Probability Concepts

Learning Objectives
 Define Experiment, Outcome, Event,
Sample Space, and Probability
 Explain How to Assign Probabilities
 Use a Venn Diagram, Contingency Table,
or Tree Diagram to Find Probabilities
 Describe and Use Probability Rules
 Probability Basics
 Most applications of probability theory to
statistical inference involve large populations.
 However, the fundamental concepts of
probability are most easily illustrated and
explained with relatively small populations
and games of chance.
 Most examples in this chapter are designed
expressly to demonstrate clearly the principles
of probability.
 Probability Experiments
A probability experiment is an action or process whose outcome
cannot be predicted with certainty.

Example: Rolling a die and observing the number that is

rolled is a probability experiment.
The result of a single trial in a probability experiment is the
outcome.
The set of all possible outcomes for an experiment is the
sample space.
Example: The sample space when rolling a die has six
outcomes. {1, 2, 3, 4, 5, 6}
 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

2, 4, 6. That is, A = {2, 4, 6}.
 Probability of Events

Three methods for determining the probability

of an event:
1) the classical method
2) the empirical method
3) the subjective method
 Classical Probability
Classical (or theoretical) probability is used when each outcome
in a sample space is equally likely to occur.
The classical probability for the event E is given by
Number of outcomes in event
P (E ) 
Total number of outcomes in sample space

Example: A die is rolled. Find the probability of the event

A: “rolling a 5”.

There is one outcome in the event A, namely, A = {5}

1
P (A )   0.167
“Probability of 6
Event A.”
 Classical Probability

Example: A die is rolled. Find the probability of Event E:

rolling an even number.

In this case the event E is E = {2,4,6}

3
P (E )   0.5
6
 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.
Frequency of Event E f
P (E )  =
Total frequency N

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?

12
P (cr u ise)   0.24
50
Probabilities with Frequency Distributions
Example: The following frequency distribution represents the ages
of 30 students in a statistics class. If a student is selected at random,
what is the probability that the student is between 26 and 33 years
old?

Ages Frequency f
8
18 – 25 13 P (age 26 to 33) 
30
26 – 33 8
 0.267
34 – 41 4
42 – 49 3
50 – 57 2
 f  30
 Law of Large Numbers
As an experiment is repeated over and over, the
empirical probability of an event approaches the
theoretical (actual) probability of the event.

Example:
Sally flips a coin 20 times and gets 3 heads. The empirical
probability is 3/20. This is not representative of the
theoretical probability which is 1/2. As the number of
times Sally tosses the coin increases, the law of large
numbers indicates that the empirical probability will get
closer and closer to the theoretical probability.
Basic Properties of Probabilities

The probability of an event E is between 0 and 1,

inclusive. That is 0  P(E )  1.
Impossible 0.5 Certain
to occur Even to occur
chance
More Examples
 Example 1
When two balanced dice are rolled, 36 equally likely
outcomes are possible, as shown in the figure below.
That is, the sample space for this experiment is
 Example 1
Find the probability that

a. The sum of the dice is 8.

b.Doubles are rolled; that is, both dice come up

the same number.
 In this experiment the sample space has N = 36
possible outcomes.
 The event “sum of eight” can occur in 5 different
ways. Therefore
5
P("sum of eight")   0.139
36

 If we let D be the event doubles are rolled, then

6 1
P( D)    0.167
36 6
 Example 2
 Family Income. The U.S. Bureau of the Census
compiles data on family income and publishes its
findings in Current Population Reports. The table
in the next slide gives a frequency distribution of
annual income for U.S. families.
 A U.S. family is selected at random, meaning that
each family is equally likely to be the one obtained
(simple random sample of size 1).
 Example 2
 Determine the probability that the family selected
has an annual income of
a. between $50,000 and
$74,999,
inclusive.
b. between $25,000
and $74,999,
inclusive.
 Example 2
Let A be the event “the family selected has an annual
income of between $50,000 and $74,999, inclusive”.

15676
P ( A)   0.219
71535
 Example 2
Let B be the event “the family selected has an annual
income of between $25,000 and $74,999, inclusive”.

8996  12192  15676

P( B) 
71535
36864
P( B)   0.515
71535
 Quick Examples
Experiment Sample Space
Toss a Coin, Note Face {Head, Tail}
Toss 2 Coins, Note Faces {HH, HT, TH, TT}
Select 1 Card, Note Kind {2, 2, ..., A (52)
Select 1 Card, Note Color {Red, Black}
Play a Football Game {Win, Lose, Tie}
Inspect a Part, Note Quality {Defective, OK}
Observe Gender {Male, Female}
 Quick Event Examples
Experiment: Toss 2 Coins. Note Faces.
Event Outcomes in Event
1 Head and 1 Tail {HT, TH}
Heads on 1st Coin {HH, HT}
At Least 1 Head {HH, HT, TH}
Heads on Both {HH}
Sample Space {HH, HT, TH, TT}
Visualizing Sample Space and
Events
1. Listing
• S = {Head, Tail}
2. Venn Diagrams
3. Contingency Table
4. Decision Tree Diagram
 Venn Diagrams
A Venn diagram is a graphical representation of
the sample space and events

S The box represents

the sample space S.
A

Shaded area
represents event A.
 The Complement of an Event
The complement of an event A, denoted by A, is the
event consisting of all outcomes that are not in A
Alternative Notation: Ac (A-complement) or ~A (not-A)

Ac
 Compound Events
 Intersection of events A, B
• Set of outcomes common to both events A and B
• ‘AND’ Statement
• . Symbol (i.e., A  B)
 Union of events A, B
• Set of outcomes in either events A or B or both
• ‘OR’ Statement
• . Symbol (i.e., A  B)
 Intersection of Two events
The intersection of the events A and B is the event consisting
of all outcomes that are in both A and B.
Notation: A  B , A and B

A B A
B

B B
A
A
 Mutually Exclusive Events
Events A and B are disjoint or mutually exclusive if they
cannot occur simultaneously Thus, A and B are mutually
exclusive if and only if A  B = .

