0% found this document useful (0 votes)
149 views17 pages

Basic Probability Theory

This document discusses basic concepts of probability taught in a class. It covers counting sample points using tree diagrams, multiplication rules, permutations, and combinations. It also defines events as subsets of a sample space and describes properties of events including complements, intersections, mutually exclusive events, and unions. Students are advised to read the textbook, prepare for in-class problems and discussions, and that participation can positively impact grades.

Uploaded by

nofiaroza
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
0% found this document useful (0 votes)
149 views17 pages

Basic Probability Theory

This document discusses basic concepts of probability taught in a class. It covers counting sample points using tree diagrams, multiplication rules, permutations, and combinations. It also defines events as subsets of a sample space and describes properties of events including complements, intersections, mutually exclusive events, and unions. Students are advised to read the textbook, prepare for in-class problems and discussions, and that participation can positively impact grades.

Uploaded by

nofiaroza
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
You are on page 1/ 17

2/24/16

Week 02

Probability: Basic Concepts


Dr. Sunu Wibirama
Basic Probability and Statistics
Department of Electrical Engineering and Information Technology
Faculty of Engineering, Universitas Gadjah Mada

+
Some important things:
1. Please read chapter 2 from Walpole s
book (page 35-76) to build your basic
understanding of probability

2. We will have to make some notes and


hand-computation today. So be
prepared with a pencil and paper

3. Student that can solve the problem


offered in this class today gets
positive mark . It helps your final
grade in case you don t have
sufficient grade to get B !

4. One student can only answer once

1
2/24/16

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

+
Why PROBABILITY?
" Statistics measures observed data to describe
inner-information provided by the data

" We also interested in presentation and


interpretation of chance outcomes

" Hence, we often deal with experiment: a process


to generate a set of data

" Can we know exactly what will be obtained


through experiment? It s difficult to get exact
information of the result, but it s possible to
predict the result

" That s why we have to understand basic theory of


probability

2
2/24/16

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

+
4.0 Counting Sample Points
" Set of all possible outcomes of a statistical experiment is called
the sample space (S).

" Each outcome in sample space is called : element / member /


sample points

" Example 1: Coin


S = { H, T }
S : sample space when a coin is tossed once
H : Head
T : Tail

" Example 2: DICE


S1 = {1, 2, 3, 4, 5, 6}
S2 = {even, odd}

" S1 provides more information than S2 . Use sample space that


provides most information of outcomes.

3
2/24/16

+
4.0 Counting Sample Points

" Types of sample points:


" Finite: you can list all members
" Infinite: you should state in rule
Example: if the possible outcomes of an experiment are the set of
cities in the world with a population over 1 million
S = {x | x is a city with population over 1 million}

" Counting sample points:


" Tree Diagram
" Multiplication Rule
" Permutation
" Combination

+
Tree Diagram
" Example:

An experiment consists of flipping a


coin and then flipping it a second
time if head (H) occurs. If a tail (T)
occurs on the first flip, then a dice is
tossed once.

To list all possible sample points,


we construct tree diagram. We see
that the sample space is:

S = {HH, HT, T1, T2, T3, T4, T5, T6}

4
2/24/16

+
Multiplication Rule
" Should we list all sample points with tree diagram?
No, if we have very large sample points

" We can use multiplication rule:


If an operation can be performed in n1 ways, and if for each
of these, a second operation can be performed n2 ways, and
so forth, then the sequence of k operations can be performed
in (n1)(n2) (nk) ways.

" Example 1:
Compute a sample points if two dices are tossed together

" Example 2:
How many menus can be formed if you have 4 soup, 3
sandwiches, 5 desserts, and 4 drinks?

+
Multiplication Rule
" Example 3:
10 digits phone number in Yogyakarta
consists of 0274 for 1st, 2nd , 3rd, and 4th
numbers. The 5th should not be 0.
How many phone number can be formed in
Yogyakarta?

" Example 4:
Suppose in Yogyakarta, we have 8 digits car
plate number with AB as the 1st and 2nd
digits. 3rd 6th digits are number. 7th and 8th
digits are alphabet from A to Z. How many
car plate can be produced in Yogyakarta?

