1 Probability Theory LI Introduction ‘The history of probability suggests that the probability theory developed with the study of games of chance, such as rolling a die, drawing a card from a pack of cards. The word ‘probability’ or ‘chance’ is commonly used in our daily conversation and we have a vague idea about its meaning. In daily life, we come across state- ments like “probably your method is correct”, “The chances of getting ranks by Shree and Kiruthi are equal’, “It is likely that Mr.Varun may not come for taking his classes today’. “It is pos- sible to reach the College by 10 AM’. In the above statements, the terms - probably, chances, likely, possible convey the same mean- ing i.e, the event is not certain to take place or there is uncertainty n happening of the event. In ordinary language, the word prob- ability means uncertainty about happenings. In mathematics or st tistics, a numerical measute of uncertainty is practiced by the im- portant branch of statistics called the theory of probability. Consider the following day-to-day life statements. 1. Everyday the Sun rises in the east 2. It is possible to live without water, 3. Probably Arun gets that job. Look at the above statements, ‘There is certainty in the first; impossibility in the second; and wicertainty in the third statement In the theory of probability we represent ‘certainty’ by 1 (one), ‘impossibility’ by 0 (zero) and ‘uncertainty’ by a positive fraction which lies between 0 and 1, Importance of Probability It has been developed to a great extent and there is no area in social, physical or natural sciences where the probability theory is not used.2 Probabilily and Queueing Theory 1. It is the base of the fundamental laws of statistics ie., ‘Law of statistical regularity” and the *Law of inertia of large num- bers’ 2. It is an essential tool in statistical inference and forms the basis of the ‘Decision Theory’ 3. It gives solutions to betting of games. It is now possible to decide whether it is worthwhile betting at a game. 4. Different lists of significance are derived by using the theory of probability. 5. ILis very much used in economic decision making. When a new product is introduced, the problem is to decide whether or not to introduce the product in addition to the existing product, Management may not be sure about the accept- ability of the product by the people. In oner to make proper decisions in the face of unceitainity, we use the fundamen- tal laws of probability. 6. It is extensively used! in business situations characterised by uncertainty. Viz, Investment problem, Problem of ducing a new product (as in (5)), Inventory problem, prob- lem of stocking decision and so on, If an experiment is repeated under similar and homo; conditions we generally come across two types of situations. ‘The net result, what is generally known as ‘outcome’ which is unique or certain. The net result if not unique but may be one of the several possible outcomes. ‘The situations covered by (i) ate known as ‘deterministic’ or ‘predictable’ and situations covered by (i) are known as ‘probabi- listic’ o ‘unpredictable’. ‘Deterministic’ means the result ean be predicted with certainty. For example, if ris the radius of the sphete then its volume is given by v= r* which gives uniquely the volume of the spher Similarly if v is the velocity of the particle after time t and s is the distance travelled by it during that time, a is the acceleration then v + at, VsuP + 2as, = ut + % at’. ‘These equations uniquely determine v and s if the right hand sides are known,Probability Theory 3 wuations which do not lend themselves to the ‘probabilistic’. Por ‘There are some s deterministics approach and they are known as example , (i) By looking at the sky, one is not sure if the rain comes ot not. (ii) If a tube light has lasted for 1000 hours, nothing ean be said about its future life which may fail to funetion at any time In such eases we talk of chances or probability which can be taken as a quantitative measure of certainty. Before entering into the calculation of probability we define some basic terminologies as