EVENT AND

PROBABILITY OF THE
EVENT
SOME DEFINITIONS

• A random experiment is an experiment or process for which the

outcome cannot be predicted with certainty prior to its execution.
The results of a random experiment are known as outcomes. (There
must be more than one outcome).
• The sample space, denoted as , of a random experiment is the set
of all possible outcomes of that experiment.
• An event is a set of outcomes of an experiment (or a subset of the
sample space) to which a probability is assigned. Events can be
simple (consisting of a single outcome) or compound (consisting of
multiple outcomes).
• A certain event () includes all possible outcomes, while an
impossible event (∅) includes no outcomes.
EXAMPLE

Random experiment: Rolling a fair six-sided die.

• Sample space:  = {1, 2, 3, 4, 5, 6}.
• Event: A = “Rolling an even number”. This event includes the
outcomes 2, 4, and 6.
Your turn?
EVENTS OF N-ELEMENT SAMPLE SPACE

The number of subsets of a set, including the empty set and the
set itself, is given by 2𝑛 , where 𝑛 is the number of elements in
the set.
Let’s consider a set 𝐴 = {𝑎, 𝑏, 𝑐} with 𝑛 = 3 elements.
The power set of A, denoted as 𝒫(𝐴), is the set of all possible
subsets of A.
𝒫 𝐴 = {∅, {𝑎}, {𝑏}, {𝑐}, {𝑎, 𝑏}, {𝑎, 𝑐}, {𝑏, 𝑐}, {𝑎, 𝑏, 𝑐}}
Hence, if 𝑛() = 𝑛, we can create 2𝑛 events including certain
event (c) and impossible event (∅)
RELATIONSHIPS BETWEEN EVENTS

The union of two events A and B is denoted as 𝐴 + 𝐵 or 𝐴 ∪ 𝐵 and represents

the event that either A or B or both occur (consists of all outcomes that are in
either A or B or both). Formally, the union of two events is defined as:
𝐴 + 𝐵 = {𝑥: 𝑥 ∈ 𝐴 𝑜𝑟 𝑥 ∈ 𝐵}
For example, let's say we have two events:
Event A represents rolling an even number on a fair six-sided die, so A={2,4,6}.
Event B represents rolling a number greater than 4, so B={5,6}.
• Then, the union of events A and B would be: A∪B={2,4,5,6}


A B A+B
RELATIONSHIPS BETWEEN EVENTS

The intersection of two events A and B is denoted as 𝐴. 𝐵 or A∩B and

represents the event that both A and B occur simultaneously (consists of all
outcomes that are in both A and B). Formally, the intersection of two events is
defined as:
𝐴. 𝐵 = {𝑥: 𝑥 ∈ 𝐴 𝑎𝑛𝑑 𝑥 ∈ 𝐵}
• In the former example, the intersection of events A and B would be: A.B={6}

A AB B
EXCERCISE

Give a random experiment, identify:

• Sample space: The set of all possible outcomes of the experiment.

• Events A and B: Subsets of the sample space, representing specific sets of

outcomes you are interested in.

• Union of A, B: The event that either A or B occurs (or both). It is the union of
events A and B.

• Intersection of A, B: The event that both A and B occur. It is the intersection

of events A and B.
RELATIONSHIPS BETWEEN EVENTS

Mutual exclusivity: Two events A and B are mutually exclusive if they

cannot occur together. In other words, if event A happens, event B
cannot happen, and vice versa. Hence, 𝐴𝐵 = .

𝐴𝐵 = 

A B

The complement of an event 𝐴, denoted by 𝐴,ҧ is the set of all

outcomes in the sample space that are not in 𝐴.