5
2/24/16

+
Permutation

" Frequently, we are interested in a sample space that contains


all possible orders or arrangements of a group of objects.

" We will use permutation to generate sample points

" A permutation is defined as an arrangement of all or part of a


set of objects

" General formula of permutations of n distinct objects taken r


at a time is

! n $ n!
n Pr = P # &=
" r % ( n r )!

+
Permutation

" Example 1:
How many arrangements can be formed from the characters
A, B, and C?

" Example 2:
How many arrangements can be created if we choose 2
characters from four characters A, B, C, and D ?

" Example 3:
Two coupons are taken from 200 coupons to be nominated as
1st and 2nd winner. In how many ways we can arrange 1st and
2nd winner?

6
2/24/16

+
Combination

" In several cases, the order of arrangement is not so


necessary to be considered.

" We can use combination to compute sample points

" The number of combinations of n distinct objects taken r at a


time is

! n $ n!
nCr = C # &=
" r % r!( n r )!
" Obviously, combination result is less than permutation s

nCr nPr

+
Combination

" Example 1:
A young boy asks his mother to get 5 Game-Boy cartridges
from his collection of 10 arcade and 5 sports games. How
many ways are there that his mother can get 3 arcade and 2
sports games?

" Example 2:
14 blue balls is saved inside a box. If we grab 3 balls out of
the box, find all possible ways to get those balls.

7
2/24/16

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

+
4.1 Events
" In any given experiment, we may be interested in occurrence
of certain events rather than in the outcome of a specific
element in the sample space.

" For instance, we are interested in the event A that the


outcome when a dice is tossed is divisible by 3. Then event A
is :
A = {3, 6} of the sample space S. We can call A is subset of S

" An event is a subset of sample space.

" An event may be a subset that include entire sample space of


S, or a no element at all.

" Event A is defined as null set ( ) if contains no element. For


example: A is the event of detecting microscopic organism
by the naked eye in biological experiment. Then A =

8
2/24/16

+
4.1 Events
" Field 1: complement
The complement of an event A with respect to S is the set of
all elements of S that are not in A. We denote the complement
of A by the symbol A ( A )

" Field 2: intersection


The intersection of two events A and B, denoted by the
symbol ( A B ) , is the event containing all elements that are
common to A and B. Sometime we can write directly as AB

" Field 3: mutual exclusive


Two events A and B are mutually exclusive or disjoint if A B =
that is if A and B have no elements in common

" Field 4: union


The union of the two events A and B, denoted by the symbol A B
is the event containing all the elements that belong to A or B
or both

Geometric representation of event : Venn Diagram

Mutual exclusive Non-mutual exclusive

9
2/24/16

+
4.1 Events
" Example 1: complement
Consider S = {A, B, C, D, E, F, G}. If event A = {A, C, E, G},
define A !

" Example 2: intersection


if M = {o, p , q, r, s, t} and N = {o, b, c, t}, define M N

" Example 4: union


If A = {a, b, c} and B = {b, c, d, e} , define A B

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

10
2/24/16

+
4.2 Probability of an Event
" The probability of an event A is the sum of the weights of all
sample points in A. Therefore:
0 P(A) 1, P() = 0, and P(S) = 1
" Example:
A coin is tossed twice. What is the probability that at least one
head occurs?

" Solution:
Compute the sample space:
S = {HH, HT, TH, TT}
Define A = {HH, HT, TH}
1 1 1 3
P(A) = + + =
4 4 4 4

+
4.2 Probability of an Event
" Example 1:
A mixture of candies contains 6 mints, 4 toffees, and 3
chocolates. If a person makes a random selection of these
candies, find the probability of getting:
(a) a mint (b) a toffee

" Example 2:
In a poker hand consisting of 5 cards, find the probability of
holding 2 aces and 3 jacks by taking five cards at the same
time.

" Example 3:
Suppose we have 6 balls in the box, consist 3 red balls, 2 blue
balls, 1 black balls. If we take randomly 2 balls from the box
at the same time, compute probability that both taken balls
are blue balls.

