Probability

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 Probability Experiments
Experiment : An experiment is an act that can be repeated
under given condition.
Example:
Rolling a die and observing the
number that is rolled in a probability
experiment.
Outcome: The results of an experiment are known as
outcome.
Sample space: The set of all possible outcomes for an
experiment is called sample space.
Example:
The sample space when rolling a die has six outcomes.
{1, 2, 3, 4, 5, 6}
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 Events
An event consists of one or more outcomes and is a subset of
the sample space.
Events are represented
by uppercase letters.
Example:
A die is rolled. Event A is rolling an even number.

A simple event is an event that consists of a single outcome.

Example:
A die is rolled. Event A is rolling an even number.
This is not a simple event because the outcomes of event
A are ………?

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 Classical Probability
Classical (or theoretical) probability is used when each
outcome in a sample space is equally likely to occur. The
classical probability for event E is given by

Example 1:
A die is rolled.
Find the probability of Event A: rolling a 5.
There is one outcome in Event A: {5}
P(A) =
“Probability of
Event A.”

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Example 1
• Toss a fair coin twice. What is the probability of
observing at least one head?
1st Coin 2nd Coin Ei P(Ei)
HH
HH 1/4
HH HH
TT HT
HT 1/4
HH TH 1/4
TH
TT 1/4
TT TT
TT

P(at
P(atleast
least11head)
head)
==P(E
P(E1))++P(E
P(E2))++P(E
P(E3))
1 2 3

==1/4
1/4++1/4
1/4++1/4
1/4==3/4
3/4
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 Example 2
⚫ A bowl contains three marbles, one red, one blue and
one green. A child selects two marbles at random. What
is the probability that at least one is red?
1st M&M 2nd M&M Ei P(Ei)
m
m RB
RB 1/6
m P(at
P(atleast
least11red)
red)
RG
RG 1/6
==P(RB)
P(RB)++P(BR)+
P(BR)+P(RG)
P(RG)+P(GR)
+P(GR)
m
m BR
BR 1/6
==4/6
4/6==2/3
2/3
m BG 1/6
BG
m m GB
GB 1/6
m GR
GR 1/6

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 Examples
Example:
1)An unbiased dice is rolled. Find the probability that is
shows even number face.
2)Two unbiased dice are drawn simultaneously. Find the
probability that sum of the faces is divisible by 3?

3)Two coins are tossed, find the probability that two heads
are obtained.

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 Empirical Probability
Empirical (or statistical) probability is based on observations
obtained from probability experiments. The empirical frequency
of an event E is the relative frequency of event E.

Example:
A travel agent determines that in every 50 reservations she
makes, 12 will be for a cruise.
What is the probability that the next reservation she makes
will be for a cruise?
P(cruise) =

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 Empirical Probability Examples
Example:
The blood groups of 200 people is distributed as follows: 50
have type A blood, 65 have B blood type, 70 have O blood
type and 15 have type AB blood. If a person from this group
is selected at random, what is the probability that this person
has O blood type?
Solution: P(occurrence of an event) = Number of
favourable cases/Total number of cases
P(person selected has O blood type) =
70/[50+65+70+15]
= 70/200
= 7/20 or 0.14
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 Probabilities with Frequency Distributions
Example:
The following frequency distribution represents the ages of
30 students in a statistics class. What is the probability that
a student is between 26 and 33 years old?

Ages Frequency, f

18 – 25 13 P (age 26 to 33)
26 – 33 8
34 – 41 4
42 – 49 3
50 – 57 2

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Range of Probabilities Rule
The probability of an event E is between 0 and 1,
inclusive. That is

0 ≤ P(A) ≤ 1.
Impossible 0. Certain
to occur 5
Even to occur
chance

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Example: Toss two coins. The total number
of simple events is:
22 ×× 22 == 44
Example: Toss three coins. The total
number of simple events is:
22 ×× 22 ×× 22 == 88
Example: Toss two dice. The total number of
simple events is:
66 ×× 66 == 36
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 Event Relations
• The union of two events, A and B, is the
event that either A or B or both occur when
the experiment is performed. We write
A∪B

A B

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 Event Relations
• The intersection of two events, A and B, is
the event that both A and B occur when the
experiment is performed. We write A ∩ B.
S

A B

• If two events A and B are mutually

exclusive, then P(A ∩ B) = 0.
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 Event Relations
• The complement of an event A
consists of all outcomes of the
experiment that do not result in event A.
We write AC.
S
AC

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 Example
• Select a student from the classroom and
record his/her hair color and gender.
– A: student has brown hair
– B: student is female
– C: student is male
Mutually exclusive; B = C
C

•What is the relationship between events B and C?

