Probability and Statistics I

Chapter 4

Probability

4.1 Experiment, Outcomes and Sample Space Experiment is a process that, when performed, results in one and only one of many observations which are called outcomes of the experiment. Sample space (denoted by S) is a collection of all outcomes for an experiment. The elements of a sample space are called sample points. Example Experiment Toss a coin once Roll a die once Play lottery Take a test Select a student Outcomes Head, Tail 1,2,3,4,5,6, Win, Lose Pass, Fail Male, Female Sample Space S = { Head, Tail } S = {1,2,3,4,5,6} S = { Win, Lose } S = { Pass, Fail } S = { Male, Female }

A Venn diagram is a picture that depicts all the possible outcomes for an experiment. A tree diagram is a picture that represents each outcome by a branch of the tree. Example 4.1 Draw the Venn and tree diagrams for the experiment of tossing a coin twice. Solution

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Event An event is a collection of one or more of the outcomes of an experiment. Simple event An event that includes one and only one of the (final) outcomes for an experiment. It is usually denoted by Ei . Compound event Compound event is a collection of more than one outcome for an experiment. Example4.2 Experiment Roll a die once Possible events Event A = roll a 5 = Event B = roll an even number = (b) Toss two coins Event C = at least one head = Event D = exactly one head = (c) Demand for a new Event E = demand is more than 8 = product Example 4.3 In a group of people, some are in favor of genetic engineering and others are against it. Two persons are selected at random from this group and asked whether they are in favor of or against genetic engineering. How many distinct outcomes are possible? Draw a Venn diagram and a tree diagram for this experiment. List all the outcomes included in each of the following events and mention whether they are simple or compound events. (a) Both persons are in favor of genetic engineering. (b) At most one person is against genetic engineering. (c) Exactly one person is in favor of genetic engineering. Solution

Axioms of Probability
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Suppose S is a sample space associated with an experiment. To every event A in S (A is a subset of S), we assign a number P(A), called the probability of A, so that the following axioms hold : 0 P(A) 1 Axiom 1 : P(S) = 1 Axiom 2 : Axiom 3 : If A1,A2,A3,... form a sequence of pairwise mutually exclusive events in S (that is Ai Aj = if i j) then
P( A1 A2 A3 ...) = P(Ai ).
i=1

4.2 Counting Sample Points 4.2.1 Multiplicative Rule If an operation can be performed in n1 ways, and if for each of these a second operation can be performed in n2 ways, and for each of the first two a third operation can be performed in n3 ways, and so forth, then the sequence of k operations can be performed in n n2 nk ways. 1 Example 4.5 How many sample points are in the sample space when a pair of dice is thrown once? Solution Example 4.6 How many lunches consisting of a soup, sandwich, dessert and a drink are possible if we can select from 4 soups, 3 kinds of sandwiches, 5 desserts and 4 drinks? Solution 4.2.2 Permutation

A permutation is an arrangement of all or part of a set of objects. The number of permutations of n distinct objects is n!

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The number of permutations of n distinct objects taken r at a

n time is Pr =

n! . (n r)!

Example 4.7 Two lottery tickets are drawn from 20 for a first and a second prize. Find the number of sample points in the space S. Solution Circular permutations The number of permutations of n distinct objects arranged in a ) circle is ( n 1 !. The number of distinct permutations of n things of which n1 are of one kind, n2 of a second kind, , nk of a kth kind is . The number of ways of partitioning a set of n objects into r cells with n1 elements in the first cell, n2 elements in the second, and
n n! n n n = 1 2 r n !n !...n ! 1 2 r where n + n2 + ...+ nr = n. 1 n! n !n2!...nk ! 1

so forth, is

Example 4.8 In how many ways can 7 scientists be assigned to one triple and two double hotel rooms? Solution Example 4.9 (a) A student is asked to rank five football teams, A, B, C, D, and E in order of his preference. How many possible ways are there of ordering them 1st, 2nd, 3rd, 4th and 5th? (b) Find the number of permutations of the letters of the word STATISTICS. (c) How many three digit numbers can be made from the integers 2, 3, 4, 5, and 6 if (i) each integer is used only once;
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(iii) (iv)

(ii) there is no restriction on the number of times each integer can be used; the first digit must be 5 and repetition is not allowed? the first digit must be 5 and repetition is allowed? Solution

4.2.3

Combination

A combination is actually a partition with two cells, the one cell containing the r objects selected and the other cell containing the (n - r) objects that are left. The number of combinations of n distinct objects taken r at a time is
n

n n! Cr = = r r!(n r)!

