Probability
Probability
Probability
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Definitions
Probability is the mathematics of chance.
It tells us the relative frequency with which we can
expect an event to occur
The greater the probability the more
likely the event will occur.
It can be written as a fraction, decimal, percent,
or ratio.
Definitions
1
Certain
.5
50/50
Impossible
Definitions
A probability experiment is an action through which
specific results (counts, measurements, or responses)
are obtained.
The result of a single trial in a probability experiment
is an outcome.
The set of all possible outcomes of a probability
experiment is the sample space, denoted as S.
e.g. All 6 faces of a die: S = { 1 , 2 , 3 , 4 , 5 , 6 }
Definitions
Other Examples of Sample Spaces may include:
Lists
Tables
Grids
Venn Diagrams
Tree Diagrams
May use a combination of these
Where appropriate always display your sample space
Definitions
An event consists of one or more outcomes and is a
subset of the sample space.
Events are often represented by uppercase letters,
such as A, B, or C.
Notation: The probability that event E will occur is
written P(E) and is read
the probability of event E.
Definitions
The Probability of an Event, E:
P(E) =
e.g. P(
) =
36
18
Definitions
There are three types of probability
1. Theoretical Probability
Theoretical probability is used when each outcome
in a sample space is equally likely to occur.
P(E) =
Definitions
There are three types of probability
2. Experimental Probability
Experimental probability is based upon observations
obtained from probability experiments.
P(E) =
Definitions
There are three types of probability
3. Subjective Probability
Subjective probability is a probability measure
resulting from intuition, educated guesses, and
estimates.
Therefore, there is no formula to calculate it.
Usually found by consulting an expert.
Definitions
Law of Large Numbers.
As an experiment is repeated over and over, the
experimental probability of an event approaches
the theoretical probability of the event.
The greater the number of trials the more likely
the experimental probability of an event will equal
its theoretical probability.
Complimentary Events
The complement of event E is the set of all
outcomes in a sample space that are not included in
event E.
The complement of event E is denoted by
E or E
0 P( E ) 1
Properties of Probability:
P( E ) P( E ) 1
P( E ) 1 P( E )
P( E ) 1 P( E )
P ( A and B ) P ( A B ) P ( A) P ( B )
This rule can extend to any number of independent
events.
Two events are independent if the occurrence of the
first event does not affect the probability of the
occurrence of the second event. More on this later
Mutually Exclusive
Two events A and B are mutually exclusive if and
only if:
P( A B) 0
P ( A or B ) P ( A B ) P ( A) P ( B ) P ( A B )
If events A and B are mutually exclusive, then the
addition rule is simplified to:
P ( A or B ) P ( A B ) P ( A) P ( B )
This simplified rule can be extended to any number
of mutually exclusive events.
Conditional Probability
Conditional probability is the probability of an event
occurring, given that another event has already
occurred.
Conditional probability restricts the sample space.
The conditional probability of event B occurring,
given that event A has occurred, is denoted by P(B|
A) and is read as probability of B, given A.
We use conditional probability when two events
occurring in sequence are not independent. In other
words, the fact that the first event (event A) has
occurred affects the probability that the second
event (event B) will occur.
Conditional Probability
Formula for Conditional Probability
P( A B)
P( B A)
P( A | B)
or P( B | A)
P( B)
P( A)
Better off to use your brain and work out
conditional probabilities from looking at the sample
space, otherwise use the formula.
Conditional Probability
e.g. There are 2 red and 3 blue counters in a bag
and, without looking, we take out one counter and
do not replace it.
The probability of a 2nd counter taken from the bag
being red depends on whether the 1st was red or
blue.
Conditional probability problems can be solved by
considering the individual possibilities or by using a
table, a Venn diagram, a tree diagram or a formula.
Harder problems are best solved by using a formula
together with a tree diagram.
Medium
High
Male
12
33
Female
23
21
Total
100
One person is selected at random.
L is the event the person owns a low rated car
Medium
High
Male
12
33
Female
23
21
Total
100
One person is selected at random.