Note: other notation for complement of A: 𝐴𝐶 , ¬𝐴 A
A
PROPERTIES

𝐴. 𝐴 = 𝐴 𝐴 ∩ 𝐴 = 𝐴
𝐴+𝐴 =𝐴
𝐴. Ω = 𝐴
𝐴. ∅ = ∅
𝐴+Ω=Ω
DEFINITION OF PROBABILITY: THEORETICAL PROBABILITY

Theoretical Probability is based on a mathematical model that:

• Assumes all outcomes are equally likely.
• No need for experimental data.
• Commonly used in situations with a finite, equally likely set of
outcomes.
Theoretical probability = Number of favorable outcomes / Total
number of possible outcomes
DEFINITION OF PROBABILITY: THEORETICAL PROBABILITY

Formal definition:
Theoretical probability of event A, denoted as P(A), is the ratio of
favorable outcomes to possible outcomes.
𝑃(𝐴) = 𝑛(𝐴)/𝑛(Ω)
Example:
• If rolling a fair six-sided die, each outcome has a 1/6​ chance of
occurring.
• Thus, for any particular outcome, 𝑛(𝐴) = 1 and 𝑛(Ω) = 6.
• Therefore, the theoretical probability of rolling a specific number is
𝑃(𝐴) = 1/6​.
Note: Theoretical probability provides a framework for understanding
probabilities without empirical data.
DEFINITION OF PROBABILITY: THEORETICAL PROBABILITY

1. Rolling a fair and homogeneous six-sided die, calculate the

probability of getting an odd number.
2. A class has 300 students, including 80 female students.
Randomly selecting 1 student, calculate the probability of
selecting a female student.
3. A box contains 7 red balls and 4 blue balls. Selecting 3 balls
randomly, calculate the probability of selecting 2 red balls and 1
blue ball.
DEFINITION OF PROBABILITY: EMPIRICAL PROBABILITY

Empirical Probability: on the other hand,

• Based on experiments or observations.
• Represents relative frequency of event occurrence.
• Calculated by counting event occurrences relative to total trials.
• Commonly used in practical situations where experimentation is feasible.
• Empirical probability, denoted as 𝑃𝑒𝑚𝑝𝑖𝑟𝑖𝑐𝑎𝑙 (𝐸), is the relative
frequency of event E occurring in a series of trials or observations.
Number of times event E occurred
• Formula: 𝑃𝑒𝑚𝑝𝑖𝑟𝑖𝑐𝑎𝑙 𝐸 =
Total number of trials or observations

• Note: Empirical probability offers real-world insights through

experimentation.
DEFINITIONS OF PROBABILITY

Here are some additional points to consider:

1.Theoretical probability is often referred to as classical probability or a
priori probability. It is based on assumptions about the system and
does not require any data collection. However, it is important to
remember that these assumptions may not always hold true in real-
world situations.
2.Empirical probability is also known as a posteriori probability or
statistical probability. It is based on observed data and can be more
accurate than theoretical probability, especially when the
assumptions underlying the theoretical model are not perfectly met.
3.As the number of trials in an empirical experiment increases, the
empirical probability tends to get closer to the theoretical probability
(if the theoretical model is accurate). This is called the law of large
numbers.
ILLUSTRATION

Theoretical probability: The probability of rolling a 6 on a

fair six-sided die is 1/6. This is because there is one outcome
(rolling a 6) and six total possible outcomes, all of which are
assumed to be equally likely.
Empirical probability: You roll a six-sided die 100 times
and get a 6 17 times. The empirical probability of rolling a 6
in this experiment is 17/100 = 0.17
KOLMOGOROV AXIOMS AND PROPERTIES

Three axioms (Kolmogorov):

1. ∀𝐴 ∈ Ω: 𝑃 𝐴 ≥ 0

2. 𝑃 Ω = 1

3. For disjoint events 𝐴1 , 𝐴2 , …

𝑃 𝐴1 + 𝐴2 + ⋯ = 𝑃 𝐴1 + 𝑃 𝐴2 + ⋯

Properties:
1. 𝑃(∅) = 0

2. 𝑃 𝐴ҧ = 1 − 𝑃(𝐴)

3. 𝑃 𝐴 + 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴𝐵
(The addition rule of probability)
EXCERCISE

From the formula

𝑃 𝐴 + 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴𝐵
build the formula for a system of 3 events:
𝑃 𝐴 + 𝐵 + 𝐶 =?
Present the breakdown of all the steps leading to the final
solution.
THE DE MORGAN'S LAW

ҧ 𝐵ത (𝐴. 𝐵: A and B do not occur simultaneously)

𝐴. 𝐵 = 𝐴+
𝐴 + 𝐵 = 𝐴.ҧ 𝐵ത (𝐴.ҧ 𝐵:
ത neither A nor B occur)

