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PROBABILITY
By
Dr. A. Mustafa
Chapter 2. Probability. By Dr. A. Mustafa 1
1- Definitions:
Random Experiment
By an experiment (or random experiment) we will mean any procedure that:
1- can be repeated, theoretically, any number of times under identical conditions.
2- has a well-defined set of possible outcomes in advance.
3- any performance of the experiment results in an outcome that is not known to
certain occur in advance.
Sample Space.
The Sample Space, denoted by S, is the collection of all possible outcomes of that
experiment.
For example,
in throwing a six-sided die, then the corresponding sample space, S consists the six
possible scores, and this is usually written in the form
S = { 1, 2, 3, 4, 5, 6 }.
Event
An event A is a collection of some of the possible outcomes of the random
experiment.
¾ Union of Events.
A ∪ B is defined as the set of outcomes which belong to either A or B both. Thus,
¾ Complimentary event.
Given an event A, the complimentary, A , is defined as that subset of S which do
not belong to A.
2- Classical Probability
We may define probability in the classical sense as follows:
If a random experiment can result in N mutually exclusive and equally likely outcomes,
n(A) of which corresponds to the occurrence of some event A, then the probability that
the event A will occur, denoted by P(A), will defined as the ratio n(A) / N,
symbolically.
Example 1. A coin is tossed twice. What is the probability that at least one head
occurs?
Solution Let A1 = {a prime number greater than 5}, A 2 = {an odd number less than
9}
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Chapter 2. Probability. By Dr. A. Mustafa 3
Then
A 1 = {7,11,13} , A 2 = {1,3,5,7} , N=15, n (A 1 ) = 3 , n (A 2 ) = 4
n (A 1 ) 3 1 n (A 2 ) 4
∴ P(A 1 ) = = = , P(A 2 ) = = .
N 15 5 N 15
Find P(A 1 ∪ A 2 ) and P(A 1 ∩ A 2 ) ?
3- Probability of an Event
The probability of A, denoted by P(A), for any event A, must satisfy the following
fundamental properties;
(i) P (A) ≥ 0, since for any event A, n(A) ≥ 0 and N > 0.
(ii) P(S) = 1, Since P(S) = N/ N = 1.
(iii) If A and B are mutually exclusive events, then
P (A ∪ B) = P (A) + P (B),
Since;
n (A ∪ B) n (A) + n (B)
P(A ∪ B) = = = P(A) + P(B)
N N
P(M ∩ E) = 0.75
5- Conditional probability
The conditional probability of B, given A, denoted by P(B/A), is
P(A ∩ B)
P( B | A ) = if P(A ) > 0
P(A )
Solution If E is the event "passing economics" and T the event "passing statistics",
then
P( E ∩ T ) 1 / 2 5
P(T | E ) = = =
P( E ) 4/5 8
6- Independent Events
Informally speaking two events A and B are said to be independent if the occurrence or
nonoccurrence of either one does not affect the probability of the occurrence of the
other.
Symbolically, the events A and B are said to be independent if either
Solution Since the coin is fair then the eight possible outcomes, HHH, HHT, HTH,
THH, HTT, THT, TTH, and TTT, are equally likely, and
The assumption that the eight possible outcomes are all equiprobable yields
(a) Since P(A).P(B) = 1 2 . 1 4 = P(A ∩ B), the events A and B are independent.
(b) Since P(B).P(C) = 1 4 . 1 2 ≠ P(B ∩ C), the events B and A are not independent.
Example 7. 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?
Solution Let B1 , B 2 , and W1 represent, respectively, the drawing of a black ball from
bag 1, a black ball from bag 2, and a white ball from bag 1. We are interested in the
union of the mutually exclusive events (B1 and B 2 ) , ( W1 and B 2 ) . Then,
3 6 4 5 38
= ( )( ) + ( )( ) =
7 9 7 9 63
7- Methods of Enumeration
Multiplication Rule
If one operation can be performed in n, different ways and a second operation can be
performed in n 2 different ways,.., and finally a k-th operation can be performed in
n k different ways, then the number of ways all these k operations can be carried out is
the product
n 1 n 2 ... n k
Permutations
Suppose that we are given n distinct objects and wish to arrange of these objects in a
line. Then the number of different arrangements, or permutations as they are often
called, is given by
n
Pr = n (n − 1)(n − 2)...(n − r + 1)
n!
