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and Statistics
Twelfth Edition
Robert J. Beaver Barbara M. Beaver William Mendenhall
Introduction to Probability
and Statistics
Twelfth Edition
Chapter 4
Probability and Probability
Distributions
Some graphic screen captures from Seeing Statistics
Some images 2001-(current year) www.arttoday.com
What is Probability?
As n gets larger,
Sample
And How often
= Relative frequency
Population
Probability
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Basic Concepts
An experiment is the process by which
an observation (or measurement) is
obtained.
Basic Concepts
A simple event is the outcome that is observed
on a single repetition of the experiment.
The basic element to which probability is
applied.
One and only one simple event can occur
when the experiment is performed.
A simple event is denoted by E with a subscript.
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Basic Concepts
Each simple event will be assigned a
probability, measuring how often it
occurs.
The set of all simple events of an
experiment is called the sample space,
S.
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
E1
22
E2
33
E3
44
55
66
E4
E5
E6
Sample space:
S ={E1, E2, E3, E4, E5, E6}
E1
E3
E5
E2
E4
E6
Basic Concepts
An event is a collection of one or more
simple events.
The die toss:
A: an odd number
B: a number > 2
E1
A
E2
E3
E5
E4
E6
Basic Concepts
Two events are mutually exclusive if,
when one event occurs, the other cannot,
and vice versa.
Experiment: Toss a die
Not Mutually
Exclusive
A: observe an odd number
B: observe a number greater than 2
C: observe a 6
B and C?
Mutually
D: observe a 3 Exclusive
B and D?
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Probability
of an Event
The probability of an event A measures how often
we think A will occur. We write P(A).
Suppose that an experiment is performed n times. The
relative frequency for an event A is
n
n
The Probability
of an Event
P(A) must be between 0 and 1.
If event A can never occur, P(A) = 0. If
event A always occurs when the
experiment is performed, P(A) =1.
The sum of the probabilities for all simple
events in S equals 1.
The
The probability
probability of
of an
an event
event A
A isis found
found
by
by adding
adding the
the probabilities
probabilities of
of all
all the
the
simple
simple events
events contained
contained in
in A.
A.
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Finding Probabilities
Probabilities can be found using
Estimates from empirical studies
Common sense estimates based on
equally likely events.
Examples:
Toss a fair coin. P(Head) = 1/2
10% of the U.S. population has red hair.
Select a person at random. P(Red hair) = .10
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
Toss a fair coin twice. What is the probability
of observing at least one head?
1st Coin
H
H
TT
2nd Coin
H
H
Ei
HH
HH
P(Ei)
1/4
P(at
P(atleast
least11head)
head)
TT
HT
HT
1/4
==P(E
P(E11))++P(E
P(E22))++P(E
P(E33))
H
H
TH
TH
1/4
==1/4
1/4++1/4
1/4++1/4
1/4==3/4
3/4
TT
TT
TT
1/4
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
A bowl contains three M&Ms, one red, one blue and
one green. A child selects two M&Ms at random.
What is the probability that at least one is red?
1st M&M
m
2nd M&M
Ei
RB
RB
RG
RG
m
m
BR
BR
BG
BG
GB
GB
GR
GR
P(Ei)
1/6
P(atleast
least11red)
red)
1/6 P(at
P(RB)++P(BR)+
P(BR)+P(RG)
P(RG)
1/6 ==P(RB)
++P(GR)
P(GR)
1/6
==4/6
4/6==2/3
2/3
1/6
1/6
Counting Rules
If the simple events in an experiment are
equally likely, you can calculate
nnAA number
of
simple
events
in
A
number
of
simple
events
in
A
PP((AA))
NN total
totalnumber
numberof
of simple
simpleevents
events
The mn Rule
If an experiment is performed in two stages,
with m ways to accomplish the first stage and
n ways to accomplish the second stage, then
there are mn ways to accomplish the
experiment.
This rule is easily extended to k stages, with
the number of ways equal to
n1 n2 n3 nk
Example: Toss two coins. The total number of
simple events is:
22 22 == 44
Examples
m
m
22 22 22 == 88
44 33 == 12
12
Permutations
The number of ways you can arrange
n distinct objects, taking them r at a time
is Prn n!
(n r )!
where n! n(n 1)(n 2)...(2)(1) and 0! 1.
44!!
PP 44((33)()(22)) 24
24
1Copyright
1!! 2006 Brooks/Cole
44
33
Examples
Example: A lock consists of five parts and
can be assembled in any order. A quality
control engineer wants to test each order for
efficiency of assembly. How many orders are
there?
The order of the choice is
important!
55!!
PP 55((44)()(33)()(22)()(11)) 120
120
00!!
55
55
Combinations
The number of distinct combinations of n
distinct objects that can be formed,
n!
taking them r at a time is n
Cr
r!(n r )!
55!!
55((44)()(33)()(22))11 55((44))
CC
10
10
33!!((5533)!)! 33((22)()(11)()(22))11 ((22))11
55
33
Example
m m
m mm
4!
C
4
1!3!
ways to choose
1 red M & M.
