Probability 01
Probability 01
Probability 01
1. INTRODUCTION
Life is full of uncertainties. ‘Probably’, ‘likely’, ‘possibly’, ‘chance’ etc. is some of the most commonly
used terms in our day-to-day conversation. All these terms more or less convey the same sense - “the situation
under consideration is uncertain and commenting on the future with certainty is impossible”. Decision-making
in such areas is facilitated through formal and precise expressions for the uncertainties involved. For example,
product demand is uncertain but study of demand spelled out in a form amenable for analysis may go a long
to help analyze, and facilitate decisions on sales planning and inventory management. Intuitively, we see that
if there is a high chance of a high demand in the coming year, we may decide to stock more. We may also take
some decisions regarding the price increase, reducing sales expenses etc. to manage the demand. However, in
order to make such decisions, we need to quantify the chances of different quantities of demand in the coming
year. Probability theory provides us with the ways and means to quantify the uncertainties involved in such
situations.
A probability is a quantitative measure of uncertainty a number that conveys the strength of our belief
in the occurrence of an uncertain event.
2. SOME BASIC CONCEPTS
In order that we are able to compute Probability, a proper understanding of certain basic concepts in
probability theory is required. These concepts are an experiment, a sample space, and an event.
RANDOM EXPERIMENT
An experiment is a process that leads to one of several possible outcomes. An outcome of an experiment
is some observation or measurement.
The term experiment is used in probability theory in a much broader sense than in physics or chemistry.
Any action, whether it is the drawing a card out of a deck of 52 cards, throw a single coin, throw a die or the
launching of a new product in the market.
SAMPLE SPACE
The sample space is the universal set S pertinent to a given experiment. It is the set of all possible outcomes
of an experiment. So each outcome is visualized as a sample point in the sample space. The sample spaces for
the above experiments are:
Experiment Sample Space
Drawing a Card {all 52 cards in the deck}
throw a single coin {H,T}
throw a die {1 , 2 , 3 , 4 , 5 , 6}
Measurement of a Product's Dimension {undersize, outsize, right size}
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
If we throw a coin twice, the sample space for this experiment is the set: 𝑆 = {(𝐻, 𝐻), (𝐻𝑇), (𝑇, 𝐻), (𝑇, 𝑇)}
Likewise, if we roll the dice twice in a row, then the sample space is the set
OPERATIONS ON EVENTS
The event was defined as a set of elements with possible outcomes for a randomized trial.
Consequently, all group properties of Union, Intersection and Differences apply to events. These event
properties will be displayed.
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
3) Complementary Events:(𝑨 𝒐𝒓 𝑨𝒄 𝒐𝒓 𝑨′ )
The complement of A is the set of all sample space points that do not
belong to A. It should be noted that 𝐴̅ is the negation of A (not A) and
is also the difference between the sample space and event A.
̄)
4) The difference between two events: (𝑨 ∩ 𝑩
The difference between events A and B is an event that includes all the
points of the sample that belong to A and do not belong to B. (A and no
B occur).
5) Mutually Exclusive(Disjoint) Events
The two events are called mutually exclusive, meaning they cannot
happen together. (The occurrence of one of them denies the occurrence
of the other at the same time). Events A and B are said to be mutually
exclusive (disjoint) if 𝐴 ∩ 𝐵 = 𝛷.
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
The rule we use in computing probabilities, assuming equal likelihood of all basic outcomes, is as
follows:
𝑛(𝐴)
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑣𝑒𝑛𝑡 𝐴: 𝑃(𝐴) =
𝑛(𝑠)
where 𝑛(𝐴) = the number of outcomes favorable to the event A
𝑛(𝑆) = total number of outcomes
Notes:
The probability of an event A must be a number between zero and one, both values inclusive.
Thus
0 ≤ 𝑃(𝐴) ≤ 1
The probability of occurrence of all possible events is equal to one. As S denotes the sample
space or the set of all possible events, we write
𝑃(𝑆) = 1
Example 1:
In the experience of throwing a coin 𝑆 = {𝐻, 𝑇} And if the event A is to obtain the head 𝐴 = {𝐻 }
1
Then the probability of A is 𝑃(𝐴) = .
