Lec Note E3
Lec Note E3
Lec Note E3
- 03 HPD-DS
INTRODUCTION TO PROBABILITY
Since there are no certain or exact events happening in the universe, all our day today activities are
bound with uncertainty. Which indicates that there is always a doubt whether an event will occur or
not. Yet, if one can have a clear understanding about the power of this uncertainty in doing day today
activities, he has the ability to take correct decisions minimizing the risk. Since probability concepts
give an idea about the uncertainty of the uncertainty bound with the daily routine activities, probability
can be called as a measure of uncertainty. Therefore, it is fair to introduce probability as the base or the
foundation of the field Statistics. Thereby, this unit expects to give a basic understanding about the
probability concepts.
RANDOM EXPERIMENTS
Random experiment is an experiment which is conducted repeatedly under homogeneous conditions
which does not give the same result. An experiment fulfills the below requirements,
i. Before conducting the experiment, the set with all the possible outcomes are known
ii. Before conducting the experiment, the result is cannot be known
iii. Though the experiment is conducted repeatedly under identical conditions, the results are
unknown beforehand
Example 1: Tossing an unbiased coin
Example 2: Tossing an unbiased die numbered from 1 to 6
Example 3: Estimating the durability of the tires manufactured by a certain company.
SAMPLE SPACE
The sample space of a random experiment is the set of all possible outcomes or results of that
experiment. It is usually denoted using the set notation S and one possible outcome of such
experiment is known as an element or sample point.
Example 1: Outcome of tossing an unbiased coin
S = H , T
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Handout No. - 03 HPD-DS
The above sample spaces can be represented by using graphs or tree diagrams.
EVENTS
Subsets of the sample space of an experiment are referred to as events. Thus, an event is a set of
possible outcomes of the experiment. The null set ( ) and the sample space (S ) also can be regarded as
events. A null set ( ) is an event which is impossible to occur while the sample space (S ) is an event
which is definitely occurring.
Example 1: Getting head (H ) or tail (T ) for the experiment of tossing an unbiased coin
Example 2: Getting an odd or even number when rolling an unbiased die
Example 3: When two unbiased dice are tossed at once, the getting 5 for the sum of the numbers of the
two dice.
SIMPLE EVENT
Simple events can be defined as the single outcome of the performed experiment or it is an event
which cannot be broken down any more and they are denoted as s i .
Example 1: When tossing an unbiased coin, H and T of the sample space of that experiment S = H , T ,
EVENT SPACE
The corresponding elements of an event defined in a certain sample space are called event space.
Example: If A is defined as getting an odd number when rolling an unbiased die, the event space of
that event is A = 1, 3, 5 . It can be expressed in a Venn diagram as follows.
S
1 3 5 Event space of A
2 4 6
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Handout No. - 03 HPD-DS
CONCERPTS OF PROBABILITY
When studying concepts of probability, there are four important approaches and it is expected to get an
understanding of each approach.
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Handout No. - 03 HPD-DS
When the sample space and the corresponding class of events of a certain random experiment is
considered and if S is a function of real numbers defined on and if Pr fulfills the following
conditions, it is known as a function of probability. Here Pr ( A) is the probability of event A .
i. 0 Pr ( A) 1 , A
ii. Pr(S ) = 1
iii. A and B are two mutually exclusive evens of Pr( A B) = Pr( A) + Pr(B)
iv. If A1 , A2 , are a mutually exclusive event sequence Pr ( A1 A2 ) = Pr ( A1 ) + Pr ( A2 ) +
COMBINING OF EVENTS
In most of the random experiments, the corresponding events of those experiments need to be
combined. In combining, there are two methods used as, union and intersection.
UNION
When A and B are two events in a sample space, elements which are in A, in B, or in both A and B is
considered as the union and it is denoted as, ( A B )
INTERSECTION
When A and B are two events in a sample space, elements which are in both A and B are considered as
the intersection and it is denoted as, ( A B )