4
1
6! 6(5)
6
C2
15
2!4! 2(1)
ways to choose 2 M & Ms.
4 2 =8 ways to
choose 1 red and 1
green M&M.
2!
C
2
1!1!
ways to choose
1 green M & M.
2
1
P( exactly one
red) = 8/15
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Event Relations
A B
Event Relations
A B
Event Relations
The complement of an event A consists of
all outcomes of the experiment that do not
result in event A. We write AC.
S
AC
A
Example
Select a student from the classroom and
record his/her hair color and gender.
A: student has brown hair
B: student is female
C: student is male Mutually exclusive; B = CC
What is the relationship between events B and C?
AC: Student does not have brown hair
BC: Student is both male and female =
BC: Student is either male and female = all students = S
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
A: brown hair
P(A) = 50/120
B: female
20
40
Female 30
30
P(B) = 60/120
P(AB)
P(AB) == P(A)
P(A) ++ P(B)
P(B) P(AB)
P(AB)
==50/120
50/120 ++ 60/120
60/120 -- 30/120
30/120
==80/120
80/120 == 2/3
2/3
Check:
Check: P(AB)
P(AB)
Copyright
2006
Brooks/Cole
== (20
+
30
+
30)/120
(20
+
30
+
30)/120
A division of Thomson
Learning, Inc.
A Special Case
When two events A and B are
mutually exclusive, P(AB) = 0
and P(AB) = P(A) + P(B).
Brown Not Brown
A: male with brown hair
Male
20
40
P(A) = 20/120
B: female with brown hair Female 30
30
P(B) = 30/120
P(AB)
P(AB) == P(A)
P(A) ++ P(B)
P(B)
A and B are mutually
exclusive, so that
== 20/120
20/120 ++ 30/120
30/120
== 50/120
50/120
Calculating Probabilities
for Complements
AC
A
Example
Select a student at random from
the classroom. Define:
A: male
P(A) = 60/120
B: female
A and B are
complementary, so that
20
40
Female 30
30
P(B)
P(B) == 11- P(A)
P(A)
== 11- 60/120
60/120 ==40/120
40/120
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Two
Two events,
events, A
A and
and B,
B, are
are said
said to
to be
be
independent
independent ifif and
and only
only ifif the
the probability
probability
that
that event
event A
A occurs
occurs does
does not
not change,
change,
depending
depending on
on whether
whether or
or not
not event
event BB has
has
occurred.
occurred.
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Conditional Probabilities
The probability that A occurs, given
that event B has occurred is called
the conditional probability of A
given B and is defined as
PP((AA
BB))
PP((AA||BB))
ifif PP((BB)) 00
PP((BB))
given
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example 1
Toss a fair coin twice. Define
A: head on second toss
B: head on first toss
P(A|B)
P(A|B) ==
HH
HH
1/4
HT
HT
1/4
TH
TH
1/4
TT
TT
1/4
P(A|not
P(A|not B)
B) ==
A and B are
independent!
Example 2
A bowl contains five M&Ms, two red and three blue.
Randomly select two candies, and define
A: second candy is red.
B: first candy is blue.
nd
st
P(A|B)
P(A|B) =P(2
=P(2nd red|1
red|1st blue)=
blue)=2/4
2/4 ==1/2
1/2
m
m
m
m
m
nd
st
P(A|not
P(A|not B)
B) == P(2
P(2nd red|1
red|1st red)
red) == 1/4
1/4
A and B are
dependent!
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Defining Independence
We can redefine independence in terms of
conditional probabilities:
Two
Two events
events A
Aand
and BB are
are independent
independent ifif and
and only
only
ifif
P(A
P(AB)
B) == P(A)
P(A) or
or P(B|A)
P(B|A) == P(B)
P(B)
Otherwise,
dependent
Otherwise, they
they are
are dependent.
dependent.
dependent
Example 1
In a certain population, 10% of the people can be
classified as being high risk for a heart attack. Three
people are randomly selected from this population.
What is the probability that exactly one of the three are
high risk?
Define H: high risk
N: not high risk
P(exactly
P(exactly one
one high
high risk)
risk) == P(HNN)
P(HNN) ++ P(NHN)
P(NHN) ++ P(NNH)
P(NNH)
== P(H)P(N)P(N)
P(H)P(N)P(N) ++ P(N)P(H)P(N)
P(N)P(H)P(N) ++P(N)P(N)P(H)
P(N)P(N)P(H)
2
== (.1)(.9)(.9)
(.1)(.9)(.9) ++(.9)(.1)(.9)
(.9)(.1)(.9) ++ (.9)(.9)(.1)=
(.9)(.9)(.1)= 3(.1)(.9)
3(.1)(.9)2 == .243
.243
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example 2
Suppose we have additional information in the
previous example. We know that only 49% of the
population are female. Also, of the female patients, 8%
are high risk. A single person is selected at random. What
is the probability that it is a high risk female?
Define H: high risk
F: female
From
Fromthe
the example,
example, P(F)
P(F) == .49
.49 and
and P(H|F)
P(H|F) == .08.
.08.
