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TOPIC 2 Rules of Probability EE2A

probability

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25 views39 pages

TOPIC 2 Rules of Probability EE2A

probability

Uploaded by

Jimmuel Ordillano
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

PRESENTED BY E/E MONICA P. ROMASANTA


PROBABILITY

Probability is used to quantify the likelihood, or chance, that an


outcome of a random experiment will occur.
“The chance of rain today is 30%” is a statement that quantifies
our feeling about the possibility of rain.
The likelihood of an outcome is quantified by assigning a number
from the interval [0, 1] to the outcome (or a percentage from 0 to
100%).
Higher numbers indicate that the outcome is more likely than
lower numbers.
A 0 indicates an outcome will not occur. A probability of 1 indicates
that an outcome will occur with certainty.
Probability of an Event
 Let P(A) denote the probability that event A occurs.
 Any probability is a number between 0 and 1. For any
event A,

0 ≤ P(A) ≤ 1
Ways to assign the probabilities

 If the sample space S consists of a finite (or countable


infinite) number of outcomes, assign a probability to each
outcome.
• The sum of all probabilities equals to 1.
• If there is k (finite) outcomes in the sample space S, all
equally likely, then each individual outcome has probability
1/k. The probability of event A is

P(A) =
EXAMPLE 1
A random experiment can result in one of the outcomes {a, b, c, d}
with probabilities 0.1, 0.3, 0.5, and 0.1, respectively. Let A denote
the event {a, b}, B the event {b, c, d}, and C the event {d}.
Determine the following:
a. P(A)
b. P(B)
c. P(C)
d. P(A')
e. P(B')
f. P(C')
g. P(A n B)
h. P (A U B)
i. P(A n C)
EXAMPLE 2
From a bin of 50 parts, 6 parts are selected randomly without
replace- ment. The bin contains 3 defective parts and 47
nondefective parts. What is the probability that exactly 2
defective parts are selected in the sample?
B. the probability that no defective parts are selected is
Now that the probability of an event has been defined, we can collect the
assumptions into a set of axioms of probability that must be satisfied in any
random experiment.
The axioms ensure that the probabilities assigned in an experiment can be
interpreted as relative frequencies and that the assignments are consistent with
our intuitive understanding of relationships between relative frequencies.

For example, if event A is contained in event B, we should have P(A) ≤ P(B).

The axioms do not determine probabilities; the probabilities are assigned based
on our knowledge of the system under study.

However, the axioms enable us to easily calculate the probabilities of some


events from knowledge of the probabilities of other events.
AXIOMS OF PROBABILITY

Probability is a number that is assigned to each


member of a collection of events from a random
experiment that satisfies the following properties:
UNION OF EVENTS AND
ADDITIVE RULES
PRESENTED BY E/E MONICA P. ROMASANTA
UNION OF EVENTS AND ADDITIVE RULES
Joint events are generated by applying basic set
operations to individual events.

Unions of events, such as A ∪ B; intersections of events,


such as A ∩ B; and complements of events, such as A′ —
are commonly of interest.

The probability of a joint event can often be


determined from the probabilities of the individual events
that it comprises. Basic set operations are also
sometimes helpful in determining the probability of a joint
event.
Formal addition rule (General addition rule) for unions of two events.
For any events A and B,
P(A∪B) = P(A) +P(B)−P(A∩B)
EXAMPLE 3
Table 2.1 lists the history of 940 wafers in a semiconductor
manufacturing process. Suppose that 1 wafer is selected at
random.
A What is the probability that the water is from the center of
the sputtering tool and contains high levels of contamination?
B. What is the probability that a wafer is from the center of the
sputtering tool or contains high levels of contamination (or
both).
The preceding example illustrates that the probability of A or B is
interpreted as P(A ∪ B) and that the following general addition rule
applies.

Recall that two events A and B are said to be mutually exclusive


if A ∩ B = Ø.
Then, P(A ∩ B) = 0,
and the general result for the probability of A ∪ B simplifies to the third axiom of
probability.
EXAMPLE 4
Let A and B be two events such that P(A∪B) = 0.6, P(A) = 0.5,
and P(B) = 0.3. Determine P(A∩ B).