L is the event the person owns a low rated car
F is the event a female is chosen.
Medium
High
Male
12
33
Female
23
21
Total
100
One person is selected at random.
L is the event the person owns a low rated car
F is the event a female is chosen.
Medium
High
Male
12
33
Female
23
21
Total
100
One person is selected at random.
L is the event the person owns a low rated car
F is the event a female is chosen.
Find (i) P(L)
(ii) P(F L)
(iii) P(F L)
Low
Medium
High
Male
12
33
Female
23
21
Solution:
35
Find (i) P(L)
(ii) P(F L)
Total
100
(iii) P(F L)
(i) P(L) =
100 20 20
Low
Medium
High
Male
12
33
Female
23
21
Solution:
Total
100
Find (i) P(L)
(ii) P(F L)
(iii) P(F L)
7
35 7
(i) P(L) =
100 20 20
(ii) P(F L) =
23
100
Low
Medium
High
Male
12
33
Female
23
21
Solution:
35
Find (i) P(L)
(ii) P(F L)
7
35 7
(i) P(L) =
100 20 20
(ii) P(F L) =
23
(iii) P(F L)
35
23
100
Total
100
(iii) P(F L)
Low
Medium
High
Male
12
33
Female
23
21
Solution:
Total
100
Find (i) P(L)
(ii) P(F L)
7
35 7
(i) P(L) =
100 20 20
(ii) P(F L) =
23
(iii) P(F L)
35
23
100
(iii) P(F L)
Notice that
1
7 23
23
P(L) P(F L)
20 35 5 100
= P(F L)
So, P(F L) = P(F|L) P(L)
F
8
F
8
F
12
F
12
F
12
15
F
12
15
F
12
15
10
F
12
Total: 20 + 25
15
10
F
12
Total: 20 + 25
15
10
F
12
15
10
P(R F) =
45
F
12
15
10
P(R F) =
45
F
12
15
10
P(R F) =
8
45
45
F
12
15
10
P(R F) =
P(R F) =
8
45
45
F
12
15
10
P(R F) =
P(R F) =
8
20
8
45
P(F) =
45
F
12
15
10
P(R F) =
P(R F) =
8
20
8
45
P(F) =
45
20
F
12
15
10
P(R F) =
P(R F) =
8
20
8
45
20
P(F) =
45
45
F
12
15
10
P(R F) =
8
45
20
P(R F) =
P(F) =
45
20
8 1 20
8
P(R F) P(F) =
45 45
1 20
So,
45
F
12
15
10
Probability Tree
Diagrams
The probability of a complex event can be found
using a probability tree diagram.
1. Draw the appropriate tree diagram.
2. Assign probabilities to each branch.
(Each section sums to 1.)
3. Multiply the probabilities along individual branches
to find the probability of the outcome at the end of
each branch.
4. Add the probabilities of the relevant outcomes,
depending on the event.
Solution:
P(T F)
2
5
Not foggy
9
9
/
If the visibility is good, the probability is 10 . P(T F )
10
3
3
P(F)
20
This is a much harder problem so we draw a tree diagram.
2
P(T F)
5
9
P(T F )
10
/
2
5
3
20
17
20
F
Fog
/
FNo
Fog
3
5
9
10
1
10
3
P(F)
20
On
T
time
3 2
20 5
Not
on3 3
/
T
time
20 5
On 17 9
T
time 20 10
Not
on17 1
/
T
time 20 10
2
P(T F)
5
9
P(T F )
10
/
2
5
3
20
17
20
3
P(F)
20
T
3 2
20 5
T/
3 3
20 5
17 9
20 10
17 1
20 10
F
3
5
9
10
F/
1
10
3
20
17
20
3 2
20 5
T/
3 3
20 5
17 9
20 10
T/
17 1
20 10
F
3
5
9
10
F/
1
10
3
20
17
20
F
3
5
9
10
F/
1
10
6
3 2
20 5 100
( foggy
and
3 3he
/
T
time )
arrives
on
20
17 9
20 10
T/
17 1
20 10
3
20
17
20
6
3 2
20 5 100
T/
3 3
20 5
F
3
5
9
10
F/
P ( T ) P ( F T) P ( F
1
10
T)
17 9 153
T
20 10 200
( not foggy
17 and
1 he
/
T
arrives
on time )
20 10
6
153 165 33 33
(b) Calculate the probability that there was fog given that
he arrives on time.
