UNIT –2

Mathematical Preliminaries
Probability

Probability defines the likelihood of occurrence of an event. There are many real-life situations in which
we may have to predict the outcome of an event. We may be sure or not sure of the results of an event.
In such cases, we say that there is a probability of this event to occur or not occur. Probability generally
has great applications in games, in business to make predictions, and also it has extensive applications in
this new area of artificial intelligence.

The probability of an event can be calculated by the probability formula by simply dividing the favoura-
ble number of outcomes by the total number of possible outcomes. The value of the probability of an
event happening can lie between 0 and 1 because the favourable number of outcomes can never be more
than the total number of outcomes. Also, the favorable number of outcomes cannot be negative. Let us
discuss the basics of probability in detail in the following sections.

What is Probability?
Probability can be defined as the ratio of the number of favorable outcomes to the total number of out-
comes of an event. For an experiment having 'n' number of outcomes, the number of favorable outcomes
can be denoted by x. The formula to calculate the probability of an event is as follows.
Probability(Event) = Favourable Outcomes/Total Outcomes
P(E) = n(E)/n(S)

Here,

n(E) = Number of event favorable to event E

n(S) = Total number of outcomes

Probability is used to predict the outcomes for the tossing of coins, rolling of dice, or drawing a card
from a pack of playing cards.

The probability is classified into two types:

Theoretical probability
Experimental probability
What is Theoretical Probability?
Theoretical probability is an approach in probability theory that is used to calculate the probability of an
outcome of a specific event. Probability theory is a branch of mathematics that is concerned with finding
the likelihood of occurrence of a random event. The probability that an event will occur lies between 0
and 1. If the probability is closer to 0 it implies that the event is less likely to take place. Similarly, if the
probability is closer to 1 it denotes that the event has a higher chance of occurring.

Theoretical Probability Definition

Theoretical probability can be defined as the number of favorable outcomes divided by the total number
of possible outcomes. To determine the theoretical probability there is no need to conduct an experiment.
However, knowledge of the situation is required to find the probability of occurrence of that event. Theo-
retical probability predicts the probability of occurrence of an event by assuming that all events are
equally likely to occur.

Theoretical Probability Example

Suppose there are a total of 5 cards and the probability of drawing 2 cards needs to be determined. Then
by using the concept of theoretical probability, the number of favorable outcomes (2) is divided by the
total possible outcomes (5) to get the probability as 0.4.

Experimental Probability
The chance or occurrence of a particular event is termed its probability. The value of a probability lies
between 0 and 1 which means if it is an impossible event, the probability is 0 and if it is a certain event,
the probability is 1. The probability that is determined on the basis of the results of an experiment is
known as experimental probability. This is also known as empirical probability.

What is Experimental Probability?

Experimental probability is a probability that is determined on the basis of a series of experiments. A

random experiment is done and is repeated many times to determine their likelihood and each repetition
is known as a trial. The experiment is conducted to find the chance of an event to occur or not to occur. It
can be tossing a coin, rolling a die, or rotating a spinner. In mathematical terms, the probability of an
event is equal to the number of times an event occurred ÷ the total number of trials.
Formula
The experimental probability of an event is based on the number of times the event has occurred during
the experiment and the total number of times the experiment was conducted.

P(E) = Number of times an event occurs/Total number of times the experiment is conducted

Example

The number of cookies made by Patrick per day in this week is given as 4, 7, 6, 9, 5, 9, 5.

Based on this data, what is the reasonable estimate of the probability that Patrick makes less than 6
cookies the next day?
P(< 6 cookies) = 3/7 = 0.428 = 42%

Terminology of Probability Theory

The following terms in probability theory help in a better understanding of the concepts of probability.

Experiment:
An experiment is a procedure which yields one of a set of possible outcomes.

• Tossing a coin

• Rolling a six-sided die

• Rolling two six-sided dice

Sample Space
A sample space S is the set of possible outcomes of an experiment.

• Rolling a die:

S = {1,2,3,4,5,6}
• Rolling two dice:

S = { (1, 1),(1, 2),(1, 3),(1, 4),(1, 5),(1, 6),

(2, 1),(2, 2),(2, 3),(2, 4),(2, 5),(2, 6),
(3, 1),(3, 2),(3, 3),(3, 4),(3, 5),(3, 6),
(4, 1),(4, 2),(4, 3),(4, 4),(4, 5),(4, 6),
(5, 1),(5, 2),(5, 3),(5, 4),(5, 5),(5, 6),
(6, 1),(6, 2),(6, 3),(6, 4),(6, 5),(6, 6) }.
Probability of an outcome
The probability of an outcome s, denoted p(s) is a number with the two properties:

• For each outcome s in sample space S, 0 ≤ p(s) ≤ 1.

