Introduction to probabilities

A
Course Objectives
❑ The main objective of this course is to provide students with the
foundations of probabilistic and statistical analysis mostly used in
varied applications in engineering and science like disease modeling,
climate prediction and computer networks etc...
❑ To provide an understanding of the basic concepts in probability,
conditional probability and independent events..

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 B Lesson Plan

I. Elementary probability
II.Conditional probability
III.Discrete random variables
IV.Continuous random variables

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 Probability ?!

Probability theory yields mathematical tools to deal with uncertain events.

Probability means possibility. It is a branch of mathematics that deals with the
occurrence of a random event. The meaning of probability is basically the extent to
which something is likely to happen.
We can predict only the chance of an event to occur i.e., how likely they are going to
happen, using it. Probability can range from 0 to 1, where 0 means the event to be an
impossible one and 1 indicates a certain event.

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 Introduction

Definition: In this part we’ll learn how to count in some typical scenarios. Suppose an
experiment has n outcomes; and another experiment has m outcomes. Then the two
experiments jointly have n · m outcomes.

Rolling a die and flipping a coin can have a total of 6 · 2 = 12 different outcomes,
combined.

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 I. Combinatorial analysis
The basic principle of counting will be fundamental to all our work. It states that
if one experiment can result in any of m possible outcomes and if another
experiment can result in any of n possible outcomes, then there are mn possible
outcomes of the two experiments..

Fundamental Couting Rule: Suppose that two experiments are to be performed. Then if experiment 1 can result in any one of m
possible outcomes and if, for each outcome of experiment 1, there are n possible outcomes of experiment 2, then together there
are m.n possible outcomes of the two experiments.

Example: Each student of Hassan II university can choose a course and a language randomly. We consider the following thwo sets:

E1 Courses = {Data-Mining; Digital Marketing }

E2 Language= {Arab; French, English}
How many different choices are possible?
experiment 1 consists ofcourses and exepriment 2 consists a languages.
So a student has 2 choices for courses and 3 choices for language 2x3 = 6

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 The generalized basic principle of counting

Property: If r experiments that are to be performed are such that the first one may result in any of n1 possible outcomes; and
if, for each of these n1 possible outcomes, there are n2 possible outcomes of the second experiment; and if, for each of the
possible outcomes of the first two experiments, there are n3 possible outcomes of the third experiment; and if ..., then there is
a total of n1 · n2 ··· nr possible outcomes of the r experiments.

Example : A committee consists of 3 Engineers, 4 Doctors, 5 teachers, and 2 accountants. A subcommittee of 4, consisting of 1 person
from each class, is to be chosen. How many different subcommittees are possible?

We may regard the choice of a subcommittee as the combined outcome of the four separate experiments of choosing a single
representative from each of the classes.
It then follows from the generalized version of the basic principle that there are 3 * 4 * 5 * 2 = 120 possible subcommittees.

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 Exercises
How many different 7-place license plates are possible if the first 3 places
Exercise 1 :
are to be occupied by letters and the final 4 by numbers?
Solution. By the generalized version of the basic principle, the answer is 26 · 26 · 26 · 10 · 10 · 10 · 10 = 175,760,000.

How many license plates would be possible if repetition among letters or

Exercise 2:
numbers were prohibited?
In this case, there would be 26 · 25 · 24 · 10 · 9 · 8 · 7 = 78,624,000 possible license plates.

In a class, there are 27 boys and 14 girls. The teacher wants to select 1 boy
Exercise 3 :
and 1 girl to represent the class for a function. In how many ways can the teacher
make this selection?
Here the teacher is to perform two operations: (i) Selecting a boy from among the 27 boys and (ii) Selecting a girl
from among 14 girls.The first of these can be done in 27 ways and second can be performed in 14 ways. By the
fundamental principle of counting, the required number of ways is 27 × 14 = 378.

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 Permutations
Definition: Let H = {h1, h2, . . . , hn} be a set of n different objects. The permutations of H are
the different orders in which one can write all of the elements of H.
There are n! = 1 · 2 · 3 · · · n of them. We set 0! = 1.

Ex1 : How many different batting orders are possible for a baseball team consisting of 9 players?

Solution. There are 9! = 362,880 possible batting order

Ex2 : A class in probability theory consists of 6 men and 4 women. An examination is given, and
the students are ranked according to their performance. Assume that no two students obtain the
same score.

(a) How many different rankings are possible?

(b) If the men are ranked just among themselves and the women just among themselves, how many
different rankings are possible?

