Chapter 4:

Probability: The Study of Randomness

Lecture Presentation Slides

Macmillan Learning © 2017
Chapter 4
Probability: The Study of
Randomness
4.1 Randomness
4.2 Probability Models
4.3 Random Variables
4.4 Means and Variances of Random
Variables
4.5 General Probability Rules*

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4.1 Randomness

▪ The language of probability

▪ Thinking about randomness
▪ The uses of probability

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 The Language of Probability
Chance behavior is unpredictable in the short run but has a regular and
predictable pattern in the long run.

We call a phenomenon random if individual outcomes are uncertain

but there is nonetheless a regular distribution of outcomes in a large
number of repetitions.

The probability of any outcome of a chance process is the proportion

of times the outcome would occur in a very long series of repetitions.

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Thinking About Randomness
The result of any single coin toss is random. But the result over
many tosses is predictable, as long as the trials are independent
(i.e., the outcome of a new coin flip is not influenced by the result of
the previous flip).

The probability of
heads is 0.5 =
the proportion of
times you get
heads in many
repeated trials.
First series of tosses
Second series

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 The Language of Probability (Cont..)
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Concept of Probability
1. Repeat an experiment (or observe a random phenomenon)
a large number of times.
2. Record the number of times a desirable outcome occurs.
3. Compute the ratio:
# of times the desirable outcome occurs
Total # of times the experiment was performed
Definition: The probability of any outcome of a random
phenomenon is the proportion of times the outcome would
occur in a very long series of repetitions.
The Language of Probability (Cont..)
Example:
7 The statistics of a particular
basketball player state that he makes 4 out of 5
free-throw attempts.
The basketball player is just about to attempt a free throw.
What do you estimate the probability that the player makes
this next free throw to be?
A. 0.16
B. 50-50. Either he makes it or he doesn’t.
C. 0.80
D. 1.2
Answer: C
4.2 Probability Models

▪ Sample spaces
▪ Probability rules
▪ Assigning probabilities
▪ Independence and the multiplication rule

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Probability Models
Descriptions of chance behavior contain two parts:
1. a list of possible outcomes and
2. a probability for each outcome.

The sample space S of a chance process is the set of all

possible outcomes.

An event is an outcome or a set of outcomes of a random

phenomenon. That is, an event is a subset of the sample space.

A probability model is a description of some chance process

that consists of two parts: a sample space S and a probability
for each outcome.

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Probability Models (Cont…)
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Example: Give a probability model for the chance

process of tossing of a coin.

Sample space , S = {Head, Tail}

Each of these outcomes has probability 1/2

Outcome Heads Tails

Probability 1/2 1/2
Probability Models (Cont…)
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Example: Give a probability model for the

chance process of tossing of a Die.

Each of these outcomes has probability 1/6

Probability Models
Example: Give a probability model for the chance process of rolling two fair, six-
sided dice―one that’s red and one that’s green.

Sample Space Since the dice are fair, each outcome is

36 Outcomes equally likely.
Each outcome has probability 1/36.
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 Probability Rules
Rule 1. The probability of each outcome is a number between 0 and 1.
The probability P(A) of any event A satisfies 0 ≤ P(A) ≤ 1
Rule 2. The sum of the probabilities of all the outcomes in a sample space
equals 1.
If S is the sample space in a probability model, then P(S) = 1.
Rule 3. If two events A and B are mutually exclusive or disjoint
( A ∩ B = Φ, i.e., if A and B have no element in common) , then
P(A or B) = P(A U B ) = P(A) + P(B).
This is the addition rule for disjoint events.
Rule 4: The complement of any event A is the event that consists of all the
outcomes not in A, written AC.
P(AC) = 1 – P(A)

