STAT 2000 – Unit 4

Carrie Madden

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 Unit 4 – Probability

Unit 4 – Probability

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 Unit 4 – Probability

Review of Probability Concepts and Rules

Probability Theory
Probability theory is the branch of mathematics that describes random
behaviour. We must deal with mathematical models, because probability
itself can never be observed.
We could toss a coin forever, but our understanding of random behaviour
enables us to describe the long-run behaviour.

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 Unit 4 – Probability

Probability Model

The mathematical model used to describe random behaviour is called a

probability model.
A probability model has two components:

a list of possible outcomes

a probability for each outcome

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 Unit 4 – Probability

Probability Model

Sample Space

Definition
The sample space, S, of a random phenomenon is the set of possible
outcomes.

Example
We toss a coin one time. What is the sample space?

Solution
S = {H, T }

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 Unit 4 – Probability

Probability Model

Sample Space
We can see that this is a simple sample space!
They can also be very complicated. Consider the set of all possible
combinations of six numbers drawn in Lotto 6/49 from a population of 49
numbers. The sample space consists of over 14 million unique options.

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 Unit 4 – Probability

Sample Space

Example
Suppose we toss a coin three times. What is the sample space?

Solution
S = {HHH, HHT , HTH, HTT , THH, THT , TTH, TTT }

Suppose we are only interested in how many Heads are observed. Then,
our sample space becomes

S = {0, 1, 2, 3}

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 Unit 4 – Probability

Example – Dice
Example
Suppose we roll two six-sided dice. What is the sample space of the
possible outcomes?

The sample space is found to be

S = {11, 12, 13, 14, 15, 16, 21, 22, 23, 24, 25, 26,
31, 32, 33, 34, 35, 36, 41, 42, 43, 44, 45, 46,
51, 52, 53, 54, 55, 56, 61, 62, 63, 64, 65, 66}

where the first number in each outcome represents the number on the top
face of the first die and the second number is the number on the top face
of the second die.
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 Unit 4 – Probability

Example – Dice (Cont’d)

Note that for the Dice example, there are 6 × 6 = 36 outcomes.

If we were instead specifically interested in the sum of the numbers on the
two dice, our sample space would be

S = {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}

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 Unit 4 – Probability

Probabilities of Outcomes

Suppose the sample space for an experiment is

S = {O1 , O2 , . . . , On }

The probability of outcome Oi is denoted as pi .

Conditions
Probabilities of the outcomes must satisfy the following two conditions:
1 0 ≤ pi ≤ 1 for all i = 1, 2, . . . , n.
2 p1 + p2 + . . . + pn = 1

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 Unit 4 – Probability

Events

An event is any subset of outcomes in the sample space that we may be

interested in examining. For example, when rolling two dice, the event “At
least One 4” can be written as

A = {14, 24, 34, 41, 42, 43, 44, 45, 46, 54, 64}

and the event “Sum is 9” can be written as

B = {36, 45, 54, 63}

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 Unit 4 – Probability

Equal Probabilities

The probability of any event is equal to the sum of probabilities of the

outcomes which are contained in that event.
Theorem
If all outcomes in the sample space are equally likely, then the probability
of an event A is equal to
number of outcomes in A
P (A) =
number of outcomes in S

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 Unit 4 – Probability

Example – Dice
Example
What is the probability of event A?

S = {11, 12, 13, 14 , 15, 16, 21, 22, 23, 24 , 25, 26,

31, 32, 33, 34 , 35, 36, 41 , 42 , 43 , 44 , 45 , 46 ,

51, 52, 53, 54 , 55, 56, 61, 62, 63, 64 , 65, 66}

So, there are 11 elements in A and 36 elements in S. Hence,

11
P (A) = = 0.3056
36
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 Unit 4 – Probability

Example – Dice
Example
What is the probability of event B?

S = {11, 12, 13, 14, 15, 16, 21, 22, 23, 24, 25, 26,

31, 32, 33, 34, 35, 36 , 41, 42, 43, 44, 45 , 46,

51, 52, 53, 54 , 55, 56, 61, 62, 63 , 64, 65, 66}

So, there are 4 of the 36 outcomes which are contained in event

B = {sum is 9}. Hence,
4
P (B) = = 0.1111
36
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 Unit 4 – Probability

Intersection

The intersection of two events, A ∩ B, consists of the outcomes that are

contained in both A and B. The probability of this event, P (A ∩ B), is
the probability that both events occur simultaneously.

