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Introduction To Probability Theory

The document provides an introduction to probability theory, covering key concepts such as: - Sample space and events - The set of all possible outcomes of an experiment and any subsets of outcomes. - Probabilities defined on events - A number P(E) is assigned to each event E to satisfy certain conditions. - Conditional probabilities - The probability of one event occurring given that another event has occurred, written as P(E|F). - Independent events - Events where the probability of one is unaffected by the other occurring. - Bayes' theorem - An expression relating conditional and inverse conditional probabilities. Several examples are provided to illustrate concepts such as computing probabilities, unions and intersections of events, and applying Bayes

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Fahima Jahan Ayesha
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112 views

Introduction To Probability Theory

The document provides an introduction to probability theory, covering key concepts such as: - Sample space and events - The set of all possible outcomes of an experiment and any subsets of outcomes. - Probabilities defined on events - A number P(E) is assigned to each event E to satisfy certain conditions. - Conditional probabilities - The probability of one event occurring given that another event has occurred, written as P(E|F). - Independent events - Events where the probability of one is unaffected by the other occurring. - Bayes' theorem - An expression relating conditional and inverse conditional probabilities. Several examples are provided to illustrate concepts such as computing probabilities, unions and intersections of events, and applying Bayes

Uploaded by

Fahima Jahan Ayesha
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Probability

Theory
Prepared by: Badhan Das
Overview
● Sample space and events
● Probabilities defined of events
● Conditional probabilities
● Independent events
● Bayes’ formula
Sample Space and Events
Sample Space
The set of all possible outcomes of an experiment is known
as the sample space of the experiment and is denoted by S.
Examples of Sample Space
1. If the experiment consists of the flipping of a coin,
then, S = {H, T}; where H=head and T=tail.
2. If the experiment consists of rolling a die, then the
sample space is, S = {1, 2, 3, 4, 5, 6}.
3. If the experiment consists of flipping two coins, then
the sample space consists of the following four points:
S={(H,H), (H,T), (T,H), (T,T)}
4. If the experiment consists of rolling two dice, then what
will be the sample space??
Event
Any subset E of the sample space S is known as an event.
Example of Events
1. If E={H}, then E is the event that a head appears on the
flip of the coin. Similarly, if E={T}, then E will be the
event that a tail appears.
2. If E={1}, the E is then event that 1 appears on the roll
of the die. If E={2, 4, 6}, the E would be the event that
an even number appears on the roll.
3. If E={(H, H), (H, T)}, then E is the event that a head
appears on the first coin.
4. What it means if E={(1,6), (2,5), (3,4), (4,3), (5,2),
(6,1)}?
Union of Two Events
For any two events E and F of a sample space S we define the
new event E⋃F to consist of all outcomes that are either in E
or in F or in both E and F.

If E={1,3,5} and F={1,2,3}, Then E⋃F={1,2,3,5}


Intersection of Two Events
For any two events E and F, we may also define the new event
EF, sometimes written E⋂F, and referred to as the
intersection of E and F, as follows. EF consists of all
outcomes which are both in E and in F. That is, the event EF
will occur only if both E and F occur.

For example, if E={1,3,5} and F={1,2,3}, then EF={1,3}.


Mutually Exclusive Events
Consider two events E and F. If EF=Ø, then the events E and
F are said to be mutually exclusive.
Complement of An Event
For an event E we define the new event Ec, referred to as the
complement of E, to consist of all outcomes in the sample
space S that are not in E. That is, Ec will occur if and only
if E does not occur.

If E={1,3,5}, the Ec={2,4,6}.


