Chapter 2:

Elementary probability theory

2.1 Introduction
The probability theory is a mathematical modeling of the phenomena of
chance or randomness. Such phenomena are characterized by the fact that their
future behavior is not predictable in a deterministic fashion.
The theory of probability originated from the game of chance and gambling.
The study of probability dates back to the 17th century and the work of two
mathematicians Blaise Pascal (1623-1662) and Pierre de Fermat (1601-1665).
Sample Space and events In our everyday life we very often deal with the situations
whose outcome cannot forecast. We call such situations random experiments.
Random experiment
Random experiment is an experiment which can be repeated any number of times
under the same conditions, but does not give unique results i.e. for each trial the
result will not be known in advance.
Example: If we toss a coin it is impossible to forecast whether the head will come
up or tail. Thus tossing a coin is a random experiment.
Sample space
The set S of all possible outcomes of a given random experiment is called a
sample space. Every element of the sample space S is called a sample point.
Example: When a coin is tossed, there are two sample points Head (H) and Tail
(T). Then the sample space is S= {H, T} and S  2 .
Example: An urn contains 4 balls of different colors. The colors are red, yellow,
black and white. Two balls are simultaneously taken out of the urn. Describe the
sample space of this experiment.
Solution: The sample space is S= {RY, RB, RW, YB, YW, BW} where R, Y, B and
W stand for red, yellow, black and white colors respectively.
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Example: Three unbiased coins are tossed. What is the probability of getting at
least 2 heads?

Solution: Here S={TTT,TTH,THT,HTT,THH,HTH,HHT,HHH}.

Let E= event of getting at least two heads ={THH,HTH,HHT,HHH}.

P(E)=n(E) /n(s)=4/8=1/2

Example: A coin is thrown 3 times .what is the probability that atleast one head is
obtained?
Solution: Sample space = [HHH, HHT, HTH, THH, TTH, THT, HTT, TTT]
Total number of ways = 2 × 2 × 2 = 8. Fav. Cases = 7
P (A) = 7/8 or P (of getting at least one head) = 1 – P (no head)⇒ 1 – (1/8) = 7/8

Example: What is the probability of getting a sum of 7 when two dice are thrown?
Solution: Probability math - Total number of ways = 6 × 6 = 36 ways. Favorable
cases = (1, 6) (6, 1) (2, 5) (5, 2) (3, 4) (4, 3) --- 6 ways. P (A) = 6/36 = 1/6

Example: Two cards are drawn from the pack of 52 cards. Find the probability
that both are diamonds or both are kings.
Solution: Total no. of ways = 52C2
Case I: Both are diamonds = 13C2
Case II: Both are kings = 4C2
P (both are diamonds or both are kings) = (13C2 + 4C2 ) / 52C2

Activity:
1. Three dice are rolled together. What is the probability as getting at least one
'4'?
2. A problem is given to three persons P, Q, R whose respective chances of
solving it are 2/7, 4/7, 4/9 respectively. What is the probability that the
problem is solved?

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3. A coin is tossed twice. If the second throw results in tail a die is thrown.
Describe the sample space for this experiment.
4. Two dice are thrown together. What is the probability that the number
obtained on one of the dice is multiple of number obtained on the other dice?
5. A random experiment has m outcomes a1, a2,…, am and another has n out
comes b1, b2,... ,bn. Describe the sample space when both the experiment
carried out .

Terms related to Probability

 Random Experiment: A random experiment is the one in which all the

possible results are known in advance but none of them can be predicted with
certainty.
 Outcome: The result of a random experiment is called an outcome.
 Sample Space: The set of all the possible outcomes of a random experiment
is called a Sample Space, and it is denoted by ‘S’.
 Event: Any subset of the sample space S is called an Event.
 Event: A subset of the sample space is called an Event.

Finding the Probability of an Event

So let us explore this via an example. Say two coins are tossed, you must find the
probability of the following events.

i. At least one tails turns up

ii. No heads turn up
iii. At the most one tails turns up

So to find the probability of an event A in a finite space S.

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 ( )
( ) ( ) ( )
( )

Here, S = { HH, HT. TH. TT }

i. Here let A be event when at least one head turns up, So A = {HT, TH, TT} ;
n(A) = 3 ; P (A) = n(A)/n(S) = 3/4
ii. Here A is the event where no heads turn up, so A= {TT} ; n(A) = 1 ; P (A)
= n(A)n(S) = 1/4
iii. Here A is the event when at the most one tails turns up, so A = {HH, TH,
HT} ; n(A) = 3 ; P (A) = n(A)n(S) = ¾

Example: One integer is chosen from 1,2,3…100. What is the probability that it
is neither divisible by 4 nor divisible by 6?

