# Dr.

Yousaf Hayat 1
PROBABILITY
Definition: Probability is the quantitative measurement of uncertainty or it is a
measure of degree of belief in a particular statement or problem.
Probability play a vital role in statistical theory and most often in Inferential
Statistics. In inferential statistics, one is drawing inferences about the population
characteristics based on the sample data. But the sample data contains
incomplete information and uncertainty is one of the important component of
the results that will yield from sample data.
Similarly, when making a statement (statements) that it will rain tomorrow, the
product of a certain company will be preferred by the people in a certain festival
etc. In both of these statements, the presence of uncertainty can not be ignored
along with some belief in the truth of these statements based on the past
evidences.
Dr. Yousaf Hayat 2
Examples: Following are the examples that indicates both the presence of
uncertainty and a measure of degree of belief.
 It will rain tomorrow
 Pakistan will win the coming cricket world cup
 The exchange rate of US dollar will decrease in the coming 2-3 three
weeks
 Mr. A will get 3.9 CGPA in the final examination of MBA
A type of uncertainty is present in all these statements and numerical
measurement of such an uncertainty is called probability.
Similarly, if we toss a coin, throwing a die or drawing a card. In all these cases
uncertainty is measured in terms of probability.
Dr. Yousaf Hayat 3
FOUNDATION OF PROBABILITY
Blaise Pascal (1623-1662)
Pierre De Fermat (1601-1665)
French Mathematicians
Jakob Bernoulli (1654-1705)

Abraham De Moivre (1667-1754)
Pierre Simon Laplace (1749-1827)
Modern Age of probability
Dr. Yousaf Hayat 4
PREREQUISITE OF PROBABILITY
Set theory
(Basic Concepts)
Algebra of Sets
(Different Laws)
Set Partioning Class of Sets
Cartesian
Product
• Commutative
• Associative
• Distributive
• Complement
• De Morgan‟s
Tree Diagram
Counting Rules
Combination
Permutation
Multiplication
Dr. Yousaf Hayat 5
ALGEBRA OF SETS
1. Commutative Laws
and
2. Associative Laws
( ) ( ) and
( ) ( )
3. Distributive Laws
( ) ( ) ( ) and
( ) ( ) ( )
4. Idempotent Laws
and
A B B A A B B A
A B C A B C
A B C A B C
A B C A B A C
A B C A B A C
A A A A A A
= · = ·
=
· · = · ·
· = · ·
· = ·
= · =
5. Complimentation Laws
, , ( ) ,
,
6. De Morgan's Laws
( ) and
( )
A A S A A A A
S S
A B A B
A B A B
|
| |
= · = =
= =
= ·
· =
Algebra of sets provides different laws regarding the sets which can be further
used in the calculation of probability.
Dr. Yousaf Hayat 6
PARTIONING OF SETS
1 2 3
(i). ( )
(disjoint sets, having no
elements in common)
(ii). ...
( events)
i j
n
A A i j
A A A A S
Exhaustive
| · = =
=
Definition: Portioning of sets refers to the sub-division of sets in to non-empty
disjoint and exhaustive sets. This definition can be written in the following
mathematical expression:
{ }
{ } { }
1 2
For example, we have a set
S = 1, 2, 3, 4, 5
It can be partitioned as:
A 1, 2, 3 and A 4, 5 = =
Dr. Yousaf Hayat 7
{ }
{ } { } { } { } { } { } { } { }
It is also called power set. A set of sets is called class of sets.
For a set "A = 1,2,3 " the class of set is defined as:
( ) , 1 , 2 , 3 , 1, 2 , 1,3 , 2,3 , 1, 2,3 A µ | =
Class of sets
In such a case, all possible subsets that a power set contains are
determined as = 2
3
. in addition, each of these subset is called an event.
Cartesian Product: Cartesian product of set “A” and “B” denoted by
A×B is a set that contain all order pair (a,b). For example
{ } { }
{ } { } { }
A= 1, 2, 3 and B = H, T then the cartesian product of A and B is:
A B = 1, 2, 3 H, T = (1,H), (1,T), (2,H), (2,T), (3,H), (3,T) × ×
It is also one of the counting rule providing all possible outcomes in the
sample space. These outcomes (all possible) can also be obtained by the
Tree diagram.
Dr. Yousaf Hayat 8
COUNTING RULES
RULE OF PERMUTATION: A permutation is any ordered subset from a set
of „n’ distinct objects. Or selection of “r” elements from a list of “n”
elements with regard to their order is called permutation.
The number of permutations of „r‟ objects, selected in a definite order from „n‟
distinct objects is denoted by the symbol
n
P
r
, and is given by
RULE OF COMBINATION: Combination rule is used for selecting “r”
elements from a list of “n” elements without regard to their order. Or it is a
subset of “r” objects selected without regard to their order from a set of “n”
distinct objects. It is denoted as:
( )! r n ! r
! n
r
n
÷
=
|
|
.
|

