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Module 1

PROBABILITY

Probability is a way of expressing knowledge or belief that an event will occur or has occurred. The word was derived from probity, a measure of the authority of a legal witness in a legal case in Europe, and often correlated with the witness’s nobility. In a sense, this differs much from the modern meaning of probability, which, in contrast, is used as a measure of the weight of empirical evidence, and is arrived at from inductive reasoning and statistical inference.

1.1

SAMPLE SPACE The set of all possible outcomes of a statistical experiment is called the sample space and is represented by the symbol S. Each outcome in a sample space is called an element or a member of the sample space, or simply a sample point.

Definition 1.1

Example: An experiment involves tossing a pair of dice, 1 green and 1 red, and recording the numbers that come up. If x equals the outcome on the green die and y the outcome on the red die, describe the sample space S by listing the elements (x,y). Solution: Tabulating the outcomes of tossing a pair of dice that is 1 1, 1 2, 1 3, 1 4, 1 5, 1 6, 1 2 1. 2 2, 2 3, 2 4, 2 5, 2 6, 2 Red(y) 3 4 1, 1, 3 4 2, 2, 3 4 3, 3, 3 4 4, 4, 3 4 5, 5, 3 4 6, 6, 3 4 5 1, 5 2, 5 3, 5 4, 5 5, 5 6, 5 6 1, 6 2, 6 3, 6 4, 6 5, 6 6, 6

Green(x)

1 2 3 4 5 6

Probability and Statistics

5 Definition 1. that is. (2.2).2). and if for each of these a second operation can be performed in n2 ways.4).1). (3.3).1).2 Definition 1.4).1). (3. denoted by the symbol A ∩ B.5). is the event containing all elements that are common to A and B.5).3).3). the Sample space consists of 36 sample points. (3.1). (1. N = n1n2 = (6)(3) = 18 possible ways Probability and Statistics . (3. COUNTING SAMPLE POINTS If an operation can be performed n1 ways. (3. (2.5).4).6). (1.6 1. of ways can a person arrange to go on sightseeing tour n1 = 6 no. Definition 1. (4. then the two operations can be performed together in n1n2 ways. (5. (4. (2. (2.1 Example: Registrants at a large convention are offered 6 sightseeing tours on each 3 days.6). (3.2).2).5). The complement of an event A with respect to S is the subset of all elements of S that are not in A. (4. (6. The intersection of two events A and B.1). (6. (2. (4.6).4 Definition 1.3). (1. (1. (4. of days offered for sightseeing Therefore. Two events A and B are mutually exclusive.2).3 Theorem 1. or disjoint if A ∩ B = ø.4). (6.4). of ways of sightseeing tours n2 = 3 no. (6. (4.Page |2 Or by listing method: S = {(1.1). if A and B have no elements in common. In how many ways can a person arrange to go on a sightseeing tour planned by this convention? Solution: Let N be the no.6).3). (5. We denote the complement of A by the symbol A’. (6.3).3 An event is a subset of a sample space.2 EVENTS Definition 1.2). (1.4). (5.5). (5. (5. (2.6)} Therefore. 1. The union of the two events A and B. (6.5). (5.6). denoted by the symbol A ∪ B. is the event containing all the elements that belong to A or B or both.

3 different heating systems.7 A permutation is an arrangement of all or part of a set of objects.…. and a patio or screened porch. choices of 4 designs n2 = 3. nk ways. then the sequence of k operations can be performed in n1n2. each different in designs. In how many ways can he place these houses on a street if 6 lots are on one side of the street and 3 lots are on the opposite side? Solution: The number of permutations of n distinct objects is n! Therefore.3 Example: A contractor wishes to build 9 houses. choices of heating system n3 = 4. carport.4The number of permutations of n distinct objects taken r at a time is Example: Two lottery tickets are drawn from 20 for first and second prizes. The number of permutation of n distinct objects is n! Theorem 1.Page |3 Theorem 1. and for each of the first two a third operation can be performed in n3 ways. Find the number of sample points in the sample space S. patio or screened porch) N = n1 n2 n3 n4 = (4)(3)(4) = 48 Definition 1. Example: A developer of a new subdivision offers a prospective home buyer a choice of 4 designs. choices of car park design (garage. and if for each of these a second operation can be performed in n2 ways. the number of ways = 9! = 362. and so forth.2 If a operation can be performed in n1 ways.880. Theorem 1. of different available plans n1 = 4. Solution: The total number of sample points is Probability and Statistics . a garage or carport. How many different plans are available to this buyer? Solution: Let N be the no.

