Concept of Probability:

• Random Experiment :
– any process or procedure for which more than one outcome is possible; outcome can’t be fully predicted
– Examples: Tossing a coin, rolling a die, drawing a card from a deck
• Sample Point (Element)
– The outcome of a random experiment
• Sample Space S
– The set of all possible outcomes (Non empty set)
– Discrete or Continuous
– Tossing a coin: Two elements
• S = {H,T}
– Rolling a die: Six elements
• S = {1,2,3,4,5,6}
– Noise amplitude corrupting signal in channel
• S = ] -∞, ∞ [
• Events
– A set of outcomes, thus a subset of S
– Let A be the event of observing even number when a die rolled once:

A = {2,4,6};
• Finite Discrete Probability Space (S, P)
– A finite discrete probability space is defined as a pair (S, P); where S is a sample space (finite non empty
set) and P is a real valued function defined on the set of all subsets of S and called a probability measure.
– P(A) is the probability measure assigned to event A;

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• Infinite Discrete Probability Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh
Space/
inagar) Continuous Probability Space: Defined later on 1
 Definition of Probability
• Probability of an event : A number assigned to an event A;
denoted by P(A) and specifies statistical regularity exhibited
by conducting a random experiment.
– Let we conduct N trials of a random experiments in a similar
manner and observe for event A.
– If event A happens NA times; the relative frequency of occurrence
of event A is ratio NA/N NA
0 1
N
– The statistical regularity is exhibited by the experiment if we take
N→∞.
– Thus probability of an event A is defined by
NA
P ( A)  lim ( ).......(1)
N  N

03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 2

inagar)
 Axioms of Probability:
• Probability of an event A for
finite discrete probability space is
a measure of how often an event
A might occur within it’s sample
space S
no. of sample pts in A
P( A) 
no. of sample pts in S
⩝ 𝐴⊆ 𝑆;0≤ 𝑃 ( 𝐴) ≤ 1
P S   1
P    0
:
Here every A is called an elementary event.
i
P  A   1  P  A
C
P  A  B 
P  A  P  B   P  A  B 
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• AᴖB or A,B is called joint
event. P(A,B) is called joint
probability
• If A  B   −→ 𝑃 ( 𝐴 ⋂ 𝐵 )=0
P  A  B   P  A  P  B 
• Here A and B are said to
be disjoint or mutually
exclusive events.
• This can be extended to
any number of disjoint
events.
• If A1, A2, … are pairwise
exclusive i.e.   AkᴖA
 j=Φ
 k≠j;
then P Ak    P  Ak 
Dr. Jigar Shah (Asst. Prof., ICT, PDEU,
Gandhinagar)
 k 1  k 1 3
03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 4
inagar)
 Basic Example:
• Let Event A characterize that the
outcome of rolling the die once is
S
smaller than 3
– A = {1,2} A B
– P(A) = 2/6 = 1/3
6
• Let Event B characterize that the 2
1 4
outcome of rolling the die once is
an even number
– B = {2,4,6} 3
5
– P(B) = 3/6 = ½
• AᴜB= Outcome of rolling the die
once is an even number or smaller
than 3= {1,2,4,6} P( A  B)  1 / 6
• P(AᴜB)= 4/6=2/3 P( A  B)  1 / 3  1 / 2  1 / 6  2 / 3
• AᴖB= Outcome of rolling the die
once is an even number and smaller
than 3= {2}
03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 5
• P(AᴖB) =P(A,B)= 1/6 inagar)
More Examples and Complications Ahead:
• Two dice are thrown. • A coin is tossed four
Determine the times in succession.
probability that the Determine the
sum on the dice is probability of
seven. obtaining exactly two
• P(“sum on two dice heads.
is seven”)=6/36=1/6. • P(“obtaining exactly
two heads”) =6/16=
3/8.
• If number of trials in above experiments are large, it
is difficult to list all possible outcomes.
•03/01/2024
A more general approach is to use results of
6
Dr. Jigar Shah (Asst. Prof., ICT, PDEU,
Gandhinagar)
 Conditional Probability:
• Probability of one event is influenced by the outcome of another event.
• Probability of event B given A has occurred (provided P(A)≠0)

P  A, B 
P  B A 
P  A
 Probability of event A given B has occurred (provided P(B)≠0)

