Module 1 - Probability - An Introduction

Learning Objectives

1. To understand the concept of probability

2. To understand the axioms and rules of probability
3. To understand the terminologies used in probability.

Origin

"A gambler's dispute in 1654 led to the creation of a mathematical theory of probability by
two famous French mathematicians, Blaise Pascal and Pierre de Fermat. Chevalier de
Méré, a French nobleman, was interested in gaming. He had a doubt. In a gambling game
of throwing a pair of dice 24 times can he bet the money on the occurrence of at least
one "double six" during the 24 throws? His experience and knowledge in gambling led de
Méré to believe that betting on a double six in 24 throws would be profitable, but his own
calculations indicated just the opposite.

This problem and others posed by de Méré led to an exchange of ideas and letters
between Pascal and Fermat on which the fundamental principles of probability theory
originated. That is the time probability theory started developing.

Other major contributors of the 1700s were Christian Huygens, Jakob Bernoulli and
Abraham de Moivre.

In 1812 Pierre de Laplace introduced many new ideas and mathematical techniques in
his book Théorie Analytique des Probabilités. Before Laplace, probability theory only dealt
with the development of mathematical analysis of games of chance. Laplace applied
probabilistic ideas to many scientific and practical problems. Error theory, actuarial
mathematics and statistical mechanics are examples of some important applications of
probability theory developed in the 9th century. Other contributors were Chebyshev,
Markov, and Kolmogorov. Kolmogorov outlined an axiomatic approach that forms the
basis for the modern probability theory. Since then the ideas have been refined somewhat
and probability theory is now part of a more general discipline known as measure theory.

What is probability?

While statistics deals with data and inferences from it, probability deals with the random
processes that are behind data or outcomes.

Do you think that "the sun would rise tomorrow morning". Probably your answer would be
a certain "YES". You are sure about it, aren't you? If you are sure about the outcome of
an event, we call it a certainty.

Whenever we’re unsure about the outcome of an event, we can talk about probabilities.,
i.e., probabilities of outcomes of an event—how likely they are to occur. Hence, probability
is the extent to which an outcome is likely to happen.

Mathematically,

The best example for understanding probability is tossing a coin:

If you toss a coin, there are two possible outcomes, and each of these outcomes is equally
likely. A head is as likely to come up as a tail.

The probability of getting a head in a toss is = number of heads / total number of

outcomes i.e., here head and tail

Hence, the probability of getting a head in a toss is = 1/2

If you roll a dice, what is the probability of you getting 1.

If you roll a six-sided die, there are six possible outcomes, and each of these outcomes
is equally likely. A one is as likely to come up as a three. There are six possible
outcomes.

There are six possible outcomes, 1,2,3,4,5,6.

Hence, the probability of getting 1 when a dice is rolled is = 1/6

Axiom 1

Probability can range in between 0 to 1, where 0 means the event to be an impossible

one and 1 indicates a certain event.

For example, in tossing a coin, what is the probability of getting a 9?

There is no 9 in a dice, right, so it is an impossible event and the probability is zero.

If we call an event to be 'A' then the probability of occurrence of A is written as

P(A) i.e., probability of occurrence of an event A

BASIC CONCEPTS
Experiment and Trial

An experiment is any procedure that can be repeated any number of times, and the
possible outcomes are known. An experiment is said to be random if it has more than
one possible outcome.

For example, tossing a coin. We know that there are only 2 possible outcomes head
and tail and tossing can be repeated any number of times. While tossing a coin, the
outcome is uncertain i.e., we don't know whether the head or tail would turn.

Hence, tossing a coin is considered as an experiment.

Performing an experiment is called a trial.

2. Sample Space (S)
It is the set of all possible outcomes of a random experiment. It is usually denoted by
the letter S.

For example, if we toss a coin, the experiment here is tossing a coin.

The two possible outcomes are head and tail.

The sample space is S={Head, Tail}.

S= {HH, TT, HT, TH}, where H indicates a Head and T indicates a Tail.

This can be better understood by a tree diagram.

Axiom 2

The two possible outcomes are head and tail.

The sample space is {Head, Tail}.

The probability of getting a head is 1/2 and the tail is 1/2. Hence the total probability of
all events (head and tail ) is 1/2 + 1/2 - 1

P(S)=1

2. Tree Diagram
A tree diagram is a pictorial representation of different possible outcomes. It consists of
branches (represented by an arrow) and ends (represented by circles or outcomes).
The probability of each branch is written on the branch, whereas the ends contain the
outcome.

Toss a coin.

Draw a tree diagram showing all possible combinations of three children families based
on gender.
If B denotes a boy and G denotes a girl.

The possible combinations are {BBB, BBG, BGB, BGG, GBB, GBG, GGB, GGG}, which
is the sample space.
Problem:
You are off to the Indian cricket team, and want to be the opening batsman, but that
depends who is the Coach today:with Coach Ravisastri the probability of you being an
opening batsman is 0.6, with Coach Rahul Dravid the probability of you being an opening
batsman is 0.3. Ravisastri is Coach more often, about 6 out of every 10 games (a
probability of 0.6). So, what is the probability you will be an opening batsman today?

DRAW A TREE DIAGRAM AND CALCULATE

ANS: 0.36+0.12=0.48

Another example,
A bag contains 5 red, 4 white and 3 blue balls. You pick a ball at random. The possible
colour of the ball could be red, white or blue.

The probability of a red ball is 5/12

The probability of a white ball is 4/12

The probability of a blue ball is 3/12

Adding all possible outcomes, 5/12 + 4/12 + 3/12 = 1

3. Experiments - with replacement and without replacement

When an experiment is conducted repeatedly, we have to check whether the experiment
is conducted repeatedly under the same conditions or not. For example,

When a card is drawn at random from a pack of cards, What is the probability of getting
a king?

