Probability

● Counting Methods

● Basic Concepts of Probability

● Probability
● Conditional Probability

● Independence of Events

● Law of Total Probability & Bayes’ Rule

 Counting Methods
Fundamental Principle of Counting

If an experiment is composed of 𝑘 operations, where each operation has 𝑛 , 𝑛 , … , 𝑛 possible

outcomes, then the total number of possible outcomes is
𝑛 ×𝑛 ×⋯×𝑛 .

A printed circuit board (PCB) is assembled in a factory using multiple automated machines, each
performing a specific task. The manufacturing process consists of five stages:
• Component Placement – A machine places electronic components onto the PCB.
• Soldering – The components are soldered to ensure electrical connections.
• Inspection – The PCB is checked for defects using automated inspection systems.
• Coating – A protective coating is applied to shield the PCB from moisture and dust.
• Testing – The PCB undergoes functional testing to verify proper operation.
To optimize production, the factory uses multiple machines at each stage: 4 component
placement machines, 3 soldering machines, 5 inspection machines, 6 coating machines, and 7
testing machines. Each PCB is assigned a tracking code that records which machines were used
in its production. How many unique pathways can a PCB follow through the manufacturing
process? 4 × 3 × 5 × 6 × 7 = 2520
 Counting Methods
Permutations & Combinations

The number of permutations of 𝒏 objects is 0! = 1

𝑃 = 𝑛! = 𝑛 𝑛 − 1 𝑛 − 2 ⋯ 1

The number of permutations of 𝒌 objects

chosen from 𝒏 objects is
!
𝑃 = 𝑛 𝑛−1 𝑛−2 ⋯ 𝑛−𝑘+1 =
!

The number of combinations of 𝒌 objects

chosen from 𝒏 objects is
!
𝐶 = =
! ! Order is important Order is not important
 Counting Methods
Permutations & Combinations

A company has 6 engineers, and a manager needs to select 3 of them for specific roles: lead
engineer, assistant engineer, and analyst. In how many different ways can the manager assign
engineers to these specific roles?
6! 6 5 4 3!
𝑃 = = = 120
6−3 ! 3!

An electronics manufacturer produces 500 microchips per batch. The quality control team
needs to randomly select 5 microchips for inspection. In how many ways can the team make the
selection?

500 500! 500 499 498 497 496 495!

𝐶 = = = = 255244687600
5 5! 500 − 5 ! 5! 495!
Example: Consider a shufled deck of 52 cards. In how many was can an Ace (A) be drawn?
Basics Concepts of Probability

Probability theory, developed alongside statistics, addresses

uncertainty in mathematical analysis.

Initially driven by gamblers seeking to calculate odds, it later

gained significance in scientific studies involving randomness.
Over time, it became essential for statistical inference, aiding
data-driven decision-making.

Today, probability theory is widely applied in fields such as

engineering, system reliability, measurement accuracy, and
quality control, making it a fundamental tool in quantitative
analysis.
 Basics Concepts of Probability

The sample space, denoted by 𝑆, is the set of all possible

outcomes of a random experiment.

A quality control engineer inspects a batch of LED bulbs, classifying them

as defective (D) or non-defective (N).
𝑆 = 𝐷, 𝑁
 Basics Concepts of Probability

An event is any subset of the sample space.

A civil engineer tests 3 bridges, recording whether each meets load capacity (M) or
fails (F).
𝑆 = {(𝑀, 𝑀, 𝑀), (𝑀, 𝑀, 𝐹), (𝑀, 𝐹, 𝑀), (𝐹, 𝑀, 𝑀), (𝑀, 𝐹, 𝐹), (𝐹, 𝑀, 𝐹), (𝐹, 𝐹, 𝑀), (𝐹, 𝐹, 𝐹)}
If 𝐴 is the event that “at least two bridges fail”, then
𝐴 = {(𝑀, 𝐹, 𝐹), (𝐹, 𝑀, 𝐹), (𝐹, 𝐹, 𝑀), (𝐹, 𝐹, 𝐹)}
 Basics Concepts of Probability
Let 𝐴 and 𝐵 be two events in the sample space 𝑆.

𝐴 𝐵 𝐴 𝐵

𝑆 𝑆
𝐴∩𝐵 𝐴∪𝐵

𝐴= "Transformer 1 fails"
𝐵= "Transformer 2 fails"
𝐴 ∪ 𝐵= "At least one transformer fails"
𝑆 𝐴 ∩ 𝐵= "Both transformers fail"
𝐴 = "Transformer 1 does not fail"
𝐴
 Basics Concepts of Probability
Let 𝐴 and 𝐵 be two events in the sample space 𝑆.
𝐴 and 𝐵 are said to be mutually exclusive if they have no outcomes in common.

