Contents

CHAPTER I
PROBABILITY

Socond Year of Engineering Program

Department of Foundation Year

LIN Mongkolsery
[email protected]

2021-2022

Probability ITC 1 / 22
 Contents

Contents

1 Sample Spaces and Events

2 The Probability Set Function

3 Permutations and Combinations

4 Conditional Probability

5 Independence

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 Sample Spaces and Events

The Sample Space of an Experiment

Definition 1
The sample space of an experiment, denoted by S, is the set of all
possible outcomes of that experiment.

An experiment is any activity or process whose outcome is subjects to

uncertainty.
Example 2
In the toss of a coin, let the outcome tails be denoted by T and let the
outcome heads be denoted by H. Then the sample space is

S = {T , H}.

If we toss two coins, then the sample space is

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

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 Sample Spaces and Events

Definition 3
An event is any collection (subset) of outcomes contained in the sample
space S. That is, if A is an event then

A = {ω : ω ∈ S}.

Example 4
Consider an experiment in which each of three vehicles taking a particular
freeway exit turns left (L) or right (R) at the end of the exit ramp. Then,
the sample space is

S = {LLL, RLL, LRL, LLR, LRR, RLR, RRL, RRR}.

A = {LLL} = the event that all the vehicles turn left.

B = {RLL, LRL, LLR} = the event that exactly one of the three
vehicles turns right.

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 Sample Spaces and Events

Definition 5
1 The complement of an event A, denoted by A or A0 or Ac , is the set
of all outcomes in S that are not contained in A.
A = {ω ∈ S : ω ∈
/ A}
2 The union of two events A and B, denoted by A ∪ B and read “A or
B” where
A ∪ B = {ω ∈ S : ω ∈ A or ω ∈ B}
3 The intersection of two events A and B, denoted by A ∩ B and read
“A and B” where
A ∩ B = {ω ∈ S : ω ∈ A and ω ∈ B}

Definition 6
The null event, denoted by ∅, is the event consisting no outcomes. Two
events A and B are said to be mutually exclusive or disjoint if
A ∩ B = ∅.

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 Sample Spaces and Events

Some Relations from Set Theory

Properties
Let S be a sample space and let A, B, C ∈ S. Then,
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∪B =A∩B
A∩B =A∪B

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 Sample Spaces and Events

Some Relations from Set Theory

Example 7
Four universities 1, 2, 3, and 4 are participating in a holiday basketball
tournament. In the first round, 1 will play 2 and 3 will play 4. Then the
two winners will play for the championship, and the two losers will also
play. One possible outcome can be denoted by 1324 (1 beats 2 and 3
beats 4 in first-round games, and then 1 beats 3 and 2 beats 4).
(a) List all outcomes in S.
(b) Let A denote the event that 1 wins the tournament. List outcomes in
A.
(c) Let B denote the event that 2 gets into the championship game. List
outcomes in B.
(d) What are the outcomes in A ∪ B and in A ∩ B? What are the
outcomes in A0 ?

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 The Probability Set Function

Definition 8
Let A be a collection of subsets of S. We say A is a σ-field if
1 ∅ ∈ A, (A is not empty).
2 if A ∈ A then A ∈ A, (A is closed under complements).
∞
[
3 If the sequence of sets {A1 , A2 , . . .} is in A then Ai ∈ A, ( A is
i=1
closed under countable unions).

Note by (1) and (2), a σ-field always contains ∅ and S. By (2)and (3), it
follows that a σ-field is closed under countable intersections, besides
countable unions. This is what we need for our collection of events.
Example 9
1. Let S be any set and let A ∈ S. Then A = {A, A, ∅, S} is a a-field.
2. Let S be any set and let A be the power set of S , (the collection of
all subsets of S). Then A is a σ-field.

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 The Probability Set Function

The Probability Set Function

Definition 10
Let S be a sample space and let A be a σ-field on S. Let P be a real
valued function defined on A. Then P is a probability set function if P
satisfies the following three conditions:
1 P(A) ≥ 0, for all A ∈ A.
2 P(S) = 1.
3 If {An } is a sequence of sets in A and Am ∩ An = ∅ for all m 6= n, then
∞ ∞
!
[ X
P An = P(An )
n=1 n=1

In the following, A will be denoted a σ-field on a sample space S.

