Probability

Probability
The Science Of Uncertainty
BASIC PROPERTIES OF PROBABILITIES

1. Probability of an event is always between 0 & 1.
2. An impossible event has a probability of 0.
3. A guaranteed (certain) event has a probability of 1.
SOME DEFINITIONS
1. Classical Probability
All possible outcomes of the experiment are equally likely.
That is, suppose an experiment has N possible outcomes, all
equally likely then the probability that a specified event
occurs is equal to the number of ways, f, that the event can
occur, divided by the total number of possible outcomes.
Notation: f / N
2. Outcome
The results of a trial.
3. Sample Space, or Set (S)
A collection of all possible outcomes for an experiment.
4. Event
A collection of outcomes for the experiment. That is, any
subset of the sample space. Events are generally denoted
as: A, B, C, etc.
5. Probability is a generalization of the concept of percentages.
For example if we compute the probability of getting a
double when two balanced dice are rolled as 0.167 then we
can say there is a 16.7% chance of getting a double when
two balanced dice are rolled.
Chapter 4: Probability Concepts

Class Notes to accompany: Introductory Statistics, 9th Ed, By Neil A. Weiss
Prepared by: Nina Kajiji
Page -2-
Example:
An experiment of selecting a card from a deck of 52 cards was
performed. The following are the some sample events and their
outcomes.
Sample Events
Outcomes
A. A card selected is a king of diamonds
B. A card selected is a king
C. A card selected is a diamond
13
D. A card selected is not a face card
40
(52-12)

Page -3-
OPERATIONS WITH SETS

1. Subset --- A B
A set whose members belong to another larger set.
2. Union --- (A B) or (A or B)
The addition of two or more sets.
3. Intersection --- (A B) or (A & B)
The common elements of two or more sets.
4. Null
An empty set.
_
5. Complement --- (A) or (not A)
All elements that do not belong to a set.
6. Mutually Exclusive (Disjoint)
When two sets have no common elements they are
considered to be disjoint.

Page -4-
Example For Set Operation

Consider an experiment to determine if people wear seatbelts.
Two possible outcomes: Y or N.
If three people are selected at random what is the sample space?
S = {YYY, YYN, YNY, NYY, YNN, NYN, NNY, NNN}
#of outcomes = 23 = 2 x 2 x 2 = 8
Define the following events:
A
= At least two wear seatbelts

= {YYY, YYN, YNY, NYY}
= Exactly two wear seatbelts

= {YYN, YNY, NYY}
= Exactly one wears a seatbelt

= {YNN, NYN, NNY}
AB = {YYY, YYN, YNY, NYY}

A&B = {YYN, YNY, NYY}
A&C = Empty Set
not A = {YNN, NYN, NNY, NNN}
= at most one wears seatbelt
Page -5-
A Not B
AB
B Not A
A
B

Not (A or B)
Page -6-
NOTATION FOR PROBABILITY

IF:
E is an event
P is the probability
P(E) is the probability of the event
RELATIONSHIPS AMONG EVENTS

(not E): The event E does not occur
(A&B): The event both A and B occur
(AorB): The event either A or B or both occur

Page -7-
RULES OF PROBABILITY
1. Addition Rule
if A & B are disjoint then
P(A B) = P(A) + P(B)
if A & B are not disjoint then
P(A B) = P(A) + P(B) - P(A&B)
2. Complementation Rule
P( A) 1 P( A)
3.
4.
5.
6.
P(S) = 1
P(Null) = 0
P(A or (not A)) = 1
A & B are independent iff (if and only if)
P(A&B) = P(A)*P(B) (Multiplication)

Page -8-
Example: Seatbelt Experiment

Given: P(Y) = 0.2 & P(N) = 0.8
Then the sample space of the responses of three people is:
S = {YYY, YYN, YNY, NYY, YNN, NYN, NNY, NNN}
The probability of each outcome using rule 6 is:
{0.008, 0.032, 0.032, 0.032, 0.128, 0.128, 0.128, 0.512}
Some sample probabilities of events
A
= At least two wear seatbelts

P(A) = 0.008 + (3*0.032) = 0.104
= Exactly two wear seatbelts

P(B) = (3*0.032) = 0.096
= Exactly one wears a seatbelt

P(C) = (3*0.128) = 0.384
P(AUC)
= P(A) + P(C)
= 0.104 + 0.384 = 0.488
P(A&C)
= Empty Set = 0
P(A&B)
= (3*0.032) = 0.096
P(AUB)
= P(A) + P(B) - P(A&B)