𝐴∩𝐵 = ∅

Let 𝐴 , 𝐴 , … , 𝐴 be events in the sample space 𝑆.

𝐴 , 𝐴 , … , 𝐴 are said to be mutually exclusive if no two of them have any outcomes in common.

𝐴 ∩ 𝐴 = ∅ for any 1 ≤ 𝑖 < 𝑗 ≤ 𝑛

𝐴 , 𝐴 , … , 𝐴 are said to be collectively exhaustive if at least one of them must occur.

𝐴 ∪𝐴 ∪⋯∪𝐴 = 𝑆
 Basics Concepts of Probability
A partition of 𝑆 consists of mutually exclusive and collectively exhaustive events.

𝑨𝟓 𝑨𝟏 𝑨𝟓 𝑨𝟒 𝑨𝟏 𝑨𝟓
𝑨𝟏 𝑨𝟒 𝑨𝟒

𝑨𝟐 𝑨𝟑 𝑨𝟐 𝑨𝟑 𝑨𝟐 𝑨𝟑

Mutually Exclusive Collectively Exhaustive Partition

A machine produces parts classified as:

𝐴= "Within tolerance limits"
𝐵 = "Slightly outside tolerance limits"
𝐶 = "Defective"
𝐴, 𝐵 , and 𝐶 form a partition because exactly one classification applies to each part.
Probability of an Event

Probability is the measure of uncertainty, describing

how likely an event is to occur. It ranges from 0 to 1,
where

0  The event is impossible

1  The event is certain

 Probability of an Event
Probability of an event 𝐴 is the proportion of times event 𝐴 occurs, assuming all outcomes in
the sample space are equally likely, and it represents the long-run frequency of event 𝐴 if the
experiment were repeated over and over again.

Probability of an event 𝐴, assuming all outcomes in the sample space are equally likely, is
calculated by
𝑛 𝐴
𝑃 𝐴 = ,
𝑛 𝑆
where 𝑛 𝐴 is the number of outcomes that satisfy the condition of event 𝐴 and 𝑛 𝑆 is
the total number of outcomes in the sample space.

If the outcomes are not equally likely, the formula above cannot be used.
Example: A fair coin is tossed twice. What is the probability
that at least one head appears?

Random experiment: Flipping a fair coin two times

𝑆 = 𝑇𝑇, 𝑇𝐻, 𝐻𝑇, 𝐻𝐻 ⇒ 𝑛 𝑆 = 4

𝐴 = "At least one 𝐻 appears"

𝐴 = 𝑇𝐻, 𝐻𝑇, 𝐻𝐻 ⇒ 𝑛 𝐴 = 3

𝑛 𝐴 3
𝑃 𝐴 = = = 0.75
𝑛 𝑆 4
 Example: A factory produces two types of circuit boards: Type X and Type Y.
There are five circuit boards in total, with three of Type X and two of Type Y. A
quality control engineer randomly selects two boards for inspection.
a) List the sample space of all possible selections.
b) List the elements in the event "One Type X and one Type Y board are selected"
c) What is the probability that one Type X and one Type Y board are selected?
a) 𝑆 = 𝑋 𝑋 , 𝑋 𝑋 , 𝑋 𝑋 , 𝑌 𝑌 , 𝑋 𝑌 , 𝑋 𝑌 , 𝑋 𝑌 , 𝑋 𝑌 , 𝑋 𝑌 , 𝑋 𝑌
b) 𝐴 = "One Type X and one Type Y board are selected"
= 𝑋 𝑌 ,𝑋 𝑌 ,𝑋 𝑌 ,𝑋 𝑌 ,𝑋 𝑌 ,𝑋 𝑌
c) 𝑛 𝑆 = 10, 𝑛 𝐴 = 6 ⇒ 𝑃 𝐴 = = = 0.6

Example: Suppose that there are ten Type X, five Type Y, and four Type Z
circuit boards and three of them will be chosen at random. What is the
probability that two of them will be Type X and one will be Type Z?
𝐴 = "Two X and one Type Z board are selected"
𝑛 𝑆 = = 969, 𝑛 𝐴 = = 45 4 = 180 ⇒ 𝑃 𝐴 = = 0.1856
 Axioms of Probability
1 For any event ,