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 Unit 4 – Probability

Example – Dice
Example
What is the probability of events A and B?

We can see that there are only two events that are in both A and B.

S = {11, 12, 13, 14, 15, 16, 21, 22, 23, 24, 25, 26,

31, 32, 33, 34, 35, 36, 41, 42, 43, 44, 45 , 46,

51, 52, 53, 54 , 55, 56, 61, 62, 63, 64, 65, 66}

So, A ∩ B = {45, 54}. Hence,

2
P (A ∩ B) = = 0.0556
36
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 Unit 4 – Probability

Union

The union of two events, A ∪ B, consists of the outcomes that are

contained in at least one of the events A or B. The probability of this
event, P (A ∪ B), is the probability that either of the two events occurs.
The union also includes the probability that they both occur at the same
time.

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 Unit 4 – Probability

Example – Dice
Example
What is the probability of events A or B?

We can see that there are 13 events that are in A or B.

S = {11, 12, 13, 14 , 15, 16, 21, 22, 23, 24 , 25, 26,

31, 32, 33, 34 , 35, 36 , 41 , 42 , 43 , 44 , 45 , 46 ,

51, 52, 53, 54 , 55, 56, 61, 62, 63 , 64 , 65, 66}

So, A ∪ B = {14, 24, 34, 36, 41, 42, 43, 44, 45, 46, 54, 63, 64}. Hence,
13
P (A ∪ B) = = 0.3611
36
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 Unit 4 – Probability

Probability of a Union

The probability of the union of two events can be calculated as

P (A ∪ B) = P (A) + P (B) − P (A ∩ B) (1)

The reason for this can be seen in the following diagram, known as a Venn
diagram.

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 Unit 4 – Probability

Union

A B

We can see that if we add the events A and B, then we have included the
probability of the intersection A ∩ B two times, so we must now subtract it!

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 Unit 4 – Probability

Example – Dice

We could have used the probability rule to calculate the probability in the
previous example, rather than defining the set:

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
11 4 2
= + −
36 36 36
13
= = 0.3611
36

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 Unit 4 – Probability

Mutually Exclusive Events

Definition
The empty set, ∅, is a set which contains no outcomes.

i.e.: P (∅) = 0

Definition
Two events are mutually exclusive (or disjoint) if they have no outcomes in
common:
A∩B =∅

Theorem
Two event, A and B, are mutually exclusive if and only if

P (A ∩ B) = 0

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 Unit 4 – Probability

Example – Dice

Example
Consider the dice example. Define the events

A = {First Die Shows a 1}

B = {Sum is at least 8}

Are these events mutually exclusive?

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 Unit 4 – Probability

Example – Dice

Solution
The resulting spaces are

S = { 11 , 12 , 13 , 14 , 15 , 16 , 21, 22, 23, 24, 25, 26 ,

31, 32, 33, 34, 35 , 36 , 41, 42, 43, 44 , 45 , 46 ,

51, 52, 53 , 54 , 55 , 56 , 61, 62 , 63 , 64 , 65 , 66 }

Notice that are no events that are in common. So,

P (A ∩ B) = 0

Therefore, A and B are mutually exclusive.

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 Unit 4 – Probability

Mutually Exclusive Events

So, when two events are mutually exclusive,

P (A ∪ B) = P(A) + P(B)

So, for the previous example,

P (A ∪ B) = P(A) + P(B)
6 15
= +
36 36
21
= = 0.5833
36

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 Unit 4 – Probability

Exhaustive Events

Theorem
Two events, A and B, are exhaustive of the sample space S if together,
they contain all ouctomes in S.

