Elementary Probability
1.1.
E1n E2 =
E2) = P (E1) + P
(E2).
Independent event: two events E1 and E2 are said to be independent if the occurrence or non
occurrence of one cannot affect the occurrence or non occurrence of the other.
Equally likely outcomes: - if each outcome in a sample space has the same chance to be
occurred.
Exa0mple In throwing a fair die all possible outcomes are equally likely. That means the
elements of the sample space have equal chance to be occurred.
Definition of probability
Probability:-is a chance (likely hood) of occurrence of an event. It is expressed by a numerical
value between 0 and 1 inclusively. Probability is a building block of inferential statistics.
Counting techniques:
1
In order to determine the number of out comes one can use several rules of counting.
1. Multiplication rule: - in a sequence of n events in which the first event has k1 possibilities, the
k2
possibilities,, the nth event has kn possibilities, then the total possibilities of
K4
10
26*26*10*10=67600(with repetition)
26*25*10*9=58500 (with out repetition)
2. Permutation: is an arrangement of n objects in a specific order. In this case order is crucial.
a) The number of permutations of n objects taken all together is n! i.e.
n! / (n-n)!
b) The arrangement of n distinct objects in a specific order taking r objects at a time is given by
nPr =n!/(n-r)!= n(n-1)(n-2)..(n-r-1)
c) The number of permutation of n objects in which k1 are alike, K2 are alike, kn are alike is
n! / k1!k2!....kn!
Example: a photographer wants to arrange 3 persons in a raw for photograph. How many
different types of photographs are possible?
Solution:
Assume 3 persons Aster (A), lemma (L), Yared (Y) and n=3
Since n! =3! = 3*2! = 6, there are 6 possible arrangement ALY, AYL, LAY, LYA, YLA and YAL
Example2: fifteen athletes including Haile were entered to the race.
a) In how many different ways could prizes for the first, the second and the third place be
awarded?
b) How many of the above triplets just counted have if Haile is in the first position?
Solution:
a) 15 objects taken 3 at a time 15P3=15! / (15-3)! = 2730
b) There are 14P2= 14! / (14-2) = 182
2
3. Combination: - counting technique in which the order of the objects is immaterial. Selection
The
Example: in the experiment of tossing a coin and a die together, find the probability of an event
E consisting head and even numbers.
Solution: S={H1,H2,H3,H4,H5,H6,T1,T2,T3,T4,T5,T6} then
E= {H2, H4, H6} thus, P (E) =n (E)/n(S) =3/12=1/4
Let S be sample space of an experiment, P is called probability function if it satisfies the
following condition
0 < P (A) 1, for each event A, P (A) is called probability of A
Where P (S) = 1
Ai
Similarly P (
i 1
) =P (
)+P(
) ++ P (
B) = P (A) + P (B)
P( A )
=
i 1
Then
the
ratio
k/n
is
called
the
relative
frequency
of
event
A.
In other words given a frequency distribution, the probability of an event (E) being in a
total
frquency of a class
frequency in the distributi on
S=A
A A =
P ( A n A)=0
P(S) = P (A
A) = P (A) + P (A) - P( An A)
1= P (A) + P (A) - 0
1= P (A) + P (A)
P (A) = 1 - P (A)
P (A B) = P (B)-P (A
Proof: B =S
B)
B = (A
A)
B = (A
B)
(A B)
B) +P (A B)
P (A B) = P (B) P (A B)
=> P (B) = P (A B)
Rule 3: Suppose A and B are two events of a sample space, then
P (A
B) = P (A) + P (B) - P (A
B)
Example: A fair die is thrown twice. Calculate the probability that the sum of spots on the face
of the die that turn up is divisible by 2 or 3.
Solution:
S= {(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),(5,4),(5,5),
(5,6),(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}
This sample space has 6*6 =36 elements let E1 be the event that the sum of the spots on the die
is divisible by 2 and E2 be the event that the sum of the spots on the die is divisible by 3, then
E2)
E2)
P (A/B) = P (A
Remark: (i) P (A
(iv) if A and B are independent events, then P(A/B) =P(A) and P(B/A) =P(B) two events
are independent if the occurrence of B doesnt affect the occurrence of A. i.e. P(A/B) =P(A
B)/P(B)
P (A
Hence P (A
B) = P (A)* P (B)
Example: Suppose that an office has 100 calculating machines. Some of them use electric power
(E) while others are manual (M) and some machines are well known (N) while others are used
(U). The table below gives numbers of machines in each category. A person enter the office picks
a machine at random and discovers that it is new. What is the probability that it is used with
electric power?
E
40
M
30
U
Total
20
10
60
40
Total
70
30
100
Chapter seven
Probability Distributions
Probability distribution: is a list of all the possible out comes of an experiment and the
probability associated with each out come.