given below, Random Experiment (or) Trial and Event (or) Cases If an experiment is repeated under the same conditions, any number of times, it does not give unique results but may result in any one of the several possible outcomes. ‘Thus an action or an operation which can produce any result or outcome is called a random experiment ot a trial and the outcomes are known as events or cases. Example Rolling of a die is a trial and getting 6 is an event. (ii) Tossing a coin is a trial and getting head (H) or tail (T) is an event, (iii) Drawing a ball from an urn containing black and white balls is a trial and getting a black or a white ball is an event. An event whose occurrence is inevitable when an experiment is performed is called as certain event or sure event. An event which can never occur when an experiment is performed is called an impossible event. Events may be ‘simple’ or ‘compound’. An event is called simple if it corresponds to a single possible out- come of the experiment otherwise it is called compound event or composite event. For example, in rolling of a single die, the chance of getting 5 is a simple event and the chance of getting even numbers (2,4.6) are compound event. Occurrence of 8 is an impossible event, Sample Space : The totality of all possible outcomes of a ran- dom experiment is called a sample space ‘S” and a possible out come or element in a sample space is called a sample point4 Probabilily and Queueing Theory For example, in throwing a die, all the outcomes 1,2,3.45 and 6 together constitute a sample space. Getting any one of the fi upwards is called a sample point. Favourable Events: The number of cases favourable to an event in a trial is the number of outcomes which entail the happen- ing of the event, For example, (i) In a tossing of two coins, the number of cases favourable to the event of getting a head are 3 ie., HT, TH, HH. (ii) In drawing a card from a pack of cards, the number of cases fayouruble to the event of getting a court cand are 12. (court cards are kings, queens and jacks). Equally likely Events: The outcomes are said to be equally likely if none of them is expected to occur in preference to other. ‘Thus two or more events are said to be equally likely if each one of them has an equal chance of happening. For example, when a coin is thrown, the head is as likely to tum up as the tail. Hence H, Tare equally likely events. ‘Mutually Exelusive Eyents (or) Incompatiable Events: Two events are said to be mutually exclusive when both cannot happen simultaneously in a single trial or we can say that the occurrence of any one of them excludes the occurrence of the other, For example, if a coin is tossed either head can be up or tail can be up; but both cannot be up at the same time. ‘Thus in tossing of a coin the events ‘head’ and ‘tail’ are mutually exclusive events. Similarly in rolling of a dic, occurrence of faces mumbeted 1, 2, 3, 4, 5 and 6 are mutually exclusive, Exhaustive Events: Outcomes ate said to be exhaustive when they include all possible outcomes. For example, while rolling a die, the possible outcomes are 1,2,3,4,5 and 6 and hence the ex- haustive number of cases is 6. In drawing three cards from a pack of 52 cards, exhaustive number of cases is *?C. In cas ing of two coins, the possible number of outcomes are 4 (ie 2° ) that is, HT, TH, TT, HH. In case of two dice, the exhaustie number of cases is 36 (ie 6°). In general in throwing of n dice the exhaus- tive number of cases is 6. Independent Events: ‘Two or more events are considered to be independent if the occurrence of an event does not affect the occurrence of the other. For example, if a eoin is thrown twice, the of tossProbability Theory 5 result of the second throw is no way affected by the result of the first throw. ‘Thus the events are independent events Dependent Events: Two events are said to be dependent, if the occurrence or nonoccurrence of an event in any trial affects the occurrence of other event in other trials. Consider the event of drawing a card twice out of 52 cards without replacement. In the first case, we draw one card out of 52 