Chapter 5 Probability and Discrete Probability Distributions 5.1 Basic Definitions
Chapter 5 Probability and Discrete Probability Distributions 5.1 Basic Definitions
Chapter 5 Probability and Discrete Probability Distributions 5.1 Basic Definitions
Sample Space: The set of all possible outcomes of an 5.2 Rules of Probability
experiment. The sample space is typically called S and
Equally Likely Events:
may take any number of forms: a list, a tree diagram, a
lattice grid system, etc. The individual outcomes in a 1. In a sample space, suppose all sample points are equally likely to
occur.
sample space are called sample points. n(S) is the number
2. The probability of an event A is the ratio of the number of sample
of sample points in the sample space. points in A to the number of sample points in S. In symbols:
n(A )
P (A ) =
Event: Any subset of the sample space. If A is an event, n( S )
then n(A) is the number of sample points that belong to A. 3. The probability of any event A is between 0 and 1.
0 ≤ P (A ) ≤ 1
Example: (a) A = {Sum = 7}, n(S) = 36 and n(A) = 6. 4. The sum of the probabilities of all outcomes in the sample space is 1.
(b) A ={Exactly two heads}, n(S) = 8, n(A) = 3. ∑ P( A ) = 1
all outcomes
3 4
1
Example: A fair coin is tossed 5 times, and a head (H) or
a tail (T) is recorded each time. What is the probability of Complement of an Event: The set of all sample points in
A = {exactly two heads in 5 tosses}, and the sample space that do not belong to event A. The
B = {exactly 5 heads}? complement of event A is denoted by A (read “A
Solution: The outcomes consist of a sequence of 5 H’s complement”).
and T’s. A typical outcome: HHTTH.
There are 32 possible outcomes, all equally likely. Example:
A = {HHTTT, HTHTT, HTTHT, HTTTH, THHTT, 1. The complement of the event “success” is “failure.”
THTHT, THTTH, TTHHT, TTHTH, TTTHH } 2. The complement of the event “rain” is “no rain.”
n(A) 10 3. The complement of the event “at least 3 patients
P(A) = =
n(S ) 32 recover” out of 5 patients is “2 or fewer recover.”
B = {HHHHH} P ( B ) = n ( B ) = 1
n( S ) 32
5 6
2
Example: In a lucky draw, the prize is hidden in one of 5.3 Random Variables
three boxes. Three participants A, B and C take turns to Random Variable: A variable that assumes a unique
choose the boxes. Who has a higher chance of getting the numerical value for each of the outcomes in the sample space
prize? of a probability experiment.
Solution: Let P(X) be the probability that participant X Note:
gets the prize. 1. Used to denote the outcomes of a probability experiment.
P(A) = 1/3, 2. Each outcome in a probability experiment is assigned to a
unique value.
2 1 1
P(B) = × = , 3. Illustration:
3 2 3 S
2 1 1 Random Variable
P(C) = × ×1 = . Outcomes •
3 2 3 •
• • •
• •
Therefore, they all have equal chance. • • •
•
9
− 2 −1 0 1 2 10
3
Example: The number of people staying in a randomly
5.4 Probability Distributions of a discrete selected room at a local hotel is a random variable ranging in
Random Variable value from 0 to 4. The probability distribution is known and
is given in various forms below.
Probability Distribution: A distribution of the probabilities
associated with each of the values of a random variable. The x 0 1 2 3 4
probability distribution is a theoretical distribution; it is used P (x ) 2/15 4/15 5/15 3/15 1/15
to represent populations.
Note:
Note:
1. The probability distribution tells you everything you need
to know about the random variable. 1. This chart implies the only values x takes on are 0, 1, 2, 3,
and 4.
2. The probability distribution may be presented in the form
of a table, chart, function, etc. 2. P( the random variable x equals 2)
5
= P ( 2) =
Probability Function: A rule that assigns probabilities to the 15
values of the random variable. 13 14
A line representation of the Hotel Room A histogram may be used to present a probability
probability distribution: distribution.
