Earthquake Resistant

Design
Lecture 5
Basic Concepts of Probability
(1)

Bachelor of Civil Engineering

Institute of Engineering
 Introduction
• If an experiment is repeated under essentially
homogeneous & similar conditions generally 2
types of situations are encountered:

• Deterministic/ Predictable: - The result of

what is usually known as the ‘outcome’ is
unique or certain.

• Example:- The velocity ‘v’ of a particle after

time ‘t’ is given by
v = u + at
Equation uniquely determines v if the right-
hand quantities are known.
• Unpredictable/ Probabilistic: - The result is
not unique but may be one of the several
possible outcomes.

Examples: -
(i) In tossing of a coin one is not sure if a
head or a tail will be obtained.
(ii) If a light tube has lasted for t hours,
nothing can be said about its further life.
It may fail to function any moment.
 Simple Definitions
• Trial & Event
• Example: - Consider an experiment which,
though repeated under essentially identical
conditions, does not give unique results but
may result in any one of the several possible
outcomes.
• Experiment is known as a Trial & the
outcomes are known as Events or Cases.
 Throwing a die is a Trial & getting (1,2,3,…,6) is
an event.
 Tossing a coin is a Trial & getting Head (H) or Tail
(T) is an event.
• Exhaustive Events: - The total number of
possible outcomes in any trial.
• In tossing a coin there are 2 exhaustive cases,
head & tail.
• In throwing a die, there are 6 exhaustive cases
since any one of the 6 faces 1,2,…,6 may come
uppermost.

Experiment Collectively Exhaustive

In a tossing of an unbiased coin
In a throw of an unbiased cubic
die
In drawing a card from a well
shuffled standard pack of playing
cards
Events
Possible solutions – Head/ Tail
Exhaustive no. of cases – 2
Possible solutions – 1,2,3,4,5,6
Exhaustive no. of cases – 6
Possible solutions – Ace to King
Exhaustive no. of cases – 52
• Favorable Events/ Cases: - It is the number of
outcomes which entail the happening of an event.
• In throwing of 2 dice, the number of cases favorable
to getting the sum 5 is:
(1,4), (4,1), (2,3), (3,2).
• In drawing a card from a pack of cards the number
of cases favorable to drawing an ace is 4, for
drawing a spade is 13 & for drawing a red card is 26.

• Independent Events: - If the happening (or non-

happening) of an event is not affected by the
supplementary knowledge concerning the occurrence
of any number of the remaining events.
• In tossing an unbiased coin the event of getting a
head in the first toss is independent of getting a
head in the second, third & subsequent throws.
• Mutually exclusive Events: - If the happening of
any one of the event precludes the happening of all
the others.
• In tossing a coin the events head & tail are mutually
exclusive.
• In throwing a die all the 6 faces numbered 1 to 6 are
mutually exclusive since if any one of these faces
comes, the possibility of others, in the same trial, is
ruled out.
Experiment Mutually Exclusive Events
In a tossing of an unbiased Head/ Tail
coin
In a throw of an unbiased Occurrence of 1 or 2 or 3 or 4 or 5 or 6
cubic die
In drawing a card from a well Card is a spade or heart
shuffled standard pack of Card is a diamond or club
playing cards Card is a king or a queen
• Equally likely Events: - Outcomes of a trial are said
to be equally likely if taken into consideration all the
relevant evidences, there is no reason to expect one
in preference to the others.
• In tossing an unbiased coin or uniform coin, head or
tail are equally likely events.
• In throwing an unbiased die, all the 6 faces are equally
likely to come.

Experiment Collectively Exhaustive

In a tossing of an unbiased
coin
In a throw of an unbiased
cubic die
In drawing a card from a well
shuffled standard pack of
playing cards
Events
Head is likely to come up as a Tail
Any number out of 1,2,3,4,5,6 is
likely to come up
Any card out of 52 is likely to come
up
• Probability: Probability of a given event is an
expression of likelihood of occurrence of an event.
• Probability is a number which ranges from 0 to 1.
• Zero (0) for an event which cannot occur and 1 for
an event which is certain to occur.
• Importance of the concept of Probability
• Probability models can be used for making
predictions.
• Probability theory facilitates the construction of
econometric model.
• It facilitates the managerial decisions on planning
and control.
 Sample Spaces
• The set of all possible outcomes of a
random experiment is called a sample
space.
• A sample space may be thought as the set
of all values that a variable may assume.
• The sample space will be denoted by S.
 Examples
• Experiment: Tossing a coin once.
– S = {H, T}

• Experiment: Rolling a die once.

