Module IV (Probability)

Probability
Probability refers to the chance of happening or non-happening of an
event. It is the degree of uncertainty about the happening of an event.
Properties of probability
 Probability of an event lies between 0 and 1.
 Let S denote the sample space, therefore S is a sure event. Then P(S)
=1.
 If A and B are two mutually exclusive events then P (AUB)= P(A)+P
(B).
Random experiment
An experiment that has two or more outcomes which vary in an
unpredictable manner from trail to trail when conducted under uniform
conditions is called random experiment.
Sample Point
Every indecomposable outcome of a random experiment is called
sample point.
Sample Space
It is a set containing all the sample points of that random experiment.
Trail
Trail is an attempt to produce an outcome of the random experiment.
Event
It is a subset of sample space. It is a result of random experiment.
Law of statistical regularity
The relative frequency of an event have a tendency to become more
and more stable as the number of repetitions of the experiment
increases. This tendency is called statistical irregularity.
Types of events
 Sure event (Certain event)
An event which is sure to take place when a random experiment is
performed.
 Impossible event (Empty event)
An event which can never take place when an experiment is performed.
 Uncertain event
It is the event which cannot predicts its happening.
 Equally likely events
Two events are said to be equally likely if anyone them cannot be
expected to occur in preference to other.
 Mutually exclusive events
A set of events are said to be mutually exclusive of occurrence of one of
them excludes the possibility of the occurrence of others.
 Exhaustive events
It includes all possible outcomes of random experiment.
 Dependent event
Happening of one event affect the happening of other event is called
dependent event.
 Independent event
Happening of one event no way to affects the occurrence of other
event is called independent event.
 Complementary events
Two events are said to be complementary when one event occurs if and
only if the other does not. The complementary probability of two
events add up to 1.
Joint probability
Joint probability means joint occurrence of two or more events.
Conditional probability
Let A and B are any two events, the probability of event A given that
the event B has already occurred or the conditional probability of A
given B denoted by P (A/B), is defined as
 P(A ∩ B)
P(A/B) =
( )
Permutation
It means arrangement of object in definite order.
Combination
It means selection of object without considering their order.
Approaches/ Definitions of probability
1. Classical definition of probability
2. Relative frequency definition of probability
3. Inverse probability
4. Axiomatic approaches to probability
Classical definition of probability (Prori probability)
If a random experiment results ‘n’ equally likely, mutually exclusive and
exhaustive number of cases of which ‘m’ cases are favorable to the
occurrence of an event ‘A’, then the probability of the event ‘A’ is P(A) =

Limits of classical definition

 If the events of a random experiment are not equally likely classical
definition cannot be applied,
 If the total number of outcomes of random experiment becomes
infinite classical definition fails to give a measure of probability.
 Classical definition of probability can be applied mainly to games of
chance like tossing a coin, throwing a die etc.
 It does not require actual experimentation.
Relative frequency definition of probability
According to this definition, the probability of an event can be defined
as the relative frequency with which it occurs in an indefinitely large
number of trials. It is also called empirical approach.
Inverse probability
Suppose an event has happened as a result of the several causes. Then
we are interested to find out the probability of a particular cause which
really affected the event to happen. Problems of this type are called
inverse probability.
Axiomatic approach to probability
Let Us be the sample space of a random experiment and A be an event
which is the subset of the sample space, so we can associate a real
number P (A) to the event A. P (A) is called the probability of the event.
It satisfies the following axioms:
1. 0 ≤ P (A) ≤ 1
2. P(S) = 1
3. P (A U B) = P (A) + P (B)

Theorems of probability
1. Addition theorem
2. Multiplication theorem
3. Baye’s theorem
Addition theorem of probability
 Addition theorem (Mutually exclusive events)
If two events A and B are mutually exclusive the probability of the
occurrence of either A or B is the sum of the individual probability of A
and B.
P (A U B) = P (A) + P (B)
 Addition theorem ( not mutually exclusive events)
If two events A and B are not mutually exclusive the probability of the
occurrence of either A or B is the sum of the individual probability
minus probability of both to happen.
P (A U B) = P (A) + P (B) - P (A∩B)
Multiplication theorem of probability
 Multiplication theorem (independent events)
If two events are independent, then the probability of occurring both
will be the product of the individual probability.
P (A∩B) = P (A).P (B)
 Multiplication theorem of (dependent events)
If two events are dependent, then the probability of occurring second
event will be affecting the outcome of the first.
P (A∩B) = P (A).P (B/A)
Baye’s Theorem
Let us be the sample space of a random experiment which is
partitioned into ‘n’ mutually exclusive events B1, B2… Bn. Let A be an
event in the sample space which can happen only if anyone of the
events B1, B2… Bn happens.
( ). ( / )
P (Bi/A) =
( ). ( / ) ( ). ( / ) .. ( ). ( / )
Difference between priori probability and posteriory probability
Priori probability Empirical probability
Total possible outcome is finite. Total possible outcome is infinite.
Events must be equally likely and This must not be required
mutually exclusive. condition.
Experimental conditions remain Experimental conditions may not
homogeneous and identical. remain homogeneous and
identical.
It is not based on past data. It is derived from past experience.
Set
Set is a well-defined collection of distinct objects.
Representation of set
1. Tabular method
In this method a set is described by the elements separated by commas
and enclosed within braces.
2. Set builder method
In this method set is represented by specifying the characteristics
property of its elements.
Types of sets
1. Null set
A set containing no element is called null or empty set.
2. Single set
A set containing a single element is called single set or unit set.
3. Finite set
Set consist of a finite number of elements.
4. Infinite set
Set consist of infinite number of elements.
5. Equivalent set
Two sets of A and B are said to be equivalent set then it contains equal
number of elements.
6. Equal set
Two set contains equal elements are called equal set.
7. Subset
If every element of A is an element of B then A is called subset.
8. Universal set
If all the sets under consideration are subset of a fixed set U is called
universal set.
9. Disjoint set
Two sets A and B are said to be disjoint set if no element A in B.
Venn diagram
The relationship between sets can be represented by means of diagram
is known as Venn diagram.

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