Statistics 303

Chapter 4 and 1.3

Probability

Probability
The probability of an outcome is the proportion
of times the outcome would occur if we repeated
the procedure many times.
Examples

Coin: What is the probability of obtaining heads when flipping a coin?

A single die: What is the probability I will roll a four?
Two dice: What is the probability I will roll a four?
A jar of 30 red and 40 green jelly beans: What is the probability I will
randomly select a red jelly bean?
Computer: In the past 20 times I used my computer, it crashed 4 times and
didnt crash 16 times. What is the probability my computer will crash
next time I use it?

Probability
Independence: Two events are independent
if the outcome of one does not affect or give
an indication of the outcome of the other.
Dependent
Events
Independent
Flipping a coin twice
Temperature on
consecutive days
3 jelly beans: red,
green, orange. Eat
one. Eat another.

Probability
Independence: Two events are independent
if the outcome of one does not affect or give
an indication of the outcome of the other.

Events
Randomly polling
two individuals
Comparing fertilizer
yield for two adjacent
field plots
Rolling two dice

Independent

Dependent

Probability
Definition: A sample space is a set of all
the possible outcomes of a process.
Example: Coin
What is the sample space for flipping a coin 3
times?

Probability
Definition: An event is an outcome or set of
outcomes of a process.
Example: Coin
What is one of the possible events for flipping a
coin 3 times?

Probability Rules
Rule 1: The probability of any event is between 0
and 1 inclusive.
Pr(HTH) = 1/8 which is between 0 and 1.

Rule 2: The probability of the whole sample space

is 1.
Pr(rolling a 1 or 2 or 3 or 4 or 5 or 6) = 1

Rule 3: The probability of an event not occurring

is 1 minus the probability of the event. This is
known as the complement rule.
Pr(not rolling a 5) = 1 1/6 = 5/6

Probability Rules
Rule 4: If two events A and B have no outcomes in
common (they are disjoint), then Pr(A or B) = Pr(A) +
Pr(B)
Pr(rolling a 1 or a 6) = Pr(rolling a 1) + Pr(rolling a 6) = 1/6
+ 1/6 = 2/6 or 1/3

Rule 5: If two events A and B are independent, then

Pr(A and B) = Pr(A)Pr(B)
Pr(rolling a 1 and then a 6) = Pr(rolling a 1) * Pr(rolling a 6)
= (1/6)(1/6) = 1/36

Rules of Probability
Rule 1: 0 P(A) 1
Rule 2: P(S) = 1
Rule 3: Complement Rule: For any event, A,
P(Ac) = 1 P(A)
Rule 4: Addition Rule: If A and B are disjoint
events, then
P(A or B) = P(A) + P(B)
Rule 5: Multiplication Rule: If A and B are
independent events, then
P(A and B) = P(A)P(B)

Random Variables
A random variable is a variable whose value
is a numerical outcome of a random
phenomenon.
A discrete random variable, X, has a finite
number of possible values. The probability
distribution of X lists the values and their
probabilities.

Discrete Probability Example

X
P(X)

1
.1

2
.1

3
.2

4
.3

5
.3

The table above represents the distribution of a

discrete random variable, X. How likely are you
to get an X more than 2?
How likely are you to get TWO 3s if you take a
random sample of 2 from this population?

Discrete Probability Example

X
P(X)

1
0.1

2
0.1

3
0.2

4
0.3

5
0.3

To find the mean of a discrete distribution, multiply each

possible value by its probability, then add all the products.
To find the variance of a discrete distribution, subtract the mean
from each of the Xs, square it, multiply it by the corresponding
probability, then add up all the products.

Random Variables
A continuous random variable, X, takes all values
in an interval of numbers. The probability
distribution is described by a density curve. The
probability of any event is the area under the
density curve and above the values of X that make
up the event.
Examples are uniform, normal, left-skewed
distributions, and right-skewed distributions.

Uniform Distribution Example

This is a Uniform Distribution from 0 to 1. Since

the area under the curve is 1, the height is also 1.
To find the probability for a given interval, you
find the areas under the curve.

The Normal Distribution

The mean for a normal distribution is called
(pronounced myu), the Greek letter for
m (for mean). The standard deviation for a
normal distribution is called (pronounced
sigma), the Greek letter for s (for std. dev.)

The Normal Distribution

We often write that a variable (call it X) has
normal distribution with mean and variance
2 in the following way:

X ~ N ,

Note that the std.

dev. is still .

The Normal Distribution

The normal distribution we have already
seen is the standard normal distribution,
which has mean = 0 and standard deviation
= 1 (the variance = 12 = 1). This is also
called the Z-distribution.

1
0

The Normal Distribution

The distribution of any variable which is
normally distributed can be converted to a
standard normal (Z) distribution in the
following way:

This is known as a Z-score.

