Session 2
Session 2
DEFINITION
An experiment is the process by which an observation (or
measurement) is obtained.
4
Events and the Sample Space
When an experiment is performed, we observe an outcome
called a simple event, often denoted by a capital E with a
subscript.
DEFINITION
A simple event is the outcome observed on a single
repetition of an experiment.
5
Example 4.1
Experiment: Toss a die and observe the number on the
upper face. List the simple events in the experiment.
Solution:
When the die is tossed once, there are six possible
outcomes. These are the simple events, listed here.
Event E1: Observe a 1 Event E4: Observe a 4
Event E2: Observe a 2 Event E5: Observe a 5
Event E3: Observe a 3 Event E6: Observe a 6
6
Events and the Sample Space
DEFINITION
An event is a collection of simple events.
7
Example 4.1 continued
Define the events A and B for the die-tossing experiment:
A: Observe an odd number
B: Observe a number less than 4
8
Events and the Sample Space
DEFINITION
Two events are mutually exclusive if, when one event
occurs, the other cannot, and vice versa.
9
Events and the Sample Space
Both events A and B will occur if either E1 or E3 is observed
when the experiment is performed. In contrast, the six
simple events E1, E2, . . . , E6 form a set of all mutually
exclusive outcomes of the experiment. When the
experiment is performed once, one and only one of these
simple events can occur.
DEFINITION
The set of all simple events is called the sample space, S.
10
Events and the Sample Space
Sometimes it helps to use a picture called a Venn diagram
to describe an experiment. In figure, the white box represents
the sample space, and contains a point for each simple
event.
11
Events and the Sample Space
Since an event is a collection of one or more simple events,
the appropriate points are circled and labeled with the event
letter. For the die-tossing experiment, the sample space is
S = {E1, E2, E3, E4, E5, E6} or, more simply,
S = {1, 2, 3, 4, 5, 6}.
The events A = {1, 3, 5} and B = {1, 2, 3} are circled in the
Venn diagram.
12
Example 4.3
Experiment: Record a person’s blood type. The four mutually
exclusive possible outcomes are these simple events:
The sample space is S = {E1, E2, E3, E4} or S = {A, B, AB, O}.
13
Events and the Sample Space
Some experiments can be generated in stages, and the
sample space can be displayed in a tree diagram. Each
successive level of branching on the tree corresponds to a
step required to generate the final outcome.
14
Example 4.4
A medical technician records a person’s blood type and Rh
factor. List the simple events in the experiment.
Solution:
For each person, a two-stage procedure is needed to record
the two variables of interest.
15
Example 4.4 – Solution (1 of 2)
The tree diagram is shown in the following figure.
Figure 4.2
16
Example 4.4 – Solution (2 of 2)
The eight simple events in the tree diagram form the sample
space, S = {A+, A−, B+, B−, AB+, AB−, O+, O−}.
Table 4.1
17
4.2
Calculating Probabilities Using Simple Events
Calculating Probabilities Using Simple Events (1 of 5)
19
Calculating Probabilities Using Simple Events (2 of 5)
20
Calculating Probabilities Using Simple Events (3 of 5)
21
Calculating Probabilities Using Simple Events (4 of 5)
DEFINITION
The probability of an event A is equal to the sum of the
probabilities of the simple events contained in A.
22
Example 4.8
A candy dish contains one yellow and two red candies. You
close your eyes, choose two candies one at a time from the
dish, and record their colors. What is the probability that
both candies are red?
23
Example 4.8 – Solution (1 of 3)
Since no probabilities are given, you must list the simple
events in the sample space. The two-stage selection of the
candies suggests a tree diagram.
Figure 4.4
24
Example 4.8 – Solution (2 of 3)
There are two red candies in the dish, so you can use the
letters R1, R2, and Y to indicate that you have selected the
first red, the second red, or the yellow candy, respectively.
