Probability

Probability is a branch of mathematics that deals with calculating the likelihood of

a given event's occurrence, which is expressed as a number between 1 and 0. An
event with a probability of 1 can be considered a certainty.

Statisticians have agreed on the following rules and conventions.

1- The probability of any event can range from 0 to 1.

2- The sum of probabilities of all sample points in a sample space is equal to 1.

3- The probability of event A is the sum of the probabilities of all the sample
points in event A.

4- The probability of event A is denoted by P(A).

Thus, if event A were very unlikely to occur, then P(A) would be close to 0. And if
event A were very likely to occur, then P(A) would be close to 1.

Example: 260 bolts are examined as they are produced. Five of them are found to
be defective. On the basis of this information, estimate the probability that a bolt
will be defective

Answer: The probability of a defective bolt is approximately equal to the relative

Frequency, which is 5 / 260 = 0.019.

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Chance is a necessary part of any process to be described by probability or
statistics. Sometimes that element of chance is due partly or even perhaps entirely
to our lack of knowledge of the details of the process.

A random action cannot be predicted and so is due to chance. A random sample is

one in which every member of the population has an equal likelihood of appearing.
Just which items appear in the sample is determined completely by chance. If some
items are more likely to appear in the sample than others, then the sample is not
random.

Sample space: The set of all possible outcomes of an experiment

Event: A subset of a sample space

 The events A and B are said to be mutually exclusive if they have no

outcomes in common.
 More generally, a collection of events A1, A2, . . . , An is said to be mutually
exclusive if no two of them have any outcomes in common

Axioms of Probability

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The first axiom says that the outcome of an experiment is always in the sample
space. This is obvious, because by definition the sample space contains all the
possible outcomes of the experiment. The second axiom says that the long-run
frequency of any event is always between 0 and 100%. For an example illustrating
the third axiom, we previously discussed a process that manufactures steel pins, in
which the probability that a pin is too short is 0.02 and the probability that a pin is
too long is 0.03. The third axiom says that the probability that the pin is either too
short or too long is 0.02 + 0.03 = 0.05 Last Equation says that the probability that
an event does not occur is equal to 1 minus the probability that it does occur. For
example, if there is a 40% chance of rain, there is a 60% chance that it does not
rain. Equation two says that it is impossible for an experiment to have no outcome.

Example: The following table presents probabilities for the number of times that a
certain computer system will crash in the course of a week. Let A be the event that
there are more than two crashes during the week, and let B be the event that the
system crashes at least once. Find a sample space. Then find the subsets of the
sample space that correspond to the events A and B. Then find P(A) and P(B).

Solution :A sample space for the experiment

is the set {0, 1, 2, 3, 4}. The events are A = {3, 4} and B = {1, 2, 3, 4}. To find
P(A), notice that A is the event that either 3 crashes happen or 4 crashes happen.

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The events ―3 crashes happen‖ and ―4 crashes happen‖ are mutually exclusive.
Therefore, using Axiom 3, we conclude that

P(A) = P(3 crashes happen or 4 crashes happen) = P(3 crashes happen) + P(4
crashes happen) = 0.04 + 0.01 = 0.05

We will compute P(B) in two ways. First, note that Bc is the event that no crashes
happen. Therefore, P(B) = 1- P(Bc)

For a second way to compute P(B), note that B is the event that 1 crash happens or
2 crashes happen or 3 crashes happen or 4 crashes happen. These events are
mutually exclusive. Therefore, using Axiom 3, we conclude that

P(B) = P(1 crash) + P(2 crashes) + P(3 crashes) + P(4 crashes) = 0.30 + 0.05 + 0.04
+ 0.01 = 0.40− P(Bc) = 1 − P(0 crashes happen) = 1 − 0.60 = 0.40

Sample Spaces with Equally Likely Outcomes

If a sample space contains N equally likely outcomes, the probability of each

outcome is 1/N. This is so, because the probability of the whole sample space must
be 1, and this probability is equally divided among the N outcomes. If A is an
event that contains k outcomes, then P(A) can be found by summing the
probabilities of the k outcomes, so P(A) = k/N.