3 If and are mutually exclusive events in , then

More generally, if 𝟏 𝟐 𝒏 are mutually exclusive events in , then

𝟏 𝟐 𝒏 𝟏 𝟐 𝒏
 Some Useful Properties
For any event , 𝑪

For any two events and ,

For any three events , , and ,

 Example: A factory produces electronic components, some of which are
defective and some of which contain a built-in sensor. Historical data suggests
that 20% of the components are defective, 50% of the components have a built-
in sensor, and 10% of the components are both defective and have a built-in
sensor. Find the probability that a randomly selected component
a) is either defective or has a sensor.
b) is not defective.
c) does not have a sensor.
d) is neither defective nor has a sensor.
Let
𝐷 = "Selected component is defective"
𝑆 = "Selected component has a sensor"
Then 𝑃 𝐷 = 0.2, 𝑃 𝑆 = 0.5, and 𝑃 𝐷 ∩ 𝑆 = 0.1.

a) 𝑃 𝐷 ∪ 𝑆 = 𝑃 𝐷 + 𝑃 𝑆 − 𝑃 𝐷 ∩ 𝑆 = 0.2 + 0.5 − 0.1 = 0.6

b) 𝑃 𝐷 = 1 − 𝑃 𝐷 = 1 − 0.2 = 0.8
c) 𝑃 𝑆 = 1 − 𝑃 𝑆 = 1 − 0.5 = 0.5
d) 𝑃 𝐷 ∩𝑆 =𝑃 𝐷∪𝑆 = 1 − 𝑃 𝐷 ∪ 𝑆 = 1 − 0.6 = 0.4
Example: A pair of fair dice is rolled. What is the probability that the sum of the upturned faces is
equal to 7?

Random experiment: Rolling a pair of fair dice

𝑆 = { 1,1 , 1,2 , 1,3 , 1, 4 , 1, 5 , 1,6 ,
2,1 , 2, 2 , 2, 3 , 2, 4 , 2, 5 , 2,6 ,
3,1 , 3, 2 , 3, 3 , 3, 4 , 3, 5 , 3, 6 ,
4,1 , 4, 2 , 4, 3 , 4, 4 , 4, 5 , 4, 6 ,
5, 1 , 5, 2 , 5, 3 , 5,4 , 5, 5 , 5, 6 ,
6, 1 , 6, 2 , 6, 3 , 6, 4 , 6, 5 , 6, 6 } ⇒ 𝑛 𝑆 = 36

𝐴 = "sum of the upturned faces is equal to 7"

= 1, 6 , 2, 5 , 3, 4 , 4, 3 , 5, 2 , (6, 1) ⇒ 𝑛 𝐴 = 6

𝑛 𝐴 6
𝑃 𝐴 = = = 0.1667
𝑛 𝑆 36
Example: A pair of fair dice is rolled, and we observe that one die shows a 3. Under this condition,
what is the probability that the sum of the upturned faces is equal to 7?

Random experiment: Rolling a pair of fair dice

𝑆 = { 1,1 , 1,2 , 1,3 , 1, 4 , 1, 5 , 1,6 ,
2,1 , 2, 2 , 2, 3 , 2, 4 , 2, 5 , 2,6 ,
3,1 , 3, 2 , 3, 3 , 3, 4 , 3, 5 , 3, 6 ,
4,1 , 4, 2 , 4, 3 , 4, 4 , 4, 5 , 4, 6 ,
5, 1 , 5, 2 , 5, 3 , 5,4 , 5, 5 , 5, 6 ,
6, 1 , 6, 2 , 6, 3 , 6, 4 , 6, 5 , 6, 6 } ⇒ 𝑛 𝑆 = 36
𝑆 = 1,3 , 2,3 , 3,1 , 3, 2 , 3, 3 , 3,4 , 3,5 , 3,6 , 4,3 , 5, 3 , 6, 3
⇒ 𝑛 𝑆 = 11
𝐴 = "sum of the upturned faces is equal to 7"
= 3, 4 , 4, 3 ⇒ 𝑛 𝐴 = 2
𝑛 𝐴 2
𝑃 𝐴 = = = 0.1818
𝑛 𝑆 11
 Conditional Probability
Let 𝐴 and 𝐵 be two events in the sample space 𝑆.

 The conditional probability of event 𝐴 given that event 𝐵 has occurred is

𝑃 𝐴∩𝐵
𝑃 𝐴|𝐵 = , provided that 𝑃 𝐵 > 0
𝑃 𝐵

 The conditional probability of event 𝐵 given that event 𝐴 has occurred is

𝑃 𝐴∩𝐵
𝑃 𝐵|𝐴 = , provided that 𝑃 𝐴 > 0
𝑃 𝐴
 Example: An international cargo company knows that 75% of
its customers prefer shipments with SMS support while 80%
prefer shipments with internet support. It is also known that
65% of the customers prefer both. What is the probability that
a) a customer who prefer SMS support will also prefer internet
support?
b) a customer who prefer internet support will also prefer
SMS support?

