Basic Concepts of

Probability
 Lecture Contents
⮚ Basic Terminology of Probability
⮚ Different Approaches of Probability
⮚ Application and Significance of Probability
⮚ Laws of Probability
⮚ Probability Rules
⮚ Joint, Marginal and Conditional Probability
⮚ Various Mathematical Problems of
Probability
 Basic Terminology of
Probability
• Probability: A value between zero and one, inclusive, describing the relative possibility
(chance or likelihood) that an event will occur.
•
• Experiment: Experiment is an act that can be repeated under certain conditions.
• Deterministic Experiment: The experiment is called deterministic when the outcome or
result is unique or certain.

• Trial: Unit of an experiment is known as trial. This means that trial is a special case of
experiment. Experiment may be a trial or two or more trials.

• Outcomes: The result of an experiment is known as outcomes.

• Example: Throwing a die is a trial and getting 1 or 2 or 3 or 4 or 5 or 6 is an outcome.
• Equally likely Outcomes: Outcomes of a trial are said to be equally likely if we have no
reason to expect any one rather than the other. Example-1) In tossing a fair coin, the
outcomes head and tail are equally likely, 2) In throwing a balanced die all the six faces
are equally likely.
 Basic Terminology of
Probability
• Mutually Exclusive Outcomes: Outcomes or cases are said to be mutually exclusive if the
happening of any one of them precludes the happening of all others.
• Example-1: In tossing a coin, the outcomes head and tail are mutually exclusive.
• Example-2: In throwing a die, the six outcomes which are the different points on the faces
of the die is mutually exclusive.
•
• Exhaustive outcomes: Outcomes of an experiment are said to be exhaustive if they
include all possible outcomes. Example-in throwing a die exhaustive number of outcomes
are 6.
•
• Sample space: The collection of all possible outcomes of a random experiment is called
sample space. Sample space is usually denoted by S or Ω . Example:1) If we toss a coin,
the sample space is, Ω ={H,T}. Where H and T denote the hear and tail of the coin,
respectively, 2)If a six–sided die is thrown, the sample space is, Ω ={1,2,3,4,5,6}.
 Basic Terminology of
Probability
• Event: An event is a subset of the sample space.
• Simple event: An event is called simple event if it contains only one sample
point. Also called elementary events.
• Compound event: An event is called compound event if it contains more than
one sample points.
• Impossible event: The event that contains no sample points is called impossible
event. Which means it will never happen.
• Example- Toss a coin. The event H and T will happen together is an impossible
event.
• Sure event: The event that contains all the sample points of an experiment is
called sure event.
• Example- Toss a coin. The outcome H or T is a sure event.
• Complementary event: Let A be any event defined on a sample space S, then
the complementary event of A denoted by 𝐴ҧ 𝒐𝒓 𝑨𝒄 𝒐𝒓 𝑨′ is the event
consisting of all the sample points in S but not in A. That is
𝐴 ∪ 𝐴′ = 𝑆
• Which also means that A and 𝐴′ are mutually exclusive events since
𝐴 ∩ 𝐴′ = 𝜙
 Approaches of Defining
probability
• There are four ways of defining probability.
They are
– Classical or mathematical probability
– Empirical or Statistical or Frequency probability
– Axiomatic probability
– Subjective probability
 Classical or Mathematical
Probability
• If there are n mutually exclusive , equally likely and exhaustive
outcomes of a random experiment and if m of these outcomes
are favorable to an event A from a sample space S, then the
probability of the event A, denoted by P[A] is defined as
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝐴 𝑛(𝐴) 𝑚
𝑃𝐴 = = = ;0 ≤ 𝑃 𝐴
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆 𝑛(𝑆) 𝑛
≤1
• Laplace gave this definition.
• Drawbacks:
– When the total number of possible outcomes id infinite, it fails
– Possible outcomes are not equally likely
– It is not always possible to enumerate all the equally likely cases.
 Empirical or Statistical or
Frequency Probability
• If a trial is repeated n number of times under the same
conditions and if an event A occurs m times, then the
probability of the event A is then unique limiting value p
of the ratio 𝑚/𝑛 as n tends to infinity. Symbolically,
𝑚
𝑃 𝐴 = 𝑝 = lim
𝑛→∞ 𝑛
• Von mises gave this definition of probability.
• Drawbacks:
– It is not possible to repeat an experiment an infinite number
of times under the same conditions
– It is not clear how large n should be before we are certain
that the probability is close to limiting of m/n as n tends to
infinity.
Axiomatic Probability
 Addition Law
Additive Law of Probability: There are two rules of addition, the special
rule of addition and the general rule of addition.