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Example: An extrusion die is used to produce aluminum rods. Specifications are
given for the length and the diameter of the rods. For each rod, the length is
classified as too short, too long, or OK, and the diameter is classified as too thin,
too thick, or OK. In a population of 1000 rods, the number of rods in each class is
as follows, A rod is sampled at random from this population. What is the
probability that it is
too short?

Solution

We can think of each of the 1000 rods as an outcome in a sample space. Each of
the 1000 outcomes is equally likely. We’ll solve the problem by counting the
number of outcomes that correspond to the event. The number of rods that are too
short is 10 + 3 + 5 = 18. Since the total number of rods is 1000,

P(too short) = 18/1000

Basic Rules of Combining Probabilities

Addition Rule: this can be divided into two parts, depending upon whether there is
overlap between the events being combined.

(a) If the events are mutually exclusive, there is no overlap: if one event occurs,
other events cannot occur. In that case the probability of occurrence of one or

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 another of more than one event is the sum of the
probabilities of the separate events. The Addition Rule
corresponds to a logical or and gives a sum of separate
probabilities
(b) If the events are not mutually exclusive, there can be
overlap between them.
This can be visualized using a Venn diagram. The probability of overlap
must be subtracted from the sum of probabilities of the separate events (i.e.,
we must not count the same area on the Venn Diagram twice) The circle
marked A represents the probability
(or frequency) of event A, the circle marked B
represents the probability (or frequency) of event B,
and the whole rectangle represents all possibilities,
so a probability of one or the total frequency. The set consisting of all possible
outcomes of a particular experiment is called the sample space of that
experiment. Thus, the rectangle on the Venn diagram corresponds to the sample
space. An event, such as A or B, is any subset of a sample space

Example
A sample of four electronic components is taken from the output of a production
line. The probabilities of the various outcomes are calculated to be: Pr [0
defectives] = 0.6561, Pr [1 defective] = 0.2916, Pr [2 defectives] = 0.0486, Pr [3
defectives] = 0.0036, Pr [4 defectives] = 0.0001. What is the probability of at least
one defective?
Answer: It would be perfectly correct to calculate as follows:
Pr [at least one defective] = Pr [1 defective] + Pr [2 defectives] + Pr [3
defectives] + Pr [4 defectives] = 0.2916 + 0.0486 + 0.0036 + 0.0001 = 0.3439.
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 but it is easier to calculate instead: Pr [at least one defective] = 1 – Pr [0
defectives] = 1 – 0.6561 = 0.3439 or 0.344.
 If the events are not mutually exclusive, there can be overlap between them.
This can be visualized using a diagram. The probability of overlap must be
subtracted from the sum of probabilities of the separate events the circle marked
A represents the probability (or frequency) of event A, the circle marked B
represents the probability (or frequency) of event B, and the whole rectangle
represents all possibilities, so a probability of one or the total frequency. The set
consisting of all possible outcomes of a particular experiment is called the
sample space of that experiment. Thus, the rectangle on the diagram
corresponds to the sample space. An event, such as A or B, is any subset of a
sample space. In solving a problem we must be very clear just what total group
of events we are concerned with—that is, just what is the relevant sample space.

Set notation is useful:

Pr [A ∪ B) = Pr [occurrence of A or B or both], the union of the two events A and

B.
Pr [A ∩ B) = Pr [occurrence of both A and B], the intersection of events A and B.
Then in Figure 2.2, the intersection A ∩ B represents the overlap between events A
and B.

