Chapter S1 - Probability

Students Copy
Raffles Junior College

H2 Mathematics
JC2 2007
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Chapter S1 Probability
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Chapter S1 Probability the Mathematics of Chance and Coin Tossing
PRE-REQUISITES
Set Language and Notation
In particular the meaning of A, A B, A B, A B, A', x
Venn Diagrams
Permutations and Combinations
In particular, basic counting principles: addition and multiplication principle.
Calculate the probability of a single event as either a fraction or a decimal
Calculate the probability of simple combined events, using possibility diagrams and
tree diagrams where appropriate (in possibility diagrams outcomes will be
represented by points on a grid and in tree diagrams outcomes will be written at the
end of branches and probabilities by the side of the branches)
CONTENT
0 Introduction

1 Random Experiments, Sample Space and Events
Set Operations: Taking Complements, Intersections and Unions ( ', and )
Algebra of Sets:
Mutually Exclusive Events

2 Probability
Frequentist Approach
Theoretical Approach
Axioms
Properties
Subjectivist Approach

3 Conditional Probability

4. Independent Events

5. Worked Examples

0 INTRODUCTION
What does Randomness mean to you?
Most of us have an intuitive feeling about what it means for something to be random. We
know that life is uncertain and speak about randomness in our everyday language. We ask
a weather forecaster, what is the chance or likelihood of rain? We identify the word
randomness to mean unpredictable or unknown when we ask, What is the outcome of a
roll of one die ? What is the outcome of a flip of a coin ? or What does the future hold ?

A brief History
An interesting question in the history of science is: Why was Probability as a
Mathematical theory not developed and studied until the 16
th
Century? In the 16
th
Century
Raffles Junior College H2 Mathematics JC2 2007
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problems in gambling made people think about probability. However, Historians have long
known that games of chance are as old as civilization. An interesting discussion can be
found in the book by I. Hacking, The Emergence of Probability (Cambridge: Cambridge
University Press, 1975)

Among the first persons to calculate probabilities systematically was Gerolamo Cardano
(1501-1576) In his book Liber de Ludo Aleae, he dealt with the special case of equally
likely outcomes. In this case, Cardano realized that the probability that an event occurs is
the ratio of the number of favourable outcomes to the total number of outcomes.

The beginning of a systematic study of Probability is attributed to a famous series of letters
between Pascal and Fermat. This correspondence was initiated by Pascal to consult
Fermat about problems he had been given by Chevalier de Mere a well-known writer,
prominent figure at the court of Louis XIV and an ardent gambler !

The first problem de Mere posed was a dice problem which involved the probability of
getting at least one six in four throws of a die. The story goes that he had been betting that
at least one six would turn up in four rolls of a die and winning too often, so he then bet
that a pair of sixes would turn up in 24 rolls of a pair of dice.

The second problem concerned the determination of a fair division of the stakes in a
tournament (series of game) when the series is interrupted before it is completed. This
problem is referred to as the Problem of Points. One form of the problem is as follows:
A team plays ball such that a total of 60 points are required to win the
game and each round counts 10 points. The stakes are 10 ducats. By
some incident they cannot finish the game and one side has 50 points and
the other 20 points. One wants to know what share of the prize money
belongs to each side.

It was only as recently as in 1933 that a universally accepted axiomization (See Section 2
for the Axioms) of the theory was proposed by A. N. Kolmogorov. Gradually, these
developments branched out far beyond the games of chance to encompass many other
fields associated with chance occurrences, such as politics, business, insurance, weather
forecasting, and scientific research. Some applications are:

1. According to quantum theory of physics, we use probabilities to describe the
organization of subatomic particles, atoms in crystals and gas molecules.
2. Probabilistic understanding of how genes are transmitted from parents to offspring
is the basis of models of inheritance.
3. The model of the AIDS epidemic is based on probability arguments.
4. Banks apply probability to assess the risk of granting credits to different applicants.

With additional computing power, simulation is now employed to model these different
kinds of chance behaviour and answer questions which are otherwise beyond the reach of
theoretical calculations.

To create realistic Mathematical models, make informed predictions and forecasts an
understanding of basic probability theory is essential.
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The concepts in this first section should be familiar to you.

1. RANDOM EXPERMENTS, SAMPLE SPACE AND EVENTS
In this section we discuss the concept of an experiment, the sample space and events.

Our goal in Section 2 Probability will be to assign probabilities to events so we first need
to understand how to Mathematically describe what events are, and how to deal with them.

A random experiment is any process of observation or measurement of a
phenomenon which has multiple possible outcomes. We use the word outcome to
mean a result (instrument reading etc) of the experiment and this result may or may
not be numerical. An outcome may consist of more than one item of (qualitative
and/or quantitative) information. The outcome prior to the experiment cannot be
predicted with certainty. However, we assume that we are aware of all possible
outcomes.

For each experiment, the set consisting of all possible outcomes is called the
sample space, of the experiment. Each outcome or element in the sample
space is called a sample point. Sample space can be finite or infinite sets.

An event A is a subset of the sample space and is typically denoted by upper case
letters A, B, C etc. i.e. A . In other words, an event A is a set consisting of
possible outcomes of the experiment.

An event that consist of a single outcome is referred to as an elementary or simple
event. An event that consist of more than one outcome is called a compound
event. We say that an event A occurs when the outcome of the experiment is any
element of the set A.

The set is called the sure or certain event since some member of must
occur. The empty set or { } is called the impossible event.

Example 1
An experiment consists of tossing a fair coin.
What are the likely outcomes ? What events are we interested in ?
The sample space ={Heads, Tails}
Let H={Heads} then H is the event of obtaining a heads with the toss of 1 coin.

A coin is flipped and Heads obtained.
So we say, event H has occurred.

Stop and Think: What would be a simple representation for sample space for 100 flips
of a coin ?
How big would the sample size be?
Is it possible for the coin to land and balance on an edge ?
Should we include it into our sample space?

Comment [S1]: A random variable is a
numerical value associate with the
outcome of an experiment.
Comment [S2]: Discrete (i.e.
countable) or Continuous (uncountable).
Comment [S3]: If we code H by 1
and T by 0 then we can represent the
sample space as all binary sequences with
100 digits.
Hence, sample size is
100
2
Comment [S4]: We could include it in
the sample space. We will then have to
think about the probability assigned to
such an event. Likely, to set P(E)=0.
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Example 2
An experiment consists of rolling a die.
The sample space { {{ { } }} } 1, 2, 3, 4, 5, 6 = = = = .
What are some events of interest ?

Let E be the event of obtaining an even number.
Then translating into set language E={2,4,6}

Let F={1,2}, then F is the event obtaining a number less than 3.

Suppose the outcome of the roll of a die is 2, 2 E and 2 F then we say that the
event E has occurred AND the event F has occurred

Suppose the outcome of the experiment is a 6, 6 E but 6 F then we say that the
event E has occurred BUT the event F has NOT occurred.

Stop and Think: Let G={7}. Is G an event ?
Is it possible to define our sample space or Z R = = = = ?

We can form a 2-way table (or possibility diagram) to list down all the outcomes of
experiments in the following instances
(i) Experiments which records 2 measurement
(ii) Experiment that has 2 sub-stages.

Example 3
An experiment consists of associating lung disease and smoking. A man aged 60 is
randomly selected and asked whether he is a smoker and whether he has lung disease.
The sample space can be written as entries in the following 2-way table.
Smoker Non-Smoker
Has Lung
Disease
Smoker & Has lung Disease Non-Smoker & Has lung Disease
Does NOT have
Lung Disease
Smoker & Does NOT have
lung Disease
Non-Smoker & Does NOT
have lung Disease

Example 4
A student is asked for the month of the year and the day of the week on which her birthday
falls. The sample space can be written as the entries in table as above.
Alternatively, we can represent the sample space as points on the grid

2
{( , ) : 1, 2,...,12 ; 1, 2,..., 7} x y x y = = = = = = = = = = = =
where we have coded the months
and the days of the week
in terms of numbers.

Let
2
E {( , ) : 7} x y x y = + = = + = = + = = + =

Then, in terms of the actual outcomes
2
E {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6,1)} = == =

Day

2

7
* * * * * * * * * * * *
6
* * * * * * * * * * * *
5
* * * * * * * * * * * *
4
* * * * * * * * * * * *
3
* * * * * * * * * * * *
2
* * * * * * * * * * * *
1
* * * * * * * * * * * *
1 2 3 4 5 6 7 8 9 10 11 12 Month
2
E
F
1 2
3 4
5 6
E
Comment [S5]: No, {7} does not lie in
our sample space.
Comment [S6]: Yes, as a Mathematical
Model.
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We can use a Tree diagram to represent all the outcomes of an experiment which has 2
or more stages. A path through the tree corresponds to a possible outcome of the
experiment.

