Probability
Probability
Probability
PROBABILITY
1
EXPERIMENT, OUTCOMES,
AND SAMPLE SPACE
2
EXPERIMENT, OUTCOMES,
AND SAMPLE SPACE
Definition
An experiment is a process that,
when performed, results in one and
only one of many observations. These
observations are called that
outcomes of the experiment. The
collection of all outcomes for an
experiment is called a sample space.
3
Table 4.1 Examples of Experiments, Outcomes,
and Sample Spaces
4
Example 4-1
Draw the Venn and tree diagrams for
the experiment of tossing a coin once.
5
Figure 4.1 (a) Venn Diagram and (b) tree
diagram for one toss of a coin.
Outcomes
Head H
S
H T
Tail T
(b)
(a)
6
Example 4-2
Draw the Venn and tree diagrams for
the experiment of tossing a coin twice.
7
Figure 4.2 a Venn diagram for two tosses of
a coin.
S
HH HT
TH
TT
(a)
8
Figure 4.2 b Tree diagram for two tosses of
coin.
Second Final
First toss
toss outcomes
HH
H
H
T HT
H TH
T
T TT
(b)
9
Example 4-3
Suppose we randomly select two
persons from the members of a club
and observe whether the person
selected each time is a man or a
woman. Write all the outcomes for this
experiment. Draw the Venn and tree
diagrams for this experiment.
10
Figure 4.3 a Venn diagram for selecting two
persons.
S
MM MW
WM WW
(a)
11
Figure 4.3 b Tree diagram for selecting two
persons.
MM
M
M
W MW
M WM
W
W WW
(b)
12
Simple and Compound
Events
Definition
An event is a collection of one or
more of the outcomes of an
experiment.
13
Simple and Compound
Events cont.
Definition
An event that includes one and only
one of the (final) outcomes for an
experiment is called a simple event
and is denoted by Ei.
14
Example 4-4
Reconsider Example 4-3 on selecting two persons from
the members of a club and observing whether the
person selected each time is a man or a woman. Each of
the final four outcomes (MM, MW, WM, WW) for this
experiment is a simple event. These four events can be
denoted by E1, E2, E3, and E4, respectively. Thus,
15
Simple and Compound
Events
Definition
A compound event is a collection of
more than one outcome for an
experiment.
16
Example 4-5
Reconsider Example 4-3 on selecting two persons
from the members of a club and observing whether
the person selected each time is a man or a woman.
Let A be the event that at most one man is selected.
Event A will occur if either no man or one man is
selected. Hence, the event A is given by
A = {MW, WM, WW}
17
Figure 4.4 Venn diagram for event A.
S
MW A
MM
WM WW
18
Example 4-6
In a group of a people, some are in favor of genetic engineering
and others are against it. Two persons are selected at random
from this group and asked whether they are in favor of or against
genetic engineering. How many distinct outcomes are possible?
Draw a Venn diagram and a tree diagram for this experiment. List
all the outcomes included in each of the following events and
mention whether they are simple or compound events.
19
Solution 4-6
Let
F = a person is in favor of genetic engineering
A = a person is against genetic engineering
FF = both persons are in favor of genetic engineering
FA = the first person is in favor and the second is
against
AF = the first is against and the second is in favor
AA = both persons are against genetic engineering
20
Figure 4.5 a Venn diagram.
FF FA
AF AA
(a)
21
Figure 4.5 b Tree diagram.
FF
F
F
A FA
F AF
A
A AA
(b)
22
Solution 4-6
a) Both persons are in favor of genetic
engineering = { FF }
It is a simple event.
b) At most one person is against genetic
engineering = { FF, FA, AF }
It is a compound event.
c) Exactly one person is in favor of genetic
engineering = { FA, AF }
It is a compound event.
23
CALCULATING
PROBABILITY
Two Properties of probability
Three Conceptual Approaches to
Probability
Classical Probability
Relative Frequency Concept of
Probability
Subjective Probability
24
CALCULATING PROBABLITY
Definition
Probability is a numerical measure
of the likelihood that a specific event
will occur.
25
Two Properties of
Probability
First Property of Probability
0 ≤ P (Ei) ≤ 1
0 ≤ P (A) ≤ 1
26
Three Conceptual
Approaches to Probability
Classical Probability
Definition
Two or more outcomes (or events)
that have the same probability of
occurrence are said to be equally
likely outcomes (or events).
