Probability

Introduction
So far we have been dealing with sample data drawn
from the population. If we wish to infer something
about the population on the basis of samples, we are
dealing with uncertainty or probability. It may be noted
that concepts of probability form the foundation of all
decision making and statistical reasoning. The concepts
of Probability are especially relevant in many fields
such as engineering, social sciences, commerce and
business etc. We shall only be concerned with
engineering applications although we can talk about
the problems in business and social sciences as these
fields have common domain with engineering
problems.
 Definition
• Sample Space: It is set of all possible outcomes of
some random experiment. For example, when a pair
of fair coins is tossed, the possible outcomes are
𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 . Thus above set is a sample space,
which is usually denoted by S.
• Event: Any subset of sample space is called event.
• Probability: Probability is a numerical measure of
likely hood of an event. It always lies between 0 and
1 both inclusive. It may be noted that word “Likely
hood” means that the chance of occurrence of each
element of a sample space is same.
 Notation
It is conventional to use shorthand notation when
assigning probabilities. For example “What is the
probability of 5 defective parts being discovered in a
batch sample” can be expressed simply as;
𝑃(𝑋 = 5)
Where X or any other symbol is used to represent the
number of defective components. Similarity, “What is
the probability of 5 or less defective parts being
discovered in a batch sample” can be expressed as:
𝑃 𝑋≤5 =
𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 +𝑃 𝑋 =3
+ 𝑃 𝑋 = 4 + 𝑃(𝑋 = 5)
 Notation
The question now arises is that how probability
values can be determined.
There are basically three ways to assign the
probabilities.

i) Classical or Theoretical Approach.

ii) Relative frequency (Empirical) approach.
iii) Subjective Approach.
 Classical or Theoretical Approach
This approach applies only in a situation where a
particular outcome can be assigned a probability on
a prior (or prior knowledge) grounds. For example;
• In a tossing a “fair” coin, only two outcomes are
possible Head (H) or Tail (T).
Thus 𝑃 𝐻 = 𝑃 𝑇 = 0.5
• In throwing a “fair” die,
𝑃 6 = 𝑃 5 = ⋯ = 𝑃 1 = 1Τ6
• In drawing an ace from a pack of 52 cards.
𝑃 𝐴𝑐𝑒 = 4Τ52 = 1Τ13.
 Classical or Theoretical Approach
Classical approach for assigning probability
depends on the fact that each element of a sample
space is “equally likely” which means the chance of
occurrence of each element of a sample space is
same. Thus if A is an event containing m sample
points and S is a sample space containing n sample
points which are equally likely, then
𝑃 𝐴 = 𝑚 Τ𝑛
In many problems, this definition does not suit
because it is not necessary that each element of
sample space be equally likely. Hence, other
methods of assigning probabilities are required.
 Relative Frequency (Empirical)
Approach
This approach assigns probabilities on the basis of
empirical evidence obtained from an experiment,
survey or any historical record. The following
example illustrates the essence of this approach.
 Example#01
The following data shows the expected lifetime of
100 floppy disks made and tested by a firm.
Life Time of F. disk No. of F. disk Relative Frequency
(hours) (Frequency)
Less than 10 20 20/100=0.2

10 and less than 15 42 42/100=0.42

15 and less than 20 28 28/100=0.28

20 or more 10 10/100=0.10

Total 100 Sum=1

 Example#01
We see that out of 100 FD, 20 have been found to
last less than 10 hours; this gives a relative
frequency of 20/100=0.2.

In general, if 𝑓𝑖 denotes the frequency with which

an event 𝐸𝑖 occurs, then
𝑃 𝐸𝑖 = 𝑓 Τσ 𝐹 , i=1,2,3,…n
 Subjective Approach
This approach to assign probabilities is based on a
measure of an individuals degree of belief, that an
event will occur. Such approach is employed in
situations in which the above two approaches can
not work. For Example, electoral outcomes, the
result of football match, likelihood of a successful
product launch or many other events in future for
which past records are of no help. In such
situations, it is often essential to obtain a consensus
view of probabilities. For example there is a belief
of software company that, there is 75% chance that
a new software will be liked by the users.
 Axioms of Probability
i) Probability of a non empty event A is positive
and less than 1 that is 0<P(A)<1
ii) Probability of a null set is zero that is 𝑃 ∅ = 0
iii) Probability of a sample space S is 1, that is
𝑃 𝑆 = 1.
iv) 𝑃 𝐴 ƴ = 1 − 𝑃(𝐴), where 𝐴 ƴ is the Complement
event of A.
 Rules of Probability
In this section we shall discuss important rules of
probability.