\
|
( )

n
r
n
C or
r
| |
|
\ .
( )
.
! r n
! n
÷
=
Dr. Yousaf Hayat 9
RULE OF MULTIPLICATION
If a compound experiment consists of two experiments which that the first
experiment has exactly “m” distinct outcomes and, if corresponding to
each outcome of the first experiment there can be “n” distinct outcomes
of the second experiment, then the compound experiment has exactly mn
outcomes.
Example: The compound experiment of tossing a coin and throwing a die
together consists of two experiments:
• The coin-tossing experiment consists of two distinct outcomes i.e. (H, T),
and the die-throwing experiment consists of six distinct outcomes
(1, 2, 3, 4, 5, 6).
Dr. Yousaf Hayat 10
• The total number of possible distinct outcomes of the compound experiment
is therefore 2 × 6 = 12 as each of the two outcomes of the coin-tossing
experiment can occur with each of the six outcomes of die-throwing
experiment.
• As stated earlier, if A = {H, T} and B = {1, 2, 3, 4, 5, 6}, then the Cartesian
product set is the collection of the following twelve (2 × 6) ordered pairs:
• A×B = {(H, 1); (H, 2); (H, 3); (H, 4); (H, 6); (H, 6); (T, 1); (T, 2); (T, 3); (T,
4); (T, 5); (T, 6) }
Dr. Yousaf Hayat 11
Example: A club consists of four members. How many ways are
there of selecting three officers: president, secretary and
treasurer?
It is evident that the order in which 3 officers are to be chosen, is
of significance. Thus there are 4 choices for the first office, 3
choices for the second office, and 2 choices for the third office.
Hence the total number of ways in which the three offices can
be filled is =
4 × 3 × 2 = 24
The same result is obtained by
applying the rule of
permutations:
( )
4
3
4!
4 3 2 24
4 3 !
P = = × × =
÷
Dr. Yousaf Hayat 12
Example: A club consists of four members. How many ways are
there of selecting three members?
It is evident that there is no involvement of order in the selection,
so it indicates that rule of combination will be an appropriate
choice for selection of “r = 3” members from a club
containing “ n = 4” members. So all possible ways are:
( ) ( )
! 4! 4 3!
4
! ! 3! 4 3 ! 3! 1!
n
n
r r n r
| | ×
= = = =
|
÷ ÷ ×
\ .
Dr. Yousaf Hayat 13
BASIC CONCEPTS
Random Experiment: If an experiment is repeated a large number of times
under identical conditions and provide different results, is called random
experiment. For example, coin tossing experiment, throwing of a die, drawing of
cards etc are the examples of random experiments.
Properties of a Random Experiment: Following are the properties of a random
experiment:
i). The experiment can be repeated more than one time (any number of times)
ii). A random experiment will always have two or more possible outcomes.
iii). The outcome of each trial is unpredictable (having some degree of
uncertainty)
Trial and Outcome: Single performance of an experiment is called trial. The
result obtained from an experiment or trial is called outcome.
Dr. Yousaf Hayat 14
Sample Space: All possible outcomes of a random experiment is called sample
space, denoted by S. Each member of a sample space is called a sample point.
For example, if a fair coin is tossed then it will yield either Head (H) or tail (T)
i.e. it can be written as:
{ }
S = H, T
If two fair coins are tossed, then all possible outcomes will be equal to 2
2
.
Similarly, for “n-trials” all possible outcomes will be 2
n
.

{ } { } { }
{ } { } { } { } { }
3
S = H, T H, T HH, HT, TH, TT (for two unbiased coins)
if three coins are tossed then all possible outcomes (sample points)
in the sample space = 2 8
S = H, T H, T H, T H, T HH, HT, TH, TT
= HHH, HHT,
× =
=
× × = ×
{ }
HTH, HTT, THH, THT, TTH, TTT
Dr. Yousaf Hayat 15
1
2
If a balanced/fair die is thrown, then all possible outcomes will be 6
similarly, if a pair of balanced die are thrown then all possible outcomes/
sample points in the sample space = 6 36, for "n" and =
n
die = 6 .
2
considering the case of two (pair of) balanced die, all possible
outcomes = 6 36. So, the sample space "S" is given as:
(1,1) (1, 2) (1,3) (1, 4) (1,5) (1, 6)
(2,1) (2, 2) (2,3) (2, 4) (2,5) (2,
S =
Now
=
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)
¦ ¹
¦ ¦
¦ ¦
¦ ¦
´ `
¦ ¦
¦ ¦
¦ ¦
¹ )
Sample Space in case of die experiment
Dr. Yousaf Hayat 16
Event: Any subset of a sample space S of a random experiment,
is called an event. Or, an event is an individual outcome or any
number of outcomes (sample points) of a random experiment.
Simple and Compound Events
An event that contains exactly one sample point, is defined as a
simple event. For example, the occurrence of “6” when a fair
die is thrown.
A compound event contains more than one sample points, and is
produced by the union of simple events. For example, the
occurrence of a sum of 11 when a pair of die are thrown i.e. the
occurrence of (5, 6) and (6, 5).
Dr. Yousaf Hayat 17
OCCURRENCE OF AN EVENT
An event A is said to occur if and only if the outcome of the experiment
corresponds to some element of A.

