Motivating examples
Probability Definitions
Laws of Probability
Definitions
Definition (axiomatic): Any set function P that satisfies the
following three axioms is called a probability.
1 P(A) ≥ 0 for all A
2 P(S) = 1
3 If A1 , A2 , ... are disjoint events then
P(A1 ∪ A2 ∪ · · · ) = P(A1 ) + P(A2 ) + · · ·
Prof. Pritam Ranjan IPS (July 5, 2017) 9/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
8. Flip a coin until you get a head. What is the probability that
exactly four flips are required?
9. (Eg 7.1) On 95% of days, everything on the assembly line runs as
designed without a hitch. What is the the probability that the
assembly line will breakdown at least once in the next five days?
[Two events A and B are independent iff P(A ∩ B) = P(A) · P(B)]
Prof. Pritam Ranjan IPS (July 5, 2017) 10/20
Motivating examples
Probability Definitions
Laws of Probability
Popular laws of probability
Review basic set theory (including De-Morgan’s law, associative,
commutative and distributive law, and Venn diagram)
1 P(φ) = 0 [Can you prove it !!]
2 P(A) ≤ P(B) if A ⊂ B
3 P(A� ) = 1 − P(A)
4 P(A\B) = P(A) − P(A ∩ B)
5 P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
6 P(A ∪ B) ≤ P(A) + P(B)
7 P(A ∪ B ∪ C ) =
Prof. Pritam Ranjan IPS (July 5, 2017) 11/20
Motivating examples
Probability Definitions
Laws of Probability
Popular laws of probability
1 If Ai ’s are disjoint,
P(A1 ∪ A2 ∪ · · · An ) = P(A1 ) + P(A2 ) + · · · + P(An )
2 In general, P(A1 ∪ A2 ∪ · · · An ) =
Prof. Pritam Ranjan IPS (July 5, 2017) 12/20
Motivating examples
Probability Definitions
Laws of Probability
Exercise
Mix and match (page 182)
Prof. Pritam Ranjan IPS (July 5, 2017) 13/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
1. Does there exist a pair of events A and B such that
P(A) = 0.2, P(B) = 0.4, P(A ∪ B) = 0.3 and P(A ∩ B) = 0.3?
2. From a well-shuffled ordinary deck of cards, what is the probability
of drawing a 5-card hand with 3 aces or all spades?
Prof. Pritam Ranjan IPS (July 5, 2017) 14/20
Motivating examples
Probability Definitions
Laws of Probability
Use Venn Diagrams
1. Does there exist a pair of events A and B such that
P(A) = 0.2, P(B) = 0.4, P(A ∪ B) = 0.3 and P(A ∩ B) = 0.3?
Prof. Pritam Ranjan IPS (July 5, 2017) 15/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
3. (Page 176) Consider the example of a risk manager at a bank who
has just approved a loan. A loan can end in one of three states:
default, late, or repaid on time. We are given that
P(default) = 0.02 and P(late) = 0.15.
(a) Which rules tell you how to find P(repaid on time)?
(b) Is P(default or late) = 0.17, or is it smaller?
(c) What rule tells you how to determine the probability a
loan does not default?
Prof. Pritam Ranjan IPS (July 5, 2017) 16/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
4. Let Ai be the event that i-th component works, and P(Ai ) = 0.2.
Assuming all components function independently, compute the
probability that the following system works.
Prof. Pritam Ranjan IPS (July 5, 2017) 17/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
5. (Ex 56) A fast-food chain randomly attaches coupons for prizes
with a large serving of French fries. Most of the coupon (75%) say
“play again” and the rest are equally divided between “free small
fries” and “free small sundae”.
(a) If 3 orders of large fries are placed for a family, find the
probability that someone in the family is a winner.
(b) What is the probability that one member wins fries, another
member wins sundae and the third one wins nothing?
Prof. Pritam Ranjan IPS (July 5, 2017) 18/20
Motivating examples
Probability Definitions
Laws of Probability
Examples
6. (Real-life) Tim Hortons brings out such deals twice a year:
Prof. Pritam Ranjan IPS (July 5, 2017) 19/20
Motivating examples
Probability Definitions
Laws of Probability
Homework
Practice questions:
TBE, Chapter 7
Next: Conditional Prob., Independence, Bayes’ Theorem
Prof. Pritam Ranjan IPS (July 5, 2017) 20/20