2
1 1
And the probability of obtain the tail is 𝑃(𝐴) = 1 − 𝑃(𝐴) = 1 − =
2 2
Example 2:
If the event is to get the number 5 when throwing a die, 𝐵 = {5} and 𝑆 = {1, 2, . . . , 6} and the
probability of B is P (B) = 1/6
1 5
And The probability of getting a number is not 5 is 𝑃(𝐵) = 1 − 𝑃(𝐵) = 1 − =
6 6
Example 3:
Box contains 8 black balls and 2 white balls. The experiment is to withdraw one ball from the box and
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event C is that the drawn ball is black then 𝑆 = {𝑅, 𝑊 } , 𝐶 = {𝑅} 𝑎𝑛𝑑 𝑃(𝐶) = = 0.8
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And The probability of getting a white ball is 𝑃(𝐶) = 1 − 𝑃(𝐶 ) = 1 − 0.8 = 0.2
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
Example 4:
if the probability of a student passes in statistics is 0.8 and the probability of he passes in computer
course is 0.9 and the probability of he passes in both courses is 0.75. Find:
I. Probability of he passed in statistics or computer.
II. The probability of he passed in statistics and he fails in computers.
III. the probability of he passed in only one course.
IV. the possibility he fails in the two course.
solution
We assume that The probability of student passed in statistics is A
and The probability of student passed in computer is B then:
𝑃(𝐴) = 0.8 𝑃(𝐵) = 0.9 𝑃(𝐴 ∩ 𝐵) = 0.75
I. Probability of he passed in statistics or computer.
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
= 0.8 + 0.9 + 0.75
= 0.95
II. The probability of he passed in statistics and he fails in computers.
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) − 𝑃(𝐴 ∩ 𝐵)
= 0.8 − 0.75
= 0.05
III. the probability of he passed in only one course.
𝑃(𝐴 ∩ 𝐵̄ ) + 𝑃(𝐴̄ ∩ 𝐵) = 𝑃(𝐴 ∪ 𝐵) − 𝑃(𝐴 ∩ 𝐵)
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
Independent Events
Two events are said to be independent of each other if the occurrence or non-occurrence of one event
in any trial does not affect the occurrence of the other event in any trial. Events A and B are
independent of each other if and only if
𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨) ∗ 𝑷(𝑩)
This rule is thus called the Product Rule for Independent Events.
The probability of the intersection of several independent events 𝐴1 , 𝐴2 , … …is just the product of
separate probabilities i.e.
𝑃(𝐴1 ∩ 𝐴2 ∩ 𝐴3 ∩ … . ) = 𝑃(𝐴1 ) ∗ 𝑃(𝐴2 ) ∗ 𝑃(𝐴3 ). . . . . . . ..
The probability of the union of several independent events 𝐴1 , 𝐴2 , … … is given by the following
equation
𝑃(𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ … . ) = 1 − {𝑃(𝐴1 ) ∗ 𝑃(𝐴2 ) ∗ 𝑃(𝐴3 ). . . . . . . . . }
Example 5:
A problem in mathematics is given to five students A, B,C, D and E. Their chances of solving it are
1/2, 1/3, 1/3, 1/4 and 1/5 respectively. Find the probability that the problem will
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
Now we know that there are nCx ways of getting x successes out of n trials.
𝒏 𝑛!
( ) = 𝐶𝑥𝑛 =
𝒙 𝑥! (𝑛 − 𝑥 )!
We also observe that each of these nCx possibilities has px(1-p)n-x probability of occurrence
corresponding to x successes and (n-x) failures. Therefore,
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
𝑛
𝑝(𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 , 𝜒 = 0,1,2, . . . . , 𝑛
𝑥
This equation is the Binomial probability formula. If we denote the probability of failure as q then
the Binomial probability formula is
𝑛
𝑝(𝑥) = ( ) 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝜒 = 0,1,2, . . . . , 𝑛
𝑥
The expected value or the mean, denoted by μ = np
The variance, denoted by σ2 = npq
Example 6:
Assuming the probability of male birth as ½,. Find the probability that a family of 5 children have
(i) at least one boy
(ii) at most 3 boys
Solution: Let the random variable X measures the number of boys out of 5 births. Clearly X is a
binomial random variable. So we apply the Binomial probability function to calculate the required
probabilities. 𝑋 ~ 𝐵 (5, ½)
𝑛
𝑝(𝑥) = ( ) 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝜒 = 0,1,2,3,4,5
𝑥
The required probabilities are
(i) P(X ≥ 1) = 1- P(X = 0) = 1- 1/32 = 31/32
(iii) P(X ≤ 3) = P(X = 0)+ P(X = 1)+ P(X = 2)+ P(X = 3) = 1/32 + 5/32 + 10/32 + 10/32 = 26/32
SOLVED PROBLEMS
1) Three students A, B and C arc in a swimming race, A and B have the same probability of winning
and each is twice as likely to win as C.
