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Probability · Probability

Definitions of Probability

Before you start, make sure you know: Compound events (High School Year 1 (semesters 1 and 2))
Before you start, make sure you know: Concepts (Secondary Year 3)

Ximena says that, when checking chips at a factory in Guadalajara, the probability of a defect is "50%, because it either comes out defective or it doesn't." Is she right? So far you have used "favorable cases over possible cases," but that rule only works when all outcomes are equally likely, and it doesn't explain why $P(\overline{A}) = 1-P(A)$ or why $P(A \cup B) = P(A)+P(B)-P(A\cap B)$ always work. In 1933 Andrey Kolmogorov formalized probability with just three starting rules (the axioms); everything else, including Laplace's rule, follows from them.

Kolmogorov's axioms

Diagram of Kolmogorov's three axioms: non-negativity, the certain event with probability one, and the sum of probabilities for mutually exclusive events. Axiom 1: P(A) ≥ 0 Axiom 2: P(E) = 1 Axiom 3: A∩B=∅ ⟹ P(A∪B)=P(A)+P(B)

Remember: an event is a subset of the sample space $E$, and events combine like sets: $A\cup B$ ("$A$ or $B$"), $A\cap B$ ("$A$ and $B$"), $\overline{A}$ ("not $A$") and $A-B$ ("$A$ but not $B$").

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Let $A$ and $B$ be two events in the same random experiment such that $P(A) = 0.4$, $P(B) = 0.3$ and $P(A \cup B) = 0.7$. Justify mathematically whether events $A$ and…

Let $A$ and $B$ be two events in the same random experiment such that $P(A) = 0.4$, $P(B) = 0.3$ and $P(A \cup B) = 0.7$. Justify mathematically whether events $A$ and $B$ are compatible or incompatible based on the axioms of probability.

Solve

Laplace's rule

Laplace's rule is not a separate law: it is the form $P$ takes when the $n$ outcomes of $E$ are equally likely.

Urn with 5 red balls, 3 blue balls, and 2 green balls; the probability of blue is 3 out of 10. urn: 5 red, 3 blue, 2 green → 10 balls in total red (5) blue (3) green (2) P(blue) = 3/10 = 0.3
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A fair 12-sided (dodecahedral) die with its faces numbered from 1 to 12 is rolled. The outcome on the top face is recorded. List the elements of the sample space $E$ and…

A fair 12-sided (dodecahedral) die with its faces numbered from 1 to 12 is rolled. The outcome on the top face is recorded. List the elements of the sample space $E$ and the following events:

  • $A$: "Obtaining a multiple of 3".

  • $B$: "Obtaining a prime number".

  • $C$: "Obtaining a number greater than 10".

Solve
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A card is drawn at random from a 40-card Spanish deck. Using Laplace's rule, calculate the probability of the following elementary and compound events: $A$: "Drawing a…

A card is drawn at random from a 40-card Spanish deck. Using Laplace's rule, calculate the probability of the following elementary and compound events:

  • $A$: "Drawing a Knight".

  • $B$: "Drawing a Cup card".

  • $C$: "Drawing a Gold picture card" (the picture cards are Jack, Knight, and King).

Solve
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An opaque urn contains 5 red balls, 3 blue balls and 2 green balls, all identical to the touch. If a ball is drawn at random, calculate the probability of: Drawing a…

An opaque urn contains 5 red balls, 3 blue balls and 2 green balls, all identical to the touch. If a ball is drawn at random, calculate the probability of:

  • Drawing a blue ball.

  • Not drawing a red ball.

  • Drawing a ball that is red or green.

Solve
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An urn contains $n$ white balls and 6 black balls. A ball is drawn at random. Knowing that the probability of drawing a white ball is $\frac{3}{5}$, set up an equation…

An urn contains $n$ white balls and 6 black balls. A ball is drawn at random. Knowing that the probability of drawing a white ball is $\frac{3}{5}$, set up an equation to find the value of $n$ and determine the total number of balls in the urn.

Solve

Properties that follow from the axioms

None of these rules is a new axiom: all of them are proved from the three axioms, which is why they always hold, whether or not outcomes are equally likely.

