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Chapter 2
Probability
Chapter Goals:
After completing this chapter, you should be able to:
 Understand and describe sample space and events for random experements
 Interpret probabilites and use porbabilites of outcomes to calculate probabilites
of events in discrete space.
 Intrpret and calculate conditional probabilites of events
 Determine the independence of events and use the independence to calculate
probabilites
 Use Bayes’ Theorem for conditional probabilities.

2.1 Sample Space and Events:

What the meaning of probability?
A probability is the numaric value representing the chance or possibility that an
uncertain event will occur (between 0 and 1).

To understand the probability we need the following definitions:

Experiment: a process of obtaining outcomes for uncertain events
Elementary Event: the most basic outcome possible from a simple experiment
Events: each possible outcome from a simple experiment
Joint events: an event that has tow or more characteristic
Sample Space: the collection of all possible elementary outcomes.
In grneral there is two types of sample spaces
1. Discrete sample space: if it consists of a finite or countable infinite set of
outcomes.
2. Coninuous sample space: if it contains an interval ( either finite or infinite) or
tral numbers.

Note: An event is a subset of the sample space of a random experement

Example1: Tossing a coin one time, write the sample space.

Example2: Tossing a coin two times, write the sample space.

Example3: Rolling a die one time, write the sample space.

Example 4: Rolling a die two times, write the sample space.

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Writing the sample space using a tree diagram:

Example: Tossing a coin two times, write the sample space using tree diagram.

So the sample space is: H

S.S = {(H,H),(H,T),(T,H),(T,T)} H
START T
H
T
T
Elementary Events
A automobile consultant records fuel type and vehicle type for a sample of vehicles
2 Fuel types: Gasoline, Diesel
3 Vehicle types: Truck, Car, SUV

Lest the possible elementary events

6 possible elementary events:

e1 Gasoline, Truck
e2 Gasoline, Car
e3 Gasoline, SUV
e4 Diesel, Truck
e5 Diesel, Car
e6 Diesel, SUV
S.S = {e1,e2,e3,e4,e5,e6}

Example: If two customers are asked to list their choice of ice cream flavor from
among vanilla, chocolate and strawberry. Lest the sample space showing the possible
outcoms.
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Example: Each message in a digital communication system is classified to whether it

received within the time specified by the system design. If three messages are
classified. Use the tree diagram to represent the sample space of the possible outcomes.

Example: Consider an experiment in which the thickness is measured until a connector

fails to meet the specifications. Write the sample space
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Events:
An event is a subset of the sample space of a random experiment.

Probability Concepts
Assume E1and E2 events defined on a sample space, then
1. Mutually Exclusive Events
The events are mutually exclusive if they cannot occur together.
 If the event E1 occurs, then the event E2 cannot occur
 The events E1 and E2 have no common elements

2. Collectively Exhaustive Events

 One of the events must occur
 The set of events covers the entire sample space (a list of the possible
events that can result from an experiment includes every possible outcome)

3. Independent and Dependent Events

 Independent: The two events are independent if the occurrence of one does
not affect the occurrence of the other, so it dose not affect the probability of
the other
 Dependent: The two events are dependent if the occurrence of one affects
the probability of the other

Example:
Let Let Ω = {𝑒1 , 𝑒2 , 𝑒3 , 𝑒4 , 𝑒5 , 𝑒6 , 𝑒7 , 𝑒8 } and 𝐴 = {𝑒1 , 𝑒2 , 𝑒4 , 𝑒8 }, 𝐵 = {𝑒1 , 𝑒3 , 𝑒5 , 𝑒7 }
are the two event
1. Mutually exclusive?
2. Collectively Exhaustive?
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Example:
Drawing one card from a deck of cards. Defined the events
A = aces; B = black cards;
C = diamonds; D = hearts
1. Are all event Collectively Exhaustive?
2. Are all event Mutually exclusive?
3. Are the events B, C and D Collectively Exhaustive?
4. Are the events B, C and D Mutually exclusive?

