Chapter 1: Notions of Probability

§0- Introduction

 When we throw a coin at random, the possible results are « Heads » and « Tails ». What is the probability to obtain « Heads »
for example?
 If we throw a die at random. We know that the possibles results are : 1 ; 2 ; 3 ; 4 ; 5 et 6.
Do we have more chance to obtain « 6 » than to obtain « 1 »?
 If we drow, at random, 3 cards out of 52 playing cards. Is the probability to obtain « 3 aces » equal to the probability to obtain
« 3 Jacks » ?

The notion of probability will give a clear meaning to these questions and will allow us to answer them.

§1- Preliminary Notions

1-1.Experiment:
It is the realisation of a random experience i.e. an experience for which we cannot predict the results because it depends on the
chance.
Repeating the experience, in the same conditions, will not necessarily bring the same result.

Example
If we throw at random a coin ; the expected results are : Heads (H) or Tails (T). Since we cannot predict the upcoming result we
say that we are doing an experiment.
1-2. Elementary Event : It is any possible result of the experiment.

Example: If we throw a coin at random ; we have two elementary events : H and T.

1-3.Sample space: It is the set  of all the elementary events of the experiment.

Example: If we throw a coin at random, then the sample space is :  = {P, F}.

1-4.Event : it is any subset of the sample space .

Remark: Every elementary event is a subset of  with only one element. Therefore, an elementary event is an event but
the converse is not true.

Example: We draw at random a card among 52 playing cards. The sample space  is constituted of 52 elementary
events. The subset (of ) :
A = {ace of clubs ; ace of hearts ; ace of spades ; ace of diamonds } is an event. Whereas each one of : {ace of clubs} ;
{ace of hearts} ; {ace of spades} and {ace of diamonds} is an elementary event.

1-4.1.Achieved event : We say that an event A   is achieved if the result of the experiment is an elementary event
that belongs to A.
Remarks:
i) The simultaneous realization of 2 events A and B is identified with AB.
ii) The realisation of an event A or an event B is identified to AB.
Example: We draw at random a card among 52 cards. Consider the following events :
A = {ace of clubs, ace of hearts, ace of spades, ace of diamonds} and
B = {ace of hearts, king of hearts, queen of hearts}.
If the drawn card is the ace of hearts , then A and B are realized. Therfore AB is realized, otherwise AB is not
realized. Note that AB is equal to the elementary event {ace of hearts}.
1-4.2. Certain event : The sample space  - which contains all the possible results- is the only certain certain event,
since it is always realized.
Example: If we throw a coin at random,  = {H, T} is the certain event.
1-4.3. Impossible event: The empty set Ø – which does not contain any result- is the only impossible event, since it is
never realized.
Example: If we throw a coin at random, we obtain either Heads or Tails. Therfore the event Ø   is never realized.
1-4.4.Complementary event : For each event A of , we correspond the elementary event Ā which is constituted of all
the elementary event of  that do not belong to A.
It is clear that the event Ā is achieved if and only if the event A is not achieved and vice versa.
Example: If we throw a die at random, the sample space is :  = {1 ; 2 ; 3 ; 4 ; 5 ; 6}. The complementary event of the event A =
{1 ; 4 ; 6} is then Ā = {2; 3; 5}.

1-4.5.Incompatible events : We say that the events A and B are incompatible or disjoint if : A  B = Ø i.e. if A and B cannot be
achieved simultaneously.

Example: The events A and B shown in the example 1-4.1. and A and Ā are incompatible.

1-4.6.Equipossible events : We say that 2 elementary events are equipossible if they have the same chance to be achieved. An
event such that all its elementary events are equipossible is called equipossible.

Example:
1) If we throw a die at random, we notice that all the elementary events have the same chance to be realized. In this case any
event A is equipossible.
2) We consider a box containing 2 white balls, 3 red balls and 1 black ball. We draw at random a ball from the box. The event:
{1 white ball ; 1 red ball ; 1 black ball} is not equipossible since its elementary events do not have the same chance to be
realized.