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Probability

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Introduction

Probability is mathematical concepts and techniques to deal with uncertainties (i.e. we

cannot predict with 100% accuracy) arising from almost every walk of life such as

gambling, investment, accidents, waiting times, measurements and etc

Counting Rules

In many problems of probability and statistics, we need to list all the alternatives that

are possible in a given situation, or at least determine how many different possibilities

there are.

1. Presentation Factorial Notation:

For any natural number n, we use the notation n! , read as n factorial, to

denote the product of the first n consecutive positive integers. That is,

n!= (1)(2)(3)...(n 2)(n 1)(n ) = (n 1)!(n )

Note also, 0!= 1 .

(a) Multiplication Principle

Suppose n choices must be made, with m1 ways to make choice 1, and for

each of these ways, m2 ways to make choice 2, and so on, and with mn

ways to make choice n. Then, there are m1 m2 ....mn different ways to

make the entire sequence of choices.

Ordered arrangements (i.e. order is important) of objects are called

permutations. The number of different (i.e. distinguishable) ordered

arrangement of r objects chosen from n different (or distinct) objects

without repetition is given by the formula:

n!

n Pr = (n )(n 1)(n 2 )...(n r + 1) =

(n r )!

(c) Combination

The number of different ways of choosing r different objects from a set of n

distinct objects without regard to the order of selection is given the formula:

n n!

n Cr = Cr = r = r!(n r )!

n

1

Probability

1 Notation

(a) P(E ) is the probability (or likelihood or chance) that a particular random

event E will occur.

(b) P(E ') is the probability (or likelihood or chance) that a particular random

event E will not occur. And E is known as the complementary event of E.

(c) P(E F ) is the probability that either event E or event F or both will occur.

(d) P(E F ) is the probability that both events E and F will occur.

P (E F )

(e) P(E | F ) = is the probability that event E will occur on the

P (F )

condition that event F has just occurred

2 Rules

(a) 0 P(E ) 1

(b) P(E ) + P(E ') = 1

(c) P(E F ) = P(E ) + P(F ) P(E F )

(d) For any mutually exclusive events E and F (i.e. events E and F will not

occur simultaneously),

(i) P(E F ) = 0

(ii) P(E F ) = P(E ) + P(F )

(e) For any independent events E and F (i.e. when the outcome of one event

does not affect the probability of occurrence of another event),

(i) P(E | F ) = P(E )

(ii) P(F | E ) = P(F )

(iii) P(E F ) = P(E )P(F )

Conditional Probability

P (E F )

The conditional probability of event E given even F, P(E | F ) = , takes

P(F )

into account information about the occurrence of event F to find the probability of E.

This concept can be extended to revise probability based on new information and to

determine the probability that a particular effect was due to a specific cause. The

procedure for revising these probabilities is known as the Bayes theorem:

P(Ei F ) P(Ei )P(F | Ei ) P(Ei )P(F | Ei )

P (E i | F ) = = =

P(F ) P (F ) P(E k )P(F | E k )

k

Some diagrams such as probability trees are useful aid to apply the Bayes theorem.

2

Normal Distribution

Frequency polygons or frequency distributions can assume almost any shape or form,

depending on the data. However, the data obtained from many experiments in

practical situations often follow a common pattern, known as the normal distribution

or the Gaussian distribution, which is generally regarded as the most important

distribution and much statistical theory is based on it.

1. ( )

Properties of normal distributions, X follows N , 2 , include

(a) it is bell-shaped and thus symmetrical about its mean in appearance,

(b) the mean, the median, mid-range, mid-hinge and the mode are all equal,

(c) the total area under the curve above the x-axis is equal to 1,

(d) the normal distribution is completely determined by its parameters mean

and standard deviation . That is, each different value of or

specifies a different normal distribution

(e) the area under the normal curve from X = a to X = b is the probability

that an observed data value will be between a and b.

The normal distribution is really a family of distributions in which one member

is distinguished from another on the basis of the values of mean and standard

deviation . In other words, there is a different normal distribution for each

different value of either mean and standard deviation . The most

important member of this family of distribution is the standard normal

distribution which has mean = 0 and standard deviation = 1 , i.e.

(

Z follows N = 0, 2 = 12 . )

Moreover, the area under a normal curve X having N , 2 ( ) between X = a

and X = b is the same as the area under the standard normal curve between the

a b

Z-score for a (i.e. ) and Z-score for b (i.e. ). That is,

a b

P(a < X < b ) = P <Z<

X

or =Z

3

Sampling Distributions of Sample Means

Sampling distribution of the sample means X is the (probability) distribution

consisting of all possible sample means of a given sample size n, selected from a

population (with population mean and population standard deviation ). Both

the population mean and population standard deviation are constants but usually

unknown to us.

