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Notation

P - denotes a probability
Math 103 A, B, ... - denote specific events
Statistics and
Probability P (A) - denotes the probability
of event A occurring
P (A and B) – denotes the probability
Probability of event A and event B occuring
simultaneously
P (A or B) – denotes the probability that
event A occurs or event B occurs
(or both).
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Classical Probability Empirical Probability


Method 1: Classical Approach Method 2: Experimental Approach
Conduct (or observe) an experiment a large number of times, and count the
If a procedure has n different simple events, each with an equal number of times event A actually occurs, then an estimate of P(A) is
chance of occurring, and s is the number of ways event A can
occur, then

number of times A occurred


P(A) =
P(A) = ns = number of ways A can occur
number of different
number of times trial was repeated

simple events Law of Large Numbers:


As a procedure is repeated again and again, the
Equally Likely Simple Events
experimental probability of an event tends to
If there are n simple events in the sample space and
approach the actual probability. Error is about 1
they are all equally likely, then the probability of the n
occurrence of each one is 1/n
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Classical vs Empirical Subjective Probability

The classical approach is the actual probability.

The relative frequency approach is an approximation.


Method 3: Subjective Approach
P(A), the probability of A, is found by simply guessing or estimating
its value based on knowledge of the relevant circumstances.

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Probability Limits Computing Probabilities


• The probability of an impossible event is 0. Step 1 :
• The probability of an event certain to occur is 1. Determine the sample space in the problem.
Certain
Step 2 :
• 0 ≤ P(A) ≤ 1 1
Determine the sample points
for the event being considered
•The total of the Likely Step 3 :
probabilities of all Assign probabilities to the sample points
sample points in a Step 4 :
0.5 50-50 Chance
sample space Determine applicable probability formulas
must equal 1 to compute the desired probability
Unlikely
If the event is complicated, break it down into
0 Impossible several “simpler” events.
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Example Complementary Events
What is the probability that a 5-card hand from a standard The complement of event A, denoted by A,
52-card deck is a flush ? consists of all outcomes in which event A does
 52  not occur.
Number of ways to have a 5-card hand =  5  = 2,598,960
 
13 
Number of ways to have a flush = 4 ⋅   = 4 ⋅1, 287 = 5,148
5
Probability of a flush = 5148/2598960 = 0.00198
P(A) P(A)
What is the probability that a 5-card hand from a standard
52-card deck is a royal flush ? Note: Sometimes, instead of A, the notation A’ is used.
Probability of a royal flush = 4/2598960 = 0.00000154
P(A) + P(A’) = 1
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Example Another Example


Example: Testing Corollas Find the probability that a couple with 3 children has at least 1
Toyota wants to conduct a test of its new Corolla model. A pool of 50 girl. Assume a child is equally likely to be a boy as to be a girl.
drivers has been recruited, 20 or whom are men. When the first
person is selected from this pool,
(a) what is the probability of getting a man?

P(selecting a man) = num of men drivers / num of drivers If P(A) = P(getting at least 1 girl), then
= 20 / 50 = 0.4
P(A) = 1 - P(A’)
(b) What is the probability of getting a woman? where P(A’) is P(getting no girls)
P(selecting a woman) = num of women drivers / num of drivers
= 30 / 50 = 0.6 P(A’) = (0.5)(0.5)(0.5) = 0.125

OR because selecting a man and selecting a woman are P(A) = 1 - 0.125 = 0.875
complementary events,
P(selecting a woman) = 1 – 0.4 = 0.6
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Odds Odds Example
 Odds against event A occurring is the Example: Testing Corollas
Toyota wants to conduct a test of its new Corolla
ratio P(A’) / P(A), usually model. A pool of 50 drivers has been recruited, 20
expressed in the form of a:b or whom are men.
(or ‘a to b’), where a and b are
integers with no common factors • The odds against selecting a man is 3:2

• The odds in favor of selecting a man is 2:3


 Odds in favor of event A is the
reciprocal of the odds against that event,
b:a (or ‘b to a’)

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Probability of Compound Events Example


Survival data after a plague on a small town :
In general, Men Women Boys Girls Totals
Survived 332 318 29 27 706
P(A or B) = P(A) + P(B) - P(A and B) Died 1360 104 35 18 1517
Total 1692 422 64 56 2223

If A and B are mutually exclusive events,

Then P(A and B) = 0 Find the probability of randomly selecting a man or a boy.

So, P(man or boy) = 1692 + 64 = 1756 = 0.790


P(A or B) = P(A) + P(B) 2223 2223 2223

* Mutually Exclusive *
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Example (continued) Independence of Events

Men Women Boys Girls Totals • Two events are independent of each other
Survived 332 318 29 27 706 if knowing that one will occur (or has
Died 1360 104 35 18 1517 occurred) does not change the probability
Total 1692 422 64 56 2223 that the other occurs.
• Two events are dependent if knowing that
Find the probability of randomly selecting a man or one will occur (or has occurred) changes
someone who survived. the probability that the other occurs.