Page |4 Theorem 1. 4 yellow.…. n2 elements in the second. and so forth.6 The number of distinct permutations of n things of which n1 are of one kind.5 The number of permutations of n distinct objects arranged in a circle is (n-1)!. and 2 blue bulbs be arranged in a string of Christmas tree lights with 9 sockets? Solution: The total number of distinct arrangements is Theorem 1. Example: How many ways can 7 people be assigned to 1 triple and 2 double rooms? Solution: The total number of possible partitions would be Probability and Statistics . n2 of a second kind. nk of a kth kind is Example: How many different ways can 3 red. is where n1 + n2 +…+ nr = n.7 The number of ways of partitioning a set of n objects into r cells with n1 elements in the first cell. Example: In how many ways can a caravan of 8 covered wagons from Arizona be arranged in a circle? Solution: The total number of sample points is (n .1)! = (8 – 1)! = 7! = 5040 ways Theorem 1.

150 contain \$25. Solution: The number of ways of selecting 2 Republicans from 4 is The number of ways of selecting 1 Democrat from 3 is Using Theorem 1. Therefore. An envelope may be purchased for \$25.8The number of combinations of n distinct objects taken r at a time is Example: From 4 Republicans and 3 Democrats find the number of committees of 3 that can be formed with 2 republicans and 1 Democrat. P(ø) = 0.4 PROBABILITY OF AN EVENT The probability of an event A is the sum of the weights of all sample points in A. we find the number of committees that can be formed with 2 Republicans and 1 Democrat to be N = (6)(3) = 18. then the probability of event A is Example: A box contains 500 envelopes of which 75 contain \$100 in cash. and 275 contain \$10.1.8 Theorem 1.Page |5 Theorem 1.9 If an experiment can result in any one of N different equally likely outcomes. 1. 0 ≤ P(A) ≤ 1. and P(S) = 1. and if exactly n of these outcomes correspond to event A. Definition 1. What is the sample Probability and Statistics .

probability of passing both courses is ¼. If the is the these Solution: If M is the event “passing mathematics” E is the event “passing English”.10 P (A∪ B) = P (A) + P (B) – P (A∩ B).Page |6 space for the different amounts of money? Assign probabilities to the sample points and then find the probability that the first envelope purchased contains less than \$100. If n1 = 75 contains \$100 n2 = 150 contains \$25 n3 = 275 contains \$10 N = 500 envelopes The probabilities to the sample points are: The probability that the first envelope purchased contains less than \$100 is: 1. the probability that Paula will pass at least one of the courses is Probability and Statistics . P (M) = 2/3.5 ADDITIVE RULES If A and B are any two events. what probability that Paula will pass at least one of courses? is 2/3. Solution: The sample space for the different amount of money is S = {\$10. then Theorem 1. and P (M∩E) = 1/4 By additive rule. \$100}. P (E) = 4/9. Example: The probability that Paula passes mathematics and the probability that she passes English is 4/9. Then. \$25.