Example
For the dice example, consider the events

A = {First Die Shows a 5 or a 6}

B = {Sum is less than 11}

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 Unit 4 – Probability

Example – Dice
The sample space is shown below

S = { 11 , 12 , 13 , 14 , 15 , 16 ,

21 , 22 , 23 , 24 , 25 , 26 ,

31 , 32 , 33 , 34 , 35 , 36 ,

41 , 42 , 43 , 44 , 45 , 46 ,

51 , 52 , 53 , 54 , 55 , 56 ,

61 , 62 , 63 , 64 , 65 , 66 }

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 Unit 4 – Probability

Complements

The complement Ac of an event A is the event consisting of all outcomes

in the sample space which are not contained in A. It follows that

P (Ac ) = 1 − P(A)

In other words, two events are complements if they are both mutually
exclusive and exhaustive of the sample space.

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 Unit 4 – Probability

Example – Dice
Consider the events

A = {Exactly one die shows an odd number}

B = {Sum is even}

The sample space is

S = { 11 , 12 , 13 , 14 , 15 , 16 , 21 , 22 , 23 , 24 , 25 , 26 ,

31 , 32 , 33 , 34 , 35 , 36 , 41 , 42 , 43 , 44 , 45 , 46 ,

51 , 52 , 53 , 54 , 55 , 56 , 61 , 62 , 63 , 64 , 65 , 66 }

So, A = B c and B = Ac .
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 Unit 4 – Probability

Conditional Probability

The conditional probability P (A|B) is the probability that the event A

occurs, given that an event B has occurred.
Example
Odds-makers have estimated that the probability that the Toronto Blue
Jays win their next baseball game against the New York Yankees is 0.6.
The day before the game, it is announced that the Blue Jays’s star pitcher
cannot play because of an injury. The probability that Toronto wins, given
that their star pitcher is hurt, will be lower than 0.6.

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 Unit 4 – Probability

Conditional Probability

The conditional probability that an event A occurs, given that an event B

has occurred, is
P (A ∩ B)
P (A|B) =
P (B)

A B

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 Unit 4 – Probability

Example – Dice

Example
If we roll two fair dice, what is the probability that the sum is at least ten,
given that both dice show an even number?

Let A = {Sum is at least ten} and B = {Both numbers are even}.

A = {46, 55, 56, 64, 65, 66}

B = {22, 24, 26, 42, 44, 46, 62, 64, 66}
A ∩ B = {46, 64, 66}

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 Unit 4 – Probability

Example – Dice

Therefore,

P (A ∩ B)
P (A|B) =
P (B)
3
36 1
= 9 =
36
3

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 Unit 4 – Probability

Practice Questions

In a particular course, it is known that:

14% of students get an A+ on the midterm.

11% of students get an A+ on the final exam.
9% of students get an A+ on both the midterm and the final exam.

If a student gets an A+ on the midterm, what is the probability she will

get an A+ on the final exam?
A 0.79
B 0.53
C 0.90
D 0.82
E 0.64

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 Unit 4 – Probability

Probability of Intersections

If follows from the definition of conditional probability that

P(A ∩ B) = P(A)P(B|A) = P(B)P(A|B)

Example
If we randomly select two cards from a standard deck of 52 cards, what is
the probability they are both Hearts?

Solution
Let A = {first card is a Heart} and B = {second card is a Heart}.

13 12
  
P(A ∩ B) = P(A)P(B|A) = = 0.0588.
52 51

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 Unit 4 – Probability

Independence

If two events A and B are said to be independent

Then, P(A ∩ B) = P(A)P(B)
Example
If we roll a fair six-sided die two times, the probability of getting a 5 on
the first roll and an even number on the second roll is:

P(5)P(even) = (1/6)(1/2) = 1/12

If we randomly select a card from three separate decks, the probability of

getting a Heart from all three decks is

P(H)P(H)P(H) = (0.25)(0.25)(0.25) = 0.015625

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 Unit 4 – Probability

Example – Handedness

In some cases, it is clear that events are independent. For example,

suppose we randomly select three people. The outcome of interest is
whether each of the three people is left-handed or right-handed. The
sample space for this experiment is
Sample Space (S) = {LLL,LLR,LRL,RLL,LRR,RLR,RRL,RRR}
Suppose it is known that 10% of people are left-handed.

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 Unit 4 – Probability

Example – Handedness

It is clear that whether one person is left-handed is independent of any

other person. Therefore, we can find the probability of each outcome in
the sample space by multiplying the probabilities for each of the three
people. For example, consider the outcome in which the first person is
left-handed and the next two are right handed.