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 Probability Rules (Cont…)
Example:
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If you draw an M&M candy at random from a bag of the

candies, the candy you draw will have one of six colors.
The probability of drawing each color depends on the proportion of each color
among all candies made. Assume the table below gives the probabilities for
the color of a randomly chosen M&M:
Color Brown Red Yellow Green Orange Blue
Probability 0.3 0.3 ? 0.1 0.1 0.1
What is the probability of drawing a yellow candy?
Answer. 0.1
What is the probability of not drawing a red candy?
Answer: 1-0.3 = 0.7
What is the probability that you draw neither a brown nor a green candy?
Answer: 1-(0.3+0.1) = 0.6
Probability Rules

Distance-learning courses are rapidly gaining popularity among college

students. Randomly select an undergraduate student who is taking
distance-learning courses for credit and record the student’s age. Here
is the probability model:

Age group (yr): 18 to 23 24 to 29 30 to 39 40 or over

Probability: 0.57 0.17 0.14 0.12

(a) Show that this is a legitimate probability model.

Each probability is between 0 and 1 and
0.57 + 0.17 + 0.14 + 0.12 = 1
(b) Find the probability that the chosen student is not in the
traditional college age group (18 to 23 years).
P(not 18 to 23 years) = 1 – P(18 to 23 years)
= 1 – 0.57 = 0.43
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Finite Probability Models

One way to assign probabilities to events is to assign a probability to

every individual outcome, then add these probabilities to find the
probability of any event. This idea works well when there are only a
finite (fixed and limited) number of outcomes.

A probability model with a finite sample space is called finite.

To assign probabilities in a finite model, list the probabilities of all

the individual outcomes. These probabilities must be numbers
between 0 and 1 that add up to exactly 1. The probability of any
event is the sum of the probabilities of the outcomes making up
the event.

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 Venn Diagrams
Sometimes, it is helpful to draw a picture to display relations among several
events. A picture that shows the sample space S as a rectangular area and
events as areas within S is called a Venn diagram.

Two events that are not disjoint, and

the event “A and B” consisting of
Two disjoint events: the outcomes they have in common:

A probability model with a finite sample space is called finite.

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 Multiplication Rule for
Independent Events

If two events A and B do not influence each other, and if knowledge

about one does not change the probability of the other, the events are
said to be independent of each other.

Rule 5: Multiplication Rule for Independent Events

Two events A and B are independent if knowing that one occurs does
not change the probability that the other occurs. If A and B are
independent:
P(A and B) = P(A)  P(B)

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4.3 Random Variables

▪ Random variable
▪ Discrete random variables
▪ Continuous random variables
▪ Normal distributions as probability distributions

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 Random Variables
➢ A probability model describes the possible outcomes of a chance
process and the likelihood that those outcomes will occur.
➢ A numerical variable that describes the outcomes of a chance
process is called a random variable.
➢ The probability model for a random variable is its probability
distribution.

A random variable takes numerical values that describe the outcomes

of some chance process.
The probability distribution of a random variable gives its possible
values and their probabilities.
Example: Consider tossing a fair coin 3 times.
Define X = the number of heads obtained

X = 0: TTT
X = 1: HTT THT TTH
Value 0 1 2 3
X = 2: HHT HTH THH
X = 3: HHH Probability 1/8 3/8 3/8 1/8 20
Discrete Random Variable
There are two main types of random variables: discrete and continuous.
If we can find a way to list all possible outcomes for a random variable
and assign probabilities to each one, we have a discrete random
variable.

