11.

INTRODUCTION TO PROBABILITY
THEORY
PART 1 OF 4

S101 Daquis
 Probabilistic models

Abstract model

An abstract model is a description of the essential properties of a

phenomenon that is formulated in mathematical terms. A model can
either be deterministic or probabilistic in nature.

Deterministic models describe a phenomenon through known

relationships among states and events, in which a given output will
always produce the same output. Some known examples include

Pythagorean theorem: a2 + b2 = c2
Newton’s law of gravitation: F = G(m1m2/d2)
Area of a rectangle: A = length x width
 b  b2  4ac
Quadratic formula: x
2a 2
 Probabilistic models

Probabilistic/stochastic model is a type of an abstract model that

describes a phenomenon by assigning a likelihood of occurrence to the
different possible outcomes of the process.

It is not possible for doctors to predict with certainty if a patient will

recover after taking a drug. But they can use a probabilistic model to
describe the likelihood of recovering.

The probabilistic model can also describe relationships among states,

like what would be a person’s starting salary given his/her educational
attainment, most recent school grade, and other factors.

Probabilistic models are vital in prediction (with some degree of

confidence), decision making and other inferential tools. To have a
good grasp with this, probability theory serves as a foundation. 3
 Basic concepts of probability

Random experiment

A random experiment is a process that can be repeated under similar

conditions but whose outcome cannot be predicted with certainty
beforehand.

Sample space

Denoted by Ω, it is a collection of all possible outcomes of a random

experiment. The element of a sample space is called a sample point or
an outcome. There are two ways for us to define the elements in the
sample space:

1. Roster (listing) method

2. Rule method 4
 Basic concepts of probability

Sample space

Let the random experiment (RE) be tossing a coin once. There are
two possible outcomes in this experiment. The sample space is the set
containing all possible outcomes in the experiment:

Sample space: Ω = {Heads, Tails}

In the sample space, there are two outcomes: “heads” and “tails”

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 Basic concepts of probability

Sample space

RE: tossing a coin thrice. There are eight possible outcomes in this
experiment.

Roster method of specifying the sample space

Ω = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

Rule method in specifying the sample space

Ω = {(x,y,z)| x∈{H,T}, y∈{H,T} and z∈{H,T}}

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 Basic concepts of probability

Sample space

RE: rolling a die twice. There are 36 possible outcomes in this

experiment. It would then be tedious to use the roster method in
defining the sample space.

Using the rule method, Ω = {(x,y)| x and y∈{1,2,3,4,5,6}}.

RE: waiting time in seconds for an IKOT jeep to arrive in a certain

waiting shed.

Ω = (0, ∞), zero to infinity.

1.2 seconds is a possible outcome.

2 million seconds is a possible outcome. 7
 Basic concepts of probability

Sample space

RE: three friends, Aloy, Barrett and Chell each deposited their
backpacks in the baggage counter. Unfortunately, the baggage personnel
have mixed up their backpacks and returned each randomly to the
three friends. Define the sample space in this random experiment
(roster).

RE: randomly draw two balls without replacement in an urn containing

three balls, two are black while one is white. Let B1, B2 and W
represent the first black ball, the second black ball and the white ball
respectively. Define the sample space in this random experiment
(roster).

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 Basic concepts of probability

Events

An event is any subset of the sample space whose probability is defined.

It is denoted by uppercase Latin letters.

An event has occurred if the outcome of the experiment is one of the

sample points belonging in the event. Otherwise, the event did not
occur.

A simple event is an event which has only one element of the sample
space. In contrast, a compound event can be expressed as a union of
simple events, hence having more than one sample points.

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 Basic concepts of probability

Events (sure and impossible events)

The sample space Ω is also called the sure event. It is called such since
all possible results from the random experiment always comes from the
sample space.

On the other hand, the null set or empty set, denoted by 𝜙 is a subset
of the sample space that contains no elements. The empty set can be
viewed as an event that will never happen, that’s why it is called the
impossible event.