– S = {1, 2, 3, 4, 5, 6}
• Experiment: Drawing a card.
S = classic-playing-cards.png
 Events & Sample Spaces
Sample Space
The sample space is the set of all possible outcomes.

Event
Simple Events An event is any collection
The individual outcomes are called simple events. of one or more simple events
 Example
Experiment: Toss a coin 3 times.
• Sample space S
• S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}.
• Examples of events include
• A = {HHH, HHT,HTH, THH}
= {at least two heads}
• B = {HTT, THT,TTH}
= {exactly two tails.}

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Basic Concepts (from Set Theory)
• The union of two events A and B, A  B, is the
event consisting of all outcomes that are either in
A or in B or in both events.
• The complement of an event A, Ac, is the set of all
outcomes in  that are not in A.
• The intersection of two events A and B, A  B,
is the event consisting of all outcomes that are in
both events.
• When two events A and B have no outcomes in
common, they are said to be mutually exclusive,
or disjoint, events.
 Example
Experiment: toss a coin 10 times and the number
of heads is observed.
• Let A = { 0, 2, 4, 6, 8, 10}.
• B = { 1, 3, 5, 7, 9}, C = {0, 1, 2, 3, 4, 5}.
• A  B= {0, 1, …, 10} = S.
• A  B contains no outcomes. So A and B are
mutually exclusive.
• Cc = {6, 7, 8, 9, 10}, A  C = {0, 2, 4}.
 Rules
• Commutative Laws:
– A  B = B  A, A  B = B  A
• Associative Laws:
– (A  B)  C = A  (B  C )
– (A  B)  C = A  (B  C) .
• Distributive Laws:
– (A  B)  C = (A  C)  (B  C)
– (A  B)  C = (A  C)  (B  C)
 Venn Diagram
S

A A∩B B
 Random Experiment

• a random experiment is a process whose

outcome is uncertain.

Examples:
• Tossing a coin once or several times
• Picking a card or cards from a deck
• Measuring temperature of patients
• ...

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 Example
Experiment: toss a coin 10 times and the number of heads
is observed.
• Let A = { 0, 2, 4, 6, 8, 10}.
• B = { 1, 3, 5, 7, 9}, C = {0, 1, 2, 3, 4, 5}.

• A  B= {0, 1, …, 10} = S.

• A  B contains no outcomes. So A and B are

mutually exclusive.

• Cc = {6, 7, 8, 9, 10}, A  C = {0, 2, 4}.

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 Classification of Sample
Spaces
• We distinguish between discrete and
continuous sample spaces.
• The outcomes in discrete sample spaces
can be counted. The number of outcomes
can be finite or infinite.
• In the case of continuous sample spaces,
the outcomes fill an entire region in the
space (interval on the line).
 Events
• An event, E, is a set of outcomes of a
probability experiment, i.e. a subset in the
sample space.
E  S.
• If an event E contains no outcomes, then E is
an impossible event.
• The union and the intersection of events are
defined in a natural way.
 Types of Probability

There are 3 approaches to probability, namely:

1. The Classical or ‘a priori’ probability

2. The Statistical or Empirical probability
3. The Axiomatic probability
 Mathematical/ Classical/ ‘a priori’
Probability
• Basic assumption of classical approach is that the
outcomes of a random experiment are “equally
likely”.
• According to Laplace, a French Mathematician:
“Probability, is the ratio of the number of ‘favorable’ cases
to the total number of equally likely cases”.
• If the probability of occurrence of A is denoted by
p(A), then by this definition, we have:

