Lecture 7 (Probabilty)

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Probability

Definition of probability: Probability is a measure of the


chance or likelihood that a particular outcome will occur.
This occurence is measured by numerical statement assigned on a
scale 0 to 1. A probability near 0 indicates that an event is unlikely
to occur and a probability close to 1 indicates that an outcome is
likely to occur.
There are three different types of probablity:
1.Classical or Mathematical or a priori probability
2.Statistical / Emperical / Frequency probability
3.Subjective Probability
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Classical Probabilty:
If an experiment has a total of n(s) possible outcomes, all of which
are mutually exclusive and equally likely, such that n(A) of the
outcomes are favorable to an event A, then the calssical probability is
defined as ,

There are three drawbacks of classical definition of probability:


1. The classical probability fails to define probability when the
total number of possible outcomes is infinite.
2. The classical definition leaves us completely helpless when the
possible outcomes are not equally likely.
3. It is not always possible to enumerate all the equally likely
cases.
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Statistical probabilty:
If an experiment is repeated n times under essentially the same
conditions when an event A occurs m times, then the limit of the
fraction trends to an idealized value P as n becomes infinitely
large. This value is called the probability of the event A. It is
defiend as-

Limitations:
1.An experiment can not always be repeated under similar
conditions
2.There is no definite indication of an actual number that would
be consider large number.
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Subjective probability:
The probability that a person assigns to an event on the basis of his
own judgment, beliefs and information about the event is known
as subjective probability.

The subjective probability has the following drawbacks,

1.It varies from individual to individual as it depends on individual’s


judgment and belief.

2.It has no objective basis.

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Some important Definitions:
Experiment:
An experiment is any process that produces an observation or outcome.
Experiment is an act that can be repeated under given conditions.
Experiment can be of two types –
•Deterministic experiment
•Random experiment
Usually, the exact result of the experiment cannot be predicted with
certainly.

Unit experiment is known as trial. This means that trial is a special case
of experiment. Experiment may be a trial or two or more trials.
Random experiment:

A random experiment is an experiment in which-


All possible outcomes of the experiment are known in advance.
The outcome of any particular trial is not known in advance.
The experiment can be repeated under identical conditions.

Sample space: It is the collection of all possible outcomes of the


experiment and denoted by S.
Ex: In a coin toss experiment ; S = { H,T}
Sample point: Each outcome of an experiment can be thought
of as a sample point or element in the sample space.
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Example:
Some example of experiments and their sample spaces are as follows.
If the experiment consists of flipping two coins and noting whether they land heads
or tails, then

If the outcome of the experiment is the gender of a child, then

Where outcome G means that the child is a girl and B that it is a boy.
Consider an experiment that consists of rolling two balanced dice, one black
and one red are thrown and number of dots on their upper faces are noted,
also if b be the outcomes of the black die and r be the outcomes of the red die.
If we let denote the outcome in which black dice has value b and red dice has
value r, then the sample space of this experiment is:
r
b  1 2 3 4 5 6

1 1,1 1,2 1,3 1,4 1,5 1,6
2 2,1
3 3,5
4
5 5,1
Disjoint or mutually exclusive sets: If A and B be two subsets of Ω, then A and B are said to be
disjoint or mutually exclusive sets if they have no elements in common. That is, if A  B  AB  

A B

A and B are disjoint


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Events:
Any set of outcomes of the experiment is called an event. One or more
outcomes of an experiment constitute an event.
Events are generally denoted by capital letter A, B, C, etc.

Simple and composite Events:

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Mutually exclusive events: An event is called mutually
exclusive if the occurence of one of them precludes/prevents the
occurence of others i.e. they can not occur simultaneously. Event A
B are disjoint or mutually exclusive iff A∩B = ᴓ. For example,
if a coin is tossed once then the event of getting head or
tail are mutually exclusive.

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=

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Equally likely events: The events are said to be equally
likely When we have no reason to expect anyone rather than other.
( i.e.each has equal probability to occur)
For example: Drawing a playing card from a well-shuffled pack, 52
different cards are equally likely.

Exhaustive events: Events are said to be exhaustive when they


include all the possible cases. A and B are exhaustive if AᴗB = S.
For example: In a coin toss turning up of a head and tail are
exhaustive events.

