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Lecture - Probability

Probability is a number between 0 and 1 that indicates the likelihood of an event occurring. It provides a guide but does not determine the exact outcome. Key concepts include the sample space (all possible outcomes), events (subsets of outcomes), and calculating probability as the number of favorable outcomes divided by the total number of outcomes. Probability rules allow calculating probabilities of combined events using addition for mutually exclusive events, subtraction to avoid double counting, and multiplication for dependent events. Conditional probability finds the probability of one event given another has occurred, reducing the sample space.

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0% found this document useful (0 votes)
36 views18 pages

Lecture - Probability

Probability is a number between 0 and 1 that indicates the likelihood of an event occurring. It provides a guide but does not determine the exact outcome. Key concepts include the sample space (all possible outcomes), events (subsets of outcomes), and calculating probability as the number of favorable outcomes divided by the total number of outcomes. Probability rules allow calculating probabilities of combined events using addition for mutually exclusive events, subtraction to avoid double counting, and multiplication for dependent events. Conditional probability finds the probability of one event given another has occurred, reducing the sample space.

Uploaded by

sakithma07
Copyright
© © 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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Probability

The probability of an event is a number from 0 to 1 which indicates the


chance/likelihood that a particular event will occur. Probability does not
tell us exactly what will happen, it is only a guide
A probability of 0 implies the event will not occur
A probability of 1 implies the event will occur
event will not occur event will occur
unlikely likely
0 0.5 1

Notation & terminology:


 Experiment/Trial – any process that can be repeated with well
defined outcomes
eg: spin a coin, roll a dice, a firms monthly sales, accidents per week

 Outcomes – the result(s) of an experiment/trial


eg: spin a coin – getting a heads roll a dice – getting a 1, 3 or 5

 Sample space, S – the set of all possible outcomes of an experiment


eg: spin a coin – sample space is S = {heads, tails}
roll a 6-sided dice – sample space is S = {1, 2, 3, 4, 5, 6}

 Event, E – any subset, or part of, the sample space S E⸦S


eg: spin a coin – the event E of getting a head is E = {head}
roll a dice – the event E of getting a 1 or 6 is E = {1, 6}

 The probability of an event E, denoted by P(E), is given by


( )
( )
…1
1
 Probability values always lie between 0 and 1; 0 ≤ P(E)  1

 Simple event – a single characteristic; event E = {2}

 Joint event – two or more characteristics; event E = {2 or a Jack}

eg: spin a coin, S = {heads, tails} , n(S) = 2


Find the probability of getting a heads. E = {heads} , n(E) = 1
( )
P(Head) =
( )

eg: Roll a dice, S = {1, 2, 3, 4, 5, 6} , n(S) = 6


Find the probability of getting a:
a. a five (5):
P(five) = P(5) =

b. an even number:
P(even number) = P(2, 4, 6) =

c. a number greater than 4:


P(greater than 4) = P( > 4) = P(5, 6) =

d. a number greater than or equal to 4:


P(greater than or equal to 4) = P( ≥ 4) = P(4, 5, 6) =

2
More notation – Venn diagrams

A B
Event A  P(A)

Complement of A =  P( )

A B = A or B  P(A B) = P(A or B)
Union, everything

A B = A and B  P(A B) = P(A and B)


Intersection, overlap

A B
B  P( B)

3
Addition rule; ‘OR’ formulae:

KEY WORDS: ‘OR’ , 1 trial = or , = and

A B A B

= + –

Set A B Set A Set B Set A B


P(A B) P(A) P(B) P(A B)

P(A B) = P(A) + P(B) – P(A B)

P(A or B) = P(A) + P(B) – P(A and B) …2

Note: If A & B are mutually exclusive (disjoint), they have no


common elements, no overlap, then
A B = , n(A B) = 0, P(A B) = 0

A B A B

= +

P(A B) = P(A) + P(B)

P(A or B) = P(A) + P(B) …3


4
eg: State whether these events are mutually exclusive (ME) or not:
(mutually exclusive = no overlap, events cannot occur at the same time)

a. roll a die: P(1 or 5)


mutually exclusive (ME)

b. pick a card: P(K♦ or 10♣)


mutually exclusive

c. pick a card: P(10 or ♥)


not mutually exclusive, there is an overlap (10♥)

d. pick a student P(Hong Kong or Zambia)


mutually exclusive

e. pick a student P(Hong Kong or male)


not mutually exclusive, there is an overlap (HK male)

f. pick a number P(odd or even)


mutually exclusive

g. pick a number P(even or prime)


not mutually exclusive, there is an overlap (2)

5
eg:
a. Pick one ball: S = {4-Orange, 2-Black, 3-Grey} 9 balls, n(S) = 9
What is the probability of picking an Orange or a Grey ball ?
P(O or G) = P(O) + P(G) – P(O and G) ME events, P(O and G) = 0