Solution: : From numbers 1-100

Numbers divisible by 4 = 25
Numbers divisible by 6 = 16
Numbers divisible by 12 (LCM of 4 and 6) = 8
Numbers divisible by 4 or 6 = 25 + 16 – 8 = 33
Numbers which are not divisible by 4 or 6 = 100-33 = 67
Required Probability = 67/100 = 0.67

Note:
The entire sample space S and the empty set  are events since they are subsets of
S.  is sometimes is called the impossible event.
Since an event is a set, we can combine events to form new events using the various
set operations.
i) A  B is the event that occurs if and only if A occurs or B occurs (or both).

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ii) A  B is the event that occurs if and only if A occurs and B occurs.
iii) A' , the complement of A, is the event that occurs if and only if A does not
occur.
Two events A and B are called mutually exclusive if they are disjoint, i.e., if
A  B   . In other words, A and B are mutually exclusive if and only if the can not

occur simultaneously.
Example
1. When we toss a coin, either head or tail can be up, but both cannot be up at a
time, hence the outcome of getting a head (H) and tail (T) are mutually
exclusive events.
2. When we throw a die the outcome of getting 1, 2, 3,…, 6 are mutually exclusive
events.
The probability of an event
In this section, we will restrict ourselves to experiment that have finitely many,
equally likely outcomes.
Definitions of probability mathematically definitions of probability
The probability of an event E, which is a subset of a finite sample space S of
E
equally outcomes, is denoted by P(E ) is defined as P( E ) 
S

Example: If at least one child in a family of three children is a boy, what is the
probability that all three are boys?
Solution: The sample space is S= {BBB, BBG, BGB, GBB, GGB, GBG, BGG}
where B represents a boy and G represents a girl.
Hence S  7 and since E is the event that all the three are boys, E  1 .
E 1
Therefore P( E )  P( BBB )   .
S 7

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Activity:
1. In tossing 3 coins at a time, find the probability of getting
a) at most one head b) at least one head c) exactly 2 heads.
2. What is the probability of getting a number greater than 6 on dice?
3. A problem in mathematics is given to three students A, B and C. If the
probability of A solving the problem is 1⁄2 and B not solving it is 1⁄4. The whole
probability of the problem being solved is 63⁄64 then what is the probability of
solving it?
4. From the class contains 17 students, which of 8 girls the teacher need to select
a committee of three students. In how many ways can select
a) The committee contains exactly two girls?
b) The committee contains eat most two girls?
c) The committee contains at least two boys?
d) The committee contains all are girls?
5. The probability of A,B,C solving a problem are respectively. If all the

three to solve the problem simultaneously, the probability that the exactly one
of them will solve it.
6. A committee of 4 students is selected at random from a group consisting of 8
boys and 4 girls. Given that there is at least one girl in the committee, find the
probability that there are exactly 2 girls in the committee.
Statistical or empirical definitions of probability
m
If in n trials, an event E happen m times, then P( E )  lim ( ) i.e. the limit of the
n n
number of times E occurs divided by the number of times the experiment is
performed.

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Axiomatic definitions of probability
Let S be a sample space. Let  be the collections of all subsets of S. Then the
functions P :   [0,1] is called a probability functions if
i) P( E)  0 for all E  

ii) P(S)=1
 
iii) P( Ei )   P( Ei ) whenever, E1 , E 2 ,… are disjoint events which is to say that
i 1 i 1

Ei  E j   whenever i  j .

Theorems on probabilities
Theorem: Prove the probability of an impossible event is zero, i.e. P( )  0
Proof: Impossible event contains no sample point. The sample space S and the
impossible event  are mutually exclusive events.
Thus, S    S
 P(S   )  P(S )

 P(S )  P( )  P(S )  P( )  0 . This completes the proof.

Theorem: The probability of the complement event A' of A is P( A' )  1  P( A)

Proof: Clearly A and A' are disjoint events. Thus P( A  A' )  P( A)  P( A' )
Now A  A'  S  P( A  A' )  P(S )
 P( A)  P( A' )  1 since, P(S )  1

 P( A' )  1  P( A)

This completes the proof.

Activity:
1. Prove that for any two events A and B
i) P( A'  B)  P( B)  ( A  B)
ii) If B  A , then
a) P( A  B' )  P( A)  ( B)

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 b) P( B)  P( A)
iii) P( A  B)  P( A) & P( A  B)  P( B)
2.3.6 Additions theorem of probability
If A and B are any two events, then P( A  B)  P( A)  P( B)  P( A  B)
Proof: Consider the following Venn diagram given bellow
Clearly A and A'  B are disjoint sets and their unions is A  B
Now A  B  A  ( A'  B)
 P( A'  B)  P( B)  P( A  B) ….(1)

Putting in (1): P( A  B)  P( A)  P( B)  P( A  B) Hence, this completes the proof.