P(F T)
P (F | T)
We need P ( F T )
P (T )
Fog on M 6
3
20
Getting to work
2
5
P(F T)
P(F | T)
P (T )
3 2
6
P(F T)
20 5 100
33
From part (a), P ( T )
40
6
33
4
6 2 40 2
P ( F T)
P
(
F
T
)
55
100 40 100 5 33 11
5
8
High
T
temp
Lower
/
T
temp
1
2
3
4
1
4
Wins
W
3 1 3
8 2 16
W/
Loses
3 1 3
8 2 16
W
Wins
5 3 15
8 4 32
5 1
5
W
Loses
8 4 32
/
Sum
=1
1
2
3
8
5
8
T
1
2
3
4
T/
P ( W ) P (T W ) P (T
3 1 3
8 2 16
5 3 15
8 4 32
W/
5 1
5
8 4 32
1
4
(i)
3 1 3
8 2 16
W)
1
2
3
8
5
8
3
4
T/
1
4
(i)
P ( W ) P (T W ) P (T
3 1 3
8 2 16
5 3 15
8 4 32
W/
5 1
5
8 4 32
1
2
3 1 3
8 2 16
W)
3 15 6 15 21
16 32
32
32
1
2
3
8
5
8
T
1
2
3
4
T/
1
4
21
P (W)
32
(ii)
P (T W )
P (T | W )
P( W )
3 1 3
8 2 16
3 1 3
8 2 16
5 3 15
8 4 32
W/
5 1
5
8 4 32
1
2
3
8
5
8
T
1
2
3
4
T/
1
4
21
P (W)
32
(ii)
3 1 3
8 2 16
3 1 3
8 2 16
5 3 15
8 4 32
W/
5 1
5
8 4 32
P(T W ) P ( T W ) 3 21
P (T | W )
16 32
P( W )
1
2
3
8
5
8
T
1
2
3
4
T/
1
4
21
P (W)
32
(ii)
P (T W )
P(T
P (T | W )
P(W)
3 1 3
8 2 16
3 1 3
8 2 16
5 3 15
8 4 32
W/
5 1
5
8 4 32
3 21
3 32 2
W)
16 32 16 1 217 7
Independent Events
We can deduce an important result from the conditional
law of probability:
If B has no effect on A, then, P(A B) = P(A) and we say
the events are independent.
( The probability of A does not depend on B. )
So, P(A|B) P(A B)
P(B)
becomes
or
P(A) P(A B)
P(B)
Independent Events
Tests for independence
P(A B) P(A)
P(B A) P(B)
or
Expected Value
Suppose that the outcomes of an experiment are
real numbers called x1 , x2 , x3 ,..., xn
and suppose that these outcomes have probabilities
p1 , p2 , p3 ,..., pn respectively. Then the expected
value of x, E(x), of the experiment
is:
n
E ( x) xi pi
i 1
Expected Value
Example
At a raffle, 1500 tickets are sold at $2 each for
four prizes of $500, $250, $150, and $75. What
is the expected value of your gain if you play?
Gain
P(x)
1
1500
1
1500
1
1500
-$2
1496
1500
1
1
1
1
1496
E ( x) 498
248
148
73
2
1500
1500
1500
1500
1500
$1.35
Odds
When one speaks about the odds in favour of an
event, they are actually stating the number of
favourable outcomes of an event to the number
of unfavourable outcomes of the event, assuming
that the outcomes are equally likely.
The odds in favour of event E are:
n(E):n(E)
P(E):P(E)
The odds against event E are
n(E):n(E)
P(E):P(E)
If the odds in favour of E are a:b, then
a
P( E )
ab
Applicable Mathematics
Probability
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