events A, B, C and D are collectively exhaustive (but not mutually exclusive – an

ace may also be a heart)

Example:
Tossing acoin two time. Defined the events:
A = heads on one flip of fair coin
B = heads on second flip of same coin
Are the two events independent?
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2.2 – 2.6: The Axioms of Probability and Some Elementary Theorems:

There are three types of probability:
1. a priori proability (Classical Probability Assessment):
the probability of success is based on prior knowledge of process involved.
Assuming all the outcome is equaly likely, the chance of occurrence of the event is
defined in the equation

Number of ways in which rhe event can occur

Probabiltiy of occurrence 
Total number of possible outcomes

2. Empirical probability (Relative Frequency of Occurrence):

the outcomes are based on observed data. Assuming all the outcome is equaly
likely, the chance of occurrence of the event is defined in the equation

Number of ways in which rhe event can occur

Probabiltiy of occurrence 
Total number of possible outcomes

The Axioms of Probability

1. Rules for Possible Values and Sum:
a. Individual Values (Axiom 1):
0 ≤ P(ei) ≤ 1, for any event ei
b. Sum of All Values(Axiom 2)
k

 P(e )  1
i 1
i

where:
k = Number of elementary events in the sample space
ei = ith elementary event

2. Addition Rule for Elementary Events

If: Ai = {e1, e2, e3,…,ek}
then: P(Ai) = P(e1) + P(e2) + P(e3)+ …+ P(ek)

3. Complement Rule
𝐴̅ is the collection of all possible elementary events not contained in event E.
The complement of event E
𝑃(𝐴̅) = 1 − 𝑃(𝐴) or 𝑃(𝐴) + 𝑃(𝐴̅) = 1

4. Addition Rule for Two Events

𝑃 (𝐴 ∪ 𝐵 ) = 𝑃 (𝐴 ) + 𝑃 (𝐵 ) − 𝑃 (𝐴 ∩ 𝐵 )
Where:
1. the word or means the union , all elements either in event E1 or in event E2 or
both without repetition.
2. the word and means the intersection , all elements that in both events at the
same time
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5. Addition Rule for Mutually Exclusive Events (Axiom 2):

If 𝐴 and 𝐵 are mutually exclusive, then 𝑃(𝐴 ∩ 𝐵) = 0
and
𝑃 (𝐴 ∪ 𝐵 ) = 𝑃 (𝐴 ) + 𝑃 (𝐵 )

6. Conditional probability for any two events E1 , E2:

𝑃 (𝐴 ∩ 𝐵 )
𝑃(𝐴|𝐵) = , 𝑃 (𝐵 ) > 0
𝑃 (𝐵 )
7. Independent Events:
Conditional probability for independent events 𝐴, 𝐵:

𝑃(𝐴|𝐵) = 𝑃(𝐴), 𝑃 (𝐵 ) > 0

𝑃(𝐵|𝐴) = 𝑃(𝐵), 𝑃 (𝐴 ) > 0

Note:
1. If 𝑃(𝐴 ∩ 𝐵 ) = 𝑃 (𝐴)𝑃 (𝐵 ) then the two events are independent.

2. If 𝐴, 𝐵 are independent, then

𝐴̅, 𝐵 and 𝐴, 𝐵̅ and 𝐴̅, 𝐵̅ are independent
3.
4. If A , B and C three events, then
P  A B C   P  A  P  B   P  C   P  A B   P  A C   P  B C   P  A B C 