COMPLEMENTARY EVENT
The event “not-A” is denoted by A or A
c
and called the negation (or
complementary event) of A.

SURE AND IMPOSSIBLE EVENT S
For example, the subset {H, T} is the sample space (S) itself and is also an
event. It always occurs and is known as the certain or sure event. Or, an
event whose probability is always equal to “1” is called sure event.
The empty set | is also an event, sometimes known as impossible event,
because it can never occur. Or, an event whose probability is always zero is
called impossible event.
Dr. Yousaf Hayat 18
MUTUALLY EXCLUSIVE EVENTS
Two events A and B of a single experiment are said to be
mutually exclusive or disjoint if and only if they cannot both
occur at the same time i.e. they have no points in common i.e.
for mutually exclusive events “A·B = |”.
For example, In a coin tossing experiment, it will yield either
“Head” or “Tail”. Both of these two are events and will not
occur at the same time, so these two events (head and tail) are
mutually exclusive events.
Dr. Yousaf Hayat 19
EXHAUSTIVE EVENTS
Two or more events (mutually exclusive) are said to be
collectively Exhaustive events if their union is equal to the
entire sample space S.

1 2 3
... ( events)
n
A A A A S Exhaustive =
For example, in the coin-tossing experiment, „head‟ and „tail‟ are
collectively exhaustive events. Also, in the die-tossing
experiment, „even number‟ and „odd number‟ are collectively
exhaustive events.
Dr. Yousaf Hayat 20
EQUALLY LIKELY EVENTS
Two events A and B are defined to be equally likely events, when
one event is as likely to occur as the other. In other words, each
event should occur in equal number in repeated trials.
For example, When a fair coin is tossed, the head is as likely to
appear as the tail, and the proportion of times each side is
expected to appear is 1/2.
If a card is drawn from a deck of well-shuffled cards 52 cards,
then each card is equally likely to be drawn, and the probability
that any card will be drawn is 1/52.
Dr. Yousaf Hayat 21
The Classical or ‘A Priori’ Definition of Probability
If a random experiment can produce n mutually exclusive and equally
likely outcomes, and if m out to these outcomes are considered favourable to the
occurrence of a certain event A, then the probability of the event A, denoted by
P(A), is defined as the ratio m/n.
( )
( )
( )
Number of favourable outcomes to A
Total number of possible outcomes in the sample space
m n A
P A
n n S
= =
=
Dr. Yousaf Hayat 22
AXIOMATIC DEFINITION OF PROBABILITY
This definition, introduced in 1933 by the Russian mathematician Andrei N.
Kolmogrov, is based on a set of AXIOMS.
Let S be a sample space with the sample points E
1
, E
2
, … E
i
, …E
n
. To each
sample point, we assign a real number, denoted by the symbol P(Ei),
and called the probability of E
i
, that must satisfy the following basic
axioms:
• Axiom 1:
For any event E
i
,
0 < P(E
i
) < 1.

• Axiom 2:
P(S) =1
for the sure event S.

• Axiom 3:
If A and B are mutually exclusive events
(subsets of S), then

P (A B) = P(A) + P(B).
Dr. Yousaf Hayat 23
EXAMPLES
Example 1: An unbalanced die is thrown, find the probability of getting:
i. A number 6 on the upper face of the die
ii. An even number and iii. A number divisible by 3
All possible outcomes in the sample space (S) = 6
S = {1, 2, 3, 4, 5, 6}
i. Let „A‟ be an event that a number 6 occur, so A = {6} ¬ n(A) = 1
( )
( ) 1
( ) 6
n A
P A
n S
= =
ii. Let ‘B’ be an event that an even number occur, so B = {2, 4, 6} ¬ n(B) = 3
( )
( )
3/ 6 1/ 2
( )
n B
P B
n S
= = =
iii. Let ‘C’ be an event that a number divisible by 3, so C = {3, 6} ¬ n(C) = 2
( )
( )
2/ 6 1/ 3
( )
n C
P C
n S
= = =
Dr. Yousaf Hayat 24
Example 2: Two fair coins are tossed together, find the probability of getting:
All possible outcomes in the sample space (S) = 2
2
= 4