cards and in the second case (without replacement), we draw one card out of 51 cards only. ‘Thus the outcome of the first event affects the outcome of the sec- ond event and hence they are dependent. But if the card is r placed before the drawing of the second card then the total cards remains the same as 52. In that case events are independent Note: The question of dependence or independence of events is relevant when experiments are consecutive and not simultaneous. Complementary Events: A is called complementary event of B (and vice versa) if A and B are mutually exclusive and exhaus- tive, When a die is thrown, occurrence of an even number (2.4.6) and odd number(1,3,5) are complementary events, The following is the broad classification of the concepts used in probability Probability Objective Subjective Classical Emprical Approach Modern Approach We defi \e probability in two ways. (Mathematical or Clas Gi) Statistical or Empirical al or a Priori6 Probability and Queueing Theory 1.2 Definition of Probability (Mathematical) If there are n equally likely, mutually exclusive and exhaustive outcomes and m of them are favourable to an event A, the prob- ability of the happening of A is defined as the ratio “If we denote the probability (or chance) of the happening of an event A by p, then m ___munber of favourable cases PIN=P =n” Toral mumber of exhaustive cases Note: Clearly from the defnition of probability, itis a numerical measure and it is a positive number not greater than unity, ie. 0S pel tt Phar we ts probebinyyor wi event pe; A not happening). The number of eases in which the event A will not happen is —m. Therefore, P(4)=4= L-p=1-P(A) n ” ie, P(A)+P (4) =I ie, ptq=l Note: (i) IP (A) = 1, the event Ais called a certain event and if P(A) = 0, the event A is called an_ impossible event. ‘Also P(4)=1-P(A). Gi) The mumber of favourable events can either be counted or ennumerated with the help of Permutation and Combination, (ii) ‘The above mathematical definition of probability fails to answer if (i) the events are not equally likely and (i) the exhaustive number of cases in a tral is infinite Gv) Probability of the impossible event is zero. i.e, PB 0. Definition of Probability (Statistical) If the experiment is repeated a large number of times under essentially identical and homogeneous conditions, then the limit-Probability Theory 7 ing value of the ratio of the number of tines the event A happens to the total number of trials of the experiments as the number of trails increases indefinitely, is called the probability of the occurrence of A. (Assume that the limit is finite and unique) Suppose that an event A occurs m times inn repetitions of a random experiment. Then the probability p, of the happening of the event A is given by m lim ~~, provided that the limit is finite and P(A)= p= lim unique. Note: It may be noted that the statistical probability P (A) defined above can never be obtained in practice, since nm G)_ the relative frequency — may not attain a unique valu ” no matter, however large n may be. ii) the experimental conditions may not remain essentially homogeneous and identical in a large mumber of experi- ments, Example 1: An integer is chosen from 2 to 15. What is the prob- ability that it is prime? Since there are 14 numbers from 2 to 15 the total number of numbers is 14. Out of 14 numbers, 2,3,5,7,11,13 are prime num- bers. Hence the number of favourable numbers is 6. Henee, the probability that the number chosen is prime _ Mumberof favourable numbers _ 6 _ 3 Total numbers 147 Example 2: Two dice are thrown together. Find the probability that we get a total of 9. Here total number of outcomes =67 =36. ‘Total number nine will come if we consider the outcomes (3.6) | (SA) and (6,3). There are 4 favourable cases. Hence the 1 369 4, required probability8 Probabilily and Queueing Theory Example 3: Out of a sample of 200 items, 20 items are found to be detective; find the probability that an item chosen at random from the sample is not defective. Since 20 items out of 200 items are defective, the probability 201 that an item chosen is defective 