Chapter 2

Probability

2.1 Sample space and event

Experiment is an activity in which there are at least two possible outcomes and
the result of the activity can not be predicted with absolute certainty.
Sample space, S, associated with an experiment is a listing of all the possible
outcomes using set notation.
Event is any collection (or set) of outcomes from an experiment.

2.1.1 Set operations

Let A, B be two events associated with a sample space S.
′
Complement, A , all outcomes in the sample space S not in A. Called as not A.
Union, A ∪ B, all outcomes that are in A or B or both. Called as A or B.
Intersection, A ∩ B, all outcomes in both A and B. Called as A and B.
Disjoint or mutually exclusive, A ∩ B = {} or A ∩ B = ∅, no elements in
common. Where {}, ∅ both denote the empty set, P (∅) = 0.
Exhaustive, A ∪ B = S, they include all outcomes of sample space.
Mutually exclusive and exhaustive, A ∩ B = {} and A ∪ B = S, if they have
no elements in common, they include all outcomes of the sample space.

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Venn diagram examples.

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Example 2.1 Three components are connected to form a system as shown be-
low. Components 2, 3 are connected in parallel, hence the system functions if
component 1 functions and at least one of the components 2, 3 functions. The ex-
periment records the conditions: success(S) or failure(F), of all three components
in the order of 1, 2, 3.

1. List all outcomes in the sample space S.

2. Write the outcomes for the following events:

A = two out of three component function.
B = at least two of the three components function.
C = the system functions.
D = only one component functions.
3. Any events mutually exclusive (disjoint)?
4. Any events mutually exclusive and exhaustive?
′
5. Find C , A ∪ C, A ∩ C, B ∪ C, andB ∩ C

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2.2 Axioms, interpretations and properties of probability

Relative frequency of occurrence of an event A is the number of times the

event occurs divided by the total number of times the experiment is conducted.
n(A)
relative frequency =
N
Probability of an event A, P (A), is the limiting relative frequency, the pro-
portion of time the event A occur in the long run.
n(A)
P (A) = lim
N →∞ N

Example 2.2 Toss an even coin N times. We count the number of head.
N 10 100 1000 10000 100000
n(H) 6 54 489 5013 49979
Relative frequency

Axiom of probability:
A1. P (A) ≥ 0
A2. S is the sample space, P (S) = 1
∞
P
A3. A1 , A2 , ..., infinite many disjoint events, then P (A1 ∪ A2 ∪ ...) = P (Ai ).
i=1
Other properties of probability:
1. A ∩ B = B ∩ A, hence P (A ∩ B) = P (B ∩ A).
2. A ∪ B = B ∪ A, hence P (A ∪ B) = P (B ∪ A).
3. Let ∅ be the empty set, P (∅) = 0

′
4. P (A) + P (A ) = 1

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5. P (A) ≤ 1

6. If A, B disjoint events, then P (A ∩ B) = 0

7. For any two A, B events, P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

P (A ∪ B) =

If A, B are disjoint events, then P (A ∪ B) = P (A) + P (B)

8. For any three A, B, C events, P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩
B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C)

9. For event A, P (A) is the sum of the probability of all of the outcomes in A.
P
Let E1 , E2 , ...denote the simple events of an experiment, hence P (Ei ) = 1, and
P
P (A) = Ei ∈A P (Ei ).

Example 2.3 S = {1, 3, 5, 8}, p(1) = 0.2, p(3) = 0.3, p(5) = 0.4, p(8) = 0.1.
A = {1, 5}, then P (A) =?

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Example 2.4 Example 2.14 P62. Given the following information: 60% families
have TV cable; 80% families have internet cable; 50% families have both TV and
internet cable. Determine the probability that a randomly selected family

1. has TV cable or internet cable or both.

2. has none of the two cables.

3. only has TV cable.

4. only has internet cable.

Example 2.5 Example exercise 15 P65. Cloth dryer has two types: electronic
and gas. Consider five independent customers at one store.
1. If the probability that at most one of these purchases an electronic dryer is
0.428, what is the probability that at least two purchase an electronic dryer?
2. if P (all five purchase gas) = 0.116, P (all five purchase electronic) = 0.005,
what is the probability that at least one of each type is purchased.

