Probability

• Probability is simply how likely something is to happen.

• The best example for understanding probability is flipping a coin:

• There are two possible outcomes—heads or tails.

• What’s the probability of the coin landing on Heads?

But before we proceed to answering that question, we need to understand some

terminologies.

Basic Terminologies

Experiment or trial

• is any procedure that can be infinitely repeated and has a well-defined set of
possible outcomes

Outcomes

• results coming from an experiment

Random Experiment

• experiment with more than one possible outcome

• a process for which the outcome cannot be predicted with certainty

Sample Space

• is the set of all possible outcomes in an experiment and denoted by the symbol S.

Sample Point

• is an element of the sample space.

• a single possible observed value in an experiment

Cardinality of S

• denoted by n(S)
• it gives the number of elements of S

Event

• is any subset of a sample space (including the empty set, and the whole set)
Example 1

Experiment: Flipping a coin

Outcomes: Head and Tail

Sample Space: S = {Head, Tail} or simply S= {H, T}

n(S) = 2

H is a sample point in the experiment

T is another sample point

Example 2

Experiment: Rolling once an unbiased die (singular for dice)

S = {1, 2, 3, 4, 5 ,6}

n(S)= 6

4 is a sample point or any other element in A

Let A be the event of an even number

A = {2,4,6} n(A) = 3

B be an event of less than 3 dots

B= {1,2} n(B) = 2

Example 3:

Experiment: Tossing a coin twice

Sample point: HH (or any of the 4 outcomes) Sample space: = {HH, HT, TH, TT}

n(S) = 4

Let A be an event of a double: A = {HH, TT}

n(A) = 2
Mutually Exclusive Events

• cannot happen simultaneously

• Two events A and B are mutually exclusive iff.
A ∩ B = Ø (or they have no common element)

Example 4

Experiment: rolling a die

Let A - the event of getting even number of dots

B – the event of getting odd number of dots

C – the event of getting more than 4 dots.

A = {2,4,6} n(A)=3

B = {1,3,5} n(B)=3

C = {5,6} n(C)=2

A & B are mutually exclusive events

B & C are NOT mutually exclusive

A & C are NOT mutually exclusive

Unions and Intersection of Sets/Events

Union of Events

The union of events A and B, denoted A ∪ B, is the collection of all outcomes that
are elements of one or the other of the sets A and B, or of both of them.

Example 5

In the experiment of rolling a single die, find the union of the events E = the number rolled
is even and T = the number rolled is greater than two.

Solution:

E = {2,4,6} and T = {3,4,5,6}

E ∪ T= {2, 3, 4, 5, 6}
Intersection of Events

The intersection of events A and B, denoted A ∩ B, is the collection of all outcomes that
are elements of both of the sets A and B.

Example 6

E = {2,4,6} or T = {3,4,5,6}

E ∩ T = {4, 6}

Complement of an Event

• The complement of event A is denoted by A′ (read as “A prime”).

• A′ consists of all outcomes that are NOT in A.
• A′ = S - A

Probability of an Event

• The probability of an event E is given by

𝑛(𝐸)
𝑃 (𝐸 ) =
𝑛(𝑆)

• is a measure of the likelihood that an event will occur in a Random Experiment.

• It is a number between 0 and 1, where, loosely speaking, 0 indicates impossibility
and 1 indicates certainty.
• The higher the probability of an event, the more likely it is that the event will occur.
• P(S) = 1 and P(Ø) = 0

The Addition Rule for Probability

• Given two events, A and B, the probability that A or B will occur is

𝑃(𝐴 ∪ 𝐵) = 𝑃 (𝐴) + 𝑃 (𝐵) − 𝑃(𝐵 ∩ 𝐴)

• When two events, A and B, are mutually exclusive, A ∩ B = Ø, hence

𝑃 (𝐴 ∪ 𝐵 ) = 𝑃 (𝐴 ) + 𝑃 (𝐵 )

The Multiplication Rules

• Used when we calculate probabilities involving one event AND another event
occurring.
• In some cases, the first event happening impacts the probability of the second
event. We call these dependent events.
• In other cases, the first event happening does not impact the probability of the
seconds. We call these independent events.
The probability that both events occur simultaneously

• When 2 events are independent

𝑃 (𝐴 ∩ 𝐵 ) = 𝑃 (𝐴 ) ∙ 𝑃 (𝐵 )
• When 2 events are dependent
𝑃 ( 𝐴 ∩ 𝐵 ) = 𝑃 ( 𝐴 ) ∙ 𝑃 ( 𝐵 |𝐴 )
𝑃 (𝐵|𝐴) read as "the probability that B occurs given that A has occurred."

Conditional Probability

• The likelihood of an event occurring based on the occurrence of a previous event

or outcome.
• The conditional probability of B given A, denoted by

𝑃 (𝐴 ∩ 𝐵 )
𝑃(𝐵|𝐴) = , 𝑃(𝐴) ≠ 0
𝑃(𝐴)