11
2/24/16

+
Sampai tanggal 18 /2

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

12
2/24/16

+
4.3 Conditional probability and independence
The probability of an event B, given that an event A has
occurred, is called the conditional probability of B given A
and denoted by the symbol P(B|A)

P(A B)
P(B | A) = , if P(A) > 0
P(A)

Two events A and B are independent if and only if

P(B | A) = P(B)
P(A | B) = P(A)
Otherwise A and B are dependent

+
4.3 Conditional probability and independence

Employed Unemployed Total


Male 460 40 500
Female 140 260 400
Total 600 300 900

Example 1:
Sample space S is the population of adults in small town who have completed
the requirements for a college degree. One of these individuals is to be selected
at random for a tour throughout the country to publicize the advantages of
establishing new industries in the town. We shall be concerned with the
following events:

M : a man is chosen E: the one chosen is employed

Find P(M | E)!

13
2/24/16

+
4.3 Conditional probability and independence

" Example 2:
Consider the experiment of tossing a fair dice and define the
following events:
A = {Observe an even number of dots}
B = {Observe a number of dots less or equal to 4}

If event A occurred before B, are event A and B


independent ?

+
Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

14
2/24/16

4.4 Rules for calculating probability

Addition rule

Multiplicative rule

Rules & formula


Total probability

Bayes s Formula

+
Addition rules
" If A and B are any two events, then

P(A B) = P(A) + P(B) P(A B)


" If A and B are mutually exclusive, then

P(A B) = P(A) + P(B)


" If A1, A2, A3, .., An are mutually exclusive, then

P(A1 A2 ..... An ) = P(A1 ) + P(A2 ) + .... + P(An )


" If A1, A2, A3, .., An is a partition of a sample space S, then

P(A1 A2 ..... An ) = P(A1 ) + P(A2 ) + .... + P(An ) = P(S) = 1


" For three events A, B, and C
P(A B C) = P(A) + P(B) + P(C) P(A B) P(A C) P(B C) + P(A + B + C)

15
2/24/16

+
Multiplicative rule

For any two events A and B from the same field


of events there holds the formula

P(A B) = P(A)P(B | A) = P(B)P(A | B)

If these events are independent then

P(A B) = P(A)P(B)

+
Total probability

If the event B may occur together with one and only one of
n mutually exclusive events
A1, A2, ..., An then:
n
P(B) = P(A j )P(B | A j )
j=1

= P(A1 )P(B | A1 ) + P(A2 )P(B | A2 ) + ...... + P(An )P(B | An )

Example 1:
There are 5 boxes of lamps:
3 boxes with the content A1 with 9 good lamps and 1 defective lamp.
2 boxes with the content A2 with 4 good lamps and 2 defective lamps.
At random, select one box and from this box, get one lamp. Find the
probability that the lamp is defective (event B)!

16
2/24/16

Bayes formula
" If the event B may occur together with one and only one
of n mutually exclusive events A1, A2, ..., An then:

P(Ak )P(B | Ak ) P(A )P(B | Ak )


P(Ak | B) = = n k
P(B)
P(A j )P(B | A j )
j=1

" Bayes Formula is sometimes called the formula of probabilities of


hypotheses or the aposteriori probability

Example 2:
There are 5 boxes of lamps: 3 boxes with the content A1 with 9 good lamps
and 1 defective lamp. 2 boxes with the content A2 with 4 good lamps and 2
defective lamps. At random, select one box and from this box, get one
lamp. It turns out to be a defective lamp (event B). What is the probability,
after the experiment has been performed, that the lamp was taken from a
box of content A1 ?

+ TUGAS (individu)

" Lihat ebook Walpole edisi ke 9, buka halaman 76 (nomer


halaman ada di kanan atas).

" Kerjakan latihan no:


" No. 2.95 (kasus kanker)
" No. 2.103 (kasus truth serum)
" No. 2.119 (kasus electronic components)

" Kerjakan dengan tulisan yang jelas pada kertas folio (F4),
bila diperlukan, tambahkan ilustrasi pada jawaban Anda.

" Kumpulkan minggu depan, sebelum kelas dimulai.

" Jangan lupa cantumkan NAMA dan NIM Anda.

17

You might also like