27
Classical Probability
Classical Probability Rule to Find Probability
1
P( Ei ) =
Total number of outcomes for the experiment
28
Example 4-7
Find the probability of obtaining a
head and the probability of obtaining a
tail for one toss of a coin.
29
Solution 4-7
1 1
P(head) = = = .50
Total number of outcomes 2
Similarly,
1
P ( tail) = = .50
2
30
Example 4-8
Find the probability of obtaining an
even number in one roll of a die.
31
Solution 4-8
32
Example 4-9
In a group of 500 women, 80 have
played golf at lest once. Suppose one
of these 500 women is randomly
selected. What is the probability that
she has played golf at least once?
33
Solution 4-9
80
P(selected woman has played golf at least once) = = .16
500
34
Three Conceptual
Approaches to Probability
cont.
Relative Concept of Probability
36
Solution 4-10
Let n denotes the total number of cars in the
sample and f the number of lemons in n. Then,
n = 500 and f = 10
Using the relative frequency concept of
probability, we obtain
f 10
P (next car is a lemon) = = = .02
n 500
37
Table 4.2 Frequency and Relative Frequency
Distributions for the Sample of Cars
38
Law of Large Numbers
Definition
Law of Large Numbers If an
experiment is repeated again and
again, the probability of an event
obtained from the relative frequency
approaches the actual or theoretical
probability.
39
Three Conceptual
Approaches to Probability
Subjective Probability
Definition
Subjective probability is the
probability assigned to an event based
on subjective judgment, experience,
information and belief.
40
COUNTING RULE
Counting Rule to Find Total Outcomes
41
Example 4-12
Suppose we toss a coin three times. This
experiment has three steps: the first toss, the
second toss and the third toss. Each step has two
outcomes: a head and a tail. Thus,
43
Solution 4-13
Total outcomes = 2 x 3 = 6
44
Example 4-14
A National Football League team will play 16
games during a regular season. Each game
can result in one of three outcomes: a win, a
lose, or a tie. The total possible outcomes for
16 games are calculated as follows:
Total outcomes = 3·3·3·3·3·3·3·3·3·3·3·3 ·3·3·3·3
= 316 = 43,046,721
One of the 43,046,721 possible outcomes is
all 16 wins.
45
MARGINAL AND
CONDITIONAL PROBABILITIES
Suppose all 100 employees of a company
were asked whether they are in favor of
or against paying high salaries to CEOs of
U.S. companies. Table 4.3 gives a two
way classification of the responses of
these 100 employees.
46
Table 4.3 Two-Way Classification of Employee
Responses
In Favor Against
Male 15 45
Female 4 36
47
MARGINAL AND
CONDITIONAL PROBABILITIES
Table 4.4 Two-Way Classification of Employee
Responses with Totals
Total 19 81 100
48
MARGINAL AND
CONDITIONAL PROBABILITIES
Definition
Marginal probability is the
probability of a single event without
consideration of any other event.
Marginal probability is also called
simple probability.
49
Table 4.5 Listing the Marginal Probabilities
P (A ) = P (B ) = 81/100
Total 19/10019 81
= .81
100
= .19
50
MARGINAL AND
CONDITIONAL PROBABILITIES
cont.
Read as
“given”
P ( in favor | male)
The event whose This event has
probability is to be already
determined occurred
51
MARGINAL AND
CONDITIONAL PROBABILITIES
cont.
Definition
Conditional probability is the probability
that an event will occur given that another
has already occurred. If A and B are two
events, then the conditional probability A
given B is written as
P(A|B)
and read as “the probability of A given that B
has already occurred.”
52
Example 4-15
Compute the conditional probability
P ( in favor | male) for the data on
100 employees given in Table 4.4.
53
Solution 4-15
In Favor Against Total
Male 15 45 60
54
Figure 4.6 We are to find the
Tree Diagram. probability of this
event
le
| Ma
s
This event has vor /60
Fa 15 Required probability
already Aga
inst
occurred 45/
60
| Ma
le
le
Ma 00
/1
60
Fe ale
m F em
40/ ale s|
10
0 avor
F 0
4/4
Ag
ain
st |F
em
36/4 ale
0
55
Example 4-16
For the data of Table 4.4, calculate the
conditional probability that a randomly
selected employee is a female given
that this employee is in favor of
paying high salaries to CEOs.
