MATHEMATICAL STATISTICS

WITH APPLICATIONS
NORTHWESTERN POLYTECHNICAL UNIVERISTY
XIE WENXIAN
2016. 9
THE SECOND EDITION

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INFORMATION

Teacher: Xie Wenxian ( )

Department: Applied Mathematics
Email: wenxianxie@nwpu.edu.cn
Telephone: 13619261725
Office time: Friday, 14:00-15:40 for this course.
Office: Room A336, School of Science

Grading: 10% , attendance

30%, test in class and homework

60%, final exam

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CHAPTER 2 PROBABILITY

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2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9

INTRODUCTION
SAMPLE SPACES
EVENTS
THE PROBABILITY OF AN EVENT
SOME RULES OF PROBABILITY
CONDITIONAL PROBABILITY
INDEPENDENT EVENTS
BAYES THEOREM
THE THEORY IN PRACTICE
3

Development of Probability

Origin of theory of Probability

Classical probability concept
Frequency interpretation
Axiomatic approach
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2.1 INTRODUCTION

Classical probability concept, applies when all possible outcomes are

equally likely, as is presumably the case in most games of chance.
If there are equally likely possibilities, of which one must occur and
are regarded as favorable, or as a success, then the probability of a
success is given by the ratio /.

See Example 2.1.

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Example 2.1 (to explain classical probability)

What is the probability of drawing an ace from an ordinary deck of

playing cards?

Solution: We know that there are possibilities to choose one

from playing cards, and each of possibilities is equally likely. But
only possibilities are needed. Therefore, the probability of drawing

an ace is .

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Question 1 (to extend Example 2.1)

What is the probability of drawing aces at a time from an ordinary

deck of playing cards?

different possibilities to choose cards

from playing cards, and each of possibilities is equally likely. But

there only one possibility to obtain aces. So, we get the
probability of drawing aces at a time is

Solution: There are

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!!
!

2.2 SAMPLE SPACES

Experiment---- Any process of observation or measurement

Checking whether a switch is turned on or off;
Counting the imperfection in a piece of cloth;
The very complicated process of determining the mass of an electron;

Outcomes---- The results one obtains from an experiment

Sample space---- The set of all possible outcomes of an experiment,
denoted by .
Element----Each outcome in a sample space, also namely sample point.
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Examples of sample spaces

One flip of a coin, the sample space may be written = {, },

where and stand for head and tail.

One roll of a die, if we are interested in which face is turned up,

and then the sample space is used = {, , , , , };
if we are interested only in whether the face turned up is even or
odd, and then the sample space is used = {, }

See Example 2.2.

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Example 2.2

Describe a sample space that might be appropriate for an experiment

in which we roll a pair of dice, one red and one green.
Hint: The red die can land in any one of six ways, and for each of
these six ways the green die can also land in six ways. Therefore, the
pair of dice can land in = ways.

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Example 2.2 (to be continued)

Solution: the sample space that provides the most information

consists of the 36 points given by
= , | = , , , ; = , , ,
where represents the number turned up by the red die;
represents the number turned up by the green die.

A second sample space where the elements are the totals of the
numbers turned up by the two dice, is given by
= , , ,

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Example 2.2 *

Investigate the waiting time of someone who wants to take the

School Bus if the School Bus starts every minutes.

Solution: All the possible outcomes are from to . Therefore, the

sample space is given by = | , .

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Type of sample spaces

Countable ----the number of elements can be matched one by one with

the whole numbers. (noncountable)
Discrete----if a sample space contains a finite number of elements or an
infinite though countable number of elements. (Example 2.2)
Continuous----if a sample space consists of a continuum, such as all the
points of a line segment or all the points in a plane. (Example 2.2*)

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2.3 EVENTS
Example 2.3 (Example2.2 continued)

Event---- a subset of a sample space, described by , , , .

Describe the event with reference to the first sample space

= {, , , , , } ( on Page 25, One roll of a die) that the number of
points rolled with the die is divisible by .

Solution: Among , , , , and , only and are divisible by .

Therefore, is represented by the subset , of the sample space .
What is the event that the number of points rolled with the die is
even?

