lecture -1

Chapter 1
PROBABILITY
The probability is as a measure of uncertainty of events in a

random experiment.
The probability is as a function of outcomes of the experiment.
Probability theory is a mathematical theory to describe and
analyze situations where randomness or uncertainty are present.
The set of all possible outcomes in a random experiment is
called the sample space, denoted S. A subset of S, A ⊆ S, is
called an event.
Example 1 Roll a die and observe the number.
Here we can get the numbers 1 through 6, and hence the sample
space is
S = {1, 2, 3, 4, 5, 6}
Example 2
Flip a coin twice and observe the sequence of heads and tails.
With H denoting heads and T denoting tails, one possible
outcome is HT, which means that we get heads in the first flip
and tails in the second. Arguing like this, there are four possible
outcomes and the sample space is
S = {HH, HT, TH, TT}
The Axioms of Probability
If S is discrete, all subsets correspond to events and conversely;
if S is non-discrete, only special subsets (called measurable)
correspond to events. To each event A in the class C of events,
we associate a real number P(A). The P is called a probability
function, and P(A) the probability of the event, if the following
axioms are satisfied.
Axiom 1. For every event A in class C,
P(A) ≥ 0
Axiom 2. For the sure or certain event S in the class C,
P(S) = 1
Axiom 3. For any number of mutually exclusive events A1, A2,
…, in the class C,
P(A1 ∪ A2 ∪ … ) = P(A1) + P(A2) + …
In particular, for two mutually exclusive events A1 and A2 ,
P(A1 ∪ A2 ) = P(A1) + P(A2)
SOME IMPORTANT THEOREMS ON PROBABILITY
Theorem 1: If A1 ⊂ A2 , then
P(A1) ≤ P(A2) and P(A2 − A1) = P(A2) − P(A1)
, where A2 − A1= A2∩ A1', A1' being the complement of the
event A1.
Theorem 2: For every event A,

0 ≤ P(A) ≤ 1, i.e., a probability between 0 and 1.
Theorem 3: For ∅, the empty set,

P(∅) = 0 i.e., the impossible event has probability zero.
Theorem 4: If A' is the complement of A, then
P(A' ) = 1 – P(A)
Theorem 5: If A = A1 ∪ A2 ∪ … ∪ An , where A1, A2, … , An are
mutually exclusive events, then
P(A) = P(A1) + P(A2) + … + P(An)
Theorem 6: If A and B are any two events, then
P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
More generally, if A1, A2, A3 are any three events, then
P(A1 ∪ A2 ∪ A3) = P(A1) + P(A2) + P(A3) –
P(A1 ∩ A2) – P(A2 ∩ A3) – P(A3 ∩ A1) +
P(A1 ∩ A2 ∩ A3).
Generalizations to n events can also be made.
Theorem 7: For any events A and B,
P(A) = P(A ∩ B) + P(A ∩ B')
Proposition Let A,B, and C be events. Then
(a) (Distributive Laws)
(A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C)
(A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C)
(b) (De Morgan’s Laws)
(A ∪ B)' = A' ∩ B'
(A ∩ B)' = A' ∪ B'
Proposition Suppose that p1, ..., pn are numbers such that

(a) pk ≥ 0, k = 1, ..., n
(b) ∑
and for any event A ⊆ S, define
P(A) =∑
Then P is a probability measure.
Example 3
Consider the experiment of flipping a fair coin twice and
counting the number of heads. We can take the sample space
S = {HH, HT, TH, TT}
and let p1 = ... = p4 = . Alternatively, since all we are interested

in is the number of heads and this can be 0, 1, or 2, we can use
the sample space
S = {0, 1, 2}
and let p0 = , p1 = , p2 = .
If S has n equally likely outcomes, then p1 = p2 = · · · = pn =
, which is called a uniform distribution on S. The formula for the

probability of an event A now simplifies to
P(A) = ∑
where #A denotes the number of elements in A.

Example 4
Roll a fair die 3 times. What is the probability that all numbers
are the same? The sample space is the set of the 216 ordered
triples (i, j, k), and since the die is fair, these are all equally
probable and we have a uniform probability distribution. The
event of interest is
A = {(1, 1, 1), (2, 2, 2), ..., (6, 6, 6)}
which has six outcomes and probability
P(A) =
Example 5
Consider a randomly chosen family with three children. What
is the probability that they have exactly one daughter?
There are eight possible sequences of boys and girls (in order of
birth), and we get the sample space
S = {bbb, bbg, bgb, bgg, gbb, gbg, ggb, ggg}
where, for example, bbg means that the oldest child is a boy, the
middle child a boy, and the youngest child a girl.
If we assume that all outcomes are equally likely, we get a
uniform probability distribution on S, and since there are three
outcomes with one girl, we get
P(one daughter) =
conditional probability
Consider the experiment of tossing three fair coins. The sample

