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Chapter 4. Introduction to Probability

Chapter 04 introduces fundamental concepts of probability, including experiments, sample spaces, events, and key probability rules such as addition and multiplication. It also covers counting techniques like permutations and combinations, and discusses conditional probability, the law of total probability, and Bayes' theorem. The chapter provides examples and definitions to illustrate these concepts and their applications.
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0% found this document useful (0 votes)
13 views

Chapter 4. Introduction to Probability

Chapter 04 introduces fundamental concepts of probability, including experiments, sample spaces, events, and key probability rules such as addition and multiplication. It also covers counting techniques like permutations and combinations, and discusses conditional probability, the law of total probability, and Bayes' theorem. The chapter provides examples and definitions to illustrate these concepts and their applications.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 04:

Introduction
to Probability
Introduction to probability

 Concepts of Experiment, Sample space, Event


 Some Basic Relationships of events
 Assigning Probabilities
 Addition rules
 Conditional Probability- Multiplication rules
 The Law of Total Probability and Bayes’ Theorem.

2
Review of counting rules

 Permutation
 Combination
 Addition Rule
 Multiplication rule
When to apply them?

2
Permutation – nPk -1
Definition:
Given that a set has n different elements or items.
 An ordered arrangement of k ( elements into k
different positions is called a permutation of k elements
from n elements.
 The number of permutations of k elements from n elements
is determined by
n!
nPk 
( n  k )!
 Where
 Convention: 0! = 1

4
Permutation – nPk -2
Special case:

n!
nPn   n!
( n  n )!

5
Combination – nCk -1
Definition: Given that a set has n different elements or items.

 A group of k elements chosen from n elements without


ordered arrangement is called a combination of k
elements from n elements.

 The number of combinations of k elements from n elements


is determined by

n!
nCk 
k!( n  k )!

6
Examples -Review of counting rules -2

 Suppose that there are five students with names A, B,


C, D, and E and there are 5 chairs/seats/positions.
Question: How many ways are there to arrange 5
students into 5 seats?

Way #1:

Way #2: ?

7
Examples -Review of counting rules -2

 Example 2: Now we suppose that that there are five


students with names A, B, C, D, and E, but there are
only 3 seats.
Question 1: How many ways are there to arrange the 3
above students into 3 seats?

Question 2: How many ways are there to choose a


group with two positions at the head and vice group?

Question 3: How many ways are there to choose 2


students for dancing?

8
Addition Rule -1

Definition: Suppose that a task is divided into two possible


cases {or}.
 For the first case, there are possible ways to carry
out/accomplish.

 For the second case, there are possible ways to carry


out/accomplish.

 Then, there are + ) different ways to accomplish


the task.

9
The Extended Addition Rule -2

Definition: Suppose that a task is divided into k possible


cases.
 For the first case, there are possible ways to carry
out/accomplish.

 For the second case, there are possible ways to carry


out/accomplish.
 …..
 For the kth case, there are possible ways to carry
out/accomplish.

 Then, there are different ways to


accomplish the task.
10
Addition Rule -3

 Example 1: Suppose that there are 20 students with


15 female students and 5 male students in a class.

 Question : A teacher needs to pick/(call at random)


one student up to do a quiz. How many possible ways
are there to choose one student?

11
Addition Rule -4

 Example 2: Suppose that there are 20 students with


15 female students and 5 male students in a class.

 Question : A teacher needs two students for doing a


quiz. How many possible ways are there such that
 They are the same gender?
 They are different gender (1 female and 1 male}?

12
Multiplication Rule (The m n Rule) -1

Definition: Suppose that a task is divided into two


possible stages (giai đoạn).

 Then, there are different ways to accomplish


the task.

13
Multiplication Rule (The m n Rule) -2
Definition: Suppose that a task is divided into k possible stages.

14
Examples - Multiplication Rule
 Example 1: A box contains 10 marbles with 3 red
marbles, 5 yellow marbles, and 2 green marbles.

 Q1: From that box, select one marble and consider


what color it is. How many ways are there to choose?

 Q2: From that box, select two marbles and consider


what color they are. How many ways are there to
choose two marbles with the same colors?

 Q3: From that box, select two marbles and consider


what color they are. How many ways are there to
choose two marbles with different colors?

15
Examples - Multiplication Rule

Example 3:

❖ A truck driver can take three routes from city A to


city B, four from city B to city C, and three from
city C to city D.

❖ If, when traveling from A to D, the driver must drive


from A to B to C to D, how many possible A-to-D
routes are available?