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If the events being considered are not mutually exclusive, and so there may be
overlap between them, the Addition Rule becomes

Pr [A ∪ B) = Pr [A] + Pr [B] – Pr [A ∩ B]

In words, the probability of A or B or both is the sum of the probabilities of A and

of B, less the probability of the overlap between A and B. The overlap is the
intersection between A and B

Multiplication Rule
(a) The basic idea for calculating the number of choices can be described as
follows: Say there are n1 possible results from one operation. For each one of
these, there are n2 possible results from a second operation. Then there are (n1 ×
n2) possible outcomes of the two operations together. In general, the numbers of
possible results are given by products of the number of choices at each step.
Probabilities can be found by taking ratios of possible results

Example

In one case a byte is defined as a sequence of 8 bits. Each bit can be either zero or
one. How many different bytes are possible?
Answer: We have 2 choices for each bit and a sequence of 8 bits. Then the number
of possible results is (2)8 = 256

(b)The simplest form of the Multiplication Rule for probabilities is as follows: If

the events are independent, then the occurrence of one event does not affect the

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Probability of occurrence of another event. In that case the probability of
occurrence of more than one event together is the product of the probabilities of
the separate events. (This is consistent with the basic idea of counting stated
above.) If A and B are two separate events that are independent of one another, the
Probability of occurrence of both A and B together is given by:
Pr [A ∩ B] = Pr [A] × Pr [B]

Counting Methods

When computing probabilities, it is sometimes necessary to determine the number

of outcomes in a sample space.

The fundamental principle of counting states that this reasoning can be extended to
any number of operations

Example: When ordering a certain type of computer, there are 3 choices of hard
drive, 4 choices for the amount of memory, 2 choices of video card, and 3 choices
of monitor. In how many ways can a computer be ordered?

Solution: The total number of ways to order a computer is (3)(4)(2)(3) = 72

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Permutations

A permutation is an ordering of a collection of objects. For example, there are six

permutations of the letters A, B, C: ABC, ACB, BAC, BCA, CAB, and CBA.With
only three objects, it is easy to determine the number of permutations just by listing
them all. But with a large number of objects this would not be feasible. The
fundamental principle of counting can be used to determine the number of
permutations of any set of objects. For example, we can determine the number of
permutations of a set of three objects as follows. There are 3 choices for the object
to place first. After that choice is made, there are 2 choices remaining for the object
to place second. Then there is 1 choice left for the object to place last. Therefore,
the total number of ways to order three objects is (3)(2)(1) = 6. This reasoning can
be generalized. The number of permutations of a collection of n objects is

This is the product of the integers from 1 to n. This product can be written with the
symbol n!, read n factorial

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Example: Five people stand in line at a movie theater. Into how many different
orders can they be arranged?

Solution: The number of permutations of a collection of five people is 5! =

(5)(4)(3)(2)(1) = 120.

 Sometimes we are interested in counting the number of permutations of subsets

of a certain size chosen from a larger set.

Example: Five lifeguards are available for duty one Saturday afternoon. There
are three lifeguard stations. In how many ways can three lifeguards be chosen
and ordered among the stations?
Solution
We use the fundamental principle of counting. There are 5 ways to choose a
lifeguard to occupy the first station, then 4 ways to choose a lifeguard to occupy
the second station, and finally 3 ways to choose a lifeguard to occupy the third
station. The total number of permutations of three lifeguards chosen from 5 is
therefore (5)(4)(3) = 60.

This expression can be simplified by using factorial notation:

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Example: find the the quartiles Q1, Q2, and Q3 of the following data .

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Example: find the quartiles Q1, Q2, and Q3 of the following data 20, 30, 25, 23,
22, 32, 36, 18

Solution:

Arrange data in ascending form, and n = 8 even number Ascending

Arrangement q1 = (1/4) x n

= (1/4) x 8 = 2

q1 = mean of (2), and (3)

Q1 = (20+22)x(1/2) = 21

q2 = (2/4) x n

= (2/4) x 8 = 4

q2 = mean of (4), and (5)

Q2 = (23+25)x(1/2) = 24

q3 = (3/4) x n

= (3/4) x 8 = 6

q3 = mean of (6), and (7)

Q3 = (30+32)x(1/2) = 31

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