Math 361

Probability & Statistics

Terms & Definitions

For any random phenomenon, each attempt, or trial, generates an
outcome
So a trial is a single attempt or realization of a random phenomenon
Something happens on each trail, and we call whatever happens the
outcome
These outcomes are individual possibilities, such as the number we
see on top when we roll a die

Terms & Definitions

The outcome of a trial is the value measured, observed, or
reported for an individual instance of that trial
Outcomes are considered to be either
Discrete if they have distinct values such as heads or tails
Continuous if they take on numeric values in some range of possible
values

Terms & Definitions

Often, instead of individual possibilities, we want to talk about
combinations of outcomes such as The number on the die is
less than 4 (that is, it is 1, 2, or 3)
We call such a combination or collection of outcomes an event
Usually, we identify events so that we can attach probabilities to
them and denote events with bold capital letters such as A, B,
or C

Terms & Definitions

In order to think about what happens with a series of trials, it really
simplifies things if the individual trials are independent
This means that the outcome of one trial does not influence or change the
outcome of another
In other words, two events are independent if knowing whether one event
occurs does not alter the probability that the other event occurs
In order for us to make statements about the long-run behavior of random
phenomena, the trials have to be independent

Five Basic Rules of Probability

Rule 1: Probability Range

A probability is a number between 0 and 1
For any event A, 0 P(A) 1
If the probability is 0, the event never occurs impossible event
If the probability is 1, the event always occurs certain event
Even if you think an event is very unlikely, its probability cant be negative,
and even if you are sure it will happen, its probability cant exceed 1

Rule

1: Probability Scale

In the traffic light example we cant record more red lights than
the number of times we have observed (or fewer than none)
0 probability means for observed 0% of the times (physically
impossible not just unlikely)
1 probability means observed 100% of the times (physically
certain not just very likely)

Rule

2: Something Has to Happen Rule

Generally any random phenomenon would have more than one

outcomes
So we need to distribute the probabilities among all the
outcomes a trial can have
How can we do this so that it makes sense?

Rule

2 : Something Has to Happen Rule

For example, consider the traffic light example for three

consecutive days you may run into a red light all three days or any
two days or any one day out of three or none at all
When we assign probabilities to the above outcomes, the first
thing to be sure of is that we distribute all of the available
probability to all the outcomes
Something always occurs, so the probability of something
happening (that is, total probability of all outcomes) is 1

Rule

2 : Something Has to Happen Rule

We put all the possible outcomes into a big event called the
sample space
This gives us the Something Has to Happen Rule
The probability of the set of all possible outcomes of a trial must
be 1: P(S) = 1 (S represents the set of all possible outcomes)
If that is not the case, then there is something wrong or missing

Rule

3 : Complement Rule

Suppose the probability that you get to class on time is 0.8. Whats the probability
that you dont get to class on time?
0.2!
The set of outcomes that are not in the event A is called the complement of A, and is
denoted by either Ac or A
This leads to the Complement Rule
The probability of an event occurring is 1 minus the probability that it doesnt
occur P(A) = 1 P(Ac)

Rule

4 : Addition Rule

Suppose the possibility that a randomly selected student is a

sophomore (A) is 0.20, and the probability that he/she is a junior (B) is
0.30. What is the probability that the student is either a sophomore or a
junior, written P(A or B)?
Here we apply the addition rule which says that you can add the
probabilities of events that are disjoint (mutually exclusive)
To see whether two events are disjoint, we take them apart into their
component outcomes and check whether they have any outcomes in
common

Rule

4 : Addition Rule

Disjoint or mutually exclusive events have no outcomes in

common
The Addition Rule states:
For two disjoint events A and B, the probability that one or
the other occurs is the sum of the probabilities of the two
events
P(A or B) = P(A) + P(B) provided that A and B are disjoint

Rule

5: Multiplication Rule

Lets suppose the traffic light spends 35% of its time red and the other 65%
green or amber
Whats the chance of finding it red two days in a row?
For independent events, the answer is very simple (and the color of the
light today is independent of the color yesterday)
The multiplication rule says that for independent events, to find the
probability that both events occur, we just multiply the probabilities together

Rule

5: Multiplication Rule

Formally:
For two independent events A and B, the probability that
both A and B occur is the product of the probabilities of the
two events
P(A and B) = P(A) x P(B)
Provided that A and B are independent

Rule

5 : Multiplication Rule

This rule can be extended to more than two independent events

Whats the chance of finding the light red every day this week (5 days)?
We can multiply the probability of it happening each day, which is:
0.35 x 0.35 x 0.35 x 0.35 x 0.35 = 0.00525
Or about 5 times in a thousand assuming that all five events are
independent

Disjoint vs Independent
Disjoint events are mutually exclusive and cannot occur at the
same time the occurrence of one excludes the other
Independent events are those that do not affect the probability
of each other with their outcome
Disjoint (mutually exclusive) events cannot be independent

All 5 Rules - Summary

1. Probability is a number between 0 and 1: 0 P(A) 1
2. Something Has to Happen Rule: The probability of the set of
all possible outcomes of a trial must be 1 P(S) = 1
3. Complement Rule: The probability of an event occurring is 1
minus the probability that it doesnt occur P(A) = 1 P(Ac)
4. Addition Rule: P(A or B) = P(A) + P(B) provided that A and B
are disjoint
5. Multiplication Rule: P(A and B) = P(A) x P(B) provided that A
and B are independent

What can go wrong?

Beware of probabilities that do

not add up to one
To be a legitimate probability distribution, the sum of the probabilities
for all possible outcomes must total 1
If the sum is less 1, you may need to add another category and assign
the remaining probability to that outcome
If the sum is more than 1, check that the outcomes are disjoint
If they are not then you cannot assign probabilities by just counting
relative frequencies

Dont Add Probabilities of events

if They are Not Disjoint
Events must be disjoint to use the Addition Rule
The probability of being under 80 or a male is not the
probability of being under 80 plus the probability of being a male
That sum may be more than 1

Dont Multiply Probabilities of

Events if Theyre Not Independent
The probability of selecting a student at who is over 610 tall and on the
basketball team is not the probability of the student is 610 tall times the
probability hes on the basketball team
Knowing that the student is over 610 changes the probability of his being
on the basketball team
You cant multiply these probabilities
The multiplication of probabilities of events that are not independent is one
of the most common errors people make with probabilities

Dont Confuse Disjoint and

Independent
Disjoint events cant be independent
E.g.: If A = {you get an A in this class} and B = {you get a B in this class},
A and B are disjoint
Are they independent?
If you find out that A is true, does that change the probability of B?
You bet if does, so they cant be independent

The End