Review of Probability and

Statistics
(i.e. things you learned in Probability
and Statistics course and need to
remember to do well in this class!)

Dr. Saeed Ali Binajjaj 1

Probability – Basic Concepts

Probability
The study of the occurrence of random events or
phenomena.
It does not deal with guarantees, but with the
likelihood of an occurrence of an event.
Experiment :- Any process of observation or
measurement is known as Experiment

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Probability – Basic Concepts
Out comes :- The possible results of an experiment
Random Experiment :-An experiment is called a random experiment if its outcome
is not unique and therefore cannot be predicted with certainty .( Un Predictable)
Sample Space ( Ω) : is a set of all possible outcomes of a given random experiment
also called universal event or certain event.
Sample point si:- is any possible out come of random experiment
An Event :- a subset of a sample space (A ⊂ S ).

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Some Important Notes
the Out comes of an experiment is
called equally likely if all of them have
equal chance to occur.
The number of possible event that can
be constructed from a random
experiment is equal to 2 ^N , where N is
number of possible out comes.

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Example
Toss a fair coin
 Is it an experiment ?
 Is it a random ?
 What is the sample space ?
 What is the sample point ?
 How many number of event can be
constructed ?
 Give a short description for each one ?
 Is the outcomes equally likely ?

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Probability – Basic Concepts ( Continue)

Probability System Probability Measure

Sample Space There are two methods

Events to Find the probability
measure P for any
Probability
event :-
Measure :-  Mathematical or
 Is a process of
Classical Probability
assigned a real  Mathematical or
+ve number to Classical Probability
each event A in a
sample space
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Classical Probability
If an event can happen in m different ways out
of a total number of n possible ways, all of
which are equally likely, then the probability of
that event is m/n.
Example of classical probability is to find the
probability of a Head in toss a coin
 P(H) = No of ways for head to occur/ No of all
possible ways
 = 1/2

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Estimated Probability
If an experiment is repeated n times (n being
very large) under homogeneous and identical
conditions and an event is observed to occur
m number of times, then the probability of the
event is limn→∞ (m/n).
 Example :- A cup is flipped 100 times. It lands on its
side 84 times, on its bottom 6 times, and on its top
10 times. What is the probability that it lands on it
top?
 P ( top) = No of top out comes/ No of cup flips
 = 10/100 = 1/10

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Draw Backs of Both Methods

However, both the approaches have serious

drawbacks, as the terms ‘equally likely’ and
‘large number’ are vague.
As an experiment is repeated many times
over, the experimental probability of the
events will tend closer and closer to the
theoretical probability of the events
 Flipping a coin
 Rolling a die

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Algebra of Probability
We can combine events to form new events
using various set operations as follows:
 The complement of event A(Ā) is the event containing
all sample points in S but not in A.
 The union of events A and B (A ∪ B) is the event
containing all sample points in either A or B or both.
 The intersection of events A and B (A ∩ B) is the event
containing all sample points in both A and B.
 Null or impossible event (Ø) is the event containing no
sample point.
 Two events A and B are called mutually exclusive or
disjoint (A ∩ B = Ø) when they contain no common
sample point, i.e., A and B cannot occur
simultaneously.

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Example
Throw a die and observe the number of dots
appearing on the top face. (a) Construct its sample
space. (b) If A be the event that an odd number
occurs, B that an even number occurs, and C that
a prime number occurs, write down their
respective subsets. (c) Find the event that an even
or a prime number occurs. (d) List the outcomes
for the event that an even prime number occurs.
(e) Find the event that a prime number does not
occur. (f) Find the event that seven dots appear on
the top face. (g) Find the event that even and odd
numbers occur simultaneously.

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Solution
Here, the sample space is S = {1,2,3,4,5,6}.
It has six sample points.
A = {odd number} = {1,3,5}
B = {even number} = {2,4,6}
C = {prime number} = {2,3,5}.
B ∪ C = {2,3,4,5,6}.
B ∩ C = {2}.
C = { 1,4,6}
This is a null or impossible event (Ø).
Since an even and an odd number cannot occur
simultaneously, A and B are mutually exclusive (A
∩B = Ø).
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Axioms of Probability

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Elementary Theorems on
Probability

Some important theorems on probability

are as follows:

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Example 1.2
 Determine the probability for the event that
the sum 8 appears in a single throw of a pair
of fair dice.
 Solution :- The sum 8 appears in the following
cases:
(2,6), (3,5), (4,4), (5,3), (6,2), i.e., 5 cases
Total number of outcomes is 6 × 6 = 36
Thus,

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Example 1.3
 A ball is drawn at random from a box
containing 5 red balls, 4 green balls, and 3
blue balls. Determine the probability that it is
(a) green, (b) not green, and (c) red or blue.
 Solution
 Method 1
Let R, G, and B denote the events of drawing a
red ball, green ball, and blue ball, respectively.

Then

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Example 1.3 ( continue)
 Method 2
The sample space consists of 12 sample points. If we
assign equal probabilities 1/12 to each sample point, we
again see that P(G) = 4/12 = 1/3, since there are 4
sample points corresponding to green ball

 Method 1

 Method 2

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Example 1.4
 A telegraph source emits two symbols, dash
and dot. It was observed that the dash were
thrice as likely to occur as dots. Find the
probabilities of the dashes and dots occurring.
 Solution :- We have, P(dash) = 3P(dot).
Now the sum of the probabilities must be 1.

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Conditional Probability
The conditional probability of an event A given
that B has happened (P(A/B)) is defined as
follows:

where P(A ∩ B) is the joint probability of A and B.

Similarly,

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Conditional Probability(continue)

Using Eqs. (1.9) and (1.10) we can write

OR

This is known as Bayes Rule

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Example 1.7
 Consider the following table:

 A-If a person is male, what is the probability

that he is unemployed?
 B- If a person is female, what is the probability
that she is employed?
 C- If a person is employed, what is the
probability that he is male?
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Solution
A-

B-

C-

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Independent Events
Two events A and B are said to be (statistically)
independent if
P(B/A) = P(B) (1.13)
or
P(A/B) = P(A) (1.14)
 i.e., the occurrence (or non-occurrence) of event A
has no influence on the occurrence (or non-
occurrence) of B. Otherwise they are said to be
dependent
 Combining Eqs. (1.11) and (1.13), we have
P(A ∩ B) = P(A)P(B) (1.15)
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Example 1.8

 Determine the probability for the event

that at least one head appears in three
tosses of a fair coin.


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Total Probability
Let A1, A2, …, An be mutually exclusive (Ai ∩
Aj = Ø, for i ≠ j) and exhaustive

Now B is any event in S. Then

This is known as the total probability of event B.

Dr. Saeed bin Ajjaj 25