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Chapter 2

Some Basic Probability


Concepts
Chapter 2: Probability
Probability: study of randomness and uncertainty
The study of probability provides methods for
quantifying the chances or likelihood associated with
the various outcomes.
Examples:
Toss a die: outcomes are 1, 2,3, 4, 5, 6. Probability of each is 1/6.
Toss a coin: outcomes are head (H) and tail (T). Probability of
each is .
Toss two coins; outcomes are HH, TT, HT, TH. Probability of each
is .
Withdraw a card from a desk: without replacement outcomes
are;
Diamond Heart Spade Clubs
King Queen Jack Ace
Total of 52 cards
Sample Spaces and Events

Random Experiments

Figure Noise variables affect the transformation of inputs to
outputs.
Sample Spaces and Events

Definitions
Sample Spaces and Events

Sample Spaces
Example

Sample Spaces and Events

Example (continued)

Sample Spaces and Events

Example

Sample Spaces and Events

Tree Diagrams
Sample spaces can also be described
graphically with tree diagrams.
When a sample space can be constructed in
several steps or stages, we can represent each
of the n
1
ways of completing the first step as a
branch of a tree.
Each of the ways of completing the second step
can be represented as n
2
branches starting from
the ends of the original branches, and so forth.
Sample Spaces and Events

Example
Sample Spaces and Events

Figure Tree diagram for three messages.
Sample Spaces and Events

Events



Basic Set Operations


Sample Spaces and Events

Events
Example
An experiment each of three cars turn L/R at the
exit.
The sample space:
S={LLL,LLR,LRL,RLL,RRL,RLR,LRR,RRR}
There are eight simple events
The event A that exactly one of the cars turn right;
A={RLL, LRL, LLR}
The event B that at most one of the cars turn right;
B={LLL, RLL, LRL, LLR}

Definition
If an event can occur in N mutually
exculusive and equally likely ways, and if
m of these posses a characteristic, E, the
probability of the occurence of E is equal
to m/N
If we read P(E) as the probability of E,
we may express the definition as
N
m
E P = ) (
Elementary Properties of Probability
1. All events must have a probability greather
than, or equal to zero

2. The sum of the probabilities of all mutually
exculusive outcomes is equal to 1


3. The probability of the occurance of either Ei or
Ej is equal to the sum of their individual
probabilities

( ) ( ) ( ) 1 ... = + +
n j i
E P E P E P
( ) 0 >
i
E P
( ) ( ) ( )
j i i
E P E P E P + =
j
E or
Two events are said to be mutually exculusive if they can not occur simultaneously
The union of two conjoint sets
U
A
U
B
U
A B
B A
The intersection of two
conjoint sets
U
A
U
B
U
A B
B A
The union of two Disjoint sets
U
A
U
B
U
A B
B A
U
A
If the set A is a subset of the universal set, U, the complement of A is another
subset of U and consist of the selements in U that are not in A and is designated
as:
A
A
Table 2.4.1:Professional and technical employees of A
group of hospitals classified by age and job category
Job Category A1 (25) A2 (26 30) A3 (31 35) A4 (>35) Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
Job Category A1 (25) A2 (26 30) A3 (31 35) A4 (>35) Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
A
n(B1 A4) = 75
n(B2 A2) = 120 + 513 30 = 603
The complement of A4 ( ) consist of all personnel 35 years old and younger, and
n( ) = 1766 385 = 1381
A
21
Example:
Patients
Female male Total
Age
70

over 70


Total
27
35
38
15
12
50
11
8
4
Answer = 27
Of 50 patients in the third flour on a
hospital, 35 are female And 12 are over
70 years of age. Among those over 70
years of age, 8 are female. How many of
the 50 patients are female and not over
70 years of age?
Counting Techniques
Permutations and Combinations
Factorials: Given the pssitive integer n, the product of all
the whole numbers from n down through 1 is called n
factorial and is written n!
10!= 10*9*8*7*6*5*4*3*2*1
5! = 5*4*3*2*1
2! = 2*1
in general
n!=n(n 1)*(n 2)*(n 3) *... *1

By defintion 0!=1
Also
10!=10*9!