P(man or survivor) = 1692 + 706 - 332 = 1756


= 0.929
2223 2223 2223 2223

* NOT Mutually Exclusive *


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Dependent or Independent ? Example : Independent Events

Every meeting, one student is chosen to lead a prayer in class. Multiplication Rule for Independent Events A and B :

Event A = Kevin is chosen in meeting 1. P(A and B) = P(A) * P(B)


Event B = John is chosen in meeting 1.
Event C = John is chosen in meeting 2.
Example: If an exam has 5 true-or-false questions and
5 multiple questions with 4 choices each, what is the
• Events A and B refer to the same random circumstance and are probability of getting all answers correct if a student
dependent guesses all the answers randomly.
• Events A and C refer to to different random circumstances and
are independent. Each question is independent of the others, so
• Events B and C are independent.
P(all correct) = 1 / (2*2*2*2*2*4*4*4*4*4)
• If the leader cannot be the same for two consecutive meetings, = (1/2)*(1/2)*(1/2)*(1/2)*(1/2)*(1/4 )*(1/4 )*(1/4 )*(1/4 )*(1/4)
then events B and C are dependent. = 1 / 32,768 = 0.0000305
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Conditional Probability Example
P(B) = unconditional probability that event B occurs. Men Women Boys Girls Totals
Survived 332 318 29 27 706
P(B|A) = “probability of B given A” Died 1360 104 35 18 1517
= conditional probability event B occurs given Total 1692 422 64 56 2223
that we know A has occurred or will occur.
Let M : Man is chosen D : A dead one is chosen
If A and B are independent,
P(A and B)=P(A)*P(B)
What is the probability that a dead is chosen if it is known
because P(B|A) = P(B)
that the chosen one is a man ? P(D|M)
In general,
P(A and B) = P(A)*P(B|A) P(B|A) = P(A and B) / P(A) P(M) = 1692 / 2223
P(A and B) = P(B)*P(A|B) P(A|B) = P(A and B) / P(B) P(D) = 1517 / 2223
P(M and D) = 1360 / 2223
P(D|M) = P(M and D) / P(M)
= (1360 / 2223) / (1692 / 2223) = 1360 / 1692 = 0.8038
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Don’t get confused … To summarize …

 When two events are mutually


exclusive at most one of the events can
When Events Are: P(A or B) is: P(A and B) is: P(A|B) is:
happen at a time. If one occurs, the Mutually P(A)+P(B) 0 0
probability of the other becomes 0. Exclusive
Independent P(A)+P(B)-P(A)P(B) P(A)P(B) P(A)

 When two events are independent and Any P(A)+P(B)-P(A and B) P(A)P(B|A) P(A and B)/P(B)
one occurs, the probability of the other is
unchanged.

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Exercise Total Probability
(Walpole #12/105) One bag contains 4 white balls and 3 black In the previous example,
balls, and a second bag contains 3 white balls and 5 black
balls. One ball is drawn at random from the second bag and
P(W 1) = P(W 1|W2)*P(W2) + P(W 1|B2)*P(B2)
is placed unseen in the first bag. What is the probability that a or
ball now drawn from the first bag is white? P(A)=P(A|E)*P(E)+P(A|E’)*P(E’)
when E and E’ partitions the sample space into two.
Let W 1 : selecting a white ball from the first bag after transfer.
B2 : selecting a black ball from 2nd bag to transfer to 1st bag A
W2 : selecting a white ball from 2nd bag to transfer to 1st bag E E’
Find P(W1) In general, when Ei partitions the sample space into k subspaces,
P(W 1) = P((W 1 and W2) or (W 1 and B2)) P(A)=P(A|E1)P(E1)+P(A|E2)P(E2)+ … + P(A|Ek)P(Ek)
since (W 1 and W 2) and (W 1 and B2) are mutually exclusive E3
= P(W 1 and W2) + P(W1 and B2) E1
= P(W 1|W 2)*P(W2) + P(W1|B2)*P(B2) A Ek
= (5/8)*(3/8)+(4/8)*(5/8) = 35/64 E2 …

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Bayes’ Rule Bayes’ Rule Example


If E i partitions the sample space into k subspaces, Police plan to enforce speed limits by using
(Walpole #2/105)
P(A)=P(A|E1)P(E1)+P(A|E2)P(E2)+ … + P(A|Ek)P(Ek) radars at 4 different locations. The radars at locations L1, L2,
L3 and L4 are operated 40%, 30%, 20%, and 30% of the time.
If a person who is speeding has probabilities of 0.2, 0.1, 0.5
P(Er|A) = P(A and Er) and 0.2 resp. of passing through these locations, what is the
P(A) probability that he will receive a speeding ticket ?
Let T : person receives a ticket. Find P(T)
P(A and Er) = P(Er)*P(A|Er) Independent Events:
Ri : radar at location Li is operational.
P(Ri|Li)=P(Ri)
Li : person passed through location Li
P(Er|A) = P(Er)*P(A|Er) P(Li|Ri)=P(Li)
P(R1)=.4 P(R2)=.3 P(R3)=.2 P(R4)=.3
P(A) P(L1)=.2 P(L2)=.1 P(L3)=.5 P(L4)=.2

P(T)=P(T at L 1)+P(T at L 2)+P(T at L3)+P(T at L4)


BAYES’ Rule :
=P(R1|L 1)P(L1)+ P(R2|L 2)P(L2)+ P(R 3|L3)P(L 3)+ P(R 4|L4)P(L 4)
P(Er|A) = P(Er)*P(A|Er) = .08+.03+.10+.06 = 0.27
P(A|E1)P(E1)+P(A|E2)P(E2)+ … + P(A|Ek)P(Ek)
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Bayes’ Rule Example (cont) End
(Walpole #4/105) If the person received a speeding ticket, what is
the probability that he was radared at location L2

P(L2|T) = P(T|L2) * P(L2) / P(T)

= (0.3 * 0.1) / 0.27


= 0.03 / 0.27
= 0.1111

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