Introductory Statistics

(M AT 113δ)

Dr.K.D.Prasangika

Department of Mathematics,
University of Ruhuna.

November 16, 2021

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SOME BASIC PROPERTIES OF PROBABILITY

For two events A and B in S, we have the following:

1. P (Ac ) = 1 − P (A), where Ac is the complement of the set A in S.
2. If A ⊂ B, then P (A) ≤ P (B).
3. P (A ∪ B) = P (A) + P (B) − P (A ∩ B). (ADDITIVE RULE)
In particular, if A ∩ B = φ, then P (A ∪ B) = P (A) + P (B).

Additive Rule for three events

For three events A, B and C,

P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C)

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Example

A coin is tossed twice. What is the probability that at least 1 head occurs?

Solution : The sample space for this experiment is S = {HH, HT, T H, T T } .

If the coin is balanced, each of these outcomes is equally likely to occur. Therefore, we
assign a probability of p to each sample point.

Then 4p = 1, or p = 1/4.

If A represents the event of at least 1 head occurring, then

A = {HH, HT, T H}
1 1 1 3
and P (A) = + + =
4 4 4 4

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Example

A die is loaded in such a way that an even number is twice as likely to occur as an odd
number. If E is the event that a number less than 4 occurs on a single toss of the die, find
P (E).

Solution : The sample space is S = {1, 2, 3, 4, 5, 6} .

We assign a probability of p to each odd number and a probability of 2p to each even number.

Since the sum of the probabilities must be 1, we have 9p = 1 or p = 1/9.

Hence, probabilities of 1/9 and 2/9 are assigned to each odd and even number, respectively.
Therefore,
E = {1, 2, 3}
and
1 2 1 4
P (E) = + + =
9 9 9 9

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Additive Rules

If A1 , A2 , . . . , An are mutually exclusive, then

P (A1 ∪ A2 ∪ . . . ∪ An ) = P (A1 ) + P (A2 ) + . . . + P (An )

A collection of events {A1 , A2 , . . . , An } of sample space S is called a partition of S if

A1 , A2 , . . . , An are mutually exclusive and A1 ∪ A2 ∪ . . . ∪ An = S. Thus, we have

If A1 , A2 , . . . , An are mutually exclusive, then

P (A1 ∪ A2 ∪ . . . ∪ An ) = P (A1 ) + P (A2 ) + . . . + P (An ) = P (S) = 1

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Example
John is going to graduate from an industrial engineering department in a university by the
end of the semester. After being interviewed at two companies he likes, he assesses that his
probability of getting an offer from company A is 0.8, and his probability of getting an offer
from company B is 0.6. If he believes that the probability that he will get offers from both
companies is 0.5, what is the probability that he will get at least one offer from these two
companies?

Solution:

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Example
What is the probability of getting a total of 7 or 11 when a pair of fair dice is tossed?

Solution:

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THE CONDITIONAL PROBABILITY, INDEPENDENCE, AND
BAYES’ RULE

If we know that an event has already occurred or we have some partial information about the
event, then this knowledge may affect the probability of the event of interest. For example, if
we were to guess on the probability of rain today, the answers will be different depending on
whether we are sitting inside a windowless office or we are outside and can see the formation
of heavy clouds. This leads to the idea of conditional probability.
Definition
The conditional probability of an event A, given that an event B has occurred, denoted by
P (A|B), is equal to
P (A ∩ B)
P (A|B) =
P (B)
provided P (B) > 0.

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Consider the event B of getting a perfect square when a die is tossed. The die is constructed
so that the even numbers are twice as likely to occur as the odd numbers. Based on the
sample space S = {1, 2, 3, 4, 5, 6} ,

P (odd) = 1/9

and
P (even) = 2/9
The probability of B occurring is 1/3.

Now suppose that it is known that the toss of the die resulted in a number greater than 3.
We are now dealing with a reduced sample space A = {4, 5, 6} , which is a subset of S.

