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Chapter 2

Probability

Introduction to Basic Probability

Probability is the likelihood or chance that a particular event will occur.

Sample Space and Event


Experiment: Situation with uncertain outcome Sample Space (S): collection of all possible events Event (A): each possible type of occurrence Simple Event: an event can be described by a sin le characteristic

Classical Probability
n( A) n( S )

!or experiment with e"ually likely outcomes# probability of event A is denoted by P(A).
P( A) =

where n(A) is the number of outcomes consists in event A and n(S) is the number of elementary outcomes in sample space. !or example# when a fair die is tossed one time# what is the probability that an odd number will be observed$

P(A) % n(A) & n(S) % '&(

Counting Techniques
)omputin a probability re"uire the calculation of the number of elements in an event# n(A). As countin of elements individually may be extremely tedious# some countin techni"ues may be used to solve a wide variety of problems. (a) ultiplication o! choices. Suppose an experiment consists of k steps. *n the first step there are n+ possibilities, in the second step there are n- possibilities, and so on, and in the kth step there are nk possibilities. .he total number of possible outcomes is

n+ n - nk
n+ "th ( ( 2nd ( ( n#rd ( ( n' $th ( ( n/ %%&& 'th ( ( nk

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&"

(b)

Permutations. Suppose r ob0ects are selected from n distinct ob0ects without repetition. A permutation is the ordered arran ement of r ob0ects selected from a set of n distinct ob0ects. +st ob0ect has n choices. -nd ob0ect has n1+ choices 22 3ast ob0ect has n 4 r 5 + choices
n

Pr = n(n +)(n -) (n r + +) =

Remark:

where n6= n(n +)(n -) '(-)(+) i.e. +6 % + -6 % -(+) % '6 % '(-)(+) % ( /6 % /(')(-)(+) % -/ 22 76 % + nPn % n6

n6 (n r )6

(c)

Combinations. Permutations concern with the order in which ob0ects are arran ed. )ombinations# without consider the order# only focus on the number of ways of selectin r ob0ects from a set of n distinct ob0ects. n Cr = r =
n

Pr n6 = r6 r6( n r )6

Remark:

number of ways selectin r ob0ects from n ob0ects % nCr % number of ways selectin n1r ob0ects not to be chosen from n ob0ects % nC(n1r) nC7 % nCn % + nC+ % nC(n1+) % n

E.ample " .here are four letters : A# 8# ) and 9. :e select ' of them for i permutation/ and ii combination i ;umber of permutations: /P' % /(')(-) % -/ i.e. A8) A89 A)9 8)9 A)8 A98 A9) 89) 8A) 8A9 )A9 )89 8)A 89A )9A )98 )A8 9A8 9A) 98) )8A 98A 9)A 9)8

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&2

ii

;umber of combinations: /)' % /P' & '6 % i.e. A 8) A 89 A )9 8 )9

-/ %/ '(-)(+)

E.ample 2 A committee with president# vice1president# treasurer# and secretary is bein elected in the annual meetin . *n how many ways can the officers be elected for the followin three situations$ (a) Suppose there are < nominees for the position of president# ' for the position of vice1 president# - for the position for treasurer# and ' for the position of secretary. As there are individual roup of nominees for each position# the total number of ways to form the committee: (<)(')(-)(') % =7 usin >ultiplication of choices (b) Suppose there are total of +' nominees for the / positions. .he committee is formed with the president bein firstly elected# followed by vice1president# treasurer# and finally with secretary. .here are +' nominees for president. ?nce the president is selected# there are +nominees for vice1president. A ain# when the vice1president is selected# there left ++ nominees are left for treasurer. 3astly# there are +7 nominees for secretary. So# the total number of ways to form the committee: (+')(+-)(++)(+7) % +'P/ % +@+(7 usin Permutation (c) Suppose there are total of +' nominees for a committee with / members. .he / selected officers will share the work amon themselves. Amon +@+(7 permutations# some of them consist of the same / students but they are takin up different positions. Each roup of / students have -/ % (/6) ways to take up the / positions. So# the total number of ways to form the committee is : +@+(7 = +' C / = @+< usin )ombination /6

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&#

Compiling Classical Probability


Example: *n the classroom# there are < S>A students and +7 >>A students ( Microbiology and Molecular Genetics). .hree student representatives are selected randomly from all students. :hat is the probability that there are exactly + S>A and - >>A students representative$ Sample Space S: selection of ' students from +< students Event A: selection of + S>A and - >>A students P(A) % n( A) = S ( A)
<

C+ +7 C - < /< = = 7./=/< /<< +< C '

Empirical Probability
:hen the outcomes are not e"ually likely# the probability of event A is the observed relative fre"uency of the happenin of event A. Example +# amon +77 tossin of a die# @- turn up an odd number and -B turn up an even number. .he probability of havin an odd number in the next toss is @-&+77 % 7.@- 7.< Example -# a survey with a sample of -77 students studies the ender distribution and the part1time 0ob status has the followin result: 2ender ale 4emale Total 0ave a part-time 1ob 3es ,o B7 -< (7 '< +/7 (7 Total +7< =< -77

:hen one student is randomly selected for an interview# what is the probability that a female student will be selected$ P(!) % =<&-77 % +=&/7

5elationships bet6een events and probabilities (a) Complement event


.he complement event of A# denoted as AC or A # includes all possible elementary events not contained in event A. !or example# A is the event of bein a male# then AC is the event of bein non1male# i.e. bein a female. P(A) 5 P(AC) % + A

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&$

(b)

Intersection o! T6o Sets (+,))

