Prob. & Stat Lecture Note- Chapter 3
Prob. & Stat Lecture Note- Chapter 3
Prob. & Stat Lecture Note- Chapter 3
3.1 Introduction
It is common practice that we express what we are not hundred percent sure of using probable
words or sentences. By looking clouds in the sky, we say it may rain tomorrow. A student who
studies for examination is not sure that of the points that will appear on the examination, but he or
she tries to guess the most probable points and makes himself/herself ready for the examination.
In general, human life is a full of uncertainty. The concept of probability is related to the concept
of chance and uncertainty. Thus, we may conclude that the concept of probability is not new to
every one of us. What is new may be the scientific definition of probability and making use of it
in our daily activities. In general, probability can be defined as a measure of the likelihood that a
particular event will occur or it is a science of decision making with calculated risk in face of
uncertainty.
1
Non-deterministic/ Probability model: Non-deterministic models may return different results
each time even if the input values that they access remain the same. A probabilistic event is an
event for which the exact outcome is not predictable 100% of the time. Example: Tossing two
coins
2
3. Rolling a die Ω={1,2,3,4,5,6}
Intersection of Two Events: A∩B consists of all outcomes in both A and B. A∩B occurs if both A and
B occur. A∩B =AB={x ∈S: x∈Aand x∈B}
𝑨 ∪ 𝑩=𝐴̅∩𝐵̅
̅̅̅̅̅̅̅̅̅
𝑨 ∩ 𝑩= 𝐴̅ ∪ 𝐵̅
̅̅̅̅̅̅̅̅
In terms of the events, the first of these says that if, and it is not true that both A and B occur, either A does
not occur or B does not occur (or both), and conversely. Generally, similarly draw Venn diagrams suffices
to prove any things about these operations. First draw two events A and B.
Mutually Exclusive (Disjoint) Events: Two events A and B are mutually exclusive (or disjoint) if and only
if A∩B=∅; that is, A and B have no common elements (they do not occur together).
Independent Events: Two events are independent if the occurrence of one does not affect the probability
of the other occurring.
Dependent Events: Two events are dependent if the first event affects the outcome or occurrence of the
second event in a way the probability is changed.
Finite sample spaces: Consider a finite sample space Ω, with n finite elements Ω= {, A1,A2, A3, A4, A5, …,
An} where Ai are elementary events or There are a finite number of outcomes Ω={, A1,A2, A3, A4, A5, …,
An}
Equal likely outcomes: The outcomes of an experiment are equally likely if the occurrences of the
outcomes have the same chance. Examples 3.4: Modeling tomorrow’s weather. For example we might
take S={Hot, Medium, Cold}.
3
3.5 Counting Techniques
In probability and statistics, we sometimes need to count the number of ways that a phenomenon can occur.
a) Permutations: A permutation is an ordered arrangement of r distinct objects, from a set of n different
objects. The size of a permutation is the number of distinct objects in the arrangement. We must
construct a permutation by choosing the r objects from the n distinct objects without replacement size r
selected from n distinct objects. The following permutation rules:
i. The number of permutations of n distinct objects taken all together is n!
ii. The arrangement of n objects in a specified order using r objects at a time is called the permutation
computing the total number of permutations of size r selected from n distinct objects.
iii. The number of permutations of n objects in which k1 are alike k2 are alike ---- etc is
n!
P=
n r
k1!*k2 * ... * k n
Example 3.3: Three people, Aishah, Badrul and Daniel must be scheduled for job interviews. In how many
different orders can this be done?
Solution n =3 , So there are 3! = 6 possible orders for the interviews.
Example 3.4: how many 6 digit telephone numbers can be formed if each number starts with 35 and no digit
appears more than once?
Solution: The first two places can only be filled by 3 and 5 respectively and there is only 1 way for doing
this. Given that no digit appears more than once. Hence we have 8 digits remaining (0,1,2,4,6,7,8,9). So,
the next 4 places can be filled with the remaining 8 digits in 8P4 ways. Total number of ways
= 8P4 =8×7×6×5=1680
Example 3.5 there are 2 copies of each of 3 different books to be arranged on a shelf. In how many
distinguishable ways can this be done?