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Example 2.4 (Example2.2 continued)

Describe the event with reference to the first sample space in

Example 2.2 that the number of points rolled with the pair of dice is
.
Solution: Among possibilities, only
, , , , , , , , , and , yield a total of , so we
write
= , , , , , , , , , and ,

= , | + = , , = , , , , ,
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Example 2.5

If someone takes three shots at a target and we care only whether each shot
is a hit or a miss, describe a suitable sample space, the elements of the
sample space that constitute
event that the person will miss the target three times in a row, and
event that the person will hit the target once and miss it twice?
Solution: let

, the sample space is given by

=
, , , , , , , , , , , , , , , , , , , , , , ,
= , ,
= , , , , , , , ,

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Example 2.6

Construct a sample space for the length of the useful life of a certain
electronic component and indicate the subset that represents the
event that the component fails before the end for the sixth year?

Solution: If is the length of the components useful life in years, the

sample space may be written = | , and the subset
= | < is the event that the component fails before the
end of the sixth year.

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Operations of events

Union: is the subset of that contains all the

elements that are either in , in , or in both.

Intersection: is the subset of that contains all the

elements that are in both and .
Complement: is the subset of that contains all the
elements that are not in .

Venn diagram

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A B
A B
A

Relationships of events

Mutually exclusive = the two sets have no

elements in common (or the two events cannot both
occur).

is contained in the elements of are all the

elements of (once occur, and will occur).

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A B

Important results of Events and

(1) =

(2) = =

(3) De Morgan Laws: = , =

Also see Exercises on Page30.

Homework1: Exercises on Page30.

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2.4 THE PROBABILITY OF AN EVENT

POSTULATE 1 The probability of an event is a nonnegative real

number, that is, () for any subset of .
POSTULATE 2 = .

POSTULATE 3 If , , , is a finite or infinite sequence of

mutually exclusive events of , then
= + + +
See Example 2.7.

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Example 2.7

An experiment has four possible outcomes, , , , , that are mutually

exclusive. Explain why the following assignments of probabilities are not
permissible:
(a) = . , = . , = . , = .
(b) () =

, ()

, ()

, ()

Solution: (a) = . is not permissible.

(b) violates Postulate 2.

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About Postulates

Question: Do you know how to calculate the probability of an

event?

Note: for a discrete sample space, to assign a probability measure

to the sample space, it is not necessary to specify the probability of
each possible subset. We often list the probabilities of the
individual outcomes, or sample points of sample space.

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Theorem 2.1

Theorem 2.1 If is an event in a discrete sample space , then

() equals the sum of the probabilities of the individual
outcomes comprising .
Note: Before using Theorem2.1, we should assign the probabilities
to the individual outcomes of experiment.

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Proof of Theorem 2.1

Let , , , , be the finite or infinite sequence of outcomes that

comprise the event . Thus
= ,
and since the individual outcomes, the , are mutually exclusive,
the third postulate of probability yields
= + +
This completes the proof.
See Example 2.8-2.10.
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Example 2.8

The application of Theorem 2.1

If we twice flip a balanced coin, what is the probability of getting

at least one head?
Solution: The sample space is = , , , , Since we
assume that the coin is balanced, these outcomes are equally

likely and we assign to each sample point the probability .

Letting denote the event that we will get at least one head, we
get = , , and

= + + =

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Example 2.9

The application of Theorem 2.1

A die is loaded in such a way that each odd number is twice as

likely to occur as each even number. Find where is the
event that a number greater than occurs on a single roll of the
die.
Solution: The sample space is = , , , , , . If we assign
probability to each even number and probability to each
odd number, we find that
+ + + + + = = in accordance with

Postulate 2. It follows that = and

= + + =

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Example 2.10

The application of Theorem 2.1

If, for a given experiment, , , , is an infinite sequence of

outcomes, verify that
=

for = , ,

is, indeed, a probability measure.

Solution: Since the probabilities are all positive, it remains to be
shown that = . Getting

= + + +

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+=

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Theorem 2.2

If an experiment can result in any one of different

equally likely outcomes, and if of these outcomes
together constitute event , then the probability of
event is

Note: Classical probability concept, also is consistent with

three Postulates of probability.

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Proof of Theorem 2.2

Let , , , represent the individual outcomes in , each with

probability .

