PROBABILITY
PROBABILITY
PROBABILITY
Introduction to probability
Probability is the science of studying the outcomes of random phenomena.
A phenomenon is called random if individual outcomes are uncertain but the long-term pattern
of many outcomes is predictable.
Example: The outcome of the experiment of tossing a coin is a random phenomenon. The
probability that the outcome is ―Heads‖ can be found by tossing the coin a large number
of times.
Probability Models
Terminology:
The collection of all the possible outcomes of the experiment is called the Sample Space.
An event is any sub-collection of outcomes in the sample space.
A simple event is any single outcome.
The complement of an event A, denoted , is the set of all outcomes not in A.
A probability model (or a probability distribution) is a process of assigning to the
outcomes and events in a sample space a value that represents the probability for that
outcome to occur. If x is an outcome, the probability of x will be denoted by P(x). If E is
an event, the probability of E will be denoted by P(E).
The assignment in a probability model must satisfy the following rules:
- For any event or outcome, the probability is a number between 0 and 1.
- The probability of the sample space is 1.
- If two events A and B do are disjoint, i.e. have no outcome in common, then the
probability P(A or B) that one or the other occurs is the sum P(A) + P(B) of the
individual probabilities of the events.
- The probability of an impossible (empty) event is 0.
For a finite (discrete) probability space, these rules guarantee that the probabilities of the
individual events must add up to 1.
Suppose we have the following proportions for the marital status of a people in this country
between the ages of 30 and 40.
A random experiment is drawing a person aged 30 to 40 at random. What is the sample space
for this experiment?
Examples:
1) The experiment of rolling a fair die has six equally likely outcomes (1, 2, 3, 4, 5, or 6).
a) Let A be the event ―The outcome is a multiple of 3‖. List the elements in A.
c) What is P(A)?
2) Now consider the experiment of rolling two dice, and recording the number of dots on top,
c) In the board game MONOPOLY you need to ―doubles‖ to get out of jail. What is the
probability of getting out in a single roll?
d) Let A be the event that the sum of the number is a multiple of 3. What is A?
e) What is P(A)?
f) Let E be the event ― The sum of the two dice is 4". What is P(E)?
g) What is ? What is ?
The last two examples illustrate the following rule involving the complement of an event.
Examples:
1) A statistics student who takes the bus to school every day uses relative frequency to find the
probabilities that the bus will arrive before a given time. The probability that the bus will come
before 8:15 is estimated to be .43. What is the probability that the bus will not come before 8:15?
20 a) A computer assigns a you a PIN at random by assigning 4 symbols, the first is a letter of
Definition: If two events have no elements in common, they are called disjoint
Example
In the example of rolling two die and recording the pair of numbers, let A be the event ―the sum
of the two numbers is a 3‖, and let B be the event ―the sum of the two numbers is a 5‖. List the
elements in A; list the elements in B; and list all the elements in the event ― the sum of the two
numbers is a 3 or a 5‖. Find P(A), P(B), and the probability that the sum is a 3 or a 5.
Example:
In the example of rolling two die and recording the pair of numbers, let C be the event ―one of
the two numbers is a 3‖, and let B be the event ―the sum of the two numbers is a 5‖. List the
elements in C; list the elements in B; and list all the elements in the event ― one of the two
numbers is a 3 or the sum of the two numbers is a 5‖. Find P(C), P(B), and the probability that
one of the numbers is a 3 or the sum is a 5.
Examples
1) A card is drawn at random from a standard deck of cards. What is the probability it
will be a king or a heart?
If you select a woman at random, what is the probability that she is either married, or over 35?
Examples:
1) In the dice rolling experiment: If we are only interested in the sum of the die, the random
variable would be the sum of the two numbers.
2) In the experiment of rolling one die, the random variable could be the number of dots that
lands on top.
3) In an experiment of tossing a coin, a random variable could assign the number 1 to heads and
0 to tails.
F = s1 p1 + s2 p2 + ... + sk pk
Example: The following represents a table of grades given to a class for a term paper. An
experiment consists of drawing a student at random and recording that student‘s grade. The
random variable is the value of the grade. The probability distribution is given in the table.
Grade 0 1 2 3 4
Probability 0.10 0.15 0.30 0.30 0.15
Example:
In a gambling game, the player is paid $3 if s/he draws a queen, $5 if s/he draws a king, and $10
if s/he draws an ace. Otherwise, the player will pay the casino the bet amount of $3.00.
x
P(x)
2. Find the mean of this model. Does the game favor the casino or the player?
3. What should the amount of the bet be so that the game is fair?
< The proportion of trials on which an outcome occurs gets closer and closer to the probability
of that outcome.