A B

A collection of (two or more) events is mutually exclusive if

all pairs of events from the collection are mutually exclusive.
 Union of Two events
The union of the events A and B is the event consisting of
all outcomes that are in both A or B.
Notation: A  B , A or B

A B A
B

B B
A
A
Some Rules of Probability
Some Rules of Probability
Some Rules of Probability

A B

S
 A Classical Example
The Standard deck of 52 playing
cards
 The cards are ranked from high to low in the
following order:
Ace, King, Queen, Jack, 10, 9, 8, 7, 6, 5, 4, 3, 2.
 Aces are ALWAYS high. Aces are worth more
than Kings which are worth more than Queens
which are worth more than Jack, and so on.
 The cards are also separated into four suits. The
suits are:

Clubs: 
Spades: 
Hearts: 
Diamonds: 
 ……

……

……

……

4 Aces 12 Face Cards Numbered Cards From 2 to 10

16 Lettered Cards 36 Numbered Cards

 When we perform the experiment of randomly
selecting one card from the deck, one of the 52 cards
of the deck will be obtained. Thus, the sample space is
Events - Unions - Intersections
 Randomly select one card from the deck. What
is the probability that the selected card
 Is a face card?
 Is a club?
 Is a heart and less than 8?
 Is a heart or less than 8?
 Is a black ace?
 Is red and higher than ten?
 Independent Events
 Two events A and B are independent if the
occurrence of one does not affect the
probability of the occurrence of the other.
 Similarly, several events are independent if the
occurrence of any one of them does not affect
the probabilities of occurrence of the others.
 If A and B are not independent, they are said
to be dependent.
 Examples
 You select two cards, one at a time, from the
standard deck of cards. What is the probability
that both are red if
• Before selecting the second card you put back in
the deck the first one you selected? (selection with
replacement)
• You do not replace the first in the deck?
 Are these events independent, dependent?
 Examples
 Suppose that we want to have a queen. With
the first draw of a card, the chances of getting
a queen are 4 out of 52 cards. If we get a
queen in the first draw, then the probability of
getting queen in the second draw will be 3 out
of 51 cards. Thus, these are said to be the
dependent events, since the probability of the
second event depends on the outcome of the
first draw.
 Tree Diagram
Experiment: Toss 2 Coins. Note Faces.

H HH
H
T HT
Outcomes
H TH
T
T TT
S = {HH, HT, TH, TT} Sample Space
 Probability Tree
Experiment: Toss 2 Coins. Note Faces.
1
2 H HH P(HH)  0.25
1
2 H
1
2 T HT P (HT)  0.25
1
1
2 H TH P (TH)  0.25
2
T
1
2 T TT P (TT)  0.25
S = {HH, HT, TH, TT}
 Another Example
 In a bag there are three red balls and two blue balls.
 The experiment consists in selecting at random one
ball from the bag and tossing a coin.
 What is the probability of getting a red ball and a
head?
 What is the probability of getting a blue ball?
First we draw the probability tree for the experiment

1
2 H RH P (RH)  0.3
3
5 R
1
2 T RT P (RT)  0.3
1
2
2 H BH P (BH)  0.2
5
B
1
2 T BT P (BT)  0.2

S = {RH, RT, BH, BT} Sample Space

 Event Probability Using
Contingency Table
 Suppose every the element in the sample space S
can be classified as being either in A1 or in A2 but
not both. That is S = A1  A2 and A1  A2= 
 Also, suppose every the element in the sample space
S can be classified as being either in B1 or in B2 but
not both. That is S = B1  B2 and B1  B2= 
 Event Probability Using
Contingency Table

B1 B2 Total

A1 P(A1  B1) P(A1  B2) P(A1)

A2 P(A2  B1) P(A2  B2) P(A2)

Total P(B1) P(B2) 1

Joint Probability Marginal Probability

 Example: ASU Faculty
Data from one year on the variables age and rank of ASU faculty
members yielded the contingency table shown in following table.
Example: ASU Faculty
Joint Frequency Distribution
Example: ASU Faculty
Joint Probability Distribution
 Example: ASU Faculty

 Suppose that an ASU faculty member is selected

at random.
 Determine the probability that the faculty member
selected is in his or her 50s.
 Determine the probability that the faculty member
selected is at least associate in his or her 40s.
 Example: ASU Faculty
 Determine the probability that the faculty
member selected is in his or her 50s.

253
P ( A4 ) 
1164
P ( A4 )  0.217
 Example: ASU Faculty
 Determine the probability that the faculty member
selected is at least associate in his or her 40s.

P ( A3 and ( R1 or R2 )) 
156  125

1164
 0.241