Stat Chap 5
Stat Chap 5
5. ELEMENTAARY PROBABILITY
5.1 Introduction
Probability theory is the foundation upon which the logic of inference is built.
It helps us to cope up with uncertainty.
In general, probability is the chance of an outcome of an experiment. It is the
measure of how likely an outcome is to occur.
Example 1: when a coin is tossed once, then the possible outcomes are: head (H) or tail (T).
Example 2: If the experiment consists of flipping two coins, then the possible outcomes are:
Outcome = ( H , H )∨( H , T ) ∨( T , H )∨( T ,T ) .
Sample space (S): is a set of all possible outcomes of a random experiment and each
outcome is called a simple event (sample point).
Example 1: Rolling a die: S= { 1, 2 , 3 ,… ,6 } ,
Example 2: Tossing a coin once: S= { H , T }.
Example 3: Tossing a coin twice: S= { HH , HT ,TH , TT }.
If a sample space has a finite number of points, it is called a finite sample space. If it
has as many points as there are natural numbers 1 , 2, 3 , … . , it is called a countably
infinite sample space. If it has as many points as there are in some interval on the x
axis, such as 0 ≤ x ≤ 1 , it is called a non countably infinite sample space. A sample
space that is finite or countably infinite is often called a discrete sample space, while
one that is non countably infinite is called a non-discrete sample space.
Event: Is a subset of sample space. It is a statement of one or more outcomes of a
random experiment. They are denoted by capital letters.
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Example: Getting an odd numbers in rolling a die.
Solution: Let A−¿ is an event of getting odd numbers. Then A={ 1 ,3 , 5 } .
Complement of an event: The complement of an event A means non- occurrence of
A and is denoted by A' which contains those points of the sample space which don’t
belong to A.
Example: a) Find the complement of an event of getting odd numbers in rolling a die.
b) If tossing two coins and getting all heads.
Solution: a) Let A−¿ is an event of getting odd numbers in rolling a die.
→ ≫ A= {1 , 3 ,5 } ; then A ={ 2 , 4 , 6 } , Note : A ∪ A =S .
' '
Mutually exclusive (disjoint) events: Two events which cannot happen at the same
time. Or two events A and B are mutually exclusive, or disjoint, if A ∩ B =∅ , that is,
if A and B have no elements in common.
Equally likely events: Events that have the same probability of occurring.
Example: when a single die is rolled, each outcome has the same probability of
occurrence 1/6.
Independent Events: Two events are independent if the occurrence of one does not
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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 space: it is a sample space which consists of a finite number of elements.
Suppose that S = {x1, x2, …, xn} where xi’s are possible outcomes of an experiment,
then S is a finite sample space.
a) Multiplication Rule: The number of ways in which O1 then O2 then O3 … and finally Ok
k
n1 ×n 2×n 3×. . .×n k=∏ ni
can be performed is given by i=1 .
We use the multiplication rule iff the completion of the whole process requires the
completion of each and every operation. Meaning, O 1 and O2 and….and Ok should all be
accomplished. Note that the word “and” is very crucial and it is used in the sense of
intersection.
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latex and oil) and two types of use (i.e. outdoor & indoor). How many different kinds
of paints can be made if a person can select one color, one type and one use?
Latex Outdour =RLO
Solution: Indour =RLO
Oil Outdour =ROO
Red Indour =ROI
Latex Outdour =WLO
Indour =WLI
Person White Oil Outdour =WOO 12 different ways.
Indour =WOI
Blue Latex Outdour =BLO
Indour =BLI
Oil Outdour =BOO
Indour =BOI
k =3 , n1=3 , n2=2 , n3=2; total number of ways=n1∗n2∗n3=3∗2∗2=12 differnt ways .
Example 2: Hawassa University Registrar Office wants to give identity number for students
by using 4 digits. The number should be considered by the following numbers only:
{0 ,1 , 2 ,3 , 4 ,5 ,∧6 }. Hence, how many different ID Numbers could be given by the Registrar
?
a) If repetitions are permitted?
b) If repetitions are not permitted?