= 0.104 + 0.096 - 0.096 = 0.104
not A
= 1 - P(A)
= 1 - 0.014
= 0.896

Page -9-
Example Using Grouped Data Table

Classes
Frequency
CM
Rel.Freq
910-929
919.5
0.033
930-949
939.5
0.033
950-969
959.5
0.100
970-989
979.5
0.300
990-1009
999.5
0.233
1010-1029
1019.5
0.200
1030-1049
1039.5
0.067
1050-1069
1059.5
0.033
TOTALS
30
1.000
Grouped Data Table

P(E) = (f / N)
Probability of x < 950
= (1 + 1) / 30 = 0.067
Probability of 950 <= x <= 1009
= (3 + 9 + 7) / 30 = 0.633

Page -10-
CONTINGENCY TABLES (N-WAY GROUPING)

When you wish to group more than one variable you would use
contingency tables.
Examples: Sex by Age, Height by Weight, Sales by Product Line, etc.
Sample Contingency Table
Sex\Age
Under 21
Male
21-25
Frequency
Over 25
Counts
Female
Total
Total
#of Males
#of Females
#<21
#of21-25
#>25
GrandTotal
Cross-classified data is generally presented in contingency tables.

The numbers presented in the body of the table provide the
frequencies for various contingencies. These numbers are
presented in individual CELLS.

Page -11-
Example
Age & gender data for freshmen in a calculus class is presented.

The contingency table is shown below (yellow highlight is not part
of the table):
R1
R2
R3
21<
21-25
>25
Total
A1
Males
12
22
A2
Females
12
13
28
Total
20
25
50
INDIVIDUAL EVENTS
A1 = Event the student selected is male

A2 = Event the student selected is female
R1 = Event the student selected is under 21
R2 = Event the student selected is between 21-25
R3 = Event the student selected is over 25
NOTE:
A1 & A2 are mutually exclusive
R1, R2, & R3 are mutually exclusive

Page -12-
JOINT EVENTS
(A1&R1): The student selected is a male under 21.

(A2&R3): The student selected is a female over 25.
In the above table there are: 2 x 3 = 6 joint events. That is, all
CELLS in the table are considered joint events and therefore joint
probabilities for each cell can be calculated.
Each joint event is also mutually exclusive from the other joint
event.
Probability of a joint event is calculated as:

P(A&B) = (f / N)
Where:
f is the cell frequency.

N is the population size.
Example:
P(A1&R1) =
8/50 = 0.16 = 16%
P(A2&R3) =
3/50 = 0.06 = 6%

Page -13-
MARGINAL PROBABILITY
From the row and column totals of a contingency table it is
possible to calculate marginal probabilities.
Example:
P(A1) = (Total of A1) / N
= 22 / 50
= 0.44
Note: The sum of all joint probabilities on a row or a column
equals the marginal probability in that row or column.

Page -14-
CONDITIONAL PROBABILITY
The probability of an event given that another event has occurred.
Notation: P(A|B)
f/N
-orGenerally: P(A|B)
Where:
P(A&B) / P(B)
A is the event of interest.

B is the event that has occurred.
f is the conditional frequency.
N is the conditional population size.
Example:
Given that a student selected is male, what is the probability of
him being less than 21 years old?
P(R1|A1) =
8/22 = 0.36
-or-
P(R1|A1) =
P(A1&R1) / P(A1)
=
0.16 / 0.44
0.36

Page -15-
INDEPENDENCE
Recall: For any non-trivial (that is, the probability is not zero)
events independence is:
P(A&B) = P(A)P(B)
Further, two events are independent iff the following two
conditions are also true.
1) P(B|A) = P(B)
2) In terms of marginal & joint probabilities:
P(A&B) = P(A)P(B|A)
Example:
Using the card drawing experiment. Note: Once a card is picked it
is replaced back in the deck.
Events
P(E)
A. A card selected is a king of diamond
1/52 = 0.019
B. A card selected is a king
4/52 = 0.077
13/52 = 0.25
D. A card selected is not a face card
40/52 = 0.769
Q: What is the probability of selecting a card that is the king of

diamond?
A: Since there is only one king of diamond in a deck of cards the
joint probability is calculated as:
P(B&C) = 1 / 52 = 0.019
Page -16-
Q: Are events B & C independent?

