Basic Concepts of Probability and Definitions
• Observation: We refer to any recording of information,
whether it is numerical or categorical, as an observation.
• Statistical Experiment: Any procedure that generates a set of
data (observations).
• Sample Space: The set of all possible outcomes of a statistical
experiment is called the sample space and it is represented by
the symbol S.
Examples
1. Consider an experiment of tossing a die.
– If we are interested in the number that shows on the top
face, then the sample space would be
S = {1, 2, 3, 4, 5, 6}.
– If we are interested only in whether the number is even or
odd, then the sample space is simply
S = {even, odd}.
2. Consider an experiment of tossing two dice.
– If we are interested in the numbers that show on the top
faces, then the sample space would be
𝑆 = {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
2,1 , 2,2 , ⋯⋯, (6,5), (6,6)}.
3. An experiment consists of drawing two balls from a box
containing a blue, a white and a red ball. If we are interested in
the colours of the two balls drawn, then the sample space is
𝑆 = {(𝐵, 𝑊 ) , (𝐵, 𝑅), ( 𝑊 , 𝐵), ( 𝑊 , 𝑅), (𝑅, 𝐵), (𝑅, 𝑊)}.
Sample Points
• Every outcome in a sample space is called an element of the
sample space or simply a sample point.
1. 𝑆 = {1, 2, 3, 4, 5, 6}.
Sample point: 1 or 2 or 3 or 4 or 5 or 6.
2. 𝑆 = {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), ⋯, (6,5), (6, 6)}.
Sample point: (1,1) or (1,2) or ⋯or (6,5) or (6,6)
Events
An event is a subset of a sample space.
Examples
1. (a) 𝑆 = {1, 2, 3, 4, 5, 6}.
An event that an odd number occurs = {1, 3, 5}
An event that a number greater than 4 occurs = {5, 6}
2. In rolling a pair of dice, if event 𝐴 = {the sum of the dice
equals 7}, then
𝐴 = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}.
3. In tossing two coins, 𝑆 = {(𝐻, 𝐻), (𝐻, 𝑇), (𝑇, 𝐻), (𝑇, 𝑇)}.
Getting two heads or two tails = {(𝑇, 𝑇), (𝐻, 𝐻)}.
Simple and Compound Events
• Simple Event: An event is said to be simple if it consists of
exactly one outcome (i.e. one sample point)
• Compound Event: An event is said to be compound if it consists
of more than one outcome (or sample point).
Examples
𝑆 = {1,2, 3, 4, 5, 6}.
Compound events:
a) An odd number occurs = {1,3, 5}.
b) {Obtain a number > 4} = {5,6}.
Simple event:
Obtain a “six” = {6}.
Remarks
1. The sample space is itself an event and is usually called a sure
event.
2. A subset of S that contains no elements at all is the empty set,
denoted by ∅, and is usually called a null event.
Operations with Events
Union and Intersection Events
Let S denote a sample space, A and B are any two events of S.
• Union: The Union of two events A and B, denoted by 𝐴∪ 𝐵, is
the event containing all the elements that belong to A or B or to
both. That is,
𝐴∪ 𝐵 = {𝑥: 𝑥 ∈ 𝐴 or 𝑥 ∈ 𝐵}
S
• Intersection: The intersection of two events A and B, denoted by
𝐴 ∩ 𝐵 or simply AB, is the event containing all elements that
are common to A and B. That is
𝐴 ∩ 𝐵 = {𝑥: 𝑥 ∈ 𝐴 and 𝑥 ∈ 𝐵}
A B
S
Complement Event
• Complement: The complement of event A with respect to
S, denoted by 𝐴 ' or 𝐴 𝐶 , is the set of all elements of S that
are not in A. That is
𝐴 ′ = {𝑥: 𝑥 ∈ 𝑆 and 𝒙 ∉ 𝑨}
A A’
A A′
S
Examples
𝑆 = {1, 2, 3, 4, 5, 6}. 𝐴 = {1, 2, 3}, 𝐵 = {1, 3, 5} and 𝐶 = {2, 4, 6}.
Then
• 𝐴 ∪ 𝐵 = {1, 2, 3, 5}
• 𝐴 ∪ 𝐶 = {1, 2, 3, 4, 6}
• 𝐵 ∪ 𝐶 = {1, 2, 3, 4, 5, 6} = 𝑆
• 𝐴 ∪ 𝐵 ∪ 𝐶 = 𝐴 ∪ ( 𝐵 ∪ 𝐶)= 𝐴 ∪ 𝑆 = 𝑆
• 𝐴 ∪ 𝐵 ∪ 𝐶 = ( 𝐴 ∪ 𝐵)∪ 𝐶 = { 1, 2, 3, 5} ∪ { 2 , 4 , 6 }
𝑆 = {1, 2, 3, 4, 5, 6}. 𝐴 = {1, 2, 3}, 𝐵 = {1, 3, 5} and 𝐶 = {2, 4, 6}.