A discrete random variable X takes a fixed set of possible values with

gaps between. The probability distribution of a discrete random variable X
lists the values xi and their probabilities pi:
Value: x1 x2 x3 …
Probability: p1 p2 p3 …
The probabilities pi must satisfy two requirements:
1. Every probability pi is a number between 0 and 1.
2. The sum of the probabilities is 1.
To find the probability of any event, add the probabilities pi of the particular
values xi that make up the event.
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Discrete Random Variable (Cont…)
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Example: Consider tossing a fair coin 3
times.
Define X = the number of heads obtained.
Value 0 1 2 3 X = 0: TTT
X = 1: HTT THT TTH
Probabilit 1/8 3/8 3/8 1/8 X = 2: HHT HTH THH
y X = 3: HHH
Q1: What is the probability of tossing at least two
heads? Ans: P(X ≥ 2 ) = P(X=2) + P(X=3) = 3/8 + 1/8 = 1/2
Q2: What is the probability of tossing fewer than three
heads?
Ans: P(X < 3 ) = P(X=0) +P(X=1) + P(X=2) = 1/8 + 3/8 + 3/8
= 7/8
Or P(X < 3 ) = 1 – P(X = 3) = 1 – 1/8 = 7/8
Discrete Random Variable (Cont…)
Example:
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North Carolina State University posts the grade
distributions for its courses online. Students in one section
of English210 in the spring 2006 semester received
31% A’s, 40% B’s, 20% C’s, 4% D’s, and 5% F’s.
The student’s grade on a four-point scale (with A = 4) is a random variable X.
The value of X changes when we repeatedly choose students at random , but
it is always one of 0, 1, 2, 3, or 4. Here is the distribution of X:
Q1: What is the probability that the
student got a B or better?
Ans: P(X ≥ 3 ) = P(X=3) + P(X=4)
= 0.40 + 0.31 = 0.71
Q2: Suppose that a grade of D or F in English210 will not count as satisfying
a requirement for a major in linguistics. What is the probability that a
randomly selected student will not satisfy this requirement?
Ans: P(X ≤ 1 ) = 1 - P( X >1) = 1 – ( P(X=2) + P(X=3) + P(X=4) ) = 1- 0.91 = 0.09
Continuous Random Variable

Discrete random variables commonly arise from situations that involve

counting something. Situations that involve measuring something often
result in a continuous random variable.

A continuous random variable Y takes on all values in an interval of

numbers.
➢ The probability distribution of Y is described by a density curve.
➢ The probability of any event is the area under the density curve and
above the values of Y that make up the event.
The probability model of a discrete random variable X assigns a
probability between 0 and 1 to each possible value of X.

A continuous random variable Y has infinitely many possible values.

All continuous probability models assign probability 0 to every
individual outcome. Only intervals of values have positive probability.
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Continuous Random Variable (Cont…)
➢ Discrete random variables commonly arise from situations that involve
counting something.
➢ Situations that involve measuring something often result in a continuous
random variable.

➢ A discrete random variable X has a finite number of possible

values. The probability model of a discrete random variable X
assigns a probability between 0 and 1 to each possible value of
X.
➢ A continuous random variable Y has infinitely many possible
values. The probability of a single event (ex: X=k) is
meaningless for a continuous random variable. Only intervals
can have a non-zero probability; represented by the area under
the density curve for that interval .
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 Continuous Probability Models
26

Example: This is a uniform density curve for the

variable X. Find the probability that X falls
between 0.3 and 0.7.

Uniform
Distribution

Ans: P(0.3 ≤ X ≤ 0.7) = (0.7- 0.3) * 1 = 0.4

Continuous Probability Models
Suppose we want to choose a number at random between 0 and 1,
allowing any number between 0 and 1 as the outcome. We cannot
assign probabilities to each individual value because there is an infinite
interval of possible values.

A continuous probability model assigns probabilities as areas

under a density curve. The area under the curve and above any
range of values is the probability of an outcome in that range.

Example: Find the probability of

getting a random number that is
less than or equal to 0.5 OR
Uniform
greater than 0.8. distribution
P(X ≤ 0.5 or X > 0.8)
= P(X ≤ 0.5) + P(X > 0.8)
= 0.5 + 0.2
= 0.7 27
Continuous Probability Models (Cont…)
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General Form:

The probability of the event A is the shaded area under the

density curve. The total area under any density curve is 1.
Normal Probability Models
Often, the density curve used to assign probabilities to intervals of
outcomes is the Normal curve.

Normal distributions are probability models:

Probabilities can be assigned to intervals of outcomes using the Standard

Normal probabilities in Table A.