Example: Suppose we are interested in the number of heads showing face up on 3 tosses of coin.
This is the experiment and the possible outcomes are 0 heads, 1 head, 2 head, and 3 heads. What
is the probability distribution for the number of heads?
Solution: The experiment has 8 possible outcomes, and below is the list of all the outcomes.
Possible
result
1.
2.
3.
4.
5.
6.
7.
8.
st
1
T
T
T
T
H
H
H
H
Coin toss
2nd
3rd
T
T
No.Tof heads,
H x
H
T
0 H
H
1 T
T
2 T
H
3 H
T
Total
H
H
No. of heads
0
1
1
2
1
2
2
3
6.1. Random variables. A random variable is a quantity resulting from an experiment that can
assume different values.In any experiment of chance, the outcomes occur randomly. For
example, rolling a single die is an experiment; and any one of the six possible outcomes can
occur at a time.
A random variable may be either discrete or continuous.
i. Discrete random variable: a variable that results from counting and can assume only certain
clearly separated values of some item of interest.
Example: The number of heads in flipping a fair coin 5 times.
ii. Continuous random variable: a variable that results from measuring and can take any value
with in a certain range of values.
Example: The distance b/n Sodo & Addis Ababa could be 330 km, 330.5 km, 331.5 km. and
soon; depending on the accuracy of our measuring device.
6.2. Discrete probability distributions (probability mass function), expectation and variance
of discrete random variable
If we organize a set of discrete random variables in a probability distribution, the distribution is
called a discrete probability distribution; it is also called probability mass function (pmf). And
it can be summarized by its mean and variance.
Mean: The mean of a probability distribution is also referred to as expected value, E (x), and is
given by
Mean = E (x) =(x p(x))
P(x)= p (the possible value of random variable x).
Variance & standard deviation: Though the mean is a typical value used to summarize a discrete
probability distribution, it does not describe about the spread in the distribution, but the variance
does this.
( ( x ) 2 p ( x ) )
= x2p(x)
var iance
Standard deviation () =
Example: the following is the probability distribution for the number of cars a company expects
to sell on a particular day.
No. of cars sold, Probability. P(x)
x
0
0.1
7
1
0.2
2
0.3
3
0.3
4
0.1
Total
1.0
1. What type of distribution is it?
2. On a typical day, how many cars does the company expect to sell?
3. What is the variance of the distribution? What is the standard deviation?
Solution:
1. It is a discrete probability distribution.
= E (x) =(x p(x))
2.
= 0(0.1) +1(0.2) +2(0.3) +3(0.3) +4(0.1)
= 2.1.
Interpretation: Over a large number of days, the company expects to sell 2.1cars a day. Of
course, it is not possible for him to sell exactly 2.1 cars on any particular day; thus the mean is
sometimes called the expected value.
3. 2 = x2p(x) 2 = (02(0.1)+12(0.2)++42(0.1)) - (2.1)2 = 1.29
1.29
1.136
C = combination
8
n= number of trials
x=number of successes
p=the probability of success
q=1-p=the probability of failure
Mean of a binomial distribution
= np
Variance of a binomial distribution
2 = npq
Example: There are 5 flights daily from Addis Ababa to Washington, suppose the probability that
any flight arrives late is 0.2. What is the probability that
a. None of the flights are late today?
b. Exactly one flight is late today?
c. Construct the entire probability distribution
d. What is the probability that more than 4 flights are late?
e. Between 2 and 4 (inclusive) flights are late?
f. What is the mean?
g. What is the variance?
Solution: given that the probability of a particular flight is late is 0.2, and thus the probability
that a particular flight is not late is 0.8. There are 5 flights, so n = 5, and x refers to the number of
successes. In the questions a to e, we are asked about the late flights, so here let success = late
flight. Then p = 0.2, and q = 0.8.
a. P (none of the flights are late today) = P (0 flights are late) = P (x = 0)
P ( x ) n c x ( p x )( q n x )
P (0) 5 c0 (0.2 0 )( 0.8 50 )
=0.3277
b. P (exactly one flight is late today) = P (1 flight is late) = P (x = 1)
P (1) 5 c1 (0.21 )(0.8 51 ) 0.4096
c. The entire distribution is
Number of
P (x)
late flights, x
0
0.3277
1
0.4096
2
0.2048
3
0.0512
4
0.0064
5
0.0003
Total
1.0000
d. P (x > 4) = P (x = 5) = 0.0003
e. P (2 x 4) = P (x = 2) + P (x = 3) + P (x = 4) = 0.2048 + 0.0512 + 0.0064 = 0.2624
= np = 5 * 0.2 = 1 late flight or 5 * 0.8 = 4 not late flights
f.
g.
c. P (x = 5/30 minutes)
Here, as we are asked per 30 minutes, we should change the value per 30 minutes; thus
800
10 customers
10 customers
5 customers
hour
60 min utes
30 min utes
80
=
5 5 2.71828 5
(10)5 x 2.71828
0.175
5!
