Lecture-09: Probability and Probability Distribution

Prepared By: Mashfiqul Huq Chowdhury

September 18, 2020

Probability

Probability is a measure of the likelihood of an event to occur. The probability of an event

ranges between 0 and 1. The probability of any event E is defined as

Number of Outcomes in E n(E)

P (E) = =
Total Number of Outcomes in S n(S)
If P (E) is close to 0, it is very unlikely that the event E occurs. On the other hand, if
P (E) is close to 1, E is very likely to occur. Probability theory is based on some axioms.

• Axiom 1: The probability of an event is a non-negative real number: For any event
E,
P (E) ≥ 0
.

• Axiom 2: Probability of the sample space S is 1;

P (S) = 1

• Axiom 3: If A1 , A2 , A3 , · · · are disjoint events, then

P (A1 ∪ A2 ∪ A3 · · · ) = P (A1 ) + P (A2 ) + P (A3 ) + · · ·

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• Random Experiment: A random experiment satisfies following conditions.

– All possible outcomes are known in advance.

– None of the outcomes can be predicted with certainty.
– The experiment can be repeated under identical conditions.

• Trail: Each performance of a random experiment is called a Trial.

• Outcome: The result of a performance (or trial) is called an outcome or case.

• Sample Point: The outcome of the random experiment is called a sample point.

• Sample Space: The set of all possible outcomes (or sample points) of a random exper-
iment is called a sample space.

• Events: A subset of a sample space is called an event. An empty subset ∅ of S called

as impossible event and the space itself is called a certain event. The subset containing
a simple sample point is known as simple event or elementary event.
• Mutually Exclusive Events or Disjoint Events: Two events are said to be mutually
exclusive if they have no sample point in common i.e. A ∩ B = ∅.

• Exhaustive Events: Two events are exhaustive if their union is equal to the sample
space. i.e. A ∪ B = S.

• Conditional Probability: The conditional probability of an event A, given that an

event B has occurred denoted by P (A|B).

P (A ∩ B)
P (A|B) = ; P (B) > 0
P (B)

• Independent Events: Two or more events are said to be independent if the occurrence
of one does not affect the occurrence of the other. If two events A and B are independent,
the probability that both A and B occur is

P (A ∩ B) = P (A)P (B) or P (B|A) = P (B) or P (A|B) = P (A).

If A, B, and C are mutually independent events (all pairs of events are independent),
then the probability that A, B, and C all occur is P (A ∩ B ∩ C) = P (A)P (B)P (C).
• Bayes Theorem: If A1 , · · · , An is a partition of a sample space, then the posterior prob-
abilities of the events Ai conditional on an event B can be obtained from the probabilities
P (Ai ) and P (B|Ai ) using the Bayes formula
P (Ai )P (B|Ai )
P (Ai |B) = P
n
P (Ai )P (B|Ai )
i=1

Bayes theorem is an important result in probability theory because it shows how new
information can properly be used to update or revise an existing set of probabilities.

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 Formula

• Union Law: P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

• Union Law: P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (B ∩ C) − P (C ∩

A) + P (A ∩ B ∩ C)

• Independence: P (A ∩ B) = P (A)P (B)

• Complementary Event: P (A) + P (A0 ) = 1

P (A∩B)
• Conditional Probability of A given B: P (A|B) = P (B)
; P (B) > 0

P (A∩B)
• Conditional Probability of B given A: P (B|A) = P (A)
; P (A) > 0

n n!


• x
= x!(n−x)!

n!
• nPr = (n−x)!

Exercise

1. Toss three fair coins. What is the probability of exactly one Heads (H), Less than 3
Heads?

2. If a family has three children, find the probability that exactly two of the three children
are girls. Answer: 38

3. Two dice are rolled, find the probability that

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(a) Most likely sum? Answer: 6
(b) The sum is equal to 1 Answer: 0
1
(c) The sum is equal to 4 Answer: 12
(d) The sum is less than 13 Answer: 1

4. Let, A and B are two events. Given that P (A) = 0.3, P (B) = 0.2 and P (A ∩ B) = 0.1.
Determine the following probabilities.

(a) P (A ∪ B).
(b) P (A0 ∩ B)
(c) P (A0 ∪ B).