….A3.Page |7 Corollary 1 If A and B e mutually exclusive. white.6).4).3).5). Since these four events are mutually exclusive. 0.(6. Theorem 1.An are mutually exclusive.(6. If A1. and B be the events that a buyer selects. Therefore. W.(5.6). we have The events A and B are mutually exclusive since a total of 7 and 11 cannot both occur on the same toss. For three events A. red.5)} Since all sample points are equally likely. what is the probability that a given buyer will purchase a new automobile that comes in one of those colors? Corollary 2 Solution: Let G.(3. B. then P (A∪ B) = P (A) + P (B). B = {(5.A3.09. respectively.(2.An is a partition of a sample space S. Example: If the probabilities are. respectively.…. white. a green.1)} B be the event that 11 comes up. then C. the probability is Corollary 3 If A1.23 that a person purchasing a new automobile will choose the color green. R.A2. and 0. 0.15. then P (A1∪ A2∪…∪ An) = P (A) + P (A2 +…+P (An) = P(S) = 1. red. then P (A1∪ A2∪…∪ An) = P (A1) + P (A2) +…+P (An).21. Example: What is the probability of getting a total of 7 or 11 when a pair of dice is tossed? Solution: Let A be the event that 7 occurs and A = {(1. or blue.11 Probability and Statistics .2). 0.A2.(4. or blue automobile.

respectively.6 CONDITIONAL PROBABILITY The conditional probability denoted by P(B⃒A).31 = 0. Probability and Statistics .78. P (E) = 1 .9 Example: The probability that a regularly scheduled flight departs on time is P(D) = 0. and the probability that it departs and arrives on time is P(D∩A)=0. (b) departed on time given that it has arrived on time. 0.83. 0. or 8 or more cars on any given workday are.28. the probability that it arrives on time is P(A) = 0. 7. given A. Find the probability that a plane (a) arrives on time given that it departed on time.24.82.19 = 0. 0.Page |8 P (A ∪ B ∪ C) = P (A) + P (B) + P(C) – P (A ∩ B) – P (A ∩ C) – P (B∩C) + P (A ∩B ∩C). Definition 1.19.P (E’) = 1 – 0. 5.12 If A and A’ are complementary events.10.07.10 Two events A and B are independent if and only if P(B⃒A) = P(B) and P(A⃒B) = P(A). then P (A) + P (A’) = 1 Example: If the probabilities that an automobile mechanic will service 3. 0.12 + 0. 0. and 0. is defined by of B. Solution: (a) The probability that a plane arrives on time given that it departed on time is (b) The probability that a plane departed on time given that it has arrived on time is Definition 1.69 1. 4. therefore. what is the probability that he will service at least 5 cars on his next day at work? Solution: Let E be the event that at least 5 cars are serviced E’ be the event that fewer than 5 cars are serviced Since P (E’) = 0.12. 6.31. Theorem 1.

B: the second card is a spade. The event are defined as A: the first card is an ace. We are interested in the union of the mutually exclusive events B1 ∩ B2 and W1 ∩ B2. and a second bag contains 3 white balls and 5 black balls. the drawing of a black ball from bag 1.13 occur. our sample space for both the first and second draws consists of 52 cards. and W1 represent. What is the probability that a ball mow drawn from the second bag is black? Solution: Let B1. A and B are dependent. a black ball from bag 2. One ball is drawn from the first bag and placed unseen in the second bag.7 MULTIPLICATIVE RULES If in an experiment the events A and B can both P (A∩ B) = P (A)P(B⃒ A). B2. respectively. Hence P (A⃒B) = P (B⃒A) = That is P(A⃒B) = P(A) or P(B⃒A) = P(B). The probability of drawing black ball from bag 2 after knowing that it was a black ball drawn from bag 1 The probability of drawing black ball from bag 2 after knowing that it was a white ball drawn from bag 1 The probability of drawing a black ball from the second bag is Theorem 1. with replacement. then Probability and Statistics . When this is true the events A and B are said to be independent. containing 4 aces and 13 spades. Example: Consider an experiment in which 2 cards are drawn in succession from an ordinary deck. and a white ball from bag 1. Example: One bag contains 4 white balls and 3 black balls. Since the first card is replaced.Page |9 Otherwise. 1.