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An equally likely outcome experiment means that all outcomes have the
equal chance to occur. In such an experiment, the probability of any event A
is the number of outcomes in A divided by the total number of outcomes in the
sample space S.
X N (A)
P (A) = P (Ei ) =
N (S)
Ei ∈A

Example 2.6 Toss a fair four sides die twice. The number on each side is: 1, 2,
3, 4. Define events:
A = at least one of the toss gets 4.
B = the sum of two numbers of two tosses is 5.
C = both tosses get number 1.
Calculate P (A), P (B), P (C).

Example 2.7 One drink was put into three cups with label A, B, C. An individual
is asked to taste all three cups, and order them per his/her preference.
1. write the sample space.

2. What is the probability that A is ranked first.

3. What is the probability that A is ranked first or B is ranked first.

4. What is the probability that A is ranked first and B is ranked last.

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2.3 Conditional probability

Conditional probability of A given that the event B has occurred:

P (A ∩ B)
P (A|B) = , P (B) > 0.
P (B)
Example 2.8 Rolling a fair, six-sided die. S = {1, 2, 3, 4, 5, 6}.
A = {1} = roll a 1. B = {1, 3, 5} roll an odd number.
Find P (A), P (A|B).

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Example 2.9 : A survey about how people choose to travel to work.

Male(M) Female (F) Total
Drive (D) 3 7 10
Bus (B) 6 3 9
Total 9 10 19
1. Find the probability of an individual drive to work and is a male.
2. Find the probability of an individual drive to work given it is a male.
3. Find the probability that an individual is male given he takes bus to work.

Example 2.10 One couple have two children. Assume the gender (girl or boy) of
any new birth is random and equally likely.
1. What is the probability that both children are boys?
2. One of the children is a boy, what is the probability that another is also a boy?
3. The older is a boy, what is the probability that another is also a boy?

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The probability multiplication rule: For any two events A, B,

P (A ∩ B) = P (B) ∗ P (A|B) = P (A) ∗ P (B|A).

Example 2.11 Approximately 18% shoppers used cell phone to look for deals.
The probability of making a purchase was 0.45 if a person used a cell phone to
shop. For a randomly selected shoppers, what is the probability that the person
used a cell phone and made a purchase?

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The law of total probability: Let A1 , A2 , ..., Ak be mutually exclusive and

exhaustive events, then for any other event B.
k
X
P (B) = P (B|Ai )∗P (Ai ) = P (B|A1 )∗P (A1 )+P (B|A2 )∗P (A2 )+...+P (B|Ak )∗P (Ak ).
i=1

Example 2.12 Example 2.30 P81 One people has three email accounts: A, B, C.
1. Find probability that a randomly selected email is from A and is a spam.
2. Find probability that a randomly selected email is spam?
A B C
probability of receiving email 70% 20% 10%
probability of spam 1% 2% 5%

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2.3.1 Medical screen test terminologies

Medical screen test terminologies:
′
D = {patient has the disease} D = {Patient does not have the disease}
′
T = {test result is positive} T = {test result is negative}
Sensitivity of a test is the probability of a positive test result when the patient
has the disease.
Specificity of a test is the probability of a negative test result when the patient
does not have the disease.
Positive predictive value (PPV): P (D|T ).
′ ′
Negative predictive value (NPV): P (D |T ).
Prevalence: P (D), is the proportion of a population that has the disease.
Incident: the number or proportion of newly diagnosed cases in a specified time
period.
Bayes’ Rule Suppose events B1 , B2 , ..., Bk are mutually exclusive and ex-
haustive, with prior probabilities P (B1 ), P (B2 ), ..., P (Bk ). If an event A occurs,
the posterior probability of Bi given A is:

P (Bi ∩ A) P (A|Bi ) ∗ P (Bi )

P (Bi |A) = = Pk
P (A) j=1 P (A|Bj ) ∗ P (Bj )

