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1. INTRODUCTION
Life is full of uncertainties. ‘Probably’, ‘likely’, ‘possibly’, ‘chance’ etc. is some of the most commonly
used terms in our day-to-day conversation. All these terms more or less convey the same sense - “the
situation under consideration is uncertain and commenting on the future with certainty is impossible”.
Decision-making in such areas is facilitated through formal and precise expressions for the uncertainties
involved. For example, product demand is uncertain but study of demand spelled out in a form amenable for
analysis may go a long to help analyze, and facilitate decisions on sales planning and inventory management.
Intuitively, we see that if there is a high chance of a high demand in the coming year, we may decide to stock
more. We may also take some decisions regarding the price increase, reducing sales expenses etc. to manage
the demand. However, in order to make such decisions, we need to quantify the chances of different
quantities of demand in the coming year. Probability theory provides us with the ways and means to quantify
the uncertainties involved in such situations.
A probability is a quantitative measure of uncertainty a number that conveys the strength of our belief
in the occurrence of an uncertain event.
2. SOME BASIC CONCEPTS
In order that we are able to compute Probability, a proper understanding of certain basic concepts in
probability theory is required. These concepts are an experiment, a sample space, and an event.
RANDOM EXPERIMENT
An experiment is a process that leads to one of several possible outcomes. An outcome of an experiment
is some observation or measurement.
The term experiment is used in probability theory in a much broader sense than in physics or chemistry.
Any action, whether it is the drawing a card out of a deck of 52 cards, throw a single coin, throw a die or the
launching of a new product in the market.
SAMPLE SPACE
The sample space is the universal set S pertinent to a given experiment. It is the set of all possible
outcomes of an experiment. So each outcome is visualized as a sample point in the sample space. The sample
spaces for the above experiments are:
Experiment Sample Space
Drawing a Card {all 52 cards in the deck}
throw a single coin {H,T}
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throw a die {1 , 2 , 3 , 4 , 5 , 6}
Measurement of a Product's Dimension {undersize, outsize, right size}
If we throw a coin twice, the sample space for this experiment is the set: S={( H , H ),( HT ) ,(T , H ),(T , T )}
Likewise, if we roll the dice twice in a row, then the sample space is the set
S=¿{(1,) 2,(13) ,4(15), 6¿}{(2,1) ,(23) ,4(25), 6¿}{(3,1) 2,(3) ,4(35), 6¿}{(4,1) 2,(43) , (45), 6¿}{(5,1) 2,(53) ,4(5), 6¿}{
EVENT
An event, in probability theory, constitutes one or more possible outcomes of an experiment. An event is
a subset of a sample space. It is a set of basic outcomes. We say that the event occurs if the experiment gives
rise to a basic outcome belonging to the event.
For example: An experiment involving a couple with three children in which we care to know all possible
outcomes of the child's sex (boy & girl). It is noted that the sample space for this experiment consists of eight
simple events. S = {BBB, BBG, BGB, BGG, GBB, GBG, GGB, GGG}
The sample space can represent the tree diagram
examples of events in the given sample space:
• At least two children {BBG , BGB , GBB , BBB }
• Exactly two girls {BGG ,GBG , GGB }
• All of the same sex {BBB ,GGG }
OPERATIONS ON EVENTS
The event was defined as a set of elements with possible outcomes for a randomized trial.
Consequently, all group properties of Union, Intersection and Differences apply to events. These
event properties will be displayed.
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with respect to the size of the sample space. Since there are 4 kings and there are 52 cards, the size of
A is 4 and the size of the sample space is 52. Therefore, the probability of A is equal to 4/52.
The rule we use in computing probabilities, assuming equal likelihood of all basic outcomes, is as
follows:
n( A)
Probability of the event A :P ( A )=
n(s)
where n( A)=¿ the number of outcomes favorable to the event A
n(S)=¿ total number of outcomes
Notes:
The probability of an event A must be a number between zero and one, both values inclusive.