Example: A card is taken from a pack of cards. Find the probability that it is either
spade or an ace.
Solution: Let A and B denote the events of drawing a spade card and an ace card,
13 4 1
respectively, so that P( A)  , P( B)  , P( A  B)  . Therefore the probability
52 52 52
that the card drawn is either a spade or an ace is given by
P( A  B)  P( A)  P( B)  P( A  B)

13 4 1 4
   
52 52 52 13
Example: A card is drawn randomly from a deck of ordinary playing cards. You
win $10 if the card is a spade or an ace. What is the probability that you will win
the game?

Solution: Let S = the event that the card is a spade; and let A = the event that the
card is an ace. We know the following:

There are 52 cards in the deck.

There are 13 spades, so P(S) = 13/52.

There are 4 aces, so P(A) = 4/52.

There is 1 ace that is also a spade, so P(S ∩ A) = 1/52.

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Therefore, based on the rule of addition:

P(S ∪ A) = P(S) + P(A) - P(S ∩ A)

P(S ∪ A) = 13/52 + 4/52 - 1/52 = 16/52 = 4/13

Activity
1. An urn contains 6 red marbles and 4 black marbles. Two marbles are
drawn with replacement from the urn. What is the probability that both of the
marbles are black?
2. Suppose we have the following information:
i) There is a 60 percent chance that it will rain today.
ii) There is a 50 percent chance that it will rain tomorrow.
iii) There is a 30 percent chance that it does not rain either day.

Find the following probabilities:

a. The probability that it will rain today or tomorrow.

b. The probability that it will rain today and tomorrow.
c. The probability that it will rain today but not tomorrow.
d. The probability that it either will rain today or tomorrow, but not both.

3. A number is selected from the first 20 natural numbers. Find the probability
that it would be divisible by 3 or 7?
4. If P(C) = 5/13, P(D) = 7/13 and P(C∩D) = 3/13, evaluate P(C|D).
5. Suppose box A contains 4 green and 5 black coins and box B contains 6 green
and 3 black coins. A coin is chosen at random from the box A and placed in
box B. Finally, a coin is chosen at random from among those now in box B.
What is the probability a blue coin was transferred from box A to box B given
that the coin chosen from box B is green?

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6. Company A produces 10% defective products, Company B produces 20%
defective products and C produces 5% defective products. If choosing a
company is an equally likely event, then find the probability that the product
chosen is defective.
2.4 Conditional Probability

Definition: If A and B be events in a sample space S with P( B)  0 . The

conditional probability of A given B denoted by P( A \ B) and defined as
P( A  B)
P( A \ B)  , in other words, it is the probability of the occurrence of A
P( B)

when the event B has already happened.

Example: A die is thrown twice. If A is the event in which 1 occurs on the first
throw, B is the event of getting a sum of less than 4 then find, P( A \ B) .
Solution: The event A  {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)} , the condition is imposed on A
that 1 must be in the first throw whatever the second place.
The event B is such that sum of the digits in each pair must be less than 4 hence
B  {(1,1), (1,2), (2,1)}.

Since A  B  {(1,1), (1,2)} , we see that P( A  B)  2 36 and P( B)  3 36 .

P( A  B) 2 36 2
Hence, P( A \ B)    .
P( B) 3 36 3

Example: A box contains 4 bad and 6 good tubes. Two are drawn out from the box
at a time. One is tested and found to be good. What is the probability that the other
one is also good?
Solution: Let A be the event that one tube is good and B be the event that the other
tube is good.

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 C (6,2) 1
Now P( A  B)  P(both tubes are good )   and P( A)  6 10  3 5 thus,
C (10,2) 3

P( A  B) 1 3 5
P( B \ A)   
P( A) 35 9

Example: A problem is given to 5 students A, B, C, D, E. If the probability of

solving the problem individually is 1/2, 1/3, 2/3, 1/5, 1/6 respectively, then find the
probability that the problem is solved.
Solution: Let M be the event that the problem is solved. Let Ei be the event that a
student is chosen. Then,
P(M) = P(E1) P(M|E1) + P(E2) P(M|E2) + P(E3) P(M|E3) + P(E4) P(M|E4) + P(E5)
P(M|E5) ( )( ) ( )( )) ( )( ) ( )( ) ( )( ) = 0.37.

