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Probability

Empirical and theoretical probability, experiments, events, equally likely outcomes — and the four standard random experiments: a coin, a die, two dice, and a deck of cards.

1. Empirical (Experimental) Probability

The oldest way of measuring probability is by actually performing an experiment and counting what happens. The empirical (or experimental) probability of an event is worked out from the results of trials that have really been carried out.

Empirical Probability $$P(E) = \frac{\text{Number of trials in which the event happened}}{\text{Total number of trials}}$$

For instance, if a coin is tossed $200$ times and a head turns up $108$ times, the empirical probability of getting a head is $\dfrac{108}{200} = 0.54$.

Key idea: Empirical probability depends entirely on the data collected — repeating the same experiment can give a slightly different value each time. As the number of trials grows very large, this value tends to settle down close to the Theoretical probability .
2. Theoretical Probability

Theoretical probability (also called classical probability) does not need even a single trial to be performed. It is worked out purely by reasoning — by counting how many outcomes are possible in total, and how many of those outcomes favour the event, assuming every outcome is equally likely

Important — read this once, use it all chapter: from here on, whenever the word "Probability" is used on its own — without "empirical" or "experimental" in front of it — it always means theoretical probability.

The exact formula for theoretical probability is built up in later sections, once an experiment, a random experiment, an event, and equally likely outcomes have all been defined.

3. Experiment

An experiment is any operation or activity that produces some well-defined result, called an outcome.

Examples: tossing a coin, throwing a die, drawing a card from a deck, picking a ball out of a bag.
4. Random Experiment

An experiment is called a random experiment when:

  • it can be repeated any number of times under identical conditions;
  • all of its possible outcomes are known in advance; but
  • the exact outcome of any one trial cannot be predicted with certainty before it is actually performed.
Examples: tossing a coin, throwing a die, throwing two dice together, and drawing a card from a well-shuffled deck. We know every outcome that could occur, but never which one will occur until we actually do it.

These four are used again and again throughout this chapter, so they are worth knowing inside-out. They're set up as standard random experiments in Sections 5–8 below.

5. Standard Experiment: Tossing a Coin

A coin has two faces — Head (H) and Tail (T). Tossing one fair (unbiased) coin once gives:

One Coin $$S = \{H, T\} \qquad n(S) = 2$$
S = { H, T } H T

When two coins are tossed together (equivalently, one coin tossed twice), every outcome is a pair — one result per coin:

Two Coins $$S = \{HH,\ HT,\ TH,\ TT\} \qquad n(S) = 4$$

In general, tossing $n$ coins together gives $2^n$ equally likely outcomes — for three coins, for example, $S = \{HHH, HHT, HTH, HTT, THH, THT, TTH, TTT\}$ and $n(S) = 2^3 = 8$.

6. Standard Experiment: Throwing a Die

A die (plural: dice) is a cube whose six faces are marked $1$ to $6$. Throwing one fair (unbiased) die once gives:

One Die $$S = \{1, 2, 3, 4, 5, 6\} \qquad n(S) = 6$$
S = { 1, 2, 3, 4, 5, 6 } 1 2 3 4 5 6
Unbiased die: unless a question says otherwise, "a die" always means a fair, unbiased die — every one of its six faces is equally likely to show up.
7. Standard Experiment: Throwing Two Dice

When two dice are thrown together, every outcome is an ordered pair $(x, y)$, where $x$ is the number on the first die and $y$ is the number on the second — both from $1$ to $6$.

Two Dice $$n(S) = 6 \times 6 = 36$$
Sample Space for Two Dice — 36 Equally Likely Ordered Pairs (Die 1, Die 2)
1 2 3 4 5 6
1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)
Doublet: an outcome where both dice show the same number — $(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)$ — the diagonal of the table above.
NOTE it

(1,2) and (2,1) are different ordered pair, hence different outcome

8. Standard Experiment: A Deck of Playing Cards

A standard, well-shuffled deck has $52$ cards, split into $4$ suits of $13$ cards each — and, by colour, into $2$ groups of $26$.

52 Cards Red Cards = 26 ♥ Hearts (13) + ♦ Diamonds (13) Black Cards = 26 ♣ Clubs (13) + ♠ Spades (13)
  • Each suit has $13$ cards: Ace, $2, 3, 4, 5, 6, 7, 8, 9, 10$, Jack, Queen, King.
  • Face cards = Jack, Queen, King → $3$ per suit $\times\ 4$ suits = $12$ face cards in the whole deck.
  • Aces = $4$ in all, one per suit — an ace is not counted as a face card.
  • "Well-shuffled" means every one of the $52$ cards is equally likely to be the one drawn.
9. Event

The set of all possible outcomes of a random experiment is called its sample space, written $S$. Each outcome inside $S$ is a sample point. For a single die, $S = \{1,2,3,4,5,6\}$.