Solution: 1st digit 2nd digit 3rd digit 4th digit
Exercise
If a test consists of ten multiple choice questions with each permitting four possible answers,
how many ways are there in which a student give his answers? Out of these how many ways
are there in which all the answers will be correct?
b) Addition Rule: Suppose that there are K operations such that no two operations can be
performed together. The number of ways in which O 1 or O2 or … or Ok can be performed
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k
n1 +n2 + n3 +. ..+ nk =∑ ni
is i =1 . Here, unlike the case of multiplication rule, the process can
be accomplished if and only if one of the k operations is performed. The k operations are
just alternative ways of performing the process. Note that when it comes to the addition
rule the word or is very crucial.
Example 1: There are two transportation means from city A to city B, either using bus
transportation or train transportation. There are 3 buses and 2 trains. How many ways of
transportation is there from city A to city B?
Solution: A person can take any of 5 means of transportation from city A to B.
k =2 , n1=3 , n2=2 ; total number of ways=n1 +n 2=3+2=5 .
Example 2: A student goes to the nearest snack (Cafe) to have a breakfast. He can take tea,
coffee, or milk with bread, cake or sandwich. How many possibilities does he have?
2. Permutation
{
n!
=n ( n−1 ) ( n−2 ) … ( n−r +1 ) → without replacement .
nPr = ( n−r ) !
r
n → withreplacement .
2. The arrangement of n distinct objects taken all together is n ! or nP n .
n !=n∗( n−1 )∗( n−2 )∗, … , 3∗2∗1. Note :1 !=1∧0 !=1.
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3. The arrangement of n objects in which k 1 are alike (the same), k 2 are alike (the same), ...
n!
Total number of arrangements= ; where :k 1 +k 2 + k 3+ …+k p=n .
k 1 !∗k 2∗k 3∗…∗k p
4. The arrangement of n distinct objects in a circle is (n−1)!.
Example 1: Suppose we have a letters A,B,C,D
a) How many permutations are there taking all the four?
b) How many permutations are there taken two letter at a time.?
c) How many different permutation can be made from the letters in the word
“CORRECTIO”?
Solutions:
a) Here n=4, there are four distinct object ¿ ≫ There are 4!=24 permutations.
4! 4 x 3 ×2 ×1
b) Here n=4 ,r =2 ;=≫ There are 2= = =12.
( 4−2 ) ! 2!
c) Here n=10 of which 2 are C, 2 are O, 2 are R, 1E, 1T, 1I, 1N
¿ ≫ k1=2, k2=2, k3=2, k4=k5=k6=k7=1
10 !
Using the third rule of permutation, there are 453600 permutations.
2∗2 !∗2!∗1 !
Exercise
1. Six different statistics books, seven different physics books, and 3 different Economics
books are arranged on a shelf. How many different arrangements are possible if;
i. The books in each particular subject must all stand together
ii. Only the statistics books must stand together
1. If the permutation of the word WHITE is selected at random, how many of the
permutations
a) Begins with a consonant?
b) Ends with a vowel?
c) Has a consonant and vowels alternating?
2. Combinations
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The number of combinations of r objects selected from n objects is denoted by
()
nC r∨ n .
r
{
n! n ( n−1 ) ( n−2 ) … ( n−r +1 )
= → without replacement .
nC r= r ! ( n−r ) ! r!
nr → withreplacement .
Example 1: Given the letters A , B ,C∧D . List the number of permutations & combinations
for selecting two letters at a time.
Solution:
Permutation :nPr =4 P2 =12; i . e . AB , AC , AD , BA , BC , BD ,CA , CB ,CD , DA , DB , DC .
Combination : nCr =4 C2=6 ; i . e . AB , AC , AD , BC , BD , CD .
Note that in permutation AB is different from BA. But in combination AB is the same
as BA.
