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2/24/16

Week 02

Probability: Basic Concepts


Dr. Sunu Wibirama
Basic Probability and Statistics
Department of Electrical Engineering and Information Technology
Faculty of Engineering, Universitas Gadjah Mada

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Some important things:
1. Please read chapter 2 from Walpole s
book (page 35-76) to build your basic
understanding of probability

2. We will have to make some notes and


hand-computation today. So be
prepared with a pencil and paper

3. Student that can solve the problem


offered in this class today gets
positive mark . It helps your final
grade in case you don t have
sufficient grade to get B !

4. One student can only answer once

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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Why PROBABILITY?
" Statistics measures observed data to describe
inner-information provided by the data

" We also interested in presentation and


interpretation of chance outcomes

" Hence, we often deal with experiment: a process


to generate a set of data

" Can we know exactly what will be obtained


through experiment? It s difficult to get exact
information of the result, but it s possible to
predict the result

" That s why we have to understand basic theory of


probability

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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4.0 Counting Sample Points
" Set of all possible outcomes of a statistical experiment is called
the sample space (S).

" Each outcome in sample space is called : element / member /


sample points

" Example 1: Coin


S = { H, T }
S : sample space when a coin is tossed once
H : Head
T : Tail

" Example 2: DICE


S1 = {1, 2, 3, 4, 5, 6}
S2 = {even, odd}

" S1 provides more information than S2 . Use sample space that


provides most information of outcomes.

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4.0 Counting Sample Points

" Types of sample points:


" Finite: you can list all members
" Infinite: you should state in rule
Example: if the possible outcomes of an experiment are the set of
cities in the world with a population over 1 million
S = {x | x is a city with population over 1 million}

" Counting sample points:


" Tree Diagram
" Multiplication Rule
" Permutation
" Combination

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Tree Diagram
" Example:

An experiment consists of flipping a


coin and then flipping it a second
time if head (H) occurs. If a tail (T)
occurs on the first flip, then a dice is
tossed once.

To list all possible sample points,


we construct tree diagram. We see
that the sample space is:

S = {HH, HT, T1, T2, T3, T4, T5, T6}

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Multiplication Rule
" Should we list all sample points with tree diagram?
No, if we have very large sample points

" We can use multiplication rule:


If an operation can be performed in n1 ways, and if for each
of these, a second operation can be performed n2 ways, and
so forth, then the sequence of k operations can be performed
in (n1)(n2) (nk) ways.

" Example 1:
Compute a sample points if two dices are tossed together

" Example 2:
How many menus can be formed if you have 4 soup, 3
sandwiches, 5 desserts, and 4 drinks?

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Multiplication Rule
" Example 3:
10 digits phone number in Yogyakarta
consists of 0274 for 1st, 2nd , 3rd, and 4th
numbers. The 5th should not be 0.
How many phone number can be formed in
Yogyakarta?

" Example 4:
Suppose in Yogyakarta, we have 8 digits car
plate number with AB as the 1st and 2nd
digits. 3rd 6th digits are number. 7th and 8th
digits are alphabet from A to Z. How many
car plate can be produced in Yogyakarta?

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Permutation

" Frequently, we are interested in a sample space that contains


all possible orders or arrangements of a group of objects.

" We will use permutation to generate sample points

" A permutation is defined as an arrangement of all or part of a


set of objects

" General formula of permutations of n distinct objects taken r


at a time is

! n $ n!
n Pr = P # &=
" r % ( n r )!

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Permutation

" Example 1:
How many arrangements can be formed from the characters
A, B, and C?

" Example 2:
How many arrangements can be created if we choose 2
characters from four characters A, B, C, and D ?

" Example 3:
Two coupons are taken from 200 coupons to be nominated as
1st and 2nd winner. In how many ways we can arrange 1st and
2nd winner?

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Combination

" In several cases, the order of arrangement is not so


necessary to be considered.

" We can use combination to compute sample points

" The number of combinations of n distinct objects taken r at a


time is

! n $ n!
nCr = C # &=
" r % r!( n r )!
" Obviously, combination result is less than permutation s

nCr nPr

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Combination

" Example 1:
A young boy asks his mother to get 5 Game-Boy cartridges
from his collection of 10 arcade and 5 sports games. How
many ways are there that his mother can get 3 arcade and 2
sports games?

" Example 2:
14 blue balls is saved inside a box. If we grab 3 balls out of
the box, find all possible ways to get those balls.

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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4.1 Events
" In any given experiment, we may be interested in occurrence
of certain events rather than in the outcome of a specific
element in the sample space.

" For instance, we are interested in the event A that the


outcome when a dice is tossed is divisible by 3. Then event A
is :
A = {3, 6} of the sample space S. We can call A is subset of S

" An event is a subset of sample space.

" An event may be a subset that include entire sample space of


S, or a no element at all.

" Event A is defined as null set ( ) if contains no element. For


example: A is the event of detecting microscopic organism
by the naked eye in biological experiment. Then A =

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4.1 Events
" Field 1: complement
The complement of an event A with respect to S is the set of
all elements of S that are not in A. We denote the complement
of A by the symbol A ( A )

" Field 2: intersection


The intersection of two events A and B, denoted by the
symbol ( A B ) , is the event containing all elements that are
common to A and B. Sometime we can write directly as AB

" Field 3: mutual exclusive


Two events A and B are mutually exclusive or disjoint if A B =
that is if A and B have no elements in common

" Field 4: union


The union of the two events A and B, denoted by the symbol A B
is the event containing all the elements that belong to A or B
or both

Geometric representation of event : Venn Diagram

Mutual exclusive Non-mutual exclusive

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4.1 Events
" Example 1: complement
Consider S = {A, B, C, D, E, F, G}. If event A = {A, C, E, G},
define A !

