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Lecture 1

Introduction to Probability

1. Experiments. Events and their probabilities

We define an experiment as a process that generates well-defined outcomes. On any single repetition of an experiment, one and only one of the possible experimental outcomes will occur. Some examples follow.

Experiment

Experimental outcomes

Toss a coin Role a die Play a football game

Head, tail 1, 2, 3, 4, 5, 6 Win, lose, draw

Note that if these experiments are conducted once, you can observe one of the experimental outcomes. The outcome cannot be predicted with certainty. Also, the experimental outcome cannot be decomposed into more basic outcomes. The set of all experimental outcomes for an experiment is called sam- ple space. It is denoted by Ω. An experimental outcome is called a sample point and it is identified as an element of the sample space. Considering the experiment of tossing a coin, the sample space is:

Ω = {Head, T ail}.

For the experiment of tossing two coins if we use H to denote a head and T to denote a tail, then (H, T) indicates the experimental outcome

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with a head on the first coin and a tail on the second coin. Therefore, the sample space Ω which describes the experiment is:

Ω = {(H, T ), (T, H), (H, H), (T, T )}.

Consider the experiment of rolling a die. The possible experimental outcomes, defined as the number of dots appearing on the upward face of the die, are the six points in the sample space.

Ω = {1, 2, 3, 4, 5, 6}.

An event is a collection of sample points. capital letters indexed or not.

For the experiment of tossing a coin some examples of events are:

E 1 = {2}, E 2 = {2, 5}, E 3 = {1, 3, 5}, E 4

E 6 = {7}, E 7 = {2, 4, 6}. They are used in the following examples. The impossible event is the event that has no chance of occurring. It is denoted by ϕ. For example, E 6 is the impossible event for the experience of rolling a die.

{5}, E 5 = {1, 2, 3, 4, 5, 6},

We will denote them by

=

The certain event is the event that is sure to occur. It is denoted by S. For example, E 5 is the certain event for the experience of rolling a die.

Given an event A, the complement of A is defined to be the event

consisting of all sample points that are not in A. The complement of A

¯

is denoted by A. We can illustrate by the following diagram:

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The complement of the event E 3 is E 7 . The events A and

The complement of the event E 3 is E 7 . The events A and B are said to be mutually exclusive if they have no simple points in common. An event can often be viewed as a composition of two or more other events. Such events which are called compound events, can be formed in three ways, as defined and illustrate here. The union of two events A and B is the event containing all sample points belonging to A or B or both. The union is denoted by A B . We can illustrate by the following diagram:

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For We can notice that: example, E 1 ∪ E 4 = E 2 .

For

We can notice that:

example, E 1 E 4 = E 2 .

¯

S ϕ = S, S A = S, A A = S.

Given two events A and B, the intersection of A and B is the event containing the sample points belonging to both A and B. The intersection is denoted by A B . We can illustrate by the following diagram:

by A ∩ B . We can illustrate by the following diagram: For example, E 2

For

example, E 2 E 3 = E 4 .

¯

Also, A and B are

mutually exclusive if A B = ϕ.

The event A \ B is the event containing the sample points belonging to A and not to B.

We have that S ϕ = ϕ, S A = A, A A = ϕ.

For

example, E 2 \ E 3 = E 1 .

if B occurs when A

occurs. If A B and B A the events are called equivalent and we write A = B. For example, E 1 E 2 .

We say that A implies B and we write A B

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2. Probability of an event.

2.1. The classical probability.

The probability of occurrence for an event A is:

P(A) = m

n ,

where m is the number of ways in which the event occurs and n is the total number of elementary outcomes.

Example 1. (Scenario 1) You are the marketing manager for a consumer electronics company interested in studying the intentions of 1000 households to purchase a big screen television in the next 12 months. You will survey the same households 12 months later to see whether they in fact actually purchased the televisions. The results are given in the following table:

Table 1

 

Actually

purchased

Planned to purchase

Yes

No

Yes

200

50

No

100

650

The sample space consists of the entire set of 1000 households. What is the probability of planning to purchase a big screen televi- sion? If we consider the event:

A: planned to purchase then,

P(A) =

200 + 50

200 + 50 + 100 + 650 =

250

1000 = 0.25.

Thus, there is 25% chance that a household planned to purchase a big screen television.

2.2. The axiomatic probability.

The function P : P(Ω) [0, 1] which satisfies the conditions:

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1. P (S) = 1;

2. If A, B ∈ P(Ω) and A B

= ϕ, then P (A B) = P (A) + P (B)

is called probability. Condition 2 holds for any A 1 , A 2 , i ̸= j, and

, A n ∈ P(Ω) with A i A j

= ϕ,

P(A 1 A 2

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

+

P (A n ).

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