CONCEPTS AND PRINCIPLES

OF PROBABILITY
STA 112(PROBABILITY I)LECTURE NOTE
OMOYAJOWO A.C
LEARNING OBJECTIVES
At the end of this class, students should be able to:
• Understand the concept of probability
• Understand the principles of probability
• Calculate simple probabilities
Probability
Some Basic Definitions
• Random and Statistical Experiment: A statistical process which can be
repeated and the outcome in any single trial is unpredictable. For
example tossing coins, throwing die, inspecting production line to
determine if more than the allowable number of defective is being
produced. Each outcome may result in one or more outcomes.
• Sample space: This is the list of all possible sample points or
outcomes of a statistical experiment. It is usually denoted by S
• Event: It is a statement about one or more outcomes of statistical
experiment. It may be Simple or compound
Probability Cont’d
DEFINITION
• It is the chance or likelihood of the occurrence of a particular event in a
statistical experiment.
Mathematically, if an event occur in r ways out of n mutually exclusive and
equal likely ways, the probability of the occurrence of A (called success) is
given by P �
� � =
� �
�
It can also be written as � � =
� �
The probability of its non-occurrence is 1-P(A)
Note that the probability of an event is a number between 0 and 1, if an
event cannot possibly occur, its probability is 0 an if it will certainly occur, its
probability is 1.
Example
• Example 1
A letter is selected at random from the Alphabet. What is the probability that
is
i. M ii. M or D iii One of the letter of the word PROBABILITY
iv. One of the letter of the word SOLVENT
Solution:
S={A,B,C, ……Z}, n(s)=26
i. Let A={M}, n(A)=1
� � 1
� � = =
� � 26
Example Cont’d
ii. Let B={M,D}, n(B)=2
� � 2 1
� � = = =
� � 26 13
iii. Let C={P,R,O,B,A,B,I,L,I,T,Y}, n(C)=11
� � 11
� � = =
� � 26
iv. Let D={S,O,L,V,E,N,T}, n(D)=7
� � 7
� � = =
� � 26
Example Cont’d
• Example 2
One basket contains 4 oranges and 3lemons; another contains 3 oranges and
2 lemons. If one fruit is drawn from each basket, find the probability that:
i. Both fruits are oranges
ii. Both fruits are lemon
iii. One is orange and other is lemon.
Solution
Basket I = 4 oranges+3lemons
Basket II = 3 oranges +2lemons
i. p(both fruits are oranges)=
� ������� �� ������ � � ������� �� ������ �� 4 3 12
� = � =
� ����� ������ �� ������ � � ����� ������ �� ������ �� 7 5 35
Example Cont’d
ii. p(both fruits are lemons)=
� ������ �� ������ � � ������ �� ������ �� 3 2 6
� = � =
� ����� ������ �� ������ � � ����� ������ �� ������ �� 7 5 35

iii. P(one is an orange, the other is a lemon)=

� ������� �� ������ � � ������ �� ������ ��
+
� ����� ������ �� ������ � � ����� ������ �� ������ ��
� ������ �� ������ � � ������� �� ������ ��
� ����� ������ �� ������ � � ����� ������ �� ������ ��
4 2 3 3 17
= + =
7 5 7 5 35
Principles of Probability

AXIOMS OF PROBABILITY
Let S be the sample space and let B be an event of the sample space . A
set function is defined on S is called a probability measure if it satisfies
the following axioms:
i. Probability that B is greater than zero Pr � > 0. The probability
of an event B must be non negative.
ii. The probability of the sample space must be equal to 1 Pr � = 1
Principles of Probability Cont’d

MUTUALLY EXCLUSIVE EVENTS

The events which cannot happen at the time, if one happens the other
will not occur. So, if A and B are mutually exclusive events, then
Pr � ∪ � = Pr � + Pr � .
For three mutually exclusive events A, B,C, then
Pr � ∪ � ∪ � = Pr � + Pr � + Pr � .
For �1 , �2 …. �� ��������
�
��������� ������ then,
Pr �� = Pr �1 + Pr �2 + … + Pr ��
�=1
Principles of Probability Cont’d

