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Lecture1 Probability

Guij

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Anika Gupta
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0% found this document useful (0 votes)
2 views

Lecture1 Probability

Guij

Uploaded by

Anika Gupta
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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𝑇𝑦𝑝𝑒𝑠 𝑜𝑓 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦

𝑆𝑢𝑏𝑗𝑒𝑐𝑡𝑖𝑣𝑒 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦

It reflects an individual’s personal judgement or belief. It is not based on any


mathematical calculation or data. It is simply based on a person’s experience and
opinion, so it may be biased and may lack accuracy.

𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:

a) A person predicting (without any weather forecast/ weather statistics or data)


whether it will rain today or not.

b) A person predicting whether he would win a lottery or not.

c) A person predicting whether India would win the T20 World Cup or not.

We need a more formal and logical way of calculating probability. Classical probability gives a
formal mathematical formula for calculating probability.

𝐶𝑙𝑎𝑠𝑠𝑖𝑐𝑎𝑙 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑟 𝐴 𝑃𝑟𝑖𝑜𝑟𝑖 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦


The idea of probability was conceptualised during a game of chance. This motivated the
classical definition of probability.

𝐷𝑒𝑓𝑖𝑛𝑖𝑡𝑖𝑜𝑛: If a random experiment results in a finite number, say n, of mutually


exclusive, exhaustive, equally likely outcomes, then probability of occurrence of an event
𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑡𝑜 𝐴
(or incident or happening) , say 𝐴 is given by 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑒𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡 and
it is usually written as 𝑃(𝐴).

Let us understand the important terminology used in this definition:

a) 𝑅𝑎𝑛𝑑𝑜𝑚 𝐸𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡: A random experiment is an unbiased experiment. No


outcome of the experiment is predetermined. For instance, if we toss an unbiased
coin, there are two random outcomes which are likely, a head or a tail. So, tossing an
unbiased coin is a random experiment. Similarly, if we throw an unbiased die, there
are six outcomes which are equally likely, 1or 2 or 3 or 4 or 5 or 6. Thus throwing an
unbiased die is a random experiment.

b) 𝑀𝑢𝑡𝑢𝑎𝑙𝑙𝑦 𝐸𝑥𝑐𝑙𝑢𝑠𝑖𝑣𝑒 𝑂𝑢𝑡𝑐𝑜𝑚𝑒𝑠: Two or more outcomes are mutually exclusive if


they have nothing in common. For instance, if we toss two coins, then the possible
outcomes are HH, HT, TH, TT, where H is used if coin turns head and T is used if coin
turns tail. All these occurrences are mutually exclusive. If coin turns head, it cannot

1
turn tail and vice versa. Similarly, if we throw a die, then all occurrences are mutually
exclusive. If the die turns 1, it cannot turn 2 or 3 or 4 or 5 or 6 and so on.

c) 𝐸𝑥ℎ𝑎𝑢𝑠𝑡𝑖𝑣𝑒 𝑂𝑢𝑡𝑐𝑜𝑚𝑒𝑠: Outcomes are exhaustive if they are comprehensive or


complete or all inclusive. For instance, if we throw three coins, then the outcomes
HHH, HHT, HTH, HTT, THH, THT, TTH, TTT are exhaustive. If we throw two dice, the
outcomes:

(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)


(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6) are exhaustive.

d) 𝐸𝑞𝑢𝑎𝑙𝑙𝑦 𝐿𝑖𝑘𝑒𝑙𝑦 𝑂𝑢𝑡𝑐𝑜𝑚𝑒𝑠: Outcomes which have an equal chance of occurrence. For
example, in the experiment of tossing an unbiased or fair coin, H and T are equally
likely. In the experiment of rolling a die, outcomes 1,2 ,3 ,4 ,5 ,6 are all equally likely
as the die is assumed to be fair.

Let us now discuss a few examples on 𝐶𝑙𝑎𝑠𝑠𝑖𝑐𝑎𝑙 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦.

𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
a) Consider the experiment of tossing a coin. The possible outcomes are H, T.
1
As both the outcomes are equally likely, the probability of getting a head is 𝑃(𝐻) = 2, the
1
probability of getting a tail is 𝑃(𝑇) = 2.

b) Consider the experiment of throwing a die. The possible outcomes are 1,2, …,6. As all six
1
outcomes are equally likely, the probability of getting any of the above numbers is 6.

c) In the experiment of tossing three coins, the possible outcomes are HHH, HHT, HTH, HTT,
THH, THT, TTH, TTT. As all outcomes are equally likely, the probability of getting at least
4
two heads is as the cases favourable to this event are HHH, HHT, HTH, THH.
8

d) In the experiment of throwing two dice, the possible outcomes are:

(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)


(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6).

2
6 1
The probability of getting the sum on the two faces as seven is 36 = 6 as the cases
favourable to this event are (1,6), (2,5), (3,4), (4,3), (5,2), (6,1).

However, classical probability has a few restrictions or limitations. It may not be very
accurate in a real-world setting. The key limitations of classical probability are the
following:
i) Total number of outcomes/ number of trials should be finite. If they are infinite
or unknown, then this theory may not give an accurate result. For example: How
to find the probability of choosing a natural number out of the set of integers.
ii) All outcomes should be equally likely. If we wish to find the probability of getting
a head for a biased coin, then classical probability does not work.