Since you closed your eyes when you chose the candies, all
six choices should be equally likely and are assigned
probability 1 ∕ 6.
25
Example 4.8 – Solution (3 of 3)
Thus,
P(A) = P(R1R2) + P(R2R1)
26
Calculating Probabilities Using Simple Events (5 of 5)
27
4.3
Useful Counting Rules
Useful Counting Rules (1 of 12)
Suppose that an experiment involves a large number N of
simple events and you know that all the simple events are
equally likely.
29
Useful Counting Rules (2 of 12)
In this section, we present three simple rules that can be
used to count either N, the number of simple events in the
sample space, or nA, the number of simple events in event A.
The mn Rule
Suppose that an experiment is performed in two stages. If
there are m possible outcomes for the first stage and, for
each of these outcomes, there are n possible outcomes for
the second stage, then there are mn possible outcomes for
the experiment.
30
Example 4.10
A candy dish contains one yellow and two red candies. Two
candies are selected one at a time from the dish, and their
colors are recorded. How many simple events are in the
sample space S?
31
Example 4.10 – Solution
The first candy can be chosen in m = 3 ways.
32
Useful Counting Rules (3 of 12)
We can extend the mn Rule for an experiment that is
performed in more than two stages.
33
Example 4.12
A truck driver can take three routes from city A to city B, four
from city B to city C, and three from city C to city D. When
traveling from A to D, if the driver must drive from A to B to
C to D, how many possible A-to-D routes are available?
Solution:
Let
n1 = Number of routes from A to B = 3
n2 = Number of routes from B to C = 4
n3 = Number of routes from C to D = 3
34
Example 4.12 – Solution
Then the total number of ways to construct a complete
route, taking one subroute from each of the three groups,
(A to B), (B to C), and (C to D), is
n1n2n3 = (3)(4)(3) = 36
35
Useful Counting Rules (4 of 12)
A second useful counting rule follows from the mn Rule and
involves orderings or permutations.
36
Useful Counting Rules (5 of 12)
All the permutations of the two books, chosen from three,
are listed in table.
Combinations of Two Reordering of Combinations
AB BA
AC CA
BC CB
Permutations of Two Books Chosen from Three
Table 4.4
The mn Rule implies that there are 6 ways, because the first
book can be chosen in m = 3 ways and the second in n = 2
ways, so the result is mn = 6.
37
Useful Counting Rules (6 of 12)
In how many ways can you arrange all three books on your
bookshelf?
38
Useful Counting Rules (7 of 12)
A Counting Rule for Permutations (Factorial Function)
The number of ways we can arrange n distinct objects,
taking them r at a time, is
where
39
Useful Counting Rules (8 of 12)
Since r objects are chosen, this is an r-stage
experiment. The first object can be chosen in n ways,
the second in (n − 1) ways, the third in (n − 2) ways,
and the rth in (n − r + 1) ways. We can simplify this
awkward notation using the counting rule for
permutations because
40
Useful Counting Rules (9 of 12)
A Special Case: Arranging n Items
The number of ways to arrange an entire set of n distinct
items is
41
Example 4.13
Three lottery tickets are drawn from a total of 50. If the
tickets will be distributed to each of three employees in the
order in which they are drawn, the order will be important.
42
Example 4.13 – Solution
The total number of simple events is
= 50(49)(48)
= 117,600
43
Useful Counting Rules (10 of 12)
When we counted the number of permutations of the two
books chosen for your bookshelf, we used a systematic
approach:
• First we counted the number of combinations or pairs of
books to be chosen.
• Then we counted the number of ways to arrange the two
chosen books on the shelf.
44
Useful Counting Rules (11 of 12)
A Counting Rule for Combinations
The number of distinct combinations of n distinct objects
that can be formed, taking them r at a time, is
45
Useful Counting Rules (12 of 12)
The number of combinations and the number of
permutations are related:
46
Example 4.16
Five manufacturers produce a certain electronic device,
whose quality varies from manufacturer to manufacturer.
