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Session 2

This document discusses probability and key concepts in probability theory, including: 1. Events and the sample space - An experiment is defined as a process that yields an observable outcome called a simple event. The set of all possible simple events is called the sample space. Events are collections of simple events. 2. Calculating probabilities using simple events - The probability of an event is equal to the sum of the probabilities of the simple events that comprise it. For simple events, each probability must be between 0 and 1 and their sums must equal 1. 3. Useful counting rules - Rules like the multiplication rule and addition rule that can be used to count the number of simple events in the sample space or in a given

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0% found this document useful (0 votes)
54 views113 pages

Session 2

This document discusses probability and key concepts in probability theory, including: 1. Events and the sample space - An experiment is defined as a process that yields an observable outcome called a simple event. The set of all possible simple events is called the sample space. Events are collections of simple events. 2. Calculating probabilities using simple events - The probability of an event is equal to the sum of the probabilities of the simple events that comprise it. For simple events, each probability must be between 0 and 1 and their sums must equal 1. 3. Useful counting rules - Rules like the multiplication rule and addition rule that can be used to count the number of simple events in the sample space or in a given

Uploaded by

Aditi Badwaya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability

IPM – Term II, January 2023

Dr. Landis Conrad Felix Michel


4
Probability
4.1
Events and the Sample Space
Events and the Sample Space
We use the term experiment to describe a method of
collecting data, by observing events in either controlled or
uncontrolled situations.

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

Since event A occurs if the upper face is 1, 3, or 5, it is a


collection of three simple events and we write
A = {E1, E3, E5}. Similarly, the event B occurs if the upper
face is 1, 2, or 3 and is defined as a collection of three
simple events: B = {E1, E2, E3}.

8
Events and the Sample Space
DEFINITION
Two events are mutually exclusive if, when one event
occurs, the other cannot, and vice versa.

In the die-tossing experiment, events A and B are not


mutually exclusive, because they have two outcomes in
common—observing a 1 or a 3.

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.

Venn diagram for die tossing


Figure 4.1

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:

E1: Blood type A E2: Blood type B


E3: Blood type AB E4: Blood type O

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−}.

Another way to display the simple events is to use a table


of outcomes, shown in Table.

Table 4.1

17
4.2
Calculating Probabilities Using Simple Events
Calculating Probabilities Using Simple Events (1 of 5)

The probability of an event A is a measure of our belief that


the event A will occur.

We know that if an experiment is performed n times, then


the relative frequency of a particular occurrence—say, A—is

where the frequency is the number of times that event A


occurred.

19
Calculating Probabilities Using Simple Events (2 of 5)

If you repeat the experiment more and more times, n


becomes larger and larger and you will eventually
generate the entire population.

In this population, the relative frequency of the event A is


defined as the probability of event A; that is,

20
Calculating Probabilities Using Simple Events (3 of 5)

Consider the simple events. When we conduct the


experiment, one and only one simple event will occur.

Therefore, their probabilities must satisfy two conditions.

Requirements for Simple-Event Probabilities


• Each probability must lie between 0 and 1.
• The sum of the probabilities for all simple events in S
equals 1.

21
Calculating Probabilities Using Simple Events (4 of 5)

When it is possible to write down all the simple events and


to find their individual probabilities, we can find the
probability of an event A as follows:

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.

If A is the event that both candies are red, then


A = {R1R2, R2R1}

25
Example 4.8 – Solution (3 of 3)
Thus,
P(A) = P(R1R2) + P(R2R1)

26
Calculating Probabilities Using Simple Events (5 of 5)

How to Calculate the Probability of an Event


1. List all the simple events in the sample space.
2. Assign an appropriate probability to each simple event.
3. Determine which simple events result in the event of
interest.
4. Sum the probabilities of the simple events that result in
the event of interest.

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.

Then each simple event has probability 1∕ N, and the


probability of an event A can be calculated as

where nA is the number of simple events that result in the


event A.

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.

Since one candy is now gone, the second candy can be


chosen in n = 2 ways.

The total number of simple events is mn = (3)(2) = 6

32
Useful Counting Rules (3 of 12)
We can extend the mn Rule for an experiment that is
performed in more than two stages.

The Extended mn Rule


If an experiment is performed in k stages, with n1 possible
outcomes for the first stage, n2 possible outcomes for the
second stage, ..., and nk possible outcomes for the kth
stage, then the number of possible outcomes for the
experiment is
n1n2n3 ... nk

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.

