KASDI MERBAH Ouargla University L2 ST, S3

Faculty of New Technologies of Information and Communication Probabilities and statistics

Department of Electronic and Telecommunications Part B

Chapter 2: Introduction to Probability

I. Probability concepts
 Experiment: An experiment is a process by which an observation is made.
An observation is referred to as an outcome, and an outcome of an experiment
cannot be predicted with certainty.
 Sample Space (): The sample space is the set of all possible outcomes of
an experiment.
 Event: An event is a set of an experiment outcomes or a subset of the
sample space. Note that, a simple event or element is an event that cannot be
decomposed.
 Probability of an Event:
The probability of an event A, noted P(A), is its relative frequency.

Try this
In the card game, "Between the Sheets," each player is dealt two cards, face up.
Ace is low and king is high. The player can then fold or bet that the value of a third
dealt card will be between the values of the two original cards. The bet is lost if the
third card is above, below, or matches the first two cards. You have been dealt two
cards. What is the probability of winning the bet if your cards are dealt:
a) a three and a nine?
b) a four and a ten?
c) a five and a Queen?
d) an ace and a king?
e) a pair of jacks?

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II. Events composition
 Union: A and B are two events defined on the sample space ; the union of
A and B (AB) is the event that A occurs or B occurs or both occur.
 Intersection: A and B are two events defined on the sample space ; the
intersection of A and B (A  B) is the event that both A and B occur.
 Complement of an event: If A is any event of , the event that A does not
occur is called the complement of A; it is all the outcomes that are not associated
with A but are in the sample space ; it is written A' or Ac or Ā. Furthermore,
P(Ā) = 1 - P(A)
 Mutually exclusive events (or incompatible events): Mutually exclusive
events are events that have no outcomes in common.
Example 2.1
An experiment consists of rolling a single die.

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 S = {1,2,3,4,5,6}
Define two events A and B as follows.
A = {1,2,3,4}
B = {2,4,6}
Then
Union of A and B: AB = {1,2,3,4,6}
Intersection of A and B: A  B = {2,4}
Complement of A in S: Ā = {5,6}

III. Probability axioms and rules

A probability measure on a sample space  (i.e. collection of all possible
outcomes) is a function P from subsets of  to the real numbers that satisfies
the following axioms.
III.1 Axioms of Probability
1. Nonnegative: The probability of an event A is a number between 0 and 1.
0 < P(A) < 1
2. Certainty: The probability of the sample space  is 1.
P() = 1
3. Union: The probability of the union of the two mutually exclusive events A and
B is the sum of each event's probability.
P(A B) = P(A or B) = P(A) + P(B)
Example 2.2
An experiment consists of rolling a single die.
 ={1,2,3,4,5,6}
Define two events, A and B, as follows.
A: "roll an even number" A ={2,4,6}
B: "roll a five" B ={5}

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Events A and B are mutually exclusive events; they have no elements in
common.
P(A) = 3/6=1/2
P(B) = 1/6
P(AB) = P(A or B) = P(A) + P(B) = 1/2+ 1/6=4/6=2/3
III.2 Some essential properties of probability
Assume that A and B are two events from the sample space . Hence,
1. P(ϕ) = 0
2. If A is a subset of B, then P(A) < P(B).
3. P(Ā) = 1 - P(A)
4. Non mutually exclusive events (events with common outcomes):
If A and B are two non mutually exclusive events, then
P(A  B) = P(A) + P(B) - P(A  B)
If A, B and C are non mutually exclusive events two by two, then
P(A  B C) = P(A) + P(B) + P(C) - P(A  B) - P(A  C) - P(B  C)+
P(A  B C)
Example 2.3
An experiment consists of drawing one card from a deck of 52 cards.
 = {AS, 2S, ..., KS, AC, 2C,..., KC, AH, 2H,..., KH, AD, 2D, ..., KD}
Define events, A, B, and C, as follows.
A:"draw a black card", A={AS, 2S, ..., QS, KS, AC, 2C, ..., QC, KC}
B: "draw a queen", B = {QS, QC, QH, QD}
C: "draw a joker", C =ϕ , (based on definition of the experiment)
Events A and B are non mutually exclusive events because there are black
queens: the queen of spades and the queen of clubs.
n(S) = 52; n(A) = 26; n(B) = 4; n(C) = 0; n(A  B) = 2
P(A) =26/52=1/2

