Scribd Logo
Upload

Welcome to Scribd!

  • 5 views

    Lecture 03

    Uploaded by

    Saad Abbasi

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Lecture 03

    Uploaded by

    Saad Abbasi
    5 views19 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    5 views19 pages

    Lecture 03

    Uploaded by

    Saad Abbasi

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 19

    STA-365 Mathematical Statistics

    Lecture 03
    Review of Lecture 08
    • Probability (Definition)
    n(A)
    • Probability of an Event P(A) =
    n(S)
    • Mutually exclusive and Non-Mutually exclusive Events
    • Addition Laws of Probability
    ✓For Mutually exclusive events
     
    P(A or B) = P(A) + P(B).
    ✓For Non-Mutually exclusive events
    P(A or B) = P(A) + P(B) − P(A & B).
    • Some applications
    Conditional Probability
    One very important concept in probability theory is conditional
    probability. The practitioner is interested in the probability structure
    under certain restrictions.
    • For instance, in epidemiology, rather than studying the chance that a person from
    the general population has diabetes, it might be of more interest to know this
    probability for a distinct group such as Asian women in the age range of 35 to 50
    or Hispanic men in the age range of 40 to 60.
    • The probability that the adult selected is divorced, given that the adult selected is
    a male.
    • Finding the probability of a faculty member with specific rank and belonging to
    an age group.
    This type of Probability is called the conditional probability
    Conditional Probability

    • The probability that event “B” occurs given that event “A” occurs is called a
    conditional probability. It is denoted P (B |A), which is read “the probability of B
    given A.” We call A the given event.

    P(A∩B)
    P B|A = , where P(A) > 0
    P(A)
    or
    P(A∩B)
    P A|B = , where P(B) > 0
    P(B)
    Conditional Probability (Example)
    Question: The probability that a regularly scheduled flight departs on time is P(D)=
    0.83;the probability that it arrives on time is P(A) = 0.82; and the probability that it
    departs and arrives on time is P(D ∩A) = 0.78. Find the probability that a plane

    (a) arrives on time, given that it departed on time, and

    (b) departed on time, given that it has arrived on time.

    (c) Didn’t arrive on time, given that it has departed on time.


    Conditional Probability (Example)
    Solution: Information given: P(D)= 0.83, P(A) = 0.82, P(D ∩A) = 0.78
    (a) The probability that arrives on time, given that it departed on time:
    P(A∩D) 0.78
    P(A|D) = , P(A|D) = = 0.94
    P(D) 0.83
    There are 94 % chances that plane arrives on time given that it departed on time.

    (b) The probability that a plane departed on time, given that it has arrived on time:
    P(A∩D) 0.78
    P(D|A) = , P(D|A) = = 0.95
    P(A) 0.82
    There are 95 % Chances that a plane departed on time, given that it has arrived on
    time.
    Conditional Probability (Example)
    Question: Suppose that our sample space S is the population of adults in a small
    town who have completed the requirements for a college degree. We shall
    categorize them according to gender and employment status. The data are given in
    Table:

    One of these individuals is to be selected at random. Find the probability the


    person selected is male given that the person is employed.
    Conditional Probability (Example)
    Solution: Let n(A) denote the number of elements in any set A. Using
    this notation, since each adult has an equal chance of being selected,
    we can write

    Hence, the probability the person selected is male given that the
    person is employed.
    Statistical Independence
    Although conditional probability allows for an alteration of the
    probability of an event in the light of additional material, it also enables
    us to understand better the very important concept of independence
    or, in the present context, independent events.
    Statistical Independence
    Although conditional probability allows for an alteration of the
    probability of an event in the light of additional material, it also enables
    us to understand better the very important concept of independence
    or, in the present context, independent events.

    P(M) = 500/900

    P(M|E) ≠ P(M), So M and E are not independent.


