MAT 254 - Probability and Statistics Sections 1,2 & 3 2015 - Spring

MAT 254 – Probability and Statistics
Sections 1,2 & 3
2015 - Spring
1) Importance and basic concepts of Probability and Statistics. Introduction to
Statistics and data analysis 
2) Data collection and presentation
3) Measures of central tendency; mean, median, mode
4) Probability
5) Conditional probability
6) Discrete probability distributions
7) Continuous probability distributions
Midterm Exam (1st week of April)
8) Hypothesis testing (2 weeks)
9) Student t-test (2 weeks)
10) Chi-square
11) Correlation and regression analysis
12) REVIEW
Final Exam (May 25- June 7)
web.adu.edu.tr/user/oboyaci
MAT234 - Probability & Statistics, Sections 1,2 & 3

Basic Concepts:
Population, census, sample, statistics (descriptive & inferential)
Collection of Data:
Data types (Quantitative vs. Qualitative, Primary vs. Secondary,
Continuous vs. Discrete)
Sampling Methods (Probability vs. Non-probability),
(Simple Random, Stratified Random, Systematic,…..)
Presentation of Data:
Data presentation methods: Textual methods (Rearrangement,
Stem-and-leaf-plot, ..), Tabular methods (FDT, CFDT, RFDT, …),
Graphical methods (Bar chart, pie chart, histogram, dot-plot,….)
Measures of Central Tendency:

(Sample) Mean, median, mode, range
(Sample) variance, std.
 Probability
Basic Definitions
 Observation, experiment, event, sample space, tree
diagram…
 Permutation, Probability of an event…
 Conditional Probability
 Independent events, product rule, Baye’s rule…
 Probability Distributions
 Continuous Probability Distributions
 Discrete Probability Distributions

 Why Learn Probability?
 Nothing in life is certain. In everything we do, we gauge the
chances of successful outcomes, from business to medicine
to the weather.
 A probability provides a quantitative description of the

chances or likelihoods associated with various outcomes.
 It provides a bridge between descriptive and inferential

statistics
Probability
Population Sample
Statistics
 What is Probability?
 In previous lectures, we used graphs and numerical measures
to describe data sets which were usually samples.
 We measured “how often” using

Relative frequency = f/N
 As N gets larger, (as N)
Sample Population
And “How often”
= Relative frequency Probability

 Basic Concepts
 An experiment is the process by which an observation (or
measurement) is obtained.
 An event is an outcome of an experiment, usually denoted by

a capital letter.
 The basic element to which probability is applied
 When an experiment is performed, a particular event
either happens, or it doesn’t!
 An event that cannot be decomposed is called a simple event
 The set of all simple events of an experiment is called the

sample space, S.

 Experiments & Events
 Experiment: Flipping a coin
H: observe a Head
T: observe a tail
 Experiment: Record an age

A: person is 30 years old
B: person is older than 65
 Experiment: Toss a die

A: observe an odd number
B: observe a number greater than 2

 Experiments & Events – Tree diagram
An experiment consists of flipping a coin and then flipping it a second time if
a head occurs. If a tail occurs on the first flip, then a die is tossed once.
(Example 2.2 from textbook)

 Sample spaces with a large or infinite number of sample points are best
described by a statement or rule method.
 which reads “S is the set of all x such that x is a city with a population over
1 million.” The vertical bar is read “such that.”

 An event is a subset of a sample space.
 The complement of an event A with respect to S is the subset of all elements

of S that are not in A. We denote the complement of A by the symbol A
 The intersection of two events A and B, denoted by the symbol A ∩ B, is the

event containing all elements that are common to A and B.
 Two events A and B are mutually exclusive, or disjoint, if A ∩ B = φ, that is, if

A and B have no elements in common.
 The union of the two events A and B, denoted by the symbol A∪B, is the
event containing all the elements that belong to A or B or both.

•Experiment: Toss a die
–A: observe an odd number
–B: observe a number greater than 2
–C: observe a 6
–D: observe a 3
S  {1,2,3,4,5,6} A  B  {1,3,4,5,6}
A  {1,3,5} A  B  {3,5}
B  {3,4,5,6} B  {1,2}
C  {6}, D  {3} C  D  {}  

 Venn Diagrams: In a Venn diagram we let the sample space be a rectangle
and represent events by circles drawn inside the rectangle.

