Stat111 Lectures
Stat111 Lectures
Faculty of Science
Dept of Statistics
Stat 111–Introduction to PROBABILITY(1)
Course Lectures
1.1 Properties of probability
Random variable: the experiment for which the outcome cannot be predicted with
certainly before the performance.
Sample space :
Remember:
Probability : is a real-valued set function that assigns to each event in the
sample space , a number such that the following properties are satisfied:
1.
2.
3. are disjoint events , then
&
Example: Roll a die. the event is the odd number occur. Find .
Properties of probability:
.
.
.
.
.
Example: If , then
1.
2.
3.
4.
5.
6.
The meaning of some sentences in probability:
Exercises:
Question 1.1 -1: Of a group of patients having injuries, 28% visit both a physical
therapist and a chiropractor and 8% visit neither. Say that the probability of visiting
a physical therapist exceeds the probability of visiting a chiropractor by 16%. What
is the probability of a randomly selected person from this group visiting a physical
therapist?
Question1.1 – 3: Draw one card at random from a standard deck of cards. The sample
space S is the collection of the 52 cards. Assume that the probability set function assigns
1/52 to each of the 52 outcomes. Let A = {x :x is a jack, queen, or king},B = {x : x is a 9,
10, or jack and x is red},C = {x : x is a club},D ={x : x is a diamond, a heart, or a spade}.
Find (a) P(A)=
(b) P(A ∩B)=
(c) P(A B)=
(d) P(C D)=
(e) P(C ∩D)=
Question1.1 –4: A fair coin is tossed four times, and the sequence ofheads and tails is
observed.
(a) List each of the 16 sequences in the sample space S.
(b) Let events A, B, C, and D be given by A = {at least3 heads}, B = {at most 2 heads},
C = {heads on the third toss}, and D = {1 head and 3 tails}. If the probability set
function assigns 1/16 to each outcome in the sample space, Find
(i) P(A)=
(ii) P(A ∩B)=
(iii)P(B)=
(iv)P(A ∩C)=
(v)P(D)=
(vi) P(A C)=
(vii)P(B ∩D)=
Question1.1-7: Given that P(A B) = 0.76 and P(A B’) = 0.87, find P(A).
Find
(HW) 1.1 - 9 . Roll a fair six-sided die three times. Let A1 ={1 or 2 on the
first roll}, A2 = {3 or 4 on the second roll}, and A3 = {5 or 6 on the third
roll}. It is given that P(Ai) = 1/3, i = 1, 2, 3; P(Ai ∩ Aj) = (1/3)2, i j; and
P(A1 ∩ A2 ∩ A3) = (1/3)3.
(a) Use Theorem 1.1-6 to find P(A1 A2 A3)
(b) Show that P(A1 A2 A3) = 1 − (1 − 1/3)3
We know that
Now we can write
Let
1.2 Method of enumeration
We develop counting techniques that are useful in determining the number of
outcomes in the events.
Methods of Enumeration
Sample
Order Unorder
Example: Toss 3 coins & 2 dice. How many possible outcomes you find.
2. Sampling without replacement occurs when an object is not replaced after it has
been selected.
Sampling with replacement occurs when an objects is selected and then replaced
before the next object is selected.
3. Definition:
If objects are selected from a set of objects, and if the order of selection is
noted, then the selected set of objects is called Ordered Sample Size .
5. The number of possible ordered sample of size r taken from a set of n objects is
when sampling without replacement.
Example: the number of possible four-letter code word selecting from the 26
letters in the alphabet in which all four letters are different.
7. Detention:
Each of arrangements (in a row) of different objects is called a permutation of
the objects (order without replacement)
EXAMPLE : The number of ordered samples of 5 cards that can be drawn without
replacement from a standard deck of 52 playing cards is
10.Ordered Sample:
With replacement
Without replacement
EXAMPLE : How many 4-letter code words are possible using the letters H,O,P,E if
(a) the letters may be repeated (with replacement) 44
(b) the letters may not be repeated (without replacement) P(4,4)=4!
