Chapter 5: Introduction to Probability

5.1. Basic Concepts

Definition of terms

1. Random Experiment is any process of generating a set of data or observations that can be
repeated under basically the same conditions, which lead to well-defined outcomes. The outcome
of a random experiment cannot be predicted with certainty.
2. Sample space is the set of all possible outcomes of an experiment, usually denoted by Ω.
3. Sample point is an element of the sample space, an outcome.
4. Event is any subset of the sample, usually denoted by capital letters.
5. Null space/Empty space is a subset of the sample that contains no elements and denoted by the
symbol 𝜙.
6. Simple event is an event which contains only one element of the sample space.
7. Compound event is an event that can be expressed as the union of simple events, thus
containing more than one sample point.
8. Mutually exclusive events. Two events A and B are mutually exclusive if 𝐴 ∩ 𝐵 = 𝜙.

Remarks

• An event is said to have occurred if the outcome of the experiment is one of the sample points
in the event.
• The empty space can be viewed as an event that will never happen. It is called the impossible
event.
• The sample space Ω, as an event always occurs, and is referred to as the certain or sure event.

Event Composition and Event Relations

1. 𝐴 ∩ 𝐵 is the intersection of events A and B i.e., is the event that both A and B occurred.
2. 𝐴 ∪ 𝐵 is the union of events A and B i.e., is the event that at least one of A or B occurred.
3. 𝐴𝑐 is the complement of an event A with respect to Ω which contains all elements of S that are
not in A and is the event that A does not occur.

Example 5.1.1. Let A and B be the following events:

A = You will pass Stat 101

B = You will pass Philo 11

𝐴 ∪ 𝐵 is that you will pass Stat 101 or Philo 11.

𝐴 ∩ 𝐵 is the event that will pass Stat 101 and Philo 11.

𝐴𝑐 is the event that you will not pass Stat 101.

𝐵𝑐 is the event that you will not pass Philo 11.

1 |Introduction to Probability
𝐴𝑐 ∩ 𝐵𝑐 is the event that you will not pass Stat 101 and Philo 11.

𝐴𝑐 ∩ 𝐵 is the event that you will not pass Stat 101 but pass Philo 11.

5.2. Formal Definition of Probability (by Andrey Kolmogorov)

The probability function 𝑷() is a function assigning a measure of chance that an event will occur. It
must satisfy three basic properties:

i. 0 ≤ 𝑃(𝐴) ≤ 1 for any event 𝐴.

ii. 𝑃(𝛺) = 1 where 𝛺 is the sample space.

iii. If A can be expressed as the union of n mutually exclusive events, then the probability of A is
equal to the sum of the individual probabilities of the n mutually exclusive events (Finite
Additivity Property). In other terms, if 𝐴 = 𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ . . .∪ 𝐴𝑛 Where 𝐴𝑖 𝑠 are mutually
exclusive, then 𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ . . .∪ 𝐴𝑛 ) = 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + . . . + 𝑃(𝐴𝑛 )

5.3. Approaches to assigning probabilities

1. A Priori or Classical Probability – probability is determined even before the experiment is

performed using the following rule: If an experiment can result in any one of 𝑛(Ω) different equally
likely outcomes, and if exactly 𝑛(𝐴) of these outcomes correspond to event A, then the probability
of event A is

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝐴 𝑛(𝐴)

𝑃(𝐴) = =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 Ω 𝑛(Ω)

Example 5.3.1. A fair coin is tossed 3 times. Find the probability of the following events:

A = event of observing heads in the first 2 tosses.

B = event of observing exactly 2 heads.

C = event of observing at most 2 heads.

Ω = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}

𝐴 = {𝐻𝐻𝐻, 𝐻𝐻𝑇}
𝑛(𝐴) 2 1
𝑃(𝐴) = = =
𝑛(Ω) 8 4
𝐵 = {𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻}
𝑛(𝐵) 3
𝑃(𝐵) = =
𝑛(Ω) 8
𝐶 = {𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
𝑛(𝐶) 7
𝑃(𝐶) = =
𝑛(Ω) 8

2 |Introduction to Probability
2. A Posteriori or Relative Frequency or Empirical Probability – probability is determined by
repeating the experiment a large number of times using the following rule:

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑖𝑚𝑒𝑠 𝐴 𝑜𝑐𝑐𝑢𝑟𝑒𝑑

𝑃(𝐴) =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑖𝑚𝑒𝑠 𝑒𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡 𝑤𝑎𝑠 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑

Example 5.3.2. The French naturalist Count Buffon (1707 – 1788) tossed a coin 4040 times. Result: 2048
heads, or proportion 2048/4040 = 0.5069 for heads. Around 1900, the English statistician Karl Pearson
heroically tossed a coin 24,000 times. Result: 12,012 heads, a proportion of 0.5005. While imprisoned by
Germnas during World War II, the South African statistician John Kerrich tossed a coin 10,000 times.
Result: 5067 heads, proportion of heads = 0.5067

3. Subjective Probability – probability is determined by the use of the intuition, personal beliefs, and
other indirect information.