Example
1. In how many ways a committee of 5 people be chosen out of 9 people?
Solutions:
n=9 , r=5
()
n n!
= =
9!
r (n−r)!*r! 4 !*5!
=126 ways
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 :
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n=15 , r=3
()
n n!
= =
15 !
r (n−r)!*r! 12 !*3!
=455 ways
( )( )
2 13
0
∗
3
=286 ways .
( )( )
2 13
1
∗
2
=156 ways .
( )( )
2 13
2
∗
3
=13 ways .
There are four different conceptual approaches to the study of probability theory.
These are:
1. The Classical (Mathematical) Approach.
2. The Frequents (Empirical) Approach.
3. Subjective probability
4. Objective probability
1. The Classical (Mathematical) Approach
This approach is used when:
All outcomes are equally likely.
Total number of outcome is finite, say n.
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Definition: If a random experiment with "n" equally likely outcomes is conducted and out of
these "k" outcomes are favorable to an event A, then the probability that an event A occur
S={ 1, 2, 3, 4 , 5, 6 }
⇒ N =n( S)=6
a) Let A be the event of number 4
A={ 4 }
⇒ N A=n ( A )=1
n( A )
P( A )= =1/6
n( S )
b) Let A be the event of odd numbers
A={ 1 ,3 , 5 }
⇒ N A=n ( A )=3
n( A )
P( A )= =3 /6=0 . 5
n( S )
c) Let A be the event of even numbers
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A={ 2 , 4 , 6 }
⇒ N A=n ( A )=3
n( A )
P( A )= =3 /6=0 . 5
n( S )
d) Let A be the event of number 8
A= Ø
⇒ N A=n ( A )=0
n( A )
P( A )= =0 /6=0
n( S )
2. A box of 80 candles consists of 30 defective and 50 non defective candles. If 10 of
this candles are selected at random, what is the probability
a) All will be defective.
b) 6 will be non defective
c) All will be non defective
Solutions:
Total selection= ( )
80
10
=N =n( S )
⇒ P ( A )=
n( A )
=
( ) ( ) =0. 00001825
30 ∗ 50
10 0
n(S ) 80
10 ( )
b) Let A be the event that 6 will be non defective.
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Total way in which A occur= ( 304 )∗(506 )=N =n( A )
A
⇒ P ( A )=
n( A )
=
( ) ( ) =0 .265
30 50
4
∗
6
n(S ) 80
10 ( )
c) Let A be the event that all will be non defective.
⇒ P ( A )=
n( A ) 0
=
( )( )
30 ∗ 50
10
=0. 00624
n(S ) 80
10 ( )
Exercise: If 3 books are picked at random from a shelf containing 5 novels, 3 books of
poems and a dictionary, then what is the probability that
a) The dictionary is selected?
b) 2 novels and 1 book of poems are selected?
Limitations:
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number of ×event A has occured k 60
P ( A )= = = =0.0006 .
total number of observations n 100,000
Example 2: In a sample of 50 people, 22 had type "A", 5 had type "B", 2 had type "AB" and
21 had type "O" blood. Find the probability that a person has blood type "O"?
Solution: Let A−¿ be the event that a person has blood type "O". Then
frequency of a class f 21
P ( A )= = = .
tota l frequency ∈the distribution n 50
1.7 Axiomatic of Probability
Let E be a random experiment and S be a sample space associated with E. With each
event A areal number called the P ( A ) satisfies the following properties called axioms of
probability.
1. 0 ≤ P( A)≤ 1. 2. P ( S )=1 , S is the sure event .
3. P(ϕ)=0 , ϕ isimpossible event . 4. P ( A ' )=1−P ( A ) .
5. if A and B are disjoint (mutually exclusive) events, then P ( AUB )=P ( A ) + P ( B ) .
Remark: The Venn-diagrams can be used to solve probability problems.
Remark: The axiomatic approach does not give us ways of computing probability but it
states certain axioms that a probability of an event should satisfy.