Example 5
A bag contains 7 white and 3 black balls.
A ball is picked randomly three times, each ball replaced after it is drawn.
Describe the outcomes of the experiment.
Describe the event A that at least 2 white balls are selected

Probability tree:

1
st
ball 2
nd
ball 3
rd
ball

Outcomes

W

WWW

B

WWB

W

WBW

B

WBB

W

BWW

B

BWB

W

BBW

B

BBB

Using our tree diagram A={WWW,WWB,WBW,BWW}

Stop and Think: Are all the outcomes equally likely ?
Compare the 2 outcomes WWW and BBB.

So far our examples all have a finite sample space.
The next example illustrates a sample space is infinite.

Example 6
An experiment consists of testing the lifetime of a batch of batteries when used on an ipod.
The time in which the device fails is recorded.
The sample space
0
+ ++ +
= = = = R
What are some events of interest ?
Let E be the event the device fails by time 30.
Then { {{ { } }} } [ [[ [ ] ]] ] E : 0 30 0, 30 x x = = = = = = = = R

Let { {{ { } }} } [ [[ [ ] ]] ] F : 20 30 20, 30 x x = = = = = = = = R
then F is the event the device stops between time 20 and 30(inclusive).

Observe that F E . This means that if the event F occurs then E occurs as well.

Stop and Think: Why did we include the point {0} from the sample space ?
Is the point {30} an event ? Can you interpret what this means ?

W

B

W

B
W

B
0 20 30
F
E
Comment [S7]: 1)events along the
same branch are related by and

2)events on different branches are related
by or
Comment [S8]: NO ! Intuitively it
should be clear that WWW is more likely
than BBB since there are more White balls
than Black.
Comment [S9]: Indicates defective
batteries.
Comment [S10]: Yes. Event ipod fails
at exact time 30.
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Exercise 1
What is an appropriate sample space for the lifetime of a human ?
Who might be interested in such an experiment ?
What are possible events of interest ?

Historical Remark: Urns
In the seventeenth and eighteenth centuries lotteries often involved the drawing of slips
from urns and voting was often a matter of putting slips or balls into urns. It was therefore
not unnatural for the numerous Mathematicians of the day to model births, marriages,
deaths, fluids, gases and so on using urns containing balls of various hues.

Exercise 2
An urn (box) contains 6 marbles: 2 red, 3 green and 1 blue.

Consider an experiment that consists of taking 2 marbles one at a time from the urn
without replacement.
Describe the sample space.
Describe the possible outcomes of the event that one of the marbles is blue.

The next exercise applies ideas from the earlier Chapter on Permutations and
Combinations

Exercise 3
An experiment consists of selecting a committee of 3 from a group of 3 men and 2 women.
Describe the sample space.
Describe the event A that the committee has at most one woman.

Stop and Think: Given that sample space has a finite number of elements
{1,2,3,,n}. How many possible events can be formed ? Describe
these events
Comment [S11]: This is different from
selecting 2 marbles at 1 time. Unless we,
take one with each hand and read off from
left to right.
Comment [S12]: Sample size is n.
The number of possible events that
can be formed are 2
n
.
For each event we can either include
or exclude each of the n possible
outcomes.

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The family of subsets of called events.
Given a collection of sets from which we call events, what other kinds of sets can
be constructed? What set operations do you know ?
Also, the Mathematical notion of an event as a set should correspond to our intuitive
(everyday) understanding.
If A is an event and hence we are able to ask whether A occurs, sensibly it should
mean that we can ask whether A does not occur. That is, if A is an event then the
complement of A, A' must also be an event.
Furthermore. if we can observe whether the individual events A and B occur, surely
the event that A and B both occur should also be regarded as an event.
What does the event A B mean ?

Set Operations Shade appropriate region
1. The complement of the event A, denoted by ' A , is
the event that A does not occur.

2. The intersection of the two events A and B, denoted
by A B , is the event that both A and B occur
simultaneously. Alternatively, it can be regarded as the
event that A and B follow in stages or sequence.

3. The union of the two events A and B, denoted by
A B , is the event that at least one of the events occurs.

In English when we use the phrase either or we
typically mean one but not the other. To say that the event
A B occurs means A occurs only OR B occurs only OR
both A and B occur.

Exercise 4 :
Given 2 events A and B
(i) What is the corresponding set such that A occurs
ONLY (that is A occurs but B does not occur) ?

(ii) What is the corresponding set such that neither A
nor B occurs?

A

A'

A
B
A B
A B

A B
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Example 7
To illustrate the above definitions, consider rolling a die.
The outcome of the roll cannot be predicted exactly.
However, we do know that the possible outcome is one of the numbers: 1, 2, 3, 4, 5 or 6.
Hence the sample space {1, 2, 3, 4, 5, 6} = . Each one of these elements is a sample point.

Let A be the event that an even number occurs. Then {2, 4, 6} A = .
We say that A occurs when any one of the three numbers 2, 4 or 6, occurs.
Let B be the event that a prime number occurs. Then {2, 3, 5} B = .

Find (i) A B , A B and ' A
(ii) the event the outcome of the experiment is an even number that is NOT
prime.
Solution:
(i) {2} A B = corresponding to the event outcome is an even number AND a
prime number.
{2, 3, 4, 5, 6} A B = , corresponding to the event that the outcome is either an
even number OR prime number OR both.
' {1, 3, 5} A = corresponding to the event that the outcome in NOT an even
number.

(ii) A B'={4,6} corresponding to the event that the outcome is an even number
that is NOT prime.

Exercise 5
2 Dice are thrown.
Let E be the event the sum of the outcome of the dice is even.
Let F be the event that at least one of the dice lands on 1
Let G be the event that the outcome of both dice is the same.

Complete the Possibility diagram:
First die
1 2 3 4 5 6
1 (1,1) (2,1)
2 (1,2) (2,2)
3
4
5
6

Describe the events F, E' , E F , E' F , F G and E F G

+
S
e
c
o
n
d

d
i
e

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Stop and Think:
Given 3 events A, B and C, what is the event using set notation corresponding to
(a) Exactly one event occurs ? and (b) Exactly two events occur ?
A Venn Diagram might help.

See Appendix to Section 1 for more on Set Theory.

Mutually Exclusive events : Two events A & B are mutually exclusive if either event A
or the event B can occur, but not both at the same time.
Alternatively, we can interpret mutually exclusive events as saying that if the event A
occurs it implies that B does not occur and vice-versa.

Example 8(a)
A coin is tossed.
H=event Heads is obtained.
T=event Tails is obtained.
(Simple) Events H and T are mutually exclusive.
If H occurs then T cannot occur.

Example 8(b)
A die is rolled
E=event number is even.
O=event number is odd.
Events E and O are mutually exclusive.
A number cannot be both in E and O

Example 9
Randomly select a student from class.
A=event selected student regularly sleeps during Mathematics lessons
B=event selected student scores As in all his Mathematics tests and examinations.
Are events A and B mutually exclusive ? Discuss.

In set language, mutually exclusive events A & B mean that the sets A and B are disjoint.

Notice A and B do NOT overlap !
The following are equivalent ways of describing
mutually exclusive events.
(i) A B = by definition.

(ii) ' and ' A B B A

(iii) ' and ' A B B B A A = =

Convince yourself using the Venn Diagram.
Mutually exclusive event are important in probability because the probability of at
least one occurring is the sum of the probabilities that they occur individually.
The following are some important mutually exclusive events.
Example 10
Aand A' are mutually exclusive events.

A A' =

In a finite sample space, ( ) ( ) n( ) n A n A' = +
Hence, ( ) ( ) n A' =n( ) n A
A
B

A

A'
Comment [S13]:
(a)
( ) ( ) ( ) ' ' ' ' ' ' A B C A B C A B C

(b)
( ) ( ) ( ) ' ' ' A B C A B C A B C

Comment [S14]:
' ' A B B A
Special Case A=B, B and B are disjoint
Comment [S15]:
' ' A B B B A A = =
Comment [S16]: Later we will
discover that ( ) ( ) P A' =P( ) P A
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Example 11
A B and ' A B are mutually exclusive events.

( ) ( ) A A B A B' =

In a finite sample space, ( ) ( ) n(A) n A B n A B' = +

Exercise 6
(i) Show that A B' and B are mutually exclusive events using a Venn Diagram.

(ii) Show that , ', A B A B ' A B and ( ) ' ' A B ' A B = are mutually exclusive events
using a Venn Diagram.

Exercise 7
In (a), (b), (c) & (d) below, n( )=8, n(A)=3 and n(B)=4 where n(E) denotes the number of
outcomes in event E. We use a * to represent an outcome of the experiment.