Example 5.3.3. The late astronomer Carl Sagan believed that the probability of a major asteroid is soon
high enough to be of concern. “The probability that the Earth will be hit by a civilization threatening
small world in the next century is a little less than one in thousand.” To arrive at that probability, Sagan
obviously could not use the long-run frequency definition of probability. He would have to use his own
knowledge of astronomy, combined with past asteroid behavior.

5.4. Rules of Counting

Theorem 1 – Basic Principle of Counting

If an event has two stages, the first stage has 𝑛1 possible outcomes, and the second stage has 𝑛2
possible outcomes, then the event has 𝑛1 × 𝑛2 possible outcomes.

Example 5.4.1. How many sample points are there in the sample space when a pair of balanced dice is
thrown once?

We have two stages:

1st Stage is tossing the first die
2nd Stage is tossing the second die
𝑛1 = 6 𝑎𝑛𝑑 𝑛2 = 6
𝑛(Ω) = 𝑛1 × 𝑛2 = 6 × 6 = 36

Theorem 2 – Generalized Basic Principle of Counting

If an event has k stages, the first stage having 𝑛1 possible outcomes, the second stage has 𝑛2 possible
outcomes, and so on, and the kth stage has 𝑛𝑘 possible outcomes, then the event has
𝑛1 × 𝑛2 × … × 𝑛𝑘 possible outcomes.

3 |Introduction to Probability
Example 5.4.2. How many even three-digit number can be formed from the digits 1, 2, 3, 5, 6, and 9 if
each digit can be used only once?

First stage: getting the ones digit 𝑛1 = 2

Second stage: getting the tens digit 𝑛2 = 5
Third stage: getting the hundreds digit 𝑛3 = 4
𝑛(Ω) = 2 × 5 × 4 = 40

Definitions

• The r-permutations of set Z is the set of ordered r-tuples with distinct coordinates.
Example: List all 2-permutations of the set {A, B, C}
(A, B) (B, C) (A, C)
(B, A) (C, B) (C, A)

• The r-combination of set Z is the set of r-tuples with distinct coordinates wherein the ordering
does not matter.

Example: List all 2-combinations of the set {A, B, C}

{A, B} {B, C} {A, C}

• The factorial notation is a compact presentation of the first n consecutive positive integers. It is
denoted by n!
𝑛! = 𝑛 × (𝑛 − 1) × (𝑛 − 2) × … × 1
Where n is a positive integer. We also define 0! = 1.

1! 1 6! 6x5x4x3x2x1=720
2! 2x1=2 7! 7x6x5x4x3x2x1=5040
3! 3x2x1=6 8! 8x7x6x5x4x3x2x1=40320
4! 4x3x2x1=24 9! 9x8x7x6x5x4x3x2x1=362880
5! 5x4x3x2x1=120 10! 10x9x8x7x6x5x4x3x2x1=3628800

Theorem 3 – Cardinality of Permutations

𝑛!
The number of permutations of n distinct objects taken r at a time is nPr = (𝑛−𝑟)!

Example 5.4.3. How many sets of 2 letters (ordered) can be formed from {A, B, C, D} if the letters
should be distinct?

In this case, from a larger set consisting of 4 elements, we are supposed to get permutations of size 2.
4!
𝑛(Ω) = 4P2 = = 12
(4 − 2)!

4 |Introduction to Probability
Theorem 4 – Cardinality of Combinations
𝑛!
The number of combinations of n distinct objects taken r at a time is nCr = (𝑛𝑟) =
𝑟! (𝑛−𝑟)!

Example 5.4.4. Consider the game of poker where a player is given 5 cards.

How many 5 card poker-hands (unordered) are there?

From a larger set consisting for 52 elements, we are supposed to get combinations of size 5. Therefore,
52!
𝑛(Ω) = (52
5
) = (52−5)!5!
= 2598960

How many of these 5-card poker hands contain exactly 3 hearts?