Standard formula if independent is assumed:
1)
P(B&C)
= P(B)P(C)
P(BC)
= (0.077)(0.25) calculated using (f/ N)

= 0.019
Additional Condition using marginal and joint probabilities

2a) Recall: P(C|B) = f / N = 1/4 = 0.25 = P(C)
That is, probability of getting a diamond, given that the card
selected is a king.
2b) Therefore,
P(B&C)
= (0.077)(0.25) = 0.019
Where: 0.077 is computed using the (f/N); and 0.25 is calculated

as shown in (2a)

Page -17-
MUTUALLY EXCLUSIVE V/S INDEPENDENT

When the occurrence of one event has NO effect on the probability of
occurrence of another event the two events are independent. That is,
P(A&B) = P(A)P(B)
When two events cannot occur simultaneously, they are mutually exclusive.
That is, P(A&B) = 0.
NOTE: If two events are independent they cannot be mutually exclusive,
and vice versa.
Example: Independent Events
Consider a fair coin and a fair six-sided die. Consider two events:
A: Obtaining heads
B: Rolling a 6.
Then we can reasonably assume that events A and B are independent, because the
outcome of one does not affect the outcome of the other. The probability that both A
and B occur is:
P(A&B) = P(A)P(B) = (1/2)(1/6) = 1/12.
Since this value is not zero, then events A and B cannot be mutually
exclusive.
Example: Mutually Exclusive Events

Consider a fair six-sided die as before, only in addition to the numbers 1 through 6 on
each face, we have the property that the even-numbered faces are colored red, and the
odd-numbered faces are colored green. Consider the two events:
A: Rolling a green face, and
B: Rolling a 6.
Then, P(A) = 1/2 (two colors red and green); and P(B) = 1/6
A and B cannot simultaneously occur, since rolling a 6 means the face is red, and
rolling a green face means the number showing is odd. Therefore: P(A&B) = 0.
Page -18-
BAYES' RULE (OPTIONAL) -- SKIP IN STA308
Exhaustive Events
Events A1, A2, ..., Ak are said to be exhaustive if at least one of the
events must occur when the experiment is performed.
Example 1:
Picking a student in the calculus class example implies that either
A1 or A2 is true. (A1 & A2 are exhaustive and mutually exclusive
events. That is, when the experiment is performed exactly one of
the events must occur).
Example 2:
In another experiment of selecting a card from a deck of 52 cards
the following events are defined:
A. A card selected is not a face card.
B. A card selected is a face card.
Events A, B, & C are exhaustive.
Events A & B are exhaustive and mutually exclusive.
Events (AUB) & C are not mutually exclusive because
event C is a subset of (AUB).

Page -19-
The Rule Of Total Probability

If events A1, A2, A3, ..., Ak are mutually exclusive and exhaustive,
then for any event B,
P(B) = P(A1)P(B|A1) + P(A2)P(B|A2) + ... +
P(Ak)P(B|Ak).
Bayes' Rule
If events A1, A2, A3, ..., Ak are mutually exclusive and exhaustive,
then for any event B,
P(Ai|B)
P(Ai)P(B|Ai)
P(A1)P(B|A1) + P(A2)P(B|A2) + ...
+ P(Ak)P(B|Ak)
Where: Ai is any one of the events A1, A2, ..., Ak

Other Definitions:
Prior Probability: The probability of an event.
Posterior Probability: Conditional probability.

Page -20-
Example
The National Center for Health Statistics provides information on
suicides by sex and method used. The information published said
there were 30,904 total suicides in the US. of which 24,226 were
males and the remaining were females. The following table gives
the conditional probability of a male using a particular method
and a female using a particular method.
Methods
Male (M)
Female(F)
Poisoning (P)
0.145
0.377
Hanging (H)
0.155
0.127
Firearms (G)
0.641
0.395
Other (O)
0.059
0.101
Solution
Given:
Therefore:
Total suicides
Male suicides
Female suicides
= 30,904
= 24,226
= 6,678
P(M) = 24226/30904 = 0.784

P(F) = 6678/30904 = 0.216

Page -21-
Q: Determine the probability that a firearm was used for the

suicide. That is, what is P(G) ?
A: P(G)
= P(M&G) + P(F&G)
= P(M)P(G|M) + P(F)P(G|F)
= (0.784)(0.641) + (0.216)(0.395)
= 0.58786
Q: What is the prior probability that the person is female?