Example 2.5.1
A Permutation is an ordered arrangemet f objects
Soppose we have four containers of culture media, each
of which is inoculated with a different organism. In how
many ways can they be placed in a line on a shelf


4! = 4*3*2*1 = 24
A
B C D
C D
D C
B D B C
D B C B
B
A C D
C D
D C
A D A C
D A C A
C
A B D
B D
D B
A D A B
D A B A
D
A B C
B C
B B
A C A B
C A B A
Example 2.5.1
6
6
6
6
f there are only 2 position to fill
A
B C D
B
A C D
C
A B D
D
A C B
4 4
4
4
Permutation
The number of possible ordered arrangements is referred to as the
number of permutations of n things taken r at a time and may be
written as
n
P
r


In General

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



( )!
!
r n
n
P
r n

=
Example .5.2
In a country healt department there are fve adjacent offices to be
occupied by five nurses, A, B, C, D, and E. In how many ways can
the five nurses be asssigned to the offices?

( )
120 1 2 3 4 5
! 5 5
! 5
= =

=
r n
P
Example .5.2
Soppose there are six nurses of whom four are to be assigned to
four adjacent offices.
In this case we need to determine the number of permutations of six
things taken four at a time as

( )
360
! 2
! 2 3 4 5 6
! 4 6
! 6
=

=

=
r n
P
Combinations
A combination is an arrangement of objects without regard to order
t is given as




for the number of combinations of n things taken r at a time
For the permutations of four things taken two at a time consisted of
the folowing 12 arrangements

r n
C
AB, AC, AD, BA, BC, BD,
CA, CB, CD, DA, DB, DC
Combinations
Note that, without the order concideration, each pair is repeated
onece.
So actually there are only 6 unique case
AB AC AD BC BD CD
BA CA DA CB DB DC
Combinations
So, if the order does not count, then it is called combination
In our culture media example, we have 12 permutations, and we have
only 6 combinations
In other words, we have two permutations of each combinations.
So, we will have r! Permutations for each combination of n things
taken r at a time.
In mathematical notation

( )! !
!
r n r
n
C
r n

=
!
!
r
P
C
C r P
r n
r n
r n r n
=
=
Combinations
So, the combinations of four things taken two at a time:

( )
6
! 2 1 2
! 2 3 4
! 2 4 ! 2
! 4
2 4
=


=

= C
Combinations
Example 2.5.3: A group therapy leader in a mental health clinic has
10 patients from whom to form a group of 6. How many combinations
of patients are possible?

( )
210
1 2 3 4 ! 6
! 6 7 8 9 10
! 6 10 ! 6
! 10
6 10
=


=

= C
Permutations of Objects That are Not All Different
For our five nurses (A, B, C, D, and E) example suppose two of the
nurses want their office painted white, two yellow and the remaining
nurse wants the office painted green. How many squences of colors
are possible?
Here, with respect to color, the white offices are indistinguishable and
the two yellow offices are indistinguishable.
Then, the 30 possible color squences for the five adjacent offices are
as:
WWYYG YYWWG YWWYG
WWYGY YYWGW YWWGY
WWGYY YYGWW YWGWY
WGWYY YGYWW YGWWY
GWWYY GYYWW GYWWY
WYWYG YWYWG WYYWG
WYWGY YWYGW WYYGW
WYGWY YWGYW WYGYW
WGYWY YGWYW WGYYW
GWYWY GYWYW GWYYW
Permutations of Objects That are Not All Different
f each nurse had wanted a different color, then there would be






sequences color possible 120
)! 5 5 (
! 5
5 5
=

= P
Permutations of Objects That are Not All Different
If we let
n
P
n1.n2,...,nk
equal the number of
distinguishable sqences that can be formed from n
object taken n at a time, when n
1
are of one type, n
2

are of second type,..., and n
k
are of k
th
type, and
n = n
1
+n
2
+ ... + n
k
,
we can generalize these results by writing
( )
! !... !
!
obtain we for solve we if
!... ! ,..., !
2 1
... 2 . 1 n
... 2 . 1 n
2 1 2 . 1
k
nk n n
nk n n
k nk n n n
n n n
n
P
P
n n n P n
=
=
Permutations of Objects That are Not All Different
So using this for the two white color, two yellow color
and one green color
30
4
120
! 1 ! 2 ! 2
! 5
1 , 2 , 2 5
= = = P
Note that this is the number of squences listed previously
WWYYG YYWWG YWWYG
WWYGY YYWGW YWWGY
WWGYY YYGWW YWGWY
WGWYY YGYWW YGWWY
GWWYY GYYWW GYWWY
WYWYG YWYWG WYYWG
WYWGY YWYGW WYYGW
WYGWY YWGYW WYGYW
WGYWY YGWYW WGYYW
GWYWY GYWYW GWYYW
Permutations of Objects That are Not All Different
Example 2.5.5.: The food service department of a
hospital on a certain day is serving two white, two
green, and two yellow vegtables.
How many distinguishable arrangements of these
vegetables can be made on the serving line if we are
interested only in distinguishing between vegetables
on the basis of color?
90
8
720
! 2 ! 2 ! 2
! 6
2 , 2 , 2 6
= = = P
Permutations of Objects That are Not All Different
Here important special case of equation 2.5.5 occurs
when only two types of objects are present where r is
of one type and n-r is of another type.
So we have
r n r n r
C
r n r
n
P =

