Chapter 1

CHAPTER 1

PROBABILITY
1
INTRODUCTION

o Definition  ~  the  measure  of  any  possibilities 

occurrence of a result in an event.

Chapter 1
o Question  :  Determine  the  probability  of 
getting number ‘6’ by rolling a die once.
o Answer :  1
6

2
SAMPLE SPACE

 The set of all possible outcomes of a random 
experiment. The sample space is denoted as S

Chapter 1
 e.g.
{
S = R + = x x > 0}

S = { yes, no}
 Sample without replacement using example if 
{ a, b, c}
the batch consists of three items                   
and you have to select only two items :
  S without = { ab, ac, ba, bc, ca, cb}
3
SAMPLE SPACE

 Sample with replacement

S with = { aa, ab, ac, bb, ba, bc, cc, ca, cb}

Chapter 1
 The sample space can also be described 
graphically with tree diagrams

4
SAMPLE SPACE : TREE DIAGRAMS

Chapter 1
5
EXERCISE

 A box contains 4 red balls, 6 green balls and 
5  yellow  balls.  Two  balls  are  drawn  at 

Chapter 1
random.  Determine  the  sample  space  for 
this  experiment.  Given  the  following 
events:

 A : all balls are different colors
 B : at least one yellow ball is chosen
 C : no green balls are chosen.

6
SAMPLE SPACE : EXPERIMENT

Experiment Experiment

Chapter 1
outcomes

Head
Toss a coin or

Tail
Sample space
S = { Head , Tail }
7
  SAMPLE SPACE : EXAMPLE
 The die toss:

 Simple events:     Sample space: 

Chapter 1
11 E1
S ={E1, E2, E3, E4, E5, E6}
22 E2
S
33 E3 •E1 •E3
44 •E5
E4
55 •E2 •E6
E5 •E4
66 8
E6
EVENTS

 Subset 
of  the  sample  space  of  a  random 
experiment.

Chapter 1
 Union  ~  consists  of  all  outcomes  that  are 
contained in either events. E1 �E2
 Intersection  ~  consists  of  all  outcomes  that 
contained in all events. E1 �E2
 Complement ~ set of outcomes in the sample 
space that are not in the event. E '

9
 EVENTS : UNION
 The union of  two events, A and B, is the event 
union
that consists of all outcomes that are contained 
in either of the two events.  We write 

Chapter 1
A B
S

A B A B

10
EVENTS : INTERSECTION
 The  intersection  of  two  events,  A  and  B,  is  the 
event  that  both  A  and  B  occur  when  the 
experiment is performed. We write 

Chapter 1
S

A B A B

• If two events A and B are mutually exclusive, then

 B) = 0.
P(A 11
EVENTS : COMPLEMENT
 The  complement  of  an  event  A  consists  of 
all  outcomes  of  the  experiment  that  do  not 
result in event A.  We write AC.

Chapter 1
S
AC

12
EVENTS : MUTUALLY EXCLUSIVE 
 Events that cannot occur together 

Chapter 1
13
EXERCISE
 S =   1,2,3,4,5,6

 A =   1,2,3

Chapter 1
 B =  2,4,5,6

 Find the union of AB, intersection of AB and 
the complement of A

14
PROBABILITY
 Denoted by P(A).

n( A)
P ( A) =

Chapter 1
n( S )
 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.
 P( E ) = P( E ) + P( E ) + P( E ) + ... = 1
i 1 2 3
15
 PROBABILITY : EXAMPLE
 Experiment:  Toss a coin once

 S = {Head, Tail}

Chapter 1
 Let A be the event that a head is obtained

n( A) 1
P( A) = =
n( S ) 2

16
PROBABILITY : EXAMPLE

 Experiment:  Roll a die once

 S = {1, 2, 3, 4, 5, 6}

Chapter 1
 Let M be the event that an even number is 
obtained.

3 1
P( M ) = =
6 2

17
  PROBABILITY : EXAMPLE
 Toss a fair coin twice. Determine the 
probability of observing at least one head.

Chapter 1
1st Coin 2nd Coin Ei P(Ei)
H
H HH
HH 1/4 P(at
H P(atleast
least11head)
head)
H
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
TT 18
 PROBABILITY : EXAMPLE
 A  bowl  contains  three  M&Ms®,  one  red,  one  blue 
and  one  green.  A  child  selects  two  M&Ms  at 
random.  Determine  the  probability  that  at  least 

Chapter 1
one is red.
1st M&M 2nd M&M Ei P(Ei)
m RB
m RB 1/6
m RG
RG 1/6 P(at
P(atleast
least11red)
red)
m BR
m BR 1/6 ==P(RB)
P(RB)++P(BR)+
P(BR)+P(RG)
P(RG)
m ++P(GR)
BG
BG P(GR)
1/6
m ==4/6
m GB
GB 4/6==2/3
2/3
m
1/6 19
GR
GR
1/6
PROBABILITY : UNION 
 For any two events, A and B, the probability of their 
union,  P(A B), is