We standardize normal data by calculating z-scores so that any Normal

curve N(m,s) can be transformed into the standard Normal curve N(0,1).

(x − m)
z=
s

z 29
 Normal Probability Model (Cont…)
Reminder: standardizing N(µ,σ)
30

We standardize normal data by calculating z-score

so that any normal curve can be transformed into
the standard Normal curve N(0,1). (x − m)
z=
s
 Normal Probability Models
Often the density curve used to assign probabilities to intervals of
outcomes is the Normal curve.
Women’s heights are Normally distributed with mean 64.5 and standard
deviation 2.5 in. If we pick one woman at random, what is the probability
that her height will be between 68 and 70 inches P(68 < X < 70)?
Because the woman is selected at random, X is a random variable.
(x − m)
z=
s
As before, we calculate the z-
scores for 68 and 70.
For x = 68", (68 − 64.5)
z= = 1.4
2.5

(70 − 64.5)
For x = 70", z= = 2.2
2.5
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 Normal Probability
Model (Cont…)
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Women’s heights are normally

distributed with µ = 64.5 and σ = 2.5
in.

What is the probability, if we pick one woman at random, that her

height will be between 68 and 70 inches i.e. P(68 ≤ X ≤ 70)? Here
because the woman is selected at random, X is a random variable.
The area under the curve for the
The z-scores for 68,z = (68 − 64.5) = 1.4 interval [68”,70”] is 0.9861-
2.5 0.9192=0.0669.
Thus the probability that a randomly
(70 − 64.5)
And for x = 70", z = = 2.2 chosen woman falls into this range is
2.5 6.69%. i.e.
P(68 ≤ X ≤ 70)= 6.69%.
4.4 Means and Variances of
Random Variables

▪ The mean of a random variable

▪ The law of large numbers
▪ Rules for means
▪ The variance of a random variable
▪ Rules for variances and standard deviations

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The Mean of a Random Variable
When analyzing discrete random variables, we’ll follow the same
strategy we used with quantitative data―describe the shape, center,
and spread, and identify any outliers.

The mean of any discrete random variable is an average of the

possible outcomes, with each outcome weighted by its probability.

Mean of a Discrete Random Variable

Suppose that X is a discrete random variable whose probability
distribution is
Value: x1 x2 x3 …
Probability: p1 p2 p3 …
To find the mean (expected value) of X, multiply each possible value
by its probability, then add all the products:

μ x = E ( X ) = x1 p1 + x2 p2 + x3 p3 + ...
=  xi pi
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 The Mean of a Random Variable
(Cont…)
35

Consider tossing a fair coin 3 times.

Define X = the number of heads
obtained.
X = 0: TTT
Value 0 1 2 3 X = 1: HTT THT TTH
Probability 1/8 3/8 3/8 1/8 X = 2: HHT HTH THH
X = 3: HHH
The mean µ of X is

μ x = x1 p1 + x2 p2 + x3 p3 + ... + xk pk
= (0 *1 / 8) + (1* 3 / 8) + (2 * 3 / 8) + (3 *1 / 8)
= 12 / 8 = 3 / 2 = 1.5
 Example: Babies’ Health at Birth
The probability distribution for X = Apgar scores is shown below:
a. Show that the probability distribution for X is legitimate.
b. Make a histogram of the probability distribution. Describe what you see.
c. Apgar scores of 7 or higher indicate a healthy baby. What is P(X ≥ 7)?

Value: 0 1 2 3 4 5 6 7 8 9 10
Probability: 0.001 0.006 0.007 0.008 0.012 0.020 0.038 0.099 0.319 0.437 0.053

(a) All probabilities are (c) P(X ≥ 7) = .908.

between 0 and 1, and We’d have a 91%
they add up to 1. This chance of randomly
is a legitimate choosing a healthy
probability distribution. baby.

(b) The left-skewed shape of the distribution suggests a randomly selected

newborn will have an Apgar score at the high end of the scale. There is a small
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chance of getting a baby with a score of 5 or lower.
 Example: Apgar Scores―What’s
Typical?
Consider the random variable X = Apgar Score.
Compute the mean of the random variable X and interpret it in context.