5. Suppose A, B, and C are three events such that A and B are disjoint, A and C are
independent, B and C are independent. Also suppose that 4P (A) = 2P (B) = P (C) > 0
and P (A ∪ B ∪ C) = 5P (A). Determine the value of P (A).

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 6. Among 500 freshman pursuing a business degree at a university, 320 are enrolled in a
economics course, 225 are enrolled in a mathematics course, and 140 are enrolled in both
an economics and a mathematics course. What is the probability that a freshman selected
at random from this group is enrolled in

(a) an Economics or a Mathematics course? Answer: 0.81

(b) exactly one of these courses? Answer: 0.53
(c) neither an Economics course nor a Mathematics course? Answer: 0.19

7. One box contains five red balls and five green balls, and a second box contains six red
balls and four green balls. A ball is randomly chosen from the first box and placed in
the second box. Then a ball is randomly selected from the second box and placed in the
first box.

(a) What is the probability that a green ball is selected from the first box and a green
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ball is selected from the second box? Answer: 22
(b) At the conclusion of the selection process, what is the probability that the numbers
of red and green balls in the first box are different then the numbers at the beginning?
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Answer: 11

8. A bag that contains 100 balls, 50 of them red and 50 blue. Select 5 balls at random.
What is the probability that 3 are blue and 2 are red? Answer: 0.3189
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9. Weather records indicate that the probability that a particular day is dry is 10 . Chelsea
is a football team whose record of success is better on dry days than on wet days. The
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probability that Chelsea win on a dry day is 83 and wet day is 11 . Chelsea are due to play
their next match on Saturday.
267
(a) What is the probability that Chelsea will win? Answer: 880
(b) Three Saturdays ago, Chelsea won their match. What is the probability that it was
99
a dry day? Answer: 267

10. The following data come from a random sample of 459 French men who were asked their
smoking status and their educational level.

Smoking Status
Education
Non Smoker Former Moderate Heavy
Primary 56 54 41 36
Secondary 37 43 27 32
University 53 28 36 16

(a) Find the probability that a randomly chosen French man is a heavy smoker. An-
swer: 0.183
(b) Find the probability of men who are former smokers and have primary school edu-
cation. Answer: 0.1176
(c) Find, the probability that that a randomly chosen man does not smoke or has a
secondary school education. Answer: 0.54

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 (d) Find the probability of formerly smoking men who have primary school education.
Answer: 0.2888
(e) Find the probability of men having primary school education who are former smok-
ers. Answer: 0.432
(f) Decide whether the events A French man is a moderate smoker” and A French
man finished University” are independent. Answer: These events are not
independent.
(g) Find the conditional probability that a French man has secondary school education
given that he has never smoked. Answer: 0.2534
(h) Find the conditional probability that a French man is a non-smoker knowing that
he has secondary school education. Answer: 0.2661

11. A company sells a certain type of car that it assembles in one of four possible locations.
Plant I supplies 20% of the cars; plant II, 24%; plant III, 25%; and plant IV, 31%. Each
new car sold carries a one-year bumper-to-bumper warranty. A car assembled in plant
I, plant II, plant III, plant IV, has 5%, 11%, 3%, 8% chance of receiving a claim on its
warranty. From a customer’s point of view,

(a) Calculate the probability of a claim on the warranty of the car. Answer:
About 6.87% of the cars purchased will have a claim on their warranty.
(b) If a claim is made on the warranty of the car, Find the probability of Plant I, II,
III and IV that had claim. Which plant has the largest and smallest claim rate?
Answer: 0.146, 0.384, 0.109, 0.361.
(c) If no claim is made on the warranty, Find the probability of Plant I, II, III and IV
that had no claim. Answer: 0.204, 0.229, 0.261, 0.306.

12. Suppose it is known that 1% of the population suffers from a particular disease. A blood
test has a 97% chance of identifying the disease for diseased individuals, but also has a
6% chance of falsely indicating that a healthy person has the disease.

(a) What is the probability that a person will have a positive blood test? Answer:
0.0691
(b) If your blood test is positive, what is the chance that you have the disease? An-
swer: 0.1404
(c) If your blood test is negative, what is the chance that you do not have the disease?
Answer: 0.9997