A. What is the probability that A does not win?
B. What is the probability that B or C wins?
Solution:
A. P (A) = P (B) = 2P(C) ⇛ P (A) + P(B) + P(C) = 1
2𝑃(𝐶 ) + 𝑃(𝐶 ) + 𝑃(𝐶 ) = 1 ⇛ 𝑃 (𝐶) = 1/5 ⇛ 𝑃(𝐴) = 𝑃 (𝐵) = 2/5
B. 𝑃 (𝐴𝑐 ) = 0.6 or 𝑃(𝐴 ∪ 𝐵) = 0.6
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
2) The events X and Y are mutually exclusive. Suppose P(X) = 0.05 andP(Y) = 0.02. What is the
probability of either X or Y occurring?
Solution:
𝑃(𝑋 ∩ 𝑌) = Zero
𝑃(𝑋 ∪ 𝑌) = 𝑃(𝑋) + 𝑃(𝑌) − 𝑃(𝑋 ∩ 𝑌) = 0.05 + 0.02 − 0 = 0.07
𝑃(𝑋 ∪ 𝑌)𝑐 = 1 − 𝑃(𝑋 ∪ 𝑌) = 1 − 0.07 = 0.93
3) Suppose P(A) = 0.4, P(B) = 0.7 and P(A ∩ B) = 0.3. Find the following probabilities:
i.𝑃(𝐴𝑐 ) ii.𝑃(𝐵𝑐 ) iii.𝑃(𝐴 ∪ 𝐵)
Solution:
i. 𝑃(𝐴𝑐 ) = 1 − 0.4 = 0.6
ii. 𝑃(𝐵𝑐 ) = 1 − 0.7 = 0.3
iii. 𝑃(𝐴 ∪ 𝐵) = 0.4 + 0.7 − 0.3 = 0.8
4) In a certain population of women 4% have had breast cancer, 20% are smokers and 3% are smokers
and have had breast cancer. A woman is selected at random from the population. What is the
probability that:
A. She has had breast cancer or smokes?
B. She has had breast cancer given that she is a smoker?
Solution:
𝑃(𝐵) = 0.04,𝑃(𝑆) = 0.20 and 𝑃(𝐵 ∩ 𝑆) = 0.03
𝑃(𝐵 ∪ 𝑆) = 𝑃(𝐵) + 𝑃(𝑆) − 𝑃(𝐵 ∩ 𝑆) = 0.04 + 0.2 − 0.03 = 0.21
𝑃(𝐵 ∪ 𝑆 𝑐 ) = 𝑃(𝐵) − 𝑃(𝐵 ∩ 𝑆) = 0.04 − 0.03 = 0.01
5) Seven coins are tossed; if the probability of obtaining a tail is 0.4. Find the probability of
obtaining:
(A) Three tails (B) Four heads (C) No tails. (D) At most two tails
(E) At least five tails (F) At most five tails (G) Find the expected value and the variance.
Solution
(A) 𝑃(𝑥 = 3) = 7𝐶 3 (0.4)3 (0.6)4 = 0.2903
(B) 𝑃(𝑥 = 4) = 7𝐶 4 (0.6)4 (0.4)3 = 0.2903
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
EXERCISES
1) What is wrong with each of the following statements:
i) The probability of rain is 0.6 and the probability of strong winds is 0.8 and the probability of
rain and strong winds is 0.85.
ii) The probability of Salem passing in Statistics 0.6 and the probability of his success in
Statistics and Mathematics 0.66.
iii) Fatima’s probability of success in statistics 0.8 and probability of her success in statistics or
mathematics 0.7.
iv) The probability that a doctor will receive less than 10 patients is 0.5 and the probability of
receiving a doctor 10 or more patients is 0.6.
v) Fatima is studying 6 courses of this semester, the probability that she will succeed in at least
courses is 0.8 and the probability that the number of courses she succeeds in will not exceed 4
is 0.1.
