Sample Spaces & Equally Likely Outcomes
An experiment is any process with an uncertain result. The sample space is the set of all possible outcomes, and an event is any subset of (a collection of outcomes we care about).
When every outcome in is equally likely, probability becomes pure counting:
The single most important habit is to build a sample space in which the outcomes really are equally likely --- otherwise the formula does not apply.
Two fair dice are rolled. What is the sample space, and how likely is the sum ?
Solution. List ordered pairs so each is equally likely: . The sum is for , so and
If instead we had used the possible sums as our sample space, those outcomes are not equally likely, and the counting formula would give a wrong answer.
Pitfall. “Number of things that can happen” is only a valid denominator when those things are equally likely. Prefer ordered, atomic outcomes (each coin, each die, each draw distinguished) to force equal likelihood.
Probability as Favorable over Total (Counting-Based)
Once outcomes are equally likely, every probability question is two counting questions: count (favorable) and count (total), then divide. Basic properties follow immediately:
For disjoint (mutually exclusive) events, probabilities add: . In general, inclusion--exclusion gives .
One card is drawn from a standard -card deck. Find .
Solution. Face cards: . Hearts: . Overlap (face-card hearts): . By inclusion--exclusion the favorable count is , so
A jar has red and blue marbles. One marble is drawn. Find .
Solution. . Contest answers are almost always expected as reduced fractions.
Tip. Keep the same “kind” of object in numerator and denominator. If you count the total as ordered outcomes, count the favorable as ordered too; if unordered, unordered. Mixing the two is the classic source of wrong probabilities.
Complementary Probability
The complement is the event “ does not happen.” Since and partition ,
Reach for the complement whenever is described by “at least one,” “at least,” or “not all” --- the opposite event (“none,” “exactly zero”) is usually far easier to count.
A fair coin is flipped times. Find .
Solution. The complement is “no heads,” i.e. all tails, with probability . Hence
Counting the separate “exactly heads” cases would be far more work.
Three people each pick a day of the week at random. Find .
Solution. Complement: all three days distinct. Total ; all-distinct . So
Tip. “At least one” subtract “none.” The complement trick converts an OR of many cases into a single, clean count.
Probability with Permutations & Combinations
For selection problems, and are themselves permutation or combination counts. Decide once whether order matters and use the same convention on top and bottom:
For committees, hands, and unordered draws, appears in both numerator and denominator.
A club of boys and girls chooses a -person committee at random. Find .
Solution. Total committees: . Favorable: choose of girls and of boys, . So
Five cards are dealt from a standard deck. Find .
Solution. Total -card hands: . All-heart hands: . So
Order is irrelevant to a hand, so combinations appear top and bottom.
Pitfall. Never mix ordered and unordered counts. Using on top but (or ) on the bottom silently multiplies your answer by a stray factorial.
Independent vs. Dependent Events (Basic)
Events and are independent if knowing one occurred does not change the probability of the other. Then
If the events are dependent, use the multiplication rule with a conditional probability:
where is computed after has happened. Drawing with replacement keeps events independent; drawing without replacement makes them dependent.
A bag has red and green marbles. Two are drawn with replacement. Find .
Solution. Replacement restores the bag, so the draws are independent, each with :
Same bag ( red, green), but the two marbles are drawn without replacement. Find .
Solution. The second draw depends on the first:
Fewer red marbles and fewer total marbles remain, so the second factor shrinks.
Tip. “With replacement” independent multiply unchanged probabilities. “Without replacement” dependent update the counts after each draw. When in doubt, count the whole thing with combinations instead.
Geometric Probability (Length & Area)
When an outcome is a uniformly random point in a region --- a spot on a segment, an instant in a time interval, a dart in a target --- the sample space is continuous and we replace counting with measure:
The idea is identical to : favorable “size” over total “size,” now measured by length or area instead of by count.
A dart lands at a uniformly random point in a square. Find the probability it lands inside the inscribed circle of radius (figure above).
Solution. Favorable area ; total area . So
Geometric probabilities need not be rational --- they inherit whatever constants (, radicals) the geometry contains.
A point is chosen uniformly on the segment from to . Find .
Solution. Favorable length ; total length . So
Tip. Match dimensions: a one-variable (single random point) problem uses length; a two-variable (two independent random points, or a point in the plane) problem uses area. Sketch the favorable region before computing.
