Probability (1) : STAT - 835 Probability and Statistics

STAT – 835 Probability and Statistics
PROBABILITY (1)
Experiments, Sample Spaces, Events, Probability Basics
Dr. Muhammad Irfan

October 17th, 2018
Probability Basics
Probability provides a measure of uncertainty
associated with the occurrence of events or
outcomes
Probability is a measure of how likely it is for an
event to happen.
We name a probability with a number from 0 to 1.
 Probability = 0 means the event never happens;
probability = 1 means it always happens.
 If it is uncertain whether or not an event will happen, then
its probability is some fraction between 0 and 1 (or a
fraction converted to a decimal number).
The total probability of all possible event always
sums to 1.
STAT 835 - Probability and Statistics 2

Probability Basics (cont’d.)
The probability of an event equals the number of
times it happens divided by the number of
opportunities.
For instance, rolling a die (singular of dice). The
chance of rolling a 2 is 1/6, because there is a 2
on one face and a total of 6 faces. So, assuming
the die is balanced, a 2 will come up 1 time in 6.
It is also possible to determine probability by
experiment: For a fair die, the experimentally
determined number should be quite close to 1/6,
especially with many rolls.

Probability Basics(cont’d.)
Experiment – activity or process with uncertain
outcome
 Flip coins, throw dice, pick cards, draw balls from urn, …
 Drive to work tomorrow – Time? Accident?
 Operate a call center – Number of calls? Average
customer hold time? Number of customers getting busy
tone?
 Conduct test using lab eqpt to ascertain some material
property
Sample space – complete list of all possible individual

outcomes of an experiment
 Usually denoted by ‘S ’
 Could be easy or hard to characterize
 Sample Space of Die Throw:
4
STAT 835 - Probability and Statistics
Event – a subset of the sample space
 Simple Event: Consists of exactly one outcome.
 Compound Event: Consists of more than one
outcome.
 Usually denoted by E, F, E1, E2, etc.
Probability of an event is the relative likelihood

that it will occur when you do the experiment
 A real number between 0 and 1 (inclusively)
 Usually denoted by P(E), P(F), etc.
 Interpretation – proportion of time the event occurs
in many independent repetitions (replications) of the
experiment

Basics of Probability
The probability of an event is defined as the ratio of

number of successes to the number of outcomes.
Mathematically, this is expressed as follows:
n( S )
p( S ) 
n(O)
where p(S) = probability that event S occurs
n(S) = number of successes (i.e., # of elements in S)
n(O) = number of outcomes (i.e., # of elements in entire population)
Illustration of the concept of probability

using a Venn diagram
O
S
The probability of the event (or set) S is:

p(S) = n(S)/N(O) = 4/10 = 0.4
Example 1: The STAT 835 class has 11 ladies and 65

gentlemen. A student is selected at random from this
class to give a presentation in a seminar. What is the
probability that the selected student is a lady?
Answer:
Let L denote the event that the selected
student is a lady.
p(L) = number of ladies divided by
total number of students in the class
= n(L)/n(T) = 11/ 76 = 0.145

Example 2: You win a big lottery and decide to

give a big sum of money to any 1 person
selected at random from a university town of
35K students and 15K non-students.
(a) What is the probability that the lucky person is a
student?
(b) What methodology could be used to carry out this
experiment to ensure as much randomness as
possible?
(c) What possible features of the system environment
could render the experiment biased?

Hold on!
What’s all this about
“experiment”, “ randomness”, and
“bias”?

The Meaning of “Experiment”

“The process of
- selecting elements of a population or
sample and
- analyzing their characteristics
in order to draw conclusions about the population”.
Examples:
- Flipping a coin
- Tossing a die
- Selecting a sample from quarry site to evaluate its
material characteristics
The Meaning of “Randomness”
“At random”. What does it mean?

It means that every element on the population
(in this case, aggregate of a quarry has an
equal chance of being selected).
In other words, there is no bias. That is, the

system environment does not favor the
likelihood of one element than others.
The Meaning of Randomness (cont’d)

Random Processes:
- Follow no definite and predictable patterns.
- Can therefore result in any outcome regardless of the
characteristics of each element in the population
- For example, selecting aggregate of a quarry
Further Examples of Random Processes

- Getting a “tail” in the flip of a coin
- Getting a “five” at the toss of a die
- Arrival of vehicles at an intersection
- Car crashes on a National highway
- Accidents at a construction site
- Terrorist attacks
13
STAT 835 - Probability and Statistics
Randomness could be with respect to space, or with

respect to time.
Space Randomness:
At a given time, the event or process can occur at any
location. No location has a higher likelihood than others.
Time Randomness
At a given location, the event or process can occur at any
time.
A event or process can be random in either space,

or in time, or in both space and time.