•AC: Student does not have brown hair

•B∩C: Student is both male and female = ∅

•B∪C: Student is either male and female = all students = S

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 Two fair dices thrown

(1,1) (1,2) (1,3) (1,4) (1,5) (1,6)

(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

(a) Let A be an event that both dice shows even number and let B be an event that both dice shows
odd number. Is the event A and B disjoint?
(b) Is the two events independent?
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 Mutually Exclusive

When two events are mutually exclusive or disjoint, they

cannot both happen or cannot occur at the same time when
the experiment is performed. Once event B has occurred,
event A cannot occur, so that P(A|B)=0, or vice versa.

When two events are mutually exclusive or disjoint,

P(A|B)= 0
P(B|A)=0
P(A ∩ B)=0,

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 Mutually Exclusive Events
Example:
Decide if the two events are mutually exclusive.

Event A: Roll a number less than 3 on a die. Event

B: Roll a 4 on a die.

A B
1
4
2

These events cannot happen at the same time, so the

events are mutually exclusive.
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 Mutually Exclusive Events
Example:

A single letter is chosen at random from the word SCHOOL.

Does the probability of choosing an S or an O mutually
exclusive?
Yes, these events are mutually exclusive since they cannot
occur at the same time.

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 Independent Event
Independent Event:
Two events are independent if the occurrence of one of the
events does not affect the probability of the other event. Two
events A and B are independent if

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

Events that are not independent called dependent event.

Example: Consider tossing a single die 2 times, and define two
events:
A: Observe a 2 on the first toss; P(A)=1/6
B: Observe a 2 on the second toss; P(B)=1/6

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Calculating Probabilities for Unions and Complements

• The Additive Rule for Unions:

• For any two events, A and B, the probability
of their union, P(A ∪ B), is

When two events are mutually exclusive or disjoint,

When two events are independent,

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 Example: Additive Rule
Example: Suppose that there were 120 students in
the classroom, and that they could be classified as
follows:
A: brown hair
Brown Not Brown
P(A) = 50/120
Male 20 40
B: female
P(B) = 60/120 Female 30 30

P(A∪
P(A ∪B)
B) == P(A)
P(A) ++ P(B)
P(B) –– P(A∩B)
P(A∩B)
== 50/120
50/120 ++ 60/120
60/120 -- 30/120
30/120 Check: P(A∪∪B)
Check: P(A B)
== 80/120
80/120 == 2/3
2/3 == (20
(20++ 30
30++ 30)/120
30)/120
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 A Special Case
When two events A and B are mutually exclusive,
P(A∩B) = 0 and P(A∪B) = P(A) + P(B).
A: male with brown hair Brown Not Brown
P(A) = 20/120 Male 20 40
B: female with brown hair Female 30 30
P(B) = 30/120
P(A∪∪B)
P(A B) == P(A)
P(A)++ P(B)
P(B)
A and B are mutually == 20/120
20/120++ 30/120
30/120
exclusive, so that
== 50/120
50/120
Example:
You roll a die. Find the probability that you roll a number less
than 3 or a 4.
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Calculating Probabilities for Complements

• We know that for any event A: AC

– P(A ∩ AC) = 0 A

• Since either A or AC must occur,

P(A ∪ AC) =1
• so that P(A ∪ AC) = P(A)+ P(AC) = 1

P(A
P(A )) == 11 –– P(A)
CC
P(A)

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 Example
Select a student at random from the
classroom. Define:
A: male Brown Not Brown
P(A) = 60/120 Male 20 40

B: female Female 30 30

A and B are P(B)

P(B) == 11 –– P(A)
P(A)
complementary, so
that == 11 –– 60/120
60/120 == 40/120
40/120

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 Complementary Events
The complement of Event E is the set of all outcomes in
the sample space that are not included in event E.
(Denoted E′ and read “E prime.”)
P(E) + P (E′ ) = 1 P(E) = 1 – P (E′ ) P (E′ ) = 1 – P(E)