Activity:
1. An unbiased coin is tossed twice. If A is the event: both head or tail have
occurred and B is the event: at most one tail is observed, find P(A) , P(B) ,
P( A \ B) and P( B \ A) .

2. If P( A)  1 3 , P( B)  3 4 , P( A  B)  11 12 , then find P( A \ B) and P( B \ A) .

3. Find P( B \ A) if: a) A is a subset of B ; b) A and B are mutually exclusive.
(Assume P( A)  0 )
4. What is the conditional probability that exactly four heads appear when a fair
coin is tossed five times, given that the first outcome is a head?
5. Suppose 5 men out of 100 men and 10 women out of 250 women are color
blind, and then find the total probability of color blind people. (Assume that
both men and women are in equal numbers.)
6. The probability that person A completes all the tasks assigned is 50% and that
of person B is 20%. Find the probability that all the tasks are completed.

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7. The probability of simultaneous occurrence of at least one of the two events A
and B is P. If the probability that exactly one of A,B occurs is q, then prove that
( ) ( )
Multiplication law of probability
If A and B are events in a sample space S with P( B)  0 then by definition of
P( A  B)
conditional probability, P( A \ B) 
P( B)

P( A  B)
This implies P( A  B)  P( B) . P( A \ B) and P( B \ A)  , with P( A)  0 gives
P( A)
P( A  B)  P( A) . P( B \ A)

Where P( A \ B) represents the conditional probability of A given B and P( B \ A)

represents the conditional probability of B given A .
The multiplication law of probability gives us a formula for the probability that
events A and B both occur. It can easily be extended to three or more events
A1 , A2 , ... , An ; that is,
P( A1  A2 , ... , An )  P( A1 ) . P( A2 \ A1 ) . P( A3 \ A1  A2 ).....P( An \ A1  A2  ....  An )
Example: An urn contains ten balls of which 3 are black and 7 white. The
following game is played. At each trial a ball is selected at random its color noted,
and it is replaced along with two additional balls of the same color. What is the
probability that a white ball is selected in each of the first three trials?
Solution: Let Ai denote the event that a white ball is selected on the ith trials.
P( A1  A2  A3 )  P( A1 ) . P( A2 \ A1 ) . P( A3 \ A1  A2 )

C (7,1) C (9,1) C (11,1)

 . .
C (10,1) C (12,1) C (14,1)

 0.4125

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Activity: A lot contains 12 items of which 4 are defective. Three items are drawn at
random from the lot one after the other. Find the probability that all the three are
no defective.
2.5 Independent events

What does it mean for an event to be independent?

Answer: When we say two events are independent of each other, we mean that the
probability that one event will occur in no way will impact the probability of the
other event that is taking place. For instance, two independent events will be when
you are rolling a dice and flipping a coin.

An event A is said to be independent of another event B if the probability of

occurrence of one of them is not affected by the occurrence of the other.

Statistically, An event A is said to be independent of another event B, if the

conditional probability of A given B, i.e, P(A | B) is equal to the unconditional
probability of A. P(B) ≠ 0. P(A | B) = P(A)

Theorem: The events A and B are independent if P(A ∩ B) = P(A) P(B).

Proof: From the definition of an independent event, we have P(A | B) = P(A) ⇒

P(A ∩ B) ⁄ P(B) = P(A)

or, P(A ∩ B) = P(A) P(B). Here, P(B) ≠ 0.

Theorem: For two events A and B such that P(A) ≠ 0, P(B) ≠ 0. If A is independent
of B, then B is independent of A.

Proof: If A is independent of B, we have

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P(A | B) = P(A) or, P(A ∩ B) / P(B) = P(A) or, P(A ∩ B) = P(A) P(B) … (I)

P(B|A) = P(A ∩ B) / P(A) = [P(A) P(B)] ⁄ P(A) = P(B) [from I]

So B is also independent of A.

Theorem: If A and B are independent events, then the events A and B’ are also
independent.

Proof: The events A and B are independent, so, P(A ∩ B) = P(A) P(B).

From the Venn diagram, we see that the events A ∩ B and A ∩ B’ are mutually
exclusive and together they form the event A.

