Chapter 14 · Introduction

Chapter 14 — Probability

Chance has rules. Describe every possible result of an experiment as a set, build events with “or”, “and” and “not”, and measure them with a probability that obeys three simple axioms — including $P(A\cup B)=P(A)+P(B)-P(A\cap B)$.

In seventeenth-century Paris a keen gambler, the Chevalier de Méré, noticed something odd. He had made money for years betting that he would get at least one six in four throws of a die. So he tried what seemed the same bet scaled up: at least one double six in twenty-four throws of a pair of dice. His reasoning was simple — a double six is six times rarer than a six, so six times as many throws ($4\times6=24$) should give the same chance. Yet he slowly lost money. He took the puzzle to Blaise Pascal, and Pascal's letters with Pierre de Fermat about it (and about how to split the stakes of an unfinished game fairly) are usually taken as the birth of the mathematics of probability. The answer, which you will be able to work out yourself by the end of this chapter, is that the first bet wins with probability $1-\left(\tfrac56\right)^4\approx0.518$ and the second only with probability $1-\left(\tfrac{35}{36}\right)^{24}\approx0.491$. The difference is tiny, but over hundreds of games it decides who goes home richer.

Today the same mathematics sets insurance premiums, judges whether a new vaccine works better than chance, predicts the chance of rain, designs fair lotteries and tells a bank how hard a six-digit one-time password is to guess. In Class 10 you met probability as "favourable outcomes divided by total outcomes". In this chapter you will make that idea precise. First you describe every possible result of an experiment as a set, the sample space, so that every event becomes a subset and the set operations of Chapter 1 become the words "or", "and" and "not". Then you will meet the axiomatic approach: three short rules that every probability must obey. From them follow all the familiar facts — that a probability lies between $0$ and $1$, that $P(\text{not }A)=1-P(A)$, the formula $\tfrac{n(E)}{n(S)}$ for equally likely outcomes, and the addition rule for "$A$ or $B$" — together with the counting tools of Chapter 6 for experiments too large to list.

Sample space $S$→Events are subsets of $S$→“or”, “and”, “not”: $A\cup B$, $A\cap B$, $A'$→Three axioms for $P$→$P(A\cup B)=P(A)+P(B)-P(A\cap B)$
🎯 By the end of this chapter you can…
  • write the sample space of an experiment (coins, dice, cards, selections), and count its points with the multiplication principle, ${}^nP_r$ or ${}^nC_r$ when it is too large to list;
  • describe an event in words and as a subset of the sample space, and recognise simple, compound, sure and impossible events;
  • form the complementary event $A'$ and the events "$A$ or $B$", "$A$ and $B$" and "$A$ but not $B$", and decide whether events are mutually exclusive, exhaustive, or both;
  • state the axioms of probability, check whether an assignment of probabilities to the sample points is valid, and deduce $P(\phi)=0$, $0\le P(E)\le1$ and $P(A')=1-P(A)$;
  • find probabilities of events with equally likely outcomes, including counting-based problems on committees, cards and arrangements;
  • use the addition rule $P(A\cup B)=P(A)+P(B)-P(A\cap B)$ and its relatives to find the probabilities of "or", "neither", "exactly one" and "$A$ but not $B$".
Teaser — The Chevalier de Méré's Two Bets

Bet A (red) wins if at least one six appears in $4$ throws of a die. Bet B (blue) wins if at least one double six appears in $24$ throws of two dice. Press Play to let the computer play the games one after another (the dice are simulated with a fixed seed, so each run can be replayed exactly). The curves show the fraction of games each bet has won so far; the dashed lines are the exact probabilities you will be able to compute after Section 14.2. Early on the curves jump about — wait for them to settle.

3000
games played—
bet A: won / played—
bet B: won / played—
exact: A · B0.5177 · 0.4914

Sections in this chapter

✅ Before you start
From Class 10 Mathematics (Chapter 14, Probability) you need the classical idea: when all outcomes of an experiment are equally likely, $P(E)=\dfrac{\text{number of outcomes favourable to }E}{\text{total number of outcomes}}$, so $0\le P(E)\le1$ and $P(\text{not }E)=1-P(E)$; and you should be comfortable with coins, dice and a standard pack of $52$ cards ($4$ suits of $13$; $12$ face cards). From this course you need the language of sets — subsets, the universal set, Venn diagrams, union, intersection, difference, complement and De Morgan's laws (Section 1.2 and Section 1.3) — because events are sets. For larger experiments you need the counting tools of Chapter 6: the multiplication principle (Section 6.1), permutations ${}^nP_r$ (Section 6.2) and combinations ${}^nC_r$ (Section 6.3). Fractions and decimals should be second nature: every probability in this chapter is given as an exact fraction first.