Use
Use the
the Multiplicative
Multiplicative Rule:
Rule:
P(high
P(high risk
risk female)
female) == P(HF)
P(HF)
==P(F)P(H|F)
P(F)P(H|F) =.49(.08)
=.49(.08) == .0392
.0392
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
A
A S1
S2.
A Sk
Sk
P(A)
P(A) == P(A
P(A
SS11)) ++ P(A
P(A
SS22)) ++
++ P(A
P(A
SSkk))
== P(S
P(S11)P(A|S
)P(A|S11)) ++ P(S
P(S22)P(A|S
)P(A|S22)) ++
++ P(S
P(Skk)P(A|S
)P(A|Skk))
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Bayes Rule
Let S1 , S2 , S3 ,..., Sk be mutually exclusive and
exhaustive events with prior probabilities P(S 1),
P(S2),,P(Sk). If an event A occurs, the posterior
probability of Si, given that A occurred is
PP((SSii))PP((AA|| SSii))
PP((SSii || AA))
for
forii 11,, 22,...k
,...k
PP((SSii))PP((AA|| SSii))
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
From a previous example, we know that 49% of the
population are female. Of the female patients, 8% are
high risk for heart attack, while 12% of the male patients
are high risk. A single person is selected at random and
found to be high risk. What is the probability that it is a
male? Define H: high risk F: female M: male
We
Weknow:
know:
P(F)
P(F) ==
P(M)
P(M) ==
P(H|F)
P(H|F) ==
P(H|M)
P(H|M) ==
.49
.51
.08
.12
PP((MM))PP((HH| |MM))
PP((MM | |HH))
PP((MM))PP((HH| |MM))PP((FF))PP((HH| |FF))
.51
(.(.12
))
.
51
12
.61
.61
.51
(.
12
)
.
49
(.
08
)
.51 (.12) .49 (.08)
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Random Variables
A quantitative variable x is a random variable if
the value that it assumes, corresponding to the
outcome of an experiment is a chance or random
event.
Random variables can be discrete or
continuous.
Examples:
Example
1/8
1/8
1/8
1/8
HTT
HTT
1/8
THT
THT
1/8
TTH
TTH
1/8
TTT
TTT
1/8
HTH
HTH
THH
THH
P(x
P(x == 0)
0) == 1/8
1/8
P(x
P(x == 1)
1) == 3/8
3/8
P(x
P(x == 2)
2) == 3/8
3/8
P(x
P(x == 3)
3) == 1/8
1/8
p(x)
1/8
3/8
3/8
1/8
Probability
Probability
Histogram
Histogramfor
forxx
Probability Distributions
Probability distributions can be used to describe
the population, just as we described samples in
Chapter 1.
Shape: Symmetric, skewed, mound-shaped
Outliers: unusual or unlikely measurements
Center and spread: mean and standard
deviation. A population mean is called and a
population standard deviation is called
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Mean
and Standard Deviation
Let x be a discrete random variable with
probability distribution p(x). Then the
mean, variance and standard deviation of x
are given as
Mean
Mean::
xp
xp((xx))
Variance
Variance ::
((xx)) pp((xx))
22
22
Standard
Standarddeviation
deviation::
22
Example
Toss a fair coin 3 times and
record x the number of heads.
x
p(x)
xp(x)
1/8
(x-2p(x)
(-1.5)2(1/8)
3/8
3/8
(-0.5)2(3/8)
3/8
6/8
(0.5)2(3/8)
1/8
3/8
(1.5) (1/8)
2
12
12 1.5
xp
(
x
)
xp( x)
1.5
88
((xx)) pp((xx))
22
22
..28125
28125..09375
09375..09375
09375..28125
28125..75
75
..75
75 ..688
688
22
Example
The probability distribution for x the
number of heads in tossing 3 fair coins.
Shape?
Outliers?
Center?
Spread?
Symmetric;
mound-shaped
None
= 1.5
= .688
Key Concepts
I. Experiments and the Sample Space
1. Experiments, events, mutually exclusive events,
simple events
2. The sample space
3. Venn diagrams, tree diagrams, probability tables
II. Probabilities
1. Relative frequency definition of probability
2. Properties of probabilities
a. Each probability lies between 0 and 1.
b. Sum of all simple-event probabilities equals 1.
3. P(A), the sum of the probabilities for all simple events in A
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
III. Counting Rules
1. mn Rule; extended mn Rule
n!
2. Permutations:
Pn
r
(n r )!
n!
Crn
r!(n r )!
3. Combinations:
IV. Event Relations
1. Unions and intersections
2. Events
a. Disjoint or mutually exclusive: P(A B) 0
b. Complementary: P(A) 1 P(AC )
Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Key Concepts
P( A | B)
3. Conditional probability:
4. Independent and dependent events
P( A B)
P( B)
Key Concepts
V. Discrete Random Variables and Probability
Distributions
1. Random variables, discrete and continuous
2. Properties of probability distributions
00 pp((xx))11and
and pp((xx))11
(
x
)
Variance : ( x ) pp((xx))
22
Standard
deviation
:
Standard deviation :