A = ( A ∩ B) ∪ (A ∩ B’).
Also, P(A) = P[(A ∩ B) ∪ (A ∩ B’)].
or, P(A) = P(A ∩ B) + P(A ∩ B’).
or, P(A) = P(A) P(B) + P(A ∩ B’)
or, P(A inter B’) = P(A) − P(A) P(B) = P(A) (1 – P(B)) = P(A) P(B’)

Mutually Independent Events

Three events A, B, and C are mutually independent if

Chapter two Page 14

P(A ∩ B) = P(A) P(B)
P(B ∩ C) = P(B) P(C)
P(A ∩ C) = P(A) P(C)
P(A ∩ B ∩ C) = P(A) P(B) P(C)

In generally events A and B in the probability space S are said to be independent

if the occurrence of one of them does not influence the occurrence of the other.
More specifically, A is independent of B if P(A) is the same as P( A \ B) . Now
substituting P(A) for P( A \ B) in the multiplication law of probability
P( A  B)  P( B) . P( A \ B) yields P( A  B)  P( A) . P( B) .

We formally use the above equation as our definition of independence

Definition: Events A and B are said to be independent if and only if
P( A  B)  P( B) . P( A) ; otherwise they are dependent.

Example: The events A and B are independent with P( A)  0.5 and P( B)  0.8 .
Find the probability that neither of the event occurs.
Solution: Since A and B are independent events we have
P( A  B)  P( A) . P( B)  0.4

Thus the probability that neither of the events occur is P( A'B' )  P(( A  B)' )
 1  P( A  B)  1  [ P( A)  P( B)  P( A  B)]

 1  [0.5  0.8  0.4]  0.1

Example: Let P( A  B)  5 6 , P( A  B)  1 3 , P( B' )  1 2 . Are events A and B are

independent? Explain.
Solution: First let us find P( A ) and P( B) . Now P( B)  1  P( B' )  1  1 2  1 2 and
P( A )  P( A  B)  P( A  B)  P( B)

Chapter two Page 15

  5 6 1 3 1 2

2 3

Now P( A ) . P( B)  2 3.1 2  1 3  P( A  B)
Hence
P( A  B)  P( A) . P( B) , thus A and B are independent events.

Activity:
1. If two events A and B are such that P(A′)=0.3,P(B)=0.5 and P(A∩B)=0.3
then P(B/A∪B)equal to
2. Let A and B be two events such that ( ) ( )
( ) , then P(A/B) is equal to
3. consider the following events for a family with children:
A  {children of both sexes}, B  {at most one boy}

a) Show that A and B are independent events if a family has three

children.
b) Show that A and B are dependent events if a family has only two
children.
4. If A and B are independent events, then prove that A ' and B' are
independent events.
5. Let A and B be two events such that P(A)=0.3 and P(A∪ B)=0.8. If A and B
are independent events then find P(B).
2.6 Bernoulli trials and the binomial distribution
Suppose that an experiment can have only two possible outcomes. For instance,
when a bit is generated at a random, the possible outcomes are 0 and 1. When a
coin is tossed, the possible outcomes are heads and tails. Each performance of an
experiment with two possible outcomes is called a Bernoulli trial, after James
Bernoulli, who made important contributions to probability theory. In general, a
possible outcome of a Bernoulli trial is called a success or a failure. If p is the
Chapter two Page 16
probability of a success and q is the probability of a failure, it follows that p  q  1
. A binomial experiment consists of a fixed number of Bernoulli trials. The notation
B(n, p) will be used to denote a binomial experiment with n trials and probability
p of successes.
Frequently, we are interested in the number of successes in a binomial experiment
with and not in the order in which they occur.
The following theorem is applies.
Theorem: The probability of exactly k success in a binomial experiment B(n, p)
is given by P(k )  P( k successes)  C (n, k ) p k q nk
Proof:
The sample space of the n repeated trials consists of all n-tuples (t1 , t 2 ,..., t n ) ,
where t i  S (for success) or t i  F (for failure) for i  1, 2, ... , n . Since the n trials
are independent, the probability of each outcome of n trials consisting of k
success and n  k failures. Now let A be the event of exactly k successes. Then A
consists of all n-tuples of which k components are S and n  k components are F
. The number of such n-tuples in the event is equal to the numbers of ways that k
letters S can be distributed among the n components of an n-tuple; hence A
consists of C (n, k ) sample points.
k nk
The probability of each point in A is p q ;
k nk
Hence, P( A)  P( k successes)  C (n, k ) p q .
In particular, the probability of no successes is
P(0)  C (n,0) p 0 q n  q n . Thus the probability of one or more successes is 1  q n
Example: A fair coin is tossed three times; call heads a success. This is a binomial
experiment with n  6 and p  q  1 2 . Now

Chapter two Page 17

a) The probability that exactly two heads occurs (i.e., k  2 ) is
P(2)  C (6,2)(1 2) 2 (1 2) 4  15 64

b) The probability of getting at least four heads (i.e. k  4, 5, or 6 ) is

P(4)  P(5)  P(6)  C (6,4)(1 2) 4 (1 2) 2  C (6,5)(1 2) 5 (1 2)

