An Introduction to

Probability

Prepared by Muhammad Umair Khattak

Introduction
People use the term probability many times each day.
For example, physician says that a patient has a 50%
chance of surviving a certain operation.

Another physician may say that He is 95% certain that a

patient has a particular disease.

A weather forecast reporter may say that there is 80%

chance of heavy rain.
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Introduction (Cont.)
Probability is a measure of the likelihood of a random
phenomenon or behavior. Probability describes the long-term
proportion with which a certain outcome will occur in situations
with short-term uncertainty.

Probability is expressed in numbers between 0 and 1.

Probability = 0 means the event never happens; probability =
1 means it always happens.

The total probability of all possible event always sums to 1.

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Introduction (Cont.)
A common example we can take is rolling a dice. The
chance of getting a 6 is 1/6, because there is only one 6
on a face and a total of 6 faces. So, assuming the dice
is balanced, a 6 will come up 1 time in 6.

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Basic Concepts
An experiment or random trial is the process by which an observation (or
measurement) is obtained.

An event is an outcome of an experiment, usually denoted by a capital

letter.

A sample space is the set of all the possible outcomes or results of that
experiment.

The basic element to which probability is applied

When an experiment is performed, a particular event either happens, or it doesnt!

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Basic Concepts (Cont.)
The probability of an event A measures how often A
will occur. We write as P(A).

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Basic Concepts (Cont.)
Example 1

What is the probability of each outcome when a coin is

tossed?
The outcomes of this experiment are head and tail

P(Head) = , P(Tail) =

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Basic Concepts (Cont.)
Example 2

What is the probability of each outcome when a single 6-sided

dice is rolled?
The outcomes of this experiment are 1,2,3,4,5 and 6

P(1) = , P(2) = , P(3) =

P(4) = , P(5) = , P(6) =

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Why We Learn Probability?
Nothing in life is certain. In everything we do, we estimate the chances
of successful outcomes.

A probability provides a quantitative description of the chances or

likelihoods associated with various outcomes.

It's one way to think about your world and the decisions you make
every day. In our daily lives, we're always taking on risks and exposing
ourselves to dangers. We're trying things which we think will probably
succeed, but we're not sure. So Probability gives you one way to think
about these decisions and may help you take control of them.

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AND Rule of Probability
The probability of 2 independent events both happening
is the product of their individual probabilities called the
AND rule.

For example, what is the probability of rolling a 2 on

one dice and a 2 on a second dice? For each event, the
probability is 1/6, so the probability of both happening
is 1/6 x 1/6 = 1/36.

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OR Rule of Probability
The probability that either one of 2 different events will
occur is the sum of their separate probabilities.

For example, the chance of rolling either a 2 or a 3 on a

dice is 1/6 + 1/6 = 1/3.

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NOT Rule of Probability
The chance of an event not happening is 1 minus the
chance of it happening.

For example, the chance of not getting a 2 on a dice is

1 - 1/6 = 5/6.

This rule can be very useful. Sometimes complicated

problems are greatly simplified by examining them
backwards.
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Probabilistic vs. Statistical
Reasoning
Suppose I know exactly the proportions of car models in
Peshawar. Then I can find the probability that the first
car I see in the street is a Toyota Corolla. This is
probabilistic reasoning as I know the population and
predict the sample.

Now suppose that I do not know the proportions of car

models in Peshawar, but would like to estimate them. I
observe a random sample of cars in the street and then
I have an estimate of the proportions of population.
This is statistical reasoning
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Random Variables
Definition: A random variable (random number) is a
variable defined on a sample space S as either an
element of S or a function on S.

Notation: We usually denote random variables with

letters from the end of the English Alphabets like X, Y ,
and Z.

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Examples
Rolling a single dice

X = Value on the face of dice

The sample space of X is S = {1, 2, 3, 4, 5, 6}

The random variable X would have one of the values

from 1 to 6
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Examples
Rolling two dice

X = Value on the face of the first dice

so the sample space of X is S = {1, 2, 3, 4, 5, 6}.

Y = Sum of values on the face of each dice

so the sample space of Y is S = {2, 3, . . . , 12}
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Examples
More examples:

X = The number of text messages or emails received in a day

Y = The range of a pebble thrown into the water

Z = The number of players scored more that 20 runs in a

cricket match

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Types of Random Variables
Random variables can be discrete or continuous.

Discrete Within a range of numbers, discrete variables can take on only

certain values.

For example, that we flip a coin and count the number of heads. The number of
heads will be a value between zero and plus infinity.

Within that range, though, the number of heads can be only certain values. For
example, the number of heads can only be a whole number, not a fraction.
Therefore, the number of heads is a discrete variable. And because the number of
heads results from a random process - flipping a coin - it is a discrete random
variable.

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Types of Random Variables
(Cont.)
Continuous Continuous variables, in contrast, can take
on any value within a range of values.

For example, suppose we randomly select an individual from a

population. Then, we measure the age of that person. In
theory, his/her age can take on any value between zero and
plus infinity, so age is a continuous variable.

In this example, the age of the person selected is determined

by a chance event; so, in this example, age is a continuous
random variable
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 Discrete Variables: Finite vs. Infinite

In some cases, discrete variables can take on only a finite

number of values. For example, the number of aces dealt in a
poker hand can take on only five values: 0, 1, 2, 3, or 4.

In other cases, however, discrete variables can take on an

infinite number of values. For example, the number of coin
flips that result in heads could be infinitely large.

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