The Normal Distribution

The distribution of any variable which is
normally distributed can be converted to a
standard normal (Z) distribution in the
following way:
X
Z
~ N 0,1

X ~ N ,
2

1
0

The Normal Distribution

For the Standard Normal Distribution (or
Z-Distribution) we can find probabilities
associated with different values of Z using
Z-tables.

The Normal Distribution

First we look at some general characteristics
of the Z-distribution.

The area under the entire curve is 1.

The area under the curve to the left of 0 is 0.5.
We say, The probability that Z is to the left of 0 is 0.5.
This can be written as Prob ( Z < 0) = 0.5.

1
0.5
0

The Normal Distribution

We can find the probability that Z is to the
left of any number using the Z-table.
Z-tables can be found at http://stat.tamu.edu/stat30x/zttables.html
Z-tables can also be found on the inside front cover of the book
Notice first if we go in the table to the value z = 0.00 we see the
probability is 0.5.

0.5
0

The Normal Distribution

We can find the probability that Z is to the
left of any number using the Z-table.
See explanation at http://stat.tamu.edu/stat30x/notes.html called How To
Use Z Tables
Lets look at some examples:

Pr ( Z < 0.50) = ?

Pr ( Z < 1.25) = ?
Answer

Z
1.25

Answer

0.50

The Normal Distribution

More examples of probabilities to the left or
less than a number
Pr ( Z < -3.75) = ?

Pr ( Z < -2.01) = ?

Answer

Answer

-2.01

-3.75

The Normal Distribution

The Z-table only gives probabilities to the left of
the value. If we want to get probabilities to the
right we use 1 Pr (Z < z).
Pr ( Z > 0.50) = ?

Pr ( Z > 1.25) = ?
Answer:

Answer:

Z
1.25

0.50

The Normal Distribution

More examples of finding probabilities to the right
of a number using 1 Pr (Z < z).
Pr ( Z > -3.75) = ?

Pr ( Z > -2.01) = ?

Answer: >

Answer:

-2.01

-3.75

The Normal Distribution

To find probabilities between two numbers,
find the less than (of to the left) probability
for each number and then subtract.
Pr (-2.01< Z < 2.01) = ?
ANSWER:

The Normal Distribution

Now suppose we know X ~ N (, 2) and we want
to know the probability that X is less than some
value. We must first convert the X to a Z and then
use the probabilities from the Z-table. Recall that
if X ~ N (, 2) , then

~ N 0,1

So Pr (X < x) = Pr (Z < (x )/

The Normal Distribution

Heres an example. Suppose X ~ N ( 3, 22). Find
the probability that X is less than 4.
Pr ( X < 4 ) = ?

Pr ( X < 4 ) = Pr (Z < 0.5) =

X 43

1 / 2 0.5

X
3

0.50

The Normal Distribution

We will look at some more difficult
examples by hand:
Suppose X ~ N (2, 32),

Given a value z, find the corresponding x that it came from.

How many standard deviations is x from
Find Pr (X > 5).
Find Pr (X < 4 or X > 8).
Find Pr ( 4 < X < 8 ).
Find the x* such that Pr ( X < x* ) = 0.8485, where 0.8485 is
some probability.

Normal Distribution Example

Suppose the sample proportion of 100
students who think that there is insufficient
parking is normally distributed with a mean
of 0.8 and a standard deviation of 0.04 ie. p
~ N(0.8, 0.042).
How often would we get a sample
proportion of 0.75 or less?

Law of Large Numbers

Draw independent observations at random from
any population with finite mean, . Decide how
accurately you would like to estimate . As the
number of observations drawn increases, the
sample mean ( x ) of the observed values eventually
approaches the mean of the population as closely
as you specified and then stays that close.

Rules for means

Rule 1: If X is a random variable and a and b are fixed
numbers, then

a bX a b X

Rule 2: If X and Y are random variables, then

X Y X Y

Rules for Variances

Rule 1: If X is a random variable and a and b are fixed numbers,
then

2 a bX b 2 2 X

Rule 2: If X and Y are independent random variables, then

2 X Y 2 X Y2
Note: variances, NOT std. devs. always add. If X and Y
are not independent, then there is a correlation factor added
or subtracted from their sum.

Variance when X and Y are

Correlated
Rule 2b: If X and Y are NOT independent
random variables, then

X Y

X Y

2 x y

2 x y

2
Y

2
Y

where is the correlation factor between X and Y.

General Addition Rules

The union of any collection of events is the event that at
least one of the collection occurs.
Addition Rule for Disjoint Events If events A, B, and C
are disjoint in the sense that no two have any outcomes in
common, then
P(one or more of A, B, C) = P(A)+P(B)+P(C)
General Addition Rule for the Unions of Two Events For
any two events A and B,
P(A or B) = P(A) + P(B) P(A and B)