If is the union of these mutually exclusive outcomes, and it does not

matter which ones, then
=
= + + + =
This completes the proof.
See Example 2.11.
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+ +

Example 2.11
A five-card poker hand dealt from a deck of playing cards is said
to be a full house if it consists of three of a kind and a pair. If all the
five-card hands are equally likely, what is the probability of being
dealt a full house?

Solution: there are =

different possibilities of equally likely

five-card poker hands. There are only two kinds in a full house, so
two steps should be finished. First, choose two kinds from kinds
in different ways, second, choose cards from one kind and

. The probability of

choose cards from another kind in

being dealt a full house is

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2.5 SOME RULES OF PROBABILITY

Theorem 2.3. If and are complementary events in a sample space ,

then =
Proof.
Theorem 2.4. = for any sample space .
Proof.
Theorem 2.5. If and are events in a sample space and , then
.
Theorem 2.6. for any event .

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Theorem 2.7 (general addition rule)

If and are any two events in a sample space , then

= +
Venn diagram
Proof. = , =
= + = +

Note: (1) Postulate 3 is special addition rule with condition of mutually

exclusive.

(2) Can you write the formula of ? Theorem2.8

See Example 2.12 and 2.13.
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Example 2.12

The application of Theorem 2.7

In a large metropolitan area, the probabilities are

. , . . that a family owns a color television set, a
HDTV set, or both kinds of sets. What is the probability that a
family owns either or both kinds of sets?
Solution: If is the event that a family in this metropolitan area
owns a color television set,

and is the event that it owns a HDTV set, we have

= . , = . , = . .
By Theorem 2.7 yields
= . + . . = . .

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Example 2.13

The application of Theorem 2.7

Near a certain exit of I-17, the probabilities are . .

that a truck stopped at roadblock will have faulty brakes or badly
worn tires.
Also, the probability of . that a truck stopped at roadblock
will have faulty brakes and/or badly worn tires.
What is the probability that a truck stopped at this roadblock will
have faulty brakes as well as badly worn tires?

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Example 2.13 (to be continued)

The application of Theorem 2.7

Solution: If is the event that a truck stopped at the roadblock ,

and is the event that it will have badly worn tires,

we have
= . , = . , = . ,
substitution into the formula of Theorem 2.7, one yields
= . + . . = . .

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Theorem 2.8

If , and are any three events in a sample space , then

= + +

+
Proof.

See Example 2.14.

Homework2: Exercises on Page38: 2.7, 2.8, 2.9, 2.14.

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Example 2.14

The application of Theorem 2.8

If a person visits his dentist, suppose that

the probability that he will have his teeth cleaned is . ,
the probability that he will have a cavity filled is 0.24,
the probability that he will have his tooth extracted is 0.21,

the probability that he will have his teeth cleaned and a cavity filled is 0.08,
the probability that he will have his teeth cleaned and a tooth extracted is 0.11,
the probability that he will have his a cavity filled and a tooth extracted is 0.07,
the probability that he will have his teeth cleaned, a cavity filled and a tooth
extracted is 0.03.

What is the probability that a person visiting his dentist will have at least one of
these things done to him?
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Example 2.14 (to be continued)

The application of Theorem 2.8

Solution: If is the event that the person will have his teeth cleaned,
is the event that he will have a cavity filled,
and is the event that he will have a tooth extracted, we are given
= . , = . , = . ,
= . , = . , = .
= .
substitution into the formula of Theorem 2.8, yields
= . + . + . . . . +
. = .

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Example 2.15

leads to conditional probability

A consumer research organization has studies the services under

warranty provided by the new-car dealers in a certain city, and its
findings are summarized in the following table.
Good service under
warranty

In business years or more

In business less than years

Poor service under

warranty

If a person randomly selects one of these new-car dealers, what is the

probability that he gets one who provides good service under warranty?
If a person randomly selects one of these the dealers who has been in
business for years or more, what is the probability that he gets one
who provides good service under warranty?

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Example 2.15 (to be continued)

leads to conditional probability

Solution: randomly equally likely

Let denote the selection of dealer who provides good service under
warranty;
is the number of elements in ;
is the number of elements in the whole sample space ;
We get =

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= . for the first question.

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Example 2.15 (to be continued)

leads to conditional probability

Solution: limit in the reduced sample space which consists of the first
line of the table.