16
Examples - Multiplication Rule

Solution:
: Number of routes from A to

: Number of routes from B to C

: Number of routes from C to D

The total number of ways to construct acomplete route,


taking one subroute from each of the three groups, (A to B),
(B to C ), and (C to D ), is 3 4 3=36
ways
17
Experiment - Sample space – Event -1

 Random experiment (thí nghiệm ngẫu nhiên) is an


experiment whose outcomes can not be predicted with
certainty.
 Sample space (không gian mẫu): Each possible result of
the experiment is called outcome and the set all of
possible outcomes is called a sample space.
 Example 1: Tossing a coin, a die.

 Example 2: Buying a lottery, . . .

18
Experiment - Sample space – Event -2

 Event: A That
means a subset of the sample space is called an
event.

❖When a random experiment is performed


and the outcome of the experiment is an A, we
say that A has occurred.

19
.

Experiment, Sample space, and Event -3

Example 1: Tossing a fair die/dice. The sample


space is S = {1,2,3,4,5,6}.

 Consider A = {1} is a subset of S. Then A is called


an event that shows the face of 1.

 Consider B = {2,4,6} is a subset of S. Then B is


called an event that presents the face of even.

20
Experiment - Sample space, and Event -4

Example 2: Let A be the event that a student get


score of 10. Then A is called random event.

 Example 3: Tossing a coin, S ={ head; tail}.


Let A: “the event that the coin shows the face of
head” A is random event.

21
Types of Events
 Certain event (Biến cố chắc chắn) and impossible
event (Biến cố không thể).

The certain event, S, always occur (an event which


always happens is called a sure event or a certain
event. The null (impossible) event, , does never
occur.

 Random event (Biến cố ngẫu nhiên):


An event B can occur or can not occur is called random
variable.

22
.

For example, when we toss a die, then


 Let A/ , be the event that "the die shows the face of a
number less than 7", then event A is a certain event.

 Let B be "the die shows the face of a number greater


than 7", then event B is an uncertain / impossible
event.

23
Classification of events
• There are some basic events that can be used to compute
the probability of an event.

Union of Two Events

Complement of an Event

Intersection of Two Events

Mutually Exclusive Events

24
Union event – Biến cố hội
 The union of two events A and B, denoted
by A B that occurs when either of the two events
(or both of them simultaneously) do occur. That
means
 Let C = A B then C occurs if and only if at least
one of the two occurs.

25
Union event – Biến cố hội

Example: Suppose that there are two students


who are on a test.
 Let A be the event that the first student pass
the test.
 Let B: “ the second student pass the test”.
 Let C = “ at least one student pass the test”.
 Then C = A

26
Intersection events (Biến cố giao)
 The intersection of two events A and B, denoted by A∩B
occurs when both of them do simultaneously occur. It is
represented by the grammatical expression A and B.
That means
 Let C = A B then C occurs if and only if both A and B do
occur.

27
Intersection events (Biến cố giao)

Example: Suppose that there are two students who


are on a test.
 Let A be the event that the first student will
pass the test.
 Let B = “ the second student will pass the test”.
 Let C = “ Both students will pass the test”.
 Then C = A ∩

28
.

Mutually exclusive events disjoint events


(Biến cố xung khắc)

29
.

Mutually exclusive events = disjoint events


(Biến cố xung khắc)

 Example 1: Rolling a die. The sample space


S = {1,2,3,4,5,6}.
 Let A = {the roll is 1}
 Let B = {the roll is 2}
 Let C = {1,6}
 Then A and B are mutually exclusive.
 Are A and C mutually exclusive?

30
.

Mutually exclusive events = disjoint events


(Biến cố xung khắc)

 Example 1: Rolling a die. The sample space S = {1,2,3,4,5,6}.


You define A as {1,2,3}, B as {1,2,3,5,6}, C as {4,6}, and D as
{4,5,6}. Determine which of following events are mutually
exclusive.
a/ A and B.
b/ A and C
c/ A and D
d/ B and C.

31
.

Mutually exclusive events = disjoint events


(Biến cố xung khắc)
Example 2:
 Let A = “Tran student gets score of 8 on the math exam”.
 Let B =” Tran student gets score of 7 the math exam”
 Are A and B are mutually exclusive?

Example 3:
 Let A =” Jack student gets 8 score on the test”
 Let B = “ Rose student gets 8 score on the test”
 Are A and B are mutually exclusive?

32
..

Complement event (Biến cố bù - đối lập)

33
..

Complement event (Biến cố bù - đối lập)

Example 1:
 Let A = “ Rose student will pass the test”
 Then the complement of A is “ Rose student will fail the
test”

Example 2:
 Look at this sample space, S= {1,2,3,4,5,6} and the event
A = {1,2},
 then the complement of the event A is . . . ?

