WIA2003/WIB2003 Probability and Statistics

WIA2003/WIB2003
PROBABILITY AND STATISTICS
Probability and its notations

Probability and its notations WIA2003/WIB2003 Probability and Statistics
Why do we need Probability?
• To make probability statements about the

significance of our statistics
• E.g. For WIA2003, mean(height) = 66.7 inches

• What is the chance that the true height of FSKTM students is
between 60 and 70 inches?
• E.g. 𝑟 = −0.22 for cash withdrawal and birthday

• What is the chance that the true correlation is significantly
different from zero?
2
Why do we need Probability?
• To make probability statements about the

significance of our statistics
• E.g. For WIA2003, mean(height) = 66.7 inches

• What is the chance that the true height of FSKTM students is
between 60 and 70 inches?
• You doesn’t know for sure, but mean(height) = 66.7 inches have
higher chance than mean(height) = 75 inches.
• E.g. 𝑟 = −0.22 for cash withdrawal and birthday

• What is the chance that the true correlation is significantly
different from zero?
• You doesn’t know for sure, but 𝑟 = −0.22 have lower chance
than 𝑟 = −0.05 3
Deterministic vs. Random Processes
• In deterministic processes, the outcome

can be predicted exactly in advance
• E.g. Force = mass × acceleration (𝐹 = 𝑚𝑎). If we
are given values for mass and acceleration, we
exactly know the value of force
• In random processes, the outcome is

not known exactly, but we can still
describe the probability distribution of
possible outcomes
• E.g. 10 coin tosses: we don’t know exactly how many
heads we will get, but we can calculate the
probability of getting a certain number of heads
4
Events
• An event is an outcome or a set of outcomes of a

random process
• Example: Tossing a coin three times
Event 𝐴 = getting exactly two heads = {𝐻𝑇𝐻, 𝐻𝐻𝑇, 𝑇𝐻𝐻}
• Example: Picking real number X between 1 and 20
Event 𝐴 = chosen number is at most 8.23 = {𝑋 ≤ 8.23}
• Example: Tossing a fair dice
Event 𝐴 = result is an even number = {2, 4, 6}
• Notation: 𝑃(𝐴) = Probability of event 𝐴

• Probability Rule 1:
𝟎 ≤ 𝑷(𝑨) ≤ 𝟏 for any event 𝑨
5
Sample Space
• The sample space 𝑆 of a random process is the set

of all possible outcomes
• Example: one coin toss
• 𝑆 = {𝐻, 𝑇}
• Example: three coin tosses
• 𝑆 = {𝐻𝐻𝐻, 𝐻𝑇𝐻, 𝐻𝐻𝑇, 𝑇𝑇𝑇, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝐻𝐻}
• Example: roll a six-sided dice
• 𝑆 = {1, 2, 3, 4, 5, 6}
• Example: Pick a real number X between 1 and 20
• 𝑆 = all real numbers between 1 and 20
• Probability Rule 2: The probability of the whole
sample space is 1
𝑷(𝑺) = 𝟏 6
Probability
• In notation, the probability of event 𝐴 is

represented by 𝑷(𝑨).
• If 𝑃(𝐴) is equal to zero (𝑃 𝐴 = 0), event 𝐴 will almost definitely not
occur.
• If 𝑃(𝐴) is close to zero (e.g. 𝑃 𝐴 = 0.1), there is only a small chance
that event 𝐴 will occur.
• If 𝑃(𝐴) is equal to 0.5 (𝑃 𝐴 = 0.5), there is a 50-50 chance that
event 𝐴 will occur.
• If 𝑃(𝐴) is close to one (e.g. 𝑃 𝐴 = 0.9), there is a strong chance that
event 𝐴 will occur.
• If 𝑃(𝐴) is equal to one (𝑃 𝐴 = 1), event 𝐴 will almost definitely
occur
7
Probability
• The sum of all possible outcomes in a statistical

experiment is equal to one.
• This means if an experiment can have three
possible outcomes ( 𝐴, 𝐵, and 𝐶 ), then 𝑷(𝑨) +
𝑷(𝑩) + 𝑷(𝑪) = 𝟏.
• The probability that the experiment results in a

successful outcome (𝑆) is:
( >?@ABC DE F?GGBFFE?H D?IGD@BF )
𝑷 𝑺 = ( JDIKH L?@ABC DE BM?KHHN HOPBHN D?IGD@BF )
𝒓
=
𝒏 8
Example
( "#$%&' () *#++&**)#, (#-+($&* ) 𝒓
𝑷 𝑺 = ( /(-0, 1#$%&' () &2#0,,3 ,45&,3 (#-+($&* ) = 𝒏
• An urn has 10 marbles. Two marbles are red, three