Let denote the selection of dealer who has been in business

years or more. There are only provide good under warranty of the
dealers who has been in business years or more, and we get
| =

= . for the second question.

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Example 2.15 (to be continued)

leads to conditional probability

Solution: we can rewrite symbolically

| =

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2.6 CONDITIONAL PROBABILITY

Definition 2.1 If and are any two events in a sample

space and , the conditional probability of
given is

=

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Example 2.16

The application of conditional probability

A consumer research organization has studies the services under

warranty provided by the new-car dealers in a certain city, and its
findings are summarized in the following table.
Good service under
warranty

In business years or more

In business less than years

Poor service under

warranty

What is the probability that one of the dealers who has been in business
less than years will provide good service under warranty?

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Example 2.16 (to be continued)

The application of conditional probability

Solution: Since
=

= . , =

Substitution into the formula yields

| =

.
.

= .

Note: The equally likely is not a requirement for the use of the
formula of conditional probability .

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Example 2.17

The application of conditional probability

With reference to the loaded die of Example 2.9, what is the

probability that the number of points rolled is a perfect square?
Also, what is the probability that it is a perfect square given that it is
greater than ?
Solution: let denote the event that the number of points rolled is
greater than , that is, = , , .
Let denote the event that it is a perfect square, that is = , .
Therefore, = .

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Example 2.17 (to be continued)

The application of conditional probability

Solution: Since in Example 2.9, the probabilities of rolling a

, , , , , with the die is as follows
1

So, we get = + = for the first question.

Since, =
we get
| =

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and = + + = , by Definition 2.1,

= .

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Example 2.18

The application of conditional probability

A manufacturer of airplane parts knows from past experience that

the probability is . that an order will be ready for shipment on
time,
and it is . that an order will be ready for shipment on time and
will also be delivered on time.
What is the probability that such an order will be delivered on time
given that it was ready for shipment on time?
Solution: is the event that an order is ready for shipment on time,
then = . ; is the event that it is delivered on time, we
have = . . Therefore
| =

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.
.
.

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Multiplication rule

Theorem 2.9 If and are any events in a sample space and

, then
=

Theorem 2.10 If , and are any three events in a sample space

such that , then
=

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Example 2.19 (sampling without replacement)

The application of multiplication rule

If we randomly pick two television tubes in succession from a

shipment of television tubes of which are defective, what is
the probability that they will both be defective?
Solution: randomly picking means equal probabilities for each
selection.

, and
The probability that the first tube will be defective () is

the probability that the second tube will be defective () given that

the first tube is defective () is

.

The probability that both tubes will be defective is

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.
,

Example 2.20

The application of multiplication rule

Find the probability of randomly drawing two aces in an ordinary

deck of playing cards if we sample
(a) without replacement; (b) with replacement.
Solution: (a) if the first card is not replaced before the second card
is drawn, the probability of getting two aces in succession is

=
.

(b) if the first card is replaced before the second card is drawn, the
probability of getting two aces in succession is

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Example 2.21

The application of multiplication rule

A box of fuses contains fuses, of which five are defective. If

three of the fuses are selected at random and removed from the
box in succession without replacement, what is the probability that
all three fuses are defective?
Solution: If is the event that the first fuse is defective,

is the event that the second fuse is defective,

is the event that the third fuse is defective,

then, = , | = , | = , and substitution

into the formula yields

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2.7 INDEPENDENT EVENTS

Definition 2.2 Two events and are independent if and only if

=

Note: two events are independent if the occurrence or

nonoccurrence of either one does not affect the probability of
occurrence of the other.

Theorem 2.11 If and are independent, then and are also

independent.
Proof.
Question: How about the pair of and or the pair of and ?

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Example 2.22

The application of independence of the events

A coin is tossed three times and the eight possible outcomes are
assumed to be equally likely, and the sample space is =
, , , , , , , .
If is the event that a head occurs on each of the first two tosses,
is the event that a tail occurs on the third toss, and
is the event that exactly two tails occur in the three tosses,
show that
(a) events and are independent;
(b) events and are dependent.

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Example 2.22 ( to be continued)

The application of independence of the events

Solution: here
= ,
=
= , , , and
= ,
= , ,

can be obtained. We also have

= , = , = , = , and = . Therefore,

(a) = is satisfied, and events are independent.

