LECTURE NOTES
ON PROBABILITY THEORY
Dr. Mriganka Sekhar Dutta
Assistant Professor
Nalbari College
Sample Space
DEFINITION :
The sample space is the set of all possible outcomes of an experiment.
E X A M P L E : When we flip a coin then sample space is
S = {H , T },
where
H denotes that the coin lands ”Heads up”
and
T denotes that the coin lands ”Tails up”.
For a ”fair coin ” we expect H and T to have the same ”chance ” of
occurring, i.e., if we flip the coin many times then about 50 % of the
outcomes will be H.
We say that the probability of H to occur is 0.5 (or 50 %) . The
probability of T to occur is then also 0.5.
1
E X A M PLE :
When we roll a fair die then the sample space is
S = {1 , 2 , 3 , 4 , 5 , 6}.
1
The probability the die lands with k up is 6
, (k = 1, 2, · · · , 6).
When we roll it 1200 times we expect a 5 up about 200 times.
The probability the die lands with an even number up is
1 1 1 1
+ + = .
6 6 6 2
2
E X A M PLE :
When we toss a coin 3 times and record the results in the sequence
that they occur, then the sample space is
S = {H H H , HHT , HTH , HTT , THH , THT , TTH , TTT }.
Elements of S are ”vectors ”, ”sequences ”, or ”ordered outcomes ”.
We may expect each of the 8 outcomes to be equally likely.
1
Thus the probability of the sequence H T T is 8
.
The probability of a sequence to contain precisely two Heads is
1 1 1 3
+ + = .
8 8 8 8
3
EXAMPLE : When we toss a coin 3 times and record the results
without paying attention to the order in which they occur, e.g., if we
only record the number of Heads, then the sample space is
, ,
S = {H, H, H} , {H, H, T } , {H, T, T } , {T, T, T } .
The outcomes in S are now sets ; i.e., order is not important.
Recall that the ordered outcomes are
{ H H H , HHT , HTH , HTT , THH , THT , TTH , TTT } .
Note that
{H, H, H} corresponds to one of the ordered outcomes,
{H, H, T } ,, three ,,
{H, T, T } ,, three ,,
{T, T, T } ,, one ,,
Thus {H, H, H} and {T, T, T } each occur with probability 1,
8
while {H, H, T } and {H, T, T } each occur with probability 3.
8
4
Events
In Probability Theory subsets of the sample space are called events.
E X A M P L E : The set of basic outcomes of rolling a die once is
S = { 1 , 2 , 3 , 4 , 5 , 6 },
so the subset E = { 2 , 4 , 6 } is an example of an event.
If a die is rolled once and it lands with a 2 or a 4 or a 6 up then we
say that the event E has occurred.
We have already seen that the probability that E occurs is
1 1 1 1
P (E ) = + + = .
6 6 6 2
5
T h e Algeb ra of Events
Since events are sets, namely, subsets of the sample space S, we can
do the usual set operations :
If E and F are events then we can form
Ec the complement of E
E ∪F the union of E and F
EF the intersection of E and F
We write E ⊂ F if E is a subset of F .
R E M A R K : In Probability Theory we use
Ec instead of E¯,
EF instead of E ∩F ,
E ⊂F instead of E ⊆F .
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If the sample space S is finite then we typically allow any subset of
S to be an event.
E X A M P L E : If we randomly draw one character from a box con-
taining the characters a, b, and c, then the sample space is
S = {a , b , c} ,
and there are 8 possible events, namely, those in the set of events
, ,
E = { } , {a} , {b} , {c} , {a, b} , {a, c} , {b, c} , {a, b, c} .
If the outcomes a, b, and c, are equally likely to occur, then
1 1 1
P ({ }) = 0 , P ({a}) = , P ({b}) = , P ({c}) = ,
3 3 3
2 2 2
P ({a, b}) = , P ({a, c}) = , P ({b, c}) = , P ({a, b, c}) = 1 .
3 3 3
For example, P ({a, b}) is the probability the character is an a or a b.
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We always assume that the set E of allowable events includes the
complements, unions, and intersections of its events.
E X A M P L E : If the sample space is
S = {a , b , c , d} ,
and we start with the events
, ,
E0 = {a} , {c, d} ,
then this set of events needs to be extended to (at least)
, ,
E = { } , {a} , {c, d} , {b, c, d} , {a, b} , {a, c, d} , {b} , {a, b, c, d} .
E X E R C I S E : Verify E includes complements, unions, intersections.