5!
P (x = 5) =
6.4. Continuous probability distribution
Continuous probability distribution is also called probability density function (pdf)
Let x be a continuous random variable, then the pdf of x is a function f(x), such that for any two
numbers a and b with a b
b
P a x b f ( x)dx
x b
P (a
)=
Which is the area under the curve bounded by x=a and x=b
If f(x) is pdf of x
1. f(x) 0 for all x
f ( x)dx 1
2.
i.e. area under the graph of f(x) must equals 1, since the sum of relative frequencies is 1.
Example: The diameter of an electronic cable, say x, is assumed to be continuous random
variable with pdf f(x)=6x(1-x), 0 x 1
1. Check f(x) is pdf
2. Determine number b such that P(0.5<x<0.9)
So/n: 1. To check f (x) is pdf, we should check the two points
i. f(x) 0 for all x Simple trial and error check can show us f (x) 0
f ( x)dx 1
ii.
1
6x 2
0 6 x(1 x)dx 0 (6 x 6 x )dx 0 6 xdx 0 6 x dx 2
2
11
1
0
6x 3
1
0
32 1
xf ( x)dx x f (x) d
E(x) = =
1.
(x )
2. Var (x)==
f ( x)dx
f ( x )dx 2
Example: Calculate the E(x) and Var (x), for the following function
f(x) = 2x, 0 x 1
So/n: 1. E (x) =
2x 3
0
0
1
b.
2
3
var (x)=
1
2
x f ( x)dx x 2 xdx
3
0
4
2 x dx
9
0
3
2x 4
f (t )dt; x
F(x)= P (X x) =
Properties
1. 0 F(x) 1
F ' ( x) f ( x )
2.
3. F(- )= 0, F( )=1
P(a x b) F (b) F (a )
4.
Example Given f(x) = 6x (1-x), 0 x 1 ,
1. Find F(x)
12
4 2 4 2
1
9 4 9 36 18
P(0.3 x 0.8)
2. what is the
So/n: 1. F (x) =
x
f (t )dt; x 6t (1 t )dt ;0 x 1
6t 2
6tdt 6t dt
2
0
0
x
6t 3
F ( x) 3x 2 2 x 3
=>
P(0.3 x 0.8)
2.
x 2
1
2
f
(
x
)
dx
e
dx 1
13
z
1
e
2
P (Z) =
Properties of the standard normal distribution:
The same as normal distribution, but the mean is zero and the variance is one.
Areas under the standard normal distribution curve have been tabulated in various ways.
The most common ones are the areas between Z = 0 and a positive value of Z.
Given a normal distributed random variable X with mean and standard deviation .
b x a
P(
P (a<X<b)
x a
x
P( X a ) P
But,
Standard normal r.v.
a
P
Note: i) P (a<x<b) = P (a<=X<b)
= P (a<X<=b)
=P (a<=X<=b)
P( Z ) 1
ii)
a Z b P Z b
P Z a
forq b
iii) P
Consider the situations under the standard normal curve. It is clear that
P 0 Z 0.5 P Z 0
i)
ii)
14
P Z Z 0 P Z 0 P( Z 0 Z 0)
iii)
iv)
i) p(Z<Z0)
ii) p(Z>Z0)
0 Z1
Z2
0 Z0
Z0 0
iii) p (Z1<Z<Z2)
As the value of
Z1
Z2
increases, the curve becomes more and more flat and vice versa.
c) P(0<Z<0.96)
d) p(-1.45 <Z<0)
Solution: a)
-2.2
1.2
P (-2.2<Z<1.2) = P (0<Z<1.2) +p (-2.2<Z<0)
= p (0<Z<1.2) +P (0<Z<2.2)
= 0.3849+0.4861
= 0.8710
b)
= P (Z>1.05) = 1 - P (0<Z<1.05)
= 1-0.8531 = answer
c) P (0<Z<0.96) = 0.3315
d) P (-1.45 <Z<0) = P (0<Z<1.45)
= 0.4265
NOTE: By determining the z- value, we can find the area or the probability under any normal
curve by referring to the standard normal distribution table.
15
a.
a.
b.
c.
Example: The average satellite transmission is 150 seconds, with a standard deviation of 150
seconds. Time appears to be normally distributed. What is the probability that a call will last
between 125 and 150 seconds
e. less than 125 seconds
between 145 and 155 seconds
f. between 160 and 165 seconds
more than 175 seconds
g. between 135 and 140 seconds
16
d.
e.
= 150
=
125
150
P(
<Z <
)
P(
125150
150150
<Z <
)
= P (-1.67 < Z <O)
15
15
17