Solution n = 2 3 = 6 ( there are six books ) r1 = 2 r2 = 2 r3 = 2
4
n!
=
6!
=
( 6 )( 5 )( 4 )( 3 ) = 90 , Therefore, there are 90 ways to arrange
r1 ! r2 ! r3 ! 2! 2! 2! ( 2 )( 2 )
2 copies of each of 3 different books on a shelf.
b) Combination
A combination is an unordered group of r distinct objects, from a set of n different objects. The size of a
combination is the number of distinct objects in the unordered group. We use the notation n Cr to represent
the total number of different combinations of size r that can be selected from n distinct objects.
n!
Cr = , 0 r n , r and n whole numbers is the general formula for computing the number of
(n − r )!r !
n
combinations of size r selected from n distinct objects. Similar to permutations, combinations require that
we choose the r objects from the n distinct objects without replacement. The general formula for the number
of combinations may be derived using the permutation formula. The next example outlines the argument.
The general relationship for the number of permutations and combinations of size r that can be selected
from n distinct objects is
n Cr r ! = n Pr
Because if one finds all the unordered groups of size r which can be selected from n distinct objects, n C r ,
and then finds all the r! Permutations of the r objects in each unordered group, one gets all the permutations
of size r of the n objects.
By dividing both sides of the above equation by r! and then using the general permutation formula, we get
n!
n Pr (n − r )! n!
n Cr = = =
r! r! (n − r )! r !
Example 3.6:
1. From a class of 16 students, 4 will be chosen to do a job. How many different groups of students are
possible?
Solution: This is a combination problem because the 16 students are distinct and there is no order among
the students associated with doing the job. The number of different groups of students possibly doing the
job is
5
2. Among 15 clocks there are two defectives .In how many ways can an inspector chose three of the
clocks for inspection so that:
a. There is no restriction.
b. None of the defective clock is included.
c. Only one of the defective clocks is included.
d. Two of the defective clock is included.
Solutions:
a. If there is no restriction select three clocks from 15 clocks and this can be done in :
n n! 15!
n=15, r=3 , then = = = 455 ways
r (n − r )!*r! 12!*3!
b. None of the defective clocks is included.
This is equivalent to zero defective and three non-defective, which can be done in:
2 13
* = 286 ways .
0 3
c. Only one of the defective clocks is included.
This is equivalent to one defective and two non-defective, which can be done in:
2 13
* = 156 ways .
1 2
2 13
* = 13 ways .
2 3
c) Multiplication Rule: If a choice consists of k steps of which the first can be made in n1 ways, the
second can be made in n2 ways…, the kth can be made in nk ways, then the whole choice can be made
in
(n1 * n2 * ........* nk ) ways.
Example 3.7: The digits 0, 1, 2, 3, and 4 are to be used in 4 digit identification card. How many different
cards are possible if
i. Repetitions are permitted.
ii. Repetitions are not permitted.
6
Solutions:
i.
1st digit 2nd digit 3rd digit 4th digit
5 5 5 5
ii.
1st digit 2nd digit 3rd digit 4th digit
5 4 3 2
There are four steps 5 * 4 * 3* 2 = 120 different cards are possible
d) Addition Rule
Suppose that the 1st procedure designed by 1 can be performed in n1 ways. Assume that 2nd procedure
designed by 2 can be performed in n2 ways. Suppose furthermore that, it is not possible that both procedures1
and 2 are performed together then the number of ways in which we can perform 1or 2 procedure is n1+n2
ways, and also if we have another procedure that is designed by k with possible way of nk we can conclude
that there is n1+n2+…+nk possible ways.
Example 3.8 Suppose we are planning a trip and are deciding by bus and train transportation. If there are 3
bus routes and 2 train routes to go from A to B. find the available routes for the trip.
Probability is defined as the chance that an event will happen or the likelihood that an event will happen.