Thus
0 ≤ P(A )≤ 1
The probability of occurrence of all possible events is equal to one. As S denotes the sample
space or the set of all possible events, we write
P( S)=1
Example 1:
In the experience of throwing a coin S= { H , T } And if the event A is to obtain the head A={ H }
1
Then the probability of A is P( A)= .
2
1 1
And the probability of obtain the tail is P( A)=1−P( A)=1− =
2 2
Example 2:
If the event is to get the number 5 when throwing a die, B={5} and S={1 ,2 , ... ,6 } and the probability
of B is P (B) = 1/6
1 5
And The probability of getting a number is not 5 is P( B)=1−P( B)=1− =
6 6
Example 3:
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PROBABILITY
Statistics Raouf
Box contains 8 black balls and 2 white balls. The experiment is to withdraw one ball from the box
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and event C is that the drawn ball is black then S= { R ,W } , C={ R }∧P(C)= =0.8
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And The probability of getting a white ball is P ( C ) =1−P (C )=1−0.8=0.2
Example 4:
if the probability of a student passes in statistics is 0.8 and the probability of he passes in computer
course is 0.9 and the probability of he passes in both courses is 0.75. Find:
I. Probability of he passed in statistics or computer.
II. The probability of he passed in statistics and he fails in computers.
III. the probability of he passed in only one course.
IV. the possibility he fails in the two course.
solution
We assume that The probability of student passed in statistics is A
and The probability of student passed in computer is B then:
P ( A )=0.8 P ( B )=0.9 P( A ∩ B)=0.75
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¿ 1−0.95=0.05
Independent Events
Two events are said to be independent of each other if the occurrence or non-occurrence of one event
in any trial does not affect the occurrence of the other event in any trial. Events A and B are
independent of each other if and only if
P ( A ∩ B )=P ( A )∗P( B)
This rule is thus called the Product Rule for Independent Events.
The probability of the intersection of several independent events A1 , A 2 ,… …is just the product of
separate probabilities i.e.
P ( A 1 ∩ A 2 ∩ A 3 ∩ …. )=P ( A 1 )∗P ( A 2 )∗P( A 3).........
Example 5:
A problem in mathematics is given to five students A, B,C, D and E. Their chances of solving it are
1/2, 1/3, 1/3, 1/4 and 1/5 respectively. Find the probability that the problem will
(a) not be solved
(b) be solved
Solution:
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PROBABILITY
Statistics Raouf
(a) The problem will not be solved when none of the students solve it. So the required probability is
P( problem will not be solved)=P ( A )∗P ( B )∗P ( C )∗P ( D )∗P ( E ) = 1−( 12 )∗( 1− 13 )∗(1− 13 )∗(1− 14 )∗(1− 15 )= 152
(b) The problem will be solved when at least one of the students solve it. So the required probability
is:
n
Now we know that there are Cx ways of getting x successes out of n trials.
( nx )=C = x ! ( n−x
n
x
n!
)!
We also observe that each of these nCx possibilities has px(1-p)n-x probability of occurrence
corresponding to x successes and (n-x) failures. Therefore,
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Applied Dr. Mahmoud Abd El-
PROBABILITY
Statistics Raouf
This equation is the Binomial probability formula. If we denote the probability of failure as q then
the Binomial probability formula is
p( x )= ( nx) p q
x n− x
, χ=0,1,2, .... , n
()
p(x )= n p x qn− x , χ=0,1,2,3,4,5
x
The required probabilities are
(i) P(X ≥ 1) = 1- P(X = 0) = 1- 1/32 = 31/32
(iii) P(X ≤ 3) = P(X = 0)+ P(X = 1)+ P(X = 2)+ P(X = 3) = 1/32 + 5/32 + 10/32 + 10/32 =
26/32
SOLVED PROBLEMS
1) Three students A, B and C arc in a swimming race, A and B have the same probability of winning
and each is twice as likely to win as C.
