PROBABILITY THEORY

AND
RANDOM PROCESSESS
(18B11MA314)

UNIT-1 BASIC PROBABILITY [CO-1]

 Lecture-2
Contents:
• Sets and Sets Operations
• Combinatorial Probability Problems
 SETS & SET OPERATIONS
• A Set is well-defined collection of objects. Sets are denoted by capital letters
A, B, C, . . and the objects also known as elements or members of the set and
denoted by lowercase letters x, y, . .
• If x is a member or element of A, it is written as x  A . If y is not an element
of B, then, we write, y  A .
• A Null set or empty set is the unique set containing no elements. It is denoted
by ɸ or {}
• A is a subset of B and is written as A ⊆ B if every element of A is an element
of B.
• Number of subsets of set containing n elements is 2ⁿ
• Union of sets A ∪ B = {x | x ∈ A or x ∈ B or both}
• Intersection of sets A ∩ B = {x|x ∈ A and x ∈ B}
• Complement of A (w.r.t. the universal set U ) is denoted by A of AC or (U − A) is
given by x | x U and x  A
• Mutually exclusive or Disjoint sets A and B are disjoint or mutually disjoint
when A ∩ B = φ.
 IMPORTANT SET IDENTITIES
• Commutative law of Union AB=BA
• Commutative Law of Intersection AB=B  A
• Associative Law of Union
(AB) C= A(B C)
• Associative law of Intersection
(A  B)  C= A (B  C)
• First Distribution Law
A (B  C)=(AB)  (AC)
• Second Distribution Law
A  (B C)=(AB)  (AC)
• De Morgan’s First Law A  B  A  B
• De Morgan’s Second Law A  B  A  B
 COUNTING PRINCIPLES
• The Sum Rule: If a first task can be done in n
ways and a second task in m ways and if these
two tasks cannot be performed simultaneously,
then there are (n+m) ways of performing either
task.
e.g. Suppose a university representative is
to be chosen either from 200 teaching or 300
nonteaching employees. Then there are 200 +
300 = 500 possible ways to pick this
representative.
 COUNTING PRINCIPLES
• Fundamental principle of counting (The Product
Rule): Suppose a procedure can be broken down into
two tasks A and B . If the first task A can be
performed in p ways and the second task B can be
performed in q ways after the first task A has been
done, then the total procedure can be carried out, in
the designated order, in p.q ways.
e.g. ‘Dukes’ brand T-shirt comes in 12 colors, has a
male and female version, comes in 4 sizes for each
sex comes in three makes economy, standard and
luxury. Then the number of different types of shirts
produced are 12 × 2 × 4 × 3 = 288 types.
 PERMUTATION
• Permutation: A Permutation of a set of n distinct
objects is an ordered arrangement of these n objects.
The number of r -permutations of a set with n distinct
elements is denoted by P (n, r ) and is given by

Pn, r   nn  1n  2 ...n  r  1 

n!
,0  r  n
n  r !
e.g. The number of “words” of three distinct
letters can be formed from the letters of the word
JNTU is P (4, 3) = 4P3 = 4!/(4−3)! = 24.
 COMBINATION
• Combination: An r -combination is an
unordered selection or combination of r
elements from a set with n distinct elements.
The number of combinations of size r from a
set of size n is denoted by C(n, r ) and is given
by
Pn, r 
C n, r  
n!
 ,0  r  n
r! r !n  r !
 COMBINATION: EXAMPLE
• e.g. A committee of 12 is to be selected from 10 men and 10
women. In how many ways can the selection be carried out if
(a) There are no restrictions
(b) There must be 6 men and 6 women
• No distinction between men and women. Problem is to
choose 12 out of a set of 20 objects. So the number of ways
12 chosen out of 20 is 20! 20!
20
C12    125970
• C(20, 12) = 12!20  12 ! 12!8!
• First stage to choose 6 men out of 10, given by C(10, 6).
Second stage to choose 6 women out of 10 again C(10, 6).
Using product rule, the number of ways in which the
committee will consist of 6 men and 6 women 2
is 2
C(10, 6) · C(10, 6) 10C6 .10 C6   10!    10!   210 2  44100
 6!10  6!   6!4! 
 PROPERTIES OF PROBABILITY
1. 0  p A  1
2. Probability of complement of A is one minus
probability of A.
3. Probability of null event is zero.
4. If A is a subset of B, then P(A) ≤ P(B).
5. For any two events A and B
a) If events A and B are mutually exclusive then
P(AB)=P(A) + P(B)
b) P(AB)=P(A) + P(B) –P(AB)
 ADDITIVE LAW OF PROBABILITY
• Additive Theorem or Rule or General
Addition Rule of Probabilities: If A and B are
any two arbitrary events of sample space S
then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
• For any three arbitrary events A, B, C, the
additive rule is given as:
P(A ∪ B ∪ C) = P(A) + P(B) + P(C) − P(A ∩ B) −
P(B ∩ C) − P(C ∩ A) + P(A ∩ B ∩ C)
 ADDITIVE LAW OF PROBABILITY:
EXAMPLES
e.g. Given that P(A) = 0.9, P(B) = 0.8, and P A  B = 0.75,
find P A  B .
P A  B  P A  PB  P A  B = 0.9 + 0.8 - 0.75 = 0.95
e.g. What is the probability of getting a total of 7 or 11
when a pair of fair dice are tossed?
Let A be the event that 7 occurs and B the event that 11
comes up. Now, a total of 7 occurs for 6 of the 36 sample
points and a total of 11 occurs for only 2 of the sample
points. Since all sample points are equally likely, we have
P{A) = 1/6 and P(B) = 1/18. The events A and B are mutually
exclusive, since a total of 7 and 11 cannot both occur on
the same toss. Therefore,
P A  B   P A  PB  
1 1 4
   0.222
6 18 18
 ADDITIVE LAW OF PROBABILITY:
EXAMPLES
• A bag contains eight white and six red
marbles. Find the probability of drawing two
marbles of the same color.
Let A be the event of getting two white
marbles and B that of getting two red
marbles, then A and B are mutually exclusive
events then
A  B   , P A  B  P A  PB  P A  B  P A  PB
8 6
C2 C2 28 15 43
 14  14   
C2 C2 91 91 91