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Solution.
(a) Because each ranking corresponds to a particular ordered arrangement of the 10 people, the
answer to this part is 10! = 3,628,800.
(b) (b) Since there are 6! possible rankings of the men among themselves and 4! possible rankings
of the women among themselves, it follows from the basic principle that there are (6!)(4!) =
(720)(24) = 17,280 possible rankings in this case.

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 Permutation with repetitions
Definition,: Let H = {h1 . . . h1, h2 . . . h2, . . . , hr . . . hr } be a set of r different types of repeated
objects: n1 many of h1, n2 of h2, . . . nr of hr . The permutations with repetitions of H are the
different orders in which one can write all of the elements of H. There are

Examples:

❑ The number of anagrams of the word statistics =

❑ A chess tournament has 10 competitors, of which 4 are Russian, 3 are from the United States, 2 are from
Great Britain, and 1 is from Brazil. If the tournament result lists just the nationalities of the players in the
order in which they placed, how many outcomes are possible?

❑ How many different signals, each consisting of 9 flags hung in a line, can be made from a set of 4 white flags,
3 red flags, and 2 blue flags if all flags of the same color are identical?

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 k-permutations
Let H = {h1, h2, . . . , hn} be a set of n different objects. The k-permutations of H are the
different ways in which one can pick and write k of the elements of H in order.

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 Example
How many alignments of 4 cards we can form from 9 cards?

❑ Solution: we have 9 choices for the first place, 8 choices for the second place,
and 7 choices for the third place, than 6 pour for the fourth place. Se we have
9 ⋅ 8 ⋅ 7 ⋅ 6 = 3'024 possibles arrangement.

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 Exercises

❑ Exercise 2: During a sport competition involving 18 athletes, a Gold, Silver and

bronze medal is awarded. How many possible distributions are there?

❑ Exercise 3 : A group of friends creates a project called Education Help. The

group is composed of president , a secretary and treasurer. Hom many
possibilities are there? (Knowing that there are 20 people?

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 K-permutation with repetition

Let H = {h1 . . . , h2 . . . , . . . , hr . . . } be a set of r different types of repeated objects. The k-

permutations with repetitions of H are the different orders in which one can write an ordered
sequence of length k using the elements of H. There are rk such sequences.

Example : A facebook account password constructed from 6 numbers taken from the set {0, 1, 2,
..., 9}. As we take into account the order and the repetitions are authorized, then we are in front
of an arrangement with repetition of 6 elements among 10
.

Solution 106

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 k-combinations
Définition: Let H = {h1, h2, . . . , hn} be a set of n different objects. The k-combinations of H are
the different ways in which one can pick k of the elements of H without order. There are

Exammple: Four people {K; S; R; J} want to play doubles table tennis. How many different teams
can they form?

A combination is not characterized by the order of the objects. Team {K ; S} does not differ from
team {S ; K} When the order of selection is irrelevant

By convention we set:

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 Exercises
Exercise 1: 12 people meet and shake hands. How many handshakes are there?

Exercise 2 Assume we have an horse race with 12 horses. What is the possible number of
combinations of 3 horses when the order matters and when it does not?

Exercise 3 : With 10 deputies and 6 senators, we want to form a comission of 7 members including
5 deputies. What is the number of possibilities ?

Exercise 4: There are eight different ice-cream flavors in the ice-cream shop. In how many ways
can we choose five flavors out of these eight flavors

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 It’s Your turn

Ex1: A speed skating tournament has 4 competitors from South Korea, 3 from Canada, 3 from
China, 2 from the USA and 1 from France. If the tournament result lists just the nationalities of
the players in the order in which they placed, how many outcomes are possibles?

Ex2: : How many different letter arrangements can be formed from the letters EEPPPR?

Ex3: How many different groups of 3 could be selected from A,B,C,D and E?

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 Sample space
The collection of all possibles outcomes of an experiment.
We always consider an experiment. Ω will denote the set of all possible outcomes of this
experiment.

If the outcome of an experiment consists in the determination of the sex of a newborn child,
then Ω= {g, b}

where the outcome g means that the child is a girl and b that it is a boy

◮ ◮ An event will be a collection of possible outcomes. Therefore, and event E will be considered a
subset of Ω: E ⊆ Ω.
◮ It makes perfect sense to define the union E ∪ F and the intersection E ∩ F of two events, E
and F.

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Pr. Kamal ZEHRAOUI
 The union and the intersection

❑ Experiment: To roll a Die.

