Probability Theory for Data

Analytics
(CSPC-309)

Dr Amritpal Singh
NIT-Jalandhar
Why Learn Probability?
• Nothing in life is certain. In everything we do, we gauge the
chances of successful outcomes, from business to medicine to
the weather.

• A probability provides a quantitative description of the chances

or likelihoods associated with various outcomes

• It provides a bridge between descriptive and inferential statistics

Probability vs. Statistics

• Different subjects: both about random processes

• Probability
• Logically self-contained
• A few rules for computing probabilities
• One correct answer
• Statistics
• Messier and more of an art
• Get experimental data and try to draw probabilistic conclusions
• No single correct answer
Probabilistic vs Statistical Reasoning
• Suppose I know exactly the proportions of car makes in Punjab.
Then I can find the probability that the first car I see in the street
is a Ford. This is probabilistic reasoning as I know the
population and predict the sample

• Now suppose that I do not know the proportions of car makes in

Punjab, but would like to estimate them. I observe a random
sample of cars in the street and then I have an estimate of the
proportions of the population. This is statistical reasoning
Randomness
• The term randomness suggests unpredictability

• A simple example of randomness is the tossing of a coin. The

outcome is uncertain; it can either be an observed head (H) or
an observed tail (T). Because the outcome of the toss cannot be
predicted for sure, we say it displays randomness.
Uncertainty
• At some time or another, everyone will experience uncertainty.
For example, you are approaching the traffic signals and the
light changes from green to amber.

• You have to decide whether you can make it trough the

intersection or not. You may be uncertain as to what the correct
decision should be.
Probability
• The concept of probability is used to quantify this measure of
doubt.

• If you believe that you have a 0.99 probability of getting across

the intersection, you have made a clear statement about your
doubt.

• The probability statement provides a great deal of information,

much more than statements such as “Maybe I can make it
across” or “I should make it across
Real World Examples
• Toss of coin
• Throw of Dice
• Weather forecast
• Getting Job offer > 10 lac with CGPA <7
• Share market prediction
• Age of a person/device
• Getting ‘A’ Grade in Probability and Statistics
Q1

•What is the probability of getting exactly 1

heads in 3 tosses of a fair coin?
Q2

• An urn contains 5 red, 3 green, 2 blue, and 4 white balls. A

sample of size 8 is selected at random without
replacement. The probability that the sample contains 2
red, 2 green, 1 blue, and 3 white balls is?
Q3

• A person has purchased 10 of 1000 tickets sold in a certain

raffle. To determine, the five prize winners, 5 tickets are to
be drawn at random and without replacement. Compute the
probability that this person will win at least one prize.
Important Definitions
• Experiment – a repeatable process under certain conditions.
• Two Types:
• Deterministic: Certain outcome
• Eg.

• Random: Uncertain outcome

• Eg.
Important Definitions
• Random Experiment – a repeatable process that leading to an
uncertain outcome
• Basic Outcome – a possible outcome of a random experiment
• Sample Space – the collection of all possible outcomes of a random
experiment
• Event – any subset of basic outcomes from the sample space
• Impossible Events: Probability = 0
• Certain Events: Probability = 1

Define Sample Space and Events for problems given in Slide 8.

The Algebra of Events

• Since events are sets, namely, subsets of the sample space S,

we can
do the usual set operations :
• Union
• Intersection
• Complement
• Difference
Venn Diagram
Laws on sets
• Commutative
• Associative
• Distributive
• Complementary
• Involution
• Difference
• De-Morgan’s
• Idempotency
Probability and set operations on events
• Intersection of Events – If A and B are two events in a sample
space S, then the intersection, A ∩ B, is the set of all outcomes
in S that belong to both A and B
•Probability of simultaneous occurrence of A and B
S

A A∩B B
• Union of Events – If A and B are two events in a sample space
S, then the union, A U B, is the set of all outcomes in S that
belong to either
A or B.
Probability of occurrence of at least one from A and B
• The Complement of an event A, where S is the set of all basic
outcomes in the sample space that do not belong to A.
• Probability of not happening of event A

S
A
• Difference of Events – If A and B are two events in a sample
space S, then the union, A - B, is the set of all outcomes in S
that belong to A but not to B
Probability of happening of A but not B.
• A and B are Mutually Exclusive Events if they have no basic
outcomes in common
• i.e., the set A ∩ B is empty

A B
• Exhaustive Events: When atleast one of the events occur
compulsorily from the list of events, then it is also known as
exhaustive events.