• The sum of probabilities of all outcomes adds to one: ∑ s∈S p(s) = 1.

Probability of an event

The probability of an event E is the sum of the probabilities of the outcomes of the experiment.

An alternate formulation is in terms of the complement of the event the case when E does not occur.

Trial: A trial denotes doing a random experiment.

Random Experiment: An experiment that has a well-defined set of outcomes is called a random
experiment. For example, when we toss a coin, we know that we would get ahead or tail, but we are not
sure which one will appear.

Event: The total number of outcomes of a random experiment is called an event.

Equally Likely Events: Events that have the same chances or probability of occurring are called equal-
ly likely events. The outcome of one event is independent of the other. For example, when we toss a
coin, there are equal chances of getting a head or a tail.
Exhaustive Events: When the set of all outcomes of an event is equal to the sample space, we call it
an exhaustive event.

Mutually Exclusive Events: Events that cannot happen simultaneously are called mutually exclusive
events. For example, the climate can be either hot or cold. We cannot experience the same weather
simultaneously.
Events in Probability
In probability theory, an event is a set of outcomes of an experiment or a subset of the sample space. If
P(E) represents the probability of an event E, then, we have,

• P(E) = 0 if and only if E is an impossible event.

• P(E) = 1 if and only if E is a certain event.
• 0 ≤ P(E) ≤ 1.
Suppose, we are given two events, "A" and "B", then the probability of event A, P(A) > P(B) if and
only if event "A" is more likely to occur than the event "B". Sample space(S) is the set of all of the
possible outcomes of an experiment and n(S) represents the number of outcomes in the sample
space.

P(E) = n(E)/n(S)

P(E’) = (n(S) - n(E))/n(S) = 1 - (n(E)/n(S))

E’ represents that the event will not occur.

Therefore, now we can also conclude that, P(E) + P(E’) = 1

Different Probability Formulas

Probability formula with addition rule: Whenever an event is the union of two other events, say A
and B, then
P(A or B) = P(A) + P(B) - P(A∩B)
P(A ∈ B) = P(A) + P(B) - P(A∩B)

Probability formula with the complementary rule: Whenever an event is the complement of another
event, specifically, if A is an event,

then P(not A) = 1 - P(A) or P(A') = 1 - P(A).

P(A) + P(A′) = 1.

Probability formula with the conditional rule: When event A is already known to have occurred, the
probability of event B is known as conditional probability and is given by:
P(B∈A) = P(A∩B)/P(A)

Probability formula with multiplication rule: Whenever an event is the intersection of two other
events, that is, events A and B need to occur simultaneously. Then

P(A ∩ B) = P(A).P(B) (in case of independent events)

P(A∩B) = P(A).P(B|A) (in case of dependent events)
Calculating Probability

In an experiment, the probability of an event is the possibility of that event occurring. The probability of
any event is a value between (and including) "0" and "1". Follow the steps below for calculating
probability of an event A:

• Step 1: Find the sample space of the experiment and count the elements. Denote it by n(S).
• Step 2: Find the number of favorable outcomes and denote it by n(A).
• Step 3: To find probability, divide n(A) by n(S). i.e., P(A) = n(A)/n(S).

Here are some examples that well describe the process of finding probability.

Example 1: Find the probability of getting a number less than 5 when a dice is rolled by using the
probability formula.

Solution

To find:
Probability of getting a number less than 5
Given: Sample space, S = {1,2,3,4,5,6}
Therefore, n(S) = 6

Let A be the event of getting a number less than 5. Then A = {1,2,3,4}

So, n(A) = 4

Using the probability equation,

P(A) = (n(A))/(n(s))
p(A) = 4/6
m = 2/3

Answer: The probability of getting a number less than 5 is 2/3.

Example 2: What is the probability of getting a sum of 9 when two dice are thrown?

Solution:

There is a total of 36 possibilities when we throw two dice.

To get the desired outcome i.e., 9, we can have the following favorable outcomes.
(4,5),(5,4),(6,3)(3,6). There are 4 favorable outcomes.
Probability of an event P(E) = (Number of favorable outcomes) ÷ (Total outcomes in a sample space)
Probability of getting number 9 = 4 ÷ 36 = 1/9

Answer: Therefore the probability of getting a sum of 9 is 1/9.