=
(n − r )!
Suppose that a set consists of n objects of which n 1 are similar of one type (i.e.
indistinguishable from each other), n 2 are similar of a second type,…, n k are similar of
a k-th type. Here of course,
n = n 1 + n 2 + ... + n k
Example 10. It is required to seat 5 men and 4 women in a row so that the women
occupy the even places. How many such arrangements are possible?
Solution The men may be seated in 5! Ways and the women in 4! Ways. Each
arrangement of the men may be associated with each arrangement of the women. Hence
Number of arrangements = 5! × 4! = 2880
Example 11 Four different mathematics books, 6 different physics books, and two
different chemistry books are to be arranged on a shelf. How many different
arrangements are possible if
(a) the books in each particular subject must all stand together,
(b) Only the math books must stand together?
Solution (a) The Math. Books can be arranged among themselves in 4! Ways, the
physics books in 6! Ways, the chemistry books in 2! Ways, and the three groups in 3!
Ways. Thus the number of arrangements = 4! 6! 2! 3! = 207360
(b) Consider the four Mathematics Books as one big book. Then we have 9 books
which can be arranged in 9! Ways. In all of these ways the Mathematics Books are
together. But the Math. Books can be arranged among themselves in 4! Ways. Hence
the number of arrangements = 9! 4! = 8709120.
Combinations
In a permutation we are interested in the order of arrangement of the objects. In many
problems, however, we are interested only are called combinations. For example ABC
and BCA are the same combination.
The total number of combinations of r objects selected from n different objects (also
called the combinations of n thing taken r at a time) is denoted by n C r or
⎛n⎞
⎜⎜ ⎟⎟ , and is given by
⎝r ⎠
⎛n⎞ n n!
⎜⎜ ⎟⎟= C r =
⎝r ⎠ r!(n − r )!
⎛ n ⎞ n (n − 1)...(n − r + 1) Prn
⎜⎜ ⎟⎟ = =
⎝r ⎠ r! r!
⎛7⎞
and 3 physicists out of 7 can be selected in ⎜⎜ ⎟⎟ ways.
3 ⎝ ⎠
Hence the total number of possible elections is
⎛5 ⎞ ⎛7⎞
⎜⎜ ⎟⎟ ⎜⎜ ⎟⎟ = 10 × 35 = 350 .
⎝ 2⎠ ⎝3 ⎠
⎛5⎞
(b) 2 math. Out of 5 can be selected in ⎜⎜ ⎟⎟ ways, and 2 physicists out of 6 can be
⎝ 2⎠
⎛6⎞
selected in ⎜⎜ ⎟⎟ ways. Hence the total number of possible elections is
2
⎝ ⎠
⎛5⎞ ⎛6⎞
⎜⎜ ⎟⎟ ⎜⎜ ⎟⎟ = 150 .
⎝ 2⎠ ⎝ 2⎠
⎛3⎞
(c) 2 math. Out of 3 can be selected in ⎜⎜ ⎟⎟ ways, and 3 physicists out of 7 can be
⎝ 2⎠
⎛7⎞
selected in ⎜⎜ ⎟⎟ ways. Hence the total number of possible elections is
3
⎝ ⎠
⎛3 ⎞⎛7⎞
⎜⎜ ⎟⎟ ⎜⎜ ⎟⎟ = 150 .
⎝ 2⎠ ⎝3 ⎠
EXERCISES 2
1- Three students A, B and C are in a swimming race. A and B have the same
probability of winning and each is twice as likely to win as C.