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Chapter 5
Introduction to Probability

5.1 Definitions

Definition 5.1.1. Probability Theory

Probability Theory describes the behavior of phenomena whose outcome is subject to

randomness.

Definition 5.1.2. Experiment

It is the process of obtaining an observed results to some phenomena.

-we classify the experiments into two as Random (Non deterministic)and Non-

random (Deterministic).

Definition 5.1.3. Random experiment

A random experiment is an experiment that can be repeated any number of times

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under some identical conditions. In any random experiment the outcome of any

particular trial should not be known beforehand. But all possible outcomes should be

known in advance.

Example 5.1.4. For example

Tossing a fair coin or throwing a die and observe what the top shows.

Definition 5.1.5. Unit experiment

Unit experiment is known as trial. This means that trial is a special case of experi-

ment. Experiment may be a trial or two or more trials.

Definition 5.1.6. Outcome

The results of an experiment are known as outcome.

Definition 5.1.7. Sample space

Sample space is the set or collection of all possible outcomes of a random experiment

is known as sample space,denoted by Ω.

Example 5.1.8. If we toss a coin and if H stand for a head and H stand for tail,

then the sample space Ω for the possible experimental outcomes may be written as,

Ω = {H, T }
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and for die,

Ω = {1, 2, 3, 4, 5, 6}.

Definition 5.1.9. Events

An event is a subset of the sample space. This means that event A is simply a

collection of outcomes.

Events are generally denoted by A, B, C etc.

Type of events

1- Elementary event or simple event : consists of one outcome of Ω

2- Compound events: consists of more than one outcome of Ω

3- Impossible events: consists of no elements of Ω

4- Sure events or certain: consists of all outcomes of Ω

Example 5.1.10. For example

Random experiment: Pick a person in this class at random.

Sample space: Ω = {all people in class}

Event A: A = {all males in class}.

5.2 Algebra of sets

A set A is a collection of objects,

ω ∈ A means that ω is an element of the set A

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Example 5.2.1. write the elements of the sets of the first 10 positive integers

A = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}

Note that 2 ∈ A and 12 ∈

/A

A set with no elements is called the empty set, denoted by ∅

Inclusion: A set A ⊂ B, means that every

element of A is an element of B

Example 5.2.2. Let A = {x, 1 > x > 0} =]0, 1[ and B = {x, 1 > x > −2} =]−2, 1[,

Then A ⊂ B but B * A
Complementation : A complement of a set A

with respect to Ω is

Ac = {ω ∈ Ω, ω ∈
/ A}, Ωc = ∅
Example 5.2.3. Suppose that Ω = {0, 1, 2, 3, 4}. Now if A = {0, 1} then

Ac = {2, 3, 4}

Intersection: A ∩ B = {ω, ω ∈ A and ω ∈ B}

Union: A ∪ B = {ω, ω ∈ A or ω ∈ B}

Example 5.2.4. Given A = {0, 1, 2, · · · , 7} and B = {4, 5, 6, 7, 8, 9}.

A ∩ B = {4, 5, 6, 7}

A ∪ B = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}
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5.3 Probability space

Definition 5.3.1. probability space

A probability space is a triple (Ω, F, P ) where Ω is a sample space, F is a σ-algebra

of events and P is a probability measure on F

Definition 5.3.2. σ-algebra

Let F be a set whose elements are subsets of Ω. Then, F is a σ-algebra if and only

if it satisfies the following axioms: -Ω ∈ F

-If A ∈ F, then Ac ∈ F

-If {Ai } is a countable collection of elements of F and A = ∪∞

i=1 Ai , then A ∈ F.

Definition 5.3.3. Probability

For a random experiment the probability of an event A denoted by P (A) can be

calculated as follows

number of outcomes in A n(A)

P (A) = =
number of outcomes in Ω n(Ω)

Definition: Axioms for Probability (Kolmogorov Axioms)

Let S be the sample space for a random experiment. A function P defined on

the events of S, which assigns to each event, say A ⊆ S, a number denoted by P (A),

called the probability of A, if it satisfies the following three axioms:

Axiom 1 (Nonnegativity): The probability of any event A ⊆ S is a real

number greater than or equal to 0 and less than or equal to 1, that is: 0 ≤ P (A) ≤ 1.

Axiom 2 (Certainty): The probability of the sample space S is 1, that is:

P (S) = 1.

Axiom 3 (Additivity): If A1 and A2 are mutually exclusive (disjoint) events,

then: P (A1 ∪ A2 ) = P (A1 ) + P (A2 ).

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More generally,

If the sample space has an infinite number of points and A1 , A2 , ... are disjoint events,

then
∞
[ ∞
X
P( )= P (Ai )
i=1 i=1

Notation: The probability of the null event or empty set (∅) is 0, that is: P (∅) = 0.

Example 5.3.4. X Toss a fair coin twice. What is the probability of observing at

least one head (H)?

Example 5.3.5. A bowl contains three M&Ms: one

red, one blue, and one green. A child selects two

M&Ms at random. What is the probability that at

least one is red?

Solution:
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Example 5.3.6. The sample space for the random experiment of rolling two fair

dice is as follows:

S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6),

(3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6),

(5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6), (6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}.

Then find the probability of thee vents given below:

A=Sum of the two numbers comes up is 3.

B=Sum of the two numbers comes up is 6.

C=First die show 1.

D=Second die show 1

The probability of the given events is:

5.4 The Probability Laws (Rules)

There are special rules that will allow us to calculate probabilities for the events as

follows:
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5.4.1 The Additive Rule for Unions

For any two events, A and B, the probability of their union, P (A ∪ B), is given as

follows:

Example 5.4.1. For example

Solution:
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Example 5.4.2. For example

5.4.2 The Complements Rule

Example 5.4.3. Suppose that there were 120 students in the classroom,

and that they could be classified as follows:

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5.4.3 De Morgans Laws

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Chapter 6
Conditional and independence

6.1 The conditional probability

Definition 6.1.1. Suppose B is an event with P (B) > 0. For any event A ⊆ Ω,
P (A∩B)
the conditional probability of A given B is P (A|B) = P (B)

i.e. the probability that A has occurred if we know that B has occurred. Note also

that P (A ∩ B) = P (A|B)P (B)

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6.2 Independent events

Example 6.2.1. For example

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6.3 The Baye’s theorem

Let A, B be two events,then

P (B/A)P (A)
P (A/B) =
P (B)

Let A1 , A2 , . . . , An be a partition of the sample space Ω with p(Ai ) > 0, i = 1, 2, . . . , n

foe en event like E in the figure

then we have
n
X
p(E) = p(E/Ai )p(Ai )
i=1

p(E/Ai )p(Ai )
p(Ai /E) =
p(E)