ! r !
r !  r.(r  1).(r  2).(r  3).....3.2.1
 n  r  !   n  r  .  n  r  1 .  n  r  2  .  n  r  3 .....3.2.1
Remark: The order of arrangements (permutations) is important whereas the order of
selections (combinations) is not important.
nP
n
Cr  r , where r !  r.(r  1).(r  2).(r  3).....3.2.1
r!
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 ELEMENTS OF PROBABILITY CONTD….

Probability: The probability is the measure of the likelihood that an event will occur. The
probability of an event A in an experiment is supposed to measure how frequently A is
about to occur if number of events are large.
Probability

Mathematical Concept Statistical Concept

Probability: Mathematical Concept

If an event A can occur in m ways out of n mutually exclusive, equally likely and
collectively exhaustive ways, then the probability of occurrence of an event A is given by

Number of favourable cases m

p  P( A)  
Number of exhaustive cases n

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Clearly, it follows from this definition that 0 ≤ P(A) ≤ 1 and also, if Ac is the event “not
happening” of A, then
nm  m
q  P ( A)     1    1  P( A)
 n   n

P( A)  P( A)  1

Normally, the probability p of the happening of an event is known as probability of

“success” and the probability q of non-happening of the event is known as probability of
“failure” and p+q=1.

An event A with P(A)=0 is called an impossible event and an event A with P(A)=1 is called
sure event, and in case of sure event A is the sample space consisting of all possible
outcomes.

Limitation of the mathematical probability concept

 It is applicable only when all the outcomes are equally likely.

 It is applicable only when number of exhaustive cases are finite.
 It gives probability of an event only as rational numbers in [0,1].

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Probability: Statistical Concept

The probability of an event is the proportion of times the event occurs in a long run of
repeated experiments performed under essentially homogeneous and identical conditions.

Symbolically if in n trials an event A happens f(A) times, then P(A) the probability of
happening of the event A is given by

f ( A)
P( A)  lim
n  n
If in n trials, A did not occur at all, then f(A) = 0, and if A always occurred, then f(A) = n.
Thus, 0 ≤ P(A) ≤ 1.

Limitation of the statistical probability

 If an experiment is repeated a large number of times, the experimental conditions may

not remain identical.
 The limit f(A)/n may not exist as n → infinity.

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Axioms of Probability
 For any event A of sample space S, 0 ≤ P(A) ≤ 1
 Probability of entire sample space is always 1. i.e P(S) = 1.
 For any two mutually exclusive events A1 and A2 of S, the probability of occurrence of
either A1 or A2 is given by
P( A1  A2 )  P( A1 )  P( A2 )

Some Elementary Results

Result - 1: If Φ is a null set then P(Φ) = 0.

Proof: If S is the entire sample space, then

S  S   P(S )  P(S )

Since the sample space and null set are mutually exclusive events, So

P(S )  P(S )  P()  P()  0

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Result - 2: If A  B then P( A)  P( B).

Proof: The event B can be written as B  A  Ac  B  

P( B)  P  A   Ac  B  


A and Ac  B  are mutually exclusive events, so P( B)  P( A)  P  Ac  B 

 
However P Ac  B is never zero and a positive quantity since A  B

P( B)  P( A)  P( A)  P( B)

Result - 3: If A B   then P( A)  P( Bc ).

Proof: Since A B   we know that A  Bc

However from the previous result it is clear that when A  Bc then P( A)  P( Bc ).

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Result - 4: If A is any event of S then 0  P( A)  1.

Proof: Since   A so from the previous result P()  P( A)

P()  0  P(A)  0
In addition, since A which is any set of S, the sample space A  S

P( A)  P(S )  P(A)  1

0  P( A)  1.

Result - 5: If A is any event of S then P( Ac )  1  P( A)

Proof: We know A  Ac  S

P( A  Ac )  P(S )  1
Since A and Ac are mutually exclusive events, so from the axioms of probability
P( A  Ac )  P( A)  P( Ac )  P( Ac )  1  P( A)
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Result - 6: For any two events A and B

P( Ac B)  P( B)  P( A B)
Proof: From the Venn diagram we have
B  ( Ac B) ( A B)

P( B)  P ( Ac
B) ( A B) 
Since (Ac∩B) and (A∩B) are mutually exclusive events, so from the axioms of probability
P( B)  P( Ac B)  P( A B)  P( Ac B)  P( B)  P( A B)

Result - 7: For any two events A and B of S

P( A B)  P( A)  P( B)  P( A B)
Proof: From the Venn diagram we have
A B  A ( Ac B)
P( A B)  P  A ( Ac B) 
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Since A and (Ac∩B) are mutually exclusive events, so from the axioms of probability

P  A ( Ac B)   P( A)  P( Ac B)

 P( A B)  P( A)  P( Ac B)
But from the axioms of probability

P( Ac B)  P( B)  P( A B)

P( A B)  P( A)  P( B)  P( A B)

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 TUTORIALS
Example 1: (i) A bag contains 4 white and 6 black balls. If a ball is drawn at random, find
the probability for it to be black.
(ii) A bag contains 6 white, 8 black and 5 red balls. Three balls are drawn from it at random.
Find the probability that all the three balls are white.

Solution: (i) Let E be the event of drawing a black ball

Favourable number of cases for E

Probability of event E =
Total number of cases

Favourable number of cases for E = number of ways of drawing one black ball out of 6
black balls = 6C1 = 6 ways

Total number of cases = number of ways of drawing one ball out of a total of (4+6) = 10
balls = 10C1 = 10 ways

6 3
P(E) = 
10 5

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(ii) A bag contains 6 white, 8 black and 5 red balls. Three balls are drawn from it at random.
Find the probability that all the three balls are white.

Solution: (ii) Let E be the event of drawing 3 white balls

Favourable number of cases for E

Probability of event E =
Total number of cases

Favourable number of cases for E = number of ways of drawing 3 white balls from out of 6
white balls = 6C3 = 20 ways

Total number of cases = number of ways of drawing 3 balls out of a total of (6+8+5) = 19
balls = 19C3 = 969 ways

20
P(E) =
969

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Example 2: A book containing 100 pages is opened at random. Find the probability that on
the page
(i) A doublet is found
(ii) A number whose sum of the digits is 10.

Solution:

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Solution:

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Example 3: If P(A) = a, P(B) = b, P(A∩B) = c, express the following in terms of a, b and c.

(i) P(Ac U Bc) (ii) P(A ∩ Bc) (iii) P(Ac ∩ B) (iv) P(Ac ∩ Bc) (v) P(Ac U B) (vi) P[Ac ∩
(AUB)] (vii) P[A U (Ac ∩ B)]

Solution:

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Example 4: Five persons in a group of 25 are teachers. If 3 persons are selected at random,
determine the probability that (i) all are teachers and (ii) atleast one is a teacher.

Solution:

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 SUMMARY

 Basic Probability
 Random experiment and related terminology
 Elementary concept of set theory
 Venn Diagram
 Permutation and Combination
 Probability-Statistical & Mathematical Concept
 Axioms of Probability

 Conditional Probability
 Multiplication theorem of probability
 Independent events
 Pairwise independent events
 Theorem of total probability
 Baye’s Theorem

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 Thank you
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