35 = 15 19 Hence the probability that it is not defective = 1. —=— B 7 10 10 since P(@) = LP (A) Example 4: What is the chance that a leap year selected at random will contain 53 wednesdays? Number of days in a leap year = 366 days 2 weeks + 2 days 52 weeks will have 52. wednesdays, The two days will be of the pattern (i) Saturday and Sunday (ii) Sunday and Monday (ii) Mon- day and Tuesday (iv) Tuesday and Wednesday (v) Wednesday and Thursday (vi)Thursday and Friday (vii) Friday and Saturday. Out of these 7 possibilities there are 2 favourable outcomes viz., iv and (vy). Hence the required probability = 2/7 Example 3: A bag contains 4 red, 5 white and 6 black balls. What is the probability that two balls drawn are red and black? ‘Total number of balls = 15 Out of 15 balls, 2 can be drawn in 8C, ways, Sxl4_ 2 Out of 4 red balls 1 ball can be drawn in 4C, ways and out of 6 black balls 1 ball can be drawn in C, ways, Since each of the former cases can be associated with each of the latter cases, the total numbers of favourable cases is C, x *C, 4x6 = 24. <. Total number of exhaustive cases = "°C; = 105 8 2 Hence, the requited probability = 75= "35Probability Theory 9 Example 6 : Four cards are drawn at random from a well suffled pack of cards. Find the probability that (@) (all the four are queens Gi) there is one card from each suit Gii) two cards are diamonds and two are spades. (iy) all the four cards are hearts, and one of them is a jack (b) Draw three cards at random. Find the chance that they ar a king, a queen and a jack From a pack of 52 cards, 4 cards can be drawn in °C, ways. Therefore, the total number of exhaustive cases = * (a) (i) Let A, be the event that all the four cards drawn are queen, There are only 4 queen cards and four cards can be drawn in*C, ways, =0.0000037 270725 Gi) Let A, be the event that there is one card from each suit A pack contains 13 cards in each suit. One card can be drawn from each suit in "C, ways BE CS C, = G -9 10549 P(A) Gi) Let A,be the event that two cards drawn are diamonds and two are spades. Out of 13 diamond cards, 2 diamond cards can be chosen in NC, ways and out of 13 spades, 2 cards can be chosen in ¥C, ways. Hence, the number of favourable cases for the event A, Hex HC, Be, Bc. P(4)=— ss © 002247 5G, Gy) Let A, denote the event that all the four cards drawn an hearts and among them one is a jack. Since there is only one jack of heart, we select it in 'C, ways and other three cards from the remaining 12 hearts in °C," ways10 Probabilily and Queueing Theory ‘The number of fayourable cases =1x!? C5 1? 2 P(As)= 0.000813 Es} Ca (d) Let A, be the event that the three cards are a king, a queen and a jack. ‘Total number of exhaustive cases = *7C. A pack contains 4 kings, 4 queens, and 4 jacks. A king, a queen, and a jack each can be chosen in 40, ways ZPUdd Example 7 : Thete att ten countets in a bag, 6 of them worth 5 rupees each while the other 4 are of equal but of unknown value. If the expectation from drawing a single counter at random is 4 rupees, find the unknown value. ‘The probability of drawing a counter worth RsS is? = 0.6 ‘The probability of drawing a counter of unknown value, say Rs. x is Ot ‘The expectation from drawing a single counter at random is, according to addition theorem, 0.6% 5+04 x= 4 (given). x= 25 the unknown value is Rs. 2.5. Example 8: Two dice are thrown, Find the probability that (the total of the numbers. on the top faces is 9. Gi) the top face numbers are same. ii) the sum of the numbers on the top faces is less than 7. ‘Total number of exhaustive cases = 67 =36. (Let A,be the event which gives the sum of the top num- bers as 9. Favourable cases which gives the total as 9 are (3,6), (4,5), 5A), (653) =4Probability Theory " P(A) = Gi) Let A, be the gives the top numbers as same numbers, Favourable cases ate (1,1), (2,2), (3.3). (4,4), (5,5) and (6.6) 6.1 p(Ay=2=t (A) 3676 (iii) If A,is an event which gives the suin as less than 7, then the favourable cases are (1,1), (1,2), (1.3), (1.4), (1,5), 2.1), (2.2), 23), 24). BD. G2 8.3). 