= + – = …2

b. Pick a card: S = { ♥… ♣… ♦… ♠… } 52 cards, n(S) = 52


Find the probability that a 6 (six) or a Diamond will occur:
P(6 or ♦) = P(6) + P(♦) – P(6 and ♦) not ME events

= + – = …2

c. Pick one card: S = { ♥… ♣… ♦… ♠… } 52 cards, n(S) = 52


Find the probability that a 9 of Hearts or a Jack will occur:
P(9♥ or J) = P(9♥) + P(J ) – P(9♥ and J) ME events, P(9♥ and J) = 0

= + – =

d. Roll a dice once only: S = {1, 2, 3, 4, 5, 6} 6 values, n(S) = 6


Find the probability that a 1 (one) or 3 (three) will occur:
P(1 or 3) = P(1) + P(3) – P(1 and 3) ME events, P(1 and 3) = 0

= + – =

e. Pick a student: S = {m-Z, f-Z, f-C, m-C, f-HK, m-HK, m-HK}


m = male, f = female, Z = Zambia, C = China, HK = Hong Kong 7 options, n(S) = 7
What is the probability that student is a male or is from Hong Kong:
P(m or HK) = P(m) + P(HK) – P(m and HK) not ME events
= + – =

6
Complementary rule

Complementary events: two events are complements of each other

The complement of event A includes all outcomes in the sample space S


that are not part of event A
eg: roll a dice, S = {1, 2, 3, 4, 5, 6}
if A = {1, 2} , then the complement of A is = {3, 4, 5, 6}

A
+ =

Set A Set Universal set U


P(A) P( ) P(U) = 1

P(A) + P( ) = 1 …4

7
eg: pick a ball: S = {14-B, 10-G, 20-Y, 15-R, 5-P, 9-V, 11-O}
What is the probability of NOT picking a black ball ? 84 balls, n(S) = 84

event A = NOT picking a black ball mutually exclusive and


event B = picking a black ball complementary events

P(A) + P(B) = 1 …4

P(A) = 1 – P(B)
= 1 –
= – =

eg: A group of 54 students are having a party. There are 23 female


students. The rest are male. If you select one student, what is the
probability that this student is male? 54 students, n(S) = 54

A = student is male mutually exclusive and


A’ = student is female complementary events

P(A) + P(A’) = 1 …4

P(A) = 1 – P(A’)
= 1 –
= – =

8
Conditional probability rule:

KEY WORDS:
‘GIVEN THAT’ , ‘CONDITIONAL’ , dependent events

P(A | B) means the probability that event A will occur given that event
B has occurred B then A

( ∩ ) ( ∩ )
P(A | B) = …5
( ) ( )

Conditional probability implies a smaller sample space


eg:
a. Roll a dice. What is the probability of getting a ‘2’.
S = {1, 2, 3, 4, 5, 6} , n(S) = 6
P(2) = …1

b. Roll a dice. What is the probability of getting a ‘2’ given that the
number was even.
( )
P(2 | even) = …5
( )

c. Pick a card. What is the probability of getting a ‘10’.


S = { ♥… ♣… ♦… ♠… } , n(S) = 52
P(10) = …1

d. Pick a card. What is the probability of getting a ‘10’ given that the
card was a Heart
( )
P(10 | Heart) = …5
( )

9
Multiplication rule; ‘AND’ formulae:

KEY WORDS: ‘AND’ , often 2 or more trials

Two events are DEPENDENT if the occurrence of one event does


influence the occurrence of the other event.
For example, selecting balls from a bag with no replacement

After rearranging the Conditional Probability rule …5 it follows that:

P(A B) = P(A)  P(B | A)


P(A and B) = P(A)  P(B | A) …6

Two events are INDEPENDENT if the occurrence of one event does


not influence the occurrence of the other event.
For example, selecting balls from a bag with replacement or if you
spin a coin twice, the outcome of the first spin does not influence the
outcome of the second spin

For events A & B to be independent we need P(B | A) = P(B)


The fact that A occurs does not
influence the probability of B

So …6 P(A and B) = P(A)  P(B | A) …6


becomes P(A and B) = P(A)  P(B) …7

So if events A & B are independent, then:


P(A and B) = P(A) • P(B) or
P(A | B) = P(A) or
P(B | A) = P(B)
10
eg: Select two (2) balls from a bag containing blue and red balls, with
replacement, S = {2-B, 4-R} , n(S) = 6 independent events, so P(A and B) = P(A)P(B)
a. What is the probability of getting a R and (then) a B (in that order)
P(R and B) = P(R) x P(B) …7

= x =

b. What is the probability of getting a R and a B in any order


P(R and B) + P(B and R) = P(R) x P(B) + P(B) x P(R)
= + =

c. What is the probability of getting a R and (then) a R (same colour)