(b) shows events are not independent.
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The independence of more than two events

Definition 2.3 Events , , and are independent if and only if the

probability of the intersection of any , , , of these events equals the
product of their respective probabilities.
Expanding
For instance, the independent conditions of any three events are

=
=
=
=

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Example 2.23

The application of independence of three events

Figure 2.8 shows a Venn diagram with probabilities assigned to its various
regions. Verify that are independent, are independent, and
are independent, but , are not independent.

Solution: from the diagram,

= = = , = = = ,
and =

. Thus,

= =

= =

1/4
C

= =

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Figure 2.8

1/4

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1/4

1/4

Example 2.24

The application of independence of the events

Find the probabilities of getting

(a) three heads in three random tosses of a balanced coin;
(b) four sixes and then another number in five random rolls of a
balanced die.
Solution: (a) multiplying the respective probabilities, we get

(b) multiplying the respective probabilities, we get

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,
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Question

If , , are independent, verify the independence of events

(1) , ,
(2) , ,
(3) , ,
(4) and
(5) and
(6) and

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Example 2.25

Leads to the rule of total probability

The completion of a construction job may be delayed because of a

strike. The probabilities are
. that there will be a strike,
. that the construction job will be completed on time if there is
no strike,
. that the construction job will be completed on time if there is
a strike.
What is the probability that the construction job will be completed
on time?

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Example 2.25 (to be continued)

Leads to the rule of total probability

Solution: If is the event that the construction job will be

completed on time , is the event that there will be a strike,
we have = . , | = . , | = . .

=
= +
= | + |
= . . + . . = .

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2.8 BAYES THEOREM

The rule of total probability or the rule of elimination.

Theorem 2.12 If the events , , and constitute a
partition of the sample space and for = , , . , ,
then for any event in

= =
See Example 2.26.

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Example 2.26

The application of the rule of total probability

The members of a consulting firm rent cars from three rental

agencies:
percent from agency ,
percent from agency ,
percent from agency .
If percent of the cars from agency need a tune-up,
percent of the cars from agency need a tune-up,
percent of the cars from agency need a tune-up,
what is the probability that a rental car delivered to the firm will
need a tune-up?
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Example 2.26 (to be continued)

The application of the rule of total probability

Solution: if is the event that the car needs a tune-up, and , , and
are the events that the car comes from rental agencies , , ,
we have
= . , = . , = . ,
| = . , | = . , | = . .

By Theorem 2.12, we get

= . . + . . + . . = . .
Thus, percent of all the rental cars delivered to this firm will need a
tune-up.
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Bayes Theorem

Theorem 2.13 If the events , , and constitute a partition of

the sample space and for = , , . , , then for any event
in such that ()
=

for = , , , .
Proof. Tree diagram for explanation.
See Examples 2.27-2.28.
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Example 2.27 (Example 2.26 continued )

The application of Bayes theorem

With reference to Example 2.26, if a rental car delivered to the

consulting firm needs a tune-up, what is the probability that it came
from rental agency ?

Solution: by Theorem 2.13,

| =

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..
..+..+..

67

.
.

= .

Example 2.28

The application of Bayes theorem

In a certain state, percent of all cars emit excessive amount of

pollutants.
If the probability is . that a car emitting excessive amount of
pollutants will fail the states vehicular emission test, |
and the probability is . that a car not emitting excessive
amounts of pollutants will nevertheless fail the test, |
what is the probability that a car that fails the test actually emits
excessive amounts of pollutants?
Solution: | =

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..
..+ . .
68

.
.+.

= .

 Homework1: Exercises on Page30.

Homework2: Exercises on Page38: 2.7, 2.8, 2.9, 2.14.
Homework3: Exercises on Page52: 2.17, 2.19, 2.20,
2.21, 2.22,2.27, 2.28, 2.29, 2.31, 2.33 .

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2.9 THE THEORY IN PRACTICE

Definition 2.4 The reliability of a product is the probability

that it will function within specified limits for a specified
period of time under specified environmental condition.
Theorem 2.14. The reliability of a series system consisting of
n independent components is given by
= =
where is the reliability of the th component.
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