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 Basic concepts of probability

Events (examples)

Consider again the experiment of rolling a die twice. The sample space is
Ω = {(x,y)| x and y∈{1,2,3,4,5,6}}, where the number represents the
number of dots that comes up. Here are some events that can be defined:

A = event that (et) both rolls come up with the same number of dots
= {(1,1),(2,2),(3,3),(4,4),(5,5),(6,6)}
B = et three dots come up on the second toss
= {(1,3),(2,3),(3,3),(4,3),(5,3),(6,3)}
C = et the sum of the dots is equal to five
= {(1,4),(2,3),(3,2),(4,1)}
D = et the sum of the dots is equal to two
= {(1,1)}
E = et a seven comes up in either toss
= 𝜙 (null set) 11
 Basic concepts of probability

Events (examples)

RE: Flipping a coin three times.

Ω = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

A = et at least two heads come up

= {HHH, HHT, HTH, THH}
B = et a tail comes up on the third flip
= {HHT, HTT, THT, TTT}
C = et exactly one tail comes up
= {HHT, HTH, THH}
D = et there is at least one tail
= {HHH, HHT, HTH, HTT, THH, THT, TTH}
E = both the first and third flips are the same
= {HHH, HTH, THT, TTT} 12
 Basic concepts of probability

Events (examples)

RE: waiting time (minutes) for an IKOT jeep to arrive in a certain waiting shed.

Ω = (0, ∞), a range of values from zero to infinity.

A = et it will take less that 1.5 hours to wait

= (0, 90)
B = et it will take more than 10 minutes to wait
= (10, ∞)
C = et it will take less than 15 minutes or more than 1.5 hours to wait
= (0, 15) ∪ (90, ∞) (the operator ∪ is called the set union)
D = et the waiting time is at least 5 minutes
= [5, ∞)
E = et the waiting time is at most 5 minutes
= (0,5]
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 Basic concepts of probability

Mutually exclusive events

Two events, A and B are said to be mutually exclusive events if A∩B =

𝜙. The operator ∩ is called the set operation. That is, A and B have no
elements in common.

These two events in one of the examples are mutually exclusive events:

A = {(1,1),(2,2),(3,3),(4,4),(5,5),(6,6)}
C = {(1,4),(2,3),(3,2),(4,1)}

These two events on the other hand are not mutually exclusive events:

B = {(1,3),(2,3),(3,3),(4,3),(5,3),(6,3)}
C = {(1,4),(2,3),(3,2),(4,1)} 14
 Event composition

Events as sets

To better understand the sample space and the event relations of subsets
of the sample space, we can visualize them using Venn diagrams. The
sample space can be represented by a rectangular set. Events can then be
constructed as, say circles inside the sample space.

Sample space : Ω Ω

Event A occurs. : A A

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 Event composition

Events as sets

Complement of A : Ac
Event A did not occur.
A Ac

Union of events : A∪B

A occurs, B occurs A B
or both occur.

Intersection of events : A∩B

Both A and B occur. A B
A∩B can also be denoted as AB.
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 Event composition

Events as sets

A,B are mutually exclusive : A∩B=𝜙

A B
A and B cannot occur simultaneously.

Set difference : A–B

A B
A occurs but not B.

A
A is a subset of B : A⊆ B
B
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 Event composition

Event composition (examples)

RE: Flipping a coin three times.

Ω = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
A = {HHH, HHT, HTH, THH}
B = {HHT, HTT, THT, TTT}
C = {HHH, HTH}

A∪B = {HHH, HHT, HTH, HTT, THH, THT, TTT}

A∩B = {HHT}
BC = {HHH, HTH, THH, TTH}
A–B = {HHH, HTH, THH}
B–A = {HTT, THT, TTT}
C is a subset of A.
B and C are mutually exclusive events. 18
 Event composition

Event composition (examples)

RE: waiting time (minutes) for an IKOT jeep to arrive in a certain

waiting shed.
Ω = (0, ∞), a range of values from zero to infinity.

Define: A = (0, 90) B = (10, ∞) D = [5, ∞) E = (0, 4)

A∪B = (0, ∞)
A∩B = [10, 90]
DC = (0, 5)
A–B = (0, 10]
B–A = [90, ∞)
B is a subset of D.
D and E are mutually exclusive events. 19