56
Solution 4-16
In Favor
15 Females who are in favor
19
o rs
av
This event has le
| F
Ma / 60
15
already We are to find the
Fem
occurred ale
| Fa probability of this
4/19 vor s
vo
rs
Fa 100
event
/
19
Required probability
Ag t
a ins
81 inst Aga
/10 le |
0 Ma 81
45/
Fem
ale
| Ag
ain
36 / st
81
58
MUTUALLY EXCLUSIVE
EVENTS
Definition
Events that cannot occur together are
said to be mutually exclusive
events.
59
Example 4-17
Consider the following events for one roll of a
die:
A= an even number is observed= {2, 4, 6}
B= an odd number is observed= {1, 3, 5}
C= a number less than 5 is observed= {1, 2, 3, 4}
Are events A and B mutually exclusive? Are
events A and C mutually exclusive?
60
Solution 4-17
Figure 4.8 Mutually exclusive events A and B.
S
A
1 2
5 6
3 4
61
Solution 4-17
Figure 4.9 Mutually nonexclusive events A and C.
62
Example 4-18
Consider the following two events for a
randomly selected adult:
Y = this adult has shopped on the Internet at
least once
N = this adult has never shopped on the
Internet
Are events Y and N mutually exclusive?
63
Solution 4-18
Figure 4.10 Mutually exclusive events Y and N.
S
Y N
64
INDEPENDENT VERSUS
DEPENDENT EVENTS
Definition
Two events are said to be independent if the
occurrence of one does not affect the probability
of the occurrence of the other. In other words, A
and B are independent events if
either P (A | B ) = P (A ) or P (B | A ) = P (B )
65
Example 4-19
Refer to the information on 100
employees given in Table 4.4. Are
events “female (F )” and “in favor
(A )” independent?
66
Solution 4-19
Events F and A will be independent if
P (F ) = P (F | A )
Otherwise they will be dependent.
From the information given in Table 4.4
P (F ) = 40/100 = .40
P (F | A ) = 4/19 = .2105
Because these two probabilities are not
equal, the two events are dependent.
67
Example 4-20
A box contains a total of 100 CDs that were
manufactured on two machines. Of them, 60 were
manufactured on Machine I. Of the total CDs, 15
are defective. Of the 60 CDs that were
manufactured on Machine I, 9 are defective.
Let D be the event that a randomly selected CD is
defective, and let A be the event that a randomly
selected CD was manufactured on Machine I. Are
events D and A independent?
68
Solution 4-20
From the given information,
P (D ) = 15/100 = .15
P (D | A ) = 9/60 = .15
Hence,
P (D ) = P (D | A )
Consequently, the two events are
independent.
69
Table 4.6 Two-Way Classification Table
Total 15 85 100
70
Two Important
Observations
Two events are either mutually
exclusive or independent.
Mutually exclusive events are always
dependent.
Independent events are never mutually
exclusive.
Dependents events may or may not
be mutually exclusive.
71
COMPLEMENTARY EVENTS
Definition
The complement of event A, denoted
by Ā and is read as “A bar” or “A
complement”, is the event that
includes all the outcomes for an
experiment that are not in A.
72
Figure 4.11 Venn diagram of two
complementary events.
A A
73
Example 4-21
In a group of 2000 taxpayers, 400 have
been audited by the IRS at least once.
If one taxpayer is randomly selected
from this group, what are the two
complementary events for this
experiment, and what are their
probabilities?
74
Solution
The complementary events for this experiment
are
A = the selected taxpayer has been audited by
the IRS at least once
Ā = the selected taxpayer has never been
audited by the IRS
A A
76
Example 4-22
In a group of 5000 adults, 3500 are in
favor of stricter gun control laws, 1200 are
against such laws, and 300 have no
opinion. One adult is randomly selected
from this group. Let A be the event that
this adult is in favor of stricter gun control
laws. What is the complementary event of
A? What are the probabilities of the two
events?
77
Solution 4-22
The two complementary events are
A = the selected adult is in favor of stricter gun
control laws
Ā = the selected adult either is against such
laws or has no opinion
78
Figure 4.13 Venn diagram.
A A
79
INTERSECTION OF EVENTS
AND THE MULTIPLICATION
RULE
Intersection of Events
Multiplication Rule
80
Intersection of Events
Definition
Let A and B be two events defined in a
sample space. The intersection of A
and B represents the collection of all
outcomes that are common to both A
and B and is denoted by
A and B
81
Figure 4.14 Intersection of events A and B.