Sampling distributions of sample means X depend on three factors:

a. shape of population normal (symmetrical) or non-normal

(non-symmetrical)

b. population standard deviation known or unknown and

c. sample size n large or small

The sampling distribution of the sample means X from most population (with

population mean and population standard deviation ) is approximately

normally distributed if the sample size n is at least 30 observations.

That is, X follows N X = , X =

n

where X and X are the mean and standard deviation of the distribution of

sample means.) As the sample size increases, the standard error of the sample

means decreases, so that a larger proportion of sample means X is closer to the

population mean . If population standard deviation is not available,

(

xi x )

2

.

n 1

2. If the population distribution is fairly symmetrical, the sampling distribution of

the sample means is approximately normal if samples of at least 15 observations

are selected.

3. If the population is normally distributed, the sampling distribution of the sample

means is normally distributed regardless of the sample size.

4

Sampling Distribution of Sample Proportions

Sampling distribution of sampling proportions P is a (probability) distribution

consisting of all possible sample proportions of a given sample size n selected from a

population with population proportion p (which is a constant but usually unknown to

us). Based on the Central Limit Theorem, the sampling distribution of sample

p (1 p )

proportions P follows a normal distribution N P = p, P = .

If p is

n

not available, substitute p with sample proportion p . As the sample size increases,

the standard error of the sample proportions decreases, so that a larger proportion of

sample proportions P is closer to the population proportion p.

EXAMPLE 1:

(a) A sushi cafe has three waiters. On a particular day, waiter A serves 50% of the

customers and she has a record of incorrect service in 1% of the orders. Waiter B

serves 30% of the customers, and he has a record of 0.07% incorrect service.

Waiter C serves the rest of the customers, and he has a record of incorrect service

in 1.2% of the orders.

(i) Present the above information with a tree diagram.

(ii) By using the result of part (i) or otherwise, find the probability of being

served by waiter A, given that you have been served an incorrect order.

(iii) Comment with justification on the service level of the cafe.

(b) In order to survive in the competitive market, the sushi cafe also provides delivery

service. The manager finds that the delivery times of sushi to customers are

normally distributed with a mean of 30 minutes and a standard deviation of 10

minutes. She promises to deliver sushi to customers within 35 minutes and will

give a free salad dish costing $8 for each late delivery.

(i) If a customer has already waited for 25 minutes, what is the chance that the

customer will finally get a free salad?

(ii) If there are 500 delivery orders a month, what is the expected monthly cost of

giving free salad dishes?

(iii) If the manager decides to cut 50% of the expected monthly cost of giving free

salad in (ii) above, how should the promised delivery time be revised?

5

Example 1 Outlined Solution

a (i)

Let A = event of waiter A serving, B = event of waiter B serving, and C = event

of waiter C serving.

Cr = event of a correct service, Cr = event of an incorrect service

Prior Conditional

Joint probabilities

probabilities probabilities

0.01

Cr 0.5 0.01 = 0.005

0.5 A

0.9993 Cr 0.3 0.9993 = 0.29979

0.3

B 0.0007

0.2 Cr 0.3 0.0007 = 2.110-4

C 0.988

Cr 0.2 0.988 = 0.1976

0.012

Cr 0.2 0.012 = 0.0024

Total = 1

a (ii)

0.5 0.01

P ( A | Cr ' ) =

0.5 0.01 + 0.3 0.0007 + 0.2 0.012

0.005

=

0.005 + 2.1 104 + 0.0024

500

= 0.6570

761

a (iii)

The likelihood that a customer would be served correctly is

= 0.495 + 0.29979 + 0.1976

0.9924

6

(b)

X follows Normalmean=30, std dev = 10

) P(Z > 0.5) 1 0.6915

= 10

= =

P( X 25) P(Z 25 35

10

) P(Z 0.5) 1 0.3085

0.3085

= = 0.4461

0.6915

= 500*(1 0.6915)*$8

= $1234

(iii) Let T be the new time required.

T 30

= 1.02 from Z-table as P(Z > 1.02) = 0.1539

10

T = 30+10*1.02

= 40.2 min

EXAMPLE 2:

(a) A couple Bob and Doris have life insurance policies. The risk department of

their insurance company is reviewing their policies and has assessed the

probability for Bob to live 20 more years is 0.8 and the probability for Doris to

live 20 more years is 0.85, based on the information they have provided.

