CH 2
CH 2
and Statistics
Slides 2 – Chapter 2
Ammar M. Sarhan,
[email protected]
Department of Mathematics and Statistics,
Dalhousie University
Fall Semester 2008
Chapter 2
Probability
simple compound
if it consists of exactly if it consists of more than
one outcome . one outcome
We say that an event A occurs if the outcome (the result) of the
experiment is an element of A.
• φ⊆S is an event (φ is called the impossible (null) event)
• S⊆S is an event (S is called the sure event)
Example
A∩ B A∪ B
S
A′
S S
A B A B
A∪B = A ∪ A’ ∩ B
P(A ∪ B) = P(A) + P(A’∩ B), but B = (A∩ B) ∪ (A’∩ B) then
P(B) = P(A∩ B) + P(A’∩ B) P(A’∩ B) = P(B) - P(A∩ B)
P(A ∪ B) = P(A) + P(B) - P(A∩ B).
Dr. Ammar Sarhan 12
Example: In a certain residential suburb, 60% of all households subscribe to
the metropolitan newspaper published in a nearby city, 80% subscribe to the
local paper, and 50% of the households subscribe to both papers.
If a household is selected at random, what is the probability that it subscribes to
(1) at least one of the two newspapers, (2) exactly one of the two newspapers ?
Solution:
Let A = {subscribes to the metropolitan newspaper} and
B = {subscribes to the local paper}. Then
P(A) = 0.6, P(B) = 0.8 and P(A ∩ B) = 0.5
(1) P(at least one of the two newspapers) = P(A ∪ B)
= P(A) + P(B) - P(A ∩ B) = 0.6 + 0.8 – 0.5 = 0.9
(2) P(exactly one) = P(A ∩ B’) + P(A’ ∩ B)
P(A) = P(A ∩ B’) + P(A ∩ B) P(A ∩ B’) = 0.6 – 0.5 = 0.1
P(B) = P(A’ ∩ B) + P(A ∩ B) P(A’ ∩ B) = 0.8 – 0.5 = 0.3
P(exactly one) = 0.1 + 0.3 = 0.4
A∩B
Dr. Ammar Sarhan 13
Probability of union of more than two events
For any three events A, B and C,
P(A ∪ B ∪ C) = P(A) + P(B) +P(C) - P(A∩ B) - P(A∩ C)
- P(B∩ C) + P(A∩ B ∩ C).
Factorial
For any positive integer m, m! is read “m factorial” and is defined
by m! = m× (m-1) ×(m-2) … ×(2) (1)
Also, 0! = 1.
n!
Pk,n =
(n-k)!
Example (2.21): There are 10 teaching assistants available for grading papers
in a Statistics course at a large university. The first exam consists of 4
questions, and the professor wishes to select a different assistant to grade each
question (only one assistant per question).
P(R1 B2 B3∪ B1 R2 B3 ∪ B1 B2 R3 ) =
= P(R1 B2 B3) + P( B1 R2 B3)+ P(B1 B2 R3 )
N (S ) = 8 × 7 × 6
N ( A) 3 × 2 ( 2 × 3) 2 × 3 3
P ( A) = = = =
N (S ) 8×7×6 8 × 7 28
Machine
2) P(D) = 3/18=1/6 A 2 6 8
B 1 9 10
3) P(A∩D) = 2/18
3 15 18
4) P(A | D) = 2/3=P(A∩D)/P(D)
Dr. Ammar Sarhan 26
Conditional Probability
Definition:
For any two events A and B with P(B) > 0, the conditional probability
of A given that B has occurred is defined by
or
= P ( B | A1 ) P( A1 ) + L + P( B | Ak ) P( Ak )
Proof:
∑ P( B | A ) P( A )
i =1
i i
We have P( B ∩ A j )
P( A j | B) = , j = 1,2, L , k (2)
P( B)
but
P( B ∩ A j ) = P( B | A j ) P( A j ) (3)
and k
P( B) = ∑ P( B | Ai ) P ( Ai ) (4)
i =1
Independent Events
Properties of independence
Note: In general
1 2 3
(1) Series
(2) Parallel