" Example 2: intersection


if M = {o, p , q, r, s, t} and N = {o, b, c, t}, define M N

" Example 4: union


If A = {a, b, c} and B = {b, c, d, e} , define A B

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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4.2 Probability of an Event
" The probability of an event A is the sum of the weights of all
sample points in A. Therefore:
0 P(A) 1, P() = 0, and P(S) = 1
" Example:
A coin is tossed twice. What is the probability that at least one
head occurs?

" Solution:
Compute the sample space:
S = {HH, HT, TH, TT}
Define A = {HH, HT, TH}
1 1 1 3
P(A) = + + =
4 4 4 4

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4.2 Probability of an Event
" Example 1:
A mixture of candies contains 6 mints, 4 toffees, and 3
chocolates. If a person makes a random selection of these
candies, find the probability of getting:
(a) a mint (b) a toffee

" Example 2:
In a poker hand consisting of 5 cards, find the probability of
holding 2 aces and 3 jacks by taking five cards at the same
time.

" Example 3:
Suppose we have 6 balls in the box, consist 3 red balls, 2 blue
balls, 1 black balls. If we take randomly 2 balls from the box
at the same time, compute probability that both taken balls
are blue balls.

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Sampai tanggal 18 /2

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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4.3 Conditional probability and independence
The probability of an event B, given that an event A has
occurred, is called the conditional probability of B given A
and denoted by the symbol P(B|A)

P(A B)
P(B | A) = , if P(A) > 0
P(A)

Two events A and B are independent if and only if

P(B | A) = P(B)
P(A | B) = P(A)
Otherwise A and B are dependent

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4.3 Conditional probability and independence

Employed Unemployed Total


Male 460 40 500
Female 140 260 400
Total 600 300 900

Example 1:
Sample space S is the population of adults in small town who have completed
the requirements for a college degree. One of these individuals is to be selected
at random for a tour throughout the country to publicize the advantages of
establishing new industries in the town. We shall be concerned with the
following events:

M : a man is chosen E: the one chosen is employed

Find P(M | E)!

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4.3 Conditional probability and independence

" Example 2:
Consider the experiment of tossing a fair dice and define the
following events:
A = {Observe an even number of dots}
B = {Observe a number of dots less or equal to 4}

If event A occurred before B, are event A and B


independent ?

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Today s Dialogue

4.0. Counting Sample Points


4.1. Events
4.2. Probability of an Event
4.3. Conditional probability and independence
4.4. Rules for calculating probability

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4.4 Rules for calculating probability

Addition rule

Multiplicative rule

Rules & formula


Total probability

Bayes s Formula

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Addition rules
" If A and B are any two events, then

P(A B) = P(A) + P(B) P(A B)


" If A and B are mutually exclusive, then

P(A B) = P(A) + P(B)


" If A1, A2, A3, .., An are mutually exclusive, then

P(A1 A2 ..... An ) = P(A1 ) + P(A2 ) + .... + P(An )


" If A1, A2, A3, .., An is a partition of a sample space S, then

P(A1 A2 ..... An ) = P(A1 ) + P(A2 ) + .... + P(An ) = P(S) = 1


" For three events A, B, and C
P(A B C) = P(A) + P(B) + P(C) P(A B) P(A C) P(B C) + P(A + B + C)

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Multiplicative rule

For any two events A and B from the same field


of events there holds the formula

P(A B) = P(A)P(B | A) = P(B)P(A | B)

If these events are independent then

P(A B) = P(A)P(B)

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Total probability

If the event B may occur together with one and only one of
n mutually exclusive events
A1, A2, ..., An then:
n
P(B) = P(A j )P(B | A j )
j=1

= P(A1 )P(B | A1 ) + P(A2 )P(B | A2 ) + ...... + P(An )P(B | An )

Example 1:
There are 5 boxes of lamps:
3 boxes with the content A1 with 9 good lamps and 1 defective lamp.
2 boxes with the content A2 with 4 good lamps and 2 defective lamps.
At random, select one box and from this box, get one lamp. Find the
probability that the lamp is defective (event B)!

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Bayes formula
" If the event B may occur together with one and only one
of n mutually exclusive events A1, A2, ..., An then:

P(Ak )P(B | Ak ) P(A )P(B | Ak )


P(Ak | B) = = n k
P(B)
P(A j )P(B | A j )
j=1

" Bayes Formula is sometimes called the formula of probabilities of


hypotheses or the aposteriori probability

Example 2:
There are 5 boxes of lamps: 3 boxes with the content A1 with 9 good lamps
and 1 defective lamp. 2 boxes with the content A2 with 4 good lamps and 2
defective lamps. At random, select one box and from this box, get one
lamp. It turns out to be a defective lamp (event B). What is the probability,
after the experiment has been performed, that the lamp was taken from a
box of content A1 ?

+ TUGAS (individu)

" Lihat ebook Walpole edisi ke 9, buka halaman 76 (nomer


halaman ada di kanan atas).

" Kerjakan latihan no:


" No. 2.95 (kasus kanker)
" No. 2.103 (kasus truth serum)
" No. 2.119 (kasus electronic components)

" Kerjakan dengan tulisan yang jelas pada kertas folio (F4),
bila diperlukan, tambahkan ilustrasi pada jawaban Anda.

" Kumpulkan minggu depan, sebelum kelas dimulai.

" Jangan lupa cantumkan NAMA dan NIM Anda.

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