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Probability
Objectives
Review of Week2 Experiments Multiplication Rule Permutations Combinations Probability Conditional Probability
Measures of Dispersion
Variance, (x1- )2 + (x2- )2 + .....+ (xn- )2 2 = ------------------------------------------n Standard Deviation = (positive square root)
Weighted Mean
For a given set of data, X = { x1, x2, ..., xn} and corresponding non-negative weights, W = { w1, w2, ..., wn} the weighted mean/average, is given by w1x1+w2x2+w3x3+.....+wnxn X = --------------------------------------w1+w2+w3++wn
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a1- a2
an-1 an All
x2
xn
f2
fn Total f
f2.x2
fn.xn Total f.x
f2.x2.x2
fn.xn.xn Total f.x.x
Probability
Experiments
Experiment is a term used to describe any process that generates a data set. Experiments when performed under very nearly identical conditions, give results that are identical. In other words, the variables that affect the outcome of the result are controlled.
Random Experiments
In some experiments we cannot control certain variables that affect the outcome, even though most of the conditions are the same. Such experiments are called random experiments. In most cases the outcome is affected by chance.
Random Experiments
In a random experiment, we obtain an entire set of possible outcomes. Example: Tossing a die. The result of the experiment is that it will come up with one of the numbers that belongs to the set {1, 2, 3, 4, 5, 6}
Sample Space
The set of all possible outcomes of a statistical experiment is called Sample Space. It is generally denoted by the symbol, S, which corresponds to the universal set. Each element in a sample space is called an element or a member or a sample point.
Sample Space
Frequently there are more than one sample space possible. Generally, there is one set that provides the most information. Example: Tossing a die Possible outcomes are {1, 2, 3, 4, 5, 6} {even, odd}
Sample Space
If the sample space has a finite number of elements, it is called a finite sample space or a discrete sample space.
If the sample space has a non countable number of elements, it is called an infinite sample space or a nondiscrete sample space.
Sample Space
Example: Sample space resulting from the tossing of a coin, yields a discrete sample space. Picking any number, not just integers, from 1 to 10 yields a nondiscrete sample space.
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Sample Space
One form to represent a sample space is by the use of a tree diagram. Example:Consider the selection of two items at random from a production line. Each item is classified defective (D) or non defective (N).
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Event
An
event is a subset of the sample space S, generally denoted by A. In other words it is a set of possible outcomes for the experiment. If the outcome is an element of A, then the event A has occurred.
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Event
An event which consists of a single point of S is called a simple or elementary event. S itself is called the sure or certain event, since an element of S must occur. The empty set (null) is called the impossible element because an element of cannot occur.
Event
Let A and B represent two events in S. 1. A U B is the event either A or B or both. 2. A B is the event both A and B 3. A B is the event A but not B. 4. A/ is the event not A. 5. If A and B are disjoint, i.e., A B = , then the events are mutually exclusive
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Multiplication 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, then the two operations can be performed together in n1.n2 ways. Example: Number of sample points when a pair of dice is thrown is (6).(6) = 36 ways.
The first dice can land in n1=6 ways The second dice can also land in n2=6 ways
Using the Multiplication rule, The pair of dice can land in n1.n2 = (6).(6) = 36 ways
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Example: A developer of a new subdivision offers prospective home buyers a choice of Tudor, rustic, colonial, and traditional exterior styling in ranch, two-storey, and split-level floor plans. In how many different ways can a buyer order one of these homes? The buyer has to choose from n1=4 and n2=3 homes. n1n2=(4).(3)=12 possible homes
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Permutations
When dealing with a group of objects, there are a number of possible arrangements. For example, a number of different arrangements possible when a group of six people are sitting around a table. A permutation is an arrangement of all or part of a set of objects.
Permutations
Example: What are the different arrangements possible with the alphabets a, b, c taking all of them at a time.