EXAMPLE : How many ways can we select President, a Vice, secretary1 and
secratery2 from 10 people. P(10,4)
Q1.2-1. A boy found a bicycle lock for which the combination was unknown. The
correct combination is a four-digit number, d1d2d3d4, where di, i = 1, 2, 3, 4, is
selected from 1, 2, 3, 4, 5, 6, 7, and 8. How many different lock combinations are
possible with such a lock?
, = 84=4096
With replacement and order
Q1.2-3. How many different license plates are possible if a state uses
(a) Two letters followed by a four-digit integer (leading zeros are permissible and
the letters and digits can be repeated)?
, 262
(b) Three letters followed by a three-digit integer? (In practice, it is possible that
certain “spellings” are ruled out.)
, 263
EXAMPLE : (1) Number of possible 5 cards drawn from a deck of 52 playing cards
Example: The number of possible 5-card hands that are all spades (called it event A)
B: the set of outcomes in which exactly three cards are kings & exactly 2 cards are
queen.
C: the set of outcomes in which exactly 2 kings, 2 queens & one jack.
EXAMPLE : A coin is flipped 10 times and the sequence of heads and tails is
observed. The number of possible 10-tuplets that result in four heads and six tails
is
EXAMPLE : how many different letter arrangements can be made from the letters
(a) PROPOSE (b) MISSISSIPPI (c) FLUKE
Example: In orchid show, seven orchids are to be placed along one side of the
green house. There are four lavender and three white orchids. Consider only the
color of the orchids. Find the number of arrangement.
If the colors of flower are white, lavender, yellow, mauve, crimson, orange and
pink. Find the number of arrangement.
Example: Find the number of arrangement for nine orchids in line where the
flower colors are 3 white, 4 lavender and 2 yellow.
The number of possible sample of size that can be selected out of objects when
the order is irrelevant & the sampling with replacement is
(a)(HW) How many sundaes are possible using one flavor of ice cream
and three different toppings?
=80
(b)(HW) How many sundaes are possible using one flavor of ice cream
and from zero to six toppings?
(c) How many different combinations of flavors of three scoops of ice cream are
possible if it is permissible to make all three scoops the same flavor?
Interesting to count the number of possible samples of size r=3 that
can be selected out of n=4 objects when the order is irrelevant
and when sampling with replacement.
1.2-7. In a state lottery, four digits are drawn at random one at a time with
replacement from 0 to 9. Suppose that you win if any permutation of your selected
integers is drawn. Give the probability of winning if you select
(a) 6, 7, 8, 9
(b) 6, 7, 8, 8
(c) (HW) 7, 7, 8, 8
(d) (HW) 7, 8, 8, 8
Methods of Enumeration
Sample
Order Unorder
(HW)1. 2 - 5 . How many four-letter code words are possible using the
letters in IOWA if
( a ) The letters may not be repeated?
( b ) The letters may be repeated?
1.3 Conditional Probability
Example: given 20 bulbs are similar in appearance & 8 will bloom early 12 will
bloom late 13 red & 7 yellow as listed combination
Early (E) Late (L) Total
Red (R) 5 8 13
Yellow (Y) 3 4 7
Total 8 12 20
a) Probability of bulb will be red
Definition:
The conditional probability of an event A, given that event B has occurred, is
defined by
Provided that .
Definition:
The probability that two events, A and B, both occur is given by the
multiplication rule,
,
Provided or by
Provided .
