Chapter 2

Probability

Md. Gulam Kibria

Lecturer, Dept. of IPE, BUET
 Sample Space and Sample Point

Assume that a car can only be in good (G) operating condition

or bad (B) operating condition. If there are three cars (n = 3),
the number of possible states are:
GGG
GGB
GBG
BGG
n


GBB
BGB
Number of state = 2
BBG
BBB

All eight outcomes collectively constitute the sample space for

the problem, and each of the eight individual outcomes constitutes
a sample point.
 Sample Space and Sample Point

Sample spaces with a large or infinite number of sample

points are best described by a statement or rule method. For
example, if the possible outcomes of an experiment are the set of
cities in the world with a population over 1 million, our sample
space is written as:

S = {x | x is a city with a population over 1 million}

If S is the set of all points (x, y) on the boundary or the interior

of a circle of radius 2 with center at the origin, we write the rule

as:
S x, y x y 4
2 2
 Events and Complement of Events
For any given experiment, we may be interested in the
occurrence of certain events rather than in the occurrence of a
specific element in the sample space.
For instance, we may be interested in the event A that the
outcome when a die is tossed is divisible by 3. This will occur
if the outcome is an element of the subset A = {3, 6} of the
sample space S = {1, 2, 3, 4, 5, 6}.
An event is a subset of a sample space.
To each event we assign a collection of sample points, which
constitute a subset of the sample space. That subset represents
all of the elements for which the event is true.
The complement of an event A with respect to S is the subset
of all elements of S that are not in A. We denote the
complement of A by the symbol A' or A. A' = {1, 2, 4, 5} in the
above example.
 Mutually Exclusive and Collectively Exhaustive Events
When the occurrence of one event precludes the occurrence of
the other, they are called mutually exclusive events.

If the union of events, whether mutually exclusive or not,

constitutes the entire sample space, the events are called
collectively exhaustive events. no other outcomes are possible.
If the events are collectively exhaustive, and there is no
overlapping between them, they are called mutually exclusive
and collectively exhaustive events.
 Counting Sample Points
Sam is going to assemble a computer by himself. He has the
choice of chips from two brands, a hard drive from four,
memory from three, and an accessory bundle from five local
stores. How many different ways can Sam order the parts?

Solution: 2 4 3 5 = 120
If an operation can be performed in n1 ways, and if for each of
these a second operation can be performed in n2 ways, and for
each of the first two a third operation can be performed in n3
ways, and so forth, then the sequence of k operations can be
performed in n1 n2 n3 ........ nk ways.
 De Morgans Rule
de Morgan's rule stales that the complement of the union is
equal to the intersection of the respective complements, or the
complement of the intersection is equal to the union of the
respective complements.

i) E1 E2 E3 ,......, En E1 E2 E3 ,......., En
ii) E1 E2 E3 ,......, En E1 E2 E3 ,......., En
 Axioms of Probability
1. The probability of an event, denoted hereafter as P(E), will
always be nonnegative, that is, P(E) 0.
2. The probability of a certain event or the sample space S is 1.0;
that is, P(S) = 1.0, or 0 P(E) 1.0.
3. For two mutually exclusive events A and B, the probability of
their union is equal to the summation of their individual
probability. Mathematically, this can be expressed as:
P A B P A PB

Keep in mind that P(A) + P(A) = 1

or, P(failure) + P(survival) = 1
or, risk + reliability = 1
 Probability of Events
If an experiment can result in any one of N different equally
likely outcomes, and if exactly n of these outcomes
correspond to event A, then the probability of event A is
P(A) = n/N
A statistics class for engineers consists of 10 mechanical, 10
electrical, and 8 civil engineering students. If a person is
randomly selected by the instructor to answer a question, find
the probability that the student chosen is (a) a mechanical
engineering major and (b) a civil engineering or an electrical
engineering major.
In a poker hand consisting of 5 cards, find the probability of
holding 2 aces and 3 jacks.
Probability of Events
 Probability of Events