If you were to select three manufacturers at random, what is
the chance that the selection would contain exactly two of
the best three?
47
Example 4.16 – Solution (1 of 3)
The experiment consists of randomly selecting three
manufacturers from a group of five, three of which are
designated as “best” and two as “not best.” The event of
interest is
A: select exactly two of the “best” three manufacturers
48
Example 4.16 – Solution (2 of 3)
To find P(A), we need to calculate
To find nA, notice that A will occur only when you select two
of the “best” three and one of the “not best”—a two-step
process.
49
Example 4.16 – Solution (3 of 3)
There are
50
4.4
Rules for Calculating Probabilities
Rules for Calculating Probabilities (1 of 3)
Sometimes an event can be formed as a combination of
several other events. Let A and B be two events defined on
the sample space S. Here are three important relationships
between events.
DEFINITION
The union of events A and B, denoted by A ∪ B, is the
event that either A or B or both occur.
52
Rules for Calculating Probabilities (2 of 3)
DEFINITION
The intersection of events A and B, denoted by A ∩ B, is
the event that both A and B occur.
DEFINITION
The complement of an event A, denoted by is the
event that A does not occur.
53
Rules for Calculating Probabilities (3 of 3)
The following figures show Venn diagrams for A ∪ B, A ∩ B,
and respectively.
54
Example 4.17
Two fair coins are tossed, and the outcome is recorded.
These are the events of interest:
55
Example 4.17 – Solution (1 of 3)
We know that the simple events for this experiment are
56
Example 4.17 – Solution (2 of 3)
Event A, at least one head, occurs if E1, E2, or E3 occurs, so
that
and
57
Example 4.17 – Solution (3 of 3)
Similarly,
58
Calculating Probabilities for Unions and Complements (1 of 5)
59
Calculating Probabilities for Unions and Complements (2 of 5)
60
Calculating Probabilities for Unions and Complements (3 of 5)
61
Calculating Probabilities for Unions and Complements (4 of 5)
You can see from the Venn diagram in figure that A and
are mutually exclusive and that the entire
sample space.
62
Calculating Probabilities for Unions and Complements (5 of 5)
It follows that
63
Example 4.19 (1 of 3)
In a survey of 1000 adults, respondents were asked about
the cost of a college education.
64
Example 4.19 (2 of 3)
The proportions responding in each category are shown in
the probability table. Suppose one respondent is chosen at
random from this group.
Table 4.6
65
Example 4.19 (3 of 3)
1. What is the probability that the respondent has a child in
college?
2. What is the probability that the respondent does not
have a child in college?
3. What is the probability that the respondent has a child in
college or thinks that the loan burden is too high or both?
66
Example 4.19 – Solution (1 of 3)
Table 4.6 gives the probabilities for the six simple events in
the table. For example, the entry in the top left corner of the
table is the probability that a respondent has a child in
college –D- and thinks the loan burden is too high – A - (A ∩
D).
1. The event that a respondent has a child in college will
occur regardless of his or her response to the question
about loan burden. That is, event D consists of the
simple events in the first row:
P(D) = .35 + .08 + .01 = .44
67
Example 4.19 – Solution (2 of 3)
In general, the probabilities of marginal events such as D
and A are found by summing the probabilities in the
appropriate row or column.
2. The event that the respondent does not have a child in
college is the complement of the event D denoted by
The probability of is found as
68
Example 4.19 – Solution (3 of 3)
3. The event of interest is P(A ∪ D). Using the Addition
Rule
P(A ∪ D) = P(A) + P(D) − P(A ∩ D)
= .60 + .44 − .35
= .69
69
Calculating Probabilities for Intersections (1 of 17)
DEFINITION
Two events, A and B, are said to be independent if and
only if the probability of event B is not influenced or
changed by the occurrence of event A, or vice versa.
