Chapter 1 Basic Probability

(Week 1)
L1 Introduction to Basic Probability Sample Spaces and Events

Learning Objectives:
At the end of the lecture student should be able to:
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Define and construct sample space of an experiment.

Define random events, identify types of events, apply Venn Diagram and laws to find event set including intersection, union and complement. Identify mutually exclusive and exhaustive events.

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Probability refers to the study of randomness and uncertainty. Probability forms the basis with which we can make inferences about a population based on the distribution and it provides methods for quantifying the chances or likelihood associated with various outcomes. Probability helps to explain a lot of everyday occurrences and we actually discuss it frequently.

We also use it everyday in engineering. Example: the probability of a good part being produce, the reliability of a new machine (reliabilities are actually probabilities) etc.
An engineer wants to be fairly certain that the percentage of good rods is at least 90%; otherwise he will shut down the process for recalibration. How certain can be that at least 90% of the 1000 rods are good?
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Definitions
Random Process: any process whose possible results are known but actual results cannot be predicted with certainty in advance.

Outcome : each possible result for a random process

Experiment: process by which an observation or measurement is obtained (yield outcomes)

How can we model random experiment?

Sample Space: denoted S, is the set of all possible outcomes of an experiment.

Event is any collection (subset) of outcomes contained in the sample space S.

An event is simple if it consists of exactly one outcome and called compound event if it consists of more than one outcome. Null event: An event with no outcomes (= impossible event, empty set).
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Sample Spaces and Events

Example1.

Roll a die

Sample space:
S = {1, 2, 3, 4, 5, 6}

Simple events (or outcomes):

E1: observe a 1= {1} E2 = {2} E3 = {3} E5 = {5} E4 = {4} E6 = {6}

Compound events: A : observe an odd number = {1, 3, 5} B : observe a number greater than or equal to 4 = {4, 5, 6}

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Example 2

Toss a coin three times and note the number of heads S = { 0, 1, 2, 3 } The lifetime of a machine (in days) S = { t | t 0 } = [ 0, ) The working state of a machine S = { working, fail } The number of calls arriving at a telephone exchange during a specific time interval S = { 0, 1, }

Jan 2009

Example 3:

Each message in a digital communication system is classified as to whether it is received within the time specified by the system design. If 3 messages are classified, what is an appropriate sample space for this experiment? To generate the sample space, we can use a tree diagram

Message 2 Message 1

Message 3

y
n

n y n

y n y n y n y n

S = { yyy, yyn, yny, ynn, nyy, nyn, nny, nnn}

Jan 2009

More Definitions
The union of events A and B, denoted by A U B and read A or B is the event consisting of all outcomes that are either in A or in B or in both events.

The intersection of A and B, denoted by A B and read A and B, is the event consisting of all outcomes that are in both A and B.

The complement of event A, A, is the event of all outcomes in the sample space S that are not contained in event A.

If two events A and B have no outcomes in common they are said to be mutually exclusive or disjoint events. This means if one of the event occurs the other cannot.

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Venn Diagram

Graphical display of events in a sample space.

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Example 4

A digital scale is used that provide weights to the nearest gram. Let event A: a weight exceeds 11 grams B: a weight is less than or equal to 15 grams C: a weight is greater than or equal to 8 grams and less than 12 grams.

a) What is the sample space for this experiment? Describe the following events b) A U B c) A B d) A f) (A U C) h) B C e) A U B U A U C g) A B C i) A U (B C)
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Solution
S = nonnegative integers from 0 to the largest integer that can be displayed by the scale. S = {0, 1, 2, 3, } Let X represent weight. A = the event that X > 11 or {12,13,14,..}

B = the event that X 15 or = {0,1, 2, 3, .....15}

C = the event that 8 X <12 or {8, 9, 10, 11}

b) A U B = S
d) A = { X: X 11} or {0, 1, 2, , 11}

c) A B = { X: 11 < X 15 } or {12, 13, 14, 15}

e) A U B U A U C = S
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A ={12,13,14,..} B ={0,1, 2, 3, .....15} C ={8, 9, 10, 11} f) A C = {8, 9 ,10, 11, 12,,13, } or { X: X 8} Thus (A C) = {0, 1, 2, , 7} or { X: X < 8 } g) A B C = {A B} C = {12, 13,14, 15} {8, 9, 10, 11} =

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A ={12,13,14,..} B ={0,1, 2, 3, .....15} C ={8, 9, 10, 11} h) B = { X: X > 15}. Therefore, B C would be the empty set. They have no outcomes in common or i) B C = { X: 8 X <12}. A (B C) = {X: X 8} or {8, 9, 10, }

Jan 2009

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