PROBABILITY
experiment E. The union of the sets A and B, denoted
1 Some Definitions
1.1 Random Experiment
An experiment E is called a random experiment if
1. all possible outcomes of E are known in advance,
is stated as ‘at least on of A1 , A2 , · · · , An , · · · and the
2. it is impossible to predict which outcome will occur
event
at a particular performance of E,
3. E can be repeated, at least conceptually, under
identical conditions for infinite number of times.
The experiment of tossing a coin is an example of ran-
dom experiment. Here the possible outcomes are ‘head’
and ‘tail’, but it is impossible to predict which outcome,
namely ‘head’ or ‘tail’ will occur at a particular toss of
the coin under the given conditions. Other examples
of random experiment are ‘throwing a die’, ‘drawing a
card from a full pack of 52 cards at random’, etc.
1.2 Event Space
The set of all possible outcomes of a given random ex-
periment E is called the event space of the experiment
and it will be denoted by S. Here the outcomes, also
called event points, are the elements of S. The event
space S of the random experiment of tossing a coin is
{H, T }, where H denotes the outcome ‘head’ and T de-
notes the outcome ‘tail’. This is an example of a finite
event space. The event space S corresponding to the
experiment of choosing a number at random from the
interval (2, 4) is the set(2, 4) which is an infinite set.
1.3 Events
An event A of a given random experiment E can be
defined as a subset of the corresponding event space
S. Let us consider the random experiment of throwing
a die. Here S = {1, 2, 3, 4, 5, 6}. Let A = {2, 4, 6}
be an event which can be described as ‘even number
appears in throwing a die’. Here the event A happens
in a specific trial of the given random experiment if and
only if exactly one of the outcomes ‘2’, ‘4’ or ‘6’ occurs
in the trial.
Let A and B be any two events of a given random
1
by A+B, is an event which can be stated as ‘A or B’ or
equivalently ‘at least one of A and B’. The intersection
of A and B, denoted as AB, is an event which can
be stated as ‘both A and B’. The complement of A,
denoted as A, is an event stated as ‘not A’. In general,
∞
X
if A1 , A2 , · · · , An , · · · are events, then the event An
n=1
Y∞
An is stated as ‘all of A1 , A2 , · · · , An , · · · .
n=1
1.4 Impossible Event
An event of a given random experiment is called an
impossible event if it can never happen in any perfor-
mance of the random experiment under identical con-
ditions. In connection with the random experiment of
throwing a die, the event ‘face marked 7’ is an impos-
sible event.
1.5 Certain Event
An event of a given random experiment is called an
certain event if it happens in every performance of the
corresponding random experiment under identical con-
ditions. In connection with the random experiment of
tossing a coin, the event ‘head’ or ‘tail’ is a certain
event.
1.6 Simple & Composite Events
An event A is called a simple event or an elementary
event if A contains exactly one element i.e., A can
happen in only one way in any performance of the cor-
responding random experiment.
An event is called a composite event if A contains more
than one element.
In connection with the random experiment of throwing
a die, the event space S is given by S = {1, 2, 3, 4, 5, 6}.
Let A1 , B1 be respectively the events defined by A1 =
{2, 4, 6}, B1 = {2}. The event A1 is composite event
whereas the event B1 is simple event.
1.7 Mutually Exclusive Events 3 Frequency Definition of Prob-
Two events connected to a given random experiment ability
E are said to be mutually exclusive if A, B can never
Let A be an event of a given random experiment E. Let
happen simultaneously in any performance of E, i.e., if
the event A occur N (A) times when the random experi-
AB = O. In connection with the random experiment of
ment E is repeated N times under identical conditions.
throwing a die, the events ‘multiple of 3’ and ‘a prime
Then on the basis of statistical regularity we can as-
number’ are not mutually exclusive whereas the events N (A)
‘even number’ and ‘odd number’ are mutually exclusive sume that lim exists finitely and the value of
N →∞ N
events of the same random experiment. this limit is called the probability of the event A denoted
by P(A),
N (A)
1.8 Exhaustive Set of Events P(A) = lim = lim f (A),
N
N →∞ N →∞

