Chapter 1

CHAPTER 1
PROBABILITY
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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

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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 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

 Sample with replacement

Swith  aa, ab, ac, bb, ba, bc, cc, ca, cb

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 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

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.
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SAMPLE SPACE : EXPERIMENT

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

 Subsetof 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 '

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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

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

P(A  B) = 0. 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

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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

 Find the union of AB, intersection of AB and

the complement of A

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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.

 If event A can never occur, P(A) = 0. If event A always

occurs when the experiment is performed, P(A) =1.

 Thesum of the probabilities for all simple

events in S equals 1.

 P(E )  P(E )  P(E )  P(E )  ...  1

i 1 2 3
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 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

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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

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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

P(AB) = P(A) + P(B) – P(AB)

= 50/120 + 60/120 - 30/120
= 80/120 = 2/3 Check: P(AB)
= (20 + 30 + 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) + P(B)

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

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

 so that P(A  AC) = P(A)+ P(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

A and B are P(B) = 1- P(A)

complementary, so that = 1- 60/120 = 60/120 = 1/2
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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 P(B A) for P( A)  0

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

 LetL and R denote the event that the left

and right devices operate, respectively.

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

 IfE1,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 )

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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.

 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.

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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.]

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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

 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.

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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.

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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.
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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

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)  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

(b) the mean of X.

Chapter 1
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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.

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