INDEPENDENT EVENTS
Two or more events are independent if the occurrence (non occurrence) of
any one of the events does not affect the occurrence (non occurrence) of
others i.e they do not influence each other.
So, if A and B are independent events, then
Pr � ∩ � = Pr � X Pr � .
For three independent events A, B,C, then
Pr � ∩ � ∩ � = Pr � �Pr � �Pr � .
For �1 , �2 …. �� �����������
� ������ then,
Pr �� = Pr �1 �Pr �2 X…X Pr ��
�=1
Principles of Probability Cont’d
ADDITION RULE OF PROBABILITY
The addition rule is a result used to determine the probability that an event A or
event B occurs or both occurs.
Thus, if A and B are independent events, then
Pr � ∪ � = Pr � + Pr � − Pr � ∩ � .
= Pr � + Pr � − Pr � . Pr �
For two mutually exclusive events A and B, � ∩ � = ∅ ��� �� � ∩ � = 0
Principles of Probability Cont’d

ADDITION RULE OF PROBABILITY

For three independent events A, B,C, then
Pr � ∪ � ∪ �
= Pr � + Pr � + Pr �
− Pr � ∩ � − Pr � ∩ � − Pr � ∩ � − Pr � ∩ � ∩ �
= Pr � + Pr � + Pr �
− Pr � ∩ � − Pr � ∩ � − Pr � ∩ � − Pr � .Pr � . Pr �
Principles of Probability Cont’d
CONDITIONAL PROBABILITY
This is the probability associated with the combination of events given that some
prior results have already been obtained with one of them. It is usually expressed
as Pr �/� meaning that Pr � ����� �ℎ�� � ℎ�� �������.
Given two events A and B, the conditional probability that A occurs given B has
occurred is given as
Pr � ∩ �
Pr � � =
Pr �
 Principles of Probability
MULTIPLICATIVE RULE OF PROBABILITY
The is a result used to determine the probability that two events A and event B
both occurs. It follows from the definition of conditional probability
Thus, if A and B are independent events, then
Pr � ∩ � = Pr �/� .Pr � = Pr �/� Pr � .

Where Pr �/� is the conditional probability that event A occurs given that event
B has already occurred and Pr �/� is the conditional probability that event B
occurs given that event A has already occurred.
Example 1
• If the event A,B and C are independent, obtain: i. Pr(A) ii. Pr(B)
iii.Pr(c)
Solution
• i. Pr � = � � + � � ∩ � + � � ∩ � + � � ∩ � ∩ �
1 1 1 1
= + + +
9 9 18 18
6
= = 0.33
18
• ii. Pr � = � � + � � ∩ � + � � ∩ � + � � ∩ � ∩ �
1 1 1 1
= + + +
9 9 18 18
6
= = 0.33
18
• iii. Pr � = � � + � � ∩ � + � � ∩ � + � � ∩ � ∩ �
1 1 1 1
= + + +
18 18 18 18
4
= = 0.22
18
Example 2
• From past experience, it is known that a machine is set up correctly
on 90% of occasions. If the machine is set up correctly, then the
conditional probability of a good part is 95% but if the machine is not
set up correctly, then the conditional probability of a good part is 30%.
On a particular day, the machine is set up and the first component
produced and found to be good. What is the probability that the
machine is set up
i. Correctly
ii. Not correctly
Solution
• Let Pr(CS) denote the probability of correctly set up
Let Pr(IS) denote the probability of Incorrectly set up
Let Pr(GP) denote the probability of good part
Let Pr(BP) denote the probability of bad part
We can employ the use of tree diagram as shown below
Solution
Pr ���� 0.855
• Pr(CS) = = = 0.906
Pr �� 0.885
This means out of every 1000 good part, there are 906 good part from
a correctly set up machine.
Pr ���� 0.03
• Pr(IS) = = = 0.034
Pr �� 0.885
This means out of every 1000 good part, there are 34 good part from
an incorrectly set up machine.