In general:
The complement of the product is the sum of the complements
(bù của tích là tổng các bù)
𝐴1 … 𝐴𝑛 = σ𝑛𝑖=1 𝐴𝑖 and
The complement of the sum is the product of the complements
(bù của tổng là tích các bù)
n
𝐴1 + ⋯ + 𝐴𝑛 = Πi=1 𝐴𝑖 .
EXAMPLE

A class consists of 60 students who take both Algebra and

Calculus exams. It is assumed that 45 students pass Algebra,
35 students pass Calculus, and 30 students pass both exams.
When randomly selecting one student from the class, we
can calculate the following probabilities:
a) The probability that this student passes at least one
subject.
b) The probability that this student fails both subjects.
c) The probability that this student passes exactly one
subject.
Solution. Let A and B be the events that ‘the student passes
Algebra’ and ‘the student passes Calculus’, respectively.
EXAMPLE
Clearly,
45 35 30
𝑃 𝐴 = ;𝑃 𝐵 = ; 𝑃 𝐴𝐵 = .
60 60 60
a) Let M be the event that the student passes at least one subject:
𝑃 𝑀 = 𝑃 𝐴 + 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴𝐵 = 5/6.
b) Let N be the event that the student fails both subjects: 𝑁 = 𝑀
ഥ⇒
𝑃 𝑁 = 1 − 𝑃 𝑀 = 1/6.
Alternatively: N = 𝐴.ҧ 𝐵ത = 𝐴 + 𝐵 = 𝑀
ഥ (De Morgan’s law)
c) Let S be the event that the student passes exactly one subject: 𝑆 =
𝑀 − 𝐴𝐵 = 50 − 30 = 20.
𝑆 20
Therefor: 𝑃 𝑆 = = = 1/3
Ω 60
THE CONDITIONAL PROBABILITY

• The formula for conditional probability (which reads as

"the probability of A given B“) is given by:

P(AB) The probability of event A

P(A| B)= occurring given that event
P(B) B has already occurred.
NOTE

The conditions are often expressed as follows: "assuming that...,

knowing that..."
Please mind that when solving exercises.
NOTE

For example, the probability that any given person has a cough on any
given day may be only 5%. But if we know or assume that the person is
sick, then they are much more likely to be coughing. The conditional
probability that someone unwell (sick) is coughing might be 75%, in
which case we would have that P(Cough)=5% and P(Cough∣Sick)=75%.
It’s important to note that P(A∣B) may or may not be equal to P(A), i.e.,
the unconditional probability or absolute probability of A.
If P(A∣B)=P(A), then events A and B are said to be independent: in such
case, knowledge about either event does not alter the likelihood of each
other
EXAMPLE

Assume that a class has 20 male students and 10 female

students. There are 10 excellent male students and 6 excellent
female students. Randomly selecting a student from the class, let
A be the event of selecting an excellent student and B be the
event of selecting a female student. Calculate P(A|B) and P(B|A).
EXCERCISE

A market research company has explored two types of products A

& B. According to the results, the rates of liking products A & B
are 50% and 70%, respectively. Knowing that among those who
like product A, 80% also like product B. Randomly selecting a
person in the survey, calculate the probability
a) This person does not like both types of products.
b) This person only likes one of the two types of products.
EXCERCISE
MULTIPLICATION RULE

• The multiplication rule for two events A and B, happening at

the same time.
𝑃(𝐴𝐵) = 𝑃(𝐴) ⋅ 𝑃(𝐵 ∣ 𝐴)
or 𝑃(𝐴𝐵) = 𝑃(𝐵) ⋅ 𝑃(𝐴 ∣ 𝐵)
• Suppose we have n events labeled as 𝐴1 , 𝐴2 , … , 𝐴𝑛 . The
probability of all these events happening together is given
by:

𝑃(𝐴1 𝐴2 ⋯ 𝐴𝑛 ) =
𝑃(𝐴1 )𝑃(𝐴2 |𝐴1 )𝑃(𝐴3 |𝐴1 𝐴2 ) ⋯ 𝑃(𝐴𝑛 |𝐴1 𝐴2 ⋯ 𝐴𝑛−1 )
MULTIPLICATION RULE OF PROBABILITY

• Example
A batch contains 50 products, of which 6 are of poor quality. A
customer, before making a purchase, randomly inspects up to 4
products without replacement. If any defective product is found,
the customer rejects the entire batch. Calculate the probability
that the customer rejects the batch.
Solution. Let 𝐴𝑖 be the event: “the i-th inspected product is
defective”, 𝑖 = 1,4.
SOLUTION

Let 𝐴𝑖 be the event: “the i-th inspected product is defective”, 𝑖 = 1,4.