Locations of accidents on an Arterial in a Given Year

Arterial Road
Collector Road Collector Road
This is an example of an event that is random in space

(i.e., at any point in time, it can happen anywhere)

- Passing of an overloaded truck over a weak bridge

- Burglary in your home
- The first leaf to fall from a tree in the Fall season
These are examples of events that are random in

time
(i.e., at any given location, they can happen at anytime)

Synonyms of the phrase “at random”:

- Without bias
- Without prejudice
- unsystematic

The Meaning of “Bias”

An experiment is “biased” if all the possible
outcomes do not have equal likelihood.
Biased experiments are therefore not random.
As civil engineers, we seek to recognize and

remove any bias that may invalidate the
stochastic models we develop for our
engineering systems.
Now let’s go back to Example 2: You win a big lottery and

decide to give a big sum of money to any 1 person at
selected at random from a university town of 35K students
and 15K non-students.
(a) What is the probability that the lucky person is a
student?
(b) What methodology could be used to carry out this
experiment to ensure as much randomness as possible?
(c) What possible features of the system environment
could render the experiment biased?
Answer:
(a) Let T denote the event that the selected person
is a student
Then p(T) = 35000/50000 = 0.7
(b) You could select the lucky person randomly by

- from a phone book, closing your eyes and
pointing, or
- standing at a street corner blindfolded and

reaching out to grab anyone that passes by, or
- standing at a street corner, counting the people

passing and grabbing the 1000th person that
passes, or
- standing at a street corner and grabbing the

person that passes by you at a specified time,
e.g., at exactly 12 noon.

(c) Extenuating circumstances that could

weaken the randomness of the experiment
include the following:
- If you carry out the experiment at a location
that is frequented more by students than non-
students, e.g., Halls of Study which typically
has a student/non-student ratio of 95%-5%.
- If you carry out the experiment at a time
when student are likely to be classroom, and
not on the street

Exercises on Calculation of Probability
1. A box contains 3 red balls, 4 white balls and

2 blue balls. If I pick a ball from the box at
random, what is the probability that it is:
a) red
b) white
c) blue?

2. 12,000 vehicles use M-1 every day. Of these,

2,000 are trucks, 8,000 are cars, while the
rest are vans or SUVs. If a vehicle is stopped
at random on this highway, what is the
probability that it is:
a) a truck?
b) A car?
c) an SUV or van?


3. The following matrix shows the distribution of geotechnical
characteristics of Swat Expressway section. (A section is
defined as the stretch of road between two major
interchanges).
MOISTURE CONTENT
SUBGRADE TYPE High Low
Clayey 3 2
Sandy Silt 5 12
Sandy Gravel 9 4
Silty Sand 7 5
Find the probability that Swat Expressway

section selected at random from this
population has
(a) Clayey subgrade with high moisture content
(b) Silty sand subgrade with low moisture
content
(c) Sandy gravel subgrade with low moisture
content

Example (1)
Two Gas Stations at an intersection
Each one has Six gas pumps
What is the number of possible outcomes of gas pumps
usage at a particular time of a day for each of the station?
S = 49 STAT 835 - Probability and Statistics 26

Example (2)
Rolling a Die Two Times
Each Roll has Six Possible out comes
What is the number of possible
outcomes/ sample space?
Second Die
First Die

S = 36
Example (3)
Mr. “X” is the captain of his track team.
The team is deciding on a color and all
eight members wrote their choice down
on equal size cards. If Mr. ‘X’ picks one
card at random, what is the probability
that he will pick blue?
blue blue
green black
yellow
blue
red black

Example (4)
Mr. ‘Z’ is rolling a dice labeled 1 to
6. Which of the following is LEAST
LIKELY?
A. an even number
B. an odd number
C. a number greater than 5

CHANCE
Chance is how likely it is that something
will happen. To state a chance, we use
a percent.
0 ½ 1
Probability
Equally likely to
happen or not to Certain to
Certain not
happen happen
to happen
Chance
50 %
0% 100%

Chance - Example
When a meteorologist states that the

chance of rain is 50%, the meteorologist
is saying that it is equally likely to rain or
not to rain. If the chance of rain rises to
80%, it is more likely to rain. If the
chance drops to 20%, then it may rain,
but it probably will not rain.

Classification of Events
Classification of Events
Simple Compound
Mutually Sequential
Exclusive
Statistically Statistically
Independent Dependent

Classification of Events….
Simple Events (or simple set)
Is one that contains or concerns only one
event or set.
Compound Events (or compound

sets)
Is one that contains or concerns more
than one event or set

Simple Events vs. Compound Events
Tomorrow, I’ll play baseball.
Tomorrow, I’ll play baseball or I’ll play

soccer.
Tomorrow I’ll play baseball and I’ll wear a

cap.

