Probability Theory and Random

Processes – Lecture-02
Course code: ECE-215

UNIT-1
Probability and Random Variables

Title :
Probability axioms-understanding the
basic ideas

1
 Outline
• Probability – a mathematical framework
– For reasoning about uncertainty
– For developing approaches to inference problems

• Probabilistic models
– Sample space
– Events and Probability laws
• Axioms of probability.
• Simple examples.

2
 Sample space ‘S’
• Description of a sample space- the first step
• We do a “random experiment”- it could be
– Flipping a coin
– Rolling a die
– Picking some card in a card game

• “List” (set) of possible outcomes.

– A
– B
– C
– D H
T

• “List” must be
– Mutually exclusive – example if ‘A’ above has happened then ‘B’ has not happened and so on
– Collectively exhaustive- we have not forgotten to list out any of the possible outcomes

• Art: to be at the “right” granularity H This is also a

– How much detail we want to capture
T & its raining legitimate sample
– For the same coin flipping experiment.. space !
T & its not raining

3
 Sample space ‘S’: Discrete example

• Two rolls of a tetrahedral die

• Sample space vs Sequential description

2, 3
Y= Second roll
4
3

3, 2
2
1

1 2 3 4
X=first roll
4
 Events
• Event : a subset of sample space
• In general Probability is assigned to events as opposed to
individual outcomes- why?
• Consider a continuous sample space
– Set of ‘All’ Points inside a dart board
– With unit radius
S  {( x, y ) | x 2  y 2  1} assuming
the board' s center is at the origin

• This is an infinite sample space.

– Any individual point (infinite precision) on the dart board has “zero”
probability of getting hit.
– It is same for all the points.
– We are left with no information about the experiment.
– Hence collection of points (areas/ subsets/ events) are practically
useful.
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 Probability axioms
• Probability is assigned to events – Axiom1:
– we desire to work with non-
– Based on a probability law negative numbers
– A probability law describes our – Axiom2:
– Beliefs about the likelihood of events – Normalization
– Recognizes that the sample
• Should satisfy three axioms space itself is an event
– Should have the highest
• Axiom1: probability since it is all-
P( A)  0 encompassing.
– Arbitrarily selected as unity.
– Axiom3:
• Axiom2:
– Additivity
P( S )  1 – The probability of the event
equal to the union of any
• Axiom3: number of mutually exclusive
N N events is equal to the sum of
P (  An )   P( An ) if Am  An   the individual event
n 1 n 1 probabilities

P ( A  B)  P( A)  P( B )
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 Probability law: Example with finite sample space
• Tetrahedral die example- Let every possible outcome
• Have probability 1/16: discrete uniform law: applicable to fair dice

• P((X,Y) is (1,1)or(1,2)= 1  1  2
16 16 16

4
Y= Second roll
4

3
• P({X=1})=
16

2
1
• P(X+Y is odd)= 8
16
1 2 3 4
• P(min(X,Y)=2)= 5 X=first roll
16

7
Probability law: Example with infinite sample space
• Choose two random numbers inside the unit square- A square dart board?

S  {( x, y ) | 0  x, y  1}

1 x
• Let every possible outcome
• Have probability equal to the area: continuous uniform law
• What is
– P( X + Y ≤ 1/2) = 1  1  1  1
2 2 2 8

– P((X, Y)=(0.5, 0.3)) =

0
8
 • Any queries?

Thank you
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