Find (i) n(A B) (ii) n(A) (iii) n(B) (iv) n(A B) (v) ( ) n A' B'
Hence, verify the following 2 set properties:
(i) ( ) ( ) n(A B)=n A +n(B) n A B
(ii) ( ) ( ) n A' B' n( ) n A B =

(a) (b)

(c) (d)

* * * * *
* * * *
*
*
*
* *
* *
A
B A B

* * *
* * *
* *
*
* * *
*

* *
*
A
B
A
B

A
B
A B'
A B
Comment [S17]: Later we will
discover that
( ) ( ) P(A) P A B P A B' = +

Comment [S18]: It will be true that
(i)
( ) ( ) P(A B)=P A +P(B) P A B

(ii)
( ) P(A' B')=1 P A B

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Exercise 8
100 000 people are asked whether they read Today (Paper I), The Straits Time (Paper
II) and/or The New Paper (Paper III)
Paper I: 10 000 Paper I & II : 8 000 Paper I, II & III: 1000
Paper II: 30 000 Paper ! & III : 2 000
Paper III: 5 000 Paper II & III : 4 000

(a) Find the number reading only 1 newspaper
(b) How many people read at least 2 newspapers ?
(c) How many dont read newspapers at all?

Paper I and III are afternoon papers and Paper II is a morning paper.
(d) How many people read at least one morning and one afternoon paper?
(e) How many people read one morning and exactly one afternoon paper ?

Now that we know all about events, we need a way to assign some number that reflects
the likelihood of the event occurring.
2 PROBABILITY
Probability is a measure of the likelihood of an event occurring and is measured
numerically on a scale from 0 to 1.
An event that is more likely to occur has a higher probability than one that is less likely to
occur.
An impossible event is deemed to have a probability of zero and a sure or certain event
has a probability of one.
The probability of an event E will be denoted by P(E) .
We can regard P(E) as a function defined over sets E .
It is important to think about how probabilities are determined in practice. One
simple way is by symmetry. For the case of a toss of a coin, we do not see any
physical differences between the two sides that should affect the chance of one
side turning up. Similarly with an ordinary die.

We have to be careful though. It has been observed that in a given population the
proportion of newborn children who are boys is 0.513. Hence, it may be more
appropriate to assign a probability of 0.513 that the sex of a newborn is male. This
is an example where we use statistical observations and a frequency notion to
determine probabilities.
Set constructions are important because it is typically the case that complicated events
described in English can be broken down into simpler event using these constructions.
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Some situations cannot be repeated a number of times such as the outcome of this
years Champion League Soccer tournament. However, a personal belief or
probability that your favourite team (e.g. Manchester United) will emerge as
Champions can be determined by the kind of bet you are willing to make.

There are basically three approaches to assign a probability to a given event.
These approaches are very different in principle and in practice.

2.1 Frequency/Empirical Approach

Suppose we were interested in determining the probability of obtaining a head in 1 toss of
a coin. Could we conduct an experiment to help us?

We could flip the coin a number of times say 100 or 1000 or 10000 and look at the
proportion of times that heads actually occurs. We could then estimate the probability by
the ratio obtained.

Intuitively, it is plausible to believe that the long run proportion of heads obtained will be
equal to the Probability of Head, that is .

In the previous example we would have other reasons to believe that P(H)=1/2 based on
the reason that the occurrence of Heads should be as equally likely as Tails.
For the next example we wouldnt really have any idea what probability to assign.

Example 12
Consider the experiment of dropping a thumb tack from a height and recording whether it
points-up or points-down.

Let E be the event of interest thumb-tack points-up.
How would you deduce the Probability that a thumb-tack will eventually lie facing up ?
Well, we toss a thumb-tack repeatedly, and keep track of the number of throws (n) and the
number of times the thumb-tack points up n(E). Then calculate the ratio
( ) n E
n
.
This will form an estimate of the probability.
As n increases, we can expect this ratio
( )
lim
n
n E
n
to stabilize.
The probability P(E) is the limiting value of this ratio as n tends to infinity.

In this case, the probability is derived from empirical evidence, i.e. a Statistical approach.

In the long run, the ratio
( ) n E
n
tends to the actual probability of the event P(E).

This ratio is sometimes referred to as the relative frequency or proportion.

Stop and Think
Does it seem to be a priori evident that in any experiment with event of interest E, the ratio
( ) n E
n
should converge to some limiting value?
Comment [S19]: A powerful modern
approach to solving complicate questions
in probability is through simulation.
Comment [S20]: Using the axioms of
probability we will show that this
proportion does converge a result called
the law of large numbers.
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2.2 Theoretical Approach
Consider an experiment whose sample space is .
For each event E of we assume that there is a number P(E) referred to as the
probability of E which measures the relative likelihood that the event E occurs.

The probabilities that we have assigned for each event E in the sample space should
satisfy some intuitive notions.

The probability of an event is measured along a scale from 0 and 1.
Axiom 1 ( ) 0 1 P E

We said at the onset that the set of all possible outcomes is known.
The probability that an outcome will be a point in the sample space is 1
Axiom 2 ( ) 1 P =

For mutually exclusive events
1 2 3
, , ,... E E E the probability that at least one of them occurs is
just the sum of their respective probabilities.
Axiom 3 ( ) ( ) ( ) ( )
i 1 2 3 1 2 3
if E when i j then ... ...
j
E P E E E P E P E P E = = + + +
Axiom 3 says that Probability P( ) is a continuous set function

Stop and Think: Let E be some event of interest of an experiment
Suppose the experiment is repeated n times
Let n(E) = number of time the event E occurs
Define
n(E)
f (E)
n
= . Show that f(E) satisfies the Axioms 1,2 & 3.

Sample Space having equally likely Outcomes
For many experiments it will be quite reasonable to assume that all outcomes are equally
likely to occur. For example, flipping a coin or rolling a die or drawing a card from a deck of
cards, etc.

Consider an experiment whose sample space {1, 2, 3,...., } n =
Assume that P({1})=P({2})=P({3})==P({n})

Hence by Axiom 2 and Axiom 3 P({1})=P({2})=P({3})==P({n})=1/n

By Axiom 3 again, for any event E,
number of points in E
( )
number of points in
P E =

In the case of a finite sample space whereby all the sample points are equally likely to
occur, the probability of an event E is given by
n( )
P( )
n( )
E
E =
, where n( ) E denote the

number of elements of the set E.

Comment [S21]:
(i)
n( )
n( )=n, so f ( ) 1
n
= =

(ii)
n( )
0 n( ) n, so 0 f ( ) 1
n
E
E E =

(iii)
1 2
if E E =

( ) ( ) ( )
1 2 1 2
n E E n E n E = +

( ) ( ) ( )
1 2 1 2
f E E f E f E = +

Comment [S22]: Flipping a coin,
Tossing a die and Drawing a card are all
examples of experiments with outcomes
that are equally likely.
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Consider the experiment of rolling a die again.
If the die is fair/unbiased, intuitively we know that it is equally likely for the outcome to be
any of the 6 sample points {1,2,3,4,5,6}. That is to say that each of the 6 faces has an
equal chance of turning up.
We can therefore argue that the probability of getting a "4" is 1 out of 6, or
1
6

Stop and Think : Can we deduce this fact by using the Axioms of Probability ?

Example 13
1000 students were polled at Pioneer-Thinker-Leader School on whether they read
printed News (Newspaper) and/or watch the News on Television.
200 replied that they read the news only.
100 replied that they follow the news over the television only.
100 replied that they do both.

A student is randomly selected from the 1000 students polled
(i) What is the probability that the student reads the Newspaper ?
(ii) What is the probability that the student selected neither reads the newspaper nor
watches the news on TV ?

(a)(i) P(reads newspapers only)
= 200/1000
=0.2

(ii) P( doesnt follow news in newspaper or TV)
=600/1000
=0.6

Stop and Think: A student is randomly selected from the 300 students who reads
newspapers. In this situation, what do you think is the probability that
the student does not watch the news on TV?

Assigning probability based on the assumption that each outcome is as likely to occur as
any other is using the notion of symmetry.

The following properties of probability can be easily deduced if the sample space is
finite (the set has finite number of elements) and the outcomes are equally likely.
Recall first the following set properties:
Let ( ) A n denote the number of elements in the set A.
1. ( ) 0 n =
2. For disjoint sets
1 2
E and E , ( ) ( ) ( )
1 2 1 2
n E E n E n E = +
3. ( ) ( ') ( ) where denotes the universal set. n E n n E =
4. ( ) ( ) ( ) ( ) n A B n A n B n A B = + and ( ) ( ) ' ' ( ) n A B n n A B =
5. ( ) ( ) ( ) ' n A n A B n A B = +

Newspaper TV

200 100 100
600
Comment [s23]: Unless otherwise
stated, we may assume that a given
die is fair.
Comment [S24]: We know that
P({1})=P({2})=P({3})=P({4})=P({5})=P(
{6})
Now use Axiom 2, ( ) P 1 =
By Axiom 3
( ) ( ) P P {1} {2} {3} {4} {5} {6} =

( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
( )
P P {1} P {2} P {3} P {4} P {5} P {6}
1 6P {1}
1
P {1}
6
= + + + + +
=
=

Comment [S25]: Prob =2/3
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Now we have the analogous Properties of Probability
1. ( ) 0 P =
We already know that the sure event has probability 1 of occurring by Assumption.
Property 1 says that the impossible event has No probability (0 probability) of
occurring.
2. For mutually exclusive events
1 2
E and E , ( ) ( ) ( )
1 2 1 2
P E E P E P E = +

3. The complement of an event E has Probability ( ') 1 ( ) P E P E =
Property 3 states that the probability that an event does not occur is 1 minus the
probability that it does occur.

