PROBABILITY CHAPTER 2

RANDOM EXPERIMENTS
▪ An experiment that can result in different outcomes, even though it is repeated in
the same manner every time, is called a random experiment.
▪ It refers to any activity or process in which there is uncertainty as to which of the
possible outcomes will be observed
Examples:
✓ tossing a coin ✓ rolling a die
✓ selecting a card from a deck of playing cards
✓ measuring current in a copper wire
✓ recording the annual Return of Investment
SAMPLE SPACE
▪ The set of all possible outcomes of a random experiment is
called the sample space of the experiment. The sample
space is denoted as S.

Experiment 1: Tossing a coin

 S={head, tail}
Experiment 2: Rolling a die
 S={1, 2, 3, 4, 5, 6}
Experiment 3: Rolling a pair of dice
 S={(1,1), (1,2), …, (6,6)}
SAMPLE SPACE
Experiment: Consider an experiment that selects a cell
phone camera and records the recycle time of a flash (the
time taken to ready the camera for another flash). The
possible values for this time depend on the resolution of
the timer and on the minimum and maximum recycle
times.
▪ Since time is positive it is convenient to define the sample
space as S1=ℝ+
▪ If it is known that all recycle times are between 1.5 and 5
seconds, the sample space can be S2={x|1.5<x<5 }
SAMPLE SPACE
▪ If the objective of the analysis is to consider only whether
the recycle time is low, medium, or high, the sample space
can be taken to be S3={low, medium, high}
▪ If the objective is only to evaluate whether or not a
particular camera conforms to a minimum recycle time
specification, the sample space can be simplified as
S4={yes, no}
TYPES OF SAMPLE SPACE
▪ A sample space is discrete if it consists of a finite or
countable infinite set of outcomes.
Examples: S3 and S4

▪ A sample space is continuous if it contains an interval

(either finite or infinite) of real numbers.
Examples: S1 and S2
TREE DIAGRAMS
▪ Outcomes in finite sample spaces can be displayed in a tree
diagram.
▪Experiment: Recording the
sexes of the children
of two-child families
EVENTS
▪ We may be interested in only part of the sample
space.
▪ For example, we may only be concerned with one girl
in a two-child family; that is, the outcomes BG and GB.
▪ These two outcomes constitute a subset of the sample
space and are called events.
EVENTS
▪ Each outcome in a sample space is an event; each
outcome is a simple event.
▪ Every sample point is a simple event.
▪ Events are denoted by uppercase letters
Example:
A = event of having one girl in a two-child family
= {BG,GB}
COMBINING EVENTS
▪ We can describe new events from combinations of
existing events via the use of basic set operations
such as unions, intersections, and complements to
form other events of interest.
▪ The union of two events is the event that consists of
all outcomes that are contained in either of the two
events. We denote the union as A∪B.
▪ The intersection of two events is the event that
consists of all outcomes that are contained in both of
the two events. We denote the intersection as A∩B.
COMBINING EVENTS
▪ The complement of an event in a sample space is the
set of outcomes in the sample space that are not in
the event. We denote the complement of the event A
as A′ or Ac
▪ Events with no intersection are said to be mutually
exclusive.
▪ Event operations can be displayed on a Venn
diagram.
COMBINING EVENTS
1. Union of events A and B is shaded

3. Complement of A is shaded

2. Intersection of events A and B

is shaded
COMBINING EVENTS
Example: Consider the random experiment of recording the sexes
of the children of two-child families
Let A = event that there is at least one girl in a two-child family
= {GB,BG,GG}
B = event that a two-child family has children of both sexes
= {GG,BB}
Then,
Ac = {BB}, A∪B = {GG,GB,BG,BB}, and A∩B = {GG}
COMBINING EVENTS
Example: Consider the camera recycle times where sample space
S= ℝ+ =the set of positive real numbers.
Let E1={x|10<x<12} and E2={x|11<x<15}
Then
E1∩E2={x|11<x<12}
E1∪E2={x|10<x<15}
E2c={x|x≤11 or x≥15}
COUNTING METHOD: MULTIPLICATION RULE
Assume an operation can be described as a sequence of k steps, and
▪ the number of ways of completing step 1 is n1, and
▪ the number of ways of completing step 2 is n2 for each way of
completing step 1, and
▪ the number of ways of completing step 3 is n3 for each way of
completing step 2,
and so forth.
The total number of ways of completing the operation is
n1×n2×n3×…×nk
COUNTING METHOD: MULTIPLICATION RULE
Example 1: How many pairs of a letter and a digit can be made from
the letters A, B, and C and the digits 1, 2, 3, and 4?
Answer:
Example 2: How many two-digit numbers of different digits can be
formed from the numbers 1, 2, 3, and 4?
Answer:
COUNTING METHOD: MULTIPLICATION RULE
Example 3: How many outcomes are possible in tossing a coin and
a die?
Answer:
Example 4: How many outcomes are possible in tossing a coin five
times?
Answer:
COUNTING METHOD: PERMUTATION RULE
▪ A permutation of the elements in a set is an ordered sequence of
the elements
▪ Consider a set of elements, such as S={a, b, c}. Then the number
of permutations using all letters are: abc, acb, bac, bca, cab, and
cba.
▪ The number of permutations of n different elements is n!
where:
n! n  n  1  n  2   n  3  ...  2  1
COUNTING METHOD: PERMUTATION RULE
▪ The number of permutations of subsets of r elements selected
from a set of n different elements is
Pn , r  n Pr 
n!
n  r !
Example 5: How many three-letter words, with or without meaning,
can be formed out of the letters of the world LOGARITHMS,
if repetition of letter is not allowed?
Answer:
COUNTING METHOD: PERMUTATION RULE
▪ The number of permutations of n=n1+n2+…+nr objects of
which n1 are of one type, n2 are of a second type, …, and nr
are of an rth type is given by
n!
n1!n 2 !...  n r !
Example 6: How many different ways can 10 flags be arranged
in a vertical line if 3 of the flags are red, 3 are blue, 2
are green, and 2 are white?
Answer:
COUNTING METHOD: PERMUTATION RULE
Example 7: How many arrangements can be made out of the
letters of the word ‘ENGINEERING’?
Answer:

