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Probability PDF

1. The document covers probability and counting rules, including defining sample spaces, events, and calculating probabilities. 2. It introduces the mn-rule for counting combinations and permutations, conditional probability, independence of events, and the additive and multiplicative laws of probability. 3. The last section defines partition of a sample space, Bayes' rule, random variables, and calculating probabilities of values of random variables.

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Antonov Vodka
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213 views

Probability PDF

1. The document covers probability and counting rules, including defining sample spaces, events, and calculating probabilities. 2. It introduces the mn-rule for counting combinations and permutations, conditional probability, independence of events, and the additive and multiplicative laws of probability. 3. The last section defines partition of a sample space, Bayes' rule, random variables, and calculating probabilities of values of random variables.

Uploaded by

Antonov Vodka
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture 2

Probability and Counting Rules


Sample-Point Method:
1. Define the experiment and describe a sample space, S.
2. List all the simple events.
3. Assign probabilities to the sample points in S.

4. Define the even A as a collection of sample points.


5. Calculate P(A) by summing the probabilities of sample points
in A.
Example: Toss a coin 3 times. Find P(of exactly 2 heads).
Solution:
How to count sample points?

Theorem (mn-rule): With m elements and n elements


, it is possible to form pairs containing
one element from each group.
Proof:

Example: Toss a coin 3 times.


Birthday Example: We record the birthdays for each of 20
randomly selected persons. Assuming there are 365 possible
distinct birthdays, find the number of points in the sample space S
for this experiment. What is P(each person has a different
birthday)?
Solution:
Definition: An ordered arrangement of distinct objects is called a
permutation.
Denote = number of ways of ordering n distinct objects taken r
at a time.

Theorem: ( )( ) ( )
( )

Proof:

Definition: The number of combinations of n objects taken r at a


time is the number of subsets, each of size r, that can be formed
from n objects.

Denote ( ) = number of combinations.

Theorem: ( ) ( )
Example: Two cards are drawn from a 52-card deck. What is P(ace
and face card)?
Solution:

Example (#2.64): Toss a die 6 times. Find the probability of


observing 1, 2, 3, 4, 5, and 6 in any order.
Solution:
Conditional Probability and Independence of Events

Definition: The conditional probability of an event A, given that


an event B has occurred is given by
( )
( | ) , P(B)>0
( )

Example: We toss a die once. Find a probability of a 1, given that


an odd number was obtained.
Solution:
Definition: Two events A and B are said to be independent if any
one of the following holds:

Example: Toss a die. Let A={observe an odd number},


B={observe an even number}, C={observe 1 or 2}.

Note: ‘Mutually exclusive’ ‘independent’.


Two Laws of Probability

Theorem (The Multiplicative Law):

Proof:
Theorem (The Additive Law):

Proof:
The Event Composition Method:
1. Define the experiment.
2. Describe the sample space.
3. Write the equation that expresses the event A as a composition
of two or more events.
4. Apply the additive and multiplicative laws of probability.

Example: A patient with a disease will respond to treatment with


probability of 0.9. If three patients are treated and respond
independently, find P(at least one will respond).
Solution:
The Law of Total Probability and Bayes’ Rule

Definition: For some , let the sets be such that


. Then the collection
of sets { } is said to be a partition of S.

Theorem: Assume that { } is a partition of S such that


( ) . Then for any event A,
( ) ∑ ( | ) ( ).
Proof:
Theorem (Bayes’ Rule): Assume { } is a partition of S
such that ( ) . Then
( | ) ( )
( | ) .
∑ ( | ) ( )

Proof:

Example: (#2.136) A personnel director has two lists of applicants


for jobs. List 1 contains the names of 5 women and 2 men, list 2
contains the names of 2 women and 6 men. A name is randomly
selected from list 1 and added to list 2. A name is then randomly
selected from the augmented list 2. Given that the name selected is
that of a man, what is the probability that a woman’s name was
originally selected from list 1?
Solution:
Random Variables
Definition: A random variable (r.v.) is a real-valued function for
which the domain is a sample space.
Example: We toss 2 coins. Let Y equal the number of heads.

Let y denote an observed value of Y. Then P(Y=y) is the sum of the


probabilities of the sample points that are assigned the value y.

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