    Product Law of Probability (For Dependent Events)
    Multiplying the formula given in definition of conditional probability by
    P(A), we obtain the following important multiplicative rule (or product
    rule), which enables us to calculate

    P(A∩B) = P(A).P(B|A), provided P(A)>0

    This formula shows that A and B are dependent events and occurrence
    of one will affect the other.
    Product Law of Probability (Example)
    Question: Suppose that we have a fuse box containing 20 fuses, of which 5 are
    defective. If 2 fuses are selected at random and removed from the box in
    succession without replacing the first, what is the probability that both fuses are
    defective?
    Solution :We shall let A be the event that the first fuse is defective and B the event
    that the second fuse is defective; then we interpret A ∩ B as the event that A
    occurs and then B occurs after A has occurred. The probability of first removing a
    defective fuse is 1/4; then the probability of removing a second defective fuse from
    the remaining 4 is 4/19. Hence,
    1 4
    P(A∩B) =
    4 19
    Product Law of Probability (For Independent Events)
    Multiplying the formula given in definition of conditional probability by
    P(A), we obtain the following important multiplicative rule (or product
    rule), which enables us to calculate

    P(A∩B) = P(A).(P(B|A), provided P(A)>0


    P(A∩B) = P(A).P(B), provided P(B|A)=P(B)

    This formula shows that A and B are dependent events and occurrence
    of one will affect the other.
    Product Law of Probability (Example)
    Question: A small town has one fire engine and one ambulance available for
    emergencies. The probability that the fire engine is available when needed is 0.98,
    and the probability that the ambulance is available when called is 0.92. In the event
    of an injury resulting from a burning building, find the probability that both the
    ambulance and the fire engine will be available, assuming they operate
    independently.

    Solution: Let A and B represent the respective events that the fire engine and the
    ambulance are available. Then
    P(A ∩ B) = P(A)P(B) = (0.98)(0.92) = 0.9016.
    Question 2.90
    Pollution of the rivers in the United States has been a problem for many years.
    Consider the following events:
    A: the river is polluted,
    B: a sample of water tested detects pollution,
    C : fishing is permitted.
    Assume P(A) = 0.3, P(B|A) = 0.75, P(B|A’) = 0.20,
    P(C|A∩B) = 0.20, P(C|A’∩B) = 0.15, P(C|A∩B’) =0.80, and P(C|A’ ∩ B’) = 0.90.
    • (a) Find P(A ∩ B ∩ C).
    • (b) Find P(B’ ∩ C).
    • (c) Find P(C).
    • (d) Find the probability that the river is polluted, given that fishing is permitted
    and the sample tested did not detect pollution.
    Solution 2.90
    • (a). P(A ∩ B ∩ C) = P(A). P(B|A). P(C|A ∩ B)
    P(A) = 0.3, P(B|A) = 0.75, P(C|A∩B) = 0.20
    P(A ∩ B ∩ C) = (0.3) *(0.75 )*(0.20)

    • (b). P(B’ ∩ C) = P(A ∩ B’ ∩ C)+P(A’ ∩ B’ ∩ C)


    = P(A). P(B’|A). P(C|A ∩ B’)+P(A). P(B’|A). P(C|A’ ∩ B’)
    𝑃(𝐴∩B′ ) 𝑃(𝐴)−𝑃(𝐴∩B)
    P(B’|A)= =
    𝑃(𝐴) 𝑃(𝐴)
    Example:
    • An electrical system consists of four components as illustrated in Figure 2.9. The
    system works if components A and B work and either of the components C or D
    works. The reliability (probability of working) of each component is also shown in
    Figure 2.9. Find the probability that (a) the entire system works and (b) the
    component C does not work, given that the entire system works. Assume that the
    four components work independently.
    Solution
    • In this configuration of the system, A, B, and the subsystem C and D
    constitute a serial circuit system, whereas the subsystem C and D
    itself is a parallel circuit system. (a) Clearly the probability that the
    entire system works can be calculated as
    P[A ∩ B ∩ (C ∪ D)] = P(A)P(B)P(C ∪ D) = P(A)P(B)[1 − P(C’∩ D’)]
    = P(A)P(B)[1 − P(C’)P(D’)]
    = (0.9)(0.9)[1 − (1 − 0.8)(1 − 0.8)] = 0.7776.
    The equalities above hold because of the independence among the
    four components.
    Next Lecture

    Law of Total Probability


    &
    Bayes Theorem

    You might also like