4. Given 2 events A and B, the probability that at least one of the 2 events occurs is,
( ) ( ) ( ) ( ) P A B P A P B P A B = +
Property 4 is called the Addition Rule of Probability !

The probability that neither A nor B occurs is given by
( ) ( ) ' ' 1 P A B P A B =

5. ( ) ( ) ( ) ' P A P A B P A B = +
Given 2 events A and B, the probability that A occurs only (but B does not),
( ) ( ) ' ( ) P A B P A P A B =

Stop and Think :
What if the sample space is NOT finite ? Can we still prove that the properties hold ?
Go back to first principles and use our Axioms !
Example 14
A card is drawn at random from an ordinary pack of 52 playing cards.
Find the probability that the card is
(i) not a 7;
(ii) a Club or a Diamond
(iii) a Club or a King.
(iv) neither an Ace nor a Heart.

Comment [S26]: The form
( ) ( ) ( ) ' P A P A B P A B = +
is very
useful as well.
Comment [S27]: See appendix to
Section 2.
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Exercise 9
Consider a Toss of 2 coins.
Let A=event 1
st
coin falls heads={(H,T),(H,H)}
Let B=event 2
nd
coin falls heads={(H,H),(T,H)}

(i) Find and interpret ( ) P A B
(ii) Find and interpret ( ) ' P A B
(iii) Express the event C= neither the 1
st
nor 2
nd
tosses yields a Heads in terms of
events A and B, Hence, find P(C).
(iv) Express the event D, obtain 1 Heads in 2 tosses of a coin in terms of events A and
B. Hence, find P(D).

Solution:

(iv) P(1H in 2 tosses of a coin)= ( ) P ' A B + ( ) P ' A B = ( ) ( )
1 1 1
P HT P TH
4 4 2
+ = + =

In the previous exercise the
2
2 4 = outcomes of the experiment HT,TH,HH & TT are equally
likely. Observe from part (iv) that the number of heads possible in 2 tosses of a coin are
0,1 or 2. So a different experiment could consist of simply counting the number of heads in
2 tosses of a coin. Note here that the number of heads possible in 2 tosses of a coin are
NOT equally likely.

Stop and Think: Consider a toss of 3 coins.
An experiment consists of counting the number of heads.
What is the probability of 0 Heads, 1 Heads, 2 Heads and 3 Heads ?

Example 15
In a probability experiment, events A and B are such that
P( A' )=0.75, P( )
1
A B
12
= and P( A' B' )=0.25
Find
(i) P( A B ) (ii) P( A' B ) (iii) P( B' )

Solution:
(i) P( A B )=1 P( A' B' )=0.75
(ii) P( A' B )=P( A' ) P( A' B' )=0.5
(iii) P(B)= P( A' B ) + P( ) A B =
7
12
OR P(B)= P( A B ) P(A)+ P( ) A B =
7
12

P( B' )=1-P(B) =
5
12

Comment [S28]: 1/8, 3/8, 3/8, 1/8
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In the next exercise, the outcomes of the experiment are NOT equally likely !
However, we can determine the probabilities of each branch using the idea of equally
likely outcomes.

Example 16
An urn contains 10 marbles: 4 red and 6 green.

Consider an experiment that consists of taking 2 marbles one at a time from the urn
without replacement.

Draw a Probability Tree diagram. Indicate clearly all probabilities.

Solution:
.

Exercise 10
If B A show that ( ) ( ) ' ( ) P A B P A P B =
Deduce that ( ) ( ) P B P A

Exercise 11
Deduce the following properties about mutually exclusive events A & B
(i) ( ) 0 P A B =
(ii) ( ) ( ') P A P B and ( ) ( ') P B P A
If P(A) =1/3 and P(B)=1/4 can A and B be disjoint? Why?

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Null Events: An event E such that P( ) 0 E = is called a null event.
Null events should not be confused with the impossible event .
An impossible event IS a null event since P( ) 0 =
Consider the toss of a coin and suppose we include the 3 possibilities outcomes as
obtaining a head or tail or landing on an edge.
{ , , } Heads Tails Edge = It is reasonable to assign P{Edge}=0

A more technical example would be to consider an experiment of throwing a dart at
a board then the P{darts strikes any given point of the target at which it is thrown}=0

Consider the roll of one die with sample space {1, 2, 3, 4, 5, 6} =
It would seem intuitive that P({7})=0
However, {7} is NOT even an event so it is meaningless to talk about assigning a
probability to this event.
2.3 Subjectivist Approach
We use the term probability in many ways. For instance, people make the
statement that it is 90% certain that Shakespeare actually wrote Hamlet. A simple
interpretation here is that the probabilities are a measure of the individuals belief in
the statements that she is making.
It seems logical to suppose that a measure of belief should satisfy all axioms of
probability.
For example, if we are 70% certain that Shakespeare wrote Julius Caesar AND
10% certain that it was actually Marlowe then we are 80% sure it was either
Shakespeare or Marlowe.
See Appendix for more details.

The next section introduces one of the most important ideas in Probability.
3. CONDITIONAL PROBABILITY
In this section we will answer the following questions:
1. Suppose we have assigned probabilities to all events A in a sample space and
then learn that an event B has occurred. How should we change the probability of the
event that A occurs given the additional information that B has occurred?

2. Suppose we know the incidence rate within a population of a given event (e.g.
disease). We may be interested in the incidence of this same characteristic (e.g. disease)
within a sub-population. (e.g. teenagers)

Example 17
An experiment consists of rolling a die.
The sample space { {{ { } }} } 1, 2, 3, 4, 5, 6 = = = = .

Consider the following 2 events:
A=event outcome is a 6={6}
B=event outcome is even ={2,4,6}

The experimenter asks, Assuming a fair die, what is the probability
that event A occurs?

B
1 2
3 4
5 6
A
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Solution: Since all outcomes are equally likely, P(A)
1
6
=

A die is rolled a 2
nd
time and without revealing the actual outcome an observer says event
B has occurred. (the given information)
With this additional information what is the probability that event A occurs?

Solution: Since the event B has occurred, we know that the possible
outcomes of the experiment are {2,4,6}
The sample space has been reduced or restricted to this set of outcomes.
In the absence of any other information and regarding the outcomes {2,4,6}
as equally likely, the probability that the outcome is a 6 with this additional
information is
1
3
.

Computing P(A|B)
If the event B has occurred, then in order for A to occur, it
means that necessarily the actual occurrence must be
a point of both A and B.( that is A B )

Now B is the new reduced sample space, hence the
probability that A B occurs (relative to B) is equal to the
Ratio of the Probability of A B to the Probability of B.

In other words,
If A and B are 2 events such that P( ) 0 B .
The probability of A occurring given that B has already occurred, is given by
P(
P( | )
P( )
A B
A B
B
)
= .
Looking back at our first example
P( ({6}) 1/ 6 1
P( | )
P( ) ({2, 4, 6}) 3/ 6 3
A B P
A B
B P
)
= = = =
Example 18
Suppose two fair coins (labeled 1 and 2) are tossed and you are asked to place a bet on
the outcome of the experiment. The sample space is ={HH, HT, TH, TT}, and each of
the four sample points has a equal chance of occurring (i.e. probability of 0.25 of
occurring)

Therefore, if you bet on the event A that both the first and second tosses have the
same outcome i.e. HH or TT, your chance of getting it right is 0.25+0.25=0.5.

However, if you are told that one of the coins lands H (event B) after you have
betted on A what is the probability that you are right? Is it still 0.5? Has the
additional information affected your evaluation of your chances?

Explanation:
If you know that the event B that one of the coins shows H, your perception of the sample
space is no longer {HH, HT, TH, TT} but {HT, TH, HH}.
A B
A B
B
= B
2
4
6
A
B
is known as the
reduced sample space.
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In the latter case, each of the three sample points has an equal chance of occurring.

Also, for you to win the bet, the only favourable outcome is HH as knowledge of event B
has ruled out TT
It is clear that the probability of HH under this condition is now
1
3
.
Hence, the probability that we win our bet has dropped to
1
3
.
This probability is known as the conditional probability of HH or TT given that there is
at least one H. The event that there is at least one 'H' is the condition.

In our example, A = {HH,TT}, B = {HT, TH, HH} and {HH} A B =
We have
1
P( )
4
A B = and
3
P( )
4
B = . Hence,
1
P( 1
4
P( | )
3
P( ) 3
4
A B
A B
B
)
= = =
Stop and Think: What happens if you are told event C that the first coin lands H?
Will the evaluation change? Try reasoning it out for yourself!

One more example to illustrate further the idea of the reduced sample space.
Example 19
Actuaries use Life-Tables to estimate the probability using historical records that someone
currently aged x lives at least another t years.
In a given Life-Table one finds that in a population of 100 000 females (living say in a City
in Country X), 89 835 live past the age of 60, while 57 062 live past the age of 80.