7
and a probability of 1assures certainty of such an occurrence. There are different conceptual approaches to
the study of probability theory. These are:
a. The classical approach
Definition: If a random experiment with N equally likely outcomes is conducted and out of these N A
outcomes are favorable to the event A, then the probability that event A occur denoted P(A) is defined
8
30 50
*
30 50 n( A) 0 10
Total way in which A occur = * = N A = n( A) P( A) = = = 0.00624
0 10 n( S ) 80
10
NA
P ( A) = lim
N → N
Example 3.10: If records show that 60 out of 100,000 bulbs produced are defective. What is the probability
of a newly produced bulb to be defective?
Solution: Let A be the event that the newly produced bulb is defective
NA 60
P( A) = lim = = 0.0006
N → N 100,000
Even though there are no mathematical calculations or proof behind this type of probability, it could be
illustrated the following way:
Probability, whether it's subjective or has been calculated mathematically, cannot tell us exactly that
something will or will not happen; it's just a guide, and it's always between 0 and 1. A '0' probability would
mean it is impossible that the event will happen, and a probability of '1' states with 100% certainty that the
event will occur; therefore, probabilities should not be exactly 0 or 1 but rather something in between. For
example: You think you have an 80% chance of your best friend calling today, because her car broke down
yesterday and she’ll probably need a ride.
9
D. Axiomatic Approach
Let E be a random experiment and S be a sample space associated with E. With each event A a real number
called the probability of A satisfies the following properties called axioms of probability or postulates of
probability.
Simple consequences of the axioms of probability:
1. P(A) ≤ 1;
2. P() = 0 , ø is the impossible event.
3. 0 P( A) 1
4. P(AC) = 1 - P(A);
5. If A and B are mutually exclusive then P(AB) = P(A)+ P(B).
6. IfAB then P(A) ≤ P(B).
7. P(S ) = 1, S is the sure event.
Remark: Venn-diagrams can be used to solve probability problems.
A∩B
AB
Derived Theorems of Probability
Theorem 1: Let A and B be events. Then
P(AC∩BC)= 1 − P(A∪B)
Conditional probability: If A and B are events with P(B)>0, then the conditional
probability of A given B is defined as
P( A B)
P( A | B) = .
P( B)
Example 3.11: A family has two children. It is known that at least one of the children is a girl. What is the
probability that both the children are girls?
Clearly
Clearly A1 and A1c form a partition of the sample space corresponding to picking two balls from the box.
Example 3.14: A bag contains 4 green balls and 3 red balls. If two balls are drawn from the bag, what is
the probability that both are green?
Events: A = 1st ball is green; B = 2nd ball is green
Are A and B independent or dependent events?
Dependent P(A and B) = P( A) * P( B A) = 4/7 * 3/6 = 12/42 or 0.2857
Using the Multiplication Rule for Dependent Events to compute Conditional Probability:
12
Theorem of Total Probability: IfB1, B2, … partition the sample space (meaning they are
mutually exclusive and exhaustive) then
P( A) = P( A | Bi ) P( Bi ) .
Example 3.15: Tomorrow I am running in a race. If it is hot then the probability I will beat my best time is
0.4; if it is cold then the probability I will beat my best time is 0.9. The probability it will be hot is 0.7 and
the probability it will be cold is 0.3. What is the probability I will beat my best time?
Solution: Let A be the event that I beat my best time and B be the event that it is hot (so BC is the event that
it is cold). The pair B, BC partitions the sample space (since one of them must occur but both can’t occur).
We can write down the probabilities P(A | B) = 0.4, P(A | BC) = 0.9, P(B) = 0.7 and P(BC) = 0.3. We apply
theorem of total probability to see that
P(A) = P(A | B) P(B) + P(A | BC) P(BC) = 0.40.7 + 0.90.3 = 0.55. This shows that I have a 55% chance of
beating my best time.
We will often want to “reverse” probabilities. In other words we might know P(A|B) and need to calculate
P(B|A). To answer this type of question we need Bayes’ theorem.