 C (6,5)(1 2) 6 (1 2) 0

 15 64  6 64  1 64

 11 32

b) The probability of getting no heads (i.e., all failures) is q 6  (1 2) 6  1 64 , so

the probability of one or more heads is 1  q n  1  1 64  63 64 .
Example: What is the probability that exactly eight 0 bits are generated when 10
bits are generated with the probability that a 0 bit generated is 0.9, the probability
that a 1 bit generated is 0.1, and the bits are generated independently?
Solution: By the above theorem, the probability that exactly eight 0 bits are
generated is P(8)  C(10,8)(0.9) 8 (0.1) 2  0.1937102445.
Remark:
The function P(k )  P( k successes)  C (n, k ) p k q nk for k  0,1, 2, ..., n for a binomial
experiment B(n, p) is called the binomial distribution since it corresponds to the
successive terms of the binomial expansion:
( p  q) n  p n  C (n,1) p n1q  C (n,2) p n2 q 2  ...  q n
n
  C (n, k ) p k q n k
k 0

n
And note that  C (n, k ) p k q nk  ( p  q) n  1 , that is, the sum of the probabilities
k 0

that there are k successes with n independent Bernoulli trials, for k  0,1, 2, ..., n
equals to 1.
Activity:

Chapter two Page 18

1. Suppose 20% of the items produced by a factory are defective. Suppose four
items are chosen at random. Find the probability that:
a) two are defective; b) three are defective; c) non is defective.
2. Team A has probability 2 3 of winning whenever it plays. Suppose A plays four
games. Find the probability p that A wins more than half of its games.
2.7 Random variables and expectation
Many problems are concerned with a numerical value associated with the
outcome of an experiment. For instance, we may want to know the probability that
there are nine 1 bits generated when 10 bits are randomly generated, or we may
want to know the probability that a coin comes up tails when it is tossed 20 times.
To study problems of this type we introduce the concept of a random variable.
2.7 Random variables
Definition A random variable X is a function from the sample space of an
experiment to the set of real numbers. That is, a random variable is a rule that
assigns a numerical value to each outcome in a sample space S.
Remark:
Note that a random variable is a function. It is not a variable.
Example: Suppose that a coin is tossed three times. Let X (t ) be the number of
heads that appear when t the outcome is. Then the random variable X (t ) takes on
the following values:
X ( HHH )  3

X (HHT )  X (HTH )  X (THH )  2

X (TTH )  X (THT )  X ( HTT )  1

X (TTT )  0

Activity:

Chapter two Page 19

1. Let X be the sum of the numbers that appears when a pair of dices is rolled.
What are the values of this random variable for the 36 possible outcomes (i, j ) ,
where i and j are the numbers that appear on the first die and the second die,
respectively, when these two dice are rolled.
2.7.2 Expected values
Many questions can be formulated in terms of the value we expect a random
variable to take, or more precisely, the average value of a random variable when
an experiment is performed a large number of times. Questions of this kind
include: how many heads are expected to appear when a coin is tossed 100 times?
To study such questions we introduce the concept of the expected value of a
random variable.
Definition: The expected value (or expectation) of the random variable X (t ) on the
sample space S is equal to E ( X )   P(t ).X (t ) .
tS

Note that when the sample space S has n elements S  {x1 , x2 , ... , xn } ,

E ( X )  i 1 P( xi ). X ( xi )
n

Remark:
We are concerned only with random variable with finite expected values here.
Example: A fair coin is tossed three times. Let S be the sample space of the eight
possible outcomes, let X be the random variable that assigns to an outcome the
number of heads in this outcome. What is the expected value of X ?
Solution: In example above we listed the values of X for the eight possible out
comes when a coin is tossed three times. Since the coin is fair and the events are
independent, the probability of each outcome is 1 8 .
Consequently,
E (X )  1 8[ X ( HHH )  X (HHT )  X (HTH )  X (THH )  X (TTH ) 

Chapter two Page 20

 X (THT )  X (HTT )  X (TTT ) ]

 1 8[3  2  2  2  1  1  1  0]  12 8  3 2

Activity:
1. What is the expected value of the sum of the numbers of that appear when a
pair of fair dice is rolled?
2. What is the expected value of the numbers of successes when n Bernoulli
trials are performed, where P is the probability of successes on each trial?
3. A fair die is rolled repeatedly until a six is obtained. Let X denote the
number of rolls required. Find the probability that P(X≤2).

