ENGI 9411

Probability Concepts, Models and Axioms

Element of Set Theory

Sample space (S): List set of possible outcomes of an experiment

Sample point: Each of the individual outcomes of a sample space
Mutually exclusive: property of a sample space by which the occurrence of a sample point precludes
the occurrence of the others
Random variable (X): A representation of the outcome of an experiment.
Event: A specific value of a random variable. An event might be one or more sample points of a
sample space; hence, a subset of a sample space.
Impossible event: An event that does not contain a sample point. A null set
Certain event: An event containing all the sample point. The sample space
Complementary event: an event containing all other sample points not belonging to an event.
Collective exhaustive events: Events which constitutes the entire sample space; that is, no other events
are possible
Discrete sample space: A sample space with sample points that can be counted in integers. It is either
finite or infinite
Continuous sample space: A sample space with a non-countable, non-integer sample points
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Axioms of Probability
Axiom 1
The probability of an event, denoted hereafter as P(E), will always be nonnegative, that is, P(E) > 0.
Axiom 2
The probability of a certain event or the sample space S is 1.0; that is, P(S) = 1.0, or 0 <P(E)< 1.0.
Axiom 3
For two mutually exclusive events 1 and 2 , the probability of their union is equal to the summation of
their individual probability.
1 2 = 1 + 2 (1)
For n mutually exclusive events,
1 2 , = 1 + 2 , + = =1 ( ) (2)
Also
= = + = 1.0 (3)

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Axioms of Probability
For non-mutually exclusive events,
1 2 = 1 + 2 1 2 (4)

1 2 3 = 1 + 2 + 3 1 2 1 3 2 3 + (1 2
3 ) (5)
For n non-mutually exclusive events
1 2 , , = 1 1 2 , , (6)

From de Morgans rule,

1 2 , , = 1 (1 2 , , ) (7)

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Example 1: Discrete sample space
To increase the efficiency of a design office, managers decide to keep records of the hours required to
produce a standard size drawing. It is assumed that the total number of hours required may vary
between 60 and 120 hours, in increments of 10 hours. Suppose that a review of 100 drawings
provides the following observations:

Assuming that 1 is the event that a drawing takes between 80 and 110 hours and that 2 is the event that
a drawing takes more than 100 hours. Determine the following:
i) Probability of 1
ii) Probability of 2
iii) Probability that a drawing takes 110 hours
iv) Probability that a drawing takes less than 80 hours
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Example 2: Continuous sample space
To increase the efficiency of a design office, managers decide to keep records of the hours required to
produce a standard size drawing. It is assumed that the total number of hours required may vary
between 60 and 120 hours.
Assuming that 1 is the event that a drawing takes between 80 and 100 hours and that 2 is the
event that a drawing takes more than 90 hours. Determine the following:
i) Probability of 1
ii) Probability of 2
iii) Probability of a drawing takes between 90 and 110 hours
iv) Probability that a drawing takes at most 80 hours

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Multiplication rule
1 2 = (1 |2 ) 2 = (2 |1 ) 1 (8)

For statistically independent events

(1 |2 ) = (1 ) (9)

Similarly,
2 |1 = (2 ) (10)

1 2 = (1 )(2 ) (11)

For n statistically independent events,

1 2 , , = 1 2 , , = =1 (12)

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Example 3
A bridge can be damaged by a failure in the foundation (F) or in the superstructure (S). The corresponding
failure probabilities for a particular bridge are estimated to be 0.05 and 0.01, respectively. Also, if there is
a foundation failure, then the probability that the superstructure will also suffer some damage is 0.50.
i) What is the probability of damage to the bridge?
ii) If F and S are statistically independent, what is the probability of damage to the bridge?

Example 4
Under the load of force, the probabilities of failure of the individual members a, b, and c of the truss are
0.05, 0.04, and 0.03, respectively. The failure of any members will constitute failure of truss. Assuming
that failures of the individual members are statistically independent, so that the failure probability of two
or more members is equal to the product of the respective member probability, determine the failure
probability of the truss.

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Law of Total Probability
Suppose we have n event 1 , 2 , , such that
= for (13)

And
1 2 , , = (14)

Such events are mutually exclusive and collectively exhaustive. Then the law of total productivity says
that for any other event F,
= ( 1 ) + 2 + + ( ) (15)

= (|1 ) 1 + (|2 ) 2 + + (| ) (16)

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Example 5
Suppose that air pollution in a city is caused by the following four sources: automobile exhaust (A),
industrial exhaust (I), dust (D), and pollen from plants and trees (T). On a particular day, the
likelihood of air pollution caused by these sources is 4:3:2: 1, respectively. The probability of health
hazard (H) caused by these sources is 0.01, 0.005, 0.0005, and 0.0001, respectively. Assume A, I, D,
and T are collectively exhaustive and mutually exclusive.
i) Calculate the probability of health hazard for the city on a given day.
ii) What is the probability that there will be no health hazard in 30 days? In one year (365 days)?
Assume health hazard on subsequent days is statistically independent.

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Further Notes on Probability Theory
From equation (8),
1 2
1 2 =
2
By conditioning on more than one event,
1 2 3
1 2 3 = 17
2 3
And
1 2 3 2 3 = 1 2 3 (18)

For conditional independence,

If 1 is conditionally independent of 2 given 3 , then:
1 2 3 = 1 3 (19)

And
1 2 3 = 1 3 . 2 3 (20)
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Bayes Rule
Given two events E and F such that 0 and 0, we have

()
= 21
()
Furthermore, given n mutually exclusive and exhaustive events 1 , 2 , , such that ( ) 0 for
all i, we have for 1 .
( )
= 22
1 1 + 2 2 + + ( )

( )
= (23)
=1 ( )

Bayes rule provides us with a method for updating our belief about an event, say E, from equation
(21), given that we can get information about another event F. Consequently, and () are the
prior probabilities of E and F, respectively; , is the likelihood of E given F; and is the
posterior probability of E given F.
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Bayes Rule
By extension of Equation (21),

, (|)
, = 24
(|)

Example 6
Bronchitis and lung cancer are the two known causes of fatigue in a local community. If the probabilities of
fatigue given that someone has bronchitis and lung cancer are 0.9 and 0.3, respectively, determine the
probabilities that fatigue was caused by
(a) bronchitis
(b) lung cancer.
Assume that the prior probabilities of having the two causes are the same beside being mutually exclusive
and exhaustive.

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 Example 7
A passenger can travel from home to another city by car (C), ship (S), plane (F), or train (T). In a given year,
the passenger made such a trip 80, 15, 100, and 50 times by C, S, F, and T, respectively. The probability of an
accident (A) during a trip using these modes of transportation is estimated to be 105 , 5 105 , 106 ,and
5105 , respectively.
i) What is the probability of an accident during a trip?
ii) What is the probability of an accident in the next 10 trips?
iii) If there was an accident, what is the probability that the passenger was traveling by car?

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