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B−¿ be the event that a diamond will be selected. → ≫ P (B)=13 /52.
C−¿ be the event that a black will be selected. → ≫ P (C)=26 /52.
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D−¿ be the event that a jack will be selected. → ≫ P ( D)= .
52
4 13 1 16 4
a) P ( A∨B ) =P ( A ∪ B )=P ( A )+ P ( B )−P ( A ∩ B )= + − = = .
52 52 52 52 13
4 26 2 28
b) P ( A∨C )=P ( A ∪ C )=P ( A ) + P ( C )−P ( A ∩C )= + − = .
52 52 52 52
4 4 8
c) P ( A∨D )=P ( A ∪ D )=P ( A ) + P ( D )−P ( A ∩ D )= + −0= .
52 52 52
Example 2: Suppose that In adare hospital unit there are 8 nurses and 5 physicians; 7 nurses
and 3 physicians are females. If a staff person is selected at random, find the probability that:
a. The subject is a nurse or a male.
b. The subject is a physician or a female.
Solution: The sample space is shown here.
Staff Females Males Total
Nurses 7 1 8
Physician 3 2 5
s
Total 10 3 13
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Exercise: The following statement deals with the probability that exactly one of the events A
or B occurs.
Show that P[ ( A ∩ B' ) ∪ ( B ∩ A' ) ]=P( A)+ P(B)−2 P (A ∩B).
P (A ) = P(A)
P() = 0
Proof: S=A A/
P (A/) = 1- P(A)
Theorem: If A and B are any two events then P (A B) = P (A) + P (B) – P (A B)
Proof: A B = A (A/ B)
And B = (A B) (A/ B)
Proof: Let A B = D
P(D C) = P (A B C )
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= P(D) + P(C) – P((A C) (B C))
Proof: B = A (A/ B)
Since P (A/ B) 0
P(A) P(B)
P(A) + P (B) - 2P (A B)
Examples
1) For any events A and B show that P(A B) P(A) + P(B)
Solution
P (A B) = P (A) + P (B) – P (A B)
Since P (A B) 0
P (A B) P(A) + P(B)
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5.6 Conditional Probability and Independence
1. Conditional Probability
The conditional probability of an event is a probability obtained with additional
information that some other event has already occurred.
The conditional probability of event B occurring, given that event A has already
occurred, can be found by:
P ( A ∩ B)
P ( B / A )= ,if P ( A ) ≠ 0.
P( A)
The conditional probability of event A occurring, given that event B has already
occurred, can be found by:
P ( A ∩ B)
P ( A / B )= ,if P ( B ) ≠ 0.
P ( B)
∴ P ( A ∩ B ) =P ( A ) x P ( B/ A )=P ( B ) x P( A /B).
Note : If A∧B areindependent ,then P ( A /B ) =P ( A )∧P ( B / A )=P ( B ) .
Example 1: A card is drawn from an ordinary deck and its number noted. Then it is not
replaced. A second card is drawn and its number noted, and then, find the probability of:
a) Getting two Jacks (J). b) Getting an ace ( A) and a king (K) in order.
c) Getting a flower and a spade. d) Getting a red and a black in order.
4 3 12
Solution: a) P ( Jack ∧Jack )=P ( Jack ∩ Jack )=P ( Jack ) x P ( Jack /Jack )= x = .
52 51 2802
4 4 16
b) P ( ace∧king ) =p ( ace ∩king ) =P ( ace ) x P ( King / Ace )= x = .
52 51 2802
c)
13 13 169
P ( flower∧spade )=P ( flower ∩spade ) =P ( flower ) x P ( Spade /flower )= x = .
52 51 2802
26 26 676
d) P ( red∧black )=P ( red ∩black )=P ( red ) x P ( blac k /red )= x = .
52 51 2802
Example 2: A box contains black chips and white chips. A person selects two chips without
replacement. If the probability of selecting a black chip and a white chip is 15/56 , and the
probability of selecting a black chip on the first draw is 3/8 , , find the probability of selecting
the white chip on the second draw, given that the first chip selected was a black chip.