The possible permutations are abc, acb, bca, bac, cab, cba
There are n1=3 choices for the first position, n2=2 choices for the second position and n3=1 choice for the last position. The total permutations/arrangements are n1. n2. n3 = 3.2.1 = 6 n distinct objects can be arranged in n.(n-1).(n-2)1 ways
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Permutations
n distinct objects can be arranged in n.(n-1).(n-2)1 ways (the number of permutations for n distinct objects) The product is represented by n!
read as n factorial.
By definition 0!
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= 1! = 1
Permutations
The number of permutations for n distinct objects taken r at a time n.(n-1).(n-2)(n-r+1)
Example: Three awards (research, teaching, service) will be given one year for a class of 25 graduate students in a statistics department. If each student can receive at most one award, how many possible selections are there? Since the awards are distinguishable, the total possible selections are 25p = 25! / (25-3)! = 25!/22! = 25.24.23 3 = 13800
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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 n! ------------------(n1!)(n2!)(nk!)
Combinations
A
combination is a way of selecting r objects from n without regard to order. It is a partition with two cells. One cell contains the r objects selected and the other cell containing the (n-r) objects that are left.
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Combinations
The number of combinations of n distinct objects taken r at a time is n! nc = -------------r r! (n-r)!
Example
Example:
A young boy asks his mother to get five game-boy cartridges from his collection of 10 arcade and 5 sports games. How many ways are there that his mother will get 3 arcade and 2 sports games, respectively?
Example (contd)
The number of ways of selecting 3 cartridges from 10 is 10c3= 120. The number of ways of selecting 2 cartridges from 5 is 5c2 = 10 Using the multiplication rule with n1=120 and n2 = 10, there are (120).(10) = 1200 ways
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Concept of Probability
In a random experiment, there is uncertainty if a particular event will or will not occur. As a measure of chance or probability, a value between 0 and 1 is assigned. If an event certainly occurs, the probability of the event happening is 100% or 1. Similarly for other degrees of uncertainty.
Axiomatic approach
Let S be a sample space Let C be a class of events and A be one of them To each event A in C, a real number P(A) is associated. P is called the probability function and P(A) the probability of the element.
Axioms of Probability
Axiom1: For every event A in class C P(A) 0 Axiom2: For the sure or certain event S in the class C, P(S) = 1 Axiom3: For any number of mutually exclusive events A1,A2, in the class C P(A1UA2) = P(A1)+P(A2)+.
Example: A coin is tossed twice. What is the probability that at least one head occurs? The sample space for this experiment is S = {HH, HT, TH, TT} The number of times atleast one head occurs is 3. Therefore the probability that atleast one head occurs is P(A) = .
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Conditional Probability
The probability of an event B occurring, when an event A has already occurred is called conditional probability, represented by P(B/A). The conditional probability of B, given A, denoted by P(B/A), is defined by P(A B) P(B/A) = ---------------if P(A)>0 P(A)
Multiplication Theorem
If in an experiment the events A and B can both occur, then P(AB) = P(BA) = P(B/A).P(A) = P(A/B).P(B)
Example: The probability that a regularly scheduled flight departs on time is P(D)=0.83, the probability that that it arrives on time is P(A)=0.82, and the probability that it departs and arrives on time is P(DA)=0.78. Find the probability that a plane (a) arrives on time given that it departed on time, and (b) departed on time given that it has arrived on time.
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(a) The probability that a plane arrives on time given that it departed on time is P(A/D) = P(DA)/P(D) = 0.94 (b) The probability that a plane departed on time given that it has arrived on time is P(D/A) = P(DA)/P(A) = 0.95
Summary
Permutations, npr =n! / { (n-r)! } Combinations, ncr = n! / { r! (n-r)! } If an event occurs in h different ways out of a total of n possible ways, then the probability is h/n. Addition Theorem, P(AUB) = P(A) + P(B) - P(A B) Conditional Probability, P(B/A) = P(A B) / P(A)
References
Spiegel, Schiller, Srinivasan : Probability and Statistics M R Spiegel : Theory and Problems of Statistics, Schaum's Outline Series, McGraw Hill http://mathworld.wolfram.com