Theorem: If X and Y are random variables on a space S and a and b are

real numbers, then a) E( X  Y )  E( X )  E(Y )

b) E(aX  b)  aE( X )  b

Furthermore, if X i , i  1, 2, ..., n are random variables on S , then

E( X 1  X 2  ....  X n )  E( X 1 )  E( X 2 )  ...  E( X n ) .

Proof:

a) the first result follows directly from the definition of expected value, since

E ( X  Y )   P(t ).[ X (t )  Y (t )]
tS

 [ P(t ). X (t )  P(t ).Y (t )]

tS

  P(t ). X (t )   P(t ).Y (t )

tS tS

 E ( X )  E (Y )

Chapter two Page 21

b) E (aX  b)   P(t ).(aX  b)(t )
tS

  P(t ).(aX (t )  b)
tS

  aP(t ). X (t )  bP(t )
tS

 a P(t ). X (t )  b P(t )
tS tS

 aE ( X )  b , since,  P(t )  1 .
tS

The case with n random variables follows easily using mathematical induction
from the case of two random variables which is proved in part (a) above, or we
can prove as follow.
E ( X 1  X 2  ....  X n )   P(t ).[ X 1  X 2  ...  X n ](t )
tS

  P(t ).[ X 1 (t )  X 2 (t )  ...  X n (t )]

tS

  P(t ). X 1 (t )  P(t ). X 2 (t )  ...  P(t ). X n (t )

tS

  P(t ). X 1 (t )   P(t ). X 2 (t )  ...   P(t ). X n (t )

tS tS tS

 E ( X 1 )  E ( X 2 )  ...  E ( X n ) , which completes the proof.

The above theorem can be useful for computing expected values, since many
random variables are sums of simpler random variables.
Example: Using the above theorem, find the expected values of the sum of the
numbers that appear when a pair of dice is rolled.
Solution: Let X 1 and X 2 be the random variables with X 1 (i, j)  i and X 2 (i, j )  j so
that X 1 is the number appearing on the first die and X 2 is the number appearing on
the second die. Now we see that
6
E ( X 1 )   P(t ). X 1 (t )
t 1

 P(1).X 1 (t )  P(2).X 1 (2)  P(3).X 1 (3)  P(4).X 1 (4)

Chapter two Page 22
  P(5). X 1 (5)  P(6).X 1 (6)

 1 6[1  2  3  4  5  6] , since P(1)  P(2)  .....  P(6)  1 6

 21 6  7 2

But we observe that E( X 2 )  E( X 1 )  7 2 since E ( X 2 ) is also equals

1 6[1  2  3  4  5  6] .

Now the sum of two numbers that appear when the two dice are rolled is the sum
X 1  X 2 . Thus by the above theorem, the expected value of the sum is

E( X 1  X 2 )  E( X 1 )  E( X 2 )  7 2  7 2  7

Activity:
Using the above theorem show that the expected value of the number of successes
when n Bernoulli trials are proved, where P is the probability of successes on
each trial, is equal to nP .
We have already discussed independent events. We will now define what it
means for two random variables to be independent.
2.7.3. Independent Random Variables
Definition: The random variable X and Y on a sample space S are independent if
P[ X (t )  r1 and Y (t )  r2 ] = P[ X (t )  r1 ]. P[Y (t )  r2 ] or in words, if the probability that

X (t )  r1 and Y (t )  r2 equals the product of the probabilities that

X (t )  r1 and Y (t )  r2 , for all real numbers r1 and r2 .

Example: Are the random variables X 1 and X 2 from the above Example 2.7.3.5
independent?
Solution: Let S  {1, 2, 3, 4, 5, 6} , and let i  S and j  S . Since there are 36 possible
outcomes when the pair of dice is rolled and each is equally likely, we have
P[ X 1 (t )  i and X 2 (t )  j ]  1 36 . Furthermore, P[ X 1 (t )  i]  1 6 and P[ X 2 (t )  1 6] ,

Chapter two Page 23

since the probability that i appears on the first die and the probability that j
appears on the second die are both 1 6 . It follows that
P[ X 1 (t )  i and X 2 (t )  j ]  1 36  (1 6).(1 6) = P[ X 1 (t )  i].P[ X 2 (t )  j ] so X 1 and X 2 are

independent.
Example: Show that the random variables X 1 and X  X 1  X 2 , where X 1 and X 2 are
defined in Example2.7.3.5 are not independent.
Solution: Note that P[ X 1 (t )  1 and X (t )  12]  0 , since X 1 (t )  1 means the number
of appearing on the first die is 1, which implies that the sum of the numbers on the
two dice equal 12. On the other hand, P[ X 1 (t )  1]  1 6 and P[ X (t )  12]  1 36 .
Hence P[ X 1 (t )  1 and X (t )  12]  P[ X 1 (t )  1].P[ X (t )  12] . This counter example
shows that X 1 and X 2 are not independent.
Theorem: If X and Y are independent variables on a sample space S , then
E( X .Y )  E( X ).E(Y ) , that is, the expected values of the product of two independent

variables is the product of their expected values.

