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Probability

The document provides an overview of probability concepts, including definitions of experiments, sample spaces, events, and the calculation of probabilities. It discusses properties of probabilities, methods for assigning probabilities, and introduces concepts like conditional probability, independence, and mutually exclusive events. Additionally, it includes examples and exercises to illustrate these concepts.
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0% found this document useful (0 votes)
2 views

Probability

The document provides an overview of probability concepts, including definitions of experiments, sample spaces, events, and the calculation of probabilities. It discusses properties of probabilities, methods for assigning probabilities, and introduces concepts like conditional probability, independence, and mutually exclusive events. Additionally, it includes examples and exercises to illustrate these concepts.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability

Some definitions

• An experiment is the process of observing a


phenomenon with multiple possible outcomes
• The sample space of an experiment is all
possible outcomes
• The sample space may be discrete or
continuous
• An event is a set of one or more outcomes in
the sample space
Example

• Toss a six side die


• Sample space : E = {1, 2, 3, 4, 5, 6}
• Event P of getting an odd number
• P = {1, 3, 5}
• Probability of an event is the proportion of
times the event is expected to occur in
repeated experiments
Probability proprties

• The probability of an event say event A is


denoted P(A)
• All probabilities are between 0 and 1 (ie. 0
≤P(A)≤1)
• The sum of the probabilities of all possible
outcomes must be 1
Assigning probabilities

• Assume equally likely outcomes


• Use relative frequency
Probability - Definition

• If E is the sample space in an experiment and


if S is a sub set of E, then the probability of
occurrence of event S is defined as
P(S) = n(S)
n(E)
Where n(S) and n(E) are no of elements in S and
E respectively
Use relative frequencies – empirical
approach
• If an experiment is repeated n times under
essential conditions, and if the event A occurs
m times, then as n grows large the ratio of
m/n approaches a fixed limit, namely, the
probability of A
EXAMPLE

• A fair die is tossed once find the probability of


getting
– An even number
– A number greater than 2
Example 2

• A black die and white die are thrown together


once
1. Write down the sample space for the
experiment
2. Find the probability of getting the sum of
values of the two faces shown is greater than
or equal to 9
3. Find the probability of getting the difference
in values on the two faces shows exactly 2
Complement *


-
The complement of event A, denoted by A , is
the set of outcomes that are not in A
Law of complement
-
P(A ) = 1 – P(A)

Example
A fair coin is tossed twice . Write down the
sample space for the experiment. Find the
probability of getting
Head in both tosses
Head in one toss and tail in the other toss
Union

• The union of 2 events A and B, denoted by A U


B is the set of outcomes that are in A or B or
both
• If AUB occurs then either A or B or both occur
Intersection

• The intersection of 2 events A and B, denoted


by A ^ B, is the set of outcomes that are in
both A and B
Addition law

P(AUB) = P(A) + P(B) –P(A ^ B)

(the probability of the union of A and B is the


probability of A plus the probability of B minus
the probability of the intersection of A and B)
Mutually Exclusive Events

• If 2 or more events are such that not more


than one of the events can occur in any single
trial, then the events are said to be mutually
exclusive
• Ex : Toss a coin. Getting a Head and Tail are 2
mutually exclusive events
Mutually Exclusive Events*

• Two events are mutually exclusive if their


intersection is empty
• Two events, A and B, are mutually exclusive
and only if P(A ^ B) = 0
• Addition law for mutually exclusive event*

P(AUB) = P(A) + P(B)


Conditional probability

• The probability of event A occurring, given


that event B has occurred, is called the
conditional probability of event A and event B,
denoted P(A\B)
Conditional probability

• P(A\B) = P(AB) OR P(AB) = P(A\B) P(B)


P(B)

If event A and B are independent


P(AB) = P(A) P(B)
The independent event

• 2 or more events are said to be independent if


the probability of occurrence of any of these
events is not effected by the occurrence of
any other remaining event
• Ex : throw a die twice. Getting 1 in the 1st
throw and 5 in the 2nd throw are 2
independent events
Independence

• Two events A and B are independent if


P(A\B) = P(A) OR
P(B\A) = P(B) OR
P(AB) = P(A) P(B)
Q1

• A firm has forward 2 tender applications. The


probability that the firm can get Tender1 is
0.44 and the probability that it can get Tender
2 is 0.61
• It is also found that the probability of getting
both Tenders is 0.12
• Find the probability that the firm will get
atleast one Tender
Q2
• The probability that a machine A will be in good
working after another 5 years time is 5/6 while the
probability that machine B will be in good working
order after the same period of time is 5/8
• After another 5 years time, find the probability that
1. Both machines will be in good working order
2. Only the machine B will be in good order
3. At least one machine in good order
4. None of the machines will be in good order
Q3

• The probability that a train departs from


Colombo on time is 0.81. The probability that
it arrives at Kandy on time is 0.90 and the
probability that it departs and arrives on time
is 0.72. find the probability that the train
1. Arrives on time given that it departed on
time
2. Departed on given time given that it has
arrived on time
Q4

• Probabilities that a husband and wife will be


alive 20 years from now are given by 0.8 and
0.9 respectively. Find the probability that in 20
years;
1. Both
2. Neither
3. At least one will be alive
Q5

• A bag contains 4 whites and 6 red balls and 2nd


bag contains 4 whites and 5 red balls. A bag is
selected at random and a ball is drawn from it.
Find the probability of getting white ball
Q6

– A dice is biased such that 30% of the time it’ll fall


“3”. If this dice is thrown 3 times what is the
probability that you’ll get at least two “3s”.
Q7

• A coin is biased such that it’ll fall heads 70% of


the time. If you throw this coin trice what is
the probability of getting at least two tails
Q8

A bag contains 5 white balls, 6 green balls and 9 red


balls. Three balls are drawn from the bag without
replacement. (12 marks)
a) Use a tree diagram to find the probability that the
balls are all the same color.
• Balls are white and green
• Answer a) and b) questions again considering
with replacement.
Random Variables

• A number assigned for each point in a sample


space
• Example : coin in twice
• Sample space = {HH, HT, TH, TT}
• Let X be the random variable representing the
numbers of heads. Then
Sample HH HT TH TT
Point
X 2 1 1 0
Discrete Probability Distribution

• Find the probability function corresponding to


the random variable representing number of
hands (having head) of the experiment of
tossing a coin twice
• Let X = no of hands having heads
• S = {HH,HT, TH, TT}
X 0 1 2
P(X) ¼ 2/4 1/4

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