Stats 2857

Chapter 2
Probability

- The term refers to the study of randomness and uncertainty

- One of a number of possible outcomes may occur
Experiments

- Any action or process whose outcome is subject to uncertainty

o i.e. Tossing a coin, Drawing a card from a deck
Sample Space

- Denoted by S={}, is the set of all possible outcomes of that experiment

Events

- Any collection (subset) of outcomes contained in the sample space.

- Simple: if it consists of exactly one outcome
o One simple event will occur
- Compound: if it consists of more than one outcome
o Many compound events will occur simultaneously
- When an experiment is performed, a particular event A is said to occur if the resulting
outcome is contained in A
Set Theory

- Union: The union of two events A and B, denoted by A ∪B , reads “A or B”

o Consists of all outcomes that are either in A, B or both
o Union consists of outcomes for which both A and B occur, as well as outcomes
where only one occurs
- Intersection: The intersection of two events A and B, denoted by A ∩ B, reads “A and B”
o Consists of all outcomes that are in A AND B
- Complement: The complement of an event A, denoted by A' , reads “Not in A”
o Consists of all outcomes in S not contained in A
Mutual Exclusivity

- When A and B have no outcomes in common, they are said to be disjoint/mutually

exclusive
- Denoted by A ∩ B≠ ∅; where ∅ represents the “null” or “empty” set
Axioms of Probability

- Given a sample space S, P( A), called the probability of event A, gives the precise
measure of the chance that A will occur.
o For any event A, P ( A ) ≥ 0
o P ( S )=1
 o If A1 , A 2 ,… , An is an infinite collection of disjoint events,
∞
P ( A 1 ∪ …∪ A n )=∑ P( A n)
n=1
o P ( ∅ )=0 ; where ∅ is the null event
Interpreti ng Probability

- If an experiment is performed n times, on some of the replications the event A will

occur, and on others A will not.
- Let n( A) denote the number of replications on which A does occur
n( A)
- Relative frequency=
n
n( A)
- Limiting relative frequency= lim =P( A)
n→ ∞ n
More Probability Properti es

- For any event A, P ( A )=1−P ( A ' )

- For any event A, P( A)≤1
- For any events A and B, P ( A ∪ B ) =P ( A )+ P ( B )−P( A ∩ B)
o Or,
P ( A ∪ B ∪C ) =P ( A )+ P ( B ) + P ( C )−P ( A ∩ B )−P ( A ∩C )−P ( B ∩C )+ P ( A ∩B ∩C )
Equally Likely Outcomes

- In experiments consisting of N outcomes, we can assign equal probability to N simple

events.
N N
1
1=∑ P ( E i) =∑ p=p ∙ N ; ∴ p=
i =1 i=1 N
- Now, consider event A with N(A) denoting the number of outcomes contained in A.
Then
❑ ❑
1 N (A)
P ( A )= ∑ P ( Ei ) = ∑ =
all events ∈ A allevents ∈ A N N

A box contains four 40-W bulbs, five 60-W bulbs and six 75-W bulbs. If bulbs are
selected one by one in random order, what is the probability that at least two bulbs
must be selected to obtain one that is rated 75-W?

P(At least two tries to get 75 Watts)=P((75 on first try)’)

6 9
P ( 75 on first try )' =1−P ( 75 on first try )=1− =
15 15
Counti ng Techniques:

- If n is the number of outcomes in a sample space, and N(A) is the number of outcomes
N (A)
contained in event A: P ( a )=
N
Product rule for ordered pairs:
 - Applies to a situation in which an event consists of ordered pairs, and we wish to count
the number of such pairs.
- Rule: If the first element or object of an ordered pair can be selected in n 1 ways, and for
each of these n1 ways the second element of the pair can be selected in n2 ways. The
number of pairs is n=n1n2
Product Rule for K-Tuples:

- Suppose a set consists of ordered collections of k elements (k-tuples) and there are n 1
choices for the first element; for each choice of the first element there are n 2 possible
choices of the second element; for each possible choice of the first k-1 elements there
are nk choices of the kth element. There are n1n2(…)nk possible k-tuples
Tree Diagrams:

- Starting from a point on the left side, for each possible first element of a pair a straight-
line segment branches outwards towards the right. (first generation branch)
- Given any first generation branch, another line segment emanates from the tip of the
branch for each possible choice of a second element of the pair. (Second generation
branch)
Permutati on:

- Any ordered sequence of k objects taken from a set of n distinct objects is called a
Permutation of size k objects. The number of permutations of size k that can be
constructed from the n objects is denoted by Pk,n
- How many ways can we choose k objects from n objects where order is important
n!
Pk , n=
( n−k ) !
Combinati on:

- Given a set of n distinct objects, any unordered subset of size k of the objects is called a
combination.
- The number of combinations of size k that can be formed from n distinct objects is
denoted by ()
n
k
n = Pk , n =
()k
n!
k ! k ! ( n−k ) !
Conditi onal Probabiliti es:

- For any two events A and B with P ( B )> 0, the conditional probability of A given that B
has occurres is defined by:
P( A ∩B)
P ( A|B )=
P( B)
Where P ( A ∩B )=P ( A|B ) P(B)

Tree Diagrams for Conditi onal Probabilites

- Tree is drawn exactly as before, but we add probabilities to the branches

 - P( Ai ) appears on the ith initial branch, whereas the conditional probabilities appear on
second generation branches
- To the right of each second generation branch corresponding to the occurrence of B, we
display the product of probabilities on the branches leading to that point
Baye’s Theorem:

- Recall, A1,A2,…,AK are mutually exclusive if no two have any common outcommes. The
events are exhaustive if one Ai must occur, so that Ai ∪… ∪ A k =S
- The Law of Total Probability: Let A1,A2,…,AK be mutually exclusive and exhaustive
events. For any other event B,
k
P ( B )=P ( B| A 1 ) P ( Ai ) + …+ P ( B| A k ) P ( A k )=∑ P ( B| Ai ) P( A i)
i =1
Independent Events

- Two events are independent if P ( A|B )=P( A) and are dependent otherwise
- A and B are independent if and only if P ( A ∩ B )=P ( A ) P(B)

Independence of more than two events

- Events A1 , A 2 ,… , An are mutually independent if for every k (k=2,3,…,n) and every

subset of indices i 1 , … i k ;
P ( A i 1 ∩ A i 2 ∩… ∩ Ai k ) =P ( A i 1 ) P ( Ai 2 ) ( …) P( A¿¿ i k )¿