For example, suppose you have three books, A, B, and C,


but you have room for only two on your bookshelf. In how
many ways can you select and arrange the two books?
There are three choices for the two books—A and B, A and
C, or B and C—but each of the pairs can be arranged in two
ways on the shelf.

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?

These are the six permutations:


ABC ACB BAC
BCA CAB CBA

Since the first book can be chosen in n1 = 3 ways, the


second in n2 = 2 ways, and the third in n3 = 1 way, the total
number of orderings is n1n2n3 = (3)(2)(1) = 6.

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.

How many simple events are associated with the


experiment?

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.

Sometimes the ordering or arrangement of the objects is not


important, but only the objects that are chosen. In this case,
you can use a counting rule for combinations.

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

You can think of a bowl


containing the names of the
manufacturers, from which
you select three, as shown in
figure.
Figure 4.6

48
Example 4.16 – Solution (2 of 3)
To find P(A), we need to calculate

The number of ways to select three manufacturers from a


group of five is

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

ways to select two of the “best” three and

ways to select one of the two “not best.”

Applying the mn Rule, we find there are nA = (3)(2) = 6 of


the 10 simple events in event A and P(A) = nA ∕ N = 6 ∕ 10.

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.

Figure 4.7 Figure 4.8 Figure 4.9

You can find the probability of these three events by adding


the probabilities of all the simple events in the shaded
areas.

54
Example 4.17
Two fair coins are tossed, and the outcome is recorded.
These are the events of interest:

A: Observe at least one head ht; th ; hh;

B: Observe at least one tail th;ht;tt

Define the events A, B, A ∩ B, A ∪ B, and as collections


of simple events, and find their probabilities.

55
Example 4.17 – Solution (1 of 3)
We know that the simple events for this experiment are

E1 : HH (head on first coin, head on second)


E2 : HT
E3 : TH
E4 : TT

and that each simple event has probability 1 ∕ 4.

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,

Note that (A ∪ B) = S, the sample space, and is thus certain


to occur.

58
Calculating Probabilities for Unions and Complements (1 of 5)

When we can write an event in the form of a union, a


complement, or an intersection, there are special
probability rules that can simplify our calculations. The
first rule deals with unions of events.

The Addition Rule


Given two events, A and B, the probability of their union,
A ∪ B, is equal to
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

59
Calculating Probabilities for Unions and Complements (2 of 5)

When two events A and B are mutually exclusive or


disjoint, it means that when A occurs, B cannot, and vice
versa. This means that the probability that they both occur,
P(A ∩ B), must be zero. The Venn diagram in figure shows
two such events with no simple events in common.

Two disjoint or mutually exclusive events


Figure 4.11

60
Calculating Probabilities for Unions and Complements (3 of 5)

When two events A and B are mutually exclusive, then


P(A ∩ B) = 0 and the Addition Rule simplifies to

P(A ∪ B) = P(A) + P(B)

A second rule deals with complements of events.

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.

The complement of an event


Figure 4.9

62
Calculating Probabilities for Unions and Complements (5 of 5)

It follows that

Rule for Complements

63
Example 4.19 (1 of 3)
In a survey of 1000 adults, respondents were asked about
the cost of a college education.

The respondents were classified according to whether they


currently had a child in college and whether they thought the
loan burden for most college students is too high, the right
amount, or too little.

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)

There is a rule that can be used to calculate the probability


of the intersection of several events. This rule depends on
the concept of independent or dependent events.

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)

Define two events:


A: Person is a male
B: Person is colorblind
In this case, because colorblindness is a male sex-linked
characteristic, the probability that a man is colorblind will be
greater than the probability that a person chosen from the
general population will be colorblind.
The probability of event B, that a person is colorblind,
depends on whether or not event A, that the person is a
male, has occurred. We say that A and B are dependent
events.

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.

Consider the probability of event B. Regardless of whether


event A has or has not occurred, the probability of observing
a 2 on the second toss is still 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.

The probability of an event A, given that the event B has


occurred, is called the conditional probability of A, given
that B has occurred, and written as

74
Calculating Probabilities for Intersections (6 of 17)

The vertical bar is read “given” and the events appearing to


the right of the bar are those that you know have occurred.