(i) Do we have sufficient information to find the probability that both Bob and

Doris will live 20 more years? If your answer is NO, state an assumption

which can help to find the probability. (2 marks)

(ii) Based on your answer or assumption in Part (i), find the probability that at

least one of them will live 20 more years. (5 marks)

(iii) Based on your answer or assumption in Part (i), find the probability that

exactly one of them will live 20 more years. (5 marks)

7

(b) A new test has been recently introduced to diagnose EBOLA. For people with

EBOLA, it is known that the test scores follow a normal distribution with mean

70 and standard deviation 5. For people without the disease, the test scores

follow another normal distribution with mean 61 and the same standard deviation

5. It is estimated that 15% of the population in a seriously affected city in

Africa has the disease. It is proposed that a person be classified as having the

disease if the persons test score exceeds 66, otherwise the person will be

classified as not having the disease. If a person is randomly selected from the

population to take the test,

(i) what is the probability that this person be classified as having the disease?

(8 marks)

(ii) find the probability that this person be misclassified. (5 marks)

(TOTAL 25 MARKS)

(i) Let B be the event that Bob will live 20 more years

D be the event that Doris will live 20 more years

There are two cases to calculate P(B and D):

P(B and D) = P(B)xP(D) if B and D are independent (i.e. if one person can live

20 more years or not, it will not affect the chance of the other person to live 20

more years or not.)

P(B and D) = P(B)x P(D|B) = P(DxP(B|D) if B and D are dependent (i.e. if one

person can live 20 more years or not, it will affect the chance of the other person

to live 20 more years or not)

Since we do not know how the life of one person depends on the other (i.e.

P(B|D) and P(D|B) are not known), we can only assume B and D to be

independent.

(ii) P(B or D) = P(B) + P(D) P(B and D)

=0.8 + 0.85 0.8x0.85

= 0.8 + 0.85 - 0.68 = 0.9700

(iii) P(B and D) = P(B)x(1 P(D))

=0.8 x (1 0.85) = 0.1200

P(B and D) = (1 P(B))xP(D)

= (1 - 0.8) (0.85) = 0.1700

Answer: 0.1200 + 0.1700 = 0.2900

8

(b) This question is very similar to one example we did in class (i.e. Supplementary

Ex 7.4, Q18). Please refer to that problem/solution and use the probability tree

diagram to solve this question as follows:

Let X and Y be the scores of those with and without the disease.

( ) (

X N = 70, 2 = 25 and Y = 61, 2 = 25 )

(i) There are two possibilities that a person is classified as having the disease

- the person has the disease and the person is also classified as having

the disease or

- the person does not have the disease but the person is classified as

having the disease.

Therefore, the required probability

= 0.15 * P( X > 66) + (1 0.15) * P(Y > 66)

66 70 66 61

= 0.15 * P Z > + 0.85 * P Z >

5 5

= 0.15 * P(Z > 0.8) + 0.85 * P(Z > 1) = 0.15 * 0.7881 + 0.85 * 0.1587

= 0.2531

- the person has the disease but the person is classified as not having the

disease or

- the person does not have the disease but the person is classified as

having the disease.

Therefore, the required probability

= 0.15 * P( X < 66) + (1 0.15) * P(Y > 66)

= 0.15 * P(Z < 0.8) + 0.85 * P(Z > 1) = 0.15 * 0.2119 + 0.85 * 0.1587

= 0.1667

9

Class Practice 1:

(a) Replacement times for TV sets are normally distributed with a mean of 8.2 years

(i) Find the probability that a randomly selected TV will have a replacement

(ii) If you want to provide a warranty so that only 2% of the TV sets will be

replaced before the warranty expires, what is the time length of the

warranty?

(iii) Suppose you have a 4-years old TV, what is the chance that you will not

(b) An insurance company classifies drivers into 3 categories: safe, normal and risky.

From past records, the proportion of drivers in each category and the probability

that a driver in each category will not incur accidents in a year are as shown in

having accidents in a

year

Suppose a new customer makes a third party insurance contract with the

company. What is the probability that (s)he will incur accidents within a year?

10

(c) AD students taking a particular course may suffer from two kinds of problems

repeat (R) and drop (D) which occur independently. There are 20% of

students repeating the course and 5% of students drop the course eventually.

Find the proportion of students who suffer at least one of these two problems.

(d) Seven students (A, B, C, D, E, F and G) are going to present one by one. Find

the number of arrangements that can be made so that A will present before D and

D before E.

(e) Each student at a local university has to take only C(omputing) or only

given that (s)he is taking M is 1/5, and the probability that a student is taking M

given that (s)he is taking C is 1/3. Find the probability that a student selected at

Class Practice 2:

The lifetime of a certain type battery is normally distributed with mean of 8,200 hours

and standard deviation of 50 hours.

(a) What is the probability that a battery of this type has life time between 8,210 and

8,220 hours.

(b) A random sample of 40 such batteries is taken. What is the probability that

their mean life-time will be between 8,210 and 8,220 hours?

11

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