•Experiment: Toss a die - Venn Diagram
–A: observe an odd number
–B: observe a number greater than 2
–C: observe a 6
–D: observe a 3
S  {1,2,3,4,5,6}
A  B  {1,3,4,5,6}
A  {1,3,5}
A  B  {3,5}
B  {3,4,5,6}
B  {1,2}
C  {6}, D  {3}
C  D  {}  

•Example: Exercise 2.15 from textbook)

 Sample space of throwing 3 dice has 216 entries, sample
space of throwing 4 dice has 1296 entries, …
 At some point, we have to stop listing and start thinking …
 We need some counting rules
 Multiplication Rule (or the mn rule):

 If an experiment is performed in two stages, with m ways to
accomplish the first stage and n ways to accomplish the
second stage, then there are mn ways to accomplish the
experiment.
 This rule is easily extended to k stages, with the number of
ways equal to n1 n2 n3 … nk

Example: Toss two coins. The total number of
simple events is: 22=4
Example: Toss three coins. The total number of
simple events is: 222=8
Example: Toss two dice. The total number of

simple events is: 6  6 = 36
Example: Toss three dice. The total number of

simple events is: 6  6  6 = 216

Example: How many 3-digit lock combinations can we make from the
numbers 1, 2, 3, and 4?
If the order of the choice is NOT important! (4)(4)(4)  64
If the order of the choice is important! (4)(3)(2)  24
 A Permutation is an arrangement of all or part of a set of
objects.
 The number of permutations of n objects is n! where
n! n(n 1)(n  2)...(2)(1) and 0! 1.

 The number of ways you can arrange n distinct objects, taking
them r at a time is n!
Pr 
(n  r )!
n

Example: In one year, three awards (research, teaching, and
service) will be given to a class of 25 graduate students in a
statistics department. If each student can receive at most one
award, how many possible selections are there? (Example 2.18 from
textbook)
Solution: Since the awards are distinguishable, it is a permutation

problem. The total number of sample points is,
25! 25 x 24 x 23x 22!

25 P3  
(25  3)! 22!
 25 x 24 x 23  13800

 The number of distinct permutations of n things of which n1 are
of one kind, n2 of a second kind, . . . ,nk of a kth kind is
n!
n1!n2! nk !
Example: In a college football training session, the defensive coordinator needs
to have 10 players standing in a row. Among these 10 players, there are 1
freshman, 2 sophomores, 4 juniors, and 3 seniors. How many different ways can
they be arranged in a row if only their class level will be distinguished?
10!
 12600
1! 2! 4! 3!

 Often we are concerned with the number of ways of partitioning a
set of n objects into r subsets called cells.
 The order of the elements within a cell is of no importance.
 The number of ways of partitioning a set of n objects into r cells with n1

elements in the first cell, n2 elements in the second, and so forth, is
 n  n!
   , where n1  n2    nr  n
 n1 , n2 ,, nr  n1! n2! nr !
Example: In how many ways can 7 graduate students be assigned to 1

triple and 2 double hotel rooms during a conference?

 In many problems, we are interested in the number of ways of
selecting r objects from n without regard to order.
 These selections are called combinations. A combination is

actually a partition with two cells, the one cell containing the r
objects selected and the other cell containing the (n−r) objects
that are left.
The number of such combinations, denoted by
n n!
  
 r  r!(n  r )!

Example: A young boy asks his mother to get 5 Game-Boy
cartridges from his collection of 10 arcade and 5 sports games.
How many ways are there that his mother can get 3 arcade and 2
sports games? (Example 2.22 from textbook)
10  5  10! 5!
    x  120 x10  1200
 3  2  3! 7! 2! 3!

Permutations vs Combinations
In English, we use the word "combination" loosely, without thinking if

the order of things is important. In other words:
"My fruit salad is a combination of apples, grapes and bananas" We

don't care what order the fruits are in, they could also be "bananas,
grapes and apples" or "grapes, apples and bananas", its the same fruit
salad.
"The combination to the safe is 472". Now we do care about the order.
"724" won't work, nor will "247". It has to be exactly 4-7-2.

So, in Mathematics we use more precise language:
 If the order doesn't matter, it is a Combination.
 If the order does matter it is a Permutation.
A Permutation is an ordered Combination.
n! n n!  n  n Pr
P       
(n  r )!  r  r!(n  r )!
n r
r r!

Permutation versus Combination
1. Picking a team captain, 1. Picking three team members
goalkeeper, and striker from a from a group.
group.
2. Picking your favorite two colors, 2. Picking two colors from a color
in order, from a color brochure. brochure.
3. Picking first, second and third 3. Picking three winners.
place winners.
Picking 3 students (1 ME, 1 FE Picking (any) 3 students from this

and 1 CE ) from this class. class.