1) It is interesting to note that conditional probability satisfies the axioms for a
probability function, namely, with ,
(a) ;
(b) ;
(c) If A1 , A2 , A3 , … are mutually exclusive events, then
₁ ₂ ₁ ₂
2)
Ex: If , . Find
[6/7]
Ex: If , . Find
[1/2]
Example:
If , , and , then
;
Example:
Find:
1)
2)
3)
4)
5)
6)
7)
8)
9)
10) |A)
11)
Example:
A pair of fair four –sided dice is rolled and the sum is determined. Let A be the
event that a sum of 3 is rolled, and let B be the event that a sum of 3 or a sum of
5 is rolled. In a sequence of rolls, the probability that a sum of 3 is rolled before a
sum of 5 is rolled can be thought of as the conditional probability of a sum of 3
given that a sum of 3 or 5 has occurred; that is, the conditional probability of A
given B is
Example 1.3-5:If you have 25 balloons of which 10 are yellow, 8 are red and 7
are green. A player throws darts at the balloons to win a prize. Given that the first
balloon hit is yellow. What is the probability that the next balloon hit is also yellow?
Example: A bowl contains 7 blue chips & 3 red chips. Two chips are to be drawn
without replacement. Compute the probability that the first drawn result is a red
(say A) & the second is blue (say B)
Example:
From an ordinary deck of playing cards, cards are to be drawn successively at
random and without replacement. The probability that the third spade appears on
the sixth draw is computed as follows: Let A be the event of two spades in the first
five cards drawn, and let B be the event of a spade on the sixth draw. Thus, the
probability that we wish to compute is . It is reasonable to take
and
Example :
Four cards are to be dealt successively at random and without replacement from an
ordinary deck of playing cards. The probability of receiving, in order, a spade, a
heart, a diamond, and a club is
Example
A grade school boy has five blue and four white marbles in his left pocket and four
blue and five white marbles in his right pocket. If he transfers one marble at
random from his left to his right pocket, what is the probability of his then drawing
a blue marble from his right pocket? For notation, let BL, BR, and WL denote
drawing blue from left pocket, blue from right pocket, and white from left pocket,
respectively.
Then
Q1. 3 - 4 . Two cards are drawn successively and without replacement from an
ordinary deck of playing cards. Compute the probability of drawing
(a) Two hearts
(b)A heart on the first draw and a club on the second draw
(c) A heart on the first draw and an ace on the second draw
OR
Q1. 3 - 6 . A researcher finds that, of 982 men who died in 2002, 221 died from
some heart disease. Also, of the 982 men, 334 had at least one parent who had
some heart disease. Of the latter 334 men, 111 died from some heart disease. A
man is selected from the group of 982. Given that neither of his parents had some
heart disease, find the conditional probability that this man died of some heart
disease.
at least one parent who had some heart disease?
Yes No Total
Died 111 110 221
Not 223 538 761
Total 334 648 982
1.3-7(same as 1-3.5). An urn contains four colored balls: two orange and two
blue. Two balls are selected at random without replacement, and you are told that
at least one of them is orange. What is the probability that the other ball is also
orange?
1. 3 - 10. A single card is drawn at random from each of six well-shuffled decks of
playing cards. Let A be the event that all six cards drawn are different.
( a ) Find P(A)
( b ) Find the probability that at least two of the drawn cards match
HW) 1.3-2 . The following table classifies 1456 people by their gender and by whether or
not they favor a gun law.
Male (S1) Female (S2) Totals
Favor (A1) 392 649 1041
Oppose (A2) 241 174 415
Totals 633 823 1456
Compute the following probabilities if one of these 1456 persons is selected randomly:
(a) P(A1) (b) P(A1 | S1) (c) P(A1 | S2)
(d) Interpret your answers to parts (b) and (c): The proportion of women is greater than
the proportion of men (in favoring a gun law)
(HW)1. 3 - 5 . Suppose that the alleles for eye color for a certain male fruit fly are (R, W)
and the alleles for eye color for the mating female fruit fly are (R, W), where R and W
represent red and white, respectively. Their offspring receive one allele for eye color from
each parent.
(a) Define the sample space of the alleles for eye color for the offspring.