Example:
There are 5 red chips, 4 blue chips, and 6 white chips in a
basket. Find the probability of randomly selecting a chip
that is not blue.
P (selecting a blue chip)

P (not selecting a blue chip)

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 Conditional Probabilities
• The probability that A occurs,
given that event B has occurred is
called the conditional probability
of A given B and is defined as

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 Example 1
• Toss a fair coin twice. Define
– A: head on second toss
– B: head on first toss

P(A|B)
P(A|B) == ½
½
HH
HH 1/4
P(A|not
P(A|not B)
B) == ½
½
HT
HT 1/4
P(A) does not
1/4 change, whether B
A and B are
TH
TH
happens or not… independent!
TT
TT 1/4

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The Multiplicative Rule for Intersections

• For any two events, A and B, the probability

that both A and B occur is
P(A
P(A∩∩ B)
B) == P(A)P(B|A)
P(A)P(B|A)

• If the events A and B are independent, then

the probability that both A and B occur is
P(A ∩ B)
P(A ∩ B) == P(A)
P(A) P(B)
P(B)

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 Example 1
In a certain population, 10% of the people can be classified as
being high risk for a heart attack. Three people are randomly
selected from this population. What is the probability that
exactly one of the three are high risk?

Define H: high risk N: not high risk

P(exactly
P(exactlyone
onehigh
highrisk)
risk) == P(HNN)
P(HNN)++ P(NHN)
P(NHN) ++ P(NNH)
P(NNH)
== P(H)P(N)P(N)
P(H)P(N)P(N) ++ P(N)P(H)P(N)
P(N)P(H)P(N)++ P(N)P(N)P(H)
P(N)P(N)P(H)
== (.1)(.9)(.9)
(.1)(.9)(.9) ++ (.9)(.1)(.9)
(.9)(.1)(.9)++ (.9)(.9)(.1)=
(.9)(.9)(.1)= 3(.1)(.9)
3(.1)(.9) 2 == .243
2
.243

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 Example 2
Suppose we have additional information in the previous
example. We know that only 49% of the population are
female. Also, of the female patients, 8% are high risk. A
single person is selected at random. What is the probability
that it is a high risk female?
Define H: high risk F: female
From
From the
theexample,
example, P(F)
P(F) == .49
.49 and
andP(H|F)
P(H|F) == .08.
.08.
Use
Usethe
the Multiplicative
MultiplicativeRule:
Rule:
P(high
P(highrisk
riskfemale)
female) == P(H∩F)
P(H∩F)
== P(F)P(H|F)
P(F)P(H|F) =.49(.08)
=.49(.08) == .0392
.0392

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 The Law of Total Probability
• Let S1 , S2 , S3 ,..., Sk be mutually exclusive
and exhaustive events (that is, one and only
one must happen). Then the probability of
another event A can be written as

P(A)
P(A) == P(A
P(A∩∩ SS11)) ++ P(A
P(A∩∩ SS22)) ++ …
… ++ P(A
P(A∩∩ SSkk))
== P(S
P(S11)P(A|S
)P(A|S11)) ++ P(S
P(S22)P(A|S
)P(A|S22)) ++ …
… ++ P(S
P(Skk)P(A|S
)P(A|Skk))

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 The Law of Total Probability

S
1

A A
∩Sk
A∩ S
S1 S2
k
….

P(A)
P(A) == P(A
P(A∩∩SS11)) ++ P(A
P(A∩∩SS22)) ++ … …++ P(A
P(A∩∩SSkk))
== P(S
P(S11)P(A|S
)P(A|S11)) ++ P(S
P(S22)P(A|S
)P(A|S22)) ++ …
…++ P(S
P(Skk)P(A|S
)P(A|Skk))

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 Bayes’ Rule
• Let S1 , S2 , S3 ,..., Sk be mutually exclusive and
exhaustive events with prior probabilities P(S1),
P(S2),…,P(Sk). If an event A occurs, the posterior
probability of Si, given that A occurred is

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 Example
From a previous example, we know that 49% of the
population are female. Of the female patients, 8% are high
risk for heart attack, while 12% of the male patients are high
risk. A single person is selected at random and found to be
high risk. What is the probability that it is a male?
Define H: high risk F: female M: male

We
Weknow:
know:
P(F) .49
P(F)==
P(M)
P(M)== .51
P(H|F)
P(H|F)== .08
P(H|M)
P(H|M)== .12
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Example

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Example

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