Let
𝑆 = "Customer prefers SMS support"
𝐼 = "Customer prefers internet support"
Then 𝑃 𝑆 = 0.75, 𝑃 𝐼 = 0.80, and 𝑃 𝑆 ∩ 𝐼 = 0.65.

∩ .
a) 𝑃 𝐼|𝑆 = = = 0.8667
.
∩ .
b) 𝑃 𝑆|𝐼 = = = 0.8125
.
 Example: A high-precision milling machine is used to
shape metal components. The probability that the
machine starts operating correctly is 0.90, the probability
that it completes a part within the required tolerance
limits is 0.85, and the probability that it both starts
correctly and produces a part within tolerance limits is
0.80. Find the probability that

a) the machine produces a part within tolerance limits, given that it started correctly. 0.8889
b) the machine started correctly, given that it produced a part within tolerance limits. 0. 9412
c) the machine produces a part within tolerance limits, given that it did not start correctly. 0.5
Example: The Indian state Kerala is one of the few states which are usually badly hit by monsoons
every year. The following contingency table is obtained from a data set containing the monthly
rainfall data from years 1901 to 2018 for Kerala. The table contains the information for the month of
June.
CONTINGENCY Rain more than 500 mm: Rain more than 500 mm:
TABLE No Yes
Flood: No 19 39
Flood: Yes 6 54

a) Find the probability of flooding given it rained more than 500 mm. 0.581
b) If a flooding is observed, what’s the probability that it rained less than 500 mm? 0.1
 Multiplicative Rule
For any two events and , Additive Rule

 The conditional probability of event 𝐴 given that event 𝐵 has occurred is

𝑃 𝐴∩𝐵
𝑃 𝐴|𝐵 = , provided that 𝑃 𝐵 > 0
𝑃 𝐵

 The conditional probability of event 𝐵 given that event 𝐴 has occurred is

𝑃 𝐴∩𝐵
𝑃 𝐵|𝐴 = , provided that 𝑃 𝐴 > 0
𝑃 𝐴

For any two events and ,

Multiplicative Rule
 Example: A factory has two storage bins containing electronic components,
some of which are defective (D) and some are non-defective (N). Bin 1
contains 4 non-defective and 3 defective components. Bin 2 contains 3 non-
defective and 5 defective components. A randomly selected component from
Bin 1 is transferred to Bin 2 without being inspected. Then, a component is
randomly drawn from Bin 2. What is the probability that the drawn component
from Bin 2 is defective?
Let
𝐷 = "A defective component is transferred from Bin 1"
𝑁 = "A non-defective component is transferred from Bin 1"
𝐷 = "A defective component is drawn from Bin 2 after the transfer"

It is obvious that 𝐷 = 𝐷 ∩ 𝐷 ∪ 𝑁 ∩ 𝐷
Then 𝑃 𝐷 = 𝑃 𝐷 ∩ 𝐷 ∪ 𝑁 ∩ 𝐷
=𝑃 𝐷 ∩𝐷 +𝑃 𝑁 ∩𝐷
= 𝑃 𝐷 |𝐷 𝑃 𝐷 + 𝑃 𝐷 |𝑁 𝑃 𝑁 = = 0.6032
6 3 5 4
9 7 9 7
 Independence of Events
Let 𝐴 and 𝐵 be two events in the sample space 𝑆.

𝐴 and 𝐵 are independent events if and only if 𝑃 𝐴|𝐵 = 𝑃 𝐴 or 𝑃 𝐵|𝐴 = 𝑃 𝐵 .

and are independent if and only if

If 𝐴 and 𝐵 are independent, then so are 𝐴 and 𝐵 , 𝐴 and 𝐵 , and 𝐴 and 𝐵 .

Do not confuse independent events with mutually exclusive events!

𝐴 and 𝐵 are independent ⇒ 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵
𝐴 and 𝐵 are mutually exclusive ⇒ 𝐴 ∩ 𝐵 = ∅ ⇒ 𝑃 𝐴 ∩ 𝐵 = 0
 Example: A smart electrical grid has two backup generators
that supply power in case of a failure. These generators operate
independently, meaning the failure of one does not influence
the failure of the other. The probability of Generator 1 failing
during operation is 5%, while the probability of Generator 2
failing is 8%.
a) What is the probability that both generators fail at the same time?
b) What is the probability that at least one generator functions?
c) What is the probability that exactly one generator fails?