A collection of events is said to be exhaustive if in every where f (A) = N (A) is the frequency ratio of the event
performance of the corresponding random experiment N
A in N repetitions of the corresponding random exper-
at at least one event (not necessarily the same for every
iment under identical conditions.
performance) belonging to the collection happens. In
set theoretic notations
X the collection of events Aα , α ² I
is exhaustive iff Aα = S, where I is an index set. 4 Axiomatic Definition of
α²I
In connection with the random experiment of throwing Probability
a die the collection of events {A1 , A2 , A3 } is exhaustive
where A1 = {1, 3, 5}, A2 = {2}, A3 = {4, 6}. Let E be a random experiment described by the event
space S and A be any event connected with E, i.e.,
A ⊆ S. The probability of A is a number associated
with A, to be denoted by P(A), such that the following
1.9 Statistical Regularity axioms are satisfied :
Let a random experiment E be repeated N times under 1. P(A) ≥ 0.
identical conditions in which we note that an event A 2. The probability of a certain event, P(S) = 1.
N (A)
of E occurs N(A) times. Then the ratio is called
N 3. If A1 , A2 , A3 , · · · be a finite or infinite sequence of
the frequency ratio of A and is denoted by f (A). Now, pairwise mutually exclusive events, i.e., Ai Aj =
if the random experiment E is repeated a large number O(i 6= j; i, j = 1, 2, 3, · · · ), then
of times, it is seen that f (A) gradually stabilizes to
a more or less constant. This tending of stability of P(A1 +A2 +A3 +· · · ) = P(A1 )+P(A2 )+P(A3 )+· · · .
frequency ratio is called statistical regularity and this
fact was confirmed by many experimental results. 4.1 Deductions from Axiomatic Defi-
nition
4.1.1 P(O) = 0.
2 Classical Definition of Prob- We have O = O + O + O + · · · , where O occurs count-
ability ably infinite number of times in the right hand side.
Here OO = O. So by axiom (3),
Let the event space S of a given random experiment P(O + O + O) = P(O) + P(O) + P(O) + · · ·
E be finite. If all the simple events connected to E be or P(O) = P(O) + P(O) + P(O) + · · · (4.1)
equally likely then the probability of an event A(A ⊆ S
is defined as Let P(O) = k.
Then k ≥ 0 by axiom (1). If possible, let k 6= 0, then
m the infinite series in the right hand side of (4.1) is
P(A) = ,
n k + k + k + · · · which is divergent,

where n is the total number of simple events connected Since here n→∞
lim nk = ∞(∵ k > 0) and then (4.1) is
to A, i.e., n is the number of distinct elements of S impossible. So it is proved that the assumption k 6= 0
and m of these simple events are favourable to A, i.e., is wrong. Hence k = 0.
A contains m distinct elements. ∴ P(O) = 0.

2
4.1.2 Theorem 1: If A1 , A2 , · · · An be finite Since by Axiom (1), P(B − A) ≥ 0, it follows that
number of pairwise mutually exclusive P(A) ≤ P(B).
events, then
P(A1 +A2 +· · ·+An ) = P(A1 )+P(A2 )+· · ·+P(An ). 4.1.7 Theorem 2: If A and B be any two events
connected to a random experiment, then
4.1.3 P(A) = 1 − P(A) P(A + B) = P(A) + P(B) − P(AB)
4.1.4 Deduction of the Classical Definition
proof : The events A − AB, B − AB and AB are
In this case the event space S is finite and contains n pairwise mutually exclusive events.
distinct elements u1 , u2 , · · · , un (say), so that Also A + B = (A − AB) + (B − AB) + AB.
Hence by Theorem 1,
S = {u1 , u2 , · · · , un }
P(A + B) = P{(A − AB) + (B − AB) + AB}
Here the n distinct simple events U1 = {u1 }, U2 =
{u2 }, · · · , Un = {un } are equally likely, which means = P(A − AB) + P(B − AB) + P(AB) (4.4)
that the simple events have equal probability, i.e., Again A = (A − AB) + AB,
P(U1 ) = P(U2 ) = · · · = P(Un ) (4.2) and B = (B − AB) + AB.
Hence by Theorem 1, as A − AB, AB are mutually
Since any two distinct simple events are necessarily exclusive and B − AB, AB are also mutually exclusive,
mutually exclusive, by axiom (2) and Theorem 1 we
have P(A) = P(A − AB) + P(AB) (4.5)
1 = P(S) = P(U + U + · · · + U ) P(B) = P(B − AB) + P(AB). (4.6)
1 2 n
= P(U1 ) + P(U2 ) + · · · + P(Un ). (4.3) Eliminating P(A − AB) and P(B − AB) from (4.4),
(4.5) and (4.6) we get
From (4.2) and (4.3), we get
P(U1 ) = P(U2 ) = · · · = P(Un ) P(A + B) = {P(A) − P(AB)} + {P(B) − P(AB)} + P(AB)
P(U1 + U2 + · · · + Un ) 1 = P(A) + P(B) − P(AB)
= =
n n
Let now A be an event connected to the given ran- 4.1.8 Theorem 3: For any three events A, B, C,
dom experiment. If the event A contains m distinct
elements of S,say ui1 , ui2 , · · · , uim where i1 , i2 , · · · , im P(A + B + C) = P(A) + P(B) + P(C)
take distinct values from the set {1, 2, · · · , n}, we can −P(AB) − P(BC) − P(CA) + P(ABC)
write
A = Ui1 + Ui2 + · · · + Uim . 4.2 Theorem 4:
Since any two distinct simple events are mutually ex- If {An } be a monotonic sequence of events then
clusive, we get by Theorem 1
P( lim An ) = lim P(An )
n→∞ n→∞
P(A) = P(Ui1 ) + P(Ui2 ) + · · · + P(Uim )
1 1 1
= + + + · · · m times proof : Case 1: Let {An } be a monotonically in-
n n n creasing sequence of events, i.e., {An } ⊆ {An+1 } for
m
= . all n and for that
n
Hence the classical definition is established. X∞
lim An = An . (4.7)
n→∞
n=1
4.1.5 0 ≤ P(A) ≤ 1
4.1.6 If A be a subevent of B, i.e., A ⊆ B, then We define another sequence of events {Bn } as follows:
P(A) ≤ P(B)
B1 = A1 , Bn = An − An−1 , n ≥ 2. (4.8)
Since A ⊆ B, then we can write B = A + (B − A).
Since A and B − A are mutually exclusive, by Theo- It can be easily verified that {Bn } is a sequence of pair-
rem 1 wise mutually exclusive events such that
∞
X ∞
X
P(B) = P(A) + P(B − A)
An = Bn . (4.9)
∴ P(B − A) = P(B) − P(A) n=1 n=1

