Basics of probability

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Basics of probability

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Processes

Lecture no. (1)

Dr Sherif Rabia

Department of Engineering Mathematics and Physics,

Faculty of Engineering, Alexandria University

sherif.rabia@gmail.com

sherif.rabia@alexu.edu.eg

Part 1: Elements of probability theory

1.1 Basic definitions

1.2 Axioms of probability theory

1.3 Probability computations

1.4 Conditional probability

1.1 Basic definitions

1. Random experiment

An experiment

Procedure Observation

2. Sample space

Head or tail; {H, T} {1, 2, . . ., 6}

{1, 2, . . ., N} [0, T]

experiment is the set of all possible outcomes

5 Math 9 - 2015/2016 (second term)

More about sample space

Example 1.1 Example 1.2

Which sides? Which faces?

{HH, HT, TH, TT} {(1,1), . . ., (6,6)}

Example 1.3

. . . <until H appears> Which side(s)?

{H, TH, TTH, TTTH, . . .}

Discrete

Classification

S = {HH, HT, TH, TT}

S = {H, TH, TTH, . . . }

Sample

space Continuous

S = [0, T]

S = [0, [

6 Math 9 - 2015/2016 (second term)

3. Events

{Served in less 10 min} [0, 10[ S

{Wait for more than 30 min} ]30, T] S

Example 1.4

Throw a die once and observe the output face.

Let A = {Even number appears},

B = {Odd number appears},

D = {A number greater than 4 appears}.

Find and interpret A D, B D, Dc, A Dc, A B.

1.2 Axioms of probability theory

Probability interpretation

I. P(A) chance of appearance (degree of belief)

P(H) = 0.5,

P(T) = 0.5 P(Served in less 10 min) = 0.9

Equal chance Highly expected

Heads appear approximately for

1 2 ... N 50% of the trials.

1 2 ... N

Served in less than 10 min in

approximately 90% of the visits.

Axiomatic definition of probability

For any event A, P(A) satisfies the following axioms:

1. P(A) 0

2. P(S) = 1

3. If A, B are mutually exclusive (disjoint), then

P(A B) = P(A) + P(B)

P(A) 1

If A, B and C are mutually exclusive (disjoint) then

P(A B C) = P(A) + P(B) + P(C)

Deductions from the axioms

If P(A) satisfies the axioms, then:

1. P() = 0

2. P(Ac) = 1 P(A)

3. P(A Bc) = P(A) P(A B)

4. P(A B) = P(A) + P(B) P(A B)

Example 1.5

The probability that a scheduled flight departs on time is

0.95, arrives on time is 0.85, and departs and arrives on

time is 0.80.

arrives on time?

11 Math 9 - 2015/2016 (second term)

Homework

Sections covered

1.1 1.4

Problems

1.2.1, 1.2.2

1.3.1, 1.3.2

1.4.1, 1.4.2

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