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CHAPTER 1
PROBABILITY
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INTRODUCTION
Chapter 1
o Question : Determine the probability of
getting number ‘6’ by rolling a die once.
o Answer : 1
6
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SAMPLE SPACE
Chapter 1
e.g. S R x x 0
S yes, no
Sample without replacement using example
if the batch consists of three items a, b, c
and you have to select only two items :
Swithout ab, ac, ba, bc, ca, cb 3
SAMPLE SPACE
Chapter 1
Thesample space can also be described
graphically with tree diagrams
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SAMPLE SPACE : TREE DIAGRAMS
Chapter 1
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EXERCISE
Chapter 1
random. Determine the sample space for
this experiment. Given the following
events:
Experiment Experiment
Chapter 1
outcomes
Head
Toss a coin or
Tail
S Head , Tail
Sample space
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SAMPLE SPACE : EXAMPLE
The die toss:
Simple events: Sample space:
Chapter 1
1 E1
S ={E1, E2, E3, E4, E5, E6}
2 E2
S
3 E3 •E1 •E3
4 E4 •E5
5 E5 •E2 •E4 •E6
6 E6 8
EVENTS
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 '
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EVENTS : UNION
The union of two events, A and B, is the event
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
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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
Chapter 1
S
AC
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EVENTS : MUTUALLY EXCLUSIVE
Events that cannot occur together
Chapter 1
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EXERCISE
S = 1,2,3,4,5,6
A = 1,2,3
Chapter 1
B = 2,4,5,6
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PROBABILITY
Denoted by P(A).
n( A)
P ( A)
Chapter 1
n( S )
P(A) must be between 0 and 1.
S = {Head, Tail}
Chapter 1
Let A be the event that a head is obtained
n( A) 1
P( A)
n( S ) 2
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PROBABILITY : EXAMPLE
Chapter 1
Let M be the event that an even number is
obtained.
3 1
P( M )
6 2
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PROBABILITY : EXAMPLE
Tossa fair coin twice. Determine the
probability of observing at least one head.
Chapter 1
1st Coin 2nd Coin Ei P(Ei)
H HH 1/4 P(at least 1 head)
H
T HT 1/4 = P(E1) + P(E2) + P(E3)
H TH 1/4 = 1/4 + 1/4 + 1/4 = 3/4
T 1/4
T TT
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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
Chapter 1
least one is red.
1st M&M 2nd M&M Ei P(Ei)
m RB
m 1/6
m RG
1/6 P(at least 1 red)
m BR
m 1/6 = P(RB) + P(BR)+ P(RG)
m + P(GR)
BG
1/6
m = 4/6 = 2/3
m GB
1/6
m GR 19
1/6
PROBABILITY : UNION
For any two events, A and B, the probability of their
union, P(A B), is
Chapter 1
P( A B) P( A) P( B) P( A B) A B
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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
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
Chapter 1
Since either A or AC must occur,
P(A AC) =1
P(AC) = 1 – P(A)
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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
Chapter 1
P( B A)
P( B A) P( A B) / P( A)
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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)
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EXAMPLE : INDEPENDENCE EVENT
Thefollowing 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
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SOLUTION
Chapter 1
There 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
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BAYES’ THEOREM
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 )
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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
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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?
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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.
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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.]
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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
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CONCLUSION : RAIN
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.
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RANDOM VARIABLES
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.
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RANDOM VARIABLES
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.
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EXAMPLE
A voice communication system for a
business contains 48 external lines. At a
particular time, the system is observed,
Chapter 1
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.
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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)
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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.
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DISCRETE PROBABILITY DISTRIBUTION
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) xi .P(x)
Variance
The variance of a discrete probability distribution
2
x 2
i
V(X) x .P(x) 2
x
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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
Chapter 1
Miller, I and Miller, M (2004). John E. Freund’s
Mathematical Statistics with Applications, 7th Ed.
Pearson Prentice Hall.
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