34
..
c
A

Complement event (Biến cố bù - đối lập)


Example 3: Suppose that there are three students on
a test.
 Let A = “ three students pass the test”
 Let B = “ there is no students pass the test”
 What are statements of and

35
.

PROBABILITY -1

Definition 1 (classical approach – theo lối cổ điển ):

If there are n equally likely possible outcomes in


an experiment and there are m possible
outcomes favorable to an event A. Then
probability of the event A is determined by

P(A) = n(A)/n(S).
 n(A) represents the number of outcomes favorable to
event A,
 n(S) represents the total number of possible outcomes in
the sample space.
36
.

Assigning PROBABILITY -2
Example 1:
Tossing a fair die. Then the sample space is S ={1,2,3,4,5,6}
Let A =” the die shows the face of even”.
That means A= {2,4,6}. Then P(A) = 3/6.

Example 2: A class has 35 students, including 10 female


students and the rest are male students (25 male). We
randomly select 2 students from that class.

37
.

Assigning PROBABILITY -3
Question:
a/ What is the probability of the event that two
students are female?

b/ What is the probability of the event that two


students are of different gender?

c/ What is the probability of the event that there is


at least one female student?

38
.

Assigning PROBABILITY -4
Example 3: A student who takes the exam can only
do 18 questions out of a total of 30 questions. The
test has 5 questions taken from 30 of the questions.
If a student can do at least 4 questions, then the
student will pass. Otherwise, he/she fails.

a/ Calculate the probability that a student will pass a test.

b/ Calculate the probability that a student will fail a test.

39
.

Assigning PROBABILITY -5

Note: Limitations of definition 1:


All possible outcomes of a sample space are
equally likely to occur.
Number of possible outcomes is finite (hữu hạn).

40
.

Assigning PROBABILITY -6

2/Definition 2 (relative frequency approach – theo


tần suất ):

Example 1: Tossing an unfair die. Let A: ” the die shows


the face of 1”. What is the probability of event A?

Discussion:
 Six outcomes are not equally likely to occur.
 The classical approach to computing probability does not
allow us to apply it.

41
.

Assigning PROBABILITY -7

2/Definition 2 (relative frequency approach – theo


tần suất ):

Example 2: We choose one product from many


products produced at a factory to consider if it is
defective or not.
 Let A: “the chosen product is defective”.
 What is the probability of event A? “What is
the percentage of defective products”.

42
.

Assigning PROBABILITY -8

Definition 2: If an experiment is performed N


times, let n(A) be the number of times that event A
occurs.

When N is large enough, the likelihood of event A


(the probability of event A) is approximately equal
to the ratio n(A)/N. That means

n ( A)
P ( A)  , N
N

43
.

Assigning PROBABILITY -9

Example: Consider each of the following events, and


determine how the probability is assigned.
a/ Henry figures that if he guesses on a true-false question,
the probability of getting it right is 0.5.
b/ A random sample of 500 students at Hudson College were
surveyed and it was determined that 375 wore or contact
lenses.

Question: What is the probability that a Hud


College student selected at random wears
corrective lenses.

44
Properties of probability of event

45
.

THE ADDITION RULEs

a/ If A and B are mutually exclusive events


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

b/ If A and B are any events


P(A B) = P(A B) = P(A) + P(B) - P

 When to use addition rules


Firstly, we determine whether A and B are
mutually exclusive events. If P(A and B) = 0, then
the events are mutually exclusive.

46
.

THE ADDITION RULEs

 Example: Selecting a Card: If one card is


drawn from an ordinary deck of cards, find the
probability of getting the following.

a/ A king or queen or a jack. ANS: 3/13.


b/ A club or a heart or a spade. ANS: 3/4.
c/ A king or a queen or a diamond.
ANS: 7/13.

47
.

THE ADDITION RULEs

 Sol:
a/ A king or queen or a jack. ANS: 3/13.
Let K be: “ king card”
Let Q be “ queen card”
Let J be “ jack card”

P(K + Q + J) = P(K) + P(Q) + P(J) = 4/52 + 4/ 52


+ 4/52 = 12/52/

c/ A king or a queen or a diamond.


ANS: 7/13.

48
.

THE ADDITION RULEs

 Sol: b/ A club (chuồng) or a heart or a


spade(bích).
ANS: 3/4.
Let C be: “ club card”
Let H be “ heart card”
Let S be “ spade card”

P(C+ H + S) = P(C) + P(H) + P(S)


= 1/4 + 1/4 + 1/4 =3/4

49
.