Solution : Let ; B=selecting a black chip∧W =selecting a white chip . Then
P ( B ∩W ) 15/56 15 8 5
P ( W / B )= = = x = .
P (B ) 3/8 56 3 7
'
Remark: (1) p( A / B )=1− p( A / B )
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p( B' / A )=1− p( B / A )
(2)
Remark: For a given event B, for which P (B)>0, the conditional probability p (A|B) is a
legitimate probability law since it satisfies the axioms of probability. That is,
1) 0<P(A|B)
2) P(S|B)=1
) and P(A2) are mutually exclusive events, then
3) P (A1
Female 64 16 80
(B)
Male 42 78 120
(B/)
Find
a) The probability of getting a non-smoker given that the person selected is a female.
b) The probability of getting a non-smoker given that the person selected is a male.
c) The probability of getting a female given that the person selected is a smoker.
Solution:
17
'
n( A ∩B )
'
' P( A ∩B ) n( S ) n( A ' ∩B ) 64 4
P( A / B)= = = = =
P( B ) n( B ) n(B ) 80 5
a) n( S )
' '
n ( A ∩B )
' ' ' '
' ' P( A ∩B ) n( S ) n( A ∩B ) 42 7
P( A / B )= = = = =
P( B )
'
n( B )
' '
n(B ) 120 20
b) n( S )
n(B∩ A )
P (B∩A ) n (S ) n( B∩ A ) 16 32
P( B/ A )= = = = =
P(A) n( A ) n( A ) 94 47
c) n (S )
Exercises
1. Let A and B are two events such that
P ( A ∪ B )=3/4 , P ( A ∩ B )=1 /4∧P ( A ' )=2/3 , then find P( A ' /B)? Ans=5 /8.
2. A lot consists of 20 defective and 80 non-defective items from which two items are
chosen without replacement. Events A & B are defined as A = the first item chosen is
defective, B = the second item chosen is defective
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2.1.1 The Multiplication Rules for Probability
1. If two events A and B are independent, then the probability of both A and B will occur is
P ( A∧B ) =P ( A ∩ B )=P ( A ) x P ( B ) .
2. If two events A and B are dependent, then the probability of both A and B will occur is
P ( A∧B ) =P ( A ∩ B )=P ( A ) x P (B / A)=P ( B ) x P( A /B).
Note: Extension of multiplication law of probability for ‘n’ events A1, A2, …, An we have
Example 1: A coin is flipped and a die is rolled. Find the probability of getting a head on the
coin and a 4 on the die.
Solution: These two events are independent since the outcome of the first event (tossing a
coin) does not affect the probability outcome of the second event (rolling a die).
1 1 1
P ( head∧4 ) =P ( head ) x P ( 4 ) = x = .
2 6 12
Example 2: An urn contains 3 red balls, 2 blue balls and 5 white balls. A ball is selected and
its color noted. Then it is replaced. A second ball is selected and its color noted. Find the
probability of :
a) Selecting two blue balls.
b) Selecting a blue ball and then a white ball.
c) Selecting a red ball and then a blue ball.
2 2 4 1
Solution: a) P ( blue∧blue )=P ( blue∩ blue )=P ( blue ) x P ( blue )= x = = .
10 10 100 25
2 5 10 1
b) P ( blue∧white )=P ( blue ∩white ) =P ( blue ) x P ( white )= x = = .
10 10 100 10
3 2 6 3
c) P ( red∧blue )=P ( red ∩ blue )=P ( red ) x P ( blue ) = x = = .
10 10 100 50
Exercise : If the probabilities are 0.75, 0.7 and 0.525 that a student A, B, or both can solve the
problems in a text book respectively. What is the probability that:
a) Student A can only solve the problem selected at random from the book?
b) Student B can only solve the problem selected at random from the book?
