Chapter-2

Probability

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 Outline
• Sample spaces and events.
• Interpreting probabilities.
• Addition Rules.
• Conditional probabilities.
• Multiplication and total probability rules.
• Independence.
• Bayes’ theorem.
• Random variables.
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 Sample spaces
• Random experiment: An experiment that can result
in different outcomes even though it is repeated in the
same manner every time.
• Sample space: The set of all possible outcomes of a
random experiment. The sample space is denoted as
S.
Importance of sample space:
• To model and analyze a random experiment, we must
understand the set of possible outcomes from the
experiment, i.e., an appropriate description of the
sample space.

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 Sample spaces (Cont.)
• A sample space is discrete if it consists of a
finite or countable infinite set of outcomes.
• A sample space is continuous if it contains an
interval (either finite or infinite) of real
numbers.
Representation of sample spaces:
(1) Sample space sets.
(2) Tree diagram.
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MTH-3111 Dr. M. Has
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(1) Sample space sets (Examples)
• Coin Toss: S = {H, T}
• Roll Single Dice: S = {1,2,3,4,5,6}
• 1st quiz score: S = {0, 1, 2, …, 99, 100}
• Drive time: S = { t : 0  t  ∞ } = [o, ∞]
• State of residence: S = {KL, Selangor, … }
• Flip 2 coins: S = {HH, HT, TH, TT}
• Picking up two parts from a product batch:
S = {gg,gd,dg,dd}
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Sample spaces (Examples) (Cont.)
• Select 3 students from class and:
(A) classify as male (M) or female (F)
S = {FFF, MFF, FMF, MMF, FFM, MFM, FMM, MMM}
(B) you are only interested in the number of female students
selected…
S = {0, 1, 2, 3}
• If there were only one defective part in a product
batch, there would be fewer possible outcomes
because dd would be impossible.
S = { gg, gd, dg }
i.e., a sample space is often defined based on the
objectives of the analysis.
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 Sampling With replacement
Sampling with replacement:
• Items are replaced before the next one is selected..

• Possible ordered outcomes (Sampling) are:

S = {aa, ab, ac, bb, ba, bc, cc, ca, cb}

• Possible Unordered sampling are:

S = {{a, a}, {a, b}, {a, c}, {b, b}, {b, c}, {c, c}}.

• Ordered outcomes are larger than unordered outcomes.

• Sometimes the ordered outcomes are needed, but in other cases the
simpler, unordered sample space is sufficient.

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 Ordered vs. unordered
Remember:
• Permutation: A permutation is an arrangement of
objects in a definite order.
P  n(n  1)(n  2)...(n  r  1)
r
n

• Combination: A combination is a selection of object

with no regard to order.
n!
C 
n
r
r!(n  r )!
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 Sampling Without replacement
• Items are not replaced before the next one is selected..
Possible ordered outcomes are
S = {ab, ac, ba, bc, ca, cb}

• Outcomes in case of Sampling without

replacement are smaller than sampling with
replacement.

• Sampling without replacement is more common

for industrial applications.
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 (2) Tree diagram
Example 2-4:
An automobile manufacturer provides vehicles
equipped with selected options. Each vehicle is
ordered With or without an automatic transmission,
With or without air-conditioning, With one of three
choices of a stereo System, With one of four exterior
colors. If the sample space consists of the set of all
possible vehicle types, what is the number of
outcomes in the sample space?
• Solution: The sample space contains 48 outcomes.

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 Tree diagram (Cont.)

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Trees are helpful when there are more than 2 elements in a sub-space
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 Events
• An event is a subset of the sample space of a
random experiment.
• We can be interested in describing new events
from combinations of existing events.

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 S

Event and sample space

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 Events (Cont.)
Example 2.2:
• Two connectors are selected and measured. If
the objective of the analysis is to consider only
whether or not the parts conform to the
manufacturing specifications, either part may
or may not conform.
• The sample space can be represented by the
four outcomes:
S = {yy, yn, ny, nn}
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 Events (Cont.)
Example 2.6:
• Consider the sample space S = {yy, yn, ny, nn} in
Example 2-2. Suppose that the set of all outcomes
for which at least one part conforms is denoted as
(Event) E1:
E1 = { yy, yn, ny }
• The event E2 in which both parts do not conform,
contains only the single outcome:
E2 = {nn}
Example 2.8:
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 Venn diagrams
Venn Diagrams:
• Graphical means to portray relationships between
sets, and to describe relationships between events.
• The random experiment is represented as the points in
the rectangle S. The events A (& B, …) are the subsets
of points in the indicated regions.
Example:
• Toss a die and observe the number that appears on the
upper face. Let event A = Observe an odd number.
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 Sets
• Because events are subsets (of sample space), we can
use basic set operations such as unions, intersections,
and complements.
A set:
• It is a well-defined collection of objects. Each object in
a set is called an element of the set.
Union:
• The Union of events A and B (A  B) (read “A or B”) is
the event consisting of all outcomes that are either in A
or in B or in both events
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A

AB
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 Sets (Cont.)
Intersection:
• The Intersection of events A and B, denoted
by A  B (read “A and B”), is the event
consisting of all outcomes that are in both A
and B.
Complement:
• the complement of event A, denoted by A’, is
the set of all outcomes in the Sample Space
that are not contained in A.
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A

A B
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E’

E
E’

E’
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 Sets (Cont.)
Mutually exclusive events:
• If two events, A and B have no outcomes in
common, they are said to be mutually
exclusive or disjoint events. This means that
if one of them occurs, the other cannot.
A  B = Ø, [Ø = the empty set]
Example:
• Observing odd and even numbers by rolling
single dice.
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A

A B=Ø
 Set Rules
• A  Ø = Ø
• A Ø = A
• A  A' = Ø
• A  A' =S
• S' = Ø
• Ø' = S
• (A')' = A

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 Set Rules (Cont.)
De Morgan’s theorem:
• (A B)' = A'  B’
• (A B)' = A'  B’

Distributive laws:
• (A B) C = (A C)  (B C)
• (A B)  C = (A C)  (B C)

• A B = B 
• A B = B 
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 (A  B)’ = A’  B’

A A
B B

A B (A  B)’
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 (A  B)’ = A’  B’

A A
B B

(A B) (A B)’

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