An individual is randomly selected from the population of 100 000 women.
(i) Find the probability that the selected individual lives past the age of 80.

An individual is randomly selected among the sub-population of 89 835 women who live
past the age of 60.
(ii) Find the probability that the selected individual lives past the age of 80.

Stop and Think:
An individual is chosen at random from the population of women in Country X
(iii) Given that a woman is currently aged 60 estimate the probability that she lives past
the age of 80?
We consider E to be the new sample space, and note that F is a subset of E
Note : women who live past the age of 80 years must have lived past the age 60 !
(ii)
( ) ( ) 57 062
P( | ) 0.6352
( ) ( ) 89 835
n F E n F
F E
n E n E
= = = =
Solution
The original sample space can be thought of as the
set of all 100 000 females.
Let E and F correspond to the subset of the sample
space consisting of all women who live past the age
of 60 and age 80 respectively.
(i)
( ) 57 062
P( ) 0.57062
( ) 100 000
n F
F
n
= = =

n(F) 57062 =

n(E) 89835 =

n() 100000 = == =
Comment [S29]:
1
P( | )
2
A C =

Given first coin is H, there is now
one favourable outcome HH out of 2
possible outcome {HT,HH}
Comment [S30]: We estimate this
probability as 0.6352
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Example 20
It is known that there is a link between smoking and lung disease.
There is concern about smoking among young people.
In a survey of 100 000 individual the proportion of smokers is estimated at about 0.15.
3000 smokers are between the age of 15 to 25.
It is estimated that the 15 to 25 year olds form 25% of those surveyed.

Randomly select an individual from the study.
Let S=event that the individual is a smoker
Let A=event that the individual is between age of 15 to 25.
(a) Find the following 3 probabilities: P(S), P(S|A) and P(A|S)
(b) Find P(S|A) and P(A|S)

Solution:
Smoker Non Smoker Total
Age 15-25 3 000 25 000
Not Age 15-25
Total 15 000 100 000

We can rewrite
P(
P( | )
P( )
A B
B A
A
)
= as P( ) P( )P( | ) A B A B A =
The Multiplication Rule:
P( ) P( )P( | ) A B A B A =

Now we will consider some examples using Probability Trees.
Observe that from the Multiplication Rule :

(i) P( ) P( )P( | ) A B A B A =

(ii) P( ') P( )P( ' | ) A B A B A =

(iii) P( ' ) P( ')P( | ') A B A B A =

(iv) P( ' ') P( ')P( ' | ') A B A B A =

Note: These are the probabilities along each branch of the tree.

Example 21
Two events A and B are such that
1
P( )
3
A = ,
1
P( | )
4
B A = and
4
P( ' | ' )
5
B A = .
By drawing a tree diagram, find
(i) ( ' | ) P B A , (ii) ) ( B A P , (iii) ) (B P , (iv) ) ( B A P .
A
B'
B
B ( | ) P B A
( ' | ) P B A

( | ') P B A
( ' | ') P B A

( ) P A
( ') P A
B'
A'
P( ) A B
P( ') A B
P( ' ) A B
P( ' ') A B
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Solution:
Given
1
P( )
3
A = ,
1
P( | )
4
B A = ,
4
P( ' | ')
5
B A = , construct the probability tree:
From the tree diagram,
(i)
3
P( ' )
4
B A =
(ii)
1 1 1
P( )
3 4 12
A B = =
(iii) P( ) P( ) P( ' ) B A B A B = +
1 1 2 1 13
3 4 3 5 60
| | | |
= + =
| |
\ \

(iv) P( ) P( ) P( ) P( ) A B A B A B = +
1 13 1 7
3 60 12 15
= + =

Stop and Think: We know P( ) P( )P( | ) A B A B A = . Now, using the probability tree
deduce and interpret the following product P( )P( | )P( | ) A B A C A B

Exercise 12
Anne is undecided whether to take Mathematics OR Chemistry.
Although she prefers Mathematics, Anne estimates that her probability of receiving an A
grade during A level would be 0.5 in Chemistry whereas it would only be 0.25 in
Mathematics.
Anne decides to base her decision on a roll of a die with outcomes {1,2,3,4} meaning a
decision to take Mathematics and {5,6} meaning a decision to take Chemistry.

(i) Find the probability that she gets an A in Mathematics ?

(ii) Find the probability that she gets an A in Chemistry ?

(iii) Find the probability that she gets an A in whatever course she takes ?

Example 22
The probability that a golfer strikes the ball on to the green if it is windy as he strikes the
ball is 0.4, and the corresponding probability if it is not windy as he strikes the ball is 0.7.
The probability that the wind will blow as he strikes the ball is 0.3.

Find the probability that
(i) he strikes the ball on to the green;

(ii) it was not windy, given that he does not strike the ball on to the green.
A
B '
B
B
1
4

3
4

1
5

4
5

1
3

2
3

B
A
Comment [S31]: This is simply
P( ) A B C
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Stop and Think:
A doctor gives a patient a test for cancer. Before the results of the test, the only evidence
that the doctor has to go on is that 1 woman in 1000 has this cancer.
Experience has shown that in 99% of the cases in which cancer is present, the test is
positive; and in 95% of the cases in which it is not present, it is negative.

If the test turns out to be positive, what probability should the doctor assign to the event
that cancer is present ?

Intuition would lead us to believe that the answer should be at least 0.5.
Is this correct ?
Suppose it is known that this cancer is found in 50 women in 1000.
What probability should the doctor assign to the event that cancer is present given a
positive test?
A patient who tests positive is tested again.
What is the probability of disease given a 2
nd
positive test if the incidence rate of cancer is
50 women in 1000 ?

One more important remark. Under the reduced sample space, Conditional Probabilities
satisfy the axioms of probability in Section 2 and hence IS a probability.

Therefore all the properties we saw earlier also hold, such as:
(i) ( ) ( ) | ( | ) ( | ) | P A B C P A C P B C P A B C = +
(ii) ( ) ( ) ' | ( | ) | P A B C P A C P A B C =

Comment [S32]: 99/5094
Comment [S33]: 1/2
Comment [S34]: 99/104
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4 INDEPENDENT EVENTS

We saw in the previous section that P(A|B) the conditional probability is not generally
equal to P(A). In other words, knowing that an event B has occurred generally changes the
chances or probability of A occurring.

In the special case where P(A|B)=P(A) we say that A is independent of B.

A and B are independent if
(i) P(B)>0 and P(A)>0
And (ii) P( | ) P( ) A B A = or P( | ) P( ) B A B =

In other words, two events are independent if the occurrence or non-occurrence of one
event has no influence on the probability of the occurrence or non-occurrence of the
other. (note: the influence here is on the chance mechanism.)

2 events that are not independent are said to be dependent.

For example, if a coin is tossed and a die is rolled, which side the coin lands will in no way
affect the outcome of the die (and vice-versa). Hence, the outcome of a single toss of a
coin and the outcome of a single roll of a die are independent events.

From the definition, if A and B are 2 independent events, we have
P( | ) P( ) A B A = and P( | ) P( ) B A B =
P(
P( )
P( )
A B
A
B
)
=
P( P( ) P( ) A B A B ) =
Independence plays an important role in probability and statistics. It is good if you can get
an intuitive feeling of this concept, but that can be difficult sometimes.

A and B are independent events, is equivalent to
P( P( ) P( ) A B A B ) = .

Example 23
Suppose that we toss 2 fair dice.
Then the outcome of the first toss should in no way cause any outcome of the second toss
to be more or less likely.
(i) If A=event first toss is a 4.
If
1
B =event second toss is a 3.
Then P(
1
B |A)=P(
1
B )

(ii) If
2
B =event second toss is a 2,
Then obviously
1
B and
2
B are mutually exclusive events. Mutually exclusive events
are dependent as knowledge of event
1
B rules out event
2
B taking place so that
P(
2
B |
1
B )=0 P(
2
B )=1/6

Comment [S35]: P(E|F)=P(E)
implies P(F|E)=P(F) and vice-versa

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(iii) If
1
C =event sum of the outcomes of the 2 tosses is 6
Then it is not so obvious that event A and
1
C are dependent. (NOT independent)
Lets try to reason it out.
How can the sum of the 2 outcomes equaling 6 be formed ?
The possibilities are{(1, 5), (2, 4), (3, 3), (4, 2), (5,1)}
Knowing event
1
C occurs rules out the possibility of obtaining a 6 in the first toss.
There are only 5 possibilities for the 1
st
toss {1,2,3,4,5} which are all equally likely.
Hence, P(A|
1
C )=1/5 whereas P(A)=1/6

(iv) If
2
C =event sum of the 2 tosses is 7, is this event independent from event A ?
You try it. Lets try to reason it out again.
How can the sum of the 2 outcomes equaling 7 be formed ?
The possibilities are{(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6,1)}
Knowing event
2
C occurs hasnt restricted the possibilities for the outcome of 1
st
roll
Hence, P(A|
2
C )=1/6 whereas P(A)=1/6 so the events A and
2
C are independent.

