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L10 ProbabilityRules
L10 ProbabilityRules
Addition and Multiplication Rules for Probability Lecture 10, STAT 2246
Julien Dompierre
D epartement de math ematiques et dinformatique Universit e Laurentienne
Julien Dompierre
Outline
Outline
Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules
Julien Dompierre
Outline
Outline
Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules
Julien Dompierre
Outline
Outline
For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a 6, B = {6} S . In probability theory, we say that the events A and B are mutually exclusive because they have no outcomes in common. In set theory, we say that the sets A and B are mutually exclusive because their intersection is empty. P (A B ) = n() 0 n(A B ) = = = 0. n(S ) n(S ) 6
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Julien Dompierre
Outline
For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a 6, B = {6} S . P (A B ) = n(A B ) n(A) n(B ) 3 1 = + = + = 4/6. n(S ) n(S ) n(S ) 6 6
Julien Dompierre
Outline
When two events are not mutually exclusive, we must subtract one of the two probabilities of the outcomes that are common to both events, since they have been counted twice. n(A B ) = n(A) + n(B ) n(A B ) A AB B
Julien Dompierre
Outline
When two events A and B of the same experiment are not mutually exclusive, the probability that A or B will occur is P (A B ) = n(A) + n(B ) n(A B ) n(A B ) = n(S ) n(S ) = P (A) + P (B ) P (A B ).
Note: This rule can also be used when the events are mutually exclusive, since (A B ) will always equal 0. However, it is important to make a distinction between the two situations.
Julien Dompierre
Outline
For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a number greater than 4, B = {5, 6} S . As A B = {1, 3, 5} {5, 6} = {5} = , the events A and B are not mutually exclusive. 4 3 2 1 + = 6 6 6 6
P (A B ) = P (A) + P (B ) P (A B ) =
Julien Dompierre
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AB AB C
AC C
B C
Julien Dompierre
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n(A1 A2 A3 A4 ) = n(A1 ) + n(A2 ) + n(A3 ) + n(A4 ) n(A1 A2 ) n(A1 A3 ) n(A1 A4 ) n(A2 A3 ) n(A2 A4 ) n(A3 A4 ) + n(A1 A2 A3 ) + n(A1 A2 A4 ) + n(A1 A3 A4 ) + n(A2 A3 A4 ) n(A1 A2 A3 A4 )
Julien Dompierre
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n(Ai ) n(Ai Aj )
1i <j n
n(Ai Aj Ak )
1i <j <k n
+ (1)
+
n+1
n(A1 A2 An )
Julien Dompierre
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Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules
Julien Dompierre
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The multiplication rules can be used to nd the probability of two or more events that occur in sequence. For example, if a coin is tossed and then a die is rolled, one can nd the probability of getting a head on the coin and a 4 on the die. These two events are said to be independent since the outcome of the rst event (tossing a coin) does not aect the probability outcome of the second event (rolling a die). Two events A and B are independent events if the fact that A occurs does not aect the probability of B occurring.
Julien Dompierre
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When two events are independent, the probability of both occurring is P (A B ) = P (A) P (B )
Julien Dompierre
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1. Multiplication rule 1 can be extended to three or more independent events by using the formula P (A B C K ) = P (A) P (B ) P (C ) P (K ) 2. In this sequence, the experiments may or may not be the same. If the experiments are the same, the events may or may not be the same.
Julien Dompierre
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When the outcome or occurrence of the rst event A aects the outcome or occurrence of the second event B in such a way that the probability is changed, the events A and B are said to be dependent events. The conditional probability of an event B in relationship to an event A is the probability that event B occurs given that the event A has already occurred. The notation for conditional probability is P (B |A). This notation does not mean that B is divided by A; rather, it means the probability that event B occurs given that event A has already occurred.
Julien Dompierre
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When two events are dependant, the probability of both occurring is P (A B ) = P (A) P (B |A)
Julien Dompierre
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The probability that the second event B occurs given that the rst event A has occurred can be found by dividing the probability that both events occurred by the probability that the rst event has occurred. The formula is P (B |A) = P (A B ) P (A)
Julien Dompierre
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Two events A and B are independent if P (B |A) = P (B ) and are dependent otherwise.
Julien Dompierre
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In some case, it is easier to compute the probability of the complement of an event than the probability of the event itself. This is still true for a sequence of events. Example: A coin is tossed 5 times. Find the probability of getting at least one tail. This is equal to 1 minus the probability of getting no tail at all, which is all heads. Find the probability of getting at most four tails. This is equal to 1 minus the probability of getting ve tails.
Julien Dompierre
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