Sample space divided into an event and its complement; their probabilities add up to one. A not A P(A) + P(not A) = P(E) = 1

De Morgan's laws help with "neither": $\overline{A\cup B}=\overline{A}\cap\overline{B}$ and $\overline{A\cap B}=\overline{A}\cup\overline{B}$. That's why $P(\text{neither})=1-P(A\cup B)$.

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In an electronic components factory, it is known that the probability of a chip having a soldering defect is $0.05$, the probability of having a packaging defect is…

In an electronic components factory, it is known that the probability of a chip having a soldering defect is $0.05$, the probability of having a packaging defect is $0.03$, and the probability of having both defects simultaneously is $0.01$. Calculate the probability that a randomly chosen chip has at least one of the two defects.

Solve
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In a software development company, the probability that a program has a user interface error (event $U$) is $0.45$. The probability that it has a database error (event…

In a software development company, the probability that a program has a user interface error (event $U$) is $0.45$. The probability that it has a database error (event $D$) is $0.30$. If the probability that it has a user interface error but not a database error is $0.25$, calculate the probability that the program has no errors.

Solve
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A financial analyst evaluates two investment funds, $A$ and $B$. They determine that the probability that fund $A$ is profitable is double the probability that fund $B$…

A financial analyst evaluates two investment funds, $A$ and $B$. They determine that the probability that fund $A$ is profitable is double the probability that fund $B$ is profitable. Furthermore, they know that the probability that at least one is profitable is $0.85$ and the probability that both are profitable is $0.20$. Set up a system of equations and calculate the probability that fund $A$ is profitable.

Solve

Algebra of events

Describing events in words and in symbols is half the work.

In words Notation
$A$ or $B$ occurs (at least one) $A\cup B$
Both $A$ and $B$ occur $A\cap B$
$A$ does not occur $\overline{A}$
$A$ but not $B$ $A-B=A\cap\overline{B}$
Neither of the two $\overline{A}\cap\overline{B}$
Exactly one $(A-B)\cup(B-A)$

The properties of set algebra let you simplify expressions: $A\cup\overline{A}=E$, $A\cap\overline{A}=\emptyset$, $A\cup E=E$, $A\cap E=A$ and the distributive law $(A\cup B)\cap(A\cup C)=A\cup(B\cap C)$.

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In a random experiment, the sample space is $E = \{1, 2, 3, 4, 5, 6, 7, 8, 9, 10\}$. Given the events $A = \{2, 4, 6, 8, 10\}$ and $B = \{1, 2, 3, 4, 5\}$, list the…

In a random experiment, the sample space is $E = \{1, 2, 3, 4, 5, 6, 7, 8, 9, 10\}$. Given the events $A = \{2, 4, 6, 8, 10\}$ and $B = \{1, 2, 3, 4, 5\}$, list the elements of the following events resulting from operations on them:

  • $A \cup B$

  • $A \cap B$

  • $A - B$

  • $\overline{A} \cap B$

Solve
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At a meteorological center, the event $L$: "It rains tomorrow" and the event $V$: "It is windy tomorrow" are defined. Express the meaning of the following algebraic…

At a meteorological center, the event $L$: "It rains tomorrow" and the event $V$: "It is windy tomorrow" are defined. Express the meaning of the following algebraic events in ordinary language:

  • $\overline{L} \cap \overline{V}$

  • $L \cup V$

  • $V - L$

Solve
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In a clinical study on a new viral strain, a group of patients is observed. The events $F$: "The patient has a fever" and $T$: "The patient has a cough" are defined.…

In a clinical study on a new viral strain, a group of patients is observed. The events $F$: "The patient has a fever" and $T$: "The patient has a cough" are defined. Express the following events described in natural language in set notation (intersections, unions, complements):

  • The patient has at least one of the two symptoms.

  • The patient has a fever but no cough.

  • The patient has neither of the two symptoms.

  • The patient has exactly one symptom.

Solve
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In logic circuit design, the activation of a relay depends on events $A$ and $B$ according to the Boolean expression that defines event $K$:…

In logic circuit design, the activation of a relay depends on events $A$ and $B$ according to the Boolean expression that defines event $K$: $K = (A \cup B) \cap (\overline{A} \cup B) \cap (A \cup \overline{B})$.

Analytically simplify the expression for event $K$ using the properties of the algebra of events. Afterwards, calculate $P(K)$ knowing that $P(A) = 0.6$, $P(B) = 0.5$ and $P(A \cup B) = 0.8$.