70
Calculating Probabilities for Intersections (2 of 17)
Colorblindness
A researcher notes a person’s gender and whether or not
the person is colorblind to red and green. Does the
probability that a person is colorblind change, depending on
whether the person is male or not?
71
Calculating Probabilities for Intersections (3 of 17)
72
Calculating Probabilities for Intersections (4 of 17)
Tossing Dice
On the other hand, consider tossing a single die two times,
and define two events:
A: Observe a 2 on the first toss
B: Observe a 2 on the second toss
If the die is fair, the probability of event A is P(A) = 1 ∕ 6.
73
Calculating Probabilities for Intersections (5 of 17)
We could write:
P(B given that A occurred) = 1 ∕ 6
P(B given that A did not occur) = 1 ∕ 6
Since the probability of event B is not changed by the
occurrence of event A, we say that A and B are independent
events.
74
Calculating Probabilities for Intersections (6 of 17)
or
75
Example 4.20
In a color preference experiment, eight toys are placed in a
container. The toys are identical except for color—two are
red, and six are green. A child is asked to choose two toys
at random. What is the probability that the child chooses the
two red toys?
76
Example 4.20 – Solution (1 of 3)
Use a tree diagram as shown
in figure and define the
following events:
R: Red toy is chosen
G: Green toy is chosen
Figure 4.12
77
Example 4.20 – Solution (2 of 3)
The event A (both toys are red) can be written as the
intersection of two events:
A = (R on first choice) ∩ (R on second choice)
Since there are only two red toys in the container, the
probability of choosing red on the first choice is 2 ∕ 8.
However, once this red toy has been chosen, the probability
of red on the second choice is dependent on the outcome of
the first choice.
78
Example 4.20 – Solution (3 of 3)
If the first choice was red, the probability of choosing a
second red toy is only 1 ∕ 7 because there is only one red toy
among the seven remaining. Using this information and the
Multiplication Rule, you can find the probability of event A.
P(A) = P(R on first choice ∩ R on second choice)
79
Calculating Probabilities for Intersections (7 of 17)
Conditional Probabilities
The conditional probability of event A, given that event B
has occurred is
80
Calculating Probabilities for Intersections (8 of 17)
Colorblindness, continued
Suppose that in the general population, there are 51% men
and 49% women, and that the proportions of colorblind men
and women are shown in the following probability table:
81
Calculating Probabilities for Intersections (9 of 17)
82
Calculating Probabilities for Intersections (10 of 17)
83
Calculating Probabilities for Intersections (11 of 17)
84
Calculating Probabilities for Intersections (12 of 17)
85
Calculating Probabilities for Intersections (13 of 17)
Solution
If the coin is fair, the event can be described in three steps:
A: lose the first toss
B: lose the second toss
C: lose the third toss
86
Calculating Probabilities for Intersections (14 of 17)
87
Calculating Probabilities for Intersections (15 of 17)
88
Example 4.21
Toss two coins and observe the outcome. Define these
events:
A: Head on the first coin
B: Tail on the second coin
Are events A and B independent?
Solution:
From previous examples, you know that
S = {HH, HT, TH, TT}. Use these four simple events to find
89
Example 4.21 – Solution
Since we have
90
Calculating Probabilities for Intersections (16 of 17)
91
Calculating Probabilities for Intersections (17 of 17)
92
Example 4.23
Two cards are drawn from a deck of 52 cards. Calculate the
probability that the draw includes an ace and a ten.