Example 8: In how many ways can the letters of the word

‘LEADER’ be arranged?
Answer:
COUNTING METHOD: CIRCULAR PERMUTATION
▪ The number of permutations of n objects in a “circle” is
n  1 !

Example 9: How many ways can four differently colored poles

be arranged around the campus oval?
Answer:
COUNTING METHOD: COMBINATION RULE
▪ Another counting problem of interest is the number of subsets of 𝑟
elements that can be selected from a set of 𝑛 elements where
order is not important. These are called combinations
▪ The number of combinations, subsets of 𝑟 elements that can be
𝑛
selected from a set of 𝑛 elements, is denoted as or nCr and is
𝑟
computed as
n n!
  n Cr 
r  r! n  r !
COUNTING METHOD: COMBINATION RULE
Example 10: How many groups of 3 students can be formed from 20
students?
Answer:

Example 11: How many committees of 3 members can be formed

from 18 people?
Answer:
COUNTING METHOD: COMBINATION RULE
Example 12: Out of seven consonants and 4 vowels, how many
words of 3 consonants and 2 vowels can be formed?
Answer:
COUNTING METHOD: COMBINATION RULE
Example 13: A class contains 9 boys and 3 girls.
a) In how many ways can the teacher choose a committee of 4?
b) How many committees will contain at least two girls?
c) How many committees will contain exactly two boys?
d) How many committees will contain at most three girls?
Answers:
AXIOMS OF PROBABILITY
Probability is used to quantify the likelihood, or chance, that an outcome of
a random experiment will occur.
Probability is a number that is assigned to each member of a collection of
events from a random experiment that satisfies the following
properties/axioms:
a) P(S)=1
b) 0≤ P(E)≤1, for any event E
c) For any two events E1 and E2, with E1∩E2=∅, then
P(E1∪E2)=P(E1)+P(E2)
CLASSICAL PROBABILITY: Equally-likely
outcomes
▪ If we can assume that all the simple events in a sample
space have the same chance of occurrence, then we can
measure the probability of an event as a proportion
relative to the number of points in the sample space
▪ Equivalently, this is equal to the number of simple events
in E divided by the number of outcomes in S.
no. of simple events in E nE 
P E   
no. of simple events in S nS 
CLASSICAL PROBABILITY: Equally-likely
outcomes
Example 14: The probability of observing at least one head
when a coin is tossed twice is ¾.

Example 15: What is the probability of recoding a sum of at

least 10 when two dice is rolled?
PROBABILITY: Relative frequency
approach
The probability of an event can also be interpreted as the
relative frequency at which the event occurs when the
random experiment is repeated a large number of times

P E  
no. of times E is observed
no. of times the experiment is repeated

Example 16: If 54 heads are recorded when a coin is

tossed 100 times, then the probability of a head in the
next toss is estimated to be 0.54.
PROBABILITY: Additional examples
Example 17: A random experiment can result in one of the
outcomes {a, b, c, d} with probabilities 0.1, 0.3, 0.5,
and 0.1, respectively. Let A denote the event {a, b, c},
B the event {b, c, d}, and C the event {d}. Compute the
following:

a. P(A) d. P(B∪C)
b. P(B) e. P(A∩B)
c. P(C)
PROBABILITY: Additional examples
Example 18: A box of 50 parts contains 5 that are
defective. A sample of 10 parts is selected at
random, without replacement. What is the
probability that the sample
a) no defective part?
b) at least 3 defective parts?
c) at most 2 defective parts?
PROBABILITY: Additional examples
Example 19: A group of tourists is composed of 3 British, 4
Thais, and 2 Americans.
a. How many ways can a tourist guide select 4 persons
at random for a trip to Corregidor?
b. What is the probability that of the 4 persons, 2 are
British and 2 are Thais?
c. What is the chance that 1 British, 2, Thais, and 1
American can go with the trip to Corregidor?
PROBABILITY: Additional examples
Example 20: Samples of emissions from three suppliers are
classified for conformance to air-quality specifications. The
results from 100 samples are summarized as follows:
Conforms
Yes No
1 22 8
Supplier 2 25 5
3 30 10
Let A denote the event that a sample is from supplier 1, and let B
denote the event that a sample conforms to specifications. If a
sample is selected at random, determine the following
probabilities: a) P(A), b) P(B), c) P(A∪B), d) P(A∩B), e) P(A’)
ADDITION RULES OF PROBABILITY
▪ For any two events E1 and E2,
P(E1∪E2)=P(E1)+P(E2)-P(E1∩E2)

▪ If E1 and E2 are mutually exclusive events, then

P(E1∪E2)=P(E1)+P(E2)

▪ A collection of events E1, E2, E3, …, Ek, is said to be mutually

exclusive if for all pairs Ei∩Ej=∅.

▪ For a collection of mutually exclusive events,

P(E1∪E2∪…∪Ek)=P(E1)+P(E2)+…+P(Ek)
ADDITION RULES OF PROBABILITY
Example 21: A digit is selected from the set of digits from 1
through 9.
a) What is the probability that a prime or an odd digit is
selected?
b) What is the probability that a digit greater than 5 is
selected?
ADDITION RULES OF PROBABILITY
Example 22: In a group of 2500 persons, 1400 are female, 600
are vegetarian, and 400 are female and vegetarian. What
is the probability that a randomly selected person from
this group is a male or vegetarian?
Ans: 0.6
CONDITIONAL PROBABILITY
▪ There are times when we change the probability we assign to an
event once we have additional information concerning the
occurrence of other related events.
▪ For example, at any given day we may assign a 45% chance of
rain. However, if it rained hard the previous two days, do you risk
of leaving the dorm without an umbrella?
▪ Of course not!
▪ You tend to increase the chance of rain today to 99% (from 45%).
CONDITIONAL PROBABILITY
▪ The probability that event A will occur given a related event B has
occurred is called conditional probability. It is denoted by P(A|B)
and is computed as
P A  B 
P A | B   , P B   0
P B 
▪ We call event B the “conditioning” event
▪ Knowing the conditioning event, the sample space is no longer S
but B
▪ The conditioning event is equivalent to the “reduced” sample
space
CONDITIONAL PROBABILITY
Example 23: A digit is selected from the set of digits from 1
through 9.
a) What is the probability that a prime is selected if the
digit is odd?
b) If the digit selected is even, what is the probability
that it is composite?
CONDITIONAL PROBABILITY
Example 24: Suppose the probability that a randomly selected
student passes Stat21 is 0.6, the probability that he passes
Eng23 is 0.85, and the probability that he passes at least one
of the two subjects is 0.95.
a) If the student received a passing grade in Stat21, what is the
probability that he passes Eng23?
b) If the student received a failing grade in Stat21, what is the
probability that he passes Eng23?
CONDITIONAL PROBABILITY
Example 25: Suppose 100 employees of VSU were asked
whether they are in favor of or against imposing strictly
the “No Smoking Policy” in the campus. The table below
shows the distribution of the 100 employees based on
smoking behavior (smoker or nonsmoker) and opinion
(in favor or against).
Favor Against
No-Smoker 15 45
Smoker 4 36
If an employee is selected at random, what is the
probability that he is against the policy if he smokes?
MULTIPLICATION RULE OF PROBABILITY
Let any two events A and B be defined in the same sample space S.
Then
P(A  B)  P(B)  P(A|B)
or
P(A  B)  P(A)  P(B|A)
MULTIPLICATION RULE OF PROBABILITY
Example 26: Suppose two cards are drawn in succession (without
replacement) from a deck of playing cards. What is the
probability that both cards are diamond?
INDEPENDENT EVENTS
▪ Two events A and B are independent if the occurrence of one
does not affect the probability assigned to the occurrence of
the other.
▪ Two events are independent if the occurrence of one does not
alter the probability of the other
▪ Two events A and B are independent events if and only if any
one of the following conditions is true:
1. P A | B   P  A
2. P B | A  P B 
3. P A  B   P  A  PB 
INDEPENDENT EVENTS
Example 27: Consider tossing a fair die twice. Define
A=event of an even number on the first toss
B=event of observing more than 4 dots on the second toss
C=event of observing less than 6 dots on the first toss
Are the following pairs of events independent? Support your
answer.
a) A and B
b) A and C
c) B and C
INDEPENDENT EVENTS
Example 28: Suppose events A and B are independent with P(A)=0.3
and P(B)=0.6. Compute the following probabilities.
a) P(A∩B)
b) P(A∪B)
c) P(A∩Bc)
SOME IMPORTANT RESULTS
▪ If A and B are mutually exclusive events and both have
nonzero probabilities, then it is impossible for them to be
independent
▪ If A and B are independent and both have nonzero
probabilities, then it is impossible for them to be mutually
exclusive
▪ If A and B are independent, then so are
a) Ac and Bc
b) Ac and B
c) A and Bc
LAW OF TOTAL PROBABILITY
▪ Let the sample space be partitioned into two: A and A’. Suppose an
event B cuts across these two partitions.