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Problem:
A bag contains 4 white and 6 black balls. If one ball is drawn at
random from the bag, what is the probability that it is i. Black, ii.
White, iii. White or black and iv. Red.
Answer:
i) Let A be the event that the ball is black, then the number of
outcomes favorable to A is 6. Hence
m 6 m  Favorable outcomes of an event A = Number of black balls
P  A   ;
n 10 n  Total number of outcomes of the experiment = Total number of balls
Problem:
Two balanced dice, one black and one red are thrown and the number of
dots on their upper faces are noted, let b be the outcomes of the black die
and r be the outcomes of the red die. Now answer the following:
i. List a sample space of the experiment.
ii. What is the probability of throwing a double?
iii. What is the probability that the sum is 5, that is b+r =5?
iv. What is the probability that the sum is even?
v. What is the probability that r  2 or b  3
vi. What is the probability that the number on the red die is at least 4
greater than the number on the black dice.
Answer:
i.If two balanced dice, one black and one red are thrown and the number of dots on
their upper faces are noted, also if b be the outcomes of the black die and r be the out
comes of the red die. Then the sample space for the given experiment will be as
follows:
r
b  1 2 3 4 5 6

1 1,1 1,2 1,3 1,4 1,5 1,6
2 2,1
3 3,5
4
5 5,1
6 6,1 6,2 6,6

i.Let the event A = {the two dice shows the same number}
= {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)};
6
There fore, P( A) 
36
iii. Let the event B = {The sum of the two dies is 5, that is the two dice shows
the same number} = {(1,4), (2,3), (3,2), (4,1)}
There fore, P( B)  4
36
iv. Let the event C = {The sum of the two dies is even}
= {(1,1), (1,3), (1,5), (2,2), (2,4), …, … , … ,(6,4), (6,6), }
There fore, P(C )  18
36

v. Let the event D = {(b,r) | r  2 or b  3 }


= {(1,1), (1,2), (1,3), (1,3), (1,4), (1,5), (1,6), (2,1),
(2,2), (2,3), (2,4), (2,5), (2,6), (3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
(4,1), (4,2), (5,1), (5,2), (6,1), (6,2)}
24
There fore, P( D) 
36

vi. Let the event E ={ r  4  b } = {(1,5), (1,6), (2,6)}


There fore,
3
P( E ) 
36
Problem: A card is drawn from a pack of 52 cards. Find the
probability that it is a) a red card b) a spade c) a queen d) not
a spade e) a king or queen.
Solution:
When a card is drawn a pack of 52 cards, the total number of equally likely,
mutually exclusive and exhaustive outcomes are 52. That is here n(s) = 52.
a) Let A be the event of drawing a red card. There are 26 red and 26 black
cards in a pack and any of the red card can be drawn in 26 ways that is n(A)
= 26.
So, the probability of drawn a red card is,

b) The probability of drawn a spade is,

c) The probability of drawn a queen is,

d) The probability of drawn not a spade is,

Or,
e) The probability of drawn a king or queen is,

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Problem: The following table gives a distribution of weekly wages
of 4000 employes of a firm.

Wages Below 500- 750- 1000- 1250- 1500- 1750


in Tk. 500 750 1000 1250 1500 1750 and
above
No. of 36 472 1912 800 568 140 72
workers

An individual is selected random. What is the probability that his


wage are i) under Tk.750 ii) above Tk. 1250 iii) between Tk. 750
and 1250. Ans: i) 0.127 ii) 0.195 iii) 0.678
II. A balanced coin is tossed until head appears, it is tossed 4
times. a) construct the sample space of the experiment b) Is
the sample space simple? c) Calculate the probability that
head appears after first throw. d) What is the probabilty that
head does not appear at all?
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Solution:
Let H and T denote the head and tail of the coin respectively.
Here P[H] = P[T] = ½, since the coin is balanced.
a)The sample space of the coin is,
S = {H, TH, TTH, TTTH, TTTT}
P[H] = ½, P[TH] = ¼, P[TTH] = 1/8, P[TTTH] = 1/16, P[TTTT] = 1/16
b) The sample space is not simple, since the probabilities of the sample points are not
equal.
c) Head appears after first throw that is it may appear in the 2nd or 3rd or 4th throw.
Therefore the probability that head appears after first throw,
P [TH ᴜTTH ᴜTTTH] = P[TH]+P[TTH]+P[TTTH]= ¼ + 1/8 +1/16 = 7/16
d) Head does not appear at all, means the outcomes will be TTTT.
Hence, P[TTTT] = 1/16

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Sampling with replacement:
If the elements of a sample are drawn randomly one by one and after
each draw the element is returned to the population then the drawing is
said to be done with replacement and the process of having the sample
is called random sampling with replacement.
Sampling without replacement:
If the elements of a sample are drawn randomly one by one and after
each draw the element is not returned to the population then the
drawing is said to be done without replacement and the process of
having the sample is called random sampling without replacement.
Problem:
A box contains seven balls – two red, three blue and two yellow. Consider
an experiment that consists of drawing a ball from the box.
1.What is the probability that the first ball drawn is yellow?
2.What is the probability that the same colored ball is drawn twice without
replacement?
3.What is the probability that the same colored ball is drawn twice with
replacement?

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