)! ( !
!
, n
Thus, the number of distinct pwermutations of n things of which r is one type
and n-r is of another type is equal to the number of combinations of n
different things taken r at a time.
Calculating Probability of an Event
Example 2.6.1: Using
the data given in table
2.4.1, Suppose an
employee is picked at
random from all
employees
repreasented.
What is the probability
that this person will ve
25 years of age or
younger?
Job
Categ
ory
A1
(25)
A2
(26
30)
A3
(31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
Calculating Probability of an Event
Here we look at the
likelihood of selecting
any one employee
from out of total
number of possible
outcomes as
Job
Cate
gory
A1
(25)
A2
(26
30)
A3
(31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
176
6
( )
( )
( )
15 . 0
1766
260
1
1
= = =
U n
A n
A P
Conditional Probability
Sometimes the set of all possible outcomes
may constitute a subset of the universal set
When probabilities are calculated with a subset of
the universal set as the denominator the result is
conditional probability
The following example illustrates the concept
Conditional Probability
Suppose we are
interested in calculating
the probability that an
employee selected at a
random from 1766
employees is a B1.
this is an unconditional
probability since no
conditions have been
placed on the set of all
possible outcomes
Job
Category
A1
(25)
A2
(26
30)
A3
(31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
( )
( )
( )
06 . 0
1766
105
1
1
= = =
U n
B n
B P
Conditional Probability
Suppose however we
reduced the set of all
possible outcomes to
those employees who
are over 35 years of age
(set A4).
Now, what is the
probability that an
employee is a B1, given
that he or she is picked
at random from the set
of employees over 35
years old?
Job
Category
A1
(25)
A2
(26
30)
A3
(31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
Conditional Probability
From the table, there are
385 members of set A4,
employees over 35
years of age.
We also see that, of
these, 75 are B1 and
that these 75 are the
number of members of
set B1 A4.
Thus we find the answer
as:
Job
Catego
ry
A1
(25)
A2
(26
30)
A3
(31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385
1766
( )
( )
( )
19 . 0
385
75
4
4 1
4 1
= =

=
A n
A B n
A B P
The vertical line P(B1|A4) is
read given
The conditional probability P(B1|A4) can also be
found as

( )
( )
( )
( )
( ) U n
A n
U n
A B n
A B P
4
4 1
4 1

=
( ) 19 . 0
2190 . 0
425 . 0
1766
385
1766
75
4 1
= = = A B P
The contitiona probability of A given B is equal to the
probability of A B divided by the probability of B
provided the probability of B is not zero
( )
( )
( )
0 ) ( , =

= B P
B P
B A P
B A P
If the question: what is the probability that an
employee picked at random from all employees is
over 35 years old, then we are asking for a marginal
probability
This margnal probability provides the denominator
for our conditional probability P(B
1
|A
4
).
So we compute P(A
4
) as:


( ) 2180 . 0
1766
385
4
= = A P
In general, when one or more criteria of classification are ignored in computing a
probability, the reslting probability is called marginal probability
The probability of being either a B1 or A1 is found
as:





When the two events are not mutually exclusive, the
the addition rule is used
( ) ( ) 21 . 0 15 . 0 06 . 0
1766
260
1766
105
1 1
= + = + = + A P B P
The Addition Rule: Given two events A and B, the
probability that event A, or event B, or both occur is
equal to the probability that event A occurs, plus the
probability that event B occurs, minus the probability
that the events occur simultaneously
( ) ( ) ( ) ( ) B A P B P A P B A P + =
When we apply this to our Table 2.4.1 and compute
the probability that an employee picked at random
will be a B1, or over 35 years of age, or both
( ) ( ) ( ) ( )
( ) 23 . 0
1766
75
1766
385
1766
105
= + =
+ =
B A P
B A P B P A P B A P
Job
Categor
y
A1
(2
5)
A2 (26
30)
A3 (31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 200 375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 260 513 608 385 1766
Multiplication Rule
From the definition of conditional probability
( )
( )
( )
( ) 0 =