Let 𝐵𝑗 be the event: “the batch is returned at the j-th inspection”, 𝑗 = 1,4.
Let 𝐶 be the event: “the batch is returned after inspection”
𝐶 = 𝐵1 + 𝐵2 + 𝐵3 + 𝐵4
𝑃 𝐶 = 𝑃 𝐵1 + 𝑃 𝐵2 + 𝑃 𝐵3 + 𝑃(𝐵4 ) (since 𝐵1 , 𝐵2 , 𝐵3 , 𝐵4 are pairwise
disjoint/exclusive events)
𝑃 𝐵1 = 𝑃 𝐴1 = 6/50.
44 6
𝑃 𝐵2 = 𝑃 𝐴1 . 𝐴2 = 𝑃 𝐴1 𝑃 𝐴2 𝐴1 ) = 50 . 49.
44 43 6
𝑃 𝐵3 = 𝑃 𝐴1 . 𝐴2 . 𝐴3 = 𝑃 𝐴1 𝑃 𝐴2 𝐴1 )𝑃 𝐴3 𝐴1 . 𝐴2 = 50 . 49 . 48.

𝑃 𝐵4 = 𝑃 𝐴1 . 𝐴2 . 𝐴3 . 𝐴4 = 𝑃 𝐴1 𝑃 𝐴2 𝐴1 )𝑃 𝐴3 𝐴1 . 𝐴2 . 𝑃 𝐴4 𝐴1 . 𝐴2 . 𝐴3 =
44 43 42 6
. . . .
50 49 48 47

Hence, 𝑃 𝐶 = 0.4105
SOLUTION

A shorter solution:
Let 𝐴𝑖 be the event: “the i-th inspected product is defective”, 𝑖 = 1,4.

Let 𝐵𝑗 be the event: “the batch is returned at the j-th inspection”, 𝑗 = 1,4.
Let 𝐶 be the event: “the batch is returned after inspection”
𝑃 𝐶ҧ = 𝑃 𝐴1 . 𝐴2 . 𝐴3 . 𝐴4 =
44 43 42 41
𝑃 𝐴1 𝑃 𝐴2 𝐴1 )𝑃 𝐴3 𝐴1 . 𝐴2 . 𝑃 𝐴4 𝐴1 . 𝐴2 . 𝐴3 = . . . .
50 49 48 47

Hence, 𝑃 𝐶 = 1 − 𝑃 𝐶ҧ = 0.4105
THE INDEPENDENCE OF EVENTS.

• Two events A and B are called independent if and only if:

P( AB) = P( A).P ( B )
• The occurrence of any event does not affect the chance of
occurence of the other event. Hence,

P(A| B)= P(A)

P(B | A)= P(B)
 EXAMPLE

A player has a scoring probability of 0.8 with each shot. Suppose this
player takes 5 independent shots, calculate the probability that the player
scores at least 1 goal.
Let:
𝐴𝑖 be the event that “the player scores a goal in the 𝑖 − 𝑡ℎ
shot/attemp”
B be the event that “the player scores at least 1 goal”
𝑃 𝐵ത = 𝑃(𝐴1 ⋅ 𝐴2 ⋅ 𝐴3 ⋅ 𝐴4 ⋅ 𝐴5 )
= 𝑃(𝐴1 )𝑃(𝐴2 ) 𝑃(𝐴3 ) 𝑃(𝐴4 ) 𝑃 𝐴5 = 0.25
⇒ 𝑃 𝐵 = 1 − 𝑃 𝐵ത = 1 − 0.25 = 0.9997
LAW OF TOTAL PROBABILITY