Probabilities Defined on
Events
Conditions for the Events of a Sample Space
Consider an experiment whose sample space is S. For each
event E of the sample space S, we assume that a number P(E)
is defined and satisfies the following three conditions:

1. 0≤P(E)≤1
2. P(S)=1
3. For any sequence of events E1, E2,... that are mutually
exclusive, that is events for which EnEm=Ø, where n≠m,
then,
Example #1
In the coin tossing example, if we assume that a head is
equally likely to appear as a tail then we would have

P({H})=P({T})=0.5

On the other hand, if we had a biased coin and felt that a


head was twice as likely to appear as a tail, then we would
have
Example #2
In the die tossing example, if we supposed that all six
numbers were equally likely to appear, then we would have

The probability of getting an even number would be


Probability of Complement event
Probability of Union of Events
Consider two events E and F. We need to find P(E⋃F). To do
so, consider that P(E) is the probability of E event and
P(F) is the probability of F event. So, P(E)+P(F) indicates
the summation of the probabilities of both events. From the
help of set theory, we can write,
Probability of Union of Events [contd.]
For three events E, F and G,
Conditional
Probabilities
Definition
Consider throwing two dice. If we let E and F denote,
respectively, the event that the sum of the dice is six and
the event that the first die is four, then the probability
just obtained is called the conditional probability that E
occurs given that F has occurred and is denoted by P(E|F).
Example #3
Suppose card numbered one through ten are placed in a hat,
mixed up, and then one of the cards is drawn. If we are told
that the number on the drawn card is at least five, then
what is the conditional probability that it is ten?
Example #4
A family has two children. What is the conditional
probability that both are boys given that at least one of
them is a boy? Assume that the same space S is given by S =
{(b,b),(b,g),(g,b),(g,g)}, and all outcomes are equally
likely. ((b,g) means, for instance, that the older child is
a boy and the younger child is a girl.)
Example #5
Bev can either take a course in computers or in chemistry.
If Bev takes the computer course, then she will receive an A
grade with probability ½ ; if she takes the chemistry course
then she will receive an A grade with probability ⅓. Bev
decides to base her decision on the flip of a fair coin.
What is the probability that Bev will get an A in chemistry?
Example #6
Suppose an urn contains seven black balls and five white
balls. We draw two balls from the urn without replacement.
Assuming that each ball in the urn is equally likely to be
drawn, what is the probability that both drawn balls are
black?
Example #7
Suppose that each of three men at a party throws his hat
into the center of the room. The hats are first mixed up and
then each man randomly selects a hat. What is the
probability that none of the three men selects his own hat?
Independent Events
Definition
Two events E and F are said to be independent if

P(EF) = P(E)P(F)

Again, if E and F are independent then

P(E|F) = P(E);

Which also implies that P(F|E)=P(F).


Bayes’ Theorem
Definition
Let E and F be events. We may express E as

E = EF U EFc

Because in order for a point to be in E, it must either be


in both E and F, or it must be in E and not in F. Since EF
and EFc are mutually exclusive, we have that

P(E) = P(EF)+P(EFc)

= P(E|F)P(F) + P(E|Fc)P(Fc)

= P(E|F)P(F) + P(E|Fc)(1-P(F))
Theorem
Example #8
Consider two urns. The first contains two white and seven
black balls, and the second contains five white and six
black balls. We flip a fair coin and then draw a ball from
the first urn or the second urn depending on whether the
outcome was heads or tails. What is the conditional
probability that the outcome of the toss was heads given
that a white ball was selected?
Example #9
In answering a question on a multiple-choice test a student
either knows the answer or guesses. Let p be the probability
that she knows the answer and 1-p probability that she
guesses. Assume that a student who guesses at the answer
will be correct with probability 1/m, where m is the number
of multiple-choice alternatives. What is the conditional
probability that a student knew the answer to a question
given that she answered it correctly?
Example #10
A laboratory blood test is 95% effective in detecting a
certain disease when it is, in fact, present. However, the
test also yields a “false positive” result for 1% of the
healthy persons tested. (That is, if a healthy person is
tested, then, with probability 0.01, the test result will
imply he has the disease.) If 0.5% of the population
actually has the disease, what is the probability that a
person has the disease given that his test result is
positive?
Thank You

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