4D, 42), 6D. 55 2 P(A)= => 362 Example 9 Out of (2n+1) tickets consecutively numbered three are drawn at random. Find the probability that the numbers oon them are in Arithmetic progression? Out of (2n+1) tickets, 3 tickets can be drawn in 2"*CS ways. total number of exhaustive cases _ n+l) Qn) 2n-1)_ mn (4n? 1) - 3! — 3 To find the favourable number of eases, we give all possibiti- ties in which the numbers on the drawn tiekets are in A.P. with common difference d nl, n (say) Ifd=1, the possibilities are 2, rotaily(2n + eases On D229 0 If d= 2, the possibilities are2 Probabilily and Queueing Theory 13,5 24,6 3,5,7 torally(2n-3)cases (2n3)(2n-12n+1) Similarly, if d = n-1, then the possible cases are 1m, 2n-1 2, n+l, 2n totally 3 cases 3, n42, n+l Id then there is only one case as (1, n+1, 2n+1) . The total number of favourable cases is = (2n-1) + (Q2n-3)+. 454341 which is an AP. with common difference 2. Hence favourable es Sheen D)= ‘Thus the requted probability = = Eas —y7a] ™ Example 10: Each coefficient in the equation ax? + bx + ¢=0 is determined by throwing an ordinary die. Find the probability that the given equation will have teal roots. “The quadtatic equation ax* + 6x + ¢ = 0 will have real roots if “discriminant” > 0. 5 4ac. Sinee each coefficient in the iven equation is determined by throwing a dic, cach of the coeffi- cients a, b oF c can take the values from 1 to 6. (outcomes are ‘equally likely). Therefore the number of possible (exhaustive) outcomes = 6 x 6 x 6 = 216. ‘The number of favourable cases which satisfies 6° > dac ean be tabulated as follows.13 Probability Theory a] @ ] © | a |biothab=| No ofcaws ac) TP T a 23.450 2{ {i}? | os | suse | a 345 2x4=8 sf y ype | ase 3 3143 fa 2 56 2x3=6 i} 4 16 456 3x3=9 a faa fa lo 2 s| fi] > i slis | 1 20 56 2x2=4 1] 6 6] 1 24 36 4x28 6] j2] 3 3] 2 7 [(ac= 7s not possible) jz 4 a] 5 2 6 xs la} 2 2x1=2 oT3s 3 é Dae al = 43 ‘The maximum value of 5° is 36 and ac cannot take the values 10,11... $0 a8 to satisfy 6? > dac and also no coefficients can be greater than 6. Example 11: the magnitude, What is the probability that the middle oneis 30? Thus the required probability = 43 216 A bag contains 50 tickets numbered 1,2,3,...50 of which five are drawn at random and arranged in ascending order of ut of 50 tickets, 5 can be chosen in °C, ways. Therefore total“4 Probabilily and Queueing Theory number of exhaustive cases ="C,, Let the tickets be arranged as.x;< x, =p, (- psProbability Theory 7 (b) the probability that both events fail to happen is I~ p) (= py) (©) the probability that atleast one of the events happens is ep) (= py. I-piP2 (9) P(A GA AIP (hod OA) P(A) P GG)... Ae) (¥)_ In general if p,, p,. pp, be the chances of happening of n independent events then the chance that atleast one of the events will happen i$ 1—p,p2..Pq = T= p) (pp) (I+ pone py). Multiplication Law of Probability Case (i) When events are independent: ‘The probability that both independent events, A and B will occur is, equal to product of the probabilities of each event. P(AMB) = P(A). PCB) (or) P(A and B) = PCA). PCB) Case (ii) When events are dependent: (conditional probabil- ity): Eatliet, we have discussed that if the occurrence of an event A is affected by the occurrence of the another event B, then the events A and B are dependent, The probability of event B depend- ing on the occurrence of event A is called conditional probability and we deonte it as P(B/A) and read as ‘the probability of B given ‘A’, Similarly, the probability of event A depending on the occur- rence of event B, is writtern as P(AJB) and read as ‘the probability of A given B’, The probability that both the dependent events and B will occur is given by P(AMB) = P(A). P(B/A) = P(B) . PAB) ‘Theorem : Multiplication Law of Probability (or) Theorem of Compound Probabilities For two events A and B, P(AMB) = P(A}P(B/A), P(A)>0 P(BYP(AVB), P(B)>08 Probabilily and Queueing Theory where P(B/A) represents the conditional probability of occur- rence of B when the event A has already happened and P(A/B) is the conditional probability of happening of A, given that B has already happened. Proof: We have 2A) 9¢6)-2® and P(A B)=2ACB) cry