Example 4.10 From 4 chemists and 3 biologists, find the number of committees that can be formed consisting of 2 chemists and 1 biologist. Solution Example 4.11 (a) In how many ways can five boys be chosen from a class of twenty boys if the class captain has to be included? (b) A basket of fruits contains a large number of apples, pears, oranges and bananas. How many different groups of three fruits can be chosen if (i) all of them are of different variety (ii) two of them are of the same variety (iii) all of them are of the same variety? Solution
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(a) Number of ways of selecting the captain = Number of ways of selecting the other 4 boys = Total number of ways of selecting 5 boys with the captain included = (b) (i) There are 4 different varieties of fruits. If 3 fruits are selected and are of different variety, then 3 varieties are selected. Number of ways of selecting 3 varieties = One fruit is taken from each variety. Number of different groups of 3 fruits chosen =
(ii) If

3 fruits are selected and two are of same variety, then 2 varieties are selected. Number of ways of selecting 2 varieties = From the 2 selected varieties, number of ways of selecting 1 variety where two fruits are taken = Number of different groups of 3 fruits chosen =

(iii)If 3 fruits are selected and are of the same variety, then 1 variety is selected. Number of ways of selecting 1 variety = All three fruits are taken from the selected variety. Number of different groups of 3 fruits chosen = 4.3 Calculating Probability Probability is a numerical measure of the likelihood that a specific event will occur.
P( Ei ) = probability that a simple event Ei will occur P( A) = probability that a compound event A will occur

Two properties of probability 1. 0 P( Ei ) 1 0 P( A) 1 2. P( Ei ) =P( E1) +P( E2 ) + ... =1 4.3.1 I. Three conceptual approaches to probability

Classical Probability
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The classical probability rule is applied to compute the probabilities of events for an experiment in which all outcomes are equally likely ( ie. each outcome in the sample space has the same probability of occurrence ). If an experiment can result in any one of N different equally likely outcomes, and if exactly n of these outcomes correspond to event A , then the probability of event A is
P(A) = n n (A) = . N n (S)

Example 4.12 A fair die is thrown. Let A be the event the number is odd and B be the event the number is greater than 4. (a) State the sample space. (b) Find P(A) and P(B). Solution

II.

Relative frequency Concept of Probability The following probabilities : - The probability that the next baby born at a hospital is a girl ; - The probability that the tossing of an unbalanced coin will result in a head ; - The probability that an 80-year-old person will live for at least one more year ; cannot be computed using the classical probability rule because the various outcomes for the corresponding experiments are not equally likely. To calculate such probabilities, we may perform the experiment again and again to generate data to obtain the relative frequency. Relative Frequency as an approximation of probability If an experiment is repeated n times and an event A is observed f times, then, according to the relative frequency concept of probability:
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P(A)

f n

Example 4.13 A survey of 350 families gave the following data on the number of children under 16 years old in each family: Number of children under 16 years old 0 1 2 3 or more Total Frequency 185 51 90 24 350

Find the probability of the following events : (a) A, a household selected has no children under 16 years old; (b) B, a household selected has at least one child under 16 years old. Solution Law of large numbers If an experiment is repeated again and again, the probability of an event obtained from the relative frequency approaches the actual or theoretical probability. III. Subjective Probability Subjective probability is the probability assigned to an event based on subjective judgment, experience, information and belief. Examples 1. The probability that Carol, who is taking statistics, will earn an A in this course. 2. The probability that the Dow Jones Industrial Average will be higher at the end of the next trading day. 3. The probability that Joe will lose the lawsuit he has filed against his landlord. Probability and Combination Analysis
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In most of the probability problems, we need to determine the number of possible outcomes in the sample space as well as the event. This is usually involves permutation and combination. Example 4.14 Five cards are drawn from a pack of 52 well-shuffled cards. Find the probability that (a) 4 are aces (b) 4 are aces and 1 is king (c) 3 are tens and 2 are jacks (d) a 9, 10, jack, queen, king are obtained in any order Solution (a) P(4 are aces) = (b) P(4 aces and 1 king) = (c) P(3 are tens and 2 are jacks) = (d) P(9, 10, jack, queen, king) = 4.4 Marginal and conditional probabilities Marginal probability is the probability of a single event without consideration of any other event. It is also called simple probability. Conditional probability is the probability that an event will occur given that another event has already occurred. If A and B are two events, then the conditional probability of A given B is written as P( A|B) . It read as the probability of A given that B has already occurred. Example 4.11 The following is a two way classification of the responses of 100 researchers whether they are in favor of or against genetic engineering. In Favor Against Total Male 15 45 60 Female 4 36 40
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Total

19

81

100

Suppose one researcher is selected at random, find the probability that the researcher selected is (a) a male. (b) in favor of genetic engineering. (c) against to genetic engineering given that this researcher is a female. (d) a male given that this researcher is in favor of genetic engineering. Solution

4.5 Mutually Exclusive Events Events that cannot occur together are said to be mutually exclusive events. Example 4.12 Consider the following events for one roll of a die : A = an even number is observed B = an odd number is observed C = a number less than 5 is observed Are events A and B mutually exclusive? Are events A and C mutually exclusive? Solution

4.6 Independent Events Two events are said to be independent if the occurrence of one does not affect the probability of the occurrence of the other. In other words, A and B are independent events if P( A|B) = P(A) P( B|A) = P(B) either or If the occurrence of one event affects the probability of the occurrence of the other event, then the two events are said to be dependent events.