Then
• 𝐴 ∩ 𝐵 = {1, 3}, 𝐴 ∩ 𝐶 = {2}, 𝐵 ∩ 𝐶 = Ø
• 𝐴∩ 𝐵∩ 𝐶 = ( 𝐴 ∩ 𝐵)∩ 𝐶 = { 1, 3}∩ {2, 4, 6} = Ø
• 𝐴∩ ( 𝐵 ∩ 𝐶) = { 1, 2, 3}∩ ∅ = ∅
• (𝐴∩ 𝐵)∪ 𝐶 = { 1, 3}∪ {2, 4, 6} = { 1, 2, 3, 4, 6}
• 𝐴 ∩ ( 𝐵 ∪ 𝐶) = 𝐴∩ 𝑆 = 𝐴 = { 1, 2, 3}
Notice that (𝐴 ∩ 𝐵) ∪ 𝐶 ≠ 𝐴 ∩ (𝐵 ∪ 𝐶)
𝑆 = {1, 2, 3, 4, 5, 6}. 𝐴 = {1, 2, 3}, 𝐵 = {1, 3, 5} and 𝐶 = {2, 4, 6}.
Then
• 𝐴 ′ = {4, 5, 6}
• 𝐵 ′ = {2, 4, 6} = 𝐶
• 𝐴′∩ 𝐵 ′ = { 4, 5, 6}∩ {2, 4, 6} = {4, 6}
• (𝐴 ∪ 𝐵) ′ {1, 2, 3, 5} ′ = {4, 6}
Notice that both 𝐴 ′ ∩ 𝐵 ′ and (𝐴∪ 𝐵)′ equal {4, 6} in this example.
Is it true that 𝐴 ′ ∩ 𝐵 ′ = (𝐴 ∪ 𝐵)′ in general?
It is called De Morgan’s Law
Mutually Exclusive Events
• Two events A and B are said to be mutually exclusive or
mutually disjoint if 𝐴 ∩ 𝐵 = Ø, that is, if A and B have no
elements in common.
A B
S
Examples
𝑆= {1, 2, 3, 4, 5, 6}. 𝐴 = {1, 2, 3}, 𝐵 = {1, 3, 5} and 𝐶 = {2, 4, 6}.
Then
• Events B and C are mutually exclusive events since 𝐵∩ 𝐶= Ø.
• Events A and B are not mutually exclusive events since 𝐴∩ B =
{1, 3}.
Note:
• Events A and A′ are mutually exclusive.
Union of 𝒏 events
Union:
The Union of 𝑛 events 𝐴 1 , 𝐴 2 , ⋯, 𝐴 𝑛 , denoted by
𝐴 1 ∪ 𝐴 2 ∪ ⋯∪ 𝐴 𝑛 ,
is the event containing all the elements that belong to one or
more of the events 𝐴 1 , or 𝐴 2 , or ⋯, or 𝐴 𝑛 . That is,
ራ 𝐴𝑖 = 𝐴 1 ∪ 𝐴 2 ∪ ⋯∪ 𝐴 𝑛 = {𝑥: 𝑥 ∈ 𝐴1 𝑜𝑟 … 𝑜𝑟 𝑥 ∈ 𝐴𝑛 }
𝑖=1
Intersection of 𝒏 events
Intersection:
The intersection of n events 𝐴 1 , 𝐴 2 , ⋯, 𝐴 𝑛 , denoted by
𝐴 1 ∩ 𝐴 2 ∩ ⋯∩ 𝐴 𝑛 ,
is the event containing all the elements that are common to all
the events 𝐴 1 , and 𝐴 2 , and ⋯, and 𝐴 𝑛 ,. That is,
ሩ 𝐴𝑖 = 𝐴1 ∩ 𝐴2 ∩ ⋯ ∩ 𝐴𝑛 = {𝑥: 𝑥 ∈ 𝐴1 𝑎𝑛𝑑 … 𝑎𝑛𝑑 𝑥 ∈ 𝐴𝑛 }
𝑖=1
Some Basic Properties of Operations of Events
1. A ∩ 𝐴 ′ = ∅.
2. A ∩ ∅ = ∅.
3. 𝐴∪ 𝐴 ′ = 𝑆.
4. (𝐴′ ) ′ = A
5.(𝐴 ∩ 𝐵) ′ = 𝐴 ' ∪ 𝐵 ′
6. 𝐴 ∪ 𝐵 ′ = 𝐴′ ∩ 𝐵′
Axioms of
Probability
Basic Properties of Probability