Value: 0 1 2 3 4 5 6 7 8 9 10
Probability: 0.001 0.006 0.007 0.008 0.012 0.020 0.038 0.099 0.319 0.437 0.053

μ x = E ( X ) =  xi pi
= (0)(0.001) + (1)(0.006) + (2)(0.007) + ...+ (10)(0.053)
= 8.128
The mean Apgar score of a randomly selected newborn is 8.128. This is the
long-term average Apgar score of many, many randomly chosen babies.

Note: The expected value does not need to be a possible value of X or an
integer! It is a long-term average over many repetitions. 37
 The Mean of a Random Variable
(Cont…)
38

Mean of a Continuous Random Variable

If X is a continuous random variable with probability distribution
f(x) then the mean or expected value of X is found by:

μx = E ( X ) =  xf ( x)dx
−
Example: Suppose we have a continuous random variable X
with probability density function given by

Calculate E(X).
Solution:
Rules for Means
Rules for Means
Rule 1: If X is a random variable and a and b are fixed numbers,
then:
µa+bX = a + bµX

Rule 2: If X and Y are random variables, then:

µX+Y = µX + µY
Rule 3: If X and Y are random variables, then:
µX-Y = µX - µY

Example: The crickets living in a field have a mean length of 1.2 inches.
What is the mean in centimeters? There are 2.54 cm in an inch, so the
mean length in inches is multiplied by 2.54: 1.2 x 2.54 = 3.05 cm. (Note
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that we used Rule 1 with b = 1.2. There was no a for this situation.)
 Variance of a Random Variable
Since we use the mean as the measure of center for a discrete random
variable, we’ll use the standard deviation as our measure of spread. The
definition of the variance of a random variable is similar to the definition
of the variance for a set of quantitative data.

Variance of a Discrete Random Variable

Suppose that X is a discrete random variable whose probability distribution is:
Value: x1 x2 x3 …
Probability: p1 p2 p3 …
and that µX is the mean of X. The variance of X is:

Var(X) = s X2 = (x1 − m X ) 2 p1 + (x 2 − m X ) 2 p2 + (x 3 − m X ) 2 p3 + ...

=  (x i − m X ) 2 pi

To get the standard deviation of a random variable, take the square

root of the variance.
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 Variance of a Random Variable
(Cont…)
41

Example: Consider tossing a fair coin 3

times.
Define X = the number of heads obtained.
Value 0 1 2 3 X = 0: TTT
Probability 1/8 3/8 3/8 1/8
X = 1: HTT THT TTH
X = 2: HHT HTH THH
The mean µ of X , μ X = 3 / 2 X = 3: HHH
2 2 2 2
s X = ( x1 − m ) p1 + ( x2 − m X ) p2 + ... + ( xk − m X ) pk
X
2 2 2 2
= (0 − 3 / 2) * 1 / 8 + (1 − 3 / 2) * 3 / 8 + ( 2 − 3 / 2) * 3 / 8 + (3 − 3 / 2) * 1 / 8
= 9 / 4 *1 / 8 + 1 / 4 * 3 / 8 + 1 / 4 * 3 / 8 + 9 / 4 *1 / 8
= 2(9 / 32 ) + 2(3 / 32 ) = 2(12 / 32 ) = 24 / 32 = 3 / 4 = 0.75
 Example: Apgar Scores―How
Variable Are They?
Consider the random variable X = Apgar Score
Compute the standard deviation of the random variable X and
interpret it in context.