Probability and Statistics .15 P(A1∩ A2∩ A3∩…∩ Ak)= P(A1)P(A2 ⃒A1)P(A3 ⃒A1∩A2)… P(Ak ⃒A1 ∩A2∩…∩Ak-1). …. Now And hence.98)(0. Ak are independent. Solution: Let A and B represent the respective events that the fire engine and the ambulance are available. A3. In the event of an injury resulting from a burning building. If the events A1. Find the probability that the event A1∩ A2∩ A3 occurs. A3: the third card is greater than 3 but less than 7. Ak can occur. A2: the second card is a 10 or jack.14 Two events A and B are dependent if and only if P (A ∩ B) = P (A) P (B). and A3 is the event that the third card is greater than 3 but less than 7. Example: A small town has one fire engine and one ambulance available for emergencies. without replacement. Solution: First we define the events A1: the first card is a red ace. and the probability that the ambulance is available when called is 0. …. A2 is the event that the second card is a 10 or a jack. find the probability that both the ambulance and the fire engine will be available. The probability that the fire engine is available when needed is 0.P a g e | 10 Theorem 1.92) = 0.92. then P(A1∩ A2∩ A3∩…∩ Ak)= P(A1)P(A2 )P(A3 )…P(Ak ). where A1 is the event that the first card is a red ace.9016 If. A2.98. from an ordinary deck of playing cards. A2. Example: Three cards are drawn in succession. then Theorem 1. in an experiment. A3. the events A1. Then P(A∩ B) = P(A)P(B) = (0.

….1 and 0. Adams is elected. Should Mr. the probability that Mr. and the probability that Ms. Applying the rule of elimination. Adams will be elected is 0.2 Probability and Statistics P(B3) = B3 P(A⃒B3) = 0.k. Should Mr.37. the probability for an increase in membership fees is 0.24 ⃒ P(B2)P(AB2) = (0. ….8) = 0. B1 P(B1) = 0. Mr.16 Example: Three members of a private country club have been nominated for the office of president. What is the probability that there will be an increase in membership fees? Solution: Consider A: B1: B2: B3: the following events: membership fees are increased. Mr. Theorem 1. then for any event A of S. Cooper will be elected is 0. Ms.24 + 0.4 Tree Diagram .5)(0. B2. Bk constitute a partition of the sample space S such that P(Bi) ≠ 0 for i = 1.2. Cooper be elected.2)(0. Adams be elected.05 + 0.8 B P(A⃒B2) = 0.P a g e | 11 1.4. we can write P (A) = P(B1)P(AB1) + P(B2)P(AB2) + P(B3)P(AB3).3.4) = 0. The probability that Mr. Cooper is elected.05 ⃒ P(B3)P(AB3) = (0. we find that the three branches give probabilities P(B1)P(AB1) = (0.3)(0.8 BAYES’ RULE If the events B1.8.3 2 P(B2) = 0.5.5 P(A⃒B1) = 0.08 ⃒ and hence P(A) = 0. Brown will be elected is 0.1) = 0. Brown or Ms.08 = 0. ⃒ ⃒ ⃒ Referring to the tree diagram that follows. Brown is elected. the corresponding probabilities for an increase in fees are 0.1 0. 2.

k. 2.18. Example: With reference to example of Theorem 1. B2.18. …. Cooper was elected president of the club? Solution: Using Bayes’ rule to write P(B3⃒A) = And then substituting the probabilities calculated in example of Theorem 1. k.….Bk constitute a partition of the sample S.…. then for any event A in S such that P(A)≠0.2. for r = 1.P a g e | 12 Theorem 1.17 (Bayes’ Rule) If the events B1. we have ADDITIONAL PROBLEMS: Probability and Statistics . if someone is considering joining the club but delays his decision for several weeks only to find out the fees have been increased. what is the probability that Ms. where P(Bi) ≠0 for i = 1.