P (A|B1 ) ∗ P (B1 )
P (B1 |A) =
P (A|B1 ) ∗ P (B1 ) + P (A|B2 ) ∗ P (B2 )
P (A|B) ∗ P (B)
P (B|A) =
P (A|B) ∗ P (B) + P (A|B ′ ) ∗ P (B ′ )
P (A|B1 ) ∗ P (B1 )
P (B1 |A) =
P (A|B1 ) ∗ P (B1 ) + P (A|B2 ) ∗ P (B2 ) + P (A|B3 ) ∗ P (B3 )

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Example 2.13 Alicia learned that she had a positive result for a diagnostic test
of a certain disease, and want to find the probability of having the disease given
that the test was positive. We know
1. Every one in 1000 people has this disease. The test is not always accurate.
2. The probability of test + given people has this disease is 0.95.
3. The probability of test - given people has no this disease is 0.9.

test + test - total

disease 95 5 100
no disease 9990 89910 99,900
total 10085 89915 100,000

Practice: If Alicia did the test twice (assume independence), both are positive,
what is the probability that Alicia has the disease? Is this probability higher than
the above result? Why?
Answer: 0.0829.

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2.4 Independence

A, B are independent if and only if P (A|B) = P (A).

A, B are dependent events if P (A|B) ̸= P (A).
′ ′ ′ ′
A, B are independent, then (A , B); (A, B ); (A , B ) are also independent
′ ′ ′ ′
P (A|B ) = P (A |B) = P (A |B ) =
1. Are independent events disjoint (mutually exclusive)?

2. Are disjoint events independent?

The probability multiplication rule (independent):

IF A, B are independent, P (A ∩ B) = P (A) ∗ P (B).
To verify independence:

P (A|B) = P (A) or P (A ∩ B) = P (A) ∗ P (B)

A1 , A2 , ..., An are mutually independent if for every k = 2, 3, ..., n and every

subset of indices i1 , i2 , ..., ik , P (Ai1 ∩ Ai2 ∩ ... ∩ Aik ) = P (Ai1 ) ∗ P (Ai2 ) ∗ ... ∗ P (Aik )
For example n = 4. A1 , A2 , A3 , A4 are mutually independent:
1. Pairwise independent (every pair are independent):
P (A1 ∩ A2 ) = P (A1 ) ∗ P (A2 ), P (A1 ∩ A3 ) = P (A1 ) ∗ P (A3 ),
P (A1 ∩ A4 ) = P (A1 ) ∗ P (A4 ), P (A2 ∩ A3 ) = P (A2 ) ∗ P (A3 ),
P (A2 ∩ A4 ) = P (A2 ) ∗ P (A4 ), P (A3 ∩ A4 ) = P (A3 ) ∗ P (A4 ).
2. Group of every three events:
P (A1 ∩ A2 ∩ A3 ) = P (A1 ) ∗ P (A2 ) ∗ P (A3 ), P (A1 ∩ A3 ∩ A4 ) = P (A1 ) ∗ P (A3 ) ∗ P (A4 ),
P (A1 ∩ A2 ∩ A4 ) = P (A1 ) ∗ P (A2 ) ∗ P (A4 ), P (A2 ∩ A3 ∩ A4 ) = P (A2 ) ∗ P (A3 ) ∗ P (A4 ).
3. All four events:
P (A1 ∩ A2 ∩ A3 ∩ A4 ) = P (A1 ) ∗ P (A2 ) ∗ P (A3 ) ∗ P (A4 ).

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Example 2.14 exercise 71 P87. Two projects at Asia and Europe.

A={Asia project is successful}, B={European project is successful}. A, B are
independent, P (A) = 0.4, P (B) = 0.7.
1. If the Asian project is not successful, what is the probability that European
project is also not successful?
2. What is the probability that at least one of two projects will be successful?

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Example 2.15 Three types of components A, B and C are connected to form a

electronic system. The stability and reliability of these components are:
P (A works) = 0.9, P (B works) = 0.95, P (C works) = 0.96. Below two designs:
a, b. Compare which design is better in term of the stability and reliability of the
systems. Assume all components are mutually independent. Component A1 and
A2 are of type A; B1 and B2 are of type B; C1 and C2 are of type C.

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