Value: 0 1 2 3 4 5 6 7 8 9 10
Probability: 0.001 0.006 0.007 0.008 0.012 0.020 0.038 0.099 0.319 0.437 0.053

s X2 =  (x i −mX ) 2 pi
= (0 − 8.128)2 (0.001) + (1− 8.128)2 (0.006) + ...+ (10 − 8.128)2 (0.053)
= 2.066 Variance

s X = 2.066 = 1.437
The standard deviation of X is 1.437. On average, a randomly selected
baby’s Apgar score will differ from the mean 8.128 by about 1.4 units. 42
 Variance of a Random Variable
(Cont…)
43

Variance of a Continuous Random Variable

If X is a continuous random variable with probability distribution f(x)
then the variance of X is given by: 
Var ( X ) = s X =  ( X − m x ) 2 f ( x) dx
2

−

s X = E ( X 2 ) − ( E ( X )) 2
2
Theorem:

Example: Suppose we have a continuous random variable X

with probability density function given by
Calculate Var(X).
Solution:
Rules for Variances
Rules for Variances and Standard Deviations
Rule 1: If X is a random variable and a and b are fixed numbers,
then:
σ2a+bX = b2σ2X

Rule 2: If X and Y are independent random variables, then:

σ2X+Y = σ2X + σ2Y
σ2X-Y = σ2X + σ2Y
Rule 3: If X and Y are not independent but have correlation ρ, then:
σ2X+Y = σ2X + σ2Y + 2ρσXσY
σ2X-Y = σ2X + σ2Y ̶ 2ρσXσY

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 Rules for Means and Variance (Cont…)
Example:
45

You invest 20% of your funds in Treasury bills and 80% in an “index
fund” that represents all U.S. common stocks. Your rate of return of
over time is the proportional to that of the T-bills (X) and of the index fund (Y), such that
R = 0.2 X + 0.8 Y.

? ?
 The Law of Large Numbers
Suppose
46 we would like to estimate an unknown
mean µ.
We could select an SRS and calculate sample mean .
However, a different SRS would probably yield a different
sample mean.

How can x be an accurate estimate of μ? After all, different

random samples would produce different values of x.
If we keep on taking larger and larger samples, the statistic
x is guaranteed to get closer and closer to the parameter m.

The law of large numbers says that as the number of

observations drawn increases, the sample mean of the
observed values gets closer and closer to the mean µ of the
population.
4.5 General Probability Rules*

▪ Rules of probability
▪ General addition rules
▪ Conditional probability
▪ General multiplication rules
▪ Bayes’s rule
▪ Independence

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Probability Rules

Our study of probability has concentrated on random variables and their

distributions. Now we return to the laws that govern any assignment of
probabilities.

Rule 1. The probability P(A) of any event A satisfies 0 ≤ P(A) ≤ 1.

Rule 2. If S is the sample space in a probability model, then P(S) = 1.
Rule 3. If A and B are disjoint, P(A or B) = P(A) + P(B).
Rule 4. For any event A, P(AC) = 1 – P(A).
Rule 5. If A and B are independent, P(A and B) = P(A)P(B).

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 Venn Diagrams
Sometimes, it is helpful to draw a picture to display relations among several
events. A picture that shows the sample space S as a rectangular area and
events as areas within S is called a Venn diagram.

Two events that are not disjoint, and

the event “A and B” consisting of
Two disjoint events: the outcomes they have in common:

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 The General Addition Rule

Addition Rule for Disjoint Events

If A, B, and C are disjoint in the sense that no two
have any outcomes in common, then:

P(one or more of A, B, C) = P(A) + P(B) + P(C)

Addition Rule for Unions of Two Events

For any two events A and B:

P(A or B) = P(A) + P(B) – P(A and B)

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 Conditional Probability
The probability we assign to an event can change if we know that some
other event has occurred. This idea is the key to many applications of
probability.

When we are trying to find the probability that one event will happen
under the condition that some other event is already known to have
occurred, we are trying to determine a conditional probability.

The probability that one event happens given that another event is
already known to have happened is called a conditional probability.

When P(A) > 0, the probability that event B happens given that event A
has happened is found by:

P( A and B)
P( B | A) =
P( A)
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 The General Multiplication Rule

The definition of conditional probability reminds us that in principle all

probabilities, including conditional probabilities, can be found from the
assignment of probabilities to events that describe a random phenomenon.
The definition of conditional probability then turns into a rule for finding the
probability that both of two events occur.