❑ Sample space: Ω = {………….}. |Ω| = 6.
❑ An event: E = {The outcome is an even number} = {???}. |E| = ?.
❑ Another event: F = {The number is less than 5}. = {}. |F| = ?.
❑ Notice: E ∩ F = {} =

❑ The operations of forming unions, intersections, and complements of events obey certain rules
similar to the rules of algebra. We list a few of these rules:
❑ Commutative laws E ∪ F = F ∪ E
❑ Associative laws (E ∪F) ∪ G = E ∪(F ∪ G)
❑ Distributive laws (E ∪F)G = EG ∪FG
❑ The union E ∪ F of events E and F always means E OR F. The intersection E ∩ F of events E and
F always means E AND F
❑ If E ∩ F = ∅, then we say that the events E and F are mutually exclusive events.

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 Complementary events

❑ The complement of an event E is Ec : = Ω − E. This is the event that E does not occur.

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 Axioms

❑ Probability = Number of favorable outcomes / Total number of outcomes

❑ P(Ω) = 1,
❑ P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
❑ P(A ∪ B) = P(A) + P(B) If A et B are disjointed (A ∩ B = ∅) , P(A ∪ B) = P(A) + P(B)
❑ P(Ω) = 1 = P(A ∪ Ac) = P(A) + P(Ac) P(A) = 1 − P(Ac).
❑ P(A) = P(A ∩ B) + P(A ∩ Bc)

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 Exercises

Exercise 1:

❑ Experiment: Flipping a coin twice.

Sample space: Ω = {ordered pairs of the two outcomes}. = {(????????)}. |Ω| =?.

An event: E = {the two coins come up different} = {(???????????)}. |E| = ?????.

Another event: F = {both flips come up heads}. = {()}. |F| = ???

.
Notice: E ∪ F = {???????}

❑ What is the probability of throwing one die and getting the number greater than 4 ?

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 Exercices

Exercise 2:

Draw a tree diagram to show results of Flipping a coin three times.

1. What is the probability of getting 2 Heads?

2. What is the probability of getting at least 2 Heads?
3. What is the probability of getting 2 at most Heads?

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 Exercices

Exercise 3:

Samir is taking two books along on his holiday vacation. With probability 50%, he will like the first
book (B1) ; with probability 40%, he will like the second book (B2) ; and with probability 30%, he
will like both books. What is the probability that he likes neither book?

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 Exercices

Exercise 4:

If two dice are rolled, what is the probability that the sum of the upturned faces will equal 7 ?

Exercise 5:

A committee of 5 is to be selected from a group of 6 men and 9 women. If the selection is made
randomly, what is the probability that the committee consists of 3 men and 2 women?

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 Exercices

Exercise 6:

If 3 balls are “randomly drawn” from a bowl containing 6 white and 5 black balls,
what is the probability that one of the balls is white and the other two black?
Exercise 7:

There are 4 parents, 3 students and 6 teachers in a room. If a person is selected at random, what
is the probability that it is a teacher or a student?

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 Exercices
Exercise 8:
Two dice are rolled, find the probability that the sum is
a) equal to 1
b) equal to 4
c) less than 13
Exercise 9:
Which of these numbers cannot be a probability?
a) -0.00001
b) 0.5
c) 1.001
d) 0
e) 1
f) 20%

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 Exercices

Exercise 10:

What is the probability of throwing one dice and get :

❑ Event A, to have an even number
❑ Event B The number is divisible by three
❑ Event C, the number less than six
❑ A intersection B
Exercise 11:
A die is rolled and a coin is tossed, find the probability that the die shows an odd number and the
coin shows a head

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 Conditional probability
In this section, we discuss one of the most fundamental concepts in probability theory. Here
is the question: as you obtain additional information, how should you update probabilities of
events?

Example: If we roll a fair die. Let A be the event that the outcome is an odd number,
i.e., A={1,3,5}. Also let B be the event that the outcome is less than or equal to 3,
i.e., B={1,2,3}.
What is the probability of A, P(A)? What is the probability of A given B, P(A|B)?
In If A and B are two events in a simple space Ω, then the conditional probability of A given
B, is defined as:

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 Conditional probability

Problem1: In the staff room 60% are women; one out of three women wears glasses and one
out of two men wears glasses: what is the probability that a random person wearing glasses
is a woman?

Problem 2: In case of fever 4 out of 6 patients take “Aspirin”, the others take “Doliprane”
with side effects:

With aspirin, 80% of patients are relieved.