S = {HH, HT, TH, TT}
i. Let „A‟ be an event that two heads occur, so A = {HH} ¬ n(A) = 1
( )
( )
1/ 4
( )
n A
P A
n S
= =
ii. Let ‘B’ be an event that one head occur, so B = {HT, TH} ¬ n(B) = 2
( )
( )
2/ 4 1/ 2
( )
n B
P B
n S
= = =
iii. Let ‘C’ be an event that at least one head occur, so
C = {HH, HT, TH} ¬ n(C) = 3
( )
( )
3/ 4
( )
n C
P C
n S
= =
Dr. Yousaf Hayat 25
Example 3: Three fair coins are tossed together, find the probability of getting:
All possible outcomes in the sample space (S) = 2
3
= 8

( )
( )
3/ 8
( )
n A
P A
n S
= =
ii. Let ‘B’ be an event that one head occur, so B = {HTT, THT, TTH} ¬ n(B) = 3
( )
( )
3/ 8
( )
n B
P B
n S
= =
iii. Let ‘C’ be an event that at least one head occur, so
C = {HHH, HHT, HTH, HTT, THH, THT, TTH} ¬ n(C) = 7
( )
( )
7/ 8
( )
n C
P C
n S
= =
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT }
i). Let „A‟ be an event that two heads occur, so A = {HHT, HTH, THH} ¬
n(A) = 3
Dr. Yousaf Hayat 26
Example 4: A pair of balanced die are thrown together, construct a sample space
(S) for the experiment. Also find:
i). the probability of getting a sum of 11 on the two die
ii). the probability that the two die show the same number
iii). the probability that the sum is greater than 10.
2
All possible outcomes = 6 36. So, the sample space "S" is given as:
(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)
S =
(4,1) (4, 2)
(5,1) (5, 2
(6,1)
=
(4,3) (4, 4) (4,5) (4, 6)
) (5,3) (5, 4) (5,5) (5, 6)
(6, 2) (6,3) (6, 4) (6,5) (6, 6)
¦ ¹
¦ ¦
¦ ¦
¦ ¦
´ `
¦ ¦
¦ ¦
¦ ¦
¹ )
i). Let „A‟ be an event that of getting a sum of 11 on the two die
Dr. Yousaf Hayat 27
{ }
( )
A = (5,6), (6,5) (A) = 2
( )
2/ 36 1/18
( )
n
n A
P A
n S
¬
= = =
ii). Let „B‟ be an event that that the two die show the same number
{ }
( )
B = (1,1), (2,2),(3,3), (4,4),(5,5), (6,6) (B) = 6
( )
6/ 36 1/ 6
( )
n
n B
P B
n S
¬
= = =
iii). Let „C‟ be an event that that the sum is greater than 10.
{ }
( )
C = (5,6), (6,5), (6,6) (C) = 3
( )
3/ 36 1/12
( )
n
n C
P C
n S
¬
= = =
Dr. Yousaf Hayat 28
Example 5: A card is drawn from a well shuffled deck of 52 cards. Calculate
the probability that the selected card is:
i). 10 ii). Ace card iii). Red card iv). Face card
Solution:
i. Let “A” be an even that the card selected is 10, n(A) = 4 (because there
are 4 cards of 10). So, P(A) = 4/52 = 1/13
ii. Let “B” be an event that the card selected is an ace card, n(B) = 4
(because there are 4 ace cards). So, P(B) = 4/52 = 1/13
iii. Let “C” be an event that the card selected is red card, n(C) = 26 (because
there are 26 red and 26 black cards). So, P(C) = 26/52 = 1/2
iv. Let “D” be an event that the card selected is a face card, n(D) = 12
(because there are 12 face (picture) cards. So, P(D) = 12/52
Dr. Yousaf Hayat 29
LAW OF COMPLEMENTATION

If A is the complement of an event A relative to the sample space S, then:
LAWS OF PROBABILITY
( )
( ) ( )
( )
1 1 P A P A OR P A P A = ÷ = ÷
A coin is tossed five times, compute the probability of obtaining at least one
Let “A” be an even that at least one head occur, and A be an even that no
head occur, so P(A ) = 1/32
Hence, P(A) = 1- P(A ) = 1 – (1/32) = 31/32

Dr. Yousaf Hayat 30
If A and B are any two events defined in a sample space S, then
P(AB) = P(A) + P(B) – P(A·B)
(if A and B are not mutually exclusive)

If A and B are mutually exclusive events, then:
P(AB) = P(A) + P(B),
because for mutually exclusive events, P(A·B) = 0
Dr. Yousaf Hayat 31
Example: If one card is selected at random from a deck of 52 playing cards,
what is the probability that the card is a club or a face card or both?
SOLUTION: Let A represent the event that the card selected is a club (there
will be 13 club cards) and B be the event that the card selected is a face
card (there will be 12 face/picture cards), we need to compute P(A B).
We know that: P(AB) = P(A) + P(B) – P(A·B) -------------------------- (1)
P(A) = 13/52, P(B) = 12/52, and P(A·B) = 3/52 (three clubs will also be face
cards). Hence, equation (1) becomes:
P(AB) = 13/52 + 12/52 – 3/52 = 22/52