Proof: From the definition of expected value and since X and Y are independent
random variables, it follows that
E ( X .Y )   P(t ).[( X .Y )(t )]
tS

  P(t ).( X (t ).Y (t )

tS

 
r1X ( S ), r2 Y ( S )
r1r2 .P[ X (t )  r1 and Y (t )  r2 ]

 
r1X ( S ), r2 Y ( S )
r1r2 .P[ X (t )  r1 ].P[Y (t )  r2 ]

(  r .P[ X (t )  r ]) . (  r .P[Y (t )  r ] )
1
r1X ( S )
1
r2 Y ( S )
2 2

 E ( X ).E (Y ) .

This completes the proof

Chapter two Page 24

 WOLAYITA SODDO UNIVERSITY
COLLEGE OF NATURAL AND COMPUTATIONAL SCIENCE
DEPARTMENT OF MATHEMATICS
Discrete MATHEMATICS and combinatory work sheet II
1. f A and B are independent events with P (A) = 0.6 and P (B) = 0.3, find the
following:
(a) P (A ∪ B) (b) P (A′ ∩ B) (c) P (A′ ∪ B′) (d) P (A|B) (e) P (B′|A′)
2. If the committee of three persons to be randomly chosen from a group of 4 men
and 2 women then find the probability that exactly one member of the
committee is a women.
3. If A and B are independent events such that P(A∪B)=0.6,P(A)=0.2, find P(B).
4. A committee of 7 has to be formed from 9 boys and 4 girls. In how many ways
can this be done when the committee consists of:
(i) exactly 3 girls? ii) at least 3 girls? iii) at most 3 girls?
5. If three light bulbs are chosen at random from 10 bulbs then find
a) The probability that all are deffective
b) The probability that non is deffective
c) The probability that exactly one isl deffective
d) The probability that atleast two are non- deffective
6. Find the probability of getting a sum of 5 or 7 in toss of two dice.

7. If A and B are two events such that ( ) ( ̅) ( )

Show that A and B are i) independent ii) not exclusive.

8. A dice thrown. Consider two events * + * +. Prove

that the events A and B are
a) not independent b) not mutually exclusive iii) exhaustive

Chapter two Page 25

9. A bag contains 5 green and 7 red balls. Two balls are drawn. Find the
probability that one is green and other is red.
10.You have to pass through an obstacle course. The probabilities that you make a
mistake on each of the 4 obstacles is (respectively) 0.2, 0.3, 0.25 and 0.5. You
pass the course if you make no more than 2 mistakes. What is the probability
that you pass the course?
11.Find the probability of distrbution of the number of green balls drwan when
three balls are drawn one by one without replacement from a bag containing
three green and five white balls.
12.A coin is tossed five times. What is the probability of getting at least three
heads?
13.If A and B are mutually exclusive events with P (A) = 0.6 and P (B) = 0.3, find
the following:
(a) P (A ∪ B) (b) P (A′ ∩ B) (c) P (A′ ∪ B′) (d) P (A|B) (e) P (B′|A′)
14.A problem in mathematics is given to three students whose chances of solving
the problem are . What is the probability that the problem is solved?

15.A fire coin tossed four times. Find a) the sample space b) the probability they
are all heads if the first two tosses results in head.
16.Wheather records show that the probability of high barometric pressure is 0.82
and the probability of rain and high barometric pressure is 0.20. What is the
probability of rain given high barometric pressure.
17.Let two fair dice be rolled. If the sum of 7 is obtained, find the probability that
at least one of the dice shows 2.
18.In a single throw of two dice find the probability of having 8 or 11.
19.A bag contains blue and red balls. Two balls are drawn randomly without
replacement. The probability of selecting a blue and then a red ball is 0.2. The

Chapter two Page 26

 probability of selecting a blue ball in the first draw is 0.5. What is the
probability of drawing a red ball, given that the first ball drawn was blue?
20. A die is rolled thrice. What is the probability that the sum of the rolls is at least 5.
21. Find the number of ways of distributing 10 distinguishable books among 4
distinguishable shalves so that each shelf gets atleast 2 and atmost 7 books

Chapter two Page 27