Going Deeper: Why Probability Is Counting, and the Meeting Problem
The formula is not a definition of probability in general --- it is a theorem about the special case of equally likely outcomes. Each of the atomic outcomes carries probability , and an event's probability is the sum of the probabilities of the outcomes it contains, which is exactly . This is why all of Units 1--6 (permutations, combinations, casework, complementary counting, inclusion--exclusion) are really probability tools in disguise: master the count and the probability is one division away.
Geometric probability is the same statement pushed to a continuum. When outcomes are a uniformly random point, no single point can carry positive probability, so instead of counting points we measure events by their size --- length, area, or volume. “Favorable size over total size” plays exactly the role that “favorable count over total count” played, and uniform randomness is precisely what makes that swap legitimate.
Two friends each arrive at the café at a uniformly random time between 12:00 and 1:00, independently, and each waits minutes. Find the probability that they meet.
Solution. Let be their arrival minutes. The sample space is the square, area . They meet exactly when , the band between the lines and . The two failure corners are right triangles with legs , so the failure area is . Thus
Two independent random times a point in a square area ratio. This “two random reals” setup is the signature of area-based geometric probability.
A stick of length is broken at a uniformly random point. What is the probability the longer piece is at least twice the shorter?
Solution. Let the break be at . The longer piece is at least twice the shorter exactly when the shorter piece is at most , i.e. or . Favorable length , so . One random point length ratio.
Big picture --- one idea, three costumes. Every probability in this unit is “favorable size total size,” and the whole skill is choosing the right notion of size:
- 2pt
- Finite, equally likely outcomes size count. Use permutations/combinations for and ; keep ordered-vs-unordered consistent top and bottom.
- “At least one” / messy OR count the complement and subtract from .
- Sequential draws ask independent (multiply, unchanged) or dependent (multiply with updated counts).
- Uniform random point(s) size length (one variable) or area (two variables). Sketch the favorable region; use the complement when the failure region is the simpler shape.
Get the sample space right --- equally likely, or uniform --- and every problem collapses to a single ratio.
Symmetry & Bijection Arguments
Often the cleanest probability argument computes nothing: instead you observe that several outcomes must, by symmetry, be equally likely, and read the answer off directly.
- 2pt
- Random permutations. If distinct objects are placed in a uniformly random order, every one of the orderings is equally likely. Consequently any statement of the form “object comes before object ” holds in exactly half of the orderings, so --- no matter how many other objects there are.
- Symmetric roles. If specific items are equally likely to occupy any of positions, then the item in a fixed position (“the first card,” “the top of the deck”) is a uniformly random one of the items.
- Bijections. To show two events are equally likely, exhibit an explicit one-to-one correspondence between their favorable outcomes. Equal-size favorable sets over the same sample space equal probability.
The payoff: a symmetry or bijection argument replaces a hard count with a one-line observation.
A standard -card deck is shuffled uniformly at random. Find the probability that the ace of spades appears somewhere above the king of hearts, and that both appear above the two of clubs.
Solution. Ignore all other cards: by symmetry the three named cards appear among themselves in each of the relative orders equally likely. Exactly one of those orders is “ace of spades, then king of hearts, then two of clubs.” Hence
The irrelevant cards never enter the computation --- symmetry collapses the whole shuffle to the relative order of the three cards we care about.
From a bag of chips numbered through , two distinct chips are drawn. Show that the smaller number is equally likely to be any value that leaves room for a larger partner, and use symmetry to find for .
Solution. Total unordered pairs: , all equally likely. Consecutive pairs are : there are of them. So . The bijection “pair ” shows there are exactly consecutive pairs, giving the general answer .
Tip. Before counting, ask “are these outcomes interchangeable?” If swapping two objects (or reversing an order) maps favorable outcomes to favorable outcomes and unfavorable to unfavorable, you have a symmetry --- use it. “ before ” in a random order is the workhorse: its probability is always .
Higher-Dimensional Geometric Probability
Uniform random points still give , but in or variables the “measure” is an area or a volume.
- 2pt
- Use a ratio of measures when the favorable region is a recognizable shape (triangle, disk, polygon, box) whose area or volume you can find by geometry. This is the first thing to try.
- Cut, complement, or exploit symmetry when the region is awkward: split it into triangles and rectangles, measure the failure region instead, or find a rigid motion (like swapping coordinates) that pairs the region with one you already know.
Three independent uniform reals a point in a cube volume ratio; a curved boundary reach for a known circle or sphere formula.