Number of favorable cases m

p = P(A) = ------------------------------ = ----
Total number of equally likely cases n
• Probability ‘p’ of the happening of an event is
also known as probability of success & ‘q’ the
non-happening of the event as the probability of
failure.
• If P(E) = 1, E is called a certain event &
if P(E) = 0, E is called an impossible event
• The probability of an event E is a number such
that 0 ≤ P(E) ≤ 1, & the sum of the
probability that an event will occur & an event will
not occur is equal to 1.
i.e., p + q = 1
 Limitations of Classical definition
• Classical probability is often called a priori
probability because if one keeps using orderly
examples of unbiased dice, fair coin, etc. one can
state the answer in advance (a priori) without
rolling a dice, tossing a coin etc.
• Classical definition of probability is not very
satisfactory because of the following reasons:
• It fails when the number of possible outcomes of
the experiment is infinite.
• It is based on the cases which are “equally likely”
and as such cannot be applied to experiments
where the outcomes are not equally likely.
• It may not be possible practically to
enumerate all the possible outcomes of
certain experiments and in such cases the
method fails.
• Example it is inadequate for answering
questions such as: What is the probability that
a man aged 45 will die within the next year?
Here there are only 2 possible outcomes, the
individual will die in the ensuing year or he will
live. The chances that he will die is of course
much smaller than he will live.
How much smaller?
 Relative/ Statistical/ Empirical
Probability
• Probability of an event is determined objectively by
repetitive empirical observations/ Experiments.
Probabilities are assigned a posterior.
• According to Von Moses “If an experiment is performed
repeatedly under essentially homogeneous conditions and
identical conditions, then the limiting value of the ratio of
the number of times the event occurs to the number of
trials, as the number of trials becomes indefinitely large, is
called the probability of happening of the event, it being
assumed that the limit is finite and unique”.
• Example: - When a coin is tossed, what is the probability that the
coin will turn heads?
• Suppose coin is tossed for 50 times & it falls head 20 times, then
the ratio 20/50 is used as an estimate of the probability of heads
of this coin.
• Symbolically, if in n trials an event E happens m
times, then the probability ‘ p’ of the happening
of E is given by
m
p = P(E) = Lt ----
N ->  N

• In this case, as the number of trails increase

probabilities of outcomes move closer to the real
probabilities and tend to be real probabilities as
the number of trails tends to infinity (a large
number).
• The empirical probability approaches the
classical probability as the number of trails
becomes indefinitely large.
 Limitations of Statistical/ Empirical
method
• The Empirical probability P(A) defined earlier can
never be obtained in practice and we can only
attempt at a close estimate of P(A) by making N
sufficiently large.
• The experimental conditions may not remain
essentially homogeneous and identical in a large
number of repetitions of the experiment.
• The relative frequency of m/N, may not attain a
unique value, no matter however large N may be.
 The Axiomatic Approach
• Modern theory of probability is based on the
axiomatic approach introduced by the Russian
Mathematician A. N. Kolmogorov in 1930’s.
• Classical approach restricts the calculation of
probability to essentially equally likely & mutually
exclusively events.
• Empirical approach requires that every question be
examined experimentally under identical conditions,
over a long period of time considering repeated
observations.
• Axiomatic approach is largely free from the
inadequacies of both the classical & empirical
approaches.
• Given a sample space of a random experiment, the
probability of the occurrence of any event A is
defined as a set function P(A) satisfying the
following axioms.
1. Axiom 1: - P(A) is defined, is real and non-negative i.e.,
P(A) ≥ 0 (Axiom of non-negativity)
2. Axiom 2: - P(S) = 1 (Axiom of certainty)
3. Axiom 3: - If A1, A2, …., An is any finite or infinite sequence of
disjoint events of S, then

n n
P ( U Ai) = ∑ P( Ai )
i=1 i=1
 The Objective and Subjective
Approach
• Objective approach to probability is arrived on
opinion basis or an empirical basis.
• It is given by the ratio of frequency of an outcome to
the total number of possible outcomes.
• Subjective approach to probability is not
concerned with the relative or expected
frequency of an outcome.
• It is concerned with the strength of a decision makers
belief that an outcome will not occur.
• It is particularly oriented towards decision-making
situations.
 Theorems of Probability
• There are 2 important theorems of
probability which are as follows:

• The Addition Theorem and

• The Multiplication Theorem
 Addition theorem when events are Mutually
Exclusive
• Definition: - It states that if 2 events A and B are
mutually exclusive then the probability of the
occurrence of either A or B is the sum of the
individual probability of A and B.
• Symbolically
P(A or B) or P(A U B) = P(A) + P(B)

• The theorem can be extended to three or more

mutually exclusive events. Thus,

P(A or B or C) = P(A) + P(B) + P(C)

 Addition theorem when events are not
Mutually Exclusive (Overlapping or
Intersection Events)
• Definition: - It states that if 2 events A and B are
not mutually exclusive then the probability of the
occurrence of either A or B is the sum of the
individual probability of A and B minus the
probability of occurrence of both A and B.
• Symbolically
P(A or B) or P(A U B) = P(A) + P(B) – P(A ∩ B)
 Multiplication theorem
• Definition: States that if 2 events A and B are
independent, then the probability of the occurrence
of both of them (A & B) is the product of the
individual probability of A and B.
• Symbolically,
Probability of happening of both the events:
P(A and B) or P(A ∩ B) = P(A) x P(B)

• Theorem can be extended to 3 or more

independent events. Thus,
P(A, B and C) or P(A ∩ B ∩ C) = P(A) x P(B) x P(C)
 How to calculate probability in case of
Dependent Events
Case Formula

1. Probability of occurrence of at least A or B

1. When events are mutually P(A U B) = P(A) + P(B)

2. When events are not mutually exclusive P(A U B) = P(A) + P(B) – P(A ∩ B)

2. Probability of occurrence of both A & B P(A ∩ B) = P(A) + P(B) – P(A U B)

3. Probability of occurrence of A & not B P(A ∩ B) = P(A) - P(A ∩ B)

4. Probability of occurrence of B & not A P(A ∩ B) = P(B) - P(A ∩ B)

5. Probability of non-occurrence of both A & B P(A ∩ B) = 1 - P(A U B)

6. Probability of non-occurrence of at least A or B P(A U B) = 1 - P(A ∩ B)

 How to calculate probability in case of
Independent Events
Case Formula
1. Probability of occurrence of both A & B P(A ∩ B) = P(A) x P(B)

2. Probability of non-occurrence of both A & P(A ∩ B) = P(A) x P(B)

B
P(A ∩ B) = P(A) x P(B)
3. Probability of occurrence of A & not B
P(A ∩ B) = P(A) x P(B)
4. Probability of occurrence of B & not A
P(A U B) = 1 - P(A ∩ B) = 1 – [P(A) x P(B)]
5. Probability of occurrence of at least one
event

P(A U B) = 1 - P(A ∩ B) = 1 – [P(A) x P(B)]

6. Probability of non-occurrence of at least
one event
P(A ∩ B) + P(A ∩ B) = [P(A) x P(B)] +
7. Probability of occurrence of only one
event [P(A) x P(B)]
 Glossary of terms

• Classical Probability: It is based on the idea that

certain occurrences are equally likely.
• Example: - Numbers 1, 2, 3, 4, 5, & 6 on a fair die
are each equally likely to occur.
• Conditional Probability: The probability that an event
occurs given the outcome of some other event.
• Independent Events: Events are independent if the
occurrence of one event does not affect the occurrence
of another event.
• Joint Probability: Is the likelihood that 2 or more
events will happen at the same time.
• Multiplication Formula: If there are m ways of doing
one thing and n ways of doing another thing, there are
m x n ways of doing both.
• Mutually exclusive events: A property of a set of categories
such that an individual, object, or measurement is included in
only one category.
• Objective Probability: It is based on symmetry of games of
chance or similar situations.
• Outcome: Observation or measurement of an experiment.
• Posterior Probability: A revised probability based on
additional information.
• Prior Probability: The initial probability based on the present
level of information.
• Probability: A value between 0 and 1, inclusive, describing
the relative possibility (chance or likelihood) an event will
occur.
• Subjective Probability: Synonym for personal probability.
Involves personal judgment, information, intuition, & other
subjective evaluation criteria.
• Example: - A physician assessing the probability of a
patient’s recovery is making a personal judgment based on
what they know and feel about the situation.