Sometimes it is not easy to deduce whether A and B are independent form intuition alone.
Consider the following simple example.

Example 24
Consider an experiment of tossing 2 fair coins.
Let A be the event 1
st
toss is a head
Let B be the event two outcomes are the same
Determine whether A and B are independent.

Comment [S36]: Alternatively,
1
1
1
( | C )
( C )
(C )
({(4, 2)})
({(1, 5), (2, 4), (3, 3), (4, 2), (5,1)})
1/ 36 1
5/ 36 5
P A
P A
P
P
P
=
=
= =

Comment [S37]: Alternatively
2
2
2
( | C )
( C )
(C )
({(4, 3)})
({(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6,1)})
1/ 36 1
6 / 36 6
P A
P A
P
P
P
=
=
= =

Comment [S38]: Notice this event is
different from the event one of the tosses
is H which is not independent of B
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Exercise 13
A fair die is thrown three times. Events A, B and C are defined as follows:
A: the total score is an odd number;
B: a six appears at the first throw;
C: the total score is 13.

Calculate P(A) and P(A|B) and state whether A and B are independent.
Calculate P(C) and P(C|B) and state whether B and C are independent.

Example 25
A bag contains 5 white balls and 3 green balls. Two balls are to be drawn from the bag.
Find the probability that the first ball is green and the second is white if
(i) the balls are drawn one after another with replacement;
(ii) the balls are drawn without replacement,.

Further Properties of independent events.
Show that If A and B are independent then
(i) A and B are independent
(ii) A and B are independent
(iii) A and B are independent.

Proof: P( ' P( ) P( A B A A B ) = )
( )
P( ) P( P(
P( ) 1 P(
P( )P( '
A A B
A B
A B
= ) )
= )
= )

Lets try to reason out the property above.
If knowledge of B does not influence the probability of A then surely knowledge that B
does NOT occur, should not influence the probability of A either.
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Here are more worked examples to consolidate what weve learnt in this
Chapter.
5 Worked Examples
Lets consider the problem mentioned in Section 0 Introduction

Example 26
The first problem de Mere considered asked the question, What is the probability of
getting at least one six in four throws of a die?

Solution:
P(at least one six in four throws of a die)
= 1- P(Not getting a six in four throws of a die)
= 1-P(Not getting a 6)
4
By independence of each throw
= 1-
4
5
6
| |
|
\

=
671
1296
>
1
2

Gambler has greater than half chance of winning.

We also asked, What is the probability of getting at least one double six in twenty four
throws?

P(at least one double six in twenty four throws of a die)
= 1- P(Not getting a double six in twenty-four throws of a die)
= 1-
24
25
36
| |
|
\

= 0.4913 <
1
2

Gambler has higher odds of losing.
(Continuation of Example 26)
(i) Find the probability of obtaining at least one 6 when n dice are thrown.

(ii) How many dice must be thrown so that the probability of obtaining at least one 6 is
at least 0.99?

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Intuitively, you may think that it is unlikely that there are two people in a civics group
sharing the same birthday.

Example 27 (Birthday problem)
If n people are in a room, what is the probability that everyone has a different birthday?
That is no 2 people share the same birthday.
How large need n be so that this probability is less than 0.5?

Solution:
Assuming that each birthday is equally likely.
P(everyone has a different birthday)=
365
365 364 363 365 1
365 365 365 365 365
n
n
P n + | || || | | |
=
| | | |
\ \ \ \

Using your GC, note that when n=23, P(everyone has a different birthday)<0.5
Alternatively, P(at least 2 people have the same birthday)>0.5

Heres another simple example using counting principles.

Example 28
An experiment consists of selecting a committee of 3 from a group of 3 men and 2 women.
What is the probability of the event A that the committee has at most one woman ?

Example 29
A child has a bag containing 12 sweets of which 3 are yellow, 5 are green and 4 are red.
When the child wants to eat one of the sweets, a random selection is made from the bag
and the chosen sweet is then eaten before the next random selection is made.

Find the probability that
(i) the child does not select a yellow sweet in the first two selections;
(ii) there is at least one yellow sweet in the first two selections;
(iii) the fourth sweet selected is yellow, given that the first two sweets selected were red
ones.
Solution:
(i) P (No yellow sweet in first 2 selections)
9 8 6
12 11 11
= = .

Y
Y
3/11
8/11
3/12
9/12
G or R
G or R
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Page 29

(ii) P (at least one yellow sweet in 2 selections) =1-P(no yellow sweet in 2 selections)

6 5
1
11 11
= =
(iii) P (fourth sweet is yellow, given that first 2 are red)

3 4 3 4 3 4
P( , , | Y Y G Y R Y = first 2 are red)
3 2 5 3 2 3 3
10 9 10 9 10 9 10
| | | | | |
= + + =
| | |
\ \ \

Example 30
A box contains six coins. Two of the coins are fair and each of the other four coins are
biased such that the probability of obtaining a head when tossed is
1
4
.
(a) One coin is selected at random from the box and tossed twice. Given that
i
A
denotes the event that a head is obtained on the
th
i toss (i = 1, 2),
(i) show that
1
1
P( )
3
A = ;
(ii) calculate
2
P( ) A and
1 2
P( ) A A ;
(iii) state, with a reason, whether
1
A and
2
A are independent.

(b) Two coins are now selected at random from the six coins in the box, and tossed
simultaneously.
(i) Calculate the probability that one head and one tail are obtained.
(ii) Given that one head and one tail are obtained, calculate the probability that
at least one of the two coins selected was fair.
Solution:
(a)(i)
1
P( ) A P(fair and H) P(biased and H) = +
2 1 4 1 1
6 2 6 4 3
| | | |
= + =
| |
\ \

(ii)
2
P( ) A P(fair and HH) P(fair and HT) P(biased and HH) P(biased and TH) = + + +

2 1 1 2 1 1 4 1 1 4 3 1 1 1 1 1 1
6 2 2 6 2 2 6 4 4 6 4 4 12 12 24 8 3
| | | | | | | |
= + + + = + + + =
| | | |
\ \ \ \

1 2
P( ) P(fair and HH) P(biased and HH) A A = +
2 1 1 4 1 1 1
6 2 2 6 4 4 8
| | | |
= + =
| |
\ \

(iii) Since
1 2 1 2
1
P( ) P( )P( )
9
A A A A = ,
1
A and
2
A are not independent.

Fair
T
H
H
1
2

1
2

1
4

3
4

2
6

4
6

T
Biased
Comment [S39]: Observe that
complement of event at least one is
none
Comment [S40]: It may be helpful to
draw a probability tree.
Comment [s41]: Prove that the
events are not independent by formula.
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(b)(i) P(1H&1T)
P(2 fair & H&T) P(2 biased & H&T) P(1 fair & 1 biased & H&T) = + +
2 1 1 1
2
6 5 2 2
| | | |
=
| |
\ \
+
4 3 1 3
2
6 5 4 4
| | | |

| |
\ \
+
2 4 1 3 4 2 1 1
2
6 5 2 4 6 5 2 4
( | | | | | | | |
+
| | | | (
\ \ \ \

2 6 4 9
60 40 15 20
= + + =

(ii) Let X be the event that one head and one tail is obtained and Y be the event that at
least one of the 2 coins is fair.
Then
2 4
P( ) 2
60 15
P( )
9
P( ) 3
20
Y X
Y X
X
+
= = =
CONCLUSION

Probability is the attempt to predict the likelihood that something will or will not occur. Our
environment evokes the probability situation every day. As you constantly investigate the
notion of fairness and chance, and understand all the possible outcomes of a particular
event through the exposure to probability, you will gradually build the capacity to make
informed decisions and opinions in your everyday life.
INVESTIGATION
There are many interesting sites on the Internet on the topic of Probability and Statistics.
The Monty Hall problem and Birthday problem are popular topics for discussion on
many websites. Interested students can investigate the dilemma using the given hints and
try out the simulations.
Check out
http://en.wikipedia.org/wiki/Monty_Hall_problem
http://www.cut-the-knot.org/hall.shtml
http://mathforum.org/dr.math/faq/faq.birthdayprob.html
http://en.wikipedia.org/wiki/Birthday_paradox
CHECKLIST
At the end of this chapter, you should be able to:

Use addition and multiplication of probabilities, as appropriate, in simple cases, and
understand the representation of events by means of tree diagrams;
Understand the meaning of mutually exclusive and independent events, and calculate
and use conditional probabilities in simple cases;
Understand and use the notations P( ) A , P( ) A B , P( ) A B , P( | ) A B and the
equations P( ) P( ) P( ) P( ) A B A B A B = + and P( ) P( )P( | ) P( )P( | ) A B A B A B A B = =
(the general form of Bayes theorem is not required).
If you want to know more about the Bayes theorem, check out
http://en.wikipedia.org/wiki/Bayes'_theorem

Comment [s42]: Reminder that
when the operations are different
cases, we add..
If the operations are performed in
succession, we multiply.
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APPENDIX to Section 0

Specific Applications:

Example from Biomedical Research
Biomedical Researchers working under the Agency for Science Technology and Research (A*Star)
are developing new vaccines. A randomized clinical trial is conducted on testing a new treatment.
3 treatments are allocated to patients: the new experimental drug, current available treatment drug
and a placebo. The response to the treatments (time to recovery) are measured and compared. A
natural question is how to differentiate actual differences from random error?