are green, and five are blue. If an experimenter
randomly selects 1 marble from the urn, what is the
probability that it will be green?
9
Example
( "#$%&' () *#++&**)#, (#-+($&* ) 𝒓
𝑷 𝑺 = ( /(-0, 1#$%&' () &2#0,,3 ,45&,3 (#-+($&* ) = 𝒏
• An urn has 10 marbles. Two marbles are red, three

are green, and five are blue. If an experimenter
randomly selects 1 marble from the urn, what is the
probability that it will be green?
• In this experiment, there are 10 equally likely outcomes, three of which

are green marbles. Therefore, the probability of choosing a green marble
!
is or 0.30.
"#
10
How to calculate sample space and events?
• When the order is taken into account:

Permutations
• When the order is not important: Combinations
• A permutation is an ordered combinations
• Permutation with repetition: 𝑛$

%!
• Permutation without repetition:
%'$ !
%!
• Combination without repetition: OR %$
$! %'$ !
$(%'" !
• Combination with repetition: OR %($'"
$
$! %'" !
where 𝑛 is the number of things to choose from, and 𝑟 of them are
chosen.
11
Permutation with repetition
• Given a travel lock that have 3 numbers to set from

choices from 0-9. What are the total possible orders
to set?
12
Permutation with repetition
• Given a travel lock that have 3 numbers to set from

choices from 0-9. What are the total possible orders
to set?
• 𝑛 = 10, 𝑟 = 3;
• Total possible orders à 𝑛! = 10" = 1000.
13
Permutation without repetition
• In a pool game, there will be a total of 16 different

pool balls. What are the total possible orders for the
first 3 pool balls be in?
14
Permutation without repetition

pool balls. What are the total possible orders for the
first 3 pool balls be in?
• 𝑛 = 16, 𝑟 = 3.
• Total possible orders à
#! &'!
= = 16 × 15 × 14 = 3360.
#%! ! (&'%&")!
15
Combination without repetition

pool balls. What are the total possible outcome for
the first 3 pool balls be in, regardless of its order?
16
Combination without repetition

pool balls. What are the total possible outcome for
the first 3 pool balls be in, regardless of its order?
• 𝑛 = 16, 𝑟 = 3.
• Total possible outcome à
#! &'! &' × &+ ×&,
!! #%! !
= "!(&'%")! = " × - × & = 560.
17
Combination with repetition
• Given that there are 5 choices of ice cream flavor.

How many combinations are they if we can have 3
scoops?
18
Combination with repetition
• Given that there are 5 choices of ice cream flavor.

How many combinations are they if we can have 3
scoops?
• 𝑛 = 5, 𝑟 = 3.
• Total possible outcome à
(#.!%&)! (+."%&)! /!
= = = 35.
!! #%& ! "!(+%&)! "!,!
19
Probability definitions
• Intersection
• Mutually exclusive
• Disjoint
• Union
• Conditional probability
• Likelihood
• Dependent
• Independent
• Complement
20
• The probability that events 𝐴 and 𝐵 both occur is

the probability of the intersection of 𝐴 and 𝐵. The
probability of the intersection of events 𝐴 and 𝐵 is
denoted by 𝑃(𝐴 ∩ 𝐵).
• If events 𝐴 and 𝐵 are mutually exclusive or disjoint cannot occur at
the same time, 𝑃 𝐴 𝐵 = 0, 𝑃 𝐴 ∩ B = 0
• The probability that events 𝐴 or 𝐵 occur is the

probability of the union of 𝐴 and 𝐵. The probability
of the union of Events A and B is denoted by P(A ∪
B) .
21
• The probability that Event 𝐴 occurs, given that

Event 𝐵 has occurred, is called a conditional
probability. The conditional probability of Event 𝐴,
given Event 𝐵, is denoted by the symbol 𝑷(𝑨|𝑩).
• It is a probability on the new sample space 𝐵;

𝑃{𝐴|𝐵} is interpreted as the likelihood/probability
that 𝐴 occurs given knowledge that 𝐵 has occurred.
22
• If the occurrence of event 𝐴 changes the probability

of event 𝐵, then events 𝐴 and 𝐵 are dependent. On
the other hand, if the occurrence of event 𝐴 does