Additive Rules of Probability:

If A and B be two events of a sample space S, then
i) P(AUB)=P(A) + P(B), where A and B are not
mutually exclusively (disjoint) events.
ii) P AUB = P A + P B − P(A ∩ B) , where A
and B are not mutually exclusively (disjoint)
events.
 Additive Rules of Probability
i. Proof:

Suppose S be a sample space containing n sample points. Let

A contains 𝑚1 and B contains 𝑚2 sample points then,
𝑃 𝐴 = 𝑚1 Τ𝑛 and 𝑃 𝐵 = 𝑚2 Τ𝑛
Since A and B are disjoint events, then AUB contain 𝑚1 +
𝑚2 points, Thus
P(AUB)=(𝑚1 + 𝑚2 )Τ𝑛 = 𝑚1 Τ𝑛 + 𝑚2 Τ𝑛 = 𝑃 𝐴 + 𝑃(𝐵)
 Additive Rules of Probability
ii. Proof:

From the Venn diagram, we may observe that

𝐴𝑈𝐵 = 𝐴𝑈 𝐵 − 𝐴 , Where both A and 𝐵 − 𝐴 are
disjoint events,
𝑃 𝐴𝑈𝐵 = 𝑃 𝐴 + 𝑃(𝐵 − 𝐴)
 Additive Rules of Probability
Now event B can be expressed as,
𝐵 = 𝐵 − 𝐴 ∪ 𝐴 ∩ 𝐵 , where (𝐵 − 𝐴) and (𝐴 ∩
𝐵) are also disjoint events,
Thus, 𝑃 𝐵 =𝑃 𝐵−𝐴 +𝑃 𝐴∩𝐵
𝑃 𝐵−𝐴 = 𝑃 𝐵 −𝑃 𝐴∩𝐵
Hence, equation (1) becomes,
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵)
 Example#02
In a Suzuki manufacturing plant, three types of cars are
produced. The production in a particular month is shown in
the following table.
Color
Car make Total
White Blue Red
Mehran 4 3 2 9
Khyber 3 1 1 5
Margalla 2 1 2 5
Total 9 5 5 19

A car is selected at random, What is the probability that either

i. A Mehran car on Khyber car is selected.
ii. A Mehran car or red color car is selected.
 Solution
Let A: an event of selecting a Mehran car
B: an event of selecting a Khyber car
C: an event of selecting a red color car
i. Since the two events A and B are mutually
exclusive, hence
𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵
= 9Τ19 + 5Τ19 = 0.73
ii. Here A and C events are not disjoint because a
Mehran car can also be a red car hence
𝐴 ∩ 𝐶 = {2}
Thus 𝑃 𝐴 ∪ 𝐶 = 𝑃 𝐴 + 𝑃 𝐶 − 𝑃(𝐴 ∩ 𝐶)
= 9Τ19 + 5Τ19 − 2Τ19 = 0.63
 Example#03

The probability that a particular component of a

machine needs replacing in a five year period is 0.6
and that of another component is 0.3 and both is
0.15. Find the probability that neither component
needs replacement in a five years period.
 Solution
Let A: event that first component of machine needs
replacing in five years period.
B: the event that second component of machine
needs replacing in five years period. Then
𝑃 𝐴∪𝐵 = 𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵
= 0.6 + 0.3 + 0.15
= 0.75
Now if neither component needs a replacement in 5
years, we have
𝑃(𝐴 ∪ 𝐵) ƴ = 1 − 𝑃 𝐴 ∪ 𝐵
= 1 − 0.75 = 0.25
 Multiplicative Rules of Probability

i. P A ∩ B = P A . P B , Where A and B are

independent.
ii. P A ∩ B = P A . P(BΤA), Where A and B are
dependent.
 Multiplicative Rules of Probability
i. Proof:

Consider a Venn diagram as shown as above. Let 𝑛1

denote the number of elements lying inside A and m
denote the number of elements lying in both A and
B. Then the probability that B will occur subject to
the restriction that A must occur is given by
𝑃(𝐵Τ𝐴) = 𝑚Τ𝑛1 (1)
 Multiplicative Rules of Probability
If n is the total number of points, then
𝑃 𝐴 = 𝑛1Τ𝑛 and
𝑃 𝐴 ∩ 𝐵 = 𝑚 Τ𝑛
Therefore, 𝑃(𝐴 ∩ 𝐵) Τ𝑃(𝐴) = 𝑚Τ𝑛1 (2)
Now from equations (1) and (2), we have
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵Τ𝐴)
 Independent Events
If the occurrence of event A does not effect the
occurrence of B, then A and B are independent. In
this case