A B
A
and
B
Intersection of A and B
82
Multiplication Rule
Definition
The probability of the intersection of
two events is called their joint
probability. It is written as
P (A and B ) or P (A ∩ B )
83
INTERSECTION OF EVENTS
AND THE MULTIPLICATION
RULE
Multiplication Rule to Find Joint
Probability
84
Example 4-23
Table 4.7 gives the classification of all
employees of a company given by
gender and college degree.
85
Table 4.7 Classification of Employees by
Gender and Education
86
Example 4-23
If one of these employees is selected
at random for membership on the
employee management committee,
what is the probability that this
employee is a female and a college
graduate?
87
Solution 4-23
Calculate the intersection of event F and G
P (F and G ) = P (F )P (G |F )
P (F ) = 13/40
P (G |F ) = 4/13
P (F and G ) = (13/40)(4/13) = .100
88
Figure 4.15 Intersection of events F and G.
7/27
N|M
M
20/27
P(M and N) = (27/40) (20/27) = .500
24/40
F
P(F and G) = (13/40) (4/13) = .100
G|F
13/40
4/13
9/13
N|F P(F and N) = (13/40) (9/13) = .225
90
Example 4-24
A box contains 20 DVDs, 4 of which are
defective. If 2 DVDs are selected at
random (without replacement) from
this box, what is the probability that
both are defective?
91
Solution 4-24
Let us define the following events for this experiment:
G1 = event that the first DVD selected is good
D1 = event that the first DVD selected is defective
G2 = event that the second DVD selected is good
D2 = event that the second DVD selected is defective
92
Figure 4.17 Selecting two DVDs.
15/19
D2 | G1
G1
4/19
P(G1 and D2) = (16/20) (4/19) = .1684
16/20
D1
P(D1 and G2) = (4/20) (16/19) = .1684
G2 | D1
4/20
16/19
D2 | D1
3/19
P(D1 and D2 ) = (4/20) (3/19) = .0316
93
Multiplication Rule cont.
Calculating Conditional Probability
P( A and B ) P( A and B )
P( B | A) = and P( A | B) =
P( A) P( B)
94
Example 4-25
The probability that a randomly selected
student from a college is a senior is .20,
and the joint probability that the student is
a computer science major and a senior is .
03. Find the conditional probability that a
student selected at random is a computer
science major given that he/she is a senior.
95
Solution 4-25
Let us define the following two events:
A = the student selected is a senior
B = the student selected is a computer science
major
From the given information,
P (A) = .20 and P (A and B) = .03
Hence,
P (B | A ) = .03/.20 = .15
96
Multiplication Rule for
Independent Events
Multiplication Rule to Calculate the
Probability of Independent Events
97
Example 4-26
An office building has two fire
detectors. The probability is .02 that
any fire detector of this type will fail to
go off during a fire. Find the probability
that both of these fire detectors will fail
to go off in case of a fire.
98
Solution 4-26
Let
A = the first fire detector fails to go off
during a fire
B = the second fire detector fails to go
off during a fire
Then, the joint probability of A and B is
P (A and B ) = P (A) P (B ) = (.02)(.02) = .
0004
99
Example 4-27
The probability that a patient is allergic to
penicillin is .20. Suppose this drug is
administered to three patients.
100
Solution
a) Let A, B, and C denote the events the
first, second and third patients,
respectively, are allergic to penicillin.
Hence,
P (A and B and C ) = P (A ) P (B ) P (C )
= (.20) (.20) (.20)
= .008
101
Solution
b)Let us define the following events:
G = all three patients are allergic
H = at least one patient is not allergic
P (G ) = P (A and B and C ) = .008
Therefore, using the complementary
event rule, we obtain
P (H ) = 1 – P (G )
= 1 - .008 = .992
102
Figure 4.18 Tree diagram for joint
probabilities.
First patient Second patient Third patient Final outcomes
C P(ABC) = .008
.20
B C
.20 .80 P(ABC) = .032
B
C P(ABC) = .032
A .80 .20
.20 C
.80 P(ABC) = .128
C P(ABC) = .032
A
.20
.80 C
B .80 P(ABC) = .128
.20
B
P(ABC) = .128
.80 C
.20
C
.80 P(ABC) = .512
103
Multiplication Rule for
Independent Events
Joint Probability of Mutually Exclusive
Events
104
Example 4-28
Consider the following two events for an
application filed by a person to obtain a car
loan:
A = event that the loan application is approved
R = event that the loan application is rejected
What is the joint probability of A and R?
105
Solution 4-28
The two events A and R are mutually
exclusive. Either the loan application
will be approved or it will be rejected.