< The average of the observed values gets closer and closer to F.
An American roulette wheel has 38 slots numbered 0, 00, and 1 to 36. The ball is equally likely
to rest in any of these slots when the wheel is spun. One way to place a bet is to bet that the ball
will rest on an odd number. Sam places a $10 bet that pays out $20 if an odd number comes up.
a. What is expected value for one play, taking into account the $10 cost of each play? On any
b. Sam plays roulette every day for 10 years. What does the law of large numbers tell us about
his results?
Multiple Probabilities. The probability of 2 things happening: The probability of 2 independent things
happening either one after the other or together is the probability of the first thing happening
multiplied by the probability of the second thing happening.
Dependent - When two events are said to be dependent, the probability of one event occurring
influences the likelihood of the other event.
For example, if you were to draw a two cards from a deck of 52 cards. If on your first draw you
had an ace and you put that aside, the probability of drawing an ace on the second draw is greatly
changed because you drew an ace the first time. Let's calculate these different probabilities to see
what's going on.
If we don't return this card into the deck, the probability of drawing an ace on the second pick is
given by
As you can clearly see, the above two probabilities are different, so we say that the two events
are dependent. The likelihood of the second event depends on what happens in the first event.
Conditional Probability
Conditional probability deals with further defining dependence of events by looking at
probability of an event given that some other event first occurs.
That was a simple example using independent events (each toss of a coin is independent of the
previous toss), but tree diagrams are really wonderful for figuring out dependent events (where
an event depends on what happens in the previous event) like this example:
You are off to soccer, and love being the Goalkeeper, but that depends who is the Coach today:
Sam is Coach more often ... about 6 out of every 10 games (a probability of 0.6).
Let's build the tree diagram. First we show the two possible coaches: Sam or Alex:
Now, if you get Sam, there is 0.5 probability of being Goalie (and 0.5 of not being Goalie):
If you get Alex, there is 0.3 probability of being Goalie (and 0.7 not):
The tree diagram is complete, now let's calculate the overall probabilities. This is done by
multiplying each probability along the "branches" of the tree.
(When we take the 0.6 chance of Sam being coach and include the 0.5 chance that Sam will let
you be Goalkeeper we end up with an 0.3 chance.)
Check
One final step: complete the calculations and make sure they add to 1:
Conclusion
So there you go, when in doubt draw a tree diagram, multiply along the branches and add the
columns. Make sure all probabilities add to 1 and you are good to go.
A sample space is defined as a universal set of all possible outcomes from a given experiment.
Given two events A and B and given that these events are part of a sample space S. This sample
space is represented as a set as in the diagram below.
The different regions of the set S can be explained as using the rules of probability.
Rules of Probability
When dealing with more than one event, there are certain rules that we must follow when
studying probability of these events. These rules depend greatly on whether the events we are
looking at are Independent or dependent on each other.
If A and B are independent events, the probability of this event happening can be calculated as
shown below:
Conditional probability for two independent events can be redefined using the relationship above
to become:
But remember from set theory that and from the way we defined our sample space above:
and that:
Mutual Exclusivity
Certain special pairs of events have a unique relationship referred to as mutual exclusivity.
Two events are said to be mutually exclusive if they can't occur at the same time. For a given
sample space, its either one or the other but not both. As a consequence, mutually exclusive
events have their probability defined as follows:
An example of mutually exclusive events are the outcomes of a fair coin flip. When you flip a
fair coin, you either get a head or a tail but not both, we can prove that these events are mutually
exclusive by adding their probabilities:
For any given pair of events, if the sum of their probabilities is equal to one, then those two
events are mutually exclusive.
Subtraction Rule: From the addition rule above, we can conclude that the subtraction rule
for mutually exclusive events takes the form;
hence
Below is a venn diagram of a set containing two mutually exclusive events A and B.
Probability Distribution
The Poisson random variable satisfies the following conditions:
Apart from disjoint time intervals, the Poisson random variable also applies to disjoint regions
of space.
Applications
the number of deaths by horse kicking in the Prussian army (first application)
birth defects and genetic mutations
rare diseases (like Leukemia, but not AIDS because it is infectious and so not
independent) - especially in legal cases
car accidents
traffic flow and ideal gap distance
number of typing errors on a page