Chapter 1
 

PP((AA
BB)) == PP((AA))++PP((BB))PP((AA
BB)) A B

20
EXAMPLE : UNION
Suppose that there were 120 students in the
classroom, and that they could be classified
as follows:

Chapter 1
A: brown hair Brown Not Brown
P(A) = 50/120 Male 20 40
B: female Female 30 30
P(B) = 60/120

P(AB)
P(AB)==P(A)
P(A)++P(B)
P(B)––P(AB)
P(AB)
==50/120
50/120++60/120
60/120--30/120
30/120
==80/120
80/120==2/3
2/3 Check:
Check:P(AB)
P(AB)
==(20
(20++30
30++30)/120
30)/120
21
EXAMPLE : SPECIAL CASE
When two events A and B are mutually
exclusive, P(AB) = 0
and P(AB) = P(A) + P(B).

Chapter 1
A: male with brown hair Brown Not Brown
P(A) = 20/120 Male 20 40
B: female with brown hair Female 30 30
P(B) = 30/120

P(AB)
P(AB)==P(A)
P(A)++P(B)
P(B)
A and B are mutually
==20/120
20/120++30/120
30/120
exclusive, so that ==50/120
50/120
22
PROBABILITY : COMPLEMENT
   We know that for any event A:
P(A ∩ AC) = 0 AC
A

Chapter 1
 Since either A or AC must occur, 
P(A     A
 C) =1

 so that P(A    A
 C) = P(A)+ P(AC) = 1

P(A
P(A )) == 11 –– P(A)
CC
P(A) 23
EXAMPLE : COMPLEMENT
Select a student at random from the classroom.
Define:

Chapter 1
Brown Not Brown
A: male Male 20 40
P(A) = 60/120
Female 30 30
B: female
A and B are
P(B)
P(B) == 1-
1- P(A)
P(A)
complementary, so that == 1-
1- 60/120
60/120 ==60/120
60/120 == 1/2
1/2
24
CONDITIONAL PROBABILITY 
 The probability  of  an  event  B  under  the  knowledge 
that the outcome will be in event A is denoted as 

Chapter 1
P ( B A)
 The conditional  probability  of  an  event  B  given  an 
event A, denoted as             for 

P ( B A) P( A) > 0

P ( B A) = P ( A �B ) / P( A)

25
 INDEPENDENCE EVENT

Definition:

Chapter 1
Two events are independent if any one of the
following equivalent statements is true:
(1) P(A ∩ B)=P(A)P(B)

(2) P(A│B)=P(A)

(3) P(B│A)=P(B)

26
EXAMPLE : INDEPENDENCE 
EVENT 
 The following circuit operates only if there is a 
path  of  functional  devices  from  left  to  right. 

Chapter 1
The  probability  that  each  device  functions  is 
shown on the graph. L and R are independent. 
What  is  the  probability  that  the  circuit 
operates?

0.8 0.9

27
SOLUTION

 Let  L  and  R  denote  the  event  that  the  left 

and right devices operate, respectively. There 

Chapter 1
is only a path if both operate. The probability 
the circuit operates is 

P ( L  R ) = P ( L) P ( R ) = 0.80(0.90) = 0.72
 

28
BAYES’ THEOREM  

 If  E1,E2,…,Ek  are  k  mutually  exclusive  and 

exhaustive events and B is any event,

Chapter 1
P( B E1 ) P( E1 )
P( E1 B) =
P ( B E1 ) P ( E1 ) + P ( B E2 ) P ( E2 ) + ... + P ( B Ek ) P ( Ek )

29
BAYES’ THEOREM  
 WHEN TO APPLY?
      Part  of  the  challenge  in  applying  Bayes‘ 

Chapter 1
theorem  involves  recognizing  the  types  of 
problems  that  warrant  its  use.  You  should 
consider  Bayes'  theorem  when  the  following 
conditions exist. 

 The sample space is partitioned into a set of 
mutually exclusive events 

{ A1, A2, . . . , An }.
30
BAYES’ THEOREM

Chapter 1
Prior New Application Posterior
Probabilities information of Bayes’ Probabilities
Theorem

31
EXAMPLE : RAIN 
 Marie is getting married tomorrow, at an
outdoor ceremony in the desert. In recent
years, it has rained only 5 days each year.

Chapter 1
Unfortunately, the weatherman has predicted
rain for tomorrow. When it actually rains, the
weatherman correctly forecasts rain 90% of
the time. When it doesn't rain, he incorrectly
forecasts rain 10% of the time. What is the
probability that it will rain on the day of
Marie's wedding?

32
 SOLUTION : RAIN 
 The  sample  space  is  defined  by  two  mutually­
exclusive  events  ­  it  rains  or  it  does  not  rain. 
Additionally,  a  third  event  occurs  when  the 

Chapter 1
weatherman predicts rain. 

 Notation for these events appears below. 
Event A1. It rains on Marie's wedding. 
Event A2. It does not rain on Marie's wedding 
Event B. The weatherman predicts rain. 

33
SOLUTION : RAIN
 In terms of probabilities, we know the following: 

P( A1 ) = 5/365 =0.0136985 
     [It rains 5 days out of the year.] 

Chapter 1
P( A2 ) = 360/365 = 0.9863014 
     [It does not rain 360 days out of the year.] 

P( B | A1 ) = 0.9 
     [When it rains, the weatherman predicts rain 90% of the 
time.] 

P( B | A2 ) = 0.1 
     [When it does not rain, the weatherman predicts rain 10% of 
the time.] 
34
SOLUTION : RAIN
 We want to know P( A1 | B ), the probability it will 
rain on the day of Marie's wedding, given a forecast 
for  rain  by  the  weatherman.  The  answer  can  be 

Chapter 1
determined from Bayes' theorem, as shown below. 
P ( A1 ) P( B A1 )
P( A1 B) =
P( A1 ) P( B A1 ) + P( A2 ) P( B A2 )
(0.014)(0.9)
=
(0.014)(0.9) + (0.986)(0.1)
= 0.111
35
CONCLUSION : RAIN

 Note the somewhat unintuitive result. When 
the  weatherman  predicts  rain,  it  actually 

Chapter 1
rains only about 11% of the time. Despite the 
weatherman's  gloomy  prediction,  there  is  a 
good chance that Marie will not get rained at 
her wedding. 

36
RANDOM VARIABLES  

 A 
function  that  assigns  a  real  number  to 
each  outcome  in  the  sample  space  of  a 

Chapter 1
random experiment.
Continuous  ~  rv  with 
Discrete ~ rv with a 
an  interval  (either 
finite  (or  countably 
finite or infinite) of real 
infinite) range.
numbers for its range.

37
RANDOM VARIABLES

• When the value of a variable is the outcome of

a statistical experiment, that variable is a

Chapter 1
random variable.
• A random variable
• Denoted by an uppercase such as X
• After an experiment is conducted, the
measured value of random variable is
denoted by a lowercase x.
38
EXAMPLE
 A  voice  communication  system  for  a 
business  contains  48  external  lines.  At  a 

Chapter 1
particular  time,  the  system  is  observed, 
and  some  of  the  lines  are  being  used.  Let 
the random variable X denote the number 
of lines in use. Then X can assume any of 
the integer values 0 through 48. When the 
system is observed, if 10 lines are in use, x 
= 10.

39
RANDOM VARIABLES
 Random variables

 Outcomes  of  an  experiment  expressed 

Chapter 1
numerically
 Example :  Toss a die twice; Count the 
number of times the number 4 appears 
(0, 1 or 2 times)

40
DISCRETE PROBABILITY 
DISTRIBUTION
 The probability distribution for a random variable
describes how probabilities are distributed over
the values of the random variable.

Chapter 1
 The probability distribution is defined by a
probability function, denoted by P(x), which
provides the probability for each value of the
random variable.
 The required conditions for a discrete probability
function are:        P(x) > 0
     P(x) = 1
 We can describe a discrete probability distribution
with a table, graph, or equation. 41
 DISCRETE PROBABILITY 
DISTRIBUTION
 Suppose you flip a coin two times. This simple
statistical experiment can have four possible outcomes:

Chapter 1
HH, HT, TH, and TT.
Let the variable X represent the number of Heads
that result from this experiment.
The variable X can take on the values 0, 1, or 2.
In this example, X is a random variable; because its
value is determined by the outcome of a statistical
experiment.

42
DISCRETE PROBABILITY 
DISTRIBUTION

Event: Toss 2 Coins. Count # Tails.

Chapter 1
   Probability Distribution
 Values             Probability 

T 0 1/4 = .25
1 2/4 = .50
T 2 1/4 = .25 

T T 43
 MEAN AND VARIANCE
 Mean
 The mean of a discrete probability distribution is
computed by the formula:

Chapter 1
 x = E(X) =  x i .P( x )

 Variance
 The variance of a discrete probability distribution

 2
x  2
i 
= V(X) =  x .P( x )   2
x
44
 Example
A random variable X has the probability distribution

x 1 5 10
1 1
P(X=x) 4 2 p
Find (a) the value of p

(b) the mean of X.

Chapter 1
46
REFERENCES
 Montgomery,  D.C.  and  Runger  G.C.  (2007).  Applied 
Statistics and Probability for Engineers, 4th Ed. John 
Wiley & Sons, Inc.

Chapter 1
 Miller,  I  and  Miller,  M  (2004).  John  E.  Freund’s 
Mathematical  Statistics  with  Applications,  7th  Ed. 
Pearson Prentice Hall.

47