CV2001 Chapter2

2.
BASIC CONCEPTS IN PROBABILITY
Assoc Prof CHUANG Poon Hwei

Office: N1-01c-92
Tel: 6790-5301
CV2001/MT2301 Chapter 2 1
2.1 Terms used in Probabilistic Problems
In a probabilistic (not deterministic) situation, an event that occurs is
merely one of a number of possible events that could have occurred
under the given condition.
e.g. In rolling a die, 6 values: 1, 2, ...,6, are possible
(1) Random experiment:

a process:
(a) performed under a given set of conditions
(b) with the result of each performance depending on chance
(c) the process may be repeated arbitrarily often.
done not by means
e.g. rolling a die, flipping a coin. of any underlying
principle or logic
(2) Trial: a single performance

e.g. a roll of a die
result of trail
(3) Outcome: the result of a single performance
(4) Sample space (S): the set of all possible outcomes

of an experiment.
(5) Sample point (or elementary event): each individual

possibility.
Every outcome of an experiment corresponds to

exactly a sample point.
Examples
EX. 2.1 In flipping a coin, the possible outcomes are H (head) and T
(tail).
S = { H, T } H, T: sample point
EX. 2.2 In rolling a die

S = { 1, 2, 3, 4, 5, 6 } 6 sample points
EX. 2.3 An experiment involving 5 trucks. The outcome to be

observed: no. of trucks breaking-down under some specified
conditions
6 possible outcomes: 0, 1, 2, 3, 4, 5
Sample space S = { 0, 1, 2, 3, 4, 5 }
Each possibility: a sample point
Sample Space
Discrete Continuous
distinct or countable a continuum of sample pts. or
sample pts measured values
e.g. no of trucks breaking down e.g. strength of test cube:

{0, 1, 2, 3, 4, 5} 20.1, 20.7, 21.6, .........
no of test cubes failed may be any +ve no.
{0, 1, 2, 3,....}
Finite Infinite
Examples 2.1-2.3 e.g. a set of even integers Infinite
e.g. set of 1st 10 integers e.g. no of cars waiting for right e.g. If cube strength between15-25
{1, 2, 3, ...., 10} turns, {0,1,2,3,....,} any value in [15 25] a sample pt
Entire continuum in [15 25] = S
In rolling a die, S = { 1, 2, 3, 4, 5, 6 } ,
(6) Event: a subset E of the sample space S containing a

certain class of outcomes.
A: the no. obtained is even

B: the no. obtained is odd
C: the no. obtained is > 3
A occurs if we obtain 2, 4 or 6: A = {2, 4, 6}

B occurs if we obtain 1, 3, or 5: B = {1, 3, 5}
C occurs if we obtain 4, 5, or 6: C = {4, 5, 6}
The entire sample space is a special event.
EX. 2.4
Draw 2 bolts from a set of 5 bolts (numbered from 1 to 5). The
sample space comprises 10 possible outcomes
S = {1,2 1,3 1,4 1,5 2,3 2,4 2,5 3,4 3,5 4,5}
Assume 3 bolts, 1, 2, 3 are defective

1, 2, 3, 4, 5
no. of defective bolts in the draws = ?
Let A: No defective bolt
B: 1 defective bolt
C: 2 defective bolts
A occurs if draw 4,5

B occurs if draw 1,4; 1,5; 2,4; 2,5; 3,4 or 3,5
C occurs if draw 1,2; 1,3; 2,3
A = { 4,5 }
B = {1,4; 1,5; 2,4; 2,5; 3,4; 3,5}
C = {1,2; 1,3; 2,3}
2.3 Special Events and Combination of Events
Occurrence of an Event
An event: a subset of a sample space always contains ≥ 1 sample pts

(unless impossible event)
The realization of any sample pt constitutes the occurrence of the

event.
e.g. A: occurrence of even number

A = {2, 4, 6}
occurrence of 2, 4 or 6 => occurrence of A
Special Events
(1) Certain event (S):

containing all the sample pts in a sample space (all the
possibilities),
i.e. the sample space S itself
e.g. { H , T } is a certain event for a flip of a coin
(2) Impossible event ( ):
containing no sample point,
i.e. an empty set in a sample space
e.g. S = {1, 2, 3, 4, 5, 6}
E ={x: 1 < x < 2}
= 
(3) Complementary event (denoted by E ):
The complement of an event E in a sample space S contains all
the sample points in S that are not in E
E.g. for a roll of a die,

If E  1,3,5 , E  2,4,6
.
(4) Subevent:
If all the sample points in B also belong to A,
then B is a subevent of A,
denoted as: B  A or A  B
E.g. if A  1,2,3,4 , B  1,3

Then B  A .
Combination of Events
Express one event A in terms of other events using the operation of
sets.
e.g. In rolling a die
E1: the no. obtained is an odd no., {1, 3, 5}

E 2 : the no. obtained is more than 2, {3, 4, 5, 6}
A: the no. obtained is an odd no. or more than 2

B: the no. obtained is an odd no. and more than 2
A  E1  E1 Union
B  E1  E1 Intersection
1) Union of Events E1 , E 2 ( E1 E2 )
A subset of S containing all the sample pts. belonging to E1 or E 2
(or both).
An event covering the occurrence of E1 or E 2 or both, i.e.

occurrence of at least one of the two events, E1 & E 2 .
e.g. ,
A  E1  E2  {1,3,4,5,6} 1 3 5
E3  {1,2,3} , E4  {2,3,4} S 2 4 6
C  E3  E4  {1,2,3,4}
E  {3,4,5,6}
2) Intersection of Events E1 , E2 ( E1  E2 or E1 E 2)
A subset of S containing sample pts. belonging to both E1 and E 2
An event which is the joint occurrence of E1 and E 2 .
e.g. B  E  E  E E  {3, 5}
1 2 1 2 1 3 5
D  E3  E4  E3E4  {2, 3} S 2 4 6
Generally, the above discussion may be extended to cover any
number of events.
m
E1  E2 ...... Em or  Ej
j 1
the event covering the occurrence of at least one of the m events.
m
E1  E2 ....... Em or  E j
j 1
the event of joint occurrence of all the m events simultaneously.
Three Basic Event Operations
Verbal Statement Event Operation

At least one of E1, E 2 E1  E2
Both E1 and E 2 E1  E2
Not E E
Example
3 Events: E1  1,2,3, E2  3,4,5, E3  1,3,5
(A) Union A  E1  E2  E3  1,2,3,4, 5
If outcome is 1, E1& E3 Occur

2, E1 Occur
3, E1, E2 &E3 Occur
4, E2 Occur
5, E2 & E3 Occur
A covers the occurrence of at least one of E1, E2 & E3.
(B) Intersection
B  E1  E2  E3  E1 E2 E3  3 
If outcome is 3, all E1, E2 & E3 occur simultaneously.
B represents joint occurrence of E1, E2 & E3 simultaneously
3) Mutually Exclusive (or disjoint) Events:
E1 and E2 are mutually exclusive if
E1  E2  
i.e. the occurrence of one of them rules out the

simultaneously occurrence of the other.
e.g. In rolling a die

E1  1,3,5, E2  2,4,6  E1, E3  2,4
E1  E2  E1E2    E1E1
E1  E3  
4) Collectively Exhaustive Events:
Two or more events are collectively exhaustive if
their union gives the underlying sample space
e.g. E1  E2  1, 2,3, 4,5, 6  S  E1  E1

E1  E3  1, 2,3, 4,5  S 1 3 5
E4  1,3, 4,5
2 4 6
E2  E4  1, 2,3, 4,5, 6  S
Two or more events are mutually exclusive if the occurrence of
one precludes the occurrence of all others.
e.g. in rolling a die
E1  1,2 , E2  3,4, E3  5,6.
E1 E2  φ , E2 E3  φ , E1 E3  φ ,
E1  E2  E3  φ .
An event E and its complement E are mutually exclusive and
collectively exhaustive.
4. Representation by Venn Diagram:
A sample space and the events within it can be represented

graphically with the Venn Diagram:
a sample space S is represented by a rectangle; an event E is

then represented by a closed region within this rectangle.
The part of the rectangle outside this closed region is the

corresponding complementary event E (Fig 2.1)
In other words, the event E contains all the sample points within
the closed region, whereas E contains all the sample points
outside of E.
Example 2.5
Referring to Ex. 2.3, suppose we define the following events:
A: occurrence of at least 3 break-downs;
B: occurrence of not more than 4 break-downs;
C: occurrence of less than 3 break-downs;
D: occurrence of less than 2 break-downs.
Then
A  B  Occurrence of at least 3 but not more than 4 break-downs
A B  S C  A AC  S
A & B are collectively exhaustive

A & C are collectively exhaustive
D  C  B , D  C  D , D  C  C ,C  A   , D  A  
A & C are mutually exclusive

A & D are mutually exclusive
Example 2.6
Consider example 2.4
A B C  S A B C  
A, B and C are mutually exclusive and collectively exhaustive

events.
General relationships
Complementary sets
A  A  S, A  A   ,
S  , A  A.
Commutative rule
A  B  B  A , AB  BA.
Associative rule
 AB C  A BC  ,  A  B  C  A  B  C .
Distributive rule always let the one outside pair up first
 A  B C  AC  BC,  AB   C   A  C B  C .
De Morgan’s rule: (Proof: see Ang & Tang, P35)
Relates sets (or events) and their complements.
For two events, A & B

AB  AB
Apply to A & B
AB  AB  AB
Take complement of both sides
AB  AB → AB  AB
Stated in general
E1  E2  ......  En  E1  E2  ......  En
E 1  E 2  ......  E n  E 1  E 2  ......  E n
Duality relation:
The complement of unions (intersections) is equal to the intersections
(unions) of the respective complements.
e.g.

A  BC  A  BC  A B  C  AB  AC 
 A  B  C   A  B   C   AB   C
Example
Water supple to a city C comes from 2 sources, A & B, by
pipeline, 1, 2, 3.
E1: Failure in pipe 1

Assume either source alone is sufficient to supply water
for C.
Shortage of water in C will be caused by

(E1  E2 )  E3
No shortage means
(E1 E2 )  E3
(by de Morgan’s rule)

 (E1 E2 )  E3  (E1 E2 )  E3
Note:
E3 : no failure in pipe 3
(E1  E2 ): at least one of the pipes working
De Morgan’s rule
Example
S  1,2,3,4,5,6 , A  1,2,3 , B  2,4,6 .
A  B  1,2,3,4,6
A  B  5
A  4,5,6 B  1,3,5
A  B  5
A  B  A  B  5
Summary
Consider events E1& E2
Union E1  E2
Intersection E1  E2 or E1E2
Mutually Exclusive Events E1  E2  
Collectively Exhaustive Events E1  E2  S
Venn Diagram
De Morgan’s rule
E1  E2  E1  E2  E1 E2
E1  E2  E1E2  E1  E2
Are all sample points (elementary events) in a sample space

mutually exclusive?
Are they collectively exhaustive?

CV2001 Chapter2

Diunggah oleh

Informasi Dokumen

Judul Asli

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

CV2001 Chapter2

Diunggah oleh

Hak Cipta:

Format Tersedia

2.

BASIC CONCEPTS IN PROBABILITY

Assoc Prof CHUANG Poon Hwei

(1) Random experiment:

(2) Trial: a single performance

(3) Outcome: the result of a single performance

(4) Sample space (S): the set of all possible outcomes

(5) Sample point (or elementary event): each individual

Every outcome of an experiment corresponds to

EX. 2.2 In rolling a die

EX. 2.3 An experiment involving 5 trucks. The outcome to be

e.g. no of trucks breaking down e.g. strength of test cube:

(6) Event: a subset E of the sample space S containing a

A: the no. obtained is even

A occurs if we obtain 2, 4 or 6: A = {2, 4, 6}

The entire sample space is a special event.

Assume 3 bolts, 1, 2, 3 are defective

no. of defective bolts in the draws = ?

A occurs if draw 4,5

An event: a subset of a sample space always contains ≥ 1 sample pts

The realization of any sample pt constitutes the occurrence of the

e.g. A: occurrence of even number

(1) Certain event (S):

i.e. the sample space S itself

e.g. { H , T } is a certain event for a flip of a coin

i.e. an empty set in a sample space

E.g. for a roll of a die,

E.g. if A  1,2,3,4 , B  1,3

e.g. In rolling a die

E1: the no. obtained is an odd no., {1, 3, 5}

A: the no. obtained is an odd no. or more than 2

An event covering the occurrence of E1 or E 2 or both, i.e.

A subset of S containing sample pts. belonging to both E1 and E 2

An event which is the joint occurrence of E1 and E 2 .

Verbal Statement Event Operation

(A) Union A  E1  E2  E3  1,2,3,4, 5

If outcome is 1, E1& E3 Occur

A covers the occurrence of at least one of E1, E2 & E3.

i.e. the occurrence of one of them rules out the

e.g. In rolling a die

e.g. E1  E2  1, 2,3, 4,5, 6  S  E1  E1

e.g. in rolling a die

E1  1,2 , E2  3,4, E3  5,6.

E1 E2  φ , E2 E3  φ , E1 E3  φ ,

A sample space and the events within it can be represented

a sample space S is represented by a rectangle; an event E is

The part of the rectangle outside this closed region is the

A & B are collectively exhaustive

A & C are mutually exclusive

A, B and C are mutually exclusive and collectively exhaustive

For two events, A & B

AB  AB  AB

Take complement of both sides

AB  AB → AB  AB

E1: Failure in pipe 1

Shortage of water in C will be caused by

(by de Morgan’s rule)

Are all sample points (elementary events) in a sample space

Anda mungkin juga menyukai