Definition
A set of events {𝐴1, 𝐴2, … , 𝐴𝑛} is a partition of Ω if and
only if
A1
 A1 + A2 ++ An = 
 A2 A4
 Ai Aj =  1  i  j  n
mutually exclusive events A3
whose union is the entire
sample space
For any event B, we have
n
P( B) =  P( Ai ) P( B | Ai ) = P( A1 ) P( B | A1 ) + + P( An ) P( B | An )
i =1
PROOF
BAYESIAN THEOREM

Let a set of events {𝐴1, 𝐴2, … , 𝐴𝑛 } be a partition of

Ω, and B be any event
• Bayesian theorem
P( Ai ) P( B | Ai )
P( Ai | B) = , i = 1,, n
P( B)
 EXAMPLE

Assume that in HCM city, if a person travels by bus, the probability

of being late for half an hour is 0.57, this probability is 0.28 if he
uses a motorbike and 0.75 if he uses a car. According to habit, the
chance this person uses motorbike, car, and and bus are 0.2, 0.5, 0.3
respectively. Given that this person was half an hour late for his
appointment, what is the probability that he used a car?
EXAMPLE

Solution
Let B be the event: “this person was half an hour late for his appointment”,
Let 𝐴1 , 𝐴2 , 𝐴3 be the event: "this person uses motorbike, car, and and bus“
respectively.
As {𝐴1 , 𝐴2 , 𝐴3 } forms a partition of Ω, we can apply the law of total
probability:
𝑃 𝐵 = 𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃(𝐵|𝐴2 )+ 𝑃 𝐴3 𝑃(𝐵|𝐴3 )
=
b) P A2 𝐵 ?
Let's apply Bayes' theorem :
𝑃 𝐴2 𝑃(𝐵|𝐴2 )
P A2 𝐵 = = =
𝑃(𝐵)
 EXAMPLE

A light bulb manufacturing plant has 3 production workshops with production

capacities of workshop 1 being twice that of workshop 2, workshop 2 being one and a
half times that of workshop 3. It is known that the rate of defective bulbs produced by
each workshop is 5%, 2%, and 4% respectively. A customer buys a bulb from the
manufacturing plant.
a) Calculate the probability that the customer buys a defective bulb.

b) Knowing that the purchased bulb is not defective, calculate the probability that it was
produced by workshop 2.
Solution
Let 𝐴𝑖 be the event "the purchased bulb is produced by workshop i", for 𝑖=1,2,3.

Let 𝑛𝑖 be the production volume of workshop 𝑖, since 𝑛1 = 2𝑛2 , 𝑛2 = 1.5𝑛3 .

Therefore:
𝑛1 = 2 × 1.5𝑛3 = 3𝑛3 ; Ω = 𝑛1 + 𝑛2 + 𝑛3 = 5.5𝑛3 .
𝑃(𝐴1 ) = 𝑛1 /|Ω| = 3/5.5; 𝑃(𝐴2 ) = 𝑛2 /|Ω| = 1.5/5.5; 𝑃(𝐴3 ) = 𝑛3 /|Ω| = 1/5.5;
Let B be the event that this person buys a defective bulb.
As {𝐴1 , 𝐴2 , 𝐴3 } forms a partition of Ω, we can apply the law of total probability:
𝑃 𝐵 = 𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃(𝐵|𝐴2 )+ 𝑃 𝐴3 𝑃(𝐵|𝐴3 )
3 1.5 1
=5.5 × 5% + 5.5 × 2%+ 5.5 × 4% = 4%

b) P A2 𝐵ത ?
Let's apply Bayes' theorem :
1.5
𝑃 𝐴2 𝑃(𝐵|𝐴2 ) 5.5 × 98%
ത
P A2 𝐵ത = = = 0.278
ത
𝑃(𝐵) 1 − 4%
given 𝑃 𝐵ത 𝐴2 = 1 − 𝑃 𝐵 𝐴2 = 98%
 EXAMPLE

The rate of people infected with disease X in the community is 1 in 3000. It is

known that in a hospital, if a person is infected with disease X, the test result
is certain to be positive; if not infected, the probability of a positive test result
is 0.001. If a person comes to this hospital to be tested for disease X.
Calculate:
a) The probability that this person has a positive test result.
b) b) If the test result is positive, what is the probability that this person is not
infected with disease X?
EXAMPLE