3
It can be similarly shown that 4.3 Conditional Probability
n
X n
X Let A and B be any two events connected to a given
Ai = Bi . (4.10)
i=1 i=1
random experiment E. The conditional probability of
the event A on the hypothesis that the event B has oc-
Again since A1 ⊆ A2 ⊆ · · · ⊆ An . curred, denoted by P(A|B), is defined as
n
X
Ai = An . (4.11) P(AB)
i=1 P(A|B) = , provided P(B) 6= 0.
P(B)
Now,
∞
X Similarly we can define P(B|A) when P(A) 6= 0.
P( lim An ) = P( An ), by (4.7) For example, let us consider the random exper-
n→∞
n=1 iment of throwing a symmetric die. If A and B be
X∞ the events ‘even face’ and ‘multiple of three’. Here the
= P( Bn ), by (4.9) event space contains 6 simple events and the number
n=1 of simple events favourable to the events A, B and AB
∞
X are respectively 3, 2 and 1.
= P(Bn ), by axiom (3)
∴ P(A) = 1/2, P(B) = 1/3, P(AB) = 1/6.
n=1
P(AB)
n
X So by definition P(B|A) = = 1/3,
= lim P(Bi ) P(A)
n→∞
i=1
P(AB)
and P(A|B) = = 1/2.
Xn P(B)
= lim P( Bi ), by axiom(3)
n→∞
i=1
n 4.3.1 Bayes’ Theorem
X
= lim P( Ai ), by (4.10)
n→∞ Let A1 , A2 , · · · , An be n pairwise mutually exclu-
i=1
sive events connected to a random experiment E
= lim P(An ), by (4.11)
n→∞ where at least on of A1 , A2 , · · · , An is sure to hap-
Case 2: Let {An } be a monotonically decreasing se- pen (i.e., A1 , A2 , · · · , An form an exhaustive set of
quence of events, i.e., {An } ⊇ {An+1 } for all n and n events). Let X be an arbitrary event connected
for that to E, where P(X ) 6= 0. Also let the probabilities
∞
P(X |A 1 ), P(X |A 2 ), · · · , P(X |An ) be all known. Then
Y
lim An = An . (4.12)
n→∞ P(Ai )P(X |Ai )
n=1 P(Ai |X ) = n , i = 1(1)n (4.13)
X
∴ {An } ⊆ {An+1 } for all n. P(A r )P(X |A r )
i.e., {An } be a monotonically increasing sequence of r=1
events.
Then by Case 1, proof : A , A , · · · , A being an exhaustive set of
1 2 n
P( lim An ) = lim P(An ), events,
n→∞ n→∞
X∞
⇒ P( An ) = lim [1 − P(An )], by (4.7) S = A1 + A2 + · · · + An
n→∞
n=1
∞ where S is the corresponding event space.
Y
⇒ P( An ) = 1 − lim P(An ),
n=1
n→∞ ∴ X (A1 + A2 + · · · + An ) = X S = X ∵X ⊆S
by De M organ0 s law or X A1 + X A2 + · · · + X An = X
∞
Y
⇒ 1 − P( An ) = 1 − lim P(An ), Now (X Ai )(X Aj ) = X (Ai Aj ) = X O = O for i 6= j,
n→∞
n=1 ∴ X A1 , X A2 , · · · , X An are pairwise mutually exclu-
∞
Y sive events and hence
⇒ P( An ) = lim P(An ),
n→∞
n=1 P(X A1 ) + P(X A2 ) + · · · + P(X An ) = P(X )
∴ P( lim An ) = lim P(An ), by (4.12). or P(A1 )P(X |A1 ) + P(A2 )P(X |A2 ) + · · ·
n→∞ n→∞
This completes the proof of the theorem. · · · + P(An )P(X |An ) = P(X ) (4.14)