Dr. Yousaf Hayat 32
Example: Suppose two balanced die are thrown together, calculate the
probability of getting a total of 5 or 10 on the upper faces of the die.
SOLUTION: all possible outcomes are = 36 which are represented as:

(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)
S =
(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)
¦
´
¹
¦ ¦
¦ ¦
¦ ¦
`
¦ ¦
¦ ¦
¦ ¦
¹ )
Let A be an event that the
sum of 5 occurs, then:
A {(1,4), (2,3), (3,2), (4,1)}
Let b be an event that the
sum of 10 occurs, then
B = {(4,6), (5,5), (6,4)}, and
(A·B) = | so P(A·B) = 0
The required probability is: P(AB) = P(A) + P(B) = 4/36 + 3/36 = 7/36

Examples: Following are the examples that indicates both the presence of uncertainty and a measure of degree of belief.    It will rain tomorrow Pakistan will win the coming cricket world cup The exchange rate of US dollar will decrease in the coming 2-3 three weeks  Mr. A will get 3.9 CGPA in the final examination of MBA

A type of uncertainty is present in all these statements and numerical measurement of such an uncertainty is called probability. Similarly, if we toss a coin, throwing a die or drawing a card. In all these cases uncertainty is measured in terms of probability.
Dr. Yousaf Hayat 2

FOUNDATION OF PROBABILITY
Blaise Pascal (1623-1662) Pierre De Fermat (1601-1665) French Mathematicians

Jakob Bernoulli (1654-1705)

Abraham De Moivre (1667-1754) Pierre Simon Laplace (1749-1827)

Modern Age of probability
3

Dr. Yousaf Hayat

Yousaf Hayat 4 .PREREQUISITE OF PROBABILITY Set theory (Basic Concepts) Algebra of Sets (Different Laws) Set Partioning Class of Sets Cartesian Product Counting Rules • Commutative • Associative • Distributive • Complement • De Morgan‟s Tree Diagram Combination Permutation Multiplication Dr.

Idempotent Laws A  A  A and A  A  A Dr. Associative Laws ( A  B )  C  A  ( B  C ) and ( A  B)  C  A  ( B  C ) 3. A  A   . Yousaf Hayat 5 5.   S 6. Distributive Laws A  ( B  C )  ( A  B )  ( A  C ) and A  ( B  C )  ( A  B)  ( A  C ) 4. Complimentation Laws A  A  S . 1. De Morgan's Laws ( A  B )  A  B and (A  B )  A  B .ALGEBRA OF SETS Algebra of sets provides different laws regarding the sets which can be further used in the calculation of probability. Commutative Laws A  B  B  A and A  B  B  A 2. S  . ( A)  A.

5 It can be partitioned as: A1  1. 4..  An  S ( Exhaustive events) For example. having no elements in common) (ii). 3.PARTIONING OF SETS Definition: Portioning of sets refers to the sub-division of sets in to non-empty disjoint and exhaustive sets. 5 Dr. Ai  Aj   (i  j ) (disjoint sets. A1  A2  A3 . 2. we have a set S = 1. 2. This definition can be written in the following mathematical expression: (i).. 3 and A 2  4. Yousaf Hayat 6 .

H). Cartesian Product: Cartesian product of set “A” and “B” denoted by AB is a set that contain all order pair (a. (2.b). A set of sets is called class of sets.1. T = (1.Class of sets It is also called power set.3 In such a case.3 .3. Dr. Yousaf Hayat 7 . 2. 2.1 . (1. For a set "A = 1. in addition. T then the cartesian product of A and B is: A  B = 1.2 .T) It is also one of the counting rule providing all possible outcomes in the sample space. all possible subsets that a power set contains are determined as = 23.3" the class of set is defined as:  ( A)   . each of these subset is called an event. 2. 1.1. 3  H. (3. (2.T).2.H).2. 3 and B = H. These outcomes (all possible) can also be obtained by the Tree diagram.T).H).3 . (3.2 . For example A= 1.

Or it is a subset of “r” objects selected without regard to their order from a set of “n” distinct objects.COUNTING RULES RULE OF PERMUTATION: A permutation is any ordered subset from a set of „n’ distinct objects. selected in a definite order from „n‟ distinct objects is denoted by the symbol nPr. and is given by  n! . The number of permutations of „r‟ objects. n  r ! RULE OF COMBINATION: Combination rule is used for selecting “r” elements from a list of “n” elements without regard to their order. Or selection of “r” elements from a list of “n” elements with regard to their order is called permutation. It is denoted as: n r     n Cr  or n n!    r  r!n  r !   Dr. Yousaf Hayat 8 .