P  A, B 
P A B 
PB
 From above two equations we can write Bayes’ rule:
P ( B A) P ( A)
P( A B) =
P( B ) Dr. Jigar Shah (Asst. Prof., ICT, PDEU, 7
03/01/2024
Gandhinagar)
 Multiplication Rule for Conditional Probabilities:
• From conditional prob.; For joint events A and B:
P ( A, B )
 P ( B | A)
P ( A)
• This rule can be extended for n joint events:
P( A1 , A2 ,...., An ) P( A1 , A2 ,...., An1 ) P( A1 , A2 )
P( A1 , A2 ,......, An )  ........... P( A1 )
P( A1 , A2 ,...., An1 ) P( A1 , A2 ,...., An2 ) P( A1 )
 P( An | A1 , A2 ,...., An1 ).P( An1 | A1 , A2 ,...., An2 )..............P( A2 | A1 ).P( A1 )
 P( A1 ).P( A2 | A1 ).P( A3 | A2 , A1 ).............P( An1 | A1 , A2 ,...., An2 ).P( An | A1 , A2 ,...., An1 )
Pr ovided A1  A2  ...  An  

03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 8

inagar)
 Simple Example on Conditional Prob.:

• Two cards are drawn in succession without

replacement from an ordinary (52 cards) deck.
Find the probability that both cards are aces.
• Let A be the event that the first card is an ace
• Let B be the event that the second card is an
ace
• A,B is the event that both cards are aces
without replacement.

03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, 9

Gandhinagar)
 Slightly Complicated Example:

• Suppose a box of diodes consist of Ng good

diodes and Nb bad diodes. If five diodes are
randomly selected, one at a time, without
replacement, determine the probability of
obtaining the sequence of diodes in the order
of good, bad, good, good, bad.
• Let Gi= event that the ith draw a is good diode
• P(G1,G2c,G3,G4,G5c)=?
• P(G1,G2c,G3,G4,G5c)
=P(G5c|G1,G2c,G3,G4) P(G4|G1,G2c,G3) P(G3|G1,G2c) P(G2c|G1)P(G1)
=P(G

N g
) P(G
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1
N c|G ) N
2
b
1 P(G
1
3 |G
g
G
1, 2 )
N c2
P(G
gN |G
4
 1 G c,G ) P(G c|G G c,G G )10
b
1, 2 Dr.3Jigar Shah (Asst.
5 Prof.,
1, ICT,2PDEU, 3, 4
N g  Nb N g  Nb 1 N g  Nb  2 N g  Nb  3 N g  Nb  4 Gandhinagar)
 Independent Events:
• Occurrence of one event in no way influences the
occurrence of the other event.
• Ex. Drawing two cards from the deck in succession with
replacement.
• A and B are independent if
– P(B|A) = P(B)
– P(A|B) = P(A)
– P(A,B) = P(A)P(B)
• Disjoint (Mutually exclusive) Independence
• If two events have non-zero probability and are mutually
exclusive, then they cannot be independent
• This condition for independency can be extended for n joint
events as:
– P(A1,A2,……,An) = P(A
03/01/2024
1)P(A2)……P(An)
Dr. Jigar
inagar)
Shah (Asst. Prof., ICT, PDEU, Gandh 11
 Example:
• Two cards are drawn in succession with
replacement from an ordinary (52 cards) deck.
Find the probability that both cards are aces.
• Let A be the event that the first card is an ace
• Let B be the event that the second card is an ace.
• A,B is the event that both cards are ace with
replacement
• Both events become independent.
• P(A)=P(B)=4/52=1/13
• P(A,B)=P(A)P(B)=1/169
03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 12
inagar)
 Bernoulli Trials and Experiments
Experiments that have two possible outcomes are called Bernoulli Trials.

Let success in occurrence of event A is with probability p and

hence its failure is with probability q=1-p. i.e. P(A)=p; P(Ac)=q=1-p.
– What is the probability of k successes in n independent repetitions
(Bernoulli trials)?
• In n trials if success occurs in k trials; failure occurs in n-k trials.
• The outcome of each trial is independent of each other.
• P(k success in n trials in specific order) = pkqn-k=pk(1-p)n-k
• From combinatorial analysis: number of unordered ways of achieving k successes
in n trials= n  n  n!
  
 k   n  k  k ! n  k !
n
pn  k     p k 1  p 
nk
• P(k successes in n independent (unordered) trials)=
k 
n n!
  
03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh
inagar)
 k  k ! n  k ! 13
 Example:
• A coin is tossed sixteen times in succession.
Determine the probability of obtaining exactly
four heads.
– n=16, k=4, p = 0.5
– P(“obtaining exactly four heads in sixteen trials of
coin tossing”) = 35*13/214.

03/01/2024 Dr. Jigar Shah (Asst. Prof., ICT, PDEU, Gandh 14

inagar)