Chapter 4

Probability
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Statistics - Spring semester 2023-2024 1

Experiment, Outcomes, and Sample Space
Definitions
An experiment is a process that, when performed, results in one and only
one of many observations. These observations are called the outcomes of
the experiment. The collection of all outcomes for an experiment is called
a sample space. A sample space is denoted by S. The sample space for an
experiment can also be illustrated by drawing either a Venn diagram or a
tree diagram. Venn diagram

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 Simple and Compound Events

• Event: An event is a collection of one or more of the outcomes of an

experiment.
• An event may be a simple event (elementary event) or a compound
event (composite event).

Simple Event: An event that includes one and only one of the final outcomes
for an experiment and is usually denoted by Ei.

Reconsider last Example on selecting two workers from a company and

observing whether the worker selected each time is a man or a woman. Each
of the final four outcomes (MM, MW, WM, and WW) for this experiment is a
simple event. These four events can be denoted by E1 E2 , E3 , and E4 ,
respectively.

Thus E1=(MM), E2=(MW), E3=(WM), and E4=(WW)

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• Compound Event: A compound event is a collection of more than one
outcome for an experiment. Compound events are denoted by A, B, C,
D,... or by A1 A2 , A3 ,..., B1 B2 , B3 ,...
Example: In a group of people, some are in favor of civil engineering and
others are against it. Two persons are selected at random from this group
and asked whether they are:
(a) Both persons are in favor of civil engineering.
(b) At least one person is against civil engineering.
(c) Exactly one person is in favor of civil engineering.
(d) Both persons are in against of civil engineering.

Solution:
Let, F = a person is in favor, and of A = a person is against Civil engineering
This experiment has the following four outcomes:
FF = both persons are in favor
FA = the first person is in favor and the second is against
AF = the first person is against and the second is in favor
AA = both persons are against
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(a)The event “both persons are in favor of civil engineering”
= {FF} (simple event)
.

(b)The event “at least one person is against genetic engineering”

= {AA, FA, AF} (compound event)
.

(c) The event “exactly one person is in favor of civil engineering”

= {FA, AF} (compound event)
.

(d)The event “both persons are against of civil engineering”

= {AA} (simple event)
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 Calculating Probability
• Probability is a numerical measure of the likelihood that a specific
event will occur.
• Two properties of probability:
1- The probability of an event always lies in the range 0 to 1.
Whether it is a simple or a compound event, the probability of an
event is never less than 0 Or greater than 1.

An event that cannot occur has zero probability; such an event is called an
impossible event. An event that is certain to occur has a probability equal
to 1 and is called a sure event.
That is,
For an impossible event M : P(M) = 0
For a sure event C : P(C) = 1
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2- The sum of probabilities of all simple event (all possible outcome)
for an experiment is always 1.

From this property, for the experiment of one toss of a coin,

For the experiment of two tosses of a coin,

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 Classical Probability Rule to Find Probability

(For simple event)

(For compound event)

Example: Find the probability of obtaining a head and the probability of

obtaining a tail for one toss of a coin.
Solution: There are only two outcomes H and T
P(H)=P(T)= ½=0.5
Example: Find the probability of obtaining an even number in one roll of
a die.
Solution: This experiment has a total of six outcomes: 1, 2, 3, 4, 5, and 6
• A = {2, 4, 6}, P(A)=3/6=0.5
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Relative frequency concept of probability
• If an experiment is repeated n times and an event A is observed f times,
then, according to the relative frequency concept of probability.
P (A)=f/n

Example: Ten of the 500 randomly selected cars manufactured at a

certain auto factory are found to be lemons. Assuming that the lemons
are manufactured randomly, what is the probability that the next car
manufactured at this auto factory is a lemon?

Solution: Let n denote the total number of cars in the sample and f the
number of lemons.

P (next car is lemon)=f/n=10/500=0.02

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Law of Large Numbers
If an experiment is repeated again and again, the probability of an event
obtained from the relative frequency approaches (will be near) the actual
or theoretical probability.

Counting Rule to Find Total Outcomes

If an experiment consists of three steps, and if the first step can result in m
outcomes, the second step in n outcomes, and the third step in k outcomes,
then,
• Total outcomes for the experiment = m • n • k

Example: Suppose we toss a coin three times. This experiment has three
steps: the first toss, the second toss, and the third toss. Each step has two
outcomes: a head and a tail. Thus,
Total outcomes for three tosses of a coin = 2X2X2 = 8
HHH, HHT, HTH. HTT, THH, THT, TTH, and TTT
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Example: A company puts a code on each different product they sell. The
code is made up of 3 numbers and 3 letters. How many different codes
are possible?