 The likelihood of the occurrence of an event resulting from such a
statistical experiment is evaluated by means of a set of real numbers,
called weights or probabilities, ranging from 0 to 1.
• The probability of an event A is found by adding the

probabilities of all the simple events contained in A.
 P(A) must be between 0 and 1.
 If event A can never occur, P(A) = 0.
 If event A always occurs when the experiment is performed,
P(A) =1.
 The sum of the probabilities for all simple events in S equals 1.

Example: Toss a fair coin twice. What is the probability of
observing at least one head? (Example 2.24 from textbook)
1st Coin 2nd Coin Ei P(Ei)
H HH 1/4 P(at least 1 head)

H
= P(E1) + P(E2) + P(E3)
T HT
1/4
= 1/4 + 1/4 + 1/4 =
H TH
1/4 3/4
T
T TT
1/4

 If an experiment can result in any one of N different equally
likely outcomes, and if exactly n of these outcomes correspond to
event A, then the probability of event A is
n
P( A) 
N
Flip a fair coin; N = 2 {H,T} P(H) = 1/2

P(T) = 1/2
Toss a fair dice; N = 6 {1,2,3,4,5,6}
P(1) = P(2) = P(3) = P(4) = P(5) = P(6) =1/6

Additive Rules
 If A and B are two events, then
P( A  B)  P( A)  P( B)  P( A  B)
 If A and B are mutually exclusive, then
P( A  B)  P( A)  P( B)
 If A1 , A2 , , An are mutually exclusive, then
P( A1  A2   An )  P( A1 )  P( A2 )    P( An )
 If A1 , A2 , , An is a partition of sample space S, then
P( A1  A2   An )  P( A1 )  P( A2 )    P( An )  P(S )  1

Additive Rules
 For three events A, B, and C,
P( A  B  C )  P( A)  P( B)  P(C )
 P( A  B)  P( A  C )  P( B  C )  P( A  B  C )
 For the complementary events,

P( A)  P( A)  1

Example: If the probabilities that an automobile mechanic will
service 3, 4, 5, 6, 7, or 8 or more cars on any given workday are,
respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is the
probability that he will service at least 5 cars on his next day at
work?
Let E be the event that at least 5 cars are serviced.
P( E )  P(5)  P(6)  P(7)  P(8) P( E )  1  P( E )

 0.28  0.24  0.10  0.07 OR  1  ( P(3)  P(4))
 0.69  1  (0.12  0.19)
 0.69

The probability of an event B occurring when it is known that some
event A has occurred is called a conditional probability and is denoted
by P(B|A). The symbol P(B|A) is usually read “the probability that B
occurs given that A occurs” or simply “the probability of B, given A.”
P( A  B)
P( B | A)  ,provided P( A)  0
P( A)

Example:
P(M | E)  ?, P( F | E)  ?, P(M | F)  ?
460 140
P( M | E)  , P( F | E)  , P( M | F)  0
600 600
P(M | E)  P( F | E)  1!!!!!

 Two events A and B are independent if and only if
P( A | B)  P( A) or P( B | A)  P( B)
 Otherwise, A and B are dependent.
 If in an experiment the events A and B can both occur, then
P( A  B)  P( A) P( B | A)
 If the events A and B are independent

P( A  B)  P( A) P( B | A)  P( A) P( B)

Example: Suppose that we have a fuse box containing 20 fuses, of
which 5 are defective. If 2 fuses are selected at random and removed
from the box in succession without replacing the first, what is the
probability that both fuses are defective? (Example 2.36 from textbook)
P( A  B)  P( A) P( B | A)  P( A) P( B)
5 4 1
P( A  B)  x 
20 19 19

Multiplicative rule

Example: Three cards are drawn in succession, without replacement,
from an ordinary deck of playing cards. Find the probability that the
event A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the first card is
a red ace, A2 is the event that the second card is a 10 or a jack, and
A3 is the event that the third card is greater than 3 but less than 7.

Total probability
Sometimes the probability of an event A cannot be determined
directly. However, its occurrence is always accompanied by the
occurrence of other events Bi, i=1,2,….,n, such that the probability of
A will depend on which of the events Bi has occurred.

 This theorem called the theorem of total probability or the rule
of elimination.

Example: In a certain assembly plant, three machines, B1, B2,
and B3, make 30%, 45%, and 25%, respectively, of the products.
It is known from past experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
Now, suppose that a finished product is randomly selected.
What is the probability that it is defective? (Example 2.41 from
textbook)

Baye’s Rule
In the situation underlying the total probability theorem, if the event A
occurred, what is the probability that a particular Bi also occurred? This
may be considered as a “reverse” probability.