*ntersection of two events A and B# denoted by A B# is the event consists of all outcomes contained in both A and B. Example: S % D+# -# '# /# <# (E# A % D+# -# 'E# B % D+# '# <E# then A B % D+# 'E. A $ & % B ' " #

(c)

7nion o! T6o Sets (85)

Fnion of two events A and 8# denoted by A 8# is the event consists of all outcomes contained in event A# in event 8# or in both. Example: S % D+# -# '# /# <# (E# A % D+# -# 'E# B % D+# '# <E# then A B % D+# -# '# <E. 7nion 5ule n(A B) % n(A) 5 n(B) 4 n(A B) A $ & % B ' " #

where n(A) is the number of elements in event A. !rom above example# n(A B) % n(A) 5 n(B) 4 n(A B) % ' 5 ' 4 - % / The +dditive *a6 o! Probability 3et A# B be any two events. :ith the probability of G A and BH is known# the probability of GA or BH# i.e. either the occurrence of event A or (and&or) event B is iven by:
P ( A B ) = P ( A) + P ( B ) P ( A B )

We can also get this result by dividing the previous equation by n(S on both sides.

Remarks! Events A and B are mutually exclusive when they cannot occur at the same time. !or example# bein a children a ed @ or below and bein a man a ed '< or above are mutually exclusive. P(A B) % 7 I%J P(A B) % P(A) 5 P(B)

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&9

Conditional Probability
3et A# B be any two events. .he probability that event A occurs when it is known that event B has occurred is called the conditional probability# which is iven by P( A B) = OR
P ( A B) = P( A B) P( B)

number of basic elements in event A B number of basic elements in event B provided that P(B) J 7.

(Choose one o) the above based on the in)ormation that you have* Event B is defined as the reduced sample space. Remark: P(A) % P(A K S)

Statistically Independent Events


Events A and B are statistical independent if either of the two events A and B occurs without bein affected by the other. . P(AKB) % P(A) P(BKA) % P(8) *n this case# the 0oint probability of event A and 8 is the product of the probability of event A and the probability of event 8. P(A B) % P(A)P(B)# !?L *;9EPE;9E;. EME;. ?;3N (Choose one o) the above & equations )or proving +hether t+o events are independent* E.ample 3et ) denotes the ability to cook. > denotes >ale and ! denotes !emale. :e also have the followin table. > ! .otal ) +7 +< -< )C -7 '7 <7 .otal '7 /< @<

P()) % -< & @< % +&' P(>) % '7 & @< % -&< P(> )) % +7 & @< % - & +< % P())P(>) % (+&')(-&<) % -&+< .herefore# the event of havin ability to cook is independent of the ender.
athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&:

The

ultiplicative *a6 o! Probability and Probability Tree )iagram

*n many situations# the occurrence of one event ( B) depends on the occurrence of the other event (A). !or example# accordin to the census data# /7O citiPens in Sim)ity are male. A marketin research has 0ust found out that B7O of the male citiPens are drivers and <7O of the female citiPens are drivers. )ombinin these two pieces of information# can you find out what proportion of male driver and female driver are there in Sim)ity$ !urthermore# can you find out the overall proportion of driver in Sim)ity$
P ( A B ) = P ( A) P ( B K A)

P(9K>) % 7.B male P(>) % 7./ All citiPens P(!) % 7.( female P(9K!) % 7.< P(9CK!)% + 4 7.< Proportion of male driver % P(> 9)% P(9K>) P(>) % 7.B(7./) % 7.'Proportion of female driver % P(! 9)% P(9K!) P(!)%7.<(7.() % 7.' ?verall proportion of driver % P(9) % P(> 9) 5 P(! 9) % 7.'- 57.' % 7.(Remark! *f events A and B are statistical independent then P(A B) % P(A) P(B). P(9CK>) % + 1 7.B

>9

> 9C

!9

! 9C

Bayes; Theorem
)onditional probability takes into account information about the occurrence of one event (e. . class of education) to predict the probability of another event (e. . unemployment). .his concept# combined with new information# can be revised and to determine the probability of a cause once the effect has been observed. 3et B+ and B- is a set of mutually exclusive and collectively exhaustive events# and A is in the sample space S. .he probability that the event B+ is the cause of event A is: i.e. Aiven P(8+)# P(8-)# P(AK8+) and P(AK8-)# find P(8+KA).

P( B+ K A) =

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

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&<

where A is the present event while B+ and B- are the sources of the event A.

B1

B2

A
As in the previous example# a resident has been randomly selected from Sim)ity. :hat is the probability that this person is a male iven that this person is a driver$

Aiven P(>)# P(!)# P(9K>) and P(9K!)# find P(>K9). (note that 9 and >Cs position is exchan ed) P(>K9) % P(> and 9) & P(9) % P(>) P(9K>) & QP(>) P(9K>) 5 P(!) P(9K!)R % 7./(7.B) +( = 7./(7.B) + 7.((7.<) '+

?r you can use the tree dia ram from previous pa e without usin the 8ayesS .heorem. i.e. P(>K9) % P(> and 9) & P(9) % +st circle& (+st circle 5 'rd circle) % 7./(7.B) +( = 7./(7.B) + 7.((7.<) '+ )onditional Prob. !ormula

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&=

>ey6ords
Probability Possibility Permutation )ombination Experiment Sample space Event )ontin ency table Menn dia ram )omplement of event A *ntersection of A and 8 Fnion of events A and 8 >utually exclusive events )ollectively exhaustive events )onditional probability *ndependent events .ree dia ram 8ayesS theorem Menn A A 8 A 8 !"# $ %& '( )*+,

athematics and Statistics !or )aily *i!e +pplications *ecture ,ote - Chapter 2 p&?