Event: any subset of the sample space $S$ is called an event, usually written with a capital letter like $E$. An event $E$ is said to occur whenever the actual outcome of the experiment happens to lie inside $E$.
Favourable outcomes: the outcomes of the experiment that cause a particular event to occur — that is, the outcomes belonging to that event.

For example, when a single die is thrown, let $E$ = "the number obtained is even." The outcomes favourable to $E$ are $2$, $4$ and $6$, so $E = \{2, 4, 6\} \subset S$ — exactly what the Venn diagram below shows.

S = Sample Space = {1, 2, 3, 4, 5, 6} E = {2, 4, 6} 1 3 5 2 4 6

The blue region is the event $E$ — the subset of the sample space $S$ that favours "getting an even number."

10. Equally Likely Events

The outcomes of an experiment are said to be equally likely when each one has exactly the same chance of occurring as every other outcome — no single outcome is favoured over any other.

Equally likely: tossing a fair, unbiased coin — heads and tails are equally likely. Throwing a fair, unbiased die — each of the six faces is equally likely. Drawing a card from a well-shuffled deck — each of the $52$ cards is equally likely.
Not equally likely: a die that is biased so that it lands on $6$ more often than on any other face; or a bag with $3$ red balls and $1$ green ball, where "red" and "green" are two possible outcomes but red is three times as likely as green.

Every theoretical-probability calculation in this chapter assumes the outcomes are equally likely — the standard experiments of Sections 5–8 (a fair coin, a fair die, a pair of fair dice, a well-shuffled deck) are always taken to satisfy this unless a question explicitly says a die or coin is biased.

11. Sure Event & Impossible Event
Sure (or certain) event: an event that is bound to occur every single time the experiment is performed. It equals the entire sample space, $E = S$, so $P(E) = 1$.
Impossible event: an event that can never occur. It corresponds to the empty set, $E = \emptyset$, so $P(E) = 0$.

For example, when a single die is thrown once: "getting a number less than $7$" is a sure event (every one of the six faces qualifies), while "getting the number $8$" is an impossible event (no face shows an $8$).

S = E (every outcome favours E) Sure Event → P(E) = 1 ∅ Impossible Event → P(E) = 0
Range of Probability $$0 \le P(E) \le 1$$

The probability of any event always lies between these two extremes — $0$ for an impossible event and $1$ for a sure event.

12. Complementary Events

For an event $E$, the event "$E$ does not occur" is called the complement of $E$, written $\bar{E}$ (or $E'$, or "not $E$"). It consists of every outcome in $S$ that is not in $E$ — so together, $E$ and $\bar E$ make up the whole sample space, with no overlap between them.

Complementary Events $$P(E) + P(\bar{E}) = 1 \qquad \text{i.e.} \qquad P(\bar{E}) = 1 - P(E)$$

Example: for a single die, if $E$ = "getting an even number" $= \{2,4,6\}$, then $\bar E$ = "getting an odd number" $= \{1,3,5\}$. Here $P(E) = \frac{3}{6} = \frac{1}{2}$ and $P(\bar E) = \frac{3}{6} = \frac{1}{2}$ — and indeed $P(E) + P(\bar E) = 1$.

13. Probability of Occurrence of an Event

Bringing everything together: for a random experiment whose outcomes are all equally likely, the (theoretical) probability of an event $E$ is defined as:

Theoretical Probability $$P(E) = \frac{n(E)}{n(S)} = \frac{\text{Number of outcomes favourable to } E}{\text{Total number of possible outcomes}}$$
  • $P(E)$ is never negative and never exceeds $1$:   $0 \le P(E) \le 1$.
  • $P(S) = 1$ — the sample space itself is a sure event.
  • $P(\emptyset) = 0$ — the empty set is an impossible event.
  • $P(E) + P(\bar E) = 1$ for every event $E$.
  • This formula only applies when every outcome in $S$ is equally likely — that's exactly why the coin, die, dice and card examples always specify "fair" / "unbiased" / "well-shuffled."
14. Key Formulas
Empirical Probability $$P(E) = \frac{\text{Number of trials in which E happened}}{\text{Total number of trials}}$$
Theoretical Probability (just "Probability") $$P(E) = \frac{n(E)}{n(S)}$$
Complementary Events $$P(\bar E) = 1 - P(E)$$
Range of Probability $$0 \le P(E) \le 1 \qquad P(\emptyset)=0 \qquad P(S)=1$$
Standard Sample Space Sizes $$n(S)_{\text{coin}} = 2 \qquad n(S)_{\text{2 coins}} = 4 \qquad n(S)_{\text{die}} = 6 \qquad n(S)_{\text{2 dice}} = 36 \qquad n(S)_{\text{cards}} = 52$$