Hence,
P (A and R ) = 0
106
UNION OF EVENTS AND
THE ADDITION RULE
Definition
Let A and B be two events defined in a
sample space. The union of events A
and B is the collection of all outcomes
that belong to either A or B or to both A
and B and is denoted by
A or B
107
Example 4-29
A senior citizen center has 300 members.
Of them, 140 are male, 210 take at least
one medicine on a permanent basis, and
95 are male and take at least one
medicine on a permanent basis. Describe
the union of the events “male” and “take
at least one medicine on a permanent
basis.”
108
Solution 4-29
Let us define the following events:
M = a senior citizen is a male
F = a senior citizen is a female
A = a senior citizen takes at least one medicine
B = a senior citizen does not take any medicine
A B Total
M 95 45 140
F 115 45 160
Total 210 90 300
Counted twice
110
Figure 4.19 Union of events M and A.
M A
112
Example 4-30
A university president has proposed that all students
must take a course in ethics as a requirement for
graduation. Three hundred faculty members and
students from this university were asked about their
opinion on this issue. Table 4.9 gives a two-way
classification of the responses of these faculty
members and students.
Find the probability that one person selected at
random from these 300 persons is a faculty member
or is in favor of this proposal.
113
Table 4.9 Two-Way Classification of Responses
114
Solution 4-30
Let us define the following events:
A = the person selected is a faculty member
B = the person selected is in favor of the proposal
From the information in the Table 4.9,
P (A ) = 70/300 = .2333
P (B ) = 135/300 = .4500
P (A and B) = P (A) P (B | A ) = (70/300)(45/70) = .
1500
Using the addition rule, we have
P (A or B ) = P (A ) + P (B ) – P (A and B )
= .2333 + .4500 – .1500 = .5333
115
Example 4-31
A total of 2500 persons, 1400 are
female, 600 are vegetarian, and 400
are female and vegetarian. What is the
probability that a randomly selected
person from this group is a male or
vegetarian?
116
Solution 4-31
Let us define the following events:
F = the randomly selected person is a female
M = the randomly selected person is a male
Pvegetarian.
( M or V ) = P( M ) + P (V ) − P( M and V )
1100 600 200
= + −
2500 2500 2500
= .44 + .24 − .08 = .60
117
Table 4.10 Two-Way Classification Table
118
Addition Rule for Mutually
Exclusive Events
Addition Rule to Find the Probability of
the Union of Mutually Exclusive
Events
The probability of the union of two
mutually exclusive events A and B is
P (A or B ) = P (A ) + P (B )
119
Example 4-32
A university president has proposed that all
students must take a course in ethics as a
requirement for graduation. Three hundred
faculty members and students from this
university were asked about their opinion on
this issue. The following table, reproduced
from Table 4.9 in Example 4-30, gives a two-
way classification of the responses of these
faculty members and students.
120
Table 4.9 Two-Way Classification of Responses
121
Example 4-32
What is the probability that a
randomly selected person from these
300 faculty members and students is
in favor of the proposal or is neutral?
122
Figure 4.20 Venn diagram of mutually
exclusive events.
N
F
123
Solution 4-32
Let us define the following events:
F = the person selected is in favor of the proposal
N = the person selected is neutral
From the given information,
P (F ) = 135/300 = .4500
P (N ) = 40/300 = .1333
Hence,
P (F or N ) = P (F ) + P (N ) = .4500 + .1333 = .
5833
124
Example 4-33
Consider the experiment of rolling a
die twice. Find the probability that the
sum of the numbers obtained on two
rolls is 5, 7, or 10.
125
Table 4.11 Two Rolls of a Die
127
Example 4-34
The probability that a person is in favor
of genetic engineering is .55 and that a
person is against it is .45. Two persons
are randomly selected, and it is observed
whether they favor or oppose genetic
engineering.
a) Draw a tree diagram for this experiment
b) Find the probability that at least one of the
two persons favors genetic engineering.
128
Solution 4-34
a) Let
F = a person is in favor of genetic
engineering
A = a person is against genetic engineering
129
Figure 4.21 Tree diagram.
First person Second person Final outcomes and their
probabilities
A
F .45
.55 P(FA) = (.55) (.45) = .2475
.55
A
.45
P(AA) = (.45) (.45) = .2025
130
Solution
b) P ( at least one person favors)
= P (FF or FA or AF )
= P (FF ) + P (FA ) + P (AF )
= .3025 + .2475 + .2475
= .7975
131