General Rule of Addition: When two events both occur, the probability is
called a joint probability. In this situation, we use the general rule of addition.
If A and B are two events in , then
P(A or B)= P(A U B)= P(A) + P(B) – P(A∩B)
Special Rule of Addition: To apply the special rule of addition, the events
must be mutually exclusive. If two events A and B are mutually exclusive,
the special rule of addition states that the probability of one or the other
event’s occurring equals the sum of their probabilities. This rule is expressed
in the following formula:

P(A or B)= P(A U B)= P(A) + P(B)

 Example of Addition law
Example:
Mr. PNC feels that the probability that he will pass
mathematics is 2/3 and statistics is 5/6.If the probability that
he will pass both the course is 3/5, what is the probability
that he will pass at least one of the course?
Solution: Let M and S be the events that he will pass the
course mathematics and statistics, respectively. The event
M U S means that at least one of M or S occurs. Therefore,
according to the addition rule we get,

P(M or S)= P(M U S)= P(M) + P(S) – P(M∩S)

= 2/3 + 5/6 – 3/5
= 9/10
 Addition Rules
Example:
In a sample of 500 students, 320 said they had a stereo, 175 said they had a
TV, and 100 said they had both. 5 said they had neither. If a student is
selected at random, what is the probability that the student has only a stereo
or TV? What is the probability that the student has both a stereo and TV?
Solution: Let S and T be the events that students had stereo and TV,
respectively. Then the probability that student has only stereo or TV is-

P (S or T) = P(S) + P (T) – P (S and T)

= 320/500 + 175/500 – 100/500
= 0.79
The probability that the student has both a stereo and TV:

P (S and TV) = 100/500

= 0.20
 Joint Probability
Joint probability is the probability of two events in conjunction. That is, it is
the probability of both events together. The joint probability of A and B is
written P (A∩B), P(AB) or P(A,B).

Example: The question, "Do you like watching TV?" was asked of 100
people. Results are shown in the table. What is the probability of a randomly
selected individual being a male who likes watching TV?
Yes No Total
Male 19 41 60
Female 12 28 40
Total 31 69 100

Solution: This is just a joint probability. The number of "Male and like
watching TV" divided by the total = 19/100 = 0.19
 Marginal Probability
Marginal probability is the probability of A, regardless of whether event B did or
did not occur. If B can be thought of as the event of a random variable X having
a given outcome, the marginal probability of A can be obtained by summing the
joint probabilities over all outcomes for X.

Example: The question, "Do you like watching TV?" was asked of 100 people.
Results are shown in the table. What is the probability of a randomly selected
individual like watching TV?
Yes No Total
Male 19 41 60
Female 12 28 40
Total 31 69 100

Solution: Since no mention is made of gender, this is a marginal probability, the

total who like watching TV divided by the total = 31/100 = 0.31
 Conditional Probability
• Let A and B be two events, then the
conditional probability of A for given value
of B, denoted by P(A|B) is defined by,
𝑃(𝐴 ∩ 𝐵) 𝑃(𝐴𝐵)
𝑃 𝐴𝐵 = = ,𝑃 𝐵 > 0
𝑃(𝐵) 𝑝(𝐵)
• In case of 𝑃 𝐵 𝐴 ,
𝑃(𝐵 ∩ 𝐴) 𝑃(𝐴𝐵)
𝑃 𝐵𝐴 = = ,𝑃 𝐴 > 0
𝑃(𝐴) 𝑝(𝐴)
 Conditional Probability
• Example: The question, "Do you like watching
TV?" was asked of 100 people. Results are
shown in the table. What is the probability of a
randomly selected individual is a male if it is
given that he likes watching TV?
• Solution: The conditional probability M given Y
is-
19
𝑃(𝑀 ∩ 𝑌) 100
𝑃 𝑀𝑌 = = = 0.6
𝑃(𝑌) 31
100
Example
 Multiplication Rule
• If two events A and B are independent then
the probability of both the event happening
simultaneously is,
𝑃 𝐴 𝑎𝑛𝑑 𝐵 = 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 × 𝑃(𝐵)
 Example
• Suppose we have a box containing 24 bulbs of which
3 are defective. Two bulbs are drawn one by one at
random form the box with replacement. What is the
probability that both bulbs are defective?
• Solution: Let, A be the event that the first bulb is
defective and B be the event that the second bulb is
defective.
3 3
• 𝑃 𝐴 = ,𝑃 𝐵 = Then,
24 24
1
𝑃 𝐴𝐵 = 𝑃 𝐴 𝑃 𝐵 =
64
 Bayes’ Theorem
• Total Probability: Let 𝐵1 , 𝐵2 , . . , 𝐵𝑛 be n mutually
exclusive and exhaustive events in a random
experiment and A be any event in the same sample
space, then
𝑃 𝐴 = 𝑃 𝐵1 𝑃 𝐴 𝐵1 + 𝑃 𝐵2 𝑃 𝐴 𝐵2 + ⋯ +
𝑃 𝐵𝑛 𝑃 𝐴 𝐵𝑛 = ∑𝑃 𝐵𝑖 𝑃 𝐴 𝐵𝑖
• Statement: Let 𝐵1 , 𝐵2 , . . , 𝐵𝑛 be n mutually exclusive
and exhaustive events in a random experiment and A
be any event in the same experiment such that
𝑃 𝐴 > 0, then Bayes theorem states that
𝑃 𝐵𝑖 𝑃(𝐴|𝐵𝑖 ) 𝑃 𝐵𝑖 𝑃(𝐴|𝐵𝑖 )
𝑃 𝐵𝑖 𝐴 = 𝑛 =
∑𝑗=1 𝑃 𝐵𝑗 𝑃 𝐴 𝐵𝑗 𝑃(𝐴)
 Example
• In a factory machine A producer 60% of the output and machine B
produces the rest. 1% of the output of machine A is defective and 2%
of the output of machine B is defective. An item is selected as random
from a day’s output and is found to be defective, What is the
probability that the defective item was produced by machine B.