The General Multiplication Rule


The probability that both A and B occur when the
experiment is performed is

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

The conditional probability of event B, given that event A


has occurred is

Notice that, in this form, you need to know

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)

If a person is drawn at random from this population and is


found to be a man (event B), what is the probability that the
man is colorblind (event A)? If we know that the event B has
occurred, we must restrict our focus to only the 51% of the
population that is male.

The probability of being colorblind, given that the person is


male, is 4% of the 51%, or

82
Calculating Probabilities for Intersections (10 of 17)

What is the probability of being colorblind, given that the


person is female? Now we are restricted to only the 49% of
the population that is female, and

Notice that the probability of event A changed, depending


on whether event B occured. This indicates that these two
events are dependent.

83
Calculating Probabilities for Intersections (11 of 17)

When two events are independent—that is, if the


probability of event B is the same, whether or not event A
has occurred, then event A does not affect event B and

84
Calculating Probabilities for Intersections (12 of 17)

The Multiplication Rule for Independent Events


If two events A and B are independent, the probability that
both A and B occur is
P(A ∩ B) = P(A)P(B)

Similarly, if A, B, and C are mutually independent events (all


pairs of events are independent), then the probability that A,
B, and C all occur is
P(A ∩ B ∩ C) = P(A)P(B)P(C)

85
Calculating Probabilities for Intersections (13 of 17)

Coin Tosses at Football Games


A football team is involved in two overtime periods during a
given game, so that there are three coin tosses. If the coin is
fair, what is the probability that they lose all three tosses?

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)

Since the tosses are independent, and because P(win) =


P(lose) = .5 for any of the three tosses,

P(A ∩ B ∩ C) = P(A)P(B)P(C) = (.5)(.5)(.5) = .125

87
Calculating Probabilities for Intersections (15 of 17)

Two events A and B are said to be independent if and only


if either
P(A ∩ B) = P(A)P(B)
or

Otherwise, the events are said to be dependent.

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

P (A) P(B) = P(A ∩ B) and the two events must be


independent.

90
Calculating Probabilities for Intersections (16 of 17)

The Difference between Mutually Exclusive and


Independent Events

Many students find it hard to tell the difference between


mutually exclusive and independent events.
• When two events are mutually exclusive or disjoint, they
cannot both happen together when the experiment is
performed. Once the event B has occurred, event A
cannot occur, so that or vice versa. The
occurrence of event B certainly affects the probability that
event A can occur.

91
Calculating Probabilities for Intersections (17 of 17)

• Therefore, mutually exclusive events must be dependent.


• When two events are mutually exclusive or disjoint,
P(A ∩ B) = 0 and P(A ∪ B) = P(A) + P(B).
• When two events are independent,
P(A ∩ B) = P(A)P(B), and
P(A ∪ B) = P(A) + P(B) − P(A)P(B).

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

Then, applying the Addition Rule,

95
4.5

Bayes’ Rule
Bayes’ Rule
Colorblindness
We know the experiment involving colorblindness. Notice
that the two events

B: the person selected is a man


: the person selected is a woman

taken together make up the sample space S, consisting of


both men and women.

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

Since these two intersections are mutually exclusive, you


can write the event A as

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.

The result is known as the Law of Total Probability.

Law of Total Probability


Given a set of events S1, S2, S3, ..., Sk, that are mutually
exclusive and exhaustive and an event A, the probability of
the event A can be expressed as

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

A = (A ∩ G1) ∪ (A ∩ G2) ∪ (A ∩ G3) ∪ (A ∩ G4) ∪ (A ∩ G5)

Using the Law of Total Probability, you can find the


probability of A as
P(A) = P(A ∩ G1) + P(A ∩ G2) + P(A ∩ G3) + P(A ∩ G4) + P(A ∩ G5)

104
Example 4.24 – Solution (2 of 3)

From the probabilities in Table 4.7,


P(A) = (.09)(.26) + (.18)(.20) + (.30)(.13) + (.25)(.18) + (.18)(.14)
= .0234 + .0360 + .0390 + .0450 + .0252
= .1686

The unconditional probability that a person selected at


random from the population of U.S. adults 20 years of age
and older owns at least five pairs of wearable sneakers is
about .17.

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

This group a priori was the second smallest, and only a


small proportion of this segment had five or more pairs of
wearable sneakers.

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

This posterior probability of .23 is substantially less than the


prior probability of .30.

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.

These two facts taken together cause a downward adjustment


of almost one-third in the a priori probability of .30.

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

•.

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