• "Collectively exhaustive" means of any set of

outcomes A, B, C, D, … Z, at least one of the
outcomes must occur. For instance, if you roll a die, you will get
a result that is "1", "2", "3", "4", "5", or "6". You cannot get a "7"
• Equally Likely: Events which have the same chance of
occurring.
• Eg:
• Independent Events: "Independent" is an outcome the
probability of which does not affect the probability of another
outcome.
Q:
• Old New England rule: don’t eat clams (or any shellfish) in
months without an ’r’ in their name and in month having 31
days.
• S = all months
• L = the month has 31 days
• R = the month has an ‘r’ in its name
• S = {Jan, Feb, Mar, Apr, May, Jun, Jul, Aug, Sep, Oct, Nov,
Dec} L = {Jan, Mar, May, Jul, Aug, Oct, Dec}
• R = {Jan, Feb, Mar, Apr, Sep, Oct, Nov, Dec}
• L ∩ R = {Jan, Mar, Oct, Dec} = months with 31 days and an ‘r’
Addition Rule
• When two events, A and B, are mutually exclusive, the
probability that A or B will occur is the sum of the probability of
each event.
P(A or B) = P(A) + P(B)

• When two events, A and B, are non-mutually exclusive, the

probability that A or B will occur is:
P(A or B) = P(A) + P(B) - P(A and B)
Rule of Product
• If two events A and B are independent, then the probability of
both events is the product of the probabilities for each event:
P(A and B) = P(A)P(B).

• 3 shirts, 4 pants = 12 outfits

• Probability of getting a Head in toss of coin and even number
from the throw of dice.
Q:
• A band consists of singers and guitar players.
• 7 people sing
• 4 play guitar
• 2 do both
• How many people are in the band?
Q:

• Class has 50 students

• 20 male (M), 25 brown-eyed (B)
• For a randomly chosen student what is the range of possible
values for p = P(M ∪ B)?
A:
• The easy way to answer this is that A ∪ B has a minumum of
25 members (when all males are brown-eyed) and a maximum
of 45 members (when no males have brown-eyes). So, the
probability ranges from .5 to .9 Thinking about it in terms of the
inclusion-exclusion principle we have
• P(M ∪ B) = P(M) + P(B) − P(M ∩ B) = .9 − P(M ∩ B).
• So the maximum possible value of P(M ∪ B) happens if M and
B are disjoint, so P(M ∩ B) = 0. The minimum happens when M
⊂ B, so P(M ∩ B) = P(M) = . 4
Q:
• There are 5 Competitors in 100m final. How many ways can
gold, silver, and bronze be awarded?
• answer: 5 × 4 × 3. There are 5 ways to pick the winner. Once the
winner is chosen there are 4 ways to pick second place and then 3
ways to pick third place.
• How many 3 letter words are possible from all vowels, with
repetition/without repetition?
• With = 5*5*5
• Without= 5*4*3
Permutations

• Lining things up.

• How many ways can you do it?
• ‘abc’ and ‘cab’ are different permutations of {a, b, c}
Permutations of k from a set of n

• Give all permutations of 3 things out of {a, b, c, d}

• abc abd acb acd adb adc

• bac bad bca bcd bda bdc
• cab cad cba cbd cda cdb
• dab dac dba dbc dca dcb
Combinations

• Choosing subsets – order doesn’t matter.

• How many ways can you do it?
Combinations of k from a set of n

• Give all combinations of 3 things out of {a, b, c, d}

• Answer: {a,b,c}, {a,b,d}, {a,c,d}, {b,c,d}

Q:
• (a) Count the number of ways to get exactly 3 heads in 10 flips
of a coin.
• (b) For a fair coin, what is the probability of exactly 3 heads in
10 flips?

• answer: (a) We have to ’choose’ 3 out of 10 flips for heads:

• (b) There are 210 possible outcomes from 10 flips (this is the rule
of product). For a fair coin each outcome is equally probable so
the probability of exactly 3 heads is 10c3/2^10
Q:

Suppose a die is tossed three times independently and the

outcomes are recorded as numbers a, b, and c. What is the
probability that the roots of equation ax2+ bx + c = 0 are real.
Monty Hall Problem
• Suppose you're on a game show, and you're given the choice of
three doors: Behind one door is a car; behind the others, goats.
You pick a door, say No. 1, and the host, who knows what's
behind the doors, opens another door, say No. 3, which has a
goat. He then says to you, "Do you want to pick door No. 2?" Is
it to your advantage to switch your choice?
Monty Hall Problem
• https://www.youtube.com/watch?v=cXqDIFUB7YU
Practice Questions
Q:

• A five digit number is chosen at random. Find the probability

that there are exactly two zeros in that number.

(A) 0.0486
(B) 0.3146
(C) 0.8412
(D) 0.3543

https://brainly.in/question/8879220
Q:

• Two Indians are to be seated in a row along with eight other persons
(foreigners). Then find the probability that an Indian occupies the
second position but not the first position.

(A) 2/25

(B) 3/10

(C) 8/45

(D) 12/35
Q:
• A class has ten students. Assuming none have them have
birthday on 29th February, find the probability that atleast two of
them have the same birthday and all others have distinct
birthdays (accurate up to four decimal places).

(A) 0.8884
(B) 0.1116
(C) 0.2371
(D) 0.1548
Q:
• What is the Probability that at least two out of n people have the
same birthday? (Assume 365 days equally likely)
Q:

• Four cards are drawn at random from a well shuffled deck of

playing cards. Then the probability that there is at least one ace
among them is (accurate up to four decimal places)

(A) 0.8452
(B) 0.7187
(C) 0.2813
(D) 0.1548