n(S) n(S) n(8) For the conditional event A/B, the favourable outcomes must be one of the sample points of B, ie. for the event A/B, the sample space is B and out of the n(B) of sample points, n(AM\B) pertain to the occurrence of the event A. Henee n(AmB) n(B) n(B) n(AnB) n(S) (B) =P(B).P(AB) n(A) (ANB) nS) n(A) = P(A). PEB/A) Note : (i) Conditional probabilities P(B/A) and P(A/B) are de- fined if and only if P(A) + 0 and P(B)# 0 respectively. Gi) for P(B)>0, PCAIB) < P(A) ii), PAA) =I (iy) IA and B are independent, then P(A/B) = P(A) and P(BIA) = P(B) (v) If A and B ate independent, their complements and P(A) = P(A/B)= Rewriting (1) as P(AMB)= Similarly we ean prove, P(A 9B) B ate also independent (vi) Two possible mutually disjoint events are always depen- dent. (vii) Two independent events (both of which are possible events), cannot be mutually disjoint.Probability Theory 19 (viii) The experiment with replacement leads to ‘independent events’ whereas an experiment without replacement leads to ‘dependent events" (ix) ITACB, then ANB =A and PAJB) PIAA B)_ PA) “> pe (0 TPADR, then AB =B and P(A) P(SMB)_PB) PB) PCB) Example 13: The probability that a company director will travel by train is 1/5 and by plane is 2/3. What is the probability of his travellling by train or plane? Let A be the event for travelling by train and B be the event for travelling by plane ‘The probability of travelling by train or plane = P(A or B) = P(A) + P(B) (+> A and B are mutually exclusive) 12.13 $93 15 Example 14: If we draw a card from a well ~ shuffled pack of 52 cards, what is the probability that the eard is either an ace or a king? ‘The events that the card drawn is either an ace or a king are ‘mutually exclusive. Let the event of the ace drawn be denoted by ‘A, and the king drawn be denoted by A,. A pack has 4 aces and 4 kings. (i) P(S/B)= : 4 4 Thus P(AS)= 55 and P(An)= 55 ‘The probability that the card is cither ace or a king 4.4 2 P(A or Az) = P(A, VA2)=P(A,)+P(Ad)= + = GystAa)=P Gy WA2)= PAD On == +55 = 95 Example 15 : If we draw a card from a well-shuffled pack of cards, what is the probabillity that the card is either a spade or an20 Probabilily and Queueing Theory Let A, be the event of drawing a spade and A, be the event of drawing an ace from a pack of cards 1B 4 ‘Then P(A))=—, P(A2)=—,P(AUA) = @p=— PAd=— 2 ‘There is only one case favourable to the event A,A,, viz., ace of spade. ‘Thus P (A,9A,) 52 Hence, P(A\UA,) = P(A) + P(A)- PA,OA,) 1B 4 4 52°52 52 13 Example 16: Two persons A and B toss an unbiased coin altemately on the understanding that the first who gets the head wins. If A stars the game, find their respective chances of win- ning (Mur 20008) A nay vin i the fst round wit he probability =}. He may win in the second round after A and B failed in the first round si hepa [°9) Ag inn si ond air ya so on, Addition theorem gives the chance of A’s su (1) L(L) : 4 @ 2 (2) 2 \2) 2 iy 3 -@) Hence, the chance of B's success = 1-2. ~ 303 Example 17: A,B and € toss a coin. The one who get the head first wins. What are their respective chances? (Anna Ap. 2003) 1 ‘A may win in the first round with probability > He may win in the second round, fer all of them failed in the first round, with “1Probability Theory 2 = (L)° 4 and so on. Addition theorem gives the chance of A's @ z ict ai ial “(E(t bent B_ may win the first round after A’s failure with probability G4 =(1)(4)=2, te second ound with probably and so on. B's chance of sucess = 1 a2, 7 Similarly, the chance of winning the game for 4 Example 18: A is known to hit the target in 2 out of 5 shots, ‘whereas B is known to hit the target in 3 out of 4 shots. Find the probability of the target being hit when they both try. Given that P(A) = 2/5 and P(B) = 3/4, P(AUB) Both A and B may hit the target. ‘Thus, A and B are not mutually exclusive, PCAMB) = P(A) P(B) since A and B ate independent events, Hence the required probability P(AWB) = P(A) + P(B) ~ (AB) 2,3 (2,3) +5-|=x 34 (574 J oA, 20 > Aliter £ The probability that A and B hit the target is. <~ and 3 3 4 Sspectively Probability that A will nt hit the tanget is <= and