= B P
B P
B A P
B A P
( ) ( ) ( ) B A P B P B A P =
By rearranging this equation as
So, the probability of the joint occurance of events A
and B is equal to the conditional probability of A
given B times the marginal probability of of B
Multiplication Rule
Using the equation we just derived, we can find the probability of that
an employee picked at random from all employees is both a B1 and
over 35 years of age
( ) ( )
1766
75
385
75
1766
385
) (
) (
4 1
4 1 4 4 1
= =
=
A B P
A B P A P A B P
Job
Catego
ry
A1
(2
5)
A2 (26
30)
A3 (31
35)
A4
(>35)
Total
B1 0 5 25 75 105
B2 20 30 35 35 120
B3 3 6 6 10 25
B4 7 15 8 12 42
B5 20
0
375 442 203 1220
B5 1 12 8 3 24
B7 4 10 19 12 45
B8 5 25 15 10 55
B9 20 35 50 25 130
Total 26
0
513 608 385 1766
Independent events
If the probability of event A is the same whether event B occurs or
does not occur, then P(A|B) = P(A) and we say that A and B are
independent events


Example 2.6.2: In certain high school class, consisting of 60 girls and
40 boys, it is observed that 24 girs and and 16 boys wear
eyeglassses.

If a student is picked at random from this class, the probability that the
student wears eyeglasses, P(E), is 40 / 100, or 0.4

What is the probability that a student picked at random wears
eyeglasses, given that the student is a boy?
Independent events
What is the probability that a student picked at random wears
eyeglasses, given that the student is a boy?
From the conditional probability equation
( )
( )
4 . 0
100
40
100
16
) ( = =

=
B P
B E P
B E P
Independent events
We may also show that the event of wearing eyeglasses, E, and not
being a boy, , are also independent as follows:
( )
( )
4 . 0
100
60
100
24
) ( = =

=
B P
B E P
B E P
B
Independent events
What is the probability of the joint occurance of the events of wearing
eyeglasses and being a boy?

We use the following equation for this,



However, since event E and event B are independent we may replace
P(E|B) with P(E)
( ) ( ) B E P B P B E P = ) (
( ) ( ) ( )
( ) 16 . 0
100
40
100
40
=
|
.
|

\
|
|
.
|

\
|
=
=
B E P
E P B P B E P
Independent events
In general, when two events, say A and B, are independent, and
neither P(A) and P(B) is equal to zero, the probability of their joint
occurance is equal to the product of their individual probabilities.
That is,





if
( ) 0 and 0 ) ( = = B P A P
( ) ( ) B P A P B A P ) ( =
Independent events
Here it is important to note that, the probability of an event A is equal
to 1 minus the probability of its complement, , as






This is becuse, from the third proerty of probability, the event A and
its complimement, , are mutually exculusive.

( ) ( ) A P A P =1
A
A
Example 2.6.3
Suppose that of 1200 admissions to a general hospitalduring a
certain period of time, 750 are private admission. If we designate this
as set A, then, , is equal to 450 (1200 750)
So we can compute P(A) as:




P( ) as:



And see that
( ) 375 . 0
1200
450
= = A P
A
A
( ) 625 . 0
1200
750
= = A P
( )
375 . 0 375 . 0
625 . 0 1 375 . 0
) ( 1
=
=
= A P A P
Counting Techniques
Combinations: Sampling without replacement
Example: We have a bin of 50 manufactured parts containing
three defective parts and 47 nondefective parts.
A sample of 6 parts (without replacement) is selected from the
50 parts. How many different samples are 3 of size 6 that
contain exactly two defective parts?
A subset containing exactly two defective parts can be formed
by first choosing the 2 defective parts from the 3 defective
parts as:
ays diffrent w 3
)! 2 3 ( ! 2
! 3
2
3
3
2
=

=
|
|
.
|

\
|
= C
Counting Techniques
Combinations: Sampling without replacement
Then the second step is to select the remaining 4 parts from the
47 acceptable parts in the bin as
ways diffrerent 178365
)! 4 47 ( ! 4
! 47
4
47
47
4
=

=
|
|
.
|

\
|
= C
Counting Techniques
Combinations: Sampling without replacement
Therefore, from the multiplication rule, the number of subsets of
size 6 that contain exacly 2 defective items is:
535095 173365 3 =
Counting Techniques
Combinations: Sampling without replacement
As an additional computation, the total number of different
subsets of size 6 is found to be
5890700 1
)! 6 50 ( ! 6
! 50
6
50
50
6
=

=
|
|
.
|

\
|
= C
Counting Techniques
Combinations: Sampling without replacement


So, the probability that a sample contains exactly 2 defective
parts is
034 . 0
15890700
535095
= = P

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