(b) Assume that each of the four possible outcomes has equal probability. If an offspring
ends up with either two white alleles or one red and one white allele for eye color, its eyes
will look white. Given that an offspring’s eyes look white, what is the conditional probability
that it has two white alleles for eye color?
Let ,
(HW) 1. 3 - 8. An urn contains 17 balls marked LOSE and 3 balls marked WIN. You and an
opponent take turns selecting a single ball at random from the urn without replacement.
The person who selects the third WIN ball wins the game. It does not matter who selected
the first two WIN balls.
( a ) If you draw first, find the probability that you win the game on your second draw.
Y:You, O: opponent
( b ) If you draw first, find the probability that your opponent wins the game on his second
draw.
(HW) 1. 3 - 16. Bowl A contains three red and two white chips, and bowl B contains four
red and three white chips. A chip is drawn at random from bowl A and transferred to bowl B.
Compute the probability of then drawing a red chip from bowl B.
1.4 Independent Events
Definition: for certain pairs of events, the occurrence of one of them not change
the probability of the occurrence of the other, they are said to be independent
events.
Example: Flip a fair coin twice & observe the sequence of heads & tails. Let
A: {head on the first flip}, B:{tail on the second flip}, C:{tail on both flips}
Example:
A red die and white die are rolled. Let, ;
, ,
1. Are A and B independent?
Yes, independent
If A and B are independent events, then the following pairs of events are also
independent
Definition:
Events A, B and C are mutually independent if and only if the following two
conditions hold:
(b)
Example:
An urn contains 4 balls numbered 1,2,3 and 4. One ball is to be drawn at random
from the urn.
Let , and
Then the second condition of mutually is not hold. So, A, B and c are not
mutually independent.
Example 1.4-6:
Find
…….. )
Example 1.4-7: The probability that a company’s workforce has at least one
accident during a certain month is (0.01)k, where k is the number of days in the
month. Assume that the number of accidents is independent from month to month.
Find the probability that the first accident is in April.
Example 1.4-8: Three inspectors look at a critical component of a product. The
probability of detecting them are 0.99, 0.98 & 0.96 respectively. If we assume
independence, then find:
a. the probability of at least one detecting the defect.
Example 1.4-9:
Q1.4-13 A box contains 2 red and 4 white balls. A random sample of size 5 is
drawn from the box with rep(indep). Find the prob 1) 2)
Ex: Let are indep events and Show that the events
( ) and ( ) are not indep.
Ex: A box contains 3 red and 6 black balls. Balls are to be drawn successively and
without replacem. Find the probability that the third Red ball appears on the
seventh draws
A={Red ball on the 7th drawn}; B={2 red balls in the first 6 draws}
OR
(HW)1. 4 - 3. Let A and B be independent events with P(A) = 1/4 and P(B) = 2/3.
Compute
(a) P(A∩B), (b) P(A∩B’), (c) P(A’ ∩ B’), (d) P[(A B)’], and (e) P(A’ ∩ B’).
(a) 1/6; (b) 1/12; (c) 1/4; (d) 1/4; (e) 1/2.
(HW)1. 4 - 5. If P(A) = 0.8, P(B) = 0.5, and P(A B) = 0.9, are A and B independent
events? Why or why not?
(HW)1.4-7. Each of three football players will attempt to kick a field goal from the 25-yard
line. Let Ai denote the event that the field goal is made by player i, i = 1, 2, 3. Assume that
A1, A2, A3 are mutually independent and that P(A1) = 0.5, P(A2) = 0.7, P(A3) = 0.6.
( a ) Compute the probability that exactly one player is successful.
( b ) Compute the probability that exactly two players make a field goal (i.e., one misses).
(HW) 1. 4 - 8. Die A has orange on one face and blue on five faces, Die B has orange on
two faces and blue on four faces, Die C has orange on three faces and blue on three faces.
All are fair dice. If the three dice are rolled, find the probability that exactly two of the
three dice come up orange.