With Doliprane, 95% of patients are relieved.
❑ What is the probability of people relieved
❑ What is the probability for a patient to have taken aspirin knowing (given) that he is
relieved?

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 Conditional probability

Problem 3 : Consider a family that has two children. We are interested in the children's
genders. Also assume that all four possible outcomes are equally likely:

a.What is the probability that both children are girls given that the first child is a girl?
b.We ask the father: "Do you have at least one daughter?" He responds "Yes!" Given this
extra information, what is the probability that both children are girls? In other words,
what is the probability that both children are girls given that we know at least one of
them is a girl?

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 Conditional probability

Problem 4 : I roll a fair die twice and obtain two numbers X1= result of the first roll
and X2= result of the second roll. Given that I know X1+X2=7, what is the probability
that X1=4=or X2=4?

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 Conditional probability
Problem :
Consider the situation of the promotion status of male and female police officers of a regional
police force in France.

♦ The police force consists of 1200 officers, 960 male and 240 female.

♦ Over the past two years, 324 officers on the police force received promotions.
♦ The specific breakdown of promotions for male and female officers is shown in Table .
♦ After reviewing the promotion record, a committee of female officers raised a discrimination
case on the basis that 288 male officers had received promotions but only 36 female officers
had received promotion.
♦ The police administration argued that the relatively low number of promotions for female
officers was due not to discrimination’ but to the fact that relatively few females are
memberships of the police force.
Let us show how conditional probability could be used to analyze the discrimination charge

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Pr. Kamal ZEHRAOUI
 Conditional probability
Summarize the available information with the following probability values: Draw the
joint probability table

P(M ∩ A)

P(M ∩ A)

P(F ∩ A)

P(F ∩ A)

P(M) , P(F), P(A), P(A)

The values in the margins of the joint probability table provide the probabilities of
each event separately
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Calculate the probability that an officer is promoted given that the officer is a man
(This is mean, that we are now concerned only with the promotion status of the 960 male
officers)

Find the probability that an officer is promoted given that the officer is a woman.

We know that once event B has occurred, the only way that we can also
observe event A is for the event A ∩ B to occur.
 Conditional probability
1. A coin is flipped twice. What is the conditional probability that both flips land on heads,
given that (a) the first flip lands on heads? (b) at least one flip lands on heads?

1. A family has 2 children. Given that one of the children is a boy, what is the probability
that the other child is also a boy?

1. Suppose 36% of families own a dog, 30% of families own a cat, and 22% of the families
that have a dog also have a cat. A family is chosen at random and found to have a cat.
What is the probability they also own a dog?

1. The probability that it is Friday and that a student is absent is 0.03. Since there are 5
school days in a week, the probability that it is Friday is 0.2. What is the probability that
a student is absent given that today is Friday.

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In 2020, 3% of the Moroccan population is infected with the Covid 19 virus.
If the person has the virus, then the test is positive with a probability of 92%.
If the person is not infected, then the test is positive with a probability of 5%.

❑ How likely is a person to have the virus if the test is positive?

❑ What is the probability for a person to be “not infected” if their test is positive?
❑ How likely is a person to have the virus if they test negative?
❑ What is the probability for a person to be “not infected” if their test is negative?

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 Independants Events

Independent Events are not affected by previous events

Example: You toss a coin and it comes up "Heads" three times ... what is
the chance that the next toss will also be a "Head"?
The chance is simply ½ (or 0.5) just like ANY toss of the coin.

P(A ∩ B) = P(A) × P(B)

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 Exemple

An urn contains 12 balls numbered from 1 to 12. One is drawn at random, and the events are
considered:

A “draw an even number”

B “drawing a multiples of 3”
Are events A and B independent?
Repeat the question with an urn containing 13 balls

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 Random Variable
A random variable is a function that associates a real number with each element of a simple
space.
• Discrete random variables have discrete outcomes, e.g., 00 and 11.
• A continuous random variable may take on a continuum of possible values.

Let X denote the random variable

And let x (lowercase) denote the value of the random variable.( a fraction between 0 and 1).
F(x): Cumulative distribution function

The expected value of a random variable is denoted by E[X]

The variance of a random variable is V(X) or σ2

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 Random Variable
Example 1: a coin is tossed twice in a row, X is the number of “Heads” obtained. Give the
probability distribution of X.
If we play according to the following rule: participation costs 10 Dh and each “Heads"
obtained brings in 8 Dh. The gain, i.e. the difference between what is earned and what is
spent, is then the random variable G = 8X − 10.
Give the probability distribution of G

Example 2: We toss a coin three times, and X is the RV wich is the number of heads.
Find F(x).