Example 3: A die is rolled, find the probability that an even number is obtained.
Solution

Sample space, S = {1,2,3,4,5,6}

Therefore, n(S) = 6
E be the event of getting a event number, Then E= {2,4,6}
P(E) = n(E) / n(S) = 3 / 6 = 1 / 2

Example 4: Two coins are tossed, find the probability that two heads are obtained.
Solution

Sample space, S = {(H,T),(H,H),(T,H),(T,T)}

E be the event of getting a two heads , Then E = {(H,H)}

P(E) = n(E) / n(S) = 1 / 4

How to Find Probability of Cards

The number of cards in a pack of playing cards is 52. It consists of 4 suits of 13 cards. They are
spades, hearts, clubs, and diamonds. Spades and clubs are black while hearts and diamonds are red.
Each suit contains an ace, king, queen, jack or knaves, 10, 9, 8, 7, 6, 5, 4, 3, and 2. King, Queen, and
Jack (or Knaves) are called the face cards. In the deck of 52 playing cards, there are 12 face cards.
Solved Examples

Example 1: A card is drawn at random from a pack of 52 playing cards. Find the probability that the
card drawn is

(i) a king

(ii) neither a queen nor a jack.

Solution:

Total no. of cards = 52

So total no. of possible outcomes, n(S) = 52

(i) Let E1 denotes the event of getting a king.

No. of kings in the pack = 4

n(E1) = 4

P(getting a king) = no. of favourable outcomes / total no. of possible outcomes of E

= n(E1)/ n(S)

= 4/52

= 1/13

Hence the required probability is 1/13.

(ii) Let E2 denotes the event of getting neither a queen nor a jack.

No. of queens and jack in the pack = 8

Remaining no. of cards = 52-8 = 44

n(E2) = 44

P(neither a queen nor a jack) = no. of favourable outcomes / total no. of possible outcomes of E

= n(E2)/ n(S)

= 44/52

= 11/13

Hence the required probability is 11/13.

Conditional Probability

The probability of occurrence of any event A when another event B in relation to A has already occurred
is known as conditional probability. It is depicted by P(A|B).

As depicted by the above diagram, sample space is given by S, and there are two events A and B.

When the intersection of two events happen, then the formula for conditional probability for the occur-
rence of two events is given by;

P(A|B) = P(A∩B)/P(B)

Or

P(B|A) = P(A∩B)/P(A)

Where P(A|B) represents the probability of occurrence of A given B has occurred.

P(A ∩ B) is the number of elements common to both A and B.

P(B) is the number of elements in B, and it cannot be equal to zero.

Let N represent the total number of elements in the sample space.

Example 1. Probability of getting even number which is less than 4

S={1,2,3,4,5,6}

A = even no = {2,4,6}

B = less than 4 = {1,2,3}

P(A|B) = 1/3
Example 2. Find the probability that the number rolled is a five, given that it is odd

Solution

S=1,2,3,4,5,6

F denote the event “a five is rolled”

O denote the event “an odd number is rolled,”

F=5 and O=1,3,5

P(F ∩ O)=1/6

P(O)= 3/6=1/2

P(F|O)= 1/3

Example 3. Find the probability that the number rolled is odd, given that it is a five

Solution

S=1,2,3,4,5,6

F denote the event “a five is rolled”

O denote the event “an odd number is rolled,”

F=5 and O=1,3,5

P(O ∩ F)=1/6

P(F)= 1/6

P(O|F)= 1
Bayes' Theorem

•The Bayes theorem describes the probability of an event based on the prior knowledge of the

conditions that might be related to the event.

•If we know the conditional probability

•Bayes' theorem, named after 18th-century British mathematician Thomas Bayes, is a mathematical
formula for determining conditional probability.
•Bayes' theorem is also called Bayes' Rule or Bayes' Law and is the foundation of the field of Bayesi-
an statistics.
•Prior probability, is the probability of an event before new data is collected.
•Posterior probability is the revised probability of an event occurring after taking into consideration
new information.
Example 1:

A bag I contains 4 white and 6 black balls while another Bag II contains 4 white and 3 black balls.
One ball is drawn at random from one of the bags, and it is found to be black. Find the probability that
it was drawn from Bag I.

Solution:

Let E1 be the event of choosing bag I, E2 the event of choosing bag II, and A be the event of drawing a
black ball.

Then,

P(E1) = P(E2) = 1/2

Also, P(A|E1) = P(drawing a black ball from Bag I) = 6/10 = 3/5

P(A|E2) = P(drawing a black ball from Bag II) = 3/7

By using Bayes’ theorem, the probability of drawing a black ball from bag I out of two bags,