Alternatively,
Additive Rule
Additive Rules
 Example Problem
Suppose the manufacturers specifications for the length of a
certain type of computer cable are 2000 10 millimeters. In
this industry, it is known that small cable is just as likely to be
defective (not meeting specifications) as large cable. That is,
the probability of randomly producing a cable with length
exceeding 2010 millimeters is equal to the probability of
producing a cable with length smaller than 1990 millimeters.
The probability that the production procedure meets
specifications is known to be 0.99.
a) What is the probability that a cable selected randomly
is too large?
b) What is the probability that a randomly selected cable
is larger than 1990 millimeters?
 Conditional Probability
The probability of an event B occurring when it is known that
some event A has occurred is called a conditional probability
and is denoted by P(B|A).
Consider the event B of getting a perfect square when a die is
tossed. The die is constructed so that the even numbers are
twice as likely to occur as the odd numbers. The probability
of B occurring is 1/3.
Now suppose that it is known that the toss of the die resulted
in a number greater than 3. We are now dealing with a
reduced sample space A = {4, 5, 6}. What is the probability
that B occurs, relative to the space A?
P(B|A) = 2/5, or,
 Conditional Probability

Find the probability that it arrives on time, given that it did not depart on time.
 Independent Events

and

Consider an experiment in which 2 cards are drawn in

succession from an ordinary deck, with replacement. The
events are defined as:
A: the first card is an ace,
B: the second card is a spade.
Determine P(B|A).
Example: Three cards are drawn in succession, without
replacement, from an ordinary deck of playing cards. Find the
probability that the event (A1A2A3) 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.
 Theorem of Total Probability
Suppose that structural damage (D) to a building can only be
caused by three events: fire (F), high wind (W), or earthquake (E).
Obviously, D will depend on whether F, W, or E has occurred, and
the likelihood of occurrence of F, W, and E. Assume further that
F, W, and E are collectively exhaustive and mutually exclusive
events. The probability of damage to the building can be
calculated as:

P( D) P( D | F ) P( F ) P( D | W ) P(W ) P( D | E ) P( E )
The concept represented by this equation is called the theorem of
total probability.
 Theorem of Total Probability
The theorem of total probability can be formally presented by the
Venn diagram. The occurrence of event A depends on the
occurrence of other events E1, E2, E3,, En. They are mutually
exclusive (no overlapping), collectively exhaustive (their union
constitutes the entire sample space). P(Ei) > 0, i = 1, 2, 3,.., n.
 Theorem of Total Probability
A AS A( E1 E2 E3 ,....,En ) AE1 AE2 AE3 ,...., AEn
The events AEi are also mutually exclusive. From axiom 3,
P( A) P( AE1 AE2 AE3 ,...., AEn )
P( AE1 ) P( AE2 ) ......... P( AEn )
P( A | E1 ) P( E1 ) P( A | E2 ) P( E2 ) ........ P( A | En ) P( En )
n
P( A | Ei ) P( Ei )
i 1
 Bayes Theorem
In the context of the theorem of total probability, the probability
of occurrence of an event A is calculated, which depends on other
mutually exclusive and collectively exhaustive events Ei.
Sometimes it is also of interest to know the probability of an
event Ei given that A has occurred, an inverse problem.
Using the same example considered for the theorem of total
probability, and knowing that the building has been damaged, we
can use Bayes' theorem to calculate the probability that the
damage was caused by fire, wind, or earthquake, that is, P(F|D),
P(W|D), or P(E|D).
P ( F D) P ( D | F ) P ( F )
P ( F | D)
P ( D) P ( D)
 Bayes Theorem

P( Ei A) P( A | Ei ) P( Ei )
P( Ei | A) n
P( A)
P( A | Ei ) P( Ei )
i 1
 Problem
Good performance (obtaining a grade of A+) in this course depends on your
attendance (A) and completion of assignments (C). The probabilities that
you will receive a grade of A+ are 100%, 70%, 50%, and 0%, if you
regularly attend and complete the assignments, if you regularly attend but
do not complete the assignments, if you do not regularly attend but
complete the assignments regularly, and if you neither attend nor complete
assignments, respectively. Further assume that if you attend the class
regularly, there is a 90% probability that you will complete the assignments.
The probability that you will attend the class regularly is 0.95, and the
probability that you will complete the assignments is 0.90.

(a) What is the probability that you will receive an A+ in this class?
(b) If you received an A+, what is the probability that you regularly
attended the class and completed the assignments?