P( x) 0.4
A histogram for the Hotel Room probability
distribution:
P( x) 0 .4
0.3
0 .3
0.2
0 .2
0.1
0 .1
0.0
0 1 2 3 4 x 0 .0
x
0 1 2 3 4
15 16
4
Reminder: Every probability function must satisfy
the two basic properties of probability. 5.3 Mean and Variance of a Discrete
Probability Distribution
1. The probability assigned to each value of the
random variable must be between 0 and 1, inclusive: Describe the center and spread of a population.
0 ≤ P( x) ≤ 1
µ, σ, σ2 : population parameters.
2. The sum of the probabilities assigned to all the
values of the random variable must equal 1:
Population parameters are usually unknown
∑ P( x) = 1 values (we would like to estimate).
all x
17 18
Note: = ∑ [ x 2 P ( x )] − µ 2
1. The mean is the average value of the random Standard Deviation of a Discrete Random Variable:
variable, what happens on average. The positive square root of the variance.
2. The mean is not necessarily a value of the random
variable. σ = σ2
19 20
5
Example: The number of standby passengers who get seats on Solution:
a daily commuter flight from Boston to New York is a Using the formulas for mean, variance, and standard
random variable, x, with probability distribution given below deviation:
(in an extensions table). Find the mean, variance, and
standard deviation. µ = ∑ [ xP ( x )] = 155
.
2 2
x P( x) xP ( x ) x x P( x) Note: 1.55 is not a value of the random variable (in this case).
0 0.30 0.00 0 0.00 It is only what happens on average.
1 0.25 0.25 1 0.25
2 0.20 0.40 4 0.80
σ 2 = ∑ [ x 2 P( x )] − {∑ [ xP ( x )]}
2
3 0.15 0.45 9 1.35
4 0.05 0.20 16 0.80 . ) 2 = 4.45 − 2.4025 = 2.0475
= 4.45 − (155
5 0.05 0.25 25 1.25
Totals 1.00 1.55 4.45
σ = σ 2 = 2.0475 ≈ 1.43
∑ P( x) ∑ [ xP( x )] ∑ [ x 2 P( x )]
(check)
21 22
6
Example: Find the mean and standard deviation of
The mean and standard deviation of a theoretical the binomial distribution when n = 18 and p = .75.
binomial distribution can be found by using the
following two formulas: Solution:
µ = np n = 18, p = .75, q = 1 − .75 = .25
σ = npq µ = np = (18)(.75) = 13.5
Note:
1. Mean is intuitive: number of trials multiplied by the σ = npq = (18)(.75)(.25) = 3375
. ≈ 18371
.
probability of a success.
The probability function is
2. The variance of a binomial probability distribution is:
18
σ 2 = ( npq ) = npq
2 P( x ) = (.75) x (.25)18− x for x = 0, 1, 2, ... , 18
x
25 26
Histogram:
µ
P( x) σ 5.7 The Poisson Probability Distribution
0.22
0.20 Characteristics
0.18
• The experiment consists of counting the number
0.16
0.14
of times a certain event occurs during a given unit
0.12 of time.
0.10
2. The probability that an event occurs in a given
0.08
0.06
unit of time is the same for all the units.
0.04 3. The number of events that occur in one unit of
0.02 time is independent of the number that occur in
0.00
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 x other units.
27 28
7
Example: Ecologists often use the number of reported
Probability Distribution, Mean, and Variance sightings of a rare species of animal to estimate the
remaining population size. Suppose the number, x,
of reported sightings per week of blue whales has a
λ x e −λ
p( x) = ( x = 0,1,2,...) Poisson probability distribution and assume that the
x! average number of weekly sightings is 2.6.
µ = λ, σ 2 = λ,
where λ = Mean number of events during given (a) Find the mean and standard deviation of x.
unit of time, (b) Find the probability that fewer than two sightings
are made during a given week.
and e = 2.71828...
(c) Find the probability that exactly five sightings are
made during a given week.
29 30