𝑃(𝐵Τ𝐴) = 𝑃(𝐵)
Therefore,
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵)
 Conditional Probability
If two events follow each other, then the outcomes
of the second may depend on the out comes of the
first. For example, if we draw a card from a pack
and then draw a second card, the probability of
second being a heart is clearly affected by whether
the first card was heart or not.
The probability of an event A given that an event B
has already occurred is denoted by 𝑃(𝐴Τ𝐵) and is
known as conditional probability. This is defined as:
𝑃(𝐴Τ𝐵) = 𝑃(𝐴 ∩ 𝐵)Τ𝑃(𝐵) , Where 𝑃(𝐵) ≠ 0.
 Example#04

Suppose that we have a fuse box containing 30 fuses

of which 6 are defective. If two fuses are selected at
random and removed from the box. Find the
probability that they both are defective fuses, if the
first fuse is
i. Replaced
ii. Not replaced
 Solution
i) Since the fuses are replace, hence A and B are
independent events
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵)
Let A: The event that first fuse drawn is defective.
B: The event that second fuse drawn is defective.
𝑃 𝐴 = 6Τ30 and 𝑃 𝐵 = 6Τ30
Thus,
𝑃 𝐴 ∩ 𝐵 = (6Τ30) (6Τ30) = 36Τ900 = 0.04
ii) Since the fuses are not replaced, hence two events
are dependent.
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵Τ𝐴)
𝑃 𝐴 ∩ 𝐵 = (6Τ30)(5Τ29) = 30Τ870 = 0.034
 Example#05

Vehicles coming into an intersection can turn left or

right or go straight ahead. Two vehicles enter at
intersection. Find the probability that at least one of
the two turns left given that at least one of the two
vehicles turns.
 Solution
𝑆 = {𝐿𝐿, 𝐿𝑅, 𝐿𝑆, 𝑅𝐿, 𝑅𝑅, 𝑅𝑆, 𝑆𝐿, 𝑆𝑅, 𝑆𝑆}
Let A denoted the event at least on of the two turns
left
That is 𝐴 = 𝐿𝐿, 𝐿𝑅, 𝐿𝑆, 𝑅𝐿, 𝑆𝐿
And B denotes the event that at least one of the two
turns right
𝐵 = 𝐿𝐿, 𝐿𝑅, 𝐿𝑆, 𝑅𝐿, 𝑅𝑅, 𝑅𝑆, 𝑆𝐿, 𝑆𝑅
𝑃 𝐴 = 5Τ9 𝑎𝑛𝑑 𝑃 𝐵 = 8Τ9
𝑃 𝐴Τ𝐵 = 𝑃(𝐴 ∩ 𝐵)Τ𝑃(𝐵) = (5Τ9) (8Τ9) = 5Τ8
 Example#06
The circuit shown below operates iff there is a path
of functional devices from left to right. The
probability that each device functions is shown on
the graph. Assume that devices fail independently,
what is the probability that the circuit operates?
 Solution
Reliability of a system connected in series, that is:
𝑹𝟏 𝑹𝟐 𝑹𝟑