NOTE. For 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).
CONDITIONAL
PROBABILITY
PRESENTED BY E/E MONICA P. ROMASANTA
This definition can be understood in a special case in which all outcomes of a random
experiment are equally likely. If there are N total outcomes,

Therefore, P(B | A) can be interpreted as the relative frequency of event B among the
trials that produce an outcome in event A.
EXAMPLE 5
The probability that an automobile being filled with
gasoline needs an oil change is 0.25; the probability that it
also needs a new oil filter is 0.40; and the probability that
both the oil and the filter need changing is 0.14.

(a)If the oil has to be changed, what is the probability that


a new oil filter is needed?
(b)(b) If a new oil filter is needed, what is the probability
that the oil has to be changed?
 Formal (general) multiplication/product rule
For two events A and B,

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

It is also true that P(A∩B) = P(B)P(A|B) by symmetry.


EXAMPLE 6
Suppose that 5 good bulbs and two defective bulbs
have been mixed up. To find the defective bulbs, we test
them one-by-one at random (without replacement). What
is the probability that both of the defective bulb are found
in the first two tests?
INDEPENDENCE
 Independent event
Two events are said to be independent if knowing one
occurs does not change the probability of the other
occurring. Otherwise, they are dependent.
That is,
A and B are independent

if and only if
P(B|A) = P(B)
Example 7
Six parts are selected randomly from a bin of 50 parts, but
assume that the selected part is replaced before the next one
is selected. The bin contains 3 defective parts and 47
nondefective parts.
a.) What is the probability that the second part is defective
given that the first part is defective?
b. ) What is the probability that both parts are defective?
 Intuitive multiplication/product rule (for independent
events)

Two events A and B are independent

if and only if

P(A∩B) = P(A)P(B)
EXAMPLE 2.34.
A card is chosen at random from a deck of 52 cards. It is then
replaced and a second card is chosen. What is the probability of
choosing a jack and then an eight? What about a club and then
an ace?
BAYES’ RULE
PRESENTED BY E/E MONICA P. ROMASANTA
Bayes theorem in probability

In Probability, Bayes theorem is a


mathematical formula, which is used to
determine the conditional probability of
the given event. Conditional probability is
defined as the likelihood that an event will
occur, based on the occurrence of a
previous outcome.
Bayes Theorem Statement
 Let E1, E2,…, En be a set of events associated with a
sample space S, where all the events E1, E2,…, En have
nonzero probability of occurrence and they form a
partition of S. Let A be any event associated with S, then
according to Bayes theorem,

 for any k = 1, 2, 3, …., n


Note:
The following terminologies are also used when the Bayes theorem is
applied:
Hypotheses: The events E1, E2,… En is called the hypotheses

Priori Probability: The probability P(Ei) is considered as the priori probability of


hypothesis Ei

Posteriori Probability:
The probability P(Ei|A) is considered as the posteriori probability of
hypothesis Ei
Bayes’ theorem is also called the formula for the probability of “causes”.
Since the Ei‘s are a partition of the sample space S, one and only one of the
events Ei occurs (i.e. one of the events Ei must occur and the only one can
occur).
Hence, the above formula gives us the probability of a particular Ei
(i.e. a “Cause”), given that the event A has occurred.
Bayes Theorem Formula

 If A and B are two events, then the formula for the Bayes
theorem is given by

 Where P(A|B) is the probability of condition when event


A is occurring while event B has already occurred.
EXAMPLE 2.36.
A bag I contains 4 white and 6 black balls while
another Bag II contains 4 white and 3 black balls. One ball
is drawn at random from one of the bags, and it is found to
be black. Find the probability that it was drawn from Bag I.
 Solution:
Let E1 be the event of choosing bag I,
E2 the event of choosing bag II, and
A be the event of drawing a black ball.
EXAMPLE 2.37
A bag I contains 4 white and 6 black balls while
another Bag II contains 4 white and 3 black balls. One ball
is drawn at random from one of the bags, and it is found to
be black. Find the probability that it was drawn from Bag I.
 Solution:
Let E1 be the event of choosing bag I,
E2 the event of choosing bag II, and
A be the event of drawing a black ball.
EXAMPLE 2.37.
 A man is known to speak the truth 2 out of 3 times. He
throws a die and reports that the number obtained is a
four. Find the probability that the number obtained is
actually a four.
 Solution:
Let A be the event that the man reports that number four is
obtained.
Let E1 be the event that four is obtained and E2 be its
complementary event.

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