Solution:
There are 6 stages (number 1, number 2, number 3, letter 1, letter 2 and
letter 3).
There are 10 possible numbers: 0 – 9.
There are 26 possible letters: A – Z.
So we have: 10 * 10 * 10 * 26 * 26*26 = 17576000 possible codes.

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Marginal and Conditional Probabilities
• Marginal Probability: is the probability of a single event without
consideration of any other event. It is also called simple probability.

Example:
Suppose all 100 employees of a company were
asked whether they are in favor of or against paying
high salaries to head of companies. Compute the
simple probability P(male) and P(against).
Solution:

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Conditional Probability: is the probability that an event will occur given
that another event has already occurred. If A and B are two events,
then the conditional probability of A given B is written as P(A | B) and
read as “the probability of A given that B has already occurred.

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Example:
For the data of Table, calculate the conditional probability that a randomly
selected employee is a female given that this employee is in favor of paying
high salaries to managers.

Solution:

𝑓𝑒𝑚𝑎𝑙𝑒 𝑁𝑜. 𝑜𝑓 𝑓𝑟𝑚𝑎𝑙𝑒 𝑖𝑛 𝑓𝑎𝑣𝑜𝑟

𝑃 ൗ𝐼𝑛 𝑓𝑎𝑣𝑜𝑟 =
𝑇𝑜𝑡𝑎𝑙 𝑁𝑜. (𝑖𝑛 𝑓𝑎𝑣𝑜𝑟)

=4/19=0.2105

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 Mutually Exclusive Events
• If two events are mutually exclusive, it means that they cannot occur at the
same time.
.

• Example, the two possible outcomes of a coin flip are mutually exclusive;
when you flip a coin, it cannot land both heads and tails simultaneously.

Example:
Consider the following events for one roll of a
dice:
A )an even number is observed = {2, 4, 6}
B ) an odd number is observed = {1, 3, 5}
C ) a number less than 5 is observed = {1,2, 3, 4}

- Are events A and B mutually exclusive?

Ans: Yes, they (no common output)
.

- Are events A and C mutually exclusive?

Ans: No, they are not mutually exclusive (2 and 4
outcomes)
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 Independent Versus Dependent Events

• Independent Events : Two events are said to be independent if the

occurrence of one does not affect the probability of the occurrence of the
other. In other words, A and B are independent events if

P(A \ B) = P(A) and P(B \ A) = P(B)

• dependent Events : If the occurrence of one event affects the

probability of the occurrence of the other event, then the two events are said
to be dependent events. In probability notation, the two events are dependent
if either

P(A \ B) ≠ P(A) or P(B \ A) ≠ P(B)

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P(D) = 15/100 = .15 and P(D \ A) = 9/60 = .15
Hence: P(D) = P(D | A)
Consequently, the two events, D and A, are independent.
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 From this equation, we can deduce that
P(A) = 1 - P(Ā) and P(Ā) = 1 - P(A)

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Example:
In a group of 2000 taxpayers, 400 have been audited by the IRS at least
once. If one taxpayer is randomly selected from this group, what are the
two complementary events for this experiment, and what are their
probabilities?
Solution
The two complementary events for this experiment are:
A = the selected taxpayer has been audited by the IRS at least once (that
is 400)
Ā = the selected taxpayer has never been audited by the IRS (that is
1600)

Hence, the probabilities of events A and 𝐴 are

P(A) = 400/2000 = 0.20 and
P(Ā) = 1600/2000 = 0.80

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Example :
In a group of 5000 adults, 3500 are in favor of stricter gun control laws,
1200 are against such laws, and 300 have no opinion. Let A be the event
that this adult is in favor of stricter gun control laws. If one adult is
randomly selected from this group, what is the complementary event of
A? What are the probabilities of the two events?

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 Intersection of Events and the Multiplication Rule
Intersection of Events: Let A and B be two
events defined in a sample space. The
intersection of A and B represents the
collection of all outcomes that are common to
both A and B and is denoted by A and B

The intersection of events A and B is also

denoted by either A Ո B or AB

Joint Probability
The probability of the intersection of two events is called joint probability.
It is obtained by multiplying the marginal probability of one event by the
conditional probability of the second event.

The joint probability of events A and B can also be denoted by P(AՈB) or P(AB).
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Example: Following table gives the classification of all employees of A
company by gender and college degree. If one of these employees is
selected at random for membership on the employee-management
committee, what is the probability that this employee is a female and a
college graduate?

