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**Probabilistic Methods in Engineering
**

M/W 3-4:15

Prof. Vince Calhoun Prof. Vince Calhoun

Lecture 3: Counting/Conditional Lecture 3: Counting/Conditional

Review of Last Time

• Section 2.1

• Examples of experiments

• Sample Space & Examples

• Discrete

• Continuous

• Events & Examples

• Certain event

• Null event

• Set Operations

• Union

• Intersection

• Complement

• Section 2.2

• Probability law

• Corollary 1-7

• Discrete Sample Spaces & Examples

• Continuous sample spaces & examples

Reading

• This class: Section 2.3-2.4

• Next class: Section 2.5-2.5 (Jean Liu)

Outline

• Section 2.3

• Counting

• Sampling w/ & w/o replacement

• Permutations of n objects

• Section 2.4

• Conditional probability

• Bayes’ Rule

Enumeration or Counting Technologies

When the various outcomes of an

experiment are equally likely (the same

probability is assigned to each sample

event). Then the task of computing

probabilities reduces to counting. In

particular, if N(S) is the # of outcomes

contained in an event A, then

) (

) (

) (

S N

A N

A P =

Enumeration or Counting Technologies

Product Rule

Suppose that a set consists of an

ordered collection of r elements, and

that there are n

1

ways to choose the

first element, n

2

ways to choose the

second element, … n

r

ways to

choose the r-th element, then there

are n

1

× n

2

×n

r

possible r-tuples.

Note: ordering is relevant (ab ≠ ba)

with replacement

Enumeration or Counting Technologies

Permutations

Suppose the r-tuple is formed by selecting from a set

without replacement, so that an element can appear in at

most one of the k positions.

The number of ordered permutations of size r that can be

constructed from n objects is:

)! (

!

) 1 ( ) 2 )( 1 (

r n

n

P

r n n n n P

n

r

n

r

−

=

+ − − − = …

Note: ordering is relevant (ab ≠ ba)

without replacement

Enumeration or Counting Technologies

Combinations

The number of combinations (unordered selections)

of size r can be formed from n distinct objects is

specified by

⎟

⎟

⎠

⎞

⎜

⎜

⎝

⎛

r

n

or

n

r

C

)! ( !

!

! r n r

n

r

P

r

n

n

r

−

= =

⎟

⎟

⎠

⎞

⎜

⎜

⎝

⎛

Note: ordering is irrelevant (ab = ba)

without replacement

Misc: Remember binomial theorem

∑

=

−

⎟

⎟

⎠

⎞

⎜

⎜

⎝

⎛

= +

n

r

r n r n

b a

r

n

b a

0

) (

Enumeration or Counting Technologies

Summary

With Replacement Without Replacement

Order

relevant

(ab ≠ ba)

n

1

× n

2

×… n

r

)! (

!

r n

n

P

n

r

−

=

Order

irrelevant

(ab = ba)

! )! 1 (

)! 1 (

r n

r n

−

+ −

)! ( !

!

r n r

n

r

n

C

n

r

−

=

⎟

⎟

⎠

⎞

⎜

⎜

⎝

⎛

=

1,1 2, 1

1,2 2, 2

1, 2 2, 1

Conditional Probability

a. The probabilities assigned to various

events depends what is known about the

experimental situation when the

assignment is made.

b. Subsequent to the initial assignment,

partial information about or relevant to the

outcome of the experiment may become

available, and this information may cause

us to revise some of our probability

assignments.

c. P(A | B) = conditional probability of A given

that event B has occurred.

Conditional Probability

Let A and B be any two events in sample space Ω,

such that Pr(B) > 0 (i.e. Pr(B) ≠ 0).

Then the conditional probability of A, given that event

B has already occurred is denoted by Pr(A|B) and is

defined by:

Conditional Probability

Example:

Suppose that we randomly choose a family from the

set of all families with 2 children. Then, Ω =

{(g,g),(g,b),(b,g),(b,b)} (b=boy, g=girl) where we

assume that each event is equally likely.

Given the family has a boy, what is the probability

both children are boys?

Conditional Probability

Example (cont'd):

Let A be event 'both children are boys' and B event

'family has a boy'; we have to calculate Pr(A|B).

A = {(b,b)}, B={(g,b),(b,g),(b,b)} and A ∩ B = {(b,b)}.

Since each outcome is equally likely, we can use

the uniform probability distribution on Ω, then

Pr(B) = 3/4 and Pr(A ∩ B) =1/4 and therefore

Pr(A|B) = Pr(A ∩ B) / Pr(B)

= 1/4 / 3/4

= 1/3

Multiplication Rule

Let A and B be any two events in sample space Ω.

Then, by rearranging the definition of conditional probability,

Pr(A ∩ B) = Pr(A|B) Pr(B)

This can be extended to any n events. Let A, B and C be events, then,

Pr(A ∩ B ∩ C) = Pr(A | B ∩ C) Pr(B ∩ C)

= Pr(A | B ∩ C) Pr(B | C) Pr(C)

And so on to any number n of events A

1

, A

2

,...,A

n

Pr(A

1

,...,A

n

) = Pr(A

1

) Pr(A

2

|A

1

) Pr(A

3

|A1∩A

2

) ... Pr(A

n

|A1∩A

2

... ∩ A

n-1

)

Conditional Probability

• Continuing the baseball analogy, managers

frequently attempt to “play the percentages” by

setting up relatively favorable match-ups. For

example, if a particular hitter “owns” the pitcher,

is really hot at the time, or bats from the correct

side of the plate for the situation, the manager

can expect better odds for success than if these

facts were ignored (again, over the long run).

Bayes Theorem

Example: Drivers in the age-range 18-21 can be classified

into 4 categories for car insurance purposes:

What is the probability that a randomly chosen driver came

from category 3, given that he had no accident in the year?

0.2 0.4 0.6 0.8 Pr(no accidents in a year)

15 25 40 20 % of population in this category

4 3 2 1 Category

Bayes Theorem

Example (cont'd): What is the probability that a randomly chosen driver

came from category 3, given that he had no accidents in the year?

Let A be the event 'a person has no accidents' and B

i

the

event 'a person is from category i for i = 1,2,3,4'. We want

to calculate Pr(B

3

|A)

Using Bayes Theorem, we have:

Recall the data:

So, from the data, we know that Pr(B

3

) = 0.25 and Pr(A|B

3

) = 0.4

0.2 0.4 0.6 0.8 Pr(no accidents in a year)

15 25 40 20 % of population in this category

4 3 2 1 Category

Bayes Theorem

Example (cont'd): What is the probability that a randomly chosen

driver came from category 3, given that he had no accidents in the

year?

Using the Law of Total Probability, we have:

Pr(A) = ∑ Pr(A | B

i

) Pr(B

i

)

= 0.8 x 0.2 + 0.6 x 0.4 + 0.4 x 0.25 + 0.2 x 0.15

= 0.53

So, substituting into the general equation, we get:

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