A point is chosen uniformly in the unit square .
(a) Find . (b) Find the expected value of .
Solution. (a) The whole square has area . The favorable set is a right triangle with legs , area . A clean shape, so use a ratio:
(b) An average, so use symmetry and linearity of expectation (previewed below). The mirror sends the uniform point to another uniform point, so , forcing ; the same holds for . Adding the two averages,
Part (a) wanted the size of a region (ratio); part (b) wanted an average (symmetry plus linearity).
Real numbers are chosen independently and uniformly from . Find the probability that they can be the side lengths of the three edges meeting at a corner of a box whose space diagonal is at most , i.e. .
Solution. The sample space is the unit cube, volume . The favorable region is the part of the cube inside the sphere of radius centered at the origin --- exactly one octant of that ball:
Three independent uniform reals put us in a cube (volume ratio); the curved boundary is a sphere, so we lean on the known ball-volume formula --- no heavier machinery needed.
Tip. Count the number of independent random reals: length, area, volume. If the favorable boundary is straight or circular/spherical, reach for a known area/volume formula; if you are asked for an expected value (an average over the region), reach for symmetry and linearity of expectation (Unit 9) before anything fancier.
Inclusion--Exclusion for Probability & the Union Bound
For any events , the probability that at least one occurs is
This is inclusion--exclusion applied to probabilities: add the singles, subtract the pairwise overlaps, add back the triples, and so on. When exact overlaps are hard, the union bound (Boole's inequality) gives a quick one-sided estimate by keeping only the first sum:
The union bound is loose but never requires knowing any intersection --- ideal for showing a bad event is unlikely.
Four letters are placed at random into four pre-addressed envelopes, one per envelope. Find the probability that at least one letter lands in its correct envelope.
Solution. Let be the event that letter is correct. By symmetry ; each pairwise ; each triple ; the quadruple . Inclusion--exclusion:
Equivalently, minus the derangement probability . As this “at least one fixed point” probability tends to .
Each of independent components fails on a given day with probability . Bound the probability that the system, which fails if any component fails, fails today.
Solution. Exact inclusion--exclusion is messy, but the union bound is instant:
The true value is just under the bound --- when the events are rare and barely overlap, the union bound is both quick and tight.
Tip. For an exact “at least one of many” probability, use full inclusion--exclusion (and exploit symmetry so each -fold term is copies of a single value). For a fast upper bound --- especially to prove something is unlikely --- drop to the union bound . Complementary counting () is a third route when the are independent.
A Catalog of Discrete Distributions & a Preview of Expected Value
Most contest setups reduce to one of a few named distributions. Recognizing which one you are in gives the probability formula immediately.
- 3pt
- Discrete uniform on : each value has probability ; mean . (One fair die, a random card value.)
- Binomial : number of successes in independent trials, each succeeding with probability . The chance of exactly successes is @@BLOCK0@@
- Geometric: the trial number of the first success in independent trials with success probability . The chance the first success is on trial is @@BLOCK1@@
Each is just the equally-likely ratio bookkeeping done once and packaged as a formula.
A biased coin shows heads with probability . It is flipped repeatedly and independently.
(a) In flips, find . (b) Find .
Solution. (a) Binomial with :
(b) Geometric with : three failures then a success,
Identify the family (fixed number of trials binomial; wait for the first success geometric) and the formula writes itself.
A fair die is rolled once. Find the expected value of the number shown. Then find the expected number of heads in flips of the coin with .
Solution. Definition. The expected value of a discrete random variable is the probability-weighted average of its values, . For the die (discrete uniform on --):
For the coin, rather than sum the binomial terms, use linearity of expectation: each flip contributes an expected head, so
In general and . Unit 9 develops linearity of expectation into a power tool; for now, note it lets you average without ever computing the full distribution.
Tip. Classify before you compute: fixed number of independent trials, count successes binomial ; repeat until the first success geometric ; one draw from equally likely values uniform. For averages, prefer , and remember and as instant shortcuts (full treatment in Unit 9).
Formulas, Proofs & Tips
What it means. Probability is a fraction of equally likely outcomes; the union rule avoids double counting.
Example. One fair die: .
Why it works. Adding and counts every outcome in both events twice, so the overlap is subtracted once. The complement rule follows because and "not " together cover everything, totalling .
Tip. When a question says "at least one", the complement is usually far quicker: .