To find the probability that B occurs, relative to the space A, we must first assign new
probabilities to the elements of A proportional to their original probabilities such that their
sum is 1. Assigning a probability of w to the odd number in A and a probability of 2w to the
two even numbers, we have 5w = 1, or w = 1/5.

Relative to the space A, we find that B contains the single element 4. Denoting this event
by the symbol B|A, we write B|A = {4} , and hence

P (B|A) = 2/5

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This example illustrates that events may have different probabilities when considered relative
to different sample spaces.
We can also write
P (A ∩ B) 2/9
P (B|A) = = = 2/5
P (A) 5/9
where P (A ∩ B) and P (A) are found from the original sample space S. In other words, a
conditional probability relative to a subspace A of S may be calculated directly from the
probabilities assigned to the elements of the original sample space S.

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Example
We toss two balanced dice, and let A be the event that the sum of the face values of two
dice is 8, and B be the event that the face value of the first one is 3. Calculate P (A|B).

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Independent Events

Definition
Two events A and B are independent if and only if

P (B|A) = P (B) or P (A|B) = P (A)

, assuming the existences of the conditional probabilities. Otherwise, A and B are dependent.

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Product Rule or Multiplicative Rule

If in an experiment the events A and B can both occur, then

P (A ∩ B) = P (A)P (B|A), provided P (A) > 0.

Since the events A ∩ B and B ∩ A are equivalent, we can also write

P (A ∩ B) = P (B ∩ A) = P (B)P (A|B)

Then for two independent events, we can say

Two events A and B are independent iff

P (A ∩ B) = P (A)P (B)

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Example
Suppose that we toss two fair dice. Let E1 denote the event that the sum of the dice is 6
and E2 denote the event that the first die equals 4. Then,
P (E1 ∩ E2 ) = P (4, 2) = 1/36 6= P (E1 )P (E2 ) = 5/216. Hence E1 and E2 are dependent
events.

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Extended Multiplicative Law
If, in an experiment,the events A1 , A2 , . . . , Ak can occur, then

P (A1 ∩ A2 ∩ . . . ∩ Ak ) = P (A1 )P (A2 |A1 )P (A3 |A1 ∩ A2 ) . . . P (Ak |A1 ∩ A2 ∩ . . . ∩ Ak−1 )

If the events A1 ∩ A2 ∩ . . . ∩ Ak are independent, then

P (A1 ∩ A2 ∩ . . . ∩ Ak ) = P (A1 )P (A2 ) . . . P (Ak )

Example
Three cards are drawn in succession, without replacement, from an ordinary deck of playing
cards. Find the probability that the event A1 ∩ A2 ∩ A3 occurs, where A1 is the event that
the first card is a red ace, A2 is the event that the second card is a 10 or a jack, and A3 is
the event that the third card is greater than 3 but less than 7.

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Theorem: Law of Total Probability
Assume S = A1 ∪ A2 ∪ . . . ∪ An , where P (Ai ) > 0, i = 1, 2, . . . , n, and Ai ∩ Aj = φ for
i 6= j. Then for any event B,
n
X
P (B) = P (Ai )P (B|Ai )
i=1

Proof:

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Example
During an epidemic in a town, 40% of its inhabitants became sick. Of any 100 sick persons,
10 will need to be admitted to an emergency ward. What is the probability that a randomly
chosen person from this town will be admitted to an emergency ward?

Solution:

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Bayes’ Rule

Theorem
Assume S = A1 ∪ A2 ∪ . . . ∪ An , where P (Ai ) > 0, i = 1, 2, . . . , n, and Ai ∩ Aj = φ for
i 6= j. Then for any event B, with P (B) > 0

P (Aj )P (B|Aj )
P (Aj |B) = n
X
P (Ai )P (B|Ai )
i=1

Proof:

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Example
Suppose a statistics class contains 70% male and 30% female students. It is known that in a
test, 5% of males and 10% of females got an ”A” grade. If one student from this class is
randomly selected and observed to have an ”A” grade, what is the probability that this is a
male student?
Solution:

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