4
 P(Ai X ) which implies that A, B, C are not mutually indepen-
P(Ai |X ) = , ∵ P(X ) 6= 0
P(X ) dent.
P(Ai )P(X |Ai ) Hence pairwise independence does not always imply
= n , f or i = 1(1)n mutual independence.
X
P(Ar )P(X |Ar )
r=1
Note 2. It is to be noted that the concept of mutually
by(4.14) exclusive events and independent events are not equiv-
Hence the theorem. alent.
If two events A, B are mutually exclusive then
AB = O and so the occurrence of one of the two events,
4.3.2 Independence of Events
in this case, is hindered by anticipating the occurrence
Two events A and B are said to be stochastically inde- of the other.
pendent or statistically independent or simply indepen- On the other hand, if the occurrence of one event
dent if and only if has no effect on the probability of the other event, the
two events are said to be independent and in this case
P(AB) = P(A)P(B) P(AB) = P(A)P(B).
Two events can be mutually exclusive and not in-
4.3.3 Mutual and Pairwise Independence of dependent. For example, consider the random experi-
Three Events ment of tossing of two coins. Let A and B be the events
‘both the coins show head’ and ‘both the coins show tail’
Three events A, B, C are said to be pairwise indepen- respectively. Then A and B are clearly mutually exclu-
dent if sive, since if A happens, B cannot happen and as such
AB = O. But P(A) = 1/4, P(B) = 1/4. ∴ P(AB) =
P(AB) = P(A)P(B)
0 6= P(A)P(B), i.e., A and B are not independent.
P(BC) = P(B)P(C) Again two events can be independent and not mu-
P(CA) = P(C)P(A) tually exclusive. For example, consider the random ex-
periment of throwing 2 dice together. Let A and B be
and A, B, C are said to be mutually independent if the events ‘6 appears in the first die’ and ‘6 appears in
the second die’ respectively.
P(AB) = P(A)P(B)
Then P(AB) = 1/36 = P(A)P(B) = 16 × 16 and so
P(BC) = P(B)P(C) A and B are independent. Also AB = {(6, 6)} 6= O
P(CA) = P(C)P(A) which implies that A and B are not mutually exclusive.
P(ABC) = P(A)P(B)P(C) Finally, two events A and B can be both mutually
exclusive and independent when
Note 1. From the definition of mutual independence, P(AB) = P(A)P(B) = 0
we see that mutual independence implies pairwise inde-
pendence, but the converse is not true, as shown by the which holds if at least one of the two events A and B
following example : has zero probability. In fact, two events having both
Let the equally likely outcomes of an experiment non-zero probabilities cannot be simultaneously mutu-
be one of the four points in the three-dimensional space ally exclusive and independent.
with rectangular co-ordinates (1, 0, 0), (0, 1, 0), (0,
0, 1) and (1, 1, 1). Let A, B, C denote the events ‘x-
co-ordinate 1’, ‘y-co-ordinate 1’ and ‘z-co-ordinate 1’ Prob. 1 What is the probability of 53 Sundays in a
respectively. Then by using classical definition, leap year?

