BS108

Probability and Statistics

Chapter 1
Probability
Lecture 1
 Random Experiment and
Sample Space
Consider an experiment whose all outcomes are known in
advance. However, it is not certain which one will appear, this
experiment is known as random experiment

 The set of all possible outcomes of a random

experiment is called a sample space.
 We are going to denote the sample space by S.
 Examples
 Example(1): Tossing a coin once.

S = {H, T}

 Example(2): Rolling a die once.

S = {1, 2, 3, 4, 5, 6}
Example(3): Tossing two coins, then the sample
space consists of the following four points
S = {(H, H), (H, T), (T, H), (T, T)}

The outcome will be (H,H) if both coins are heads ,

(H,T) if the first coin is heads and the second tails ,
(T,H) if the first is tails and the second heads , and
(T,T) if both coins are tails .
 Example(4) : Rolling two dice.
 S = {(1,1), (1,2), . . . . . , (1,6),

(2,1), (2,2), . . . . , (2,6),

…………………………...
(6,1), (6,2), …… , (6,6)}
Or , we can write
S = { (i , j ) : i , j = 1,2,3,4,5,6 }
where the outcome (i , j ) is said to occur if i
appears on the leftmost die and j on the other die
Example (5): If the experiment consists selecting
three items at random from a manufacturing process ,
such that each item is inspected and classified
defective, D, or non defective, N . Then the sample
space will be
S = {(D,D,D), (D,D,N), (D,N,D), (N,D,D),(D,N,N),
(N,D,N), (N,N,D) , ( N,N,N)}
 Events
 An event, A, is a subset of a sample space. If A is an event,
we say that A has occurred if it contains the outcomes that
occurred
A  S.
 If an event A contains no outcomes, then A is an impossible
event.
 Example (7): In example 3, if A = {(H, H), (H, T)},
then A is the event that a head appears on the first coin.

Example (8): In example 4, if

A = { (1,6),(2,5),(3,4) , (4,3) , (5,2) , (6,1) } ,
then A is the event that the sum of the dice equals 7 .
Classification of Events:
•Simple Event:
It is the event that contains only one element from the sample space.

•Impossible Event:
It is the event that is impossible to occur on doing the random experiment.
It is the empty (null) set "Φ ".

•Sure Event:
It is the set of all the possible outcomes to the experiment i.e. it is the set "S".

•Mutually Exclusive Events (Disjoint Events):

The two events A & B S
are said to be mutually exclusive (disjoint) if the occurrence of one of them denies the occurrence
of the other i.e.
so we can write are disjoint.
 Complementary Events
 The complement of an event A with respect to S is
the subset of all elements of S that are not in A. We
denote the complement of A by A .
S
A
A
A

Figure 1 : shaded region :A

 A∩ A = Ф , AU A =S
Definition : The intersection of two events A and B, denoted
by A∩ B, or AB is the event containing all elements that are
common to A and B

Shaded region: AB

Example (9): In example 3, if

A = {(H, H), (H, T), (T, H)}
is the event that at least 1 head occurs, and
B = {(H, T), (T, H), (T, T)}
is the event that at least 1 tail occurs, then
A∩B = {(H, T), (T, H)}
is the event that exactly 1 head and 1 tail appear.
Example (6): In example 4, if
A = { (1,6),(2,5),(3,4) , (4,3) , (5,2) , (6,1) } ,
is the event that the sum of the dice equals 7 and
B = { (1,5),(2,4) , (3,3) , (4,2) , (5,1) }
is the event that the sum is 6 , then the event
A∩B = Ø .
That is A and B have no elements in common and therefore,
cannot occur simultaneously.

Definition : Two events A and B are mutually exclusive, or

disjoint if
A∩B = Ø,
that is, if A and B have no elements in common.
It is clear that A and A are mutually exclusive.
Definition : The union of the two events A and B, denoted by A B , is
the event containing all the elements that belong to A or B or both .

Shaded region: A B
Definition : The difference of the two events A and B,
denoted by A −B , is the event containing all the elements that
belong to A and not belong to B , that is A only (A  B )
S

B A B
Example (7):Page 49
A manufacturer of small motors is concerned with three major types of
defects. If A is the event that the shaft size is too large, B is the event
that the windings are improper, and C is the event that the electrical
connections are unsatisfactory, express in words what events are
represented by the following regions of the Venn diagram of the
following figure :
(a)Region 2 7 5
2
(b) Regions 1 and 3 together A B
(c) Regions 3, 5, 6, and 8 together 1
4 3

6
C
Solution :
(a) Since this region is contained in A and B but not in C , it represents
the event that the shaft is too large and the windings improper, but the
electrical connections are satisfactory .
(b) Since this region is common to B and C, it represents the event that
the windings are improper and electrical connections are
unsatisfactory.
(c) Since this is the entire region outside A , it represents the event that
the shaft size is not too large .
 Classical Probability
The (classical) probability, P(A), of an event A is
given by
number of elements in A n (A)
P(A)  
number of elements in S n (S)

It is assumed here that the sample space S is finite

and all outcomes are equally likely to occur.
 The Axioms of Probability
1- 0 ≤ P(A) ≤ 1 for each event A in S

2- P(S) = 1

3- If A and B are mutually exclusive events in S , then

P(A  B)  P(A)  P(B)