3. Dr. 5. and the die-throwing experiment consists of six distinct outcomes (1. (H. Yousaf Hayat 9 . 2. T). Example: The compound experiment of tossing a coin and throwing a die together consists of two experiments: • The coin-tossing experiment consists of two distinct outcomes i. 4.RULE OF MULTIPLICATION If a compound experiment consists of two experiments which that the first experiment has exactly “m” distinct outcomes and. 6). if corresponding to each outcome of the first experiment there can be “n” distinct outcomes of the second experiment. then the compound experiment has exactly mn outcomes.e.

1). (H. 6}. (T. 3). 2). 5. 2. 1). (T. • As stated earlier. 6). (H. (T. (H. (H. 6). 3. (T. 5). (T. 4. 4). T} and B = {1. if A = {H. 3). (H. Yousaf Hayat 10 . 2). then the Cartesian product set is the collection of the following twelve (2  6) ordered pairs: • AB = {(H.• The total number of possible distinct outcomes of the compound experiment is therefore 2  6 = 12 as each of the two outcomes of the coin-tossing experiment can occur with each of the six outcomes of die-throwing experiment. 6) } Dr. (T. 4).

Hence the total number of ways in which the three offices can be filled is = 4  3  2 = 24 The same result is obtained by applying the rule of 4 permutations: 4! P3   4  3  2  24  4  3 ! 11 Dr. secretary and treasurer? It is evident that the order in which 3 officers are to be chosen.Example: A club consists of four members. is of significance. Thus there are 4 choices for the first office. Yousaf Hayat . and 2 choices for the third office. How many ways are there of selecting three officers: president. 3 choices for the second office.

so it indicates that rule of combination will be an appropriate choice for selection of “r = 3” members from a club containing “ n = 4” members. How many ways are there of selecting three members? It is evident that there is no involvement of order in the selection.Example: A club consists of four members. So all possible ways are: n n! 4! 4  3!   4 r     r ! n  r ! 3! 4  3! 3! 1! Dr. Yousaf Hayat 12 .

iii). drawing of cards etc are the examples of random experiments. throwing of a die. The outcome of each trial is unpredictable (having some degree of uncertainty) Trial and Outcome: Single performance of an experiment is called trial. Properties of a Random Experiment: Following are the properties of a random experiment: i). The experiment can be repeated more than one time (any number of times) ii). Dr. A random experiment will always have two or more possible outcomes. is called random experiment. coin tossing experiment.BASIC CONCEPTS Random Experiment: If an experiment is repeated a large number of times under identical conditions and provide different results. Yousaf Hayat 13 . The result obtained from an experiment or trial is called outcome. For example.

Similarly. Each member of a sample space is called a sample point.Sample Space: All possible outcomes of a random experiment is called sample space. T  H. T  HH. TH. T  H. then all possible outcomes will be equal to 22. TT (for two unbiased coins) if three coins are tossed then all possible outcomes (sample points) in the sample space = 23  8 S = H. TT = HHH. if a fair coin is tossed then it will yield either Head (H) or tail (T) i. HT. THH. HHT. TTH. T  HH. T If two fair coins are tossed. For example. HTT. TTT Dr. T  H.e. THT. HT. T  H. TH. for “n-trials” all possible outcomes will be 2n. denoted by S. S = H. Yousaf Hayat 14 . it can be written as: S = H. HTH.

2) (5.6)  (5.5) (4.1) S = (4.5) (2. 2) (4.3) Dr.5) (3.3) (6.3) (4.5) (5.1) (2.6)  (2.3) (5. 4) (2. 2) (3.6)   (6. and for "n" die = 6n . 2) (1. 4) (1.3) (1. Yousaf Hayat 15 .1)   (3.5) (1.1) (1. then all possible outcomes will be 61 similarly. 2) (6.3) (2.6)  (3. 4) (3. 2) (2. the sample space "S" is given as:  (1.6)   (4. 4) (4.Sample Space in case of die experiment If a balanced/fair die is thrown. 4) (6. if a pair of balanced die are thrown then all possible outcomes/ sample points in the sample space = 62  36.5) (6. Now considering the case of two (pair of) balanced die.1)  (6. 6)   (3. So.1)  (5. all possible outcomes = 62  36. 4) (5.

an event is an individual outcome or any number of outcomes (sample points) of a random experiment. the occurrence of (5. For example. Yousaf Hayat 16 . and is produced by the union of simple events. the occurrence of a sum of 11 when a pair of die are thrown i. Simple and Compound Events An event that contains exactly one sample point. Dr. is defined as a simple event. Or. A compound event contains more than one sample points. the occurrence of “6” when a fair die is thrown. For example. is called an event.e. 6) and (6.Event: Any subset of a sample space S of a random experiment. 5).

sometimes known as impossible event. an event whose probability is always zero is called impossible event. Or. SURE AND IMPOSSIBLE EVENT S For example. It always occurs and is known as the certain or sure event.OCCURRENCE OF AN EVENT An event A is said to occur if and only if the outcome of the experiment corresponds to some element of A. Yousaf Hayat 17 . an event whose probability is always equal to “1” is called sure event. COMPLEMENTARY EVENT The event “not-A” is denoted by A or Ac and called the negation (or complementary event) of A. because it can never occur. The empty set  is also an event. Dr. the subset {H. Or. T} is the sample space (S) itself and is also an event.

e. for mutually exclusive events “AB = ”. Dr. In a coin tossing experiment. Both of these two are events and will not occur at the same time. they have no points in common i. so these two events (head and tail) are mutually exclusive events. it will yield either “Head” or “Tail”.MUTUALLY EXCLUSIVE EVENTS Two events A and B of a single experiment are said to be mutually exclusive or disjoint if and only if they cannot both occur at the same time i. Yousaf Hayat 18 . For example.e.