P(King) = 4/52

When two cards are drawn at random, what is the probability that the cards are king and
queen?
Here there are actually two ways you can solve the problem.

After the first draw, the card might have been put again in the pack and the second card
is drawn under the same condition as the first card drawn, or

after the first draw, the card might not have been put again in the deck and the second
card is drawn under different conditions as the first card. I.e., for the second draw, the
pack had only 51 cards.

In the first case, the probability is 4/52*4/52

In the second case, the probability is 4/52*4/51

The first is the case of replacement and the second is the case of without replacement

Take a challenge

A box contains 4 purple balls, 5 orange balls and 11 yellow balls. If three balls are drawn
from the box at random without replacement, what is the probability that the first ball is
orange, the second ball is purple, and the third ball is yellow?

Answer: 5/20 x 4/19 x 11/18 = 44/1368 = 0.032

4. Complementary Events
The possibility that there will be only two outcomes which states that an event will occur
or not. If we consider the occurrence of an event, then it's complementary is non
occurrence of the event. Basically, the complement of an event occurring is the exact
opposite that the probability of it is not occurring.

If the event is denoted by A, then it's complement is denoted by A' or A c .

P(A') = 1-P(A)

A bag contains five blue balls and 6 red balls, a ball is taken at random from the bag.
What is the probability of getting a blue ball?
Totally there are 11 balls in the bag and there are 5 blue balls.

Let the event of getting a blue ball is denoted by 'B'

P(B)= 5/11

A ball is taken at random from the bag. What is the probability of getting a red ball?

Let the event of getting a red ball is denoted by 'R'

P(R)= 6/11

A ball is taken at random from the bag. What is the probability of not getting a blue ball?

There are only two different coloured balls in the bag. If a blue ball is not taken, it means
that a red ball is taken. Hence, this question is the same as the above one.

Using complementary,

probability of not getting a blue ball = 1 - probability of getting a blue ball

P(B') = 1- P(B)

= 1-5/11

= 6/11

A dice is rolled, what is the probability that the top face shows anything other than 1?

It means that the top face of the dice might show 2,3,4,5,6

P(1') = any one of the above five possibilities = 5/6

or

P(1') = 1-P(1)
= 1-1/6 = 5/6

5. Mutually Exclusive Events

Two events are said to be mutually exclusive if they cannot happen at the same time.

For example, if we toss a coin, either head or tail turn up, but not both head and tail at the
same time.

If a dice is rolled, we can only have one number shown at the top face. The numbers on
the face are mutually exclusive events.

If A and B are mutually exclusive events then the probability of A happening OR the
probability of B happening is P(A) + P(B).

P(A or B) = P(A) + P(B)

P(A U B) = P(A) + P(B)

When a dice is rolled, what is the probability of getting a 3 or a 6?

Solution:

P(3) = 1/6

P(6) = 1/6

P(3 or 6) = 1/6+1/6 = 1/3

If A and B are not mutually exclusive events, then

P(A or B) = P(A)+P(B)-P(A and B)

Axiom 4
P(A or B) = P(A)+P(B)-P(A and B)

If, events A and B are mutually exclusive, then P(A or B) = P(A)+P(B)

Take a challenge

Three coins are tossed at the same time. A is the event of getting at least 2 heads. B
denotes the event of getting no heads, C is the event of getting heads on the second
coin and D is the event of getting heads on the third coin. Which of these are mutually
exclusive?

Solution:

A = {HHT, HTH, THH, HHH}.

B = { TTT }

C = { THT, HHH, HHT, THH }

D = {HHH, TTH, HTH, THH}

B and C, B and D, and A and C are mutually exclusive since they have nothing in their
intersection.

6. INDEPENDENT EVENTS
Events A and B are independent events if the probability of Event B occurring is the
same whether event A occurs or not. For example, if you throw two dice, the probability
that the second die comes up 3 is independent of what turns up in the top face of the
first dice.

When two events A and B are independent, the probability of both occurring is the
product of the probabilities of the individual events. More formally, if events A and B are
independent, then the probability of both A and B occurring is:

P(A and B) = P(A) * P(B)

This gives the multiplication rule to find the probability of independent events occurring
together.
Let A and B be independent events. Then the probability of A and B occurring is:
P(A and B) = P(A ∩ B) = P(A) ˙ P(B)

If you toss a coin twice, what is the probability that it will come up heads both times?

Event A is that the coin comes up heads on the first flip and Event B is that the coin
comes up heads on the second flip. Since both P(A) and P(B) equal 1/2, the probability
that both events occur is

1/2 x 1/2 = 1/4.

This can be understood through the tree diagram we discussed.

If a dice is thrown twice, what is the probability of getting two 6?

A dice is thrown what is the probability of getting a 6, it is 1/6.

When the dice is thrown again, the outcome of the second throw is no way affected by
the result of the first throw.

In the second throw, the probability of getting a 6 is 1/6.

Hence, the probability of getting two 6 is 1/6 * 1/6 = 1/36.

Take a challenge

At a parking lot there are 100 vehicles, 65 of which are cars, 26 are bikes and the
remaining are bicycles. If every vehicle is equally likely to leave, find the probability of:

1. a bike leaving first.

2. a car leaving first.
3. a bicycle leaving first
4. a car leaving second if either a bike or a bicycle had left first.

Answer
 1. 26/100
2. 65/100
3. 9/100
4. 65/99

When a coin is tossed twice, what is the probability of getting 2 heads?

From the tree diagram, we can compute, P(HH) = 1/2 * 1/2 = 1/4.