P(R and R) = P(R) x P(R) …7

= x =

eg: Select two (2) balls from a bag containing blue and red balls, with
no replacement, S = {2-B, 4-R}, n(S) = 6 dependent events, so P(A and B) = P(A)P(B | A)
a. What is the probability of getting a R and (then) a B
P(R and B) = P(R) x P(B | R) …6

= x =

b. What is the probability of getting a R and a B in any order


P(R and B) + P(B and R) = P(R) x P(B|R) + P(B) x P(R|B)
= + =

c. What is the probability of getting a R and (then) a R (same colour)


P(R and R) = P(R) x P(R | R) …6

= x =

11
eg: Select two (2) cards from a standard pack, with replacement
S = {♥… ♣… ♦… ♠… } , n(S) = 52 independent events
What is the probability of selecting two Kings (a King and then a King)

P(K and K) = P(K)  P(K) …7

=  =

eg: Select two (2) cards from a standard pack, with no replacement
S = {♥… ♣… ♦… ♠… } , n(S) = 52 dependent events
What is the probability of selecting two Kings (a King and then a King)

P(K and K) = P(K)  P(K | K) …6

=  =

eg: spin a coin, roll a die and pick a card


spin a coin: S = {heads, tails} , n(S) = 2

roll a dice: S = {1, 2, 3, 4, 5, 6} , n(S) = 6

pick a card: S = {♥… ♣… ♦… ♠… } , n(S) = 52

What is the probability of getting a tails (T) and an even number and
a Jack of Hearts (J♥) ? independent events

P(T and even and J♥) = P(T) x P(even) x P(J♥) …7

= x x =

12
eg: pick 2 cards, with replacement independent events

What is the probability of getting a 6 (six) and then a four of spades


(4♠)?
P(6 and 4♠) = P(6) x P(4♠) …7

= x =

eg: pick 2 cards, with no replacement dependent events

What is the probability of getting a 6 (six) and then a four of spades


(4♠)?
P(6 and 4♠) = P(6) x P(4♠ | 6) …6

= x =

eg: a coin is tossed and a dice is rolled, find the probability of getting a:

a. ‘head’ on the coin and a ‘4’ on the dice independent events

P(H and 4) = P(H) x P(4) …7

= x =

b. ‘head’ on the coin or a ‘4’ on the dice independent events

P(H or 4) = P(H) + P(4) – P(H and 4) …2

= + –
= + – =

13
eg: Use the Venn diagram to prove that events A and B are independent

A B
0.2 0.3 0.3 P(A) = 0.2 + 0.3 = 0.5
P(B) = 0.3 + 0.3 = 0.6
0.2

Need to prove that P(A and B) = P(A) • P(B) …7


so LHS = P(A and B) = 0.3 overlap area
RHS = P(A) • P(B) = 0.5 • 0.6 = 0.3
so LHS = RHS
therefore A and B are independent events

14
General examples:
eg: A group of 50 students, 20 take English, 25 take Technology and 15
study both subjects. One student is selected, find the probability that this
student studies:

50
English Tech.

5 15 10

20

a. Technology
P(Tech) = …1

b. English
P(English) = …1

c. English and Technology


used short cut method – overlap area

P(English and Tech) = …6

d. Technology or English not ME events


…2
P(Tech or English) = P(Tech) + P(Eng) – P(Tech and Eng)
= + – =

15
e. not studying English
P(not English) = 1 – P(English) = 1 – = …4

P(not English) = =

f. Technology, given that the student is taking English

( )
P(Tech | English) = …5
( )

( )
P(Tech | English) = =
( )

g. English, given that the student is taking Technology

( )
P(English | Tech) = …5
( )

( )
P(English | Tech) = =
( )

16
eg:

Labour Liberal Other


High income 44 92 4 140
Low income 90 34 36 160
134 126 40 300

One voter is selected, find the probability that the person is:

a. a labour voter:
P(labour) = …1

b. a high income earner:


P(high income) = …1

c. a labour voter and high income earner:


used short cut method – overlap area in table

P(labour and high income) = …6

d. a liberal voter or low income earner: not ME events

P(Liberal or low income) = P(Lib) + P(li) – P(Lib and li) …2

= + – =

e. a labour or liberal voter: ME events, P(Lab and Lib) = 0

P(Labour or Liberal) = P(Lab) + P(Lib) – P(Lab and Lib) …2

= + – =

17
f. a labour voter, given that they are a high income earner:
( )
P(Labour | high income) = …5
( )

( )
P(Lab | high income) = =
( )

g. a high income earner, given that they are an Other voter:


( )
P(High income | Other voter) = …5
( )

( )
P(High income | Other voter) = =
( )

eg: Assume P(A) = 0.6, P(B) = 0.4 and P(A B) = 0.3, then
determine:
a. P(A B)
P(A B) = P(A or B) = P(A) + P(B) – P(A and B) …2
= 0.6 + 0.4 – 0.3
= 0.7
b. P(A | B)
( ) .
P(A | B) = = = …5
( ) .

18

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