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The two events are dependent if either P( B|A) P(B) .

P( A|B) P(A)

or

Example 4.13 A box contains a total of 100 CDs that were manufactured on two machines. Defective Good Total (D) (G) Machine I 9 51 60 (A) Machine II 6 34 40 (B) Total 15 85 100 Are events D and A independent? Solution

Two important observations about mutually exclusive, independent, and dependent events. 1. Two events are either mutually exclusive or independent. a. Mutually exclusive events are always dependent. b. Independent events are never mutually exclusive. 2. Dependent events may or may not be mutually exclusive. 4.7 Complimentary events The complement of event A, denoted by A is the event that includes all the outcomes for an experiment that are not in A. Therefore, P(A) + P( A) = 1. Example 4.14 In a group of 2000 taxpayers, 400 have been audited by the IRS at least once. If one taxpayer is randomly selected from this group, what are the two complementary events and their respective probabilities? Solution

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4.8 Intersection of events and the multiplicative rule Intersection of events Let A and B be two events defined in a sample space. The intersection of A and B represents the collection of all outcomes that are common to both A and B and is denoted by A and B (or A B) Joint Probability The probability of the intersection of two events is called their joint probability and written as P(A B) Multiplicative Law of Probability The probability of the intersection of two events A and B is
P(A B) = P(A)P( B|A) = P(B)P( A|B)

The probability of the intersection of two independent events A and B is

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

Conditional Probability If A and B are two events, then P( B|A) =

P( A|B) = P(A B) given that P(A) 0 and P(B) 0. P(B)

P(A B) P(A)

and

Example 4.15 A box contains 20 DVDs, 4 of which are defective. If 2 DVDs are selected at random (without replacement) from this box, what is the probability that both are defective? Solution Example 4.16 The probability that a patient is allergic to penicillin is 0.20. Suppose this drug is administered to three patients. (a) Find the probability that all three of them are allergic to it. (b) Find the probability that at least one of them is not allergic to it. Solution
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Joint probability of mutually exclusive events The joint probability of two mutually exclusive events is always zero. If A and B are two mutually exclusive events, then P(A B) = 0. 4.9 Union of events and the addition rule Union of events Let A and B be two events defined in a sample space. The union of events A and B is the collection of all outcomes that belong either to A or to B or to both A and B and is denoted by A B. The Additive Law of Probability The probability of the union of two events A and B is If A and B are two mutually exclusive events, then P(A B) = 0 and P(A B) = P(A) + P(B) Example 4.17 Let A be the event that a person has normotensive diastolic blood-pressure ( DBP ) readings ( DBP < 90) and let B be the event that a person has borderline DBP readings ( 90 DBP < 95). Suppose P(A) = 0.7, P(B) = 0.1. (a) Let C be the event that a person has DBP < 95, find P(C) . (b) Let D be the event that a person has DBP 90, find P(D). (c) Two persons are randomly selected, find the probability that at least one of them has DBP < 90. Solution
P(A B) = P(A) + P(B) P(A B)

Example 4.18 For the following data, what is the probability that a randomly selected person with multiple jobs is a male or single? Single (A) Married (B) Total Male (M) 1562 2675 4237 Female 1960 1758 3718 (F) Total 3522 4433 7955
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Solution 4.10 Bayes Rule For some positive integer k, let the sets B1, B2, ...,Bk be such that 1. S = B1 B2 ... Bk 2. Bi Bj = if i j Then the collection of sets { B1, B2, ...,Bk} is said to be a partition of S. If the events B1, B2, ...,Bk constitute a partition of the sample ,2,...,k, then for any event A of space S such that P(B) 0 for i = 1 i S,
P(A) = P( Bi A) = P( Bi ) P( A|Bi )
k k

Probability

i=1

i=1

Total

Bayes Rule If the events B1, B2, ...,Bk constitute a partition of the sample ,2,...,k, then for any event A in S space S, where P(B) 0 for i = 1 i such that P(A) 0,
P( Br |A) = P( Br A) P( Br ) P( A|Br ) = P( Bi A) P( Bi ) P( A|Bi )

for

r=1 ,2,...,k

Posterior

Probability Example 4.19 According to a report, 7.0% of the population has lung disease. Of those having lung disease, 90.0% are smokers; of those not having lung disease, 25.3% are smokers. Determine the probability that a randomly selected smoker has lung disease. Solution

Example 4.20
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In a certain assembly plant, three machines B1, B2, B3 make 30%, 45% and 25% respectively, of the products. It is known from past experience that 2%, 3%, and 2% of the products made by each machine are defective, respectively. Now, suppose that a finished product is randomly selected. (a) What is the probability that it is defective? (b) If a product were chosen randomly and found to be defective, what is the probability that (i) it was made by machine B3? (ii) it was not made by machine B1? Solution

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