Introduction to the theory of

Probability
 Random Experiments and their
outcomes
A random experiment or statistical experiment is an experiment whose
outcomes are uncertain
A common example is that of tossing a coin: we know the possible
outcomes to be a head or tail, but in any toss we cannot tell in
advance which of the two will occur.
Sample space: the collection of all possible outcomes of an experiment
The sample space can also be described by a venn-diagram or a tree
diagram
Sample point: each individual outcome

If you toss a coin twice the results can be shown using a tree diagram or
a venn-diagram as sown
 HT
• An Event is a
HH
collection of one or
more sample points of
TH TT an experiment

{HH}
H
H T {HT}

T {TH}
H
T
{TT}
 Same sample space
• The following table illustrates a better sample space for the sum obtain when rolling two dice

Second Die

1 2 3 4 5 6
First Die
1 2 3 4 5 6 7

2 3 4 5 6 7 8

3 4 5 6 7 8 9

4 5 6 7 8 9 10

5 6 7 8 9 10 11

6 7 8 9 10 11 12
Examples of classical probability
Sum Frequency Relative Frequency • consider the frequency distribution
for the above sums.
2 1 1/36
• If just the first and last columns were
3 2 2/36 written, we would have a probability
distribution.
4 3 3/36
• The relative frequency of a frequency
5 4 4/36 distribution is the probability of the event
occurring.
6 5 5/36
• This is only true, however, if the events
7 6 6/36 are equally likely.
8 5 5/36
• This gives us the formula for classical
probability.
9 4 4/36 • The probability of an event occurring is
10 3 3/36
the number in the event divided by the
number in the sample space.
11 2 2/36

12 1 1/36
 Classical Approach
• This approach is applicable to an experiment whose outcomes are:
– Equally likely
– All known and finite in number
• The probabilities of events that are assigned are exact and can be
verified through the use of many repeated trials.
• A random experiment is said to have equally likely sample points if all
its sample points have the same probability of occurrence.
• Let a random experiment have n equally likely sample points
represented by the simple events E1, E2, …..En.
• Then P(E1)=P(E2)=…=P(En). And since
n

 P( Ei)  1
i 1

n P(Ei) = 1

P(Ei) = 1/n
 Empirical Approach
• Empirical probability is based on observation.

• The empirical probability of an event is the

relative frequency of a frequency distribution
based upon observation.

• P(E) = f / n
 Probability
• The probability of an event is a numerical measure of the chances or
likelihood of the event occurring.
• Let E be an arbitrary event of a random experiment. Then the
probability of an event E is a number which lies between 0 and 1.
That is

0  P( E )  1
An event that has no chance of occurring whatsoever will have a probability of 0,
while an event that will certainly occur will have a probability of 1
• Let E1, E2, ……En be the collections of all possible simple events of a random
experiment. Then the sum of their individual probabilities is 1
n

 P( Ei)  1
i 1

•Thus in the experiment of tossing a coin once, P(H) + P(T) =1

•Tossing a coin twice P(HH) +P(HT)+P(TH)+P(TT) = 1
 Examples
1. Consider the experiment of tossing a fair die (that is a die whose six
faces are equally likely) once.
– (a) what is the probability of getting an even number?
– (b) what is the probability that the number that appears is at most 4?
• 2. Consider the example of tossing three fair coins. Let E be the
event “at most 2 heads”. What is P(E)?
• 3. A bag contains 2 green , 4 blue and 6 red balls which are well
shuffled. One ball is randomly drawn from the bag. What is the
probability that it is
– (a) Green
– (b) Green or Blue
– © Yellow
 General laws of probability
• All probabilities are between 0 and 1 inclusive

0 <= P(E) <= 1

• The sum of all the probabilities in the sample space is 1

• The probability of an event which cannot occur is 0.

• The probability of any event which is not in the sample space is zero.
• The probability of an event which must occur is 1.
• The probability of the sample space is 1.
• The probability of an event not occurring is one minus the
probability of it occurring.

P(E') = 1 - P(E)
 Basic Event Relations and
Probability Laws
1. Mutually Exclusive Events
Two or more events are said to be mutually exclusive if the occurrence
of any one of them precludes the occurrence of the other(s). i.e
do not contain same sample points or cannot occur
simultaneously.
If two events are mutually exclusive, the probability that either event
occurs is P(either A or B) = P(A) + P(B)
This is referred to as the addition rule of mutually exclusive events and
can be extended to beyond two events.
In general through for any two events A and B.

P (A or B) = P(AUB) = P(A) + P(B) – P(AnB) Law 1

 Example
An ordinary pack of playing cards contains 13 – “diamonds” 13 ‘hearts’ 13
‘clubs’ and 13 ‘spades’. Let a random experiment involve drawing one
card randomly. What is the probability that the card is:

(a) red
(b) a King
( C) a red and a king
(d) a red or a king
If the cards are shuffled?
Solution
(a) There are a total of 26 ( 13 heads and 13 diamonds)
P (red) = 26/52 = ½
(b) There are four kings
P (a king) = 4/52 = 1/13
( c ) P (a red and A King) = 2/52 = 1/26

( d) P (a red or king) = P (red) + P (King) – P (red and king)

26/52 + 4/52 - 2/52
28/52
7/13