MA 4040: Probability Theory

Dr. Sameen Naqvi

Department of Mathematics, IIT Hyderabad
Email id: sameen@math.iith.ac.in

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 Remark
I Let E1 , E2 , . . . ∈ F. Then,

P (E1 ∪ E2 ∪ E3 ) = P (E1 ) + P (E2 ) + P (E3 )

− (P (E1 ∩ E2 ) + P (E1 ∩ E3 ) + P (E2 ∩ E3 )) + P (E1 ∩ E2 ∩ E3 )
= p1,3 − p2,3 + p3,3 ,
where p1,3 = S1,3 , p2,3 = −S2,3 and p 3,3 = S3,3 .
I In general,
n
!
[
P Ei = p1,n − p2,n + p3,n − · · · + (−1)n−1 pn,n ,
i=1

where
(
Si,n , if i is odd,
pi,n = , i = 1, 2, . . . , n.
−Si,n , if i even
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 Theorem 2: Inequalities

Let (Ω, F, P) be a probability space and let

E1 , E2 , . . . , En ∈ F (n ∈ N, n ≥ 2 ). Then,
I Boole’s Inequality:
n
!
[
S1,n + S2,n ≤ P Ei ≤ S1,n
1=1

I Bonferroni’s Inequality:
n
!
\
P Ei ≥ S1,n − (n − 1) .
1=1

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 Corollary

Let (Ω, F, P) be a probability space and let

E1 , E2 , . . . , En ∈ F (n ∈ N, n ≥ 2 ). Then,
(i)
n
!
[
P (Ei ) = 0, i = 1, . . . , n ⇐⇒ P Ei =0
i=1

(ii)
n
!
\
P (Ei ) = 1, i = 1, . . . , n ⇐⇒ P Ei = 1.
i=1

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 Corollary

(i) Proof: First suppose that P (Ei ) = 0, i = 1, . . . , n. Using

Boole’s inequality, we get
n n
!
[ X
0≤P Ei ≤ P (Ei ) = 0.
i=1 i=1

It follows that P ( ni=1 Ei ) = 0.

S
Sn
Sn suppose that P ( i=1 Ei ) = 0. Then
Conversely,
Ei ⊆ i=1 Ei , i = 1, . . . , n, and therefore,
n
!
[
0 ≤ P (Ei ) ≤ P Ei = 0, i = 1, . . . , n,
i=1

i.e., P (Ei ) = 0, i = 1, . . . , n.

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 Corollary

(ii) Proof: We have

P (Ei ) = 1, i = 1, . . . , n ⇐⇒ P (Eic ) = 0, i = 1, . . . , n
n
!
[
c
⇐⇒ P Ei = 0 (using (i))
i=1
n
!c !
[
⇐⇒ P Eic =1
i=1
n
!
\
⇐⇒ P Ei = 1.
i=1

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 Equally likely probability models
I Suppose that the sample space
Ω = {ω1 , ω2 , . . . , ωk }
is finite (has k elements). Here singletons {ωi } are called
elementary events and
k
[
Ω= {ωi }.
i=1
Suppose that
1
P ({ωi }) =
, i = 1, . . . , k
k
I For any event E ∈ F, we have
E = {ωi1 , ωi2 , . . . , ωir }
where {i1 , . . . , ir } ∈ {1, . . . , k}, 1 ≤ r ≤ k.
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 Equally likely probability models
Sr
I Then E = j=1 {ωij } and
 
r
[
P (E ) = P  {ωij }
j=1
r
X

= P {ωij }
j=1
r
X 1
=
k
j=1
r
=
k
# of ways that are favorable to E ∈ F
=
total # of ways in which the random exp. can terminate

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 Example 1 (Birthday problem)

I Suppose that a college has n students, including you. Each of

them were born on non-leap years.
(a) Find the probability that atleast two of them have the same
birthday.
(b) For what values of n, the probability that you will find
someone who shares your birthday is 1/2?

Solution:
(a)

Required prob = 1 − P(all of them have different birthdays)

365 × 364 × · · · × (365 − n + 1)
=1−
365n

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 Example 1 (Birthday problem)

(b)

Required prob = 1 − P(no one shares the same birthday as mine )

364n
=1−
365n

For
364n
1− ≈ 0.5
365n
=⇒ n ≈ 253.

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Thank you for listening!

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