𝑅 = 𝑅1 + 𝑅2 + 𝑅3
Reliability of a system connected in parallel, that is,
𝑹𝟏

𝑹𝟐
𝑅 = 1 − 1 − 𝑅1 1 − 𝑅2 1 − 𝑅3 = 1 − 𝐹1𝐹2𝐹3

𝑹𝟑
 Solution
Thus,

Using the fact that devices function independently, we

obtain

= 1− 1 − 0.9 1 − 0.9 1− 1 − 0.95 1 − 0.95 0.99

= 1 − 0.001 1 − 0.0025 0.99
= 0.999 0.9975 0.99 = 0.987
 Bayes’s Rule
If 𝐴1 , 𝐴2 , … , 𝐴𝑘 form a partition of a sample space (that
is mutually exclusive and exhaustive) for some
experiment and B is any other event which occurs when
at least one 𝐴𝑖 occurs, then the probability of an event
𝐴𝑖 occurring given that B has occurred is given by
Proof
 Proof
Consider the mutually exclusive and exhaustive events
𝐴1 , 𝐴2 , … , 𝐴𝑘 and any event B which is common among all
these events and is defined as
𝐴1 ∩ 𝐵 , 𝐴2 ∩ 𝐵 , … , 𝐴𝑘 ∩ 𝐵 , as shown in figure.
By the multiplication law of probabilities, we have
𝑃 𝐵 ∩ 𝐴𝑖 = 𝑃 𝐵 𝑃(𝐴𝑖 Τ𝐵)
And 𝑃 𝐴𝑖 ∩ 𝐵 = 𝑃 𝐴𝑖 𝑃(𝐵 Τ𝐴𝑖 )
But 𝑃 𝐵 ∩ 𝐴𝑖 = 𝑃(𝐴𝑖 ∩ 𝐵)
Hence 𝑃 𝐵 𝑃 𝐴𝑖 Τ𝐵 = 𝑃 𝐴𝑖 𝑃(𝐵 Τ𝐴𝑖 )
Solving for 𝑃(𝐴𝑖 Τ𝐵), we get
 Proof
But event B can be written as
𝐵 = 𝐴1 ∩ 𝐵 ∪ 𝐴2 ∩ 𝐵 ∪ ⋯ ∪ 𝑃 𝐴𝑘 ∩ 𝐵
Thus by applying the additive rule for mutually exclusive
events, we get
𝑃 𝐵 = 𝑃 𝐴1 ∩ 𝐵 + 𝑃 𝐴2 ∩ 𝐵 + ⋯ + 𝑃 𝐴𝑘 ∩ 𝐵
We may express each term 𝑃(𝐴𝑖 ∩ 𝐵) as 𝑃 𝐴𝑖 𝑃(𝐵Τ𝐴𝑖)
Then,
𝑃 𝐵 = 𝑃 𝐴1 𝑃 𝐵Τ𝐴1 + 𝑃 𝐴2 𝑃 𝐵Τ𝐴2 + ⋯ + 𝑃 𝐴𝑘 𝑃 𝐵Τ𝐴𝑘

Thus form equations (1) and (2), we have

 Example #07

In a bolt factory machines, A, B and C manufacture

25%, 35% and 40% respectively of the total output of
their outputs 5,4 and 2 percent respectively are
defective bolts. A bolt is drawn at random and found to
be defective. What are the probabilities that it was
manufactured by machines A, B or C respectively?
 Solution
Let D be the event that bolt chosen at random be
defective. The following tree diagram shows the
respective probabilities of different events.
 Solution

We have
𝑃 𝐴 = 25 ∕ 100,𝑃 𝐵 = 35 ∕ 100,𝑃 𝐶 = 40 ∕ 100
𝑃 𝐷 Τ𝐴 = 5Τ100 , 𝑃 𝐷 Τ𝐵 = 4Τ100 , 𝑃 𝐷 Τ𝐶 = 2 ∕ 100
We wish to find probability that defective bolt is chosen
From Machine A that is 𝑃(𝐴Τ𝐷)
From Machine B that is 𝑃(𝐵Τ𝐷)
From Machine C that is 𝑃(𝐶 Τ𝐷)
 Solution
By using Bayes’s Rule

𝑃 𝐴Τ𝐷

𝑃 𝐴Τ𝐷 = 25 ∕ 69
Similarly, 𝑃(𝐵 Τ𝐷) and 𝑃(𝐶 Τ𝐷) are to be calculated.
 Counting Techniques
Sometimes we can list all the possible out comes and
then count; but in most cases the number of possibilities
is so large that direct listing is impractical. Thus we
need to develop techniques that do not rely on the direct
listing for determining the number of ways some thing
can happen. Such techniques are usually referred to as
counting techniques.
 The Fundamental Counting Rule
(Multiplication Rule)
If an experiment can be performed in 𝑛1 ways and after it is
done, another experiment can be performed in 𝑛2 ways, then
the two experiments can be performed in 𝑛1 𝑛2 ways. In
general the sequence of k operations can be performed in
𝑛1 𝑛2 𝑛3 … 𝑛𝑘 ways.
Frequently, we are interested in a sample space that contains
all possible orders or arrangements of a group of objects.
For example we may like to know how many arrangements
are possible for 6 people to sit around a table or we may ask
how many different orders are possible to draw 2 lottery
tickets from a total of 20. The different arrangements are
called permutations.
 Permutation
A permutation is an ordered arrangements of all or part
of some number of objects.
Permutation Rule: The number of possible
permutations of r objects from a collection of n objects
is given by the formula
 Special Permutation Rule and
Combination
Special Permutation Rule: The number of possible
permutations of n objects among themselves is
𝑛𝑃 = 𝑛!
𝑟
In Several problems, we are interested in the number of
ways of selecting r objects from n without regard to order.
These selections are called Combinations.

Combination Rule: The number of possible combinations

of r objects from a collection of n objects is given by the
formula