▪ The probability of B occurring is given by

P( B )  P B  A  P B  A' 
 P B | AP  A  P B | A' P  A' 
LAW OF TOTAL PROBABILITY
Example 29: Suppose we have two hats: one has 4 red
balls and 6 green balls, the other has 6 red and 4
green. We toss a fair coin, if heads, pick a random
ball from the first hat, if tails from the second. What
is the probability of getting a red ball?
LAW OF TOTAL PROBABILITY
Example 30: A soccer team wins 60% of its games
when it scores the first goal, and 10% of its games
when the opposing team scores first. If the team
scores the first goal about 30% of the time, what
fraction of the games does it win?
LAW OF TOTAL PROBABILITY
Suppose the sample space S is partitioned into k mutually
exclusive and exhaustive events E1, E2, …, Ek (refer to the figure
below for k=4). Then
P( B )  PB  E1   PB  E2    P B  Ek 
 PB | E1 PE1   PB | E2 PE2    PB | Ek PEk 
k
  PB | Ei PEi 
i 1
LAW OF TOTAL PROBABILITY
Example 31: A factory production line is manufacturing
bolts using three machines, A, B and C. Of the total
output, machine A is responsible for 25%, machine
B for 35% and machine C for the rest. It is known
from previous experience with the machines that
5% of the output from machine A is defective, 4%
from machine B and 2% from machine C. A bolt is
chosen at random from the production line, what is
the probability that it is defective?
BAYES’ THEOREM
Let A1, A2, …, Ak be a collection of mutually exclusive and
exhaustive events with prior probabilities P(Ai), i=1, 2,…, k. Then for
any event B for which P(B)>0, the posterior probability of Ai given
that B has occurred is
P Ai  B 
P( Ai | B ) 
P B 
PB | Ai   P Ai 

PB | A1   P A1   PB | A2   P A2    PB | Ak   P Ak 
LAW OF TOTAL PROBABILITY
Example 32: A factory production line is manufacturing
bolts using three machines, A, B and C. Of the total
output, machine A is responsible for 25%, machine
B for 35% and machine C for the rest. It is known
from previous experience with the machines that
5% of the output from machine A is defective, 4%
from machine B and 2% from machine C. A bolt is
chosen at random from the production line and
found to be defective. From which machine it most
likely comes from?
BAYES’ THEOREM
Example 33: The probability of having an accident in a
factory that triggers an alarm is 0.1. The
probability of it sounding after the event of an
incident is 0.97 and the probability of it sounding
after no incident has occurred is 0.02. If the
alarm has been triggered, what is the probability
that there has been no accident?
Answer: 0.157
 ADDITIONAL EXAMPLES
1. The route used by a certain motorist in commuting to work
contains two intersections with traffic signals. The probability
that he must stop at the first signal is 0.4, the analogous
probability for the second signal is 0.75, and the probability
that he must stop at least one of the two signals is 0.6. What
is the probability that he must stop
a. At both signals?
b. At the first signal but not at the second one?
c. At exactly one signal?
Answers: a) 0.3 b) 0.1 c) 0.85
ADDITIONAL EXAMPLES
2. A math teacher gave her class two tests. 25% of the
class passed both tests and 42% of the class passed the
first test. What percent of those who passed the first
test also passed the second test?
Answer: 60%
 ADDITIONAL EXAMPLES
3. The probability that it is Friday and that a student is
absent is 0.03. What is the probability that a student is
absent given that today is Friday?
Answer: 0.15
ADDITIONAL EXAMPLES
4. There are three boxes, each containing a different
number of light bulbs. The first box has 10 bulbs, of
which four are dead, the second has six bulbs, of which
one is dead, and the third box has eight bulbs of which
three are dead. What is the probability of a dead bulb
being selected when a bulb is chosen at random from
one of the three boxes?
Answer: 113/360≈31.4%