Solution:
A ' A
a) A∩B b) A'∩B
B B
a)
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3. Total Probability Theorem
The law of total probability: Suppose B1 , B2 , … , Bm are disjoint events that form a partition
of S(each possible outcome is included in one and only one of the events B1 , B2 , … , Bm ) and
assume that p(Bi)>0 such that B1 ∪ B2 ∪ … ∪ B m=S=B . The probability of an arbitrary
event A can be expressed as:
P ( A )=P ( B1 ∩ A )+ …+ P(Bm ∩ A )
= P ( B 1 ) x P ( A /B 1) + P ( B2 ) x P ( A /B2 ) +… + P ( Bm ) x P ( A /B m ) .
The following Figure illustrates the law for m = 5. The event A is the disjoint union of
A ∩ Bi , for i=1 , 2, … , 5 , so P ( A )=P( A ∩ B1 )+ P( A ∩ B2)+ …+ P( A ∩ B5), and for each i
B1 B2
b1 A vBd
A ∩ B1 A ∩ B2
B5 A ∩ B5 A ∩ B3B3 B3
A ∩ B4
S=B
B4
4. Bayes’s Theorem
Bayes' Rule: Suppose the events B1 , B2 , … , Bm are disjoint (partition of S) and
B1 ∪ B2 ∪ … ∪ B m=S=B . The conditional probability of Bi , given an arbitrary event A, can
be expressed as:
P (B i ∩ A ) P ( B i) x P ( A /B i)
P ( B i / A )= = ; i=1 , 2 ,3 ,… , m .
P ( A) P ( B1 ) x P ( A / B1 ) + P ( B 2) x P ( A /B 2) + …+ P ( B m ) x P ( A / Bm )
Example 1: Box 1 contains 2 red balls and one blue ball. Box 2 contains 3 blue balls and one
red ball. A coin is tossed. If it falls heads up, Box 1 is selected and a ball is drawn. If it falls
tails up, Box 2 is selected and a ball is drawn. Then find the probability of selecting a red
ball.
Solution: Let; B1−¿ be the event that box 1 is selected.
B2−¿ be the event that box 2 is selected.
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B−¿ be the event that a blue ball is selected
P(B/ B2)=3/4 B
R is selected, if and only if, B1 is selected and R is selected or B2 is selected and R is
selected.
→ ≫ R=( B1∧R ) ∨( B2∧R ) =( B1 ∩ R ) ∪ ( B 2 ∩ R ) .
P(R)=P {(B1 ∩ R)∪( B2 ∩ R)}=P( B1 ∩ R)+ P (B 2 ∩ R)=P( B1 )x P(R/ B1)+ P( B2 )x P(R/ B2 )
1 2 1 1 1 1 11
¿ x + x = + = .
2 3 2 4 3 8 24
P(ND /B 2)=4 /6 ND
P(B2 / D)=?
P ( B2 ∩ D ) P ( B 2 ) x P ( D /B2 ) P ( B2 ) x P ( D/ B2 )
P ( B 2 /D )= = = .
P (D) P {( B1 ∩ D ) ∪ ( B2 ∩ D ) } P ( B1 ∩ D ) + P ( B2 ∩ D )
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Since, D is selected, iff, B1 is selected and D is selected or B2 is selected and D is
selected.
5. Independent Event
Definition (Independent events): Two events A and B are said to be independent iff P(AB)=P(A)
P(B)
Solution:
M
P(B/A)= = P(B) independent
N
b) Sampling with out replacement
M-1
P(B/A)= ≠P(B) dependent
N-1
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Remarks
1) If A and B are mutually exclusive when do they become independent?
P(A B) = P() P(A) P(B) = 0
A and B are independent and mutually exclusive iff A B = and either P(A) =0
or P(B)=0
2) If A B then A B = A
P(A B) = P(A)
B=S
Example; A box contains four black and six white balls. What is the probability of getting
two black balls in drawing one after the other under the following conditions?
Required p ( A∩B )
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