A. What is the probability that A does not win?
B. What is the probability that B or C wins?
Solution:
A. P ( A )=P ( B )=2 P ( C ) ⇛ P ( A )+ P ( B ) + P (C )=1
2 P ( C ) + P ( C ) + P (C )=1 ⇛ P(C )=1/5 ⇛ P ( A )=P ( B ) =2/5
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Applied Dr. Mahmoud Abd El-
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B. P ( A c )=0.6 or P ( A ∪ B ) =0.6
2) The events X and Y are mutually exclusive. Suppose P( X )=0.05 and P(Y )=0.02 . What is the
probability of either X or Y occurring?
Solution:
P ( X ∩Y )=Zero
P ( X ∪ Y )=P ( X ) + P ( Y )−P ( X ∩Y )=0.05+ 0.02−0=0.07
c
P ( X ∪ Y ) =1−P ( X ∪ Y )=1−0.07=0.93
P ( B ∪ S ) =P ( B )−P ( B ∩S )=0.04−0.03=0.01
c
5) Seven coins are tossed; if the probability of obtaining a tail is 0.4. Find the probability of
obtaining:
(A) Three tails (B)Four heads (C) No tails. (D) At most two tails
(E)At least five tails (F) At most five tails (G) Find the expected value and the variance.
Solution
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PROBABILITY
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3 4
(A) P ( x=3 ) ¿7 C3 ( 0.4 ) ( 0.6 ) =0.2903
4 3
(B) P ( x=4 )=7 C4 ( 0.6 ) ( 0.4 ) =0.2903
(C) P ( x=0 )=7 C0 ( 0.4 )0 ( 0.6 )7=0.02799
(D) P ( x ≤ 2 )=[ P ( 0 ) + P (1 )+ P ( 2 ) ]=7 C0 ( 0.4 )0 ( 0.6 )7 +7C1 ( 0.4 )1 ( 0.6 )6 +7C2 ( 0.4 )2 ( 0.6 )5=0.4199
5 2 6 1 7 0
(E) P ( x ≥ 5 )=P ( 5 ) + P ( 6 ) + P (7 )=7 C5 ( 0.4 ) ( 0.6 ) +7 C6 ( 0.4 ) ( 0.6 ) +7C7 ( 0.4 ) ( 0.6 ) =0.0963
(F) P ( x ≤ 5 )=1− [ P ( 6 )+ P ( 7 ) ] =1−[ 7 C6 ( 0.4 ) ( 0.6 ) + 7C7 ( 0.4 ) ( 0.6 ) ] =0.9812
6 1 7 0
Self-Assessment Questions
1) What is wrong with each of the following statements:
i) The probability of rain is 0.6 and the probability of strong winds is 0.8 and the probability of
rain and strong winds is 0.85.
ii) The probability of Salem passing in Statistics 0.6 and the probability of his success in
Statistics and Mathematics 0.66.
iii) Fatima’s probability of success in statistics 0.8 and probability of her success in statistics or
mathematics 0.7.
iv) The probability that a doctor will receive less than 10 patients is 0.5 and the probability of
receiving a doctor 10 or more patients is 0.6.
v) Fatima is studying 6 courses of this semester, the probability that she will succeed in at
least ?? courses is 0.8 and the probability that the number of courses she succeeds in will not
exceed 4 is 0.1.
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Applied Dr. Mahmoud Abd El-
PROBABILITY
Statistics Raouf
3) Two coins are tossed. If A is the event "two heads" and B is the event "two tails” are A and B
mutually exclusive? Are they complements?
4) An experiment defined in one of three mutually exclusive events, A, B and C. It is known that
P ( A )=0.30 , P ( B )=0.55 and P ( C ) =0.15. Find each of the following probabilities:
5) Assume the likelihood that any flight on Delta Airlines arrives within 15 minutes of the scheduled
time is 0.90. We select 4 flights from yesterday.
i) What is the probability all four of the selected flights arrived within 15 minutes of the
scheduled time?
P ( A 1 ∩ A 2 ∩ A 3∩ A 4 )=0.9∗0.9∗0.9∗0.9
ii) What is the probability that none of the selected flights arrived within 15 minutes of the
scheduled time?
P ( A 1∩ A 2 ∩ A 3 ∩ A 4 )=0.1∗0.1∗0.1∗0.1
iii) What is the probability at least one of the selected flights did not arrive within 15 minutes of
the scheduled time?