Solution:
Consider the event of interest:
A: Draw an ace and a ten
Then A = B ∪ C, where
B: Draw the ace on the first draw and the ten on the second
C: Draw the ten on the first draw and the ace on the second
93
Example 4.23 – Solution (1 of 2)
Events B and C were chosen to be mutually exclusive and
also to be intersections of events with known probabilities;
that is,
B = B1 ∩ B2 and C = C1 ∩ C2
where
B1 : Draw an ace on the first draw
B2 : Draw a ten on the second draw
C1 : Draw a ten on the first draw
C2 : Draw an ace on the second draw
94
Example 4.23 – Solution (2 of 2)
Applying the Multiplication Rule, you get
and
95
4.5
Bayes’ Rule
Bayes’ Rule
Colorblindness
We know the experiment involving colorblindness. Notice
that the two events
97
Bayes’ Rule
Since colorblind people can be either male or female, the
event A, which is that a person is colorblind, consists of both
those simple events that are in A and B and those simple
events that are in A and
98
Bayes’ Rule
Suppose now that the sample space can be partitioned into
k subpopulations, S1, S2, S3, ..., Sk, that, as in the
colorblindness example, are mutually exclusive and
exhaustive; that is, taken together they make up the entire
sample space. In a similar way, you can express an event A
as
A = (A ∩ S1) ∪ (A ∩ S2) ∪ (A ∩ S3) ∪ ... ∪ (A ∩ Sk)
Then
P(A) = P(A ∩ S1) + P(A ∩ S2) + P(A ∩ S3) + ... + P(A ∩ Sk)
99
Bayes’ Rule
This is illustrated for k = 3 in figure.
Decomposition of event A
Figure 4.13
100
Bayes’ Rule
You can go one step further and use the Multiplication Rule
to write P(A ∩ Si) as for I = 1, 2, ..., k.
101
Example 4.24 (1 of 2)
Sneakers are no longer just for the young. In fact, most
adults own multiple pairs of sneakers. Table gives the
fraction of U.S. adults 20 years of age and older who own
five or more pairs of wearable sneakers, along with the
fraction of the U.S. adult population 20 years or older in
each of five age groups.
Probability Table
Table 4.7
102
Example 4.24 (2 of 2)
Use the Law of Total Probability to determine the
unconditional probability of an adult 20 years and older
owning five or more pairs of wearable sneakers.
Solution:
Let A be the event that a person chosen at random from the
U.S. adult population 20 years of age and older owns five or
more pairs of wearable sneakers.
Let G1, G2, ..., S5 represent the event that the person
selected belongs to each of the five age groups,
respectively.
103
Example 4.24 – Solution (1 of 3)
Since the five groups are exhaustive, you can write the
event A as
104
Example 4.24 – Solution (2 of 3)
105
Example 4.24 – Solution (3 of 3)
Notice that the Law of Total Probability is a weighted
average of the probabilities within each group, with weights
.09, .18, .30, .25, and .18, reflecting the relative sizes of the
groups.
106
Bayes’ Rule
Bayes’ Rule
Let S1, S2, ..., Sk represent k mutually exclusive and
exhaustive subpopulations with prior probabilities P(S1),
P(S2), ..., P(Sk). If an event A occurs, the posterior
probability of Si given A is the conditional probability
for i = 1, 2, ..., k.
107
Example 4.25
Refer to Example 4.24. Find the probability that the person
selected was 65 years of age or older, given that the person
owned at least five pairs of wearable sneakers.
Solution:
You need to find the conditional probability given by
108
Example 4.25 – Solution (1 of 4)
You have already calculated P(A) = .1686 using the Law of
Total Probability. Therefore,
109
Example 4.25 – Solution (2 of 4)
In this case, the posterior probability of .15 is somewhat
smaller than the prior probability of .18.
Probability Table
Table 4.7
110
Example 4.25 – Solution (3 of 4)
What is the posterior probability for those aged 35 to 49?
For this group of adults, we have
111
Example 4.25 – Solution (4 of 4)
In effect, this group was a priori the largest segment of the
population sampled, but at the same time, the proportion of
individuals in this group who had at least five pairs of
wearable sneakers was the smallest of any of the groups.
112
References – Additional Readings
• Chapter 4, “Introduction to Probability and Statistics”, 2020, William Mendenhall, Robert J.
Beaver, Barbara M. Beaver, 15TH Edition, Cengage Learning, ISBN: 1337554421
•.