Empirical probability is an improvement upon the classical approach as it caters to the


above two limitations of classical probability.

𝐸𝑚𝑝𝑖𝑟𝑖𝑐𝑎𝑙 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦

It is also known as relative frequency or experimental probability. It is defined as the


trials favourable to an outcome
ratio total number of trials
for an actual experiment performed (not using
theoretical sample space).

𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:

a) Consider the experiment of tossing a coin 10 times. The following outcomes are
3
observed: H H T T T H T T T T. The probability of getting a head is .
10

b) Consider the experiment of throwing a die 10 times. The following outcomes are
observed: 1, 6, 6, 3, 4 , 4 , 6 , 2, 3, 4. The probability of getting a 5 is 0 and the
1
probability of getting a 2 is .
10

Though empirical probability is an improvement over classical probability, it suffers


from an important limitation. This probability fails to give accurate results if the
probability is close to zero or one. In this case, the number of trials must be very
large to arrive at a reasonable conclusion.

Axiomatic Approach to probability is an improvement upon all the above approaches


to probability. It is called the unifying theory of probability as the axioms stated in
this approach apply to both classical probability and empirical probability.

For defining probability through axiomatic approach, we need an understanding of


the following concepts:

3
i) 𝑆𝑖𝑔𝑚𝑎 𝐴𝑙𝑔𝑒𝑏𝑟𝑎: Let 𝑆 be the collection of all possible outcomes (called Sample
Space) of an experiment. Let ℬ ⊆ 𝑃(𝑆), the power set of 𝑆 .Which means that ℬ is a
collection of subsets of 𝑆. Then, ℬ is called a sigma algebra if it satisfies the following:
(a) Øϵℬ
(b) 𝐴ϵℬ⇒ 𝐴𝑐 𝜖ℬ (ℬ is closed under complementation)
(c) 𝐴1 , 𝐴2 , 𝐴3 , …ϵℬ⇒⋃∞
𝑖=1 𝐴𝑖 𝜖ℬ (ℬ is closed under countable union).

𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:
a) Consider a subset 𝐴 ∈ 𝑆, where 𝑆 is the Sample Space (or collection of all possible
outcomes) of some experiment performed. Let ℬ={Ø, 𝐴, 𝐴𝑐 , 𝑆}. Then ℬ is a sigma
algebra.

b) Let ℬ= 𝑃(𝑆), where 𝑆 is the Sample Space of some experiment performed. Then ℬ is
a sigma algebra.

ii) 𝑆𝑒𝑡 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛: A set function is a function whose domain is a family/collection of


subsets of a given set and codomain is the set of real numbers.

𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:

a) 𝐷𝑒𝑓𝑖𝑛𝑒 𝑓: ℬ→ ℝ as 𝑓([𝑎, 𝑏]) = 𝑏 − 𝑎 = 𝑙(𝑎, 𝑏), where ℬ is the collection of all


intervals of finite length. Function 𝑓 which is defined as the length of an interval
is a set function as it is defined on ℬ, a collection of sets (subsets of ℝ).

b) 𝐷𝑒𝑓𝑖𝑛𝑒 𝑔: ℳ → ℝ as 𝑔({𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑛 }) = 𝑛 =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑒𝑡 {𝑎1 , 𝑎2 , 𝑎3 , … , 𝑎𝑛 }, where ℳ is the collection of
all finite sets. Function 𝑔 which is defined as the cardinality of a set is a set
function as it defined on a collection of sets.

𝑆𝑜𝑙𝑣𝑒𝑑 𝐸𝑥𝑎𝑚𝑝𝑙𝑒𝑠:

1) Given two unbiased dice are tossed. Find the probability that the sum of faces is 2 or 3 or
4 or 5 or 6 or 7 or 8 or 9 or 10 or 11 or 12.

The Sample Space 𝑆 of this experiment is given by:

(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)


(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6)

4
Total number of possibilities: O(𝑆) = 36.
𝑂{(1,1)} 1
Probability of getting a sum of two= 36
=36.
𝑂{(1,2),(2,1)} 2 1
Probability of getting a sum of three= 36
= 36=18

𝑂{(1,3),(3,1),(2,2)} 3
Probability of getting a sum of four= =
36 36

𝑂{(1,4),(2,3),(3,2),(4,1)} 4
Probability of getting a sum of five= 36
=36
𝑂{(1,5),(5,1),(2,4),(4,2),(3,3)} 5
Probability of getting a sum of six= 36
=36
𝑂{(1,6),(6,1),(2,5),(5,2),(3,4),(4,3)} 6
Probability of getting a sum of seven= 36
=36

𝑂{(2,6),(6,2),(3,5),(5,3),(4,4)} 5
Probability of getting a sum of eight= 36
=36

𝑂{(6,3),(3,6),(5,4),(4,5)} 4
Probability of getting a sum of nine= 36
=36

𝑂{(6,4),(4,6),(5,5)} 3
Probability of getting a sum of ten= 36
=36

𝑂{(5,6),(6,5)} 2
Probability of getting a sum of eleven= 36
=36
𝑂{(6,6)} 1
Probability of getting a sum of twelve= 36 =36.

1 2 3 6 5 1
Therefore, the required probability=36 + 36 + 36 + ⋯ + 36+36 + ⋯ + 36= 1

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