. Yousaf Hayat 19 . Also. „even number‟ and „odd number‟ are collectively exhaustive events. A1  A2  A3 . in the coin-tossing experiment.  An  S ( Exhaustive events) For example. in the die-tossing experiment.EXHAUSTIVE EVENTS Two or more events (mutually exclusive) are said to be collectively Exhaustive events if their union is equal to the entire sample space S. Dr.. „head‟ and „tail‟ are collectively exhaustive events.

If a card is drawn from a deck of well-shuffled cards 52 cards. then each card is equally likely to be drawn. Yousaf Hayat 20 . when one event is as likely to occur as the other. and the probability that any card will be drawn is 1/52. each event should occur in equal number in repeated trials.EQUALLY LIKELY EVENTS Two events A and B are defined to be equally likely events. and the proportion of times each side is expected to appear is 1/2. In other words. the head is as likely to appear as the tail. For example. When a fair coin is tossed. Dr.

and if m out to these outcomes are considered favourable to the occurrence of a certain event A.The Classical or ‘A Priori’ Definition of Probability If a random experiment can produce n mutually exclusive and equally likely outcomes. P  A  m n( A)  n n( S )  Number of favourable outcomes to A Total number of possible outcomes in the sample space Dr. is defined as the ratio m/n. then the probability of the event A. denoted by P(A). Yousaf Hayat 21 .

Let S be a sample space with the sample points E1. • Axiom 2: P(S) =1 for the sure event S. and called the probability of Ei. …En. E2. then P (A  B) = P(A) + P(B). • Axiom 3: If A and B are mutually exclusive events (subsets of S). 0 < P(Ei) < 1.AXIOMATIC DEFINITION OF PROBABILITY This definition. that must satisfy the following basic axioms: • Axiom 1: For any event Ei. is based on a set of AXIOMS. Dr. To each sample point. Kolmogrov. … Ei. denoted by the symbol P(Ei). introduced in 1933 by the Russian mathematician Andrei N. Yousaf Hayat 22 . we assign a real number.

5.EXAMPLES Example 1: An unbalanced die is thrown. A number 6 on the upper face of the die An even number and iii. 6  n(C) = 2 n( B)  3/ 6  1/ 2 n( S ) P C   n(C )  2/ 6  1/ 3 n( S ) Dr. so B = 2. Yousaf Hayat 23 . 3. find the probability of getting: i. Let „A‟ be an event that a number 6 occur. 6  n(B) = 3 ii. 4. 6 i. 2. 4. so C = 3. Let ‘C’ be an event that a number divisible by 3. ii. so A = 6  n(A) = 1 n( A) 1 P  A   n( S ) 6 Let ‘B’ be an event that an even number occur. A number divisible by 3 All possible outcomes in the sample space (S) = 6 S = 1. P B  iii.

One head iii. TH  n(B) = 2 P B  iii. Let ‘C’ be an event that at least one head occur. Yousaf Hayat 24 . so B = HT. TH. so C = HH. HT. TT i. TH  n(C) = 3 P C   n(C )  3/ 4 n( S ) Dr. Let „A‟ be an event that two heads occur. Two heads ii). so A = HH  n(A) = 1 P  A  ii.Example 2: Two fair coins are tossed together. At least one head occur All possible outcomes in the sample space (S) = 22 = 4 S = HH. n( A)  1/ 4 n( S ) n( B )  2/ 4  1/ 2 n( S ) Let ‘B’ be an event that one head occur. find the probability of getting: i). HT.

THH. TTH. so B = HTT. TTT  i). THH. HTT. HTH. HTT. HHT. Let „A‟ be an event that two heads occur. Only one head iii). At least one head occur All possible outcomes in the sample space (S) = 23 = 8 S = HHH. HTH. THT. HTH. TTH  n(B) = 3 P B  iii. Let ‘C’ be an event that at least one head occur. THH  n(A) = 3 P  A  ii. n( A)  3/8 n( S ) n( B)  3/8 n( S ) Let ‘B’ be an event that one head occur. THT. so A = HHT. TTH  n(C) = 7 P C   n(C )  7 /8 n( S ) Dr. so C = HHH. find the probability of getting: i). THT. HHT.Example 3: Three fair coins are tossed together. Yousaf Hayat 25 . Exactly two heads ii).