Let 𝐹 = "Generator 1 fails" and 𝐹 = "Generator 2 fails". Then 𝑃 𝐹 = 0.05 and 𝑃 𝐹 = 0.08.
𝐹 and 𝐹 are independent

a) 𝑃 "Both fail" = 𝑃 𝐹 ∩ 𝐹 = 𝑃 𝐹 𝑃 𝐹 = 0.05 0.08 = 0.004

b) 𝑃 "At least one functions" = 𝑃 𝐹 ∪ 𝐹 = 𝑃 𝐹 ∩𝐹 =1−𝑃 𝐹 ∩𝐹 = 1 − 0.004 = 0.996
c) 𝑃 "Exactly one functions" = 𝑃 𝐹 ∩𝐹 ∪ 𝐹 ∩𝐹 =𝑃 𝐹 ∩𝐹 +𝑃 𝐹 ∩𝐹
=𝑃 𝐹 𝑃 𝐹 +𝑃 𝐹 𝑃 𝐹 = 0.05 0.92 + 0.95 0.08 = 0.122
Example: A loaded (biased) coin is tossed twice. If the coin is
loaded so that 𝑃 𝐻 = 0.7, what is the probability that at least
one head appears?

Random experiment: Flipping an unfair coin two times

𝑆 = 𝑇𝑇, 𝑇𝐻, 𝐻𝑇, 𝐻𝐻 ⇒ 𝑛 𝑆 = 4
𝐴 = "At least one 𝐻 appears"
𝐴 = 𝑇𝐻, 𝐻𝑇, 𝐻𝐻 ⇒ 𝑛 𝐴 = 3

𝑃 𝐴 ≠ 0.75

𝑃 𝐴 = 𝑃 𝑇𝐻 ∪ 𝐻𝑇 ∪ 𝐻𝐻 events are mutually exclusive

= 𝑃 𝑇𝐻 + 𝑃 𝐻𝑇 + 𝑃 𝐻𝐻 flips are independent
= 0.3 0.7 + 0.7 0.3 + 0.7 0.7
= 0.91
 Law of Total Probability & Bayes’ Rule
𝐴
𝐴 𝐴

𝐵 Let 𝐴 , 𝐴 , … , 𝐴 form a partition of the sample space 𝑆 (i.e.

they are mutually exclusive and collectively exhaustive) such
𝐴 𝐴 that 𝑃 𝐴 ≠ 0 for 𝑖 = 1,2, … , 𝑛. Then, for any event 𝐵 ⊂ 𝑆

Law of Total Probability: 𝑃 𝐵 = 𝑃 𝐵∩𝐴 = 𝑃 𝐵|𝐴 𝑃 𝐴

𝑃 𝐵∩𝐴 𝑃 𝐵|𝐴 𝑃 𝐴
Bayes’ Rule: 𝑃 𝐴 |𝐵 = = for 𝑗 = 1,2, … , 𝑛
𝑃 𝐵 ∑ 𝑃 𝐵|𝐴 𝑃 𝐴
 Example: A power company installs three types of transformers in its
electrical grid. The transformers differ in capacity, and each has a
different probability of failure within the first five years. Of all transformes,
40% are low-capacity, 35% are medium-capacity, and 25% are high-
capacity. Of low-capacity transformers, 8% fail within the first five years
of purchase, while 10% of medium-capacity and 14% of high-capacity fail.
a) What is the probability that a randomly selected transformer will fail within five years?
b) If a transformer in the grid has failed within five years, what is the probability that it was a
high-capacity transformer?

Let a) 𝑃 𝐹 = 𝑃 𝐹|𝐿 𝑃 𝐿 + 𝑃 𝐹|𝑀 𝑃 𝑀 + 𝑃 𝐹|𝐻 𝑃 𝐻

𝐿 = "Transormer is low-capacity" = 0.08 0.40 + 0.10 0.35 + 0.14 0.25
𝑀 = "Transformer is medium-capacity" = 0.032 + 0.035 + 0.035 = 0.102
𝐻 = "Transormer is high-capacity"
𝐹 = "Transormer fail within 5 years" b) 𝑃 𝐻|𝐹 =
∩
=
|
=
.
= 0.343
Then 𝑃 𝐿 = 0.40, 𝑃 𝑀 = 0.35, 𝑃 𝐻 = 0.25 .

Also,
𝑃 𝐹|𝐿 = 0.08, 𝑃 𝐹|𝑀 = 0.10, 𝑃 𝐹|𝐻 = 0.14
Example: A In a large city, 8% of the inhabitants have contracted a
particular disease. A test for this disease is positive in 80% of people
who have the disease and is negative in 80% of people who do not have
the disease.
a) What is the probability that a person has a negative test result? 0.752
b) What is the probability that a person for whom the test result is
positive has the disease? 0.258
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