Example from Reliability & Quality Control
A Communication/Satellite system set up by Singtel consists of n=10 components (e.g. antenna)
and is said to be functional as long as there are fewer than k=4 defective components. Suppose
that the probability of any component failing is p=0.01. What is the probability that the system is in
operation ?

Reliability Engineers at Seagate are testing the quality of the disk drives produced. Suppose that in
the past 5 years the proportion of defective disk drives is p. In a particular production run of
N=1000 all 1000 disk-drives are tested. What is the probability that the number of defective disk
drives is less than 50 ?

Example from Insurance and Finance
NTUC income provides a medical insurance plan at a yearly premium of $P ($247 for ages 41-50)
to cover hospitalization costs. Suppose that in the past 5 years the proportion of individuals age
between age 41-50 hospitalized is p=5 %. For individuals hospitalized, the hospital charges follow
a distribution, e.g. normal distribution with mean =$5000 and variance
2
=$2000. What is the
probability an individual aged 45 will have a hospital bill exceeding $1000?

Example from Marketing
Market segmentation separates consumers of a product into different groups (e.g. geographic,
demographic, social, behaviour) in such a way that members within group are similar to each
other and there are differences between groups. E.g. Market for cars. To distinguish between
groups, surveys are conducted on a simple random sample of n individuals and on the basis of the
questionnaire people are categorized into various segments. Based on a survey of 1000
individuals recording factors like income, it is observed that 25% of individual are in the market for

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Appendix to Section 1 Set Theory

Algebraic Rules of Sets
Commutative Law A B B A = A B B A =
Associative Law
( ) ( ) A B C A B C = ( ) ( ) A B C A B C =
Distributive Law
( ) ( ) ( ) A B C A C B C =

( ) ( ) ( ) A B C A C B C =
De Morgans Law
( ) ' ' ' A B A B =

( ) ' ' ' A B A B =
Try these Exercises
1 Consider the following 3 events: A, B and C.
In the Venn diagram below, shade the region corresponding to:
' A B C
( ) ' ' ' A B C A B C =
a) b)

2. Use set notation to describe each of the shaded sets in the Venn diagrams below:
a) b)

( ) B A C ( ) ' A A B C
C
A
B

A
B
C

A B

C

A B

C

A
B

A
B

A
C
B

A
C
B
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3. Given 3 events A, B and C. Shade the region corresponding to the event that
a) Exactly one event
occurs.
b) Exactly two events occur c) At least two of the three
events occur

Challenge Exercise.
4. Let E, F & G be 3 events. Finds expressions using a Venn Diagram or Algebraic
Property of sets, for the Events so that of E, F & G.
(a) Only E occurs. (F & G do not occur) ( ) ' ' ' E F G E F G = =
(b) Both E and G occur but F does not. ' E F G =
(c) At least one of the three events occur E F G =
(d) At least two of the three events occur
( ) ( ) ( ) ( ) ' ' ' E F G E F G E F G E F G =

(e) All three events occur. E F G =
(f) None of the events occur ( ) ' ' ' ' E F G E F G = =
(g) At most one of them occur
( ) ( ) ( ) ( ) ' ' ' ' ' ' ' ' ' E F G E F G E F G E F G =

(h) At most two of them occur ( ) ' E F G =
(i) Exactly two of them occur
( ) ( ) ( ) ' ' ' E F G E F G E F G =

(j) At most three of them occur. E F G =

Appendix to Section 2 Frequency Approach

Did you know that
Anyone who plays the same chance game over and over again is really carrying out a
simulation. Many of the early problems of probability might have been suggested by
gamblers experience. The naturalist Buffon tossed a coin 4040 times resulting in
2048 heads and 1992 tail. He also estimated the value of by throwing a needle on a
ruled surface and recording how many times the needles crossed a line.

The frequency approach to probabilities can be derived as a Theorem using the
axiomatic approach. It is called the Law of Large Numbers
The computer analog of repeated flipping coins is by means of a random number
generator. The real power of simulation comes from the ability to estimate
probabilities when they are not known ahead of time and when the actual answer can
be difficult to obtain.

C
B
A

C
A
B

A
B
C
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We present 2 examples.
The first example illustrates that results in probability are sometimes unexpected at first
glance. Sometimes before we embark to solve a problem exactly it is useful to have an
estimated value for the probability and develop some intuition into the problem. This is
where simulation can be useful.

Example 1 (Birthday problem)
If n people are in a room, what is the probability that everyone has a different birthday?
How large need n be so that this probability is less than 0.5?

Stated differently, what is the probability that in your Civics class at least 2 people have the
same birthday ?

Stop and Think: How many think greater than 0.5?
How many think less than 0.5? Why ?

Before you embark on an analytic solution, we can try to simulate this problem.
Suppose we consider the first 23 names on the class list, and then count the
number of civics classes with at least 2 people having the same birthday.
The proportion of classes with at least 2 people having the same birthday would be
our estimate of this probability.

The second example illustrates that simulation methods may provide a simple approximate
solution where an exact analytic answer may be difficult to obtain.

Example 2 (Physics)
A simple mixing model:
2 Urns (jars) consists of n red balls and m blue balls. Randomly select one ball from each
urn. Place the ball drawn from urn 1 into urn 2 and vice-versa. Now repeat this process of
randomly selecting balls and switching n times.

What is the distribution of red balls in urn 1 ? Meaning what is the probability that the
number of red balls is 0 or 1 or 2 n?
Historical Remark:
During the Second World War, physicists needed to know how far neutrons travel through
various materials. This question was beyond theoretical calculations. Daniel McCracken,
writing in Scientific American, states:

The physicists had most of the necessary data: they knew the average distance
a neutron of a given speed would travel in a given substance before it collided
with an atomic nucleus, what the probabilities were that the neutron would
bounce off instead of being absorbed by the nucleus, how much energy the
neutron was likely to lose after a given collision and so on. (D. D McCracken, The
Monte-Carlo Method, Scientific American, vol. 192 (May 1955)

John von Neumann and Stanislas Ulam suggested that this problem be solved by
modeling the experiment using a computer and gave it the code name Monte Carlo.
Since that time, methods of simulations are called Monte Carlo Methods. It is a powerful
tool used in Modeling random processes.
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Theoretical Approach
1. ( ) 0 P =
Proof: Let
1
, 2
i
E E for i = =
( ) ( ) ( ) ( ) ( )
1
2 2 1
i i
i i i
P P E P E P E P P

= = =
| |
= = + = +
|
\

by Axiom3

( )
( )
2
0
0
i
P
P
=
=
=

2. For mutually exclusive event
1 2
E and E , ( ) ( ) ( )
1 2 1 2
P E E P E P E = +
Proof: Use Axiom 3 and Property 1, if
1 2
E E = , then
( ) ( ) ( ) ( )
1 2 1 2 1 2
3 3

i i
P E E P E E P E P E P

= =
| |
= = + +
|
\

( ) ( ) ( ) ( ) ( )
1 2 1 2 1 2
3
0
i
P E E P E P E P E P E
=
= + + = +

3. The complement of an event E has Probability
( ') 1 ( ) P E P E =
Proof: E and E are mutually exclusive. Hence by Property 2
( ) ( ) ( ) ( ) ' ' P P E E P E P E = = +

( ) ( )
( ) ( )
1 '
' 1
P E P E
P E P E
= +
=

4. Given 2 events A and B, the probability that at least one of the 2 events occurs,
( ) ( ) ( ) ( ) P A B P A P B P A B = +
Proof: ( ) A B= A B' B where ( ) A B' and B are mutually exclusive events.
( ) ( ) ( ) P A B =P A B' P B +
( ) ( ) A A B A B' = where ( ) ( ) and ' A B A B are mutually exclusive.
( ) ( ) ( ) P A P A B + P A B' =
Hence, ( ) ( ) ( ) ( ) P A B =P A P B P A B +

Use Venn Diagram to reason it out.

5. Given 2 events A and B, the probability that A occurs only,
( ) ( ) ' ( ) P A B P A P A B =
Proof: Events ' and A B A B are mutually exclusive. Hence by Property 2

( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
' '
'
P A P A B A B P A B P A B
P A B P A P A B
= = +
=

Draw a Venn Diagram !
P(A)

P()=1
( (( ( ) )) ) P A' 1 P(A) = = = =
P(A) P(B)

( ) P A B
( ) P A B
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Subjective Approach
Not everything in life can be repeated in practice.