Example: With reference to Example 2.41, if a product was
chosen randomly and found to be defective, what is the
probability that it was made by machine B3? (Example 2.42 from
textbook)

Example: A shipment of 12 television sets contains 3 defective sets. In
how many ways can a hotel purchase 5 of these sets and receive at least 2
of the defective sets?(Exercise 2.114 from textbook)
The total number of ways to receive 5 TV sets among 12 is;
12 
   792
5
The total number of ways to receive 2 or 3 defective TV sets
among 5 are purchased is;
 3  9   3  9 
        288
 3  2   2  3 

Example:

Example: One drawer in a dresser contains 8 blue socks and 6 white socks.
A second drawer contains 4 blue socks and 4 white socks. One sock is
chosen from each drawer. What is the probability that they match?
Define the events
M : The event of matching of the socks
B : The event of two socks being Blue P( M )  P( B )  P (W )
chosen from each drawer 8 4 6 2
W : The event of two socks being White  
14 6 14 6
chosen from each drawer
11

P(B) = ?, P(W) = ? , P(M)=? 21
 52.38%

Example: There is a 50-50 chance that the queen carries the gene of
hemophilia. If she is a carrier, then each prince has a 50-50 chance of
having hemophilia independently. If the queen is not a carrier, the prince
will not have the disease. Suppose the queen has had three princes
without the disease. What is the probability the queen is a carrier? (Exercise
2.127 from textbook)

END OF THE LECTURE…

MAT 254 - Probability and Statistics Sections 1,2 & 3 2015 - Spring

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MAT 254 – Probability and Statistics

Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

Measures of Central Tendency:

MAT234 - Probability & Statistics, Sections 1,2 & 3

 A probability provides a quantitative description of the

 It provides a bridge between descriptive and inferential

 We measured “how often” using

MAT234 - Probability & Statistics, Sections 1,2 & 3

 An event is an outcome of an experiment, usually denoted by

 An event that cannot be decomposed is called a simple event

 The set of all simple events of an experiment is called the

MAT234 - Probability & Statistics, Sections 1,2 & 3

 Experiment: Record an age

 Experiment: Toss a die

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

 The complement of an event A with respect to S is the subset of all elements

 The intersection of two events A and B, denoted by the symbol A ∩ B, is the

 Two events A and B are mutually exclusive, or disjoint, if A ∩ B = φ, that is, if

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

 Multiplication Rule (or the mn rule):

MAT234 - Probability & Statistics, Sections 1,2 & 3

Example: Toss two dice. The total number of

Example: Toss three dice. The total number of

MAT234 - Probability & Statistics, Sections 1,2 & 3

n! n(n 1)(n  2)...(2)(1) and 0! 1.

MAT234 - Probability & Statistics, Sections 1,2 & 3

Solution: Since the awards are distinguishable, it is a permutation

25! 25 x 24 x 23x 22!

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

 The order of the elements within a cell is of no importance.

 The number of ways of partitioning a set of n objects into r cells with n1

Example: In how many ways can 7 graduate students be assigned to 1

MAT234 - Probability & Statistics, Sections 1,2 & 3

 These selections are called combinations. A combination is

The number of such combinations, denoted by

MAT234 - Probability & Statistics, Sections 1,2 & 3

MAT234 - Probability & Statistics, Sections 1,2 & 3

In English, we use the word "combination" loosely, without thinking if

"My fruit salad is a combination of apples, grapes and bananas" We

MAT234 - Probability & Statistics, Sections 1,2 & 3

So, in Mathematics we use more precise language:

 If the order doesn't matter, it is a Combination.

 If the order does matter it is a Permutation.

A Permutation is an ordered Combination.

MAT234 - Probability & Statistics, Sections 1,2 & 3

Picking 3 students (1 ME, 1 FE Picking (any) 3 students from this

MAT234 - Probability & Statistics, Sections 1,2 & 3

• The probability of an event A is found by adding the

MAT234 - Probability & Statistics, Sections 1,2 & 3

1st Coin 2nd Coin Ei P(Ei)

H HH 1/4 P(at least 1 head)

MAT234 - Probability & Statistics, Sections 1,2 & 3

Flip a fair coin; N = 2 {H,T} P(H) = 1/2

Toss a fair dice; N = 6 {1,2,3,4,5,6}

P(1) = P(2) = P(3) = P(4) = P(5) = P(6) =1/6