Let A be the event of getting a poker-hand that contains exactly 3 hearts. There are two stages in this
problem. The first stage is getting the 3 hearts from a set of 13 heart cards, the second stage is getting
the 2 non-hearts, from a set of 39 non-heart cards.
13
𝑛1 = ( ) = 286
3
39
𝑛2 = ( ) = 741
2
𝑛(𝐴) = 𝑛1 × 𝑛2 = 286 × 741 = 21192

5.5. Properties of the Probability Function

Theorem 5: If 𝐴 is an event, then 𝑃(𝐴𝑐 ) = 1 − 𝑃(𝐴).

Theorem 6: If 𝐴 and 𝐵 are events then 𝑃(𝐴 ∩ 𝐵𝑐 ) = 𝑃(𝐴) – 𝑃(𝐴 ∩ 𝐵).

Theorem 7: If 𝐴 and 𝐶 are events, then 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

Corollary: If 𝐴 and 𝐵 are mutually exclusive events, then 𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)

Corollary: If 𝐴1 , 𝐴2 , 𝐴3 , . . . , 𝐴𝑛 are mutually exclusive events, then

𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ . . .∪ 𝐴𝑛 ) = 𝑃(𝐴1 ) + 𝑃(𝐴2 ) + 𝑃(𝐴3 ) + . . . + 𝑃(𝐴𝑛 )

Theorem 8: 𝑃(𝐴𝑈𝐵)𝑐 = 𝑃(𝐴𝑐 ∩ 𝐵𝑐 ) 𝑎𝑛𝑑 𝑃(𝐴 ∩ 𝐵)𝑐 = 𝑃(𝐴𝑐 ∪ 𝐵𝑐 )

Steps in answering problems on probabilities of composition of events

1. Define the simple events based on the problems. Most of the time, simple events are denoted
by capital letters.
2. List the given probabilities from the problem and symbolize them as probabilities in terms of the
defined simple events.
3. Find what is needed and symbolize it as probability in terms of the defined simple events.
4. Use the properties of the probability function to find what is need from the problem.

5 |Introduction to Probability
Example 5.5.1. A smoke detector system uses two devices, A and B. If smoke is present, the probability
that it will be detected by device A is 0.95; by device B, 0.90; and by both devices, 0.88. If smoke is
present, find the probability of the following events:

a. Event that the smoke will be detected by at least one of A and B.

Let A = event that the smoke will be detected by smoke detector A

B = event that the smoke will be detected by smoke detector B

𝑃(𝐴) = 0.95, 𝑃(𝐵) = 0.9, 𝑃(𝐴 ∩ 𝐵) = 0.88

We need to find 𝑃(𝐴 ∪ 𝐵).

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) = 0.95 + 0.9 − 0.88 = 0.97

b. Event that the smoke will not be detected. We need to find 𝑃(𝐴𝑐 ∩ 𝐵𝑐 ).

𝑃(𝐴𝑐 ∩ 𝐵𝑐 ) = 𝑃(𝐴 ∪ 𝐵)𝑐 = 1 − 𝑃(𝐴 ∪ 𝐵) = 1 − 0.97 = 0.03

c. Event that the smoke will be detected by device A alone. We need to find 𝑃(𝐴 ∩ 𝐵𝑐 ).

𝑃(𝐴 ∩ 𝐵𝑐 ) = 𝑃(𝐴) − 𝑃(𝐴 ∩ 𝐵) = 0.95 − 0.88 = 0.07

5.6. Conditional Probability and Independence

The probability of an event 𝐵 occurring when it is known that some event 𝐴 has occurred is called a
conditional probability. It is defined as
𝑃(𝐴 ∩ B)
𝑃(𝐵|𝐴) =
𝑃(𝐴)

P(B|A) is read as “probability of B given A."

Properties of Conditional Probability

1. 𝑃(𝐴𝑐 |𝐵) = 1 − 𝑃(𝐴|𝐵)

2. 𝑃(𝜙|𝐵) = 0
3. 𝑃(𝐴 ∩ 𝐵𝑐 |𝐶) = 𝑃(𝐴|𝐶) – 𝑃(𝐴 ∩ 𝐵|𝐶)
4. 𝑃(𝐴 ∪ 𝐵|𝐶) = 𝑃(𝐴|𝐶) + 𝑃(𝐵|𝐶) − 𝑃(𝐴 ∩ 𝐵|𝐶)
5. 𝑃(𝐴 ∩ 𝐵|𝐶) = 𝑃(𝐴|𝐶) + 𝑃(𝐵|𝐶) – 𝑃(𝐴 ∪ 𝐵|𝐶)
6. 𝑃((𝐴 ∪ 𝐵)𝑐 |𝐶) = 𝑃(𝐴𝑐 ∩ 𝐵𝑐 |𝐶) 𝑎𝑛𝑑 𝑃((𝐴 ∩ 𝐵)𝑐 |𝐶) = 𝑃(𝐴𝑐 ∪ 𝐵𝑐 |𝐶)

Example 5.6.1. The probability that a regularly scheduled flight departs on time is 0.83, the probability
that it arrives on time is 0.92, and the probability that it departs and arrives on time is 0.78. Find the
probability that a plane (a) arrives on time given that it departed on time, and (b) departed on time
given it has arrived on time.