P(LRR) = P(L)P(R)P(R)
= (0.1) (0.9) (0.9) = 0.081

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 Unit 4 – Probability

Example – Handedness

The probabilities for all outcomes are calculated similarly and are shown
below:

Outcome Probability Outcome Probability

LLL 0.001 RRL 0.081
LLR 0.009 RLR 0.081
LRL 0.009 LRR 0.081
RLL 0.009 RRR 0.729

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 Unit 4 – Probability

Example – Handedness

What is the probability that exactly one of the three people in the sample
is left-handed? Since outcomes are mutually exclusive,

P(one person is left-handed) = P(LRR ∪ RLR ∪ RRL)

= P(LRR) + P(RLR) + P(RRL)
= 3 (0.081) = 0.243

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 Unit 4 – Probability

Example – Handedness

In general, to find the probability of an event:

List all outcomes contained in the event.

Find the probability of each of these outcomes.
Add these probabilities.

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 Unit 4 – Probability

Example – Handedness
Let X be the number of people in our sample that are left-handed. We
can calculate probabilities for all possible values of X :

P(X = 0) = P(RRR) = 0.729

P(X = 1) = P(RRL) + P(RLR) + P(LRR) = 3 (0081) = 0.243
P(X = 2) = P(LLR) + P(LRL) + P(RLL) = 3 (0.009) = 0.027
P(X = 3) = P(LLL) = 0.001

The probability distribution of X is shown below:

x 0 1 2 3
P(X = x ) 0.729 0.243 0.027 0.001

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 Unit 4 – Probability

Practice Question

A student must pass through two sets of traffic lights on his way to work.
The first light is red 40% of the time, yellow 10% of the time and green
50% of the time. The second light is red 60% of the time, yellow 5% of
the time and green 35% of the time. Assuming that the lights operate
independently, what is the probability that the student has to stop exactly
one time on his way to work? (He will stop only for a red light, and not if
it is yellow.)
A 0.46
B 0.48
C 0.50
D 0.52
E 0.54

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 Unit 4 – Probability

Example – Blood Types

Example
Suppose the probability model for the blood types for some population is
as follows:
Blood Type O A B AB
Probability 0.48 0.23 0.19 0.10

Notice that the probability of each outcome is between 0 and 1. Also, note
that

P(O) + P(A) + P(B) + P(AB) = 0.48 + 0.23 + 0.19 + 0.10 = 1

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 Unit 4 – Probability

Example – Blood Types

Solution
The probability of not having blood type A is:

P(Ac ) = 1 − P(A) = 1 − 0.23 = 0.77

We could also find this probability as follows:

P(Ac ) = P(O ∪ B ∪ AB)

= P(O) + P(B) + P(AB)
= 0.48 + 0.19 + 0.10 = 0.77

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 Unit 4 – Probability

Example – Blood Types

The blood types of any two people are independent. The probability that
the first person has blood type A and the second person has blood type O
is:

P(first has type A and second has type O)

= P(first has type A)P(second has type O)
= (0.23) (0.48) = 0.1104

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 Unit 4 – Probability

Example – Blood Types

If the order doesn’t matter and we just want to know the probability that
one of the two people has blood type A and the other has blood type O,
then:

P(one has type A and one has type O)

= P(first has type A)P(second has type O)
+ P(first has type O)P(second has type A)
= (0.23) (0.48) + (0.48) (0.23)
= 2 (0.1104) = 0.2208

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 Unit 4 – Probability

Practice Question

Event A has a probability of 0.4 of occurring. Event B has a probability of

0.5 of occurring. If A and B are mutually exclusive (disjoint), then the
probability that both events occur, P(A and B) is
A 0.0
B 0.2
C 0.5
D 0.7
E 0.9

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 Unit 4 – Probability

Practice Questions

An event A has probability 0.5. An event B has probability 0.4. If A and B

are independent, then:
(I) P(A ∩ B) = 0.2
(II) P(A ∪ B) = 0.7
(III) P(B|A) = 0.4

A I only
B I and II only
C I and III only
D II and III only
E I, II and III

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