A: P(F) = 0.216
Q: What is the posterior probability that the person was a female

given that a firearm was used?
A: P(F|G) = P(F&G)
P(G)
= P(F)P(G|F)
P(G)
= (0.216 * 0.395) / 0.587
= 0.145

Page -22-
COUNTING RULES
The Fundamental Counting Rule
Suppose there are r actions to be performed in a definite order.
If there are m1 possibilities for the first action, m2 for the second
action, etc. Then the total number of possibilities is:
m1 m2 mr
Factorials
Let k be a positive integer. Then the product of the first k positive
integers is called k factorial and is denoted as:
k! = k(k - 1) 2 1
Examples:
3!
= 321 = 6
0!
= 1
1!
= 1

Page -23-
Permutations
The number of possible permutations of r objects from a
collection of m objects is given by:
(m)r
Note: (m)m
m!
(m - r)!
m!
Example:
A zip code consists of five digits.
a) How many possible zip codes are there?
b) How many possible zip codes are there in which no digit
appears more than once.
Solution
Each location can get any of the 10 numbers selected one at a
time. That is, (m)r = (10)1 = 10.
There are five such locations, thus there are:
10 10 10 10 10 = 100,000 possible zip codes.
If no digit appears more than once then there are:
(m)r
= (10)5
= 10 9 8 7 6
= 30,240 possible zip codes

Page -24-
Combinations
The number of possible combinations of r objects from a
collection of m objects.
m

r

m!
r!(m - r)!
Example:
How many samples of size 5 are possible from a population of size
70?
Solution
The # of samples of size 5 from a population of 70 is:
70

5

70!
5!65! = 12,103,014

Page -25-

Probability

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Probability

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Probability

The Science Of Uncertainty

BASIC PROPERTIES OF PROBABILITIES

Chapter 4: Probability Concepts

A. A card selected is a king of diamonds

B. A card selected is a king

C. A card selected is a diamond

D. A card selected is not a face card

Chapter 4: Probability Concepts

OPERATIONS WITH SETS

Chapter 4: Probability Concepts

Example For Set Operation

= At least two wear seatbelts

= Exactly two wear seatbelts

= Exactly one wears a seatbelt

AB = {YYY, YYN, YNY, NYY}

Chapter 4: Probability Concepts

NOTATION FOR PROBABILITY

RELATIONSHIPS AMONG EVENTS

Chapter 4: Probability Concepts

Chapter 4: Probability Concepts

Example: Seatbelt Experiment

= At least two wear seatbelts

= Exactly two wear seatbelts

= Exactly one wears a seatbelt

= P(A) + P(B) - P(A&B)

Chapter 4: Probability Concepts

Example Using Grouped Data Table

Grouped Data Table

Chapter 4: Probability Concepts

CONTINGENCY TABLES (N-WAY GROUPING)

Cross-classified data is generally presented in contingency tables.

Chapter 4: Probability Concepts

Age & gender data for freshmen in a calculus class is presented.

A1 = Event the student selected is male

Chapter 4: Probability Concepts

(A1&R1): The student selected is a male under 21.

Probability of a joint event is calculated as:

f is the cell frequency.

8/50 = 0.16 = 16%

Chapter 4: Probability Concepts

Chapter 4: Probability Concepts

A is the event of interest.

Chapter 4: Probability Concepts

A. A card selected is a king of diamond

B. A card selected is a king

C. A card selected is a diamond

D. A card selected is not a face card

Q: What is the probability of selecting a card that is the king of

Q: Are events B & C independent?

= (0.077)(0.25) calculated using (f/ N)

Additional Condition using marginal and joint probabilities

Where: 0.077 is computed using the (f/N); and 0.25 is calculated

Chapter 4: Probability Concepts

MUTUALLY EXCLUSIVE V/S INDEPENDENT

Example: Mutually Exclusive Events

BAYES' RULE (OPTIONAL) -- SKIP IN STA308

Chapter 4: Probability Concepts

The Rule Of Total Probability

Where: Ai is any one of the events A1, A2, ..., Ak

Chapter 4: Probability Concepts

P(M) = 24226/30904 = 0.784

Chapter 4: Probability Concepts

Q: Determine the probability that a firearm was used for the