The probability that events A and B both occur can be found using the general
multiplication rule:
P(A and B) = P(A) • P(B | A)
where P(B | A) is the conditional probability that event B occurs given that
event A has already occurred.

Note: Two events A and B that both have positive probability are independent if:
P(B|A) = P(B)
52
 The General Multiplication Rule
53

Example:
Suppose 29% of Internet users download music
files, and 67% of downloaders say they don’t care if the music
is copyrighted.
What is the percent of Internet users who download music
and don’t care about copyright.
Example:

Employed Unemployed Total

Male 460 40 500

Female 140 260 400
Total 600 300 900
 Tree Diagrams

Probability problems often require us to combine several of the basic rules

into a more elaborate calculation. One way to model chance behavior that
involves a sequence of outcomes is to construct a tree diagram.

Consider flipping a
coin twice.

What is the probability

of getting two heads?

Sample Space:
HH HT TH TT

So, P(two heads) = P(HH) = 1/4

54
Example
The Pew Internet and American Life Project finds that 93% of
teenagers (ages 12 to 17) use the Internet, and that 55% of online
teens have posted a profile on a social-networking site.
What percent of teens are online and have posted a profile?

P (online) = 0.93
P (profile | online) = 0.55

P(online and have profile)

= P(online)  P(profile | online)
= (0.93)(0.55)
= 0.5115
51.15% of teens are online and have
posted a profile.
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 Probability Trees: Example
56
29% of adult Internet users are 18 to 29 years old (event A1), another 47%
are 30 to 49 (event A2), and the remaining 24% are 50 and over (event A3).
47% of the 18 to 29 age group chat, as do 21% of the 30 to 49 age group
and just 7% of those 50 and over. What is the probability that a randomly
chosen user of the Internet participates in chat rooms?

P(C) = 0.1363 + 0.0987 + 0.0168

= 0.2518

About 25% of all adult Internet users take part in chat

rooms.
 Bayes’s Rule

An important application of conditional probabilities is Bayes’s rule. It is

the foundation of many modern statistical applications beyond the scope
of this textbook.

* Suppose that a sample space is decomposed into k disjoint events A1,

A2, … , Ak —none of which has a 0 probability—such that P(A1) + P(A2) +
… + P(Ak) = 1,

* Let C be any other event such that P(C) is not 0. Then

P(C | Ai ) P( Ai )
P( Ai | C ) =
P(C | A1 ) P( A1 ) + P (C | A2 ) P ( A2 ) + + P (C | Ak ) P ( Ak )

However, it is often intuitively much easier to work out answers with a

probability tree than with these lengthy formulas.

57
 Example
If a woman in her 20s gets screened for breast cancer and receives a positive test
result, what is the probability that she does have breast cancer?
Diagnosis
Disease sensitivity 0.8
incidence Positive
Cancer
0.0004 Negative False negative
0.2
Mammography
0.1 False positive
0.9996 A12 Positive
No cancer
Incidence of breast A12 Negative
cancer among 0.9
Diagnosis
women ages 20–30 specificity Mammography
performance

is cancer, is no cancer, and C is a positive test.

P (pos | cancer) P (cancer)
P (cancer | pos) =
P (pos | cancer) P (cancer) + P (pos | no cancer) P (no cancer)
0.8(0.0004 )
=  0 .3 %
0.8(0.004 ) + 0.1(0.9996 ) 58
Independence again 59

If two events A and B do not influence each other, and if knowledge about
one does not change the probability of the other, the events are said to
be independent of each other.

Multiplication Rule for Independent Events

Two events A and B are independent if knowing that one occurs does
not change the probability that the other occurs. If A and B are
independent:
P(A and B) = P(A)  P(B)

Note: Two events A and B that both have positive probability are also
independent if:
P(B|A) = P(B)