THE ADDITION RULEs

 Sol: c/ A king or a queen or a diamond.


ANS: 7/13.
Let K be: “ king card”, P(K) = 4/52
Let Q be “queen card”, P(Q) = 4/12
Let D be “diamond card”, P(D) = 13/52

P(K + Q + D) = P(K) + P(Q) + P(D) =

50
.

THE ADDITION RULEs


 Example:
A single card is drawn at random from an
ordinary deck of cards. Find the probability that it is
either an ace or a black card.
Sol:
Let A be the event that the drawn card is ace card
Let B be the event that the drawn card is black card

P(A or B) = P(A) + P(B) – P(AB) = 7/13

51
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN)

❖The probability of an event given that another


event has occurred is called a conditional probability.

Definition: The conditional probability of event A given


event B, denoted by P(A|B), is the probability of the event A
that is computed when event B has occurred.

52
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN) -1

Example 1: A box contains 20 lottery tickets with 3


winning tickets and 17 non-winning lottery tickets.

The first player picks 1 ticket (without replacement-lấy


không hoàn lại), and then the second player picks 1 ticket.
53
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN) -2

Q1: Compute that probability that the second player


will pick a winning ticket given that the first player
has picked a winning ticket.

Let A1 =” the fisrt player picks a winning ticket”


Let A2 =” the second player picks a winning
ticket”
P(A2 | A1) = 2/19 is called conditional
probability….

54
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN) -3

Q2: Compute that probability that the second player


will pick a winning ticket given that the first player
has picked a winning ticket.

55
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN) -4
Example 2: Use the table below to caculate the
following probabilities. Label each event.
Men, M Women, W Total

Left – handed, L 15 25 40

Right –handed, R 60 55 115

Total 75 80 155

a/ Find the probability of selecting a left-handed person given


that they are a women.
b/ Find the probability of selecting a women given that they are
left-handed.
56
.

MULTIPLICATION RULEs (Công thức nhân)

57
.

Independent Events

 Events A and B are said to be independent if an


event A occurs or not, the probability of event B
does not change.
 If A and B are independent, P(A|B) = P(A) and
P(B|A) = P(B).

 Example:

58
.

CONDITIONAL PROBABILITY
(XÁC SUẤT CÓ ĐIỀU KIỆN)

59
.

Multiplication rules

Example 1: Suppose there are 9 items (6 good, 3


defective). The two items are tested one-on-one,
without replacement (Lấy không hoàn lại). Label
each event.
a/ Find the probability of selecting a defective item on
the first try and a defective item on the second try. ANS:
1/12.

b/ Find the probability of selecting a good item on the


first try and a defective item on the second try.

60
.

Multiplication rules
Example 2: Assume you have applied to two different
universities (let's refer to them as Universities A and B)
for your graduate work. In the past, 25% of students (with
similar credentials as yours) who applied to University A
were accepted, while University B accepted 35% of the
applicants. Assume events are independent of each other.

a/ What is the probability that you will be accepted to


both universities?

b/ What is the probability that you will be accepted


to at least one graduate program?

c/ What is the probability that one and only one


of the universities will accept you?

61
The Law of total probability -1

• Given a set of events , that are mutually


exclusive and exhaustive.

• , are mutually exclusive means that


= ; that is, , are disjoint sets.

, are exhaustive events means that


= S.

62
The Law of total probability -2

• Given a set of events , that are mutually


exclusive and exhaustive and an event A, the probability of
event A can be expressed as:

• This formula is known as the Law of total probability.

63
.

The Law of total probability - Discussion

 Give that S is the sample space of the experiment


and there are k possible disjoint outcomes/events
such that

 S1  S2   S k  S

 Si  S j  

Draw a figure here!

64
.

The Law of total probability - Discussion

65
.

Examples
Example: A machine is used in a production process.
From past data, it is known that 97% of the time the
machine is set up correctly. Furthermore, it is known that if
the machine is set up correctly, it produces 95% acceptable
(non-defective) items. However, when it is set up
incorrectly, it produces only 40% acceptable items.

Question: An item from the production line is selected.


What is the probability that the selected item is non-
defective?

63
Bayes’ Theorem
• Often we begin probability analysis with initial or prior
probabilities.
• Then, from a sample, special report, or a product test we
obtain some additional information.
• Given this information, we calculate revised or posterior
probabilities.
• Bayes’ theorem provides the means for revising the prior
probabilities.
Application
Prior N ew Posterior
of Bayes’
Probabilities Information Probabilities
Theorem

67
Bayes’Theorem (cont)

68
End of Chapter 4

65

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