Otherwise, it will be mentioned.

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 The Probability Set Function

Theorem 1
Let A, B ∈ A. Then,
1 P(A) = 1 − P(A)
2 P(∅) = 0
3 if A ⊂ B, then P(A) ≤ P(B)
4 0 ≤ P(A) ≤ 1
5 P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

Example 11
In a certain residential suburb, 60% of all households get Internet service
from the local cable company, 80% get television service from that
company, and 50% get both services from that company. If a household is
randomly selected, what is the probability that it gets at least one of these
two services from the company, and what is the probability that it gets
exactly one of these services from the company?

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 The Probability Set Function

More Probability Properties

Theorem 2
Let Ai ∈ A for i = 1, 2, . . . , n. Then

P(A1 ∪ A2 · · · ∪ An ) = p1 − p2 + · · · + (−1)n+1 pn

where pi equals the sum of the probabilities of all possible intersections

involving i sets.
In particular, if n = 3, then

P(A1 ∪ A2 ∪ A3 ) = p1 − p2 + p3

where

p1 = P(A1 ) + P(A2 ) + P(A3 )

p2 = P(A1 ∩ A2 ) + P(A2 ∩ A3 ) + P(A1 ∩ A3 )
p3 = P(A1 ∩ A2 ∩ A3 )
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 The Probability Set Function

More Probability Properties

Example 12
A family consisting of three persons A, B, and C goes to a medical clinic
that always has a doctor at each of stations 1, 2, and 3. During a certain
week, each member of the family visits the clinic once and is assigned at
random to a station. The experiment consists of recording the station
number for each member. One outcome is (1, 2, 1) for A to station 1, B to
station 2, and C to station 1. Suppose that any incoming individual is
equally likely to be assigned to any of the three stations irrespective of
where other individuals have been assigned. What is the probability that
(a) All three family members are assigned to the same station?
(b) At most two family members are assigned to the same station?
(c) Every family member is assigned to a different station?

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 Permutations and Combinations

Permutations and Combinations

Definition 13
An ordered arrangement is called a permutation. An unordered
arrangement is called a combination.

Theorem 3
• The number of permutations of n distinct objects taken r at a time is
n!
Pnr =
(n − r )!
• The number of combination of n distinct objects taken r at a time is
n!
Cnr =
n!(n − r )!

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 Permutations and Combinations

Permutations and Combinations

Example 14
A president and a treasurer are to be chosen from a student club consisting
of 50 people. How many different choices of officers are possible if
(a) there are no restrictions;
(b) A will serve only if he is president;
(c) B and C will serve together or not at all;
(d) D and E will not serve together?

Answers: a) 2450 b) 2401 c) 2258 d) 2448

Example 15
A box contains 10 black balls, 8 red balls and 5 blue balls. How many
ways are there that a randomly select 7 balls from the box can get 3 black
2 red and 2 blue balls?

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 Permutations and Combinations

Permutations and Combinations

Theorem 4
If in an n objects containing k kinds which n1 of first kind, n2 of a second
kind, . . . , nk of a kth kind. The number of permutation of n objects is
n!
.
n1 !n2 ! · · · nk !

Theorem 5
The number of ways of partitioning a set of n objects into r cells with n1
elements in the first cell, n2 elements in the second, and so forth, is
 
n n!
=
n1 , n2 , . . . , nr n1 !n2 ! · · · nr !

where n1 + n2 + · · · + nr = n.

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 Permutations and Combinations

Permutations and Combinations

Example 16
How many different letter arrangements can be made from the letters in
the word PROBABILITY ?

Example 17
In a college football training session, the defensive coordinator needs to
have 10 players standing in a row. Among these 10 players, there are 1
freshman, 2 sophomores, 4 juniors, and 3 seniors. How many different ways
can they be arranged in a row if only their class level will be distinguished?
10!
Answer: = 12600.
1!2!4!3!
Example 18
In how many ways can 7 graduate students be assigned to 1 triple and 2
double hotel rooms during a conference?
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 Conditional Probability

The Definition of Conditional Probability

Definition 19
For any two events A and B with P(B) > 0, the conditional probability
of A given that B has occurred is defined by
P(A ∩ B)
P(A|B) =
P(B)

Theorem 6 (The Multiplication Rule)

The probability that two events A and B, both occur is given by the
multiplication rule

P(A ∩ B) = P(A)P(B|A), if P(A) > 0

or

P(A ∩ B) = P(B)P(A|B), if P(B) > 0.