5. If E1, E2, …, Ek, mutually exclusive events, then

P  E1 E2 ... Ek   P  E1   P  E2   ...  P  Ek 

6. The events E1, E2, E3, …, En are independent iff for any subset of these events Ei1, Ei2, Ei3,
…, Eik
P  Ei1 Ei 2 ... Eik   P  Ei1  P  Ei 2  ...P  Eik 
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Example:
Let Ω = {𝑒1 , 𝑒2 , 𝑒3 , 𝑒4 , 𝑒5 , 𝑒6 , 𝑒7 , 𝑒8 }and 𝐴 = {𝑒1 , 𝑒3 , 𝑒5 , 𝑒7 }, 𝐵 = {𝑒1 , 𝑒3 , 𝑒6 , 𝑒8 }
and P  e1   P  e3   0.1, P  e2   P  e4   0.15 P  e5   P  e7   0.01, P  e6   0.05 , then find
1. 𝑃(𝐴) =
2. 𝑃(𝐵̅ ) =
3. 𝑃(𝐴 ∪ 𝐵) =
4. 𝑃(𝐴 ∩ 𝐵̅ ) =
5. ̅̅̅̅̅̅̅
𝑃(𝐴 ∪ 𝐵) =
6. 𝑃(𝐴|𝐵) =
7. Are the events 𝐴 and 𝐵 independent? Explain.
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Example:
In a statistics class there are 18 juniors and 10 seniors; 6 of the seniors are females and
12 of the junurs are males. A student selected at random, find the probability of
selecting the following
1. A junior or a female
2. A junior or a senior.
3. A junior given that the student was a female
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Example:
There are four hotels in a town. Three men check into hotels in the town. What is the
probability that all three check into the same hotel?

Example:
If x is chosen at random from the set {1,2,3,4} and y is to be chosen at random from the set
{5,6,7}, what is the probability that xy will be even?
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Example:
Of the cars on a used car lot, 70% have air conditioning (AC) and 40% have a CD
player (CD). 20% of the cars have both.
1. Find the probability that a car has a CD or AC or both.
2. What is the probability that a car has a CD player, given that it has AC?
3. What is the probability that a car with no CD and no AC?
4. What is the probability that a car with no CD but with AC?
5. What is the probability that a car with just one?
6. Are the events independent? Explain.
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Example:
Sample of a cost aluminum per classified on the basis of surface finish ( in micrometers) and
length measurments. The results of 100 parts are sammarized as follows:

length
Excellent good Total
Excellent 80 3 83
Surface finish
good 10 7 17
total 90 10 100

1. If the selected part has excellent finish, what is the probability that the length is
excellent?
2. If the selected part has good length, what is the probability that the finish is
excellent?
3. Are the events independent? Explain
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Example:
The following circuit operates if and only if there is a path of functional devices from
left to right. The probability each device functions is shown. Assume that the
probability that a device functions does not depend on whether or not other devices are
functional. What is the probability that the circuit operates?
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Example:
Assume that business conditions in any year can be classified as either good or bad.
Suppose that if business is good this year, then it it will be also good next year with
probability 0.7. Also suppose that if business is bad this year, then with probability 0.4
it will be good next year. The prpbability that business will be good this year is 0.6.
Find the probability that the following statements are true
1. Business conditions both this year and next year will be good.
2. Business conditions will be good this year and bad next year.
3. Business conditions will be bad both years.
4. Business conditions will be good next year.
5. Given that business conditions are good next year, what is the probability that
they were good this year?
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2.7 Bayes’ Rule

Bayes theorem is used to revise previously calculated probabilities based on new
information
From the given diagram

E1 E2 Ek

P(Ej  B) P( B|E j )P(E j )

P(Ej |B)   k
P( B)
 P(B|E )P(E )
i 1
i i

Example:
Three sections each working on a big senior project, it was known that usually from
section 1 only 2% of the students does not submit the project on time, from section 2
only 3% of the students does not submit the project on time, and from section 3 only
4% of the students does not submit the project on time. If the three sections were given
50%, 30%, and 20% of the work respectively, find the following:
1. The probability that part of the project will not be submitted on time.
2. If part of the project was not submitted on time, what is the probability that it
was from section 2?
3. If part of the project was submitted on time, what is the probability that it was
from section 1?
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Example:
An internal auditor is auditing three departments X, Y, and Z, in his company. The number
of procedures in departments X, Y, and Z are respectively in the ratio 1 to 2 to 3. It is
known that the percentages of non-compliance in departments X, Y, and Z are 2%, 7%, and
12% respectively. If the auditor finds one non-compliance, what is the probability that this
procedure came from department Y?