For example, if you want to evaluate your chances of scoring an A in your first sitting of
the GCE A-Level Mathematics 9740 Examinations, you only have one attempt. You can
however make an educated guess about the probability based on your understanding of
the concepts, the quality of your written work, the results of your common tests/exams, etc.
Such a subjective approach to probability is just as important as the previous, more
systematic and logical, approaches.

Appendix to Section 3 Conditional Probability as a tool.
Conditional probability is a useful tool for computing the desired probabilities more easily.

In the introduction we mentioned the problem of points. Consider the following version:
2 players A and B play a series of games with player A winning a point with probability p
and player B winning a point with probability q=1-p. The first player to win N points wins
the game.
Find the probability that player A wins the game if he has already r points and player B has
won s points. Let P(r,s) denote this probability

Fermats Solution using recursive argument:
Deduce that:
(a) P(r,N)=0 if r<N
(b) P(N,s)=1 if s<N
(c) ( , ) ( 1, ) + ( , 1) P r s P r s p P r s q = + + if r<N & s<N
(hint: condition on the outcome of next game and reason accordingly)

Now obtain recursively the following probabilities.
P(N-1,j) for j=N-1,N-2, ., 0
P(N-2,j) for j= N-1,N-2, ., 0

P(0,j) for j=N-1,N-2, ., 0

Think: For a given value of N (say 10), how many Probabilities do you need to find?

Explore: Write a simple program to compute P(r,s) for given N,r,s, and p.

Find the probabilities for N=10, r=7,s=3, p=0.25.

Pascals Solution using combinatorial argument:
P(r,s) =P(A wins N-r more points before B wins N-s points)
=
2 1
1 2 2
...
1 2 2
N r N r N r N r N s
N r N r N r s
p p q p q p q

+ | | | | | |
+ + + +
| | |
\ \ \

=
1
0
1
N s
N r m
m
N r m
p q
m

=
+ | |
|
\

_________________________________________

__________________
Page 37

Solutions to Exercises
Exercise 1
A simple-minded answer would be { {{ { } }} } : 0 x x
+ ++ +
= > = = > = = > = = > = R R
Question is meant to be slightly opened ended and to show that choosing an appropriate sample space may
not be so simple.
What is the oldest recorded age ?
Will the lifetime of men and women be the same?
What about among different races?
Are there financial issues that suggest they should be regarded as different?
Are there ethical issues that may suggest they be regarded as the same?
This experiment may be of interest to the government with regards to healthcare costs, retirement age etc.

Exercise 2
1
st
marble 2
nd
marble Outcomes
R RR
G RG
R B RB

R GR
G G GG
B GB

B R BR
G BG
A=event that one of the marbles is blue={RB,GB,BR,BG}

Exercise 3
Label 3 men as
1 2 3
, & M M M and 2 women as
1 2
& W W
Then there are
5
10
3
| |
=
|
\
possible Committees listed as follows:
{ }
1 2 3 1 2 1 1 2 2 1 3 1 1 3 2 2 3 1 2 3 2 1 1 2 2 1 2 3 1 2
, , , , , , , , , M M M M M W M M W M M W M M W M M W M M W M WW M WW M WW
There are
3 2 3 2
1 6 7
3 0 2 1
| || | | || |
+ = + =
| | | |
\ \ \ \
possible committees with at most 1 woman
A={ }
1 2 3 1 2 1 1 2 2 1 3 1 1 3 2 2 3 1 2 3 2
, , , , , , M M M M M W M M W M M W M M W M M W M M W
We will be interested later when we calculate probabilities in the actual size of the sample space rather than
what the actual outcomes are.

Exercise 4
(i) A B' (Definition : Set difference A B A B' )
(ii) ( ) A B '=A' B'

Exercise 5
1 2 3 4 5 6
1 (1,1) (2,1) (3,1) (4,1) (5,1) (6,1)
2 (1,2) (2,2) (3,2) (4,2) (5,2) (6,2)
3 (1,3) (2,3) (3,3) (4,3) (5,3) (6,3)
4 (1,4) (2,4) (3,4) (4,4) (5,4) (6,4)
5 (1,5) (2,5) (3,5) (4,5) (5,5) (6,5)
6 (1,6) (2,6) (3,6) (4,6) (5,6) (6,6)
S
e
c
o
n
d

d
i
e

_________________________________________

__________________
Page 38

F ={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(3,1),(4,1),(5,1),(6,1)}
E' =Event the sum of the outcomes is ODD. (18 such outcomes)
E F = Event sum of the outcomes is even AND at least 1 dice a 1
= {(1,1), (1,3),(1,5), (3,1), (5,1}}
E' F = Event at least one dice is a 1 BUT whose sum is ODD.
={(1,2), (1,4),(1,6), (2,1), (4,1), (6,1)}
F G = Event either at least one of the dice is 1 OR both dice the same OR both.
={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(2,2),(3,1),(3,3),(4,1),(4,4),(5,1),(5,5),(6,1),(6,6)}
E F G ={(1,1)}

Exercise 6
(i)Show that A B' and B are mutually exclusive events.

Observe that ( ) A B= A B' B
In a finite sample space, ( ) n(A B)=n A B' +n(B)

(ii)Show that , ', A B A B ' A B and ( ) ' ' A B ' A B =
are mutually exclusive events.

Observe that =( ) ( ) ( ) ( ) ' ' ' ' A B A B A B A B
In a finite sample space,
n( ) = ( ) ( ) ( ) ( ) n n ' n ' n ' ' A B A B A B A B + + +

Exercise 7
(a)
(i) n(A B)= 7,
(ii) n(A)=3,
(iii) n(B)= 4,
(iv) n(A B)= 0,
(v) ( ) n A' B' =1
(b)
(i) n(A B)= 6,
(ii) n(A)=3,
(iii) n(B)= 4,
(iv) n(A B)= 1,
(v) ( ) n A' B' =2
(c)
(i) n(A B)= 5,
(ii) n(A)= 3,
(iii) n(B)= 4,
(iv) n(A B)= 2,
(v) ( ) n A' B' =3
(d)
(i) n(A B)= 4,
(ii) n(A)=3,
(iii) n(B)= 4,
(iv) n(A B)= 3,
(v) ( ) n A' B' =4

Exercise 8

(a) 1000+19000+0=20000

(b) 1000+3000+7000+1000=12000

(c) 100000-32000=68000

(d) 7000+3000+1000=11000

(e) 7000+1000=8000

Exercise 9
(i) ( ) ( ) ( ) ( ) P A B P A P B P A B = +
2 2 1 3
4 4 4 4
= + =
This is the probability of obtaining Heads in at least 1 of the 2 tosses of a coin.
B

A

' A B
B

A

' A B
' A B
A B
A' B'

I II

III
1000
1000 3000
7000
19000 1000
0
_________________________________________

__________________
Page 39

Which could of course have been computed directly, P( A B )=P({(H,T),(T,H),(H,H)})=
3
4

(ii) A B ={(H,H)}. ( ) ( ) ( )
2 1 1
'
4 4 4
P A B P A P A B = = =
This is the probability of obtaining Head in the 1
st
toss only.
Which could of course have been computed directly, P( ' A B )=P({(H,T)})=
1
4

(iii) P(neither the 1
st
or 2
nd
tosses is heads)= ( ) P ' ' A B = P(TT) =
1
4

Exercise 10
( ) ( ) ' ( ) P A B P A P A B =
Since B A , A B B = So ( ) ( ) ' ( ) P A B P A P B =
Rearranging, ( ) ( ) ( ) ' ( ) since P( ' ) 0 P B P A P A B P A A B =

Exercise 11
Since A and B are mutually exclusive
(i) ( ) ( ) 0 P A B P = =
A and B are mutually exclusive means that ' and ' A B B A so by Exercise 10
(ii) ( ) ( ') P A P B and ( ) ( ') P B P A
(iii) ( ) ( ) ( ) ( ) P A B P A P B P A B = +
So ( ) ( ) ( )
1 3
( ) ( )
3 4
P A B P A P B P A B P A B = + = +
( )
13 1
1 since 1
12 12
P A B =
So A and B are NOT mutually exclusive.

Exercise 12
M= event takes Mathematics
C= event takes Chemistry
A= event receiving an A in whatever course she takes.

4 1 1
P( ) P( )P( | )
6 4 6
A M M A M
| || |
= = =
| |
\ \

2 1 1
P( ) P( )P( | )
6 2 6
A C C A C
| || |
= = =
| |
\ \

1 1 1
P(A)=P( ) P( )
6 6 3
A M A C + = + =

Exercise 13
(i) P(A)=1/2 and P(A|B)=1/2
So A and B are independent

(ii) Note that 13=6+6+1 or 6+5+2 or 6+4+3 or 5+5+2 or 5+4+4
P(C)=15/216=5/72 and P(C|B)=
6/ 216 1
1/ 6 6
= So B and C are not independent.
THE END
M

A
1/4
1/2
4/6
2/6
A
C

Chapter S1 - Probability

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