Solve

Venn diagrams with proportional areas

A Venn diagram can be drawn with the area of each region proportional to its probability; the whole of $E$ has area $1$.

Venn diagram with two overlapping events, with the intersection labeled. E (total area = 1) A B A∩B
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Look at the following Venn diagram representing a sample space $E$ and two events $A$ and $B$. Knowing that the area of each region is proportional to its probability,…

Look at the following Venn diagram representing a sample space $E$ and two events $A$ and $B$. Knowing that the area of each region is proportional to its probability, express the region shaded in green in set notation and calculate its probability if $P(A) = 0.55$, $P(B) = 0.40$ and $P(A \cap B) = 0.15$.

E A B
Solve
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In a school, $60\%$ of 1st Baccalaureate students take Physics, $50\%$ take Technical Drawing and $20\%$ take neither of the two. If a student is chosen at random,…

In a school, $60\%$ of 1st Baccalaureate students take Physics, $50\%$ take Technical Drawing and $20\%$ take neither of the two. If a student is chosen at random, determine the following probabilities using axiomatic properties and De Morgan's Laws:

  • That they take both subjects.

  • That they take Physics but not Technical Drawing.

  • That they take exactly one of the two subjects.

Solve

Multi-stage sample spaces

When an experiment has several stages, list the outcomes with pairs, triples, or a tree diagram, and check whether they are equally likely.

Counting cases with combinations

When there are too many cases to list, you count them. Two tools are enough here:

  • Multiplication principle: if one choice can be made in $a$ ways and another in $b$ ways, together they can be made in $a\times b$ ways. A 4-digit PIN has $10\times10\times10\times10=10{,}000$ possibilities.

  • Combinations: the number of ways to choose $k$ places (order does not matter) out of $n$ is

$$\binom{n}{k}=\frac{n!}{k!\,(n-k)!}$$

Why? Arranging the $k$ chosen elements in every possible order ($k!$) does not change the selection, so you divide by $k!$.

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Two fair cubic dice are rolled simultaneously, one red and one blue. Using the two-dimensional sample space, calculate the probability that: The sum of the scores is…

Two fair cubic dice are rolled simultaneously, one red and one blue. Using the two-dimensional sample space, calculate the probability that:

  • The sum of the scores is exactly 8.

  • The absolute value of the difference between the scores is 2.

Red Die Blue Die 123 456 123 456
Solve
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A game consists of tossing a fair coin repeatedly until the first "Heads" ($C$) appears, with a maximum limit of 3 tosses (if "Tails" ($X$) appears on the third toss,…

A game consists of tossing a fair coin repeatedly until the first "Heads" ($C$) appears, with a maximum limit of 3 tosses (if "Tails" ($X$) appears on the third toss, the game ends anyway).

  • Write down the sample space $E$ of this experiment.

  • Assign the corresponding probability to each elementary event, justifying your answer.

Solve
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In a cybersecurity system, a user must create a 4-digit numeric PIN (from 0 to 9). If the system generates a random PIN, calculate the probability that the PIN contains…

In a cybersecurity system, a user must create a 4-digit numeric PIN (from 0 to 9). If the system generates a random PIN, calculate the probability that the PIN contains exactly two equal digits (for example, 1213 or 9904, but not 2225 nor 1122). Use Laplace's rule and combinatorial techniques.

Solve

Bounds on the probability of an intersection

The axioms also let you bound an unknown probability, since no probability exceeds $1$ or is negative.

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In a quality control check, two tests are applied to a batch of products. It is known that the probability of passing test $A$ is $P(A) = 0.85$ and the probability of…

In a quality control check, two tests are applied to a batch of products. It is known that the probability of passing test $A$ is $P(A) = 0.85$ and the probability of passing test $B$ is $P(B) = 0.75$. Without knowing the probability of the intersection, determine algebraically the maximum value and the minimum value that the probability of a product passing both tests, $P(A \cap B)$, can take.

Solve

Estimating probabilities with frequencies

If you don't know whether a mechanism is fair, repeat the experiment and estimate $P(A)$ with the relative frequency $f_n(A)=n_A/n$.

Use the urn simulator (5 red, 5 blue, with replacement). Reset it and record the frequency of red at 20, 200, and 2000 trials; compare with $P(\text{red})=0.5$ and repeat.

Summary

See all the exercises in this section