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 P(B) = 4/52=1/13
P(C) = P(ϕ) = 0
P(A  B) = P(A  B) = 2/52=1/26
P(A  B) = P(AUB) = P(A) + P(B) - P(A  B) = ½+1/13-1/26

IV. Independent and dependent events

Two events, A and B, are independent if the occurrence of A does not affect the
probability of the occurrence of B; otherwise the events are said to be dependent.
If A and B are independent events: P(A  B) = P(A) × P(B)
If A and B are dependent events: P(A  B) = P(A)×P(B/A)
the occurrence of the event B is dependent
on the occurrence of the event A (written
B/A).

Example 2.4
An experiment consists of drawing two cards from a deck of 52 cards with
replacement, i.e. draw one card and replace it before drawing the second card.
Define two events A and B as follows.
A: "draw an ace"
B: "draw a queen"
Events A and B are independent because drawing an ace does not affect the
occurrence of drawing a queen (replacement).
n(S) = 52; n(A) = 4; n(B) = 4
P(A) = 4/52
P(B) = 4/52
P(A d B) = (4/52)(4/52) = 0.00592

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Now change the experiment so the first card is not replaced before drawing the
second card. Now the probability of the occurrence of B is dependent upon the
occurrence of the first event; on the second draw, the number of elements in the
sample space has been reduced from 52 to 51.
P(A) = 4/52 P(B/A) = 4/51
P(A  B) = P(A)xP(B/A)
P(A  B) = (4/52)(4/51) = 16/2652= 0.00603
V. Conditional probability
A and B are two events of , and the occurrence of event A is dependent on the
occurrence of event B (written A/B), then A is conditional on B and the probability
of A given B is:

If B is conditional on A,

Example 2.5
The experiment is to roll one die and observe the number showing.
={1,2,3,4,5,6}
Define two events, A and B, as follows.
A: "an odd number" A = {1,3,5}
B: "a number less than 4" B = {1,2,3}
(A  B): {1,3}, P(A  B)=2/6=1/3
Note: P(A) = P(B)= 1/2
Now, if we use B as a restricted outcome space, and consider the ratio of number
in A to the number in B, then it can be deduced that:
P(A/B) = ?

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 In terms of a probability, this problem translates into the ratio of the probability
of both A and B happening to the probability of B happening; thus, using the
formula for conditional probability:
P(A/B) = P(A  B)/ P(B) =(1/3)/(1/2) =2/3
Vi. Bayes rule
Now we are ready to state one of the most useful results in conditional probability:
Bayes' rule. Suppose that we know P(A|B), but we are interested in the
probability P(B|A). Using the definition of conditional probability, we have

Dividing by P(A), we obtain

which is the famous Bayes' rule. Often, in order to find P(A) in Bayes' formula we
need to use the law of total probability. So, sometimes Bayes' rule is stated as

where B1, B2, …, Bn form a partition of the sample space .

Example 2.6:
A man is known to speak the truth 2 out of 3 times. He throws a die and reports that
the number obtained is a four. Find the probability that the number obtained is
actually a four.

Solution:
Let A be the event that the man reports that the number four is obtained.
Let E1 be the event that four is obtained and E2 be its complementary event.
Then, P(E1) = Probability that four occurs = 1/6.

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P(E2) = Probability that four does not occur = 1- P(E1) = 1 – (1/6) = 5/6.
Also, P(A|E1)= Probability that man reports four and it is actually a four = 2/3
P(A|E2) = Probability that man reports four and it is not a four = 1/3.
By using Bayes’ theorem, the probability that the obtained number is actually a
four,

Example 2.7:
An unbiased die is rolled and for each number on
the die a bag is chosen. Bag A contains 3 white
balls and 2 black balls. Bag B contains 3 white
balls and 4 black balls and bag C contains 4 white
balls and 5 black balls. The die is rolled and a bag
is chosen. If a white ball is drawn, find the
probability that it is chosen from bag B.
Solution:
Let E1 = event of choosing bag A
E2 = event of choosing bag B
E3 = event of choosing bag C
A = event of choosing white ball
Then, P(E1) = ⅙, P(E2) = 2/6 = ⅔, P(E3) = 3/6 = ½
And P(A|E1) = ⅗, P(A|E2) = 3/7, P(A|E3) = 4/9