space of the experiment is
S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}
Since the coins are fair, we can assign the probability to each
sample point.
Let E is the event ‘at least two heads appear’ and F be the
event ‘first coin shows tail’.
Then
E = {HHH, HHT, HTH, THH}
and F = {THH, THT, TTH, TTT}
Therefore P(E) = P ({HHH}) + P ({HHT}) + P ({HTH}) + P
({THH})
and P(F) = P ({THH}) + P ({THT}) + P ({TTH}) + P ({TTT})
Also E ∩ F = {THH}
With P(E ∩ F) = P({THH}) =
suppose we are given that the first coin shows tail, i.e. F occurs,
then what is the probability of occurrence of E?
This information reduces our sample space from the set S to its
subset F for the event E.
Thus, Probability of E considering F as the sample space = ,
Or Probability of E given that the event F has occurred =
This probability of the event E is called the conditional

probability of E given that F has already occurred, and is
denoted by P (E|F).
Thus P (E|F) =
Note that the elements of F which favor the event E are the
common elements of E and F, i.e. the sample points of E ∩ F.
Thus, we can also write the conditional probability of E given
that F has occurred as
P (E|F) =
Dividing the numerator and the denominator by total number of

elementary events of the sample space, we see that P (E|F) can
also be written as
Definition 1 If E and F are two events associated with the same

sample space of a random experiment, the conditional
probability of the event E given that F has occurred,
i.e. P (E|F) is given by
| , provided P(F) ≠ 0
properties of conditional probability
Let E and F be events of a sample space S of an experiment,
then we have
Property 1 P (S|F) = P (F|F) = 1 We know that
Also
Thus
| |
Property 2 If A and B are any two events of a sample space S

and F is an event of S such that P (F) ≠ 0, then
P ((A ∪ B) |F) = P (A|F) + P (B|F) – P ((A ∩ B) |F)
In particular, if A and B are disjoint events, then
P ((A∪B) |F) = P (A|F) + P (B|F)
( ∪ )
We have P((A∪B)|F) =
∪
(by distributive law of union of sets over intersection)

( )
= P (A|F) + P(B|F) – P((A ∩B)|F)

When A and B are disjoint events, then
P ((A ∩ B)|F) = 0
⇒ P ((A ∪ B)|F) = P(A|F) + P(B|F)
Property 3 P(E′|F) = 1 − P(E|F)

From Property 1, we know that P(S|F) = 1
⇒ P (E ∪ E′|F) = 1 since S = E ∪ E′
⇒ P (E|F) + P (E′|F) = 1 since E and E′ are disjoint events
Thus, P (E′|F) = 1 − P(E|F)
Example 8
If P(A) = , P(B) = and P(A ∩ B) = , evaluate P(A|B).
Solution
We have |
Example 9
A family has two children. What is the probability that both the
children are boys given that at least one of them is a boy?
Solution
Let b stand for boy and g for girl. The sample space of the
experiment is
S = {(b, b), (g, b), (b, g), (g, g)}
Let E and F denote the following events:
E: ‘both the children are boys’
F: ‘at least one of the children is a boy’
Then E = {(b,b)} and F = {(b,b), (g,b), (b,g)}
Now E ∩ F = {(b,b)}
Thus P (F) = and P (E ∩ F )=
Therefore |

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Chapter 1

The probability is as a measure of uncertainty of events in a

Theorem 2: For every event A,

Theorem 3: For ∅, the empty set,

Proposition Suppose that p1, ..., pn are numbers such that

and let p1 = ... = p4 = . Alternatively, since all we are interested

If S has n equally likely outcomes, then p1 = p2 = · · · = pn =

, which is called a uniform distribution on S. The formula for the

where #A denotes the number of elements in A.

Consider the experiment of tossing three fair coins. The sample

and P(F) = P ({THH}) + P ({THT}) + P ({TTH}) + P ({TTT})

With P(E ∩ F) = P({THH}) =

Thus, Probability of E considering F as the sample space = ,

Or Probability of E given that the event F has occurred =

This probability of the event E is called the conditional

Dividing the numerator and the denominator by total number of

Definition 1 If E and F are two events associated with the same

Property 2 If A and B are any two events of a sample space S

(by distributive law of union of sets over intersection)

= P (A|F) + P(B|F) – P((A ∩B)|F)

Property 3 P(E′|F) = 1 − P(E|F)

Thus P (F) = and P (E ∩ F )=

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