Bayes’ theorem:
(One version)
P( A | B) P( B)
P( B | A) = .
P( A | B) P( B) + P( A | B C ) P( B C )
(Another version): If B1, B2, … partition the sample space then
P( A | Bi ) P( Bi )
P( Bi | A) = .
j P( A | B j ) P( B j )
Example 3.16: In 2002 there will be three candidates for the position of the principal –Mr. x, Mr. y and
Mr.z whose chances of getting the appointment are in the ratio 4:2:3 respectively. The probability that Mr.
x if selected would introduce co-education in the college is 0.3. The corresponding probabilities for Mr. y
and Mr.z are 0.5 and 0.8.
(1) What is the probability that there will be co-education in 2003?
(2) If there is co-education in 2003, what is the probability that Mr. z is the principal?
➢ Let us define the events
A: introduction of co-education, E1: Mr. x is selected as principal
13
E2: Mr. y is selected as principal, E3: Mr. z is selected as principal.
(1) The required probability that there will be coeducation in the college in 2003 is
P(A)=P[(A∩E1)∪ (A ∩ 𝐸2 ) ∪ (A ∩ E3 )]= P(A∩E1)+P(A∩E2)+P(A∩E3)
4 3 2 5 3 8 23
=P(E1)P(A/E1)+P(E2)P(A/E2)+P(E3)P(A/E3)=9 . 10 + 9 . 10 + 9 . 10=45.
To check if A and B are independent, we need to write down the event AB and then calculate P(A), P(B)
and P(AB). The following example is straightforward.
Example 3.17: I throw a fair die and define A and B as follows. Are A and B independent?
1. A = {Even Number}, B= {Number less than or equal to 2}
2. A = {Even Number}, B= {Number less than or equal to 3}
3. A = {Even Number}, B= {Odd number}
Solution:
For Part 1: AB= {2}, so P(AB) =1/6. As P(A)=1/2 and P(B)=1/3 we see that P(AB)= P(A) P(B).
Hence A and B are independent.
For Part 2: AB= {2}, so P(AB) =1/6. Here P(A)=1/2 and P(B)=1/2, so P(AB)P(A) P(B). Hence A
and B are not independent; they are dependent.
For Part 3: AB equals the empty set, so P(AB)=0. Here P(A)=1/2 and P(B)=1/2, so P(AB)P(A)
P(B). Hence A and B are not independent; they are dependent.
14
Exercise
1. A box contains 12 light bulbs of which 5 are defective. All the bulbs look alike and have equal
probability of being chosen. Three bulbs are picked up at random. What is the probability that
at least 2 are defective?
1
2. A problem in Mathematics is given to three students, whose chances of solving are ,
2
1 1
𝑎𝑛𝑑 4respectively. What is the probability that problem will be solved?
3
1 2 3
3. The probabilities of A, B and C solving a problem are 2 , 𝑎𝑛𝑑 8respectively. If allthe three
7
try to solve the problem simultaneously, find the probability that exactly one of them will solve
it.
4. A husband and wife appear in an interview for two vacancies in the same department. The
1 1
probability of husband's selection is 𝑎𝑛𝑑 that of wife's selection is What is the probability
7 5
that
A. Only one of them will be selected?
B. Both of them will be selected?
C. None of them will be selected?
D. At least one of them will be selected?
5. Two machines A and B make 80% and 20%, respectively, of the products in a certain
factory. It is known that 5% and 10% of the products made by each machine, respectively,
are defective. A finished product is randomly selected.
a) Find the probability that the product is defective
b) If the product were found to be defective, what is the probability that it was made by
machine B.
6. If P(A)=0.9, P(B)=0.6, and P(AB)=0.5, then, find
a. P(ABC) c. c. P(B|A)
b. b. P(ACBC )
7. If P(A1)=0.4, P(A1A2)=0.2, and P(A3|A1A2)=0.75, then find
a. P(A2|A1) b. P(A1A2A3)
15
16