Solution:
P(F and G) = P(F) P(G \ F)
P(F) = 13/40
P(G \ F) = 4/13
P(F and G) = P(F) P(G \ F) = (13/40)(4/l3) = 0.100

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Example: A box contains 20 DVDs, 4 of which are defective. If two DVDs
are selected at random (without replacement) from this box, what is the
probability that both are defective?
Solution:
G1=event that first DVD selected is good
D1=event that first DVD selected is defective
G2=event that second DVD selected is good
D2=event that second DVD selected is defective
P(D1 andD2 ) = P(D1 )P(D2 \D1 )
As we know, there are 4 defective DVDs in 20
P(D1) = 4/20
To calculate the probability P(D2 |D1), we know that the first DVD selected
is defective because D1 has already occurred. Because the selections are
made without replacement, there are 19 total DVDs, and 3 of them are
defective at the time of the second selection. Therefore
P(D2\D1) = 3/19 P(D1 and D2) = P(D1) P(D2 \ D1) = (4/20)(3/19) = 0.0316

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Example: A senior citizens center has 300 members.140 of them are male.
210 take medicine on a permanent basis. 95 are male and take medicine on
a permanent basis. Describe the union of the events “male” and “take
medicine on a permanent basis”

Solution:
M = a senior citizen is a male
F = a senior citizen is a female
A = a senior citizen takes medicine
B = a senior citizen does not take any medicine
The union of the events “male” and “take medicine” includes those senior
citizens who are either male or take medicine or both. The number of such
senior citizens is
140 + 210 - 95 = 255

95 senior citizens (which represent the intersection of events M and A) are

common to both events M and A and, hence, are counted twice. To avoid
double counting, we subtracted 95 from the sum of the other two numbers
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Example: A university president proposed that all students must take a
course in ethics as a requirement for graduation. Three hundred faculty
members and students from this university were asked about their opinions
on this issue. Table gives a two-way classification of the responses of these
faculty members and students. Find the intersection and the union
Probability of the two events “faculty member” and “in favor of the
proposal”

Solution:

A = the person selected is a faculty member

B = the person selected is in favor of the proposal
P(A) = 70/300 = 0.2333
P(B) = 135/300 = 0.4500
P(A and B) = P(A) P(B \ A) = (70/300)(45/70) = 0.1500
P(A or B) = P(A) + P(B) – P(A and B) = 0.2333 + 0.4500 -0.1500 = 0.5333
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Example: A university president proposed that all students must take a
course in ethics as a requirement for graduation. Three hundred faculty
members and students from this university were asked about their opinion
on this issue. The following table, reproduced from, gives a two-way
classification of the responses of these faculty members and students.
What is the probability that a randomly selected person from these 300
faculty members and students is in favor of the proposal or is neutral?

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Example: John is going to graduate from an industrial engineering
department in a university by the end of the semester. After being
interviewed at two companies, he likes; he assesses that his probability of
getting an offer from company A is 0.8, and the probability that he gets
an offer from company B is 0.6. If. on the other hand, he believes that the
probability that he will get offers from both companies is 0.5, what is the
probability that he will get at least one offer from these two companies?

Solution:
Using the additive rule, we have
P(A U B) = P(A) + P(B) - P(A Ո B) = 0.8 + 0.6 - 0.5 = 0.9.

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Permutations
A permutation is an ordering of a collection of objects. For example, there
are six permutations of the letters A, B, C: ABC, ACB, BAC, BCA, CAB, and
CBA. With only three objects, it is easy to determine the number of
permutations just by listing them all.

• For any positive integer n, n! = n(n − 1)(n − 2) ・・・(3)(2)(1).

• Also, we define 0! = 1.

Example: Five people stand in line at a movie theater. Into how many
different orders can they be arranged?

Solution:
The number of permutations of a collection of five people is 5!
= (5)(4)(3)(2)(1) = 120.

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Bayes' Rule
If A and B are two events, we have seen that in most cases
P(A|B) = P(B|A). Bayes’ rule provides a formula that allows us to
calculate one of the conditional probabilities if we know the
other one. To see how it works, assume that we know P(B|A)
and we wish to calculate P(A|B).

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Example: Customers who purchase a certain make of car can order an
engine in any of three sizes. If all cars sold, 45% have the smallest engine,
35% have the medium-sized one, and 20% have the largest. if cars with
the smallest engine, 10% fail an emissions test within two years of
purchase, while 12% of those with the medium size and 15% of those
with the largest engine fail. A record for a failed emissions test is chosen
at random. What is the probability that it is for a car with a small engine?
Solution:

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