So. 4) (1. 2) (4. 4) (3.3) (2.3) (3. Yousaf Hayat 26 .1) (1.3) (6. 4) (2. the probability of getting a sum of 11 on the two die ii). the probability that the sum is greater than 10.6)   (6.6)   (3.3) (5.5) (6.6)  (5. 2) (5. 2) (6. Also find: i).5) (1. 4) (4.5) (4.3) (4. 4) (5. construct a sample space (S) for the experiment. the sample space "S" is given as:  (1.1) (2.Example 4: A pair of balanced die are thrown together.1)   (3.5) (3. 2) (2.5) (5. 2) (3.1) S = (4.6)   (4. Let „A‟ be an event that of getting a sum of 11 on the two die Dr. 4) (6. 2) (1.3) (1. the probability that the two die show the same number iii). All possible outcomes = 62  36.1)  (6.6)  (2.5) (2.6)  i).1)  (5.

(6. Let „B‟ be an event that that the two die show the same number B = (1. (4.A = (5.1).2).5)  n(A) = 2 P  A  n( A)  2 / 36  1/18 n( S ) ii). (2.6)  n(B) = 6 P B  n( B )  6 / 36  1/ 6 n( S ) iii).(3. (6.(5.4).5). (6.6)  n(C) = 3 P C   n(C )  3/ 36  1/12 n( S ) Dr.6). Yousaf Hayat 27 .6).5). (6. Let „C‟ be an event that that the sum is greater than 10. C = (5.3).

Let “A” be an even that the card selected is 10. P(B) = 4/52 = 1/13 iii. So. P(D) = 12/52 Dr. n(C) = 26 (because there are 26 red and 26 black cards). Red card iv). 10 ii). Face card Solution: i.Example 5: A card is drawn from a well shuffled deck of 52 cards. Ace card iii). n(D) = 12 (because there are 12 face (picture) cards. n(A) = 4 (because there are 4 cards of 10). P(C) = 26/52 = 1/2 iv. Yousaf Hayat 28 . P(A) = 4/52 = 1/13 ii. So. Let “C” be an event that the card selected is red card. Let “B” be an event that the card selected is an ace card. So. So. Let “D” be an event that the card selected is a face card. n(B) = 4 (because there are 4 ace cards). Calculate the probability that the selected card is: i).

compute the probability of obtaining at least one head? Let “A” be an even that at least one head occur.LAWS OF PROBABILITY LAW OF COMPLEMENTATION If A is the complement of an event A relative to the sample space S. Yousaf Hayat 29 . then: P  A   1  P  A OR P  A  1  P  A  A coin is tossed five times. P(A) = 1. and A be an even that no head occur.P(A ) = 1 – (1/32) = 31/32 Dr. so P(A ) = 1/32 Hence.

then: P(AB) = P(A) + P(B). Yousaf Hayat 30 . then P(AB) = P(A) + P(B) – P(AB) (if A and B are not mutually exclusive) If A and B are mutually exclusive events.ADDDITION LAW OF PROBABILITY If A and B are any two events defined in a sample space S. P(AB) = 0 Dr. because for mutually exclusive events.

equation (1) becomes: P(AB) = 13/52 + 12/52 – 3/52 = 22/52 Dr. P(B) = 12/52.Example: If one card is selected at random from a deck of 52 playing cards. we need to compute P(A  B). Yousaf Hayat 31 . Hence.(1) P(A) = 13/52. and P(AB) = 3/52 (three clubs will also be face cards). We know that: P(AB) = P(A) + P(B) – P(AB) -------------------------. what is the probability that the card is a club or a face card or both? SOLUTION: Let A represent the event that the card selected is a club (there will be 13 club cards) and B be the event that the card selected is a face card (there will be 12 face/picture cards).

Example: Suppose two balanced die are thrown together.6)   (6.5) (2.1) Let b be an event that the sum of 10 occurs.4) (3.3) (3.4) (2.5) (1. SOLUTION: all possible outcomes are = 36 which are represented as: Let A be an event that the sum of 5 occurs.1)  (5.1) S = (4. (3.3) (4. (4.6)   (3.2) (4. Yousaf Hayat 32 .5) (4.2).6)  The required probability is: P(AB) = P(A) + P(B) = 4/36 + 3/36 = 7/36 Dr.5).5) (6.6)   (4.3) (2.3) (1.2) (5. and (AB) =  so P(AB) = 0  (1.1)   (3.2) (2.1) (2.6). then: A (1.4) (5. calculate the probability of getting a total of 5 or 10 on the upper faces of the die. (5.1) (1.4) (1.2) (1.2) (3.4).3).4) (6.4). (2.3) (6.4) (4.1)  (6.6)  (5.6)  (2. (6.3) (5.5) (5.5) (3. then B = (4.2) (6.