6) An Economic Research Commission claimed that among the 500 stores there are 308 dealing with
European companies, 266 dealing with Asian companies 103 dealing with both sides regularly and
29 not dealing with either side.
308
P(dealing with European companies)¿ P( A)=
500
266
P(dealing with Asian companies)¿ P ( B ) =
500
103
P(dealing with both sides)¿ P ( A ∩ B ) =
500
29
P(not dealing with either side)¿ P ( A ∩ B )=1−P ( A ∪B ) =
500
i) What is the probability that the stores deal with European or Asian companies?
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P ( A ∩ B )=1−P ( A ∪ B )=
500
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Applied Dr. Mahmoud Abd El-
PROBABILITY
Statistics Raouf
29
P ( A ∪ B ) =1− =0.942
500
ii) What is the probability that the stores do not deal with European companies?
308
P ( A )=1−P ( A )=1− =0.384
500
iii) What is the probability that the stores only deal with Asian companies?
266−103
P ( B ∩ A )=P ( B ) −P ( A ∩ B )= =0.326
500
iv) What is the probability that stores deal with only one type of company?
P ( A ∩ B )+ P ( B∩ A )=P ( A ∪B )−P ( A ∩ B ) =0.942−0.206=0.736
7) A group of 200 students registered 138 in the statistics course, 115 registered in the psychology
course and 91 students registered in both courses. A student was randomly chosen from the group
i) What is the probability that the student is registered at least in the two courses?
ii) What is the probability that the student is not registered in the statistics course?
iii) What is the probability that the student is registered in the statistics course only?
iv) What is the probability that the student is not registered in any of the courses?
8) If B and A are mutually exclusive events and P( A)=0.37 and P( B)=0.44 , find
P( A) , P( B) , P (A ∪ B), P( A ∩ B), P( A ∩ B), P( A ∩ B)
10) A bag contains a red ball, 40 white balls and 35 black balls. If two balls are drawn, what is the
probability that one of them is red and the other is white in each of the following cases:
i) If the first ball is returned to the bag before the second is withdrawn (that is, the withdrawal
with replacement).
ii) If the first ball is not returned to the bag (i.e., the drawing without replacement).
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Applied Dr. Mahmoud Abd El-
PROBABILITY
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11) If the probability of rain is 0.1 and the probability of strong winds on that day is 0.05 and the
probability of strong winds and rain together is 0.03 then calculate the probability:
i) Rain or strong winds
ii) It does not rain and there is no strong wind
iii) strong winds and rain
iv) If there are strong winds and no rain.
12) Team A has probability 2/3 of wining whenever it plays. If A plays four games, find the
probability that A wins:
i) Exactly two games.
ii) More than half of the games.
iii) At least one game
13) A manufacturer of window frames knows from long experience that 5 percent of the production
will have some type of minor defect that will require an adjustment. What is the probability that in
a sample of 20 window frames:
i) none will need adjustment?
ii) at least one will not need adjustment?
iii) more than two will need adjustment?
14) A family has six children. Find the probability that there are:
i) three boys.
ii) fewer boys than girls.
15) The Egyptian Postal Service reports 95 percent of first class mail within the same city is
delivered within two days of the time of mailing. Six letters are randomly sent to different
locations.
i) What is the probability that all six arrive within two days?
ii) What is the probability that exactly five arrive within two days?
iii) Find the mean number of letters that will arrive within two days.
iv) Compute the variance and standard deviation of the number that will arrive within two days.
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Applied Dr. Mahmoud Abd El-
PROBABILITY
Statistics Raouf
16) It is reported that 16 percent of Egyptian households use a cell phone exclusively for their
telephone service. In a sample of eight households, find the probability that:
i) None use a cell phone as their exclusive service.
ii) At least one uses the cell exclusively.
iii) At least five use the cell phone.
17) A recent survey revealed 23% of students graduating with a major in accounting select public
accounting. Suppose we select a sample of 15 recent graduates.
i) What is the probability two select public accounting?
ii) How many graduates would you expect to select public accounting?
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