3) Two coins are tossed. If A is the event "two heads" and B is the event "two tails” are A and B
mutually exclusive? Are they complements?
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
4) An experiment defined in one of three mutually exclusive events, A, B and C. It is known that
P(A) = 0.30, P(B) = 0.55 and P(C) = 0.15. Find each of the following probabilities:
A. 𝑃(𝐴 ∪ 𝐵) B. 𝑃(𝐴 ∩ 𝐵) C. 𝑃(𝐵 ∪ 𝐶 ) D. Are 𝐵 and 𝐶 independent events? Explain.
5) Assume the likelihood that any flight on Delta Airlines arrives within 15 minutes of the scheduled
time is 0.90. We select 4 flights from yesterday.
i) What is the probability all four of the selected flights arrived within 15 minutes of the scheduled
time?
ii) What is the probability that none of the selected flights arrived within 15 minutes of the
scheduled time?
iii) What is the probability at least one of the selected flights did not arrive within 15 minutes of the
scheduled time?
6) An Economic Research Commission claimed that among the 500 stores there are 308 dealing with
European companies, 266 dealing with Asian companies 103 dealing with both sides regularly and
59 not dealing with either side.
i) What is the probability that the stores deal with European or Asian companies?
ii) What is the probability that the stores do not deal with European companies?
iii) What is the probability that the stores only deal with Asian companies?
iv) What is the probability that stores do not deal with only one type of company?
7) A group of 200 students registered 138 in the statistics course, 115 registered in the psychology
course and 91 students registered in both courses. A student was randomly chosen from the group
i) What is the probability that the student is registered at least in the two courses?
ii) What is the probability that the student is not registered in the statistics course?
iii) What is the probability that the student is registered in the statistics course only?
iv) What is the probability that the student is not registered in any of the courses?
8) If B and A are mutually exclusive events and P = A (0.37) and P = B (0.44), find
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
9) If P (A) = 0.59, P (B) = 0.30 & P (A∪B) = 0.21 Calculate the probability of:
𝑃(𝐴 ∪ 𝐵), 𝑃(𝐴 ∪ 𝐵), 𝑃(𝐴 ∪ 𝐵), 𝑃(𝐴 ∩ 𝐵)
10) A bag contains a red ball, 40 white balls and 35 black balls. If two balls are drawn, what is the
probability that one of them is red and the other is white in each of the following cases:
i) If the first ball is returned to the bag before the second is withdrawn (that is, the withdrawal
with replacement).
ii) If the first ball is not returned to the bag (i.e., the drawing without replacement).
11) If the probability of rain is 0.1 and the probability of strong winds on that day is 0.05 and the
probability of strong winds and rain together is 0.03 then calculate the probability:
i) Rain or strong winds
ii) It does not rain and there is no strong wind
iii) strong winds and rain
iv) If there are strong winds and no rain.
12) Team 𝐴 has probability 2/3 of wining whenever it plays. If A plays four games, find the
probability that 𝐴 wins:
i) Exactly two games.
ii) More than half of the games.
iii) At least one game
13) A manufacturer of window frames knows from long experience that 5 percent of the production
will have some type of minor defect that will require an adjustment. What is the probability that in
a sample of 20 window frames:
i) none will need adjustment?
ii) at least one will not need adjustment?
iii) more than two will need adjustment?
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Applied Statistics PROBABILITY Dr. Mahmoud Abd El-Raouf
14) A family has six children. Find the probability that there are:
i) three boys.
ii) fewer boys than girls.
15) The Egyptian Postal Service reports 95 percent of first class mail within the same city is delivered
within two days of the time of mailing. Six letters are randomly sent to different locations.
i) What is the probability that all six arrive within two days?
ii) What is the probability that exactly five arrive within two days?
iii) Find the mean number of letters that will arrive within two days.
iv) Compute the variance and standard deviation of the number that will arrive within two days.
16) It is reported that 16 percent of Egyptian households use a cell phone exclusively for their
telephone service. In a sample of eight households, find the probability that:
i) None use a cell phone as their exclusive service.
ii) At least one uses the cell exclusively.
iii) At least five use the cell phone.
17) A recent survey revealed 23% of students graduating with a major in accounting select public
accounting. Suppose we select a sample of 15 recent graduates.
i) What is the probability two select public accounting?
ii) How many graduates would you expect to select public accounting?
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