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Chap3 Probability STAT320

This document covers the basic concepts of probability, including definitions of sample space, events, and various probability rules. It explains the union, intersection, and complement of events, as well as conditional probabilities and independent events. Examples are provided to illustrate these concepts, such as calculating probabilities for specific scenarios involving dice rolls and student study hours.

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15 views25 pages

Chap3 Probability STAT320

This document covers the basic concepts of probability, including definitions of sample space, events, and various probability rules. It explains the union, intersection, and complement of events, as well as conditional probabilities and independent events. Examples are provided to illustrate these concepts, such as calculating probabilities for specific scenarios involving dice rolls and student study hours.

Uploaded by

loainabil28
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

STAT 320
Dr. Anis Riahi
Chapter 3 Basic concepts in probabilities
I- Sample space and events
A probability experiment is an action through
which specific results (counts, measurements or
responses) are obtained.
Example:
Rolling a die and observing the number that is
rolled is a probability experiment.

The result of a single trial in a probability


experiment is the outcome.
Definition:
The sample space of an experiment is the set of
all possible outcomes of an experiment. Also, it
is called the universal set, and is denoted by Ω.
 Any subset of the sample space 𝐴⊂Ω is called
an event.
 ∅ ⊂ Ω is called the impossible event and
Ω is the sure event.
Example:
The sample space when rolling a die has six
outcomes.
{1, 2, 3, 4, 5, 6}
An event consists of one or more outcomes and is
a subset of the sample space.
Events are represented
by uppercase letters.
Example:
A die is rolled. Event A is rolling an even number.
A simple event is an event that consists of a
single outcome.
Example:
A die is rolled. Event A is rolling an even
number.
This is not a simple event because the outcomes
of event A are {2, 4, 6}.
SET THEORY
Union: The union of two events, denoted by A
∪ B, is the event consisting of all outcomes that
are either in A or in B or in both events.
Intersection: The intersection of two events ,
denoted by A ∩ B, is the event consisting of all
outcomes that are in both A and B.
Complement: The complement of an
event A, denoted by Aഥ , is the set of all
outcomes in (l) that are not contained in A.

Disjoint: The two events A and B are


disjoint or mutually exclusive, denoted by
A ∩ B = ∅, when A and B have no
outcomes in common.
EXAMPLE
 Ifwe have 𝛀 = {0,1,2,3,4,5,6} ,
A = {0,1,2,3,4}
B = { 3,4,5,6} , C = { 1,3,5} find:

 [1] A∪B=?
 [2] A ∩ B = ?

 [3] A ∩ C = ?

 [4] 𝑩
ഥ = 𝟎, 𝟏, 𝟐
 [5] A ∪ B = ?
II- PROBABILITY OF EVENT
Definition:
Probability is a measure (or number) used to
measure the chance of the occurrence of some
event. This number is between 0 and 1.
Three rules for probability:
 [1] For any event A, P(A) ≥ 0
 [2] P(𝛺) = 1

 [3] If A1;A2;A3; .. : is an infinite collection of


disjoint events, then
P(A1 ∪ A2 ∪ A3…) = σ∞
𝑖=1 𝑃(𝐴𝑖)
EXAMPLE 1:
SOLUTION:

EXAMPLE 2:
Find:
 [1] probability of head in a coin?
𝑁(𝐻) 1
P(H) = =
𝑁 2
 [2] randomly select a day, find the probability it is
in the weekend?
𝑁(𝐷) 2
P(D) = =
𝑁 7
EXAMPLE 3:
Toss a fair coin twice. What is the
probability of observing at least one head?

1st Coin 2nd Coin Ei P(Ei)


H HH 1/4 P(at least 1 head)
H
1/4 = P(E1) + P(E2) + P(E3)
T HT
1/4 = 1/4 + 1/4 + 1/4 = 3/4
H TH 1/4
T
T TT
PROPOSITION: CALCULATING PROBABILITIES FOR
UNIONS AND COMPLEMENTS

There are special rules that will allow you to


calculate probabilities for composite events.
 The Additive Rule for Unions:
For any two events, A and B, the probability of
their union, P(A B), is

P( A  B)  P( A)  P( B)  P( A  B)

A B
EXAMPLE: ADDITIVE RULE
Suppose that there were 120 students in
the classroom, and that they could be
classified as follows:
A: brown hair Brown Not Brown
P(A) = 50/120 Male 20 40
B: female
Female 30 30
P(B) = 60/120
P(AB) = P(A) + P(B) – P(AB)
= 50/120 + 60/120 - 30/120
= 80/120 = 2/3
Check: P(AB)= (20 + 30 +30)/120
A SPECIAL CASE
When two events A and B are mutually exclusive
then
P(AB) = 0 and P(AB) = P(A) + P(B).
EXAMPLE:
A: male with brown hair
P(A) = 20/120
B: female with brown Brown Not Brown
hair Male 20 40
P(B) = 30/120 Female 30 30

A and B are
P(AB) = P(A) + P(B)
mutually = 20/120 + 30/120
exclusive, so = 50/120
that
CALCULATING PROBABILITIES FOR COMPLEMENTS

AC
A

We know that for any event A:


P(A AC) = 0
Since either A or AC must occur,
P(A AC) =1
so that P(A AC) = P(A)+ P(AC) = 1

P(AC) = 1 – P(A)
EXAMPLE
Select a student at random from the
classroom. Brown Not Brown
Male 20 40
Define:
Female 30 30
A: male
P(A) = 60/120
B: female
P(B) = ?
P(B) = 1- P(A)
A and B are = 1- 60/120
complementary, so = 60/120
that
III-CONDITIONAL PROBABILITIES
The probability that A occurs,
given that event B has occurred
is called the conditional
probability of A given B and is
defined as
P( A  B)
P( A | B)  if P( B)  0
P( B)

“given”
Example:
100 college students were surveyed and asked
how many hours a week they spent studying.
The results are in the table below. Find the
probability that a student spends more than 10
hours studying given that the student is a male.
Less then More than
5 5 to 10 10 Total

Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100

The sample space consists of the 49 male


students. Of these 49, 16 spend more than 10
hours a week studying.

P (more than 10 hours|male)  16  0.327


49
Independent Events

If the probability of event A is not changed by the


existence of event B, we would say that events A
and B are independent.

Two events A and B are independent if:

P(A|B) = P(A) or P(B|A) = P(B)


Definition:
Two events, A and B, are said to be
independent if the occurrence or
nonoccurrence of one of the events
does not change the probability of the
occurrence of the other event.
Exercise:

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