2 1
P(A) = P(B) = P(C) = = . Ans : 2/7.
4 2
1
P(AB) = = P(A)P(B) Prob. 2 Find the probability PN that a natural num-
4
1 ber chosen at random from the set {1, 2, · · · , N } is di-
P(BC) = = P(B)P(C) visible by a fixed natural number k. Also find lim PN .
4 N →∞
1
P(CA) = = P(C)P(A)
4 Ans : Let [z] denote the largest integer contained in
Hence A, B, C are pairwise independent. z, z being a rational number. Then number of integers
But P(ABC) = 41 6= P(A)P(B)P(C), in the given set {1, 2, · · · , N } that are divisible by k is

5
· ¸
N From (4.15) and (4.16) we get
. Also the event space contains N simple events.
k
Therefore, the required probability P(AC) + P(AC) ≥ P(BC) + P(BC)
· ¸ or, P(AC + AC) ≥ P(BC + BC),
1 N
PN = since (AC)(AC) = O, (BC)(BC) = O,
N k
· ¸ ∴ P(A) ≥ P(B).
N
If = q, then we can write
k
Prob. 4 If A and B are two events and P(B) 6= 1,
N = kq + r, 0 ≤ r < k P(A) − P(AB)
· ¸ then prove that P(A|B) = . Hence show
1 N q N −r 1 r 1 − P(B)
∴ PN = = = = − . that P(AB) ≥ P(B) + P(B) − 1. Also show that P(A) >
N k N kN k kN
r 1 1 or < P(A|B) according as
N ow 0≤ < . Also lim = 0.
kN N N →∞ N
r P(A|B) > or < P(A).
∴ lim =0
N →∞ kN
1
∴ lim PN = Prob. 4 The probability of detecting tuberculosis in
N →∞ k X-ray examination of a person suffering from the dis-
ease is 1 − b. The probability of diagnosing a healthy
Prob. 3 An integer is chosen at random from the person as tubercular is a. If the ratio of tubercular pa-
first 100 positive integers. What is the probability that tients to the whole population is c, find the probability
the integer is divisible by 6 or 8? that a person is healthy if after examination he is di-
agnosed as tubercular.
Ans : 6/25.
Ans : Let A denote the event ‘the person is tubercu-
Prob. 4 From the numbers 1, 2, · · · , 2n +1. three lar’, B denote the event ‘the person is diagnosed tuber-
are chosen at random. What is the probability that cular. Then by the question P(B|A) = 1 − b, P(B|A) =
these numbers are in A.P.? a, P(A) = c. Then we have to find the value of P(A|B).
Now
3n
Ans : .
4n2 − 1 A + A = S, the corresponding event space,
⇒ BA + BA = B,
Prob. 4 Show that the probability that exactly one of ⇒ P(B) = P(BA) + P(BA)
the events A and B occurs is P(A) + P(B) − 2P(AB).
as BA and BA are mutually exclusive events
⇒ P(B) = P(B|A)P(A) + P(B|A)P(A),
Prob. 4 Show that the conditional probability satis-
⇒ P(B) = (1 − b)c + a(1 − c).
fies all the axioms of probability.
Therefore,
Prob. 4 If P(A|C) ≥ P(B|C) and P(A|C) ≥ P(B|C),
then prove that P(A) ≥ P(B) P(B|A)P(A) a(1 − c)
P(A|B) = = .
P(B) (1 − b)c + a(1 − c)
Ans : From P(A|C) ≥ P(B|C), we get

P(AC) P(BC) Prob. 5 The chance that a doctor will diagnose a

≥ . certain disease correctly is 60%. The chance that a
P(C) P(C)
patient will die by his treatment after correct diagnosis
∴ P(AC) ≥ P(BC), ∵ P(C) > 0. (4.15) is 40 % and the chance of death by wrong diagnosis is
70 %. A patient of the doctor who had the disease dies.
Similarly, from P(A|C) ≥ P(B|C) we get
What is the probability that the disease was diagnosed
P(AC) P(BC) correctly?
≥ .
P(C) P(C)
∴ P(AC) ≥ P(BC), ∵ P(C) > 0. (4.16) Ans : 6/13.

6
Prob. 6 On an attempt to land an unmanned rocket
on the moon, the probability of a successful landing is
0.4. The probability that monitoring system will give
the correct information concerning landing is 0.9 in
either case. A shot is made and a successful landing
is indicated by the monitoring system. What is the
probability of a successful landing?

Hints : Let A denote the event ‘successful landing’

and B denote the event‘monitoring system indicates
successful landing’. Given that P(A) = 0.4, P(B|A) =
0.9. The required probability is P(A|B) = 6/7.

Prob. 7 There are three identical urns containing

white and black balls. The first urn contains 2 white
and 3 black balls; the second urn 3 white and 5 black
balls, and the third urn 5 white and 2 black balls. An
urn is chosen at random, and a ball is drawn from it.
Find the probability that it is from the second urn if the
ball drawn is white?

Ans : 35/139.