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 Conditional Probability

The Definition of Conditional Probability

Example 20
The probability that a regularly scheduled flight departs on time is
P(D) = 0.83; the probability that it arrives on time is P(A) = 0.82; and
the probability that it departs and arrives on time is P(D ∩ A) = 0.78.
Find the probability that a plane
(a) arrives on time, given that it departed on time,
(b) departed on time, given that it has arrived on time.

Answers: a) 0.94 b) 0.95

Example 21
One bag contains 4 white balls and 3 black balls, and a second bag
contains 3 white balls and 5 black balls. One ball is drawn from the first
bag and placed unseen in the second bag. What is the probability that a
ball now drawn from the second bag is black?
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 Conditional Probability

Bayes’ Theorem
Theorem 7 (The Law of Total Probability)
Let A1 , . . . , Ak be mutually exclusive and exhaustive events. Then for any
other event B,
k
X
P(B) = P(B|Ai )P(Ai ) = P(B|A1 )P(A1 ) + · · · + P(B|Ak )P(Ak )
i=1

Theorem 8 (Bayes’s Theorem)

Let A1 , A2 , . . . , Ak be a collection of k mutually exclusive and exhaustive
events with prior probabilities P(Ai ), i = 1, 2, . . . , k. Then for any other
event B for which P(B) > 0, the posterior probability of Aj given that B
has occurred is
P(Aj ∩ B) P(B|Aj )P(Aj )
P(Aj |B) = = Pk , j = 1, . . . , k
P(B) i=1 P(B|A i )P(Ai )
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 Conditional Probability

Bayes’ Theorem

Example 22
In a certain assembly plant, three machines, B1 , B2 , and B3 , make 30%,
45%, and 25%, respectively, of the products. It is known from past
experience that 2%, 3%, and 2% of the products made by each machine,
respectively, are defective.
(a) Suppose that a finished product is randomly selected. What is the
probability that it is defective?
(b) If a product was chosen randomly and found to be defective, what is
the probability that it was made by machine B3 ?

Answers: a) 0.0245 b) 10/49

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 Independence

Independence

Definition 23
Let A, B ∈ A. A and B are independent if

P(A|B) = P(A) or P(B|A) = P(B)

Theorem 9
Let A, B ∈ A. A and B are independent if and only if

P(A ∩ B) = P(A).P(B)

Definition 24
Events A1 , . . . , An are mutually independent if for every
k(k = 2, 3, . . . , n) and every subset of indices i1 , i2 , . . . , ik ,

P(Ai1 ∩ Ai2 ∩ · · · ∩ Aik ) = P(Ai1 ).P(Ai2 ) . . . P(Aik )

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 Independence

Independence of More Than Two Events

Example 25
An electrical system consists of four components as illustrated in Figure.
The system works if components A and B work and either of the
components C or D works. The reliability (probability of working) of each
component is also shown in Figure. Find the probability that (a) the entire
system works and (b) the component C does not work, given that the
entire system works. Assume that the four components work
independently.

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 Independence

Independence of More Than Two Events

Theorem 10
If, in an experiment, the events A1 , A2 , . . . , An can occur, then

P(A1 ∩ A2 ∩ . . . ∩ An )
= P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 ) · · · P(An |A1 ∩ A2 ∩ · · · ∩ An )

If the events A1 , A2 , . . . , An are independent, then

P(A1 ∩ A2 ∩ . . . ∩ An ) = P(A1 )P(A2 ) · · · P(An ).

Example 26
Three cards are drawn in succession, without replacement, from an
ordinary deck of playing cards. Find the probability that the event
A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the first card is a red ace,
A2 is the event that the second card is a 10 or a jack, and A3 is the event
that the third card is greater than 3 but less than 7.
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