Die A: 1 (Orange) 5 (blue) Die B: 2 (Orange) 4 (blue) Die C: 3 (Orange)
3 (blue)
(HW)1. 4 - 16 . An urn contains five balls, one marked WIN and four marked LOSE. You
and another player take turns selecting a ball at random from the urn, one at a time. The
first person to select the WIN ball is the winner. If you draw first, find the probability that
you will win if the sampling is done
(a) With replacement
(HW)1. 4 - 17. Each of the 12 students in a class is given a fair 12-sided die. In addition,
each student is numbered from 1 to 12.
(a) If the students roll their dice, what is the probability that there is at least one “match”
(e.g., student 4 rolls a 4)?
(b) If you are a member of this class, what is the probability that at least one of the other
11 students rolls the same number as you do?
1.5 Bayes’ theorem
Example 1.5-1:
Bowl B1 contains two red and four white chips, bowl B2 contains one red and two
white chips, and bowl B3 contains five red and four white chips. Say that the
probabilities for selecting the bowls are not the same but are given by
, where B1,B2, and B3 are the events that bowls
B1,B2, and B3 are respectively chosen. The experiment consists of selecting a
bowl with these probabilities and then drawing a chip at random from that bowl. Let
us compute the probability of event R, drawing a red chip – say, P(R). Find P(R)
…?
Suppose now that the outcome of the experiments is a red chip, but we do not
know from which bowl it was drawn. Accordingly, we compute the conditional
probability that the chip was drawn from bowl B1, namely, . From the
definition of conditional probability and the preceding result, we have
Similarly,
And
Example 1.5-2:
In a certain factory, machines I, II, and III are all producing springs of the same
length. Of their production, machines I, II, and III respectively produce 2%, 1%,
and 3% defective springs. Of the total production of springs in the factory, machine
I produces 35%, machine II produces 25%, and machine III produces 40%. If
one spring is selected at random from the total springs produced in a day.
1. Find P(D)
Q1.5-2. Bean seeds from supplier A have an 85% germination rate and those from
supplier B have a 75% germination rate. A seed-packaging company purchases
40% of its bean seeds from supplier A and 60% from supplier B and mixes these
seeds together.
a) Find the probability P(G) that a seed selected at random from the mixed seeds
will germinate
b) Given that a seed germinates, find the probability that the seed was purchased
from supplier A
Q1.5-3. A doctor is concerned about the relationship between blood pressure and
irregular heartbeats. Among her patients, she classifies blood pressures as high,
normal, or low and heartbeats as regular or irregular and finds that
(a) 16% have high blood pressure;
(b) 19% have low blood pressure;
(c) 17% have an irregular heartbeat;
(d) of those with an irregular heartbeat, 35% have high blood pressure; and
(e) of those with normal blood pressure, 11% have an irregular heartbeat.
What percentage of her patients have a regular heartbeat and low blood pressure?
blood pressures
High Normal Low Total
regular 0.1005 0.5785 0.151 0.83
0.35(0.17)= 0.11(0.65)=
irregular 0.039 0.17
0.0595 0.0715
Total 0.16 0.65 0.19 1
(HW) 1.5-1. Bowl B1 contains two white chips, bowl B2 contains two red chips, bowl B3
contains two white and two red chips, and bowl B4 contains three white chips and one red
chip. The probabilities of selecting bowl B1, B2, B3, or B4 are 1/2, 1/4, 1/8, and 1/8,
respectively. A bowl is selected using these probabilities and a chip is then drawn at
random. Find
( a ) P(W), the probability of drawing a white chip =21/32
( b ) P(B1|W), the conditional probability that bowl B1 had been selected, given that a
(HW)1. 5 - 14. Two processes of a company produce rolls of materials: The rolls of
Process I are 3% defective and the rolls of Process II are 1% defective. Process I produces
60% of the company’s output, Process II 40%. A roll is selected at random from the total
output. Given that this roll is defective, what is the conditional probability that it is from
Process I?