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 Bernoulli Distribution
Example: Toss of coin
Define X = 1 if head comes up
and X = 0 if tail comes up.

q = probability of failure = 1 - p.

E(X) = p ;
V(X) = p(1 − p).

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 Binomial Distribution
In probability theory and statistics, the binomial distribution is the discrete probability
distribution that gives only two possible results in an experiment, either Success or Failure.
There are two parameters n and p used here in a binomial distribution. The variable ‘n’ states
the number of times the experiment runs and the variable ‘p’ tells the probability of any one
outcome.

E(X) = np ;
V(X) = np(1 − p).
q = probability of failure = 1 - p.
The binomial distribution formula is for any random variable X given by:

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 Binomial Experiments A binomial experiment is characterized by the following
properties:

1. The experiment consists of a sequence of identical experiments called trials.

2. Each trail has exactly two possible outcomes. These outcomes are called
success and failure, and their respective probabilities are denoted by and
3. The probability of success (and of failure) does not change from one trial to
the next.
4. The trials are independent. That is, the outcome of one trail does not affect
the outcome of any other trial.

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 Exercise 1

A clothing store has determined that 30% of the people who enter the store will make
a purchase. Eight people enter the store during a one-hour period.

Find the probability that

(a) exactly four people will make a purchase,
(b) and (b) at least one person will make a purchase.

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 Exercise 2

In each of 5 races, Samir has a 70% chance of winning. Assuming that the races are
independent of each other, what is the probability that:
a. Samir will win 0 races, 1 race, 2 races?
b. Samir will win at least 1 race
c. Samir will win a majority of the races

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 Normal Distribution

The normal distribution is the most widely known and used of all distributions. Because
the normal distribution approximates many natural phenomena so well, it has developed
into a standard of reference for many probability problems.

Characteristics of the Normal distribution:

Symmetric, bell shaped
Two parameters, µ and σ. Note that the normal distribution is actually a family of
distributions, since µ and σ determine the shape of the distribution.

Why is the normal distribution useful?

• Many things actually are normally distributed, or very close to it. For example,
height and intelligence are approximately normally distributed;
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The standardized normal distribution:

As you might suspect from the formula for the normal density function, it would be
difficult and tedious to do the calculus every time we had a new set of parameters
for µ and σ. So instead, we usually work with the standardized normal distribution,
where µ = 0 and σ = 1, i.e. N(0,1). That is, rather than directly solve a problem
involving a normally distributed variable X with mean µ and standard deviation σ, an
indirect approach is used.

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ZEHRAOUI
Pr. Kamal ZEHRAOUI
 Exercise 1

Family income ~ N($25000, $10000). If the poverty level is $10,000, what

percentage of the population lives in poverty?

Let X = Family income. We want to find P(X ≤ $10,000)

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 Exercise 2

A new tax law is expected to benefit “middle income” families, those with incomes
between $20,000 and $30,000. If Family income ~ N($25000, $10000), what
percentage of the population will benefit from the law?

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 Exercise 3

The height of men in Morocco is modeled by a normal distribution N (172, 196) (unit: cm).
What proportion of Moroccan's men are less than 160 cm tall?
What proportion of Moroccan's men are more than two meters tall?
What proportion of Moroccan's men are between 165 and 185 centimeters tall?

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 Exercise 4

Most graduate schools of business require applicants for admission to take the Graduate Management Admission Council’s
GMAT examination. Scores on the GMAT are roughly normally distributed with a mean of 527 and a standard deviation of
112.
What is the probability of an individual scoring above 500 on the GMAT?
How high must an individual score on the GMAT in order to score in the highest 5%?

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 Exercise 5

The length of human pregnancies from conception to birth approximates a normal distribution with a mean of
266 days and a standard deviation of 16 days.

What proportion of all pregnancies will last between 240 and 270 days (roughly between 8 and 9 months)?
What length of time marks the shortest 70% of all pregnancies?
The Normal Approximation to the Binomial Distribution
An important result in probability theory known as the DeMoivre–Laplace limit theorem states that when n
is large, a binomial random variable with parameters n and p will have approximately the same distribution
as a normal random variable with the same mean and variance as the binomial

Example: Suppose a fair coin (40% to find a head) is tossed 100 times.
What is the probability there will be exactly 60 heads?
What is the probability there will be at least 2 heads?
What is the probability there will be more than 60 heads?

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