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Probability
1 Intro
The probability is a measure of chance.
If we have an event that can happen in n different ways, and we have a subset of these events
happens in h ways, then the probability of the subset is h/n.
• Sample space: The set of all possible outcomes under specific conditions if an experiment
was performed once is called the sample space of the experiment and is denoted by S.
• Outcomes {2 ,4, 6,6, 5 ,5 ,3 ,2, 2, 3 }
• Event: Any set of outcomes in which there might be some particular interest is called an
event.
• Trial
2 Axioms
Axiom 1. For any event A, P(A) ≥ 0
Axiom 3. For any number of mutually exclusive events A1, A2, …, in the class,
EX
{1,2,3,4,5,6}
A3={3,4}
A3C={1,2,5,6}
P(A3C)=4/6=2/3
P(𝐴3′ ) = 1 – P(A3)=1-(2/6)= (6/6)-(2/6)=4/6
• If A = A1 ∪ A2 ∪…∪ An, where A1, A2, …, An are mutually exclusive events, then
P(A) = P(A1) + P(A2) + … + P(An)
EX
A1={1} P(A1)=1/6
A2={2} P(A2)=1/6
P(A1 U A2)=1/6+1/6=2/6
• If A and B are any two events, then P(A∪B) = P(A)+P(B)–P(A∩B)
EX
A={4,5} P(A)=2/6
B={5,6} P(B)=2/6
A U B={4,5,6}
P(A U B)=3/6
A∩B={5} P(A∩B)=1/6
P(A U B) = 2/6+2/6-1/6=(2+2-1)/6=3/6
Prob. & Stats./ 2nd Year/ 1st Sem. Lec 5
• P(A∩B)=0 if A and B are mutually exclusive events
• HW: For 3 events A1, A2, A3,then
P(A1∪A2∪A3) =?.
3 Random Experiment:
In probability theory, performing a repetitive operation that results in one of the possible outcomes is
said to be performing a random experiment.
4 Conditional Probability
Let A and B be two events such that P(A) > 0. Denote P(B | A) the probability of B given that A has
occurred. Since A is known to have occurred, it becomes the new sample space replacing the original
S. From this we are led to the definition
𝑃(𝐴 ∩ B)
𝑃(𝐵|𝐴) =
𝑃(𝐴)
In words, this is saying that the probability that both A and B occur is equal to the probability that A
occurs times the probability that B occurs given that A has occurred. We call P(B | A) the
conditional probability of B given A, i.e., the probability that B will occur given that A has
occurred. It is easy to show that conditional probability satisfies the axioms of probability previously
discussed.
Prob. & Stats./ 2nd Year/ 1st Sem. Lec 5
Similarly,
𝑃(𝐴 ∩ B)
𝑃(𝐴|𝐵) =
𝑃(𝐵)
• If A and B are mutually exclusive events then 𝑃(𝐴 ∩ B) = 0 , hence both 𝑃(𝐴|𝐵) and
𝑃(𝐵|𝐴) are zero.
• If A and B are independent event, 𝑃(𝐴 ∩ B) = 𝑃(𝐴)𝑃(B) , then 𝑃(𝐴|𝐵) = 𝑃(𝐴) and
𝑃(𝐵|𝐴) = 𝑃(𝐵).
EX:
In two fair dice experiment let A be the number occurred on the first die, and B is the number of
second die.
The following are the possible outcomes (ai ,bj) of the experiments. Here ai and bj are independent
(WHY ?)
P(ai + bj =8 ) = 5/36
P(ai=7 ∩ bj =2 ) = 0
Prob. & Stats./ 2nd Year/ 1st Sem. Lec 5
HW