6 |Introduction to Probability
Let A = event that the flight departs on time

B = event that the flight arrives on time

𝑃(𝐴) = 0.83, 𝑃(𝐵) = 0.92, 𝑃(𝐴 ∩ 𝐵) = 0.78

𝑃(𝐴 ∩ 𝐵) 0.78
𝑃(𝐵|𝐴) = = = 0.9398
𝑃(𝐴) 0.83
𝑃(𝐴 ∩ 𝐵) 0.78
𝑃(𝐴|𝐵) = = = 0.8478
𝑃(𝐵) 0.92

Two events A and B are said to be independent if any one of the following conditions is satisfied:

a. 𝑃(𝐴|𝐵) = 𝑃(𝐴) if 𝑃(𝐵) > 0

b. 𝑃(𝐵|𝐴) = 𝑃(𝐴) if 𝑃(𝐴) > 0
c. 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)

Otherwise, the events are said to be dependent.

Example 5.6.2. The probability Renzo will correctly answer the toughest question is ¼. The probability
that Sandro will correctly answer the same question is 4/5. Assuming that the event that Renzo will
answer correctly and the event that Sandro will answer correctly are independent, find the probability of
the following events:

Event that both Renzo and Sandro will answer the question correctly.

Let R = event that Renzo will answer the question correctly

S = event that Sandro will answer the question correctly

𝑃(𝑅) = 0.25, 𝑃(𝑆) = 0.8

𝑃(𝑅 ∩ 𝑆) = 𝑃(𝑅)𝑃(𝑆) = 0.25 × 0.8 = 0.2

Event that only Sandro will answer the question correctly.

𝑃(𝑆 ∩ 𝑅 𝑐 ) = 𝑃(𝑆) − 𝑃(𝑅 ∩ 𝑆) = 0.8 − 0.2 = 0.6

Exercises 5.1.

1. What is the probability that you will win something from the Lotto 6/58 (assuming that you only
bet on a single set of six numbers)? Note that you will get 20 pesos if you correctly guessed 3
numbers, a maximum of 3,800 pesos if you get 4 numbers, a maximum of 280,000 pesos if you
get 5 numbers, and the jackpot if you get all 6 numbers.
2. 5% of the people in a town has malaria, and 5% were also tested positive with malaria. Using a
test implemented by the government of the said town, the probability that a person is tested

7 |Introduction to Probability
 positive with malaria given that the person really did have malaria is 0.9. If a randomly selected
person from the town is tested positive, what is the probability that the person really has malaria?
3. In a certain federal prison, it is known that 2/3 are under 25 years of age. It is also known that 3/5
of the inmates are male and the 5/8 of the inmates are female or over 25 years of age or older.
What is the probability that a prisoner selected at random is female and at least 25 years old?
4. A pair of dice is thrown. Find the probability of getting (a) a total of 8; and (b) at most total of 5.
5. The probability that a regularly scheduled flight departs on time is 0.83, the probability that it
arrives on time is 0.92, and the probability that it departs and arrives on time is 0.78. Find the
probability that a plane (a) arrives on time given that it departed on time, and (b) departed on
time given that it has arrived on time.
6. The probability that an automobile being filled with gasoline will also need an oil change is 0.25.
The probability that it needs a new filter is 0.4. The probability that both the oil and filter need
changing is 0.14.
a. If the oil had to be changed, what is the probability that a new oil filter is needed.
b. If a new oil filter is needed, what is the probability that the oil has to be changed?
7. Suppose that in a senior class of 500 students it is found that 210 smoke, 258 drink alcoholic
beverages, 216 eat between meals, 122 smoke and drink alcoholic beverages, 83 eat between
meals and drink alcoholic beverages, 97 smoke and eat between meals, and 52 engage in all
three of these bad health practices. If a member of this senior class is selected at random, find
the probability that the student
a. Smokes but does not drink alcoholic beverages
b. Eats between meals and drinks alcoholic beverages but does not smoke.
c. Neither smokes nor eats between meals
8. Consider an experiment in which 2 cards are drawn in succession from an ordinary deck, with
replacement. Define
A = Event that the first card is an ace
B = Event that the second card is a spade
Are A and B independent events?
9. Consider the following evets in the toss of a single die where even numbers are twice as likely to
occur as the odd numbers:
A = Event that you get a number greater than 3
B = Event that you will get a perfect square
Are A and B independent events?
10. Three cards are drawn in succession, without replacement, from an ordinary deck of playing
cards. Find the probability that the first card is a red ace, the second card is a ten or jack, and the
third is greater than 3 but less than 7.
11. A movie critic feels that the probabilities that a certain movie will get an award for best actress is
0.18, for best actor is 0.33, and at least one of these two awards is 0.40. Suppose it was just
announced that the movie won the best actor award, what is the probability that it will win the
best actress award?
12. How many ways can a 10-question True or False examination be answered?

8 |Introduction to Probability
 13. A class consists of 10 boys and 15 girls. An examination is given, and the students are ranked
according to their performance. Assume that no two students obtain the same score.
a. How many different rankings are possible?
b. If the men were ranked just among themselves and the women among themselves, how
many different rankings are possible?
14. A manufacturer ships his products in lots of 20. In order to minimize the number of defective
items that the manufacturer ships to customers, he samples 6 items from each lot and rejects
the lot if there is at least one defective item in the lot. If rejected, the manufacturer tests all of
the products in the lot.
a. How many possible samples of size 6 can be selected if the manufacturer uses simple
random sampling with replacement? What if simple random sampling without replacement?
b. What is the probability that the lot will not be rejected if the whole lot actually contains 5
defective items? (Assume SRSWR and SWSWOR)
c. What is the probability that the lot will not be rejected if the whole lot contains only 1
defective item? (Assume SRSWR and SWSWOR)
15. One bag contains 4 white balls and 3 black balls, and a second bag contains 3 white balls and 5
black balls. One ball is drawn from the first bag and placed unseen in the second bag. What is
the probability that a ball now drawn from the second bag is black?
16. In an experiment to study the relationship of hypertension and smoking habits, the following
data are collected for 180 individuals:
Nonsmokers Moderate Smokers Heavy Smokers
H 21 36 30
NH 48 26 19
where H and NH in the table stand for Hypertension and Nonhypertension, respectively. If one
of these individuals is selected at random, find the probability that the person is
a. experiencing hypertension, given that the person is a heavy smoker;
b. a nonsmoker, given that the person is experiencing no hypertension.
17. In a college graduating class of 100 students, 54 studied mathematics, 69 studied history, and
35 studied both mathematics and history. If one of these students is selected at random, find
the probability that the student
a. Takes mathematics or history
b. Does not take either of these subjects
c. Takes history but not mathematics.
18. Derive the inclusion probabilities for the following sampling method:
a. Simple Random Sampling with and without replacement
b. Cluster Sampling
c. Systematic Sampling with Linear Listing
d. Stratified Random Sampling with h strata (Note that the sampling within each stratum is
done independently)

9 |Introduction to Probability
Stat 101 Class Activity #4

Answer the following questions. SHOW ALL NECESSARY SOLUTIONS. DO NOT USE INTERMEDIATE
ROUNDING. ROUND OFF FINAL ANSWERS UP TO FOUR DECIMAL PLACES.

1. If a multiple-choice test consists of 6 questions each with 4 possible answers of which only 1
is correct,
a. How many different ways can a student answer the 6 questions?
b. Let B be the event that the student answered all the questions incorrectly. How many
ways can Event B happen?
c. If the student is choosing the answers at random, what is the probability of getting a
score of 0?
2. A box contains 10 red, 5 green and 8 yellow balls. If you were to randomly get 9 balls from
the box without replacement, find the probability of the event that 3 of each color were
selected.
3. A random sample of 200 adults is classified below according to sex and highest level of
education attained. If a person is picked at random from this group, find the probability that
the person
a. Is a male, given that the person has a secondary education as one’s highest level of
education attained.
b. Does not have a college degree, given that the person is a female.

Male Female
Elementary 38 45
Secondary 28 50
College 22 17

4. The probability that a married man watches Kadenang Ginto is 0.5 and the probability that a
married woman watches Kadenang Ginto is 0.4. The probability that a man watches
Kadenang Ginto given that his wife does is 0.8. Find the probability that:
a. A married couple watches Kadenang Ginto
b. A wife watches Kadenang Ginto given that her husband does
c. At least one person of a married couple will watch the show.
5. The probability that a Japanese industry will locate in Cebu is 0.6. The probability that it will
locate in Davao is 0.4, and the probability that it will locate in at least one of the two
provinces is 0.76. Let A be the event that a Japanese industry will locate in Cebu and, B be
the event that a Japanese industry will locate in Davao. Are A and B independent? Justify
your answer.

10 |Introduction to Probability