Simple Events- Examples
1. The soil at this site is stable.
2. This cantilever can withstand the

expected tensile forces.
3. Flow of a fluid through a pipe depends

on the viscosity of the fluid.

Compound Events- Examples
1. The soil at this site is either stable or has
low conductivity, or both
2. This cantilever can withstand the

expected tensile forces and the
expected compressive forces
3. Flow of a fluid through a pipe depends
on the viscosity of the fluid and the size of
the pipe.

MUTUALLY EXCLUSIVE EVENTS
Two or more events are described as
“mutually exclusive” if they cannot occur at
the same time.
Also termed as “Disjoint” Events
If event A happens, then event B cannot, or vice-

versa.
The two events "it rained on Monday" and "it did

not rain on Monday" are mutually exclusive
events
Examples of Mutually Exclusive Events
(Recall that mutually exclusive events are events
that cannot occur at the same time)
Mr. X gets a final grade of A in STAT 835

Mr. X gets a final grade of B in STAT 835
The governor of a certain province is a Democrat

The governor of that province is a Republican
I get a five at the first throw of a die

I get a six at the first throw of a die
The performance of a given civil engg system is excellent

The performance of a given civil engg system is poor
SEQUENTIAL EVENTS
Two events are sequential if one is followed by
the other either in time or space
(a) Sequential in time
e.g., Pakistan Men’s Hockey Team wins this week’s
game
Pakistan Men’s Hockey Team wins next week’s
game
(b) Sequential in space
e.g., Pakistan Men’s Hockey Team wins this week’s
game
Pakistan Cricket Team wins this week’s game
Sequential events are divided into two broad
categories:
- Events that are statistically independent:
The occurrence of one event does not depend on the
occurrence of the other event.
e,g., I’ll get a six at the first throw of a die
I’ll get a five at the second throw of a die
- Events Events that are statistically dependent:

The occurrence of one depends on (or is conditional upon) the
occurrence of another
e,g., Tomorrow, I’ll be late for work without permission
Tomorrow, I’ll drive faster than usual to work

Classic Examples of Statistically Independent
Events
- Flipping a coin a number of times
- Tossing a die a number of times
- Picking balls of different colors from a box with
replacement
Classic Example of Statistically Dependent Events

- Picking balls of different colors from a box
without replacement

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STAT – 835 Probability and Statistics

Dr. Muhammad Irfan

STAT 835 - Probability and Statistics 2

STAT 835 - Probability and Statistics 3

Sample space – complete list of all possible individual

Probability of an event is the relative likelihood

STAT 835 - Probability and Statistics 5

The probability of an event is defined as the ratio of

Mathematically, this is expressed as follows:

Illustration of the concept of probability

The probability of the event (or set) S is:

Example 1: The STAT 835 class has 11 ladies and 65

STAT 835 - Probability and Statistics 8

Example 2: You win a big lottery and decide to

STAT 835 - Probability and Statistics 9

STAT 835 - Probability and Statistics 10

The Meaning of “Experiment”

The Meaning of “Randomness”

“At random”. What does it mean?

In other words, there is no bias. That is, the

The Meaning of Randomness (cont’d)

Further Examples of Random Processes

Randomness could be with respect to space, or with

A event or process can be random in either space,

STAT 835 - Probability and Statistics 14

The Meaning of Randomness (cont’d)

Locations of accidents on an Arterial in a Given Year

Collector Road Collector Road

This is an example of an event that is random in space

STAT 835 - Probability and Statistics 15

The Meaning of Randomness (cont’d)

- Passing of an overloaded truck over a weak bridge

These are examples of events that are random in

STAT 835 - Probability and Statistics 16

The Meaning of Randomness (cont’d)

Synonyms of the phrase “at random”:

STAT 835 - Probability and Statistics 17

The Meaning of “Bias”

Biased experiments are therefore not random.

As civil engineers, we seek to recognize and

Now let’s go back to Example 2: You win a big lottery and

(b) You could select the lucky person randomly by

- standing at a street corner blindfolded and

- standing at a street corner, counting the people

- standing at a street corner and grabbing the

STAT 835 - Probability and Statistics 20

(c) Extenuating circumstances that could

STAT 835 - Probability and Statistics 21

Exercises on Calculation of Probability

1. A box contains 3 red balls, 4 white balls and

STAT 835 - Probability and Statistics 22

Exercises on Calculation of Probability

2. 12,000 vehicles use M-1 every day. Of these,

STAT 835 - Probability and Statistics 23

Exercises on Calculation of Probability

Find the probability that Swat Expressway

STAT 835 - Probability and Statistics 25

S = 49 STAT 835 - Probability and Statistics 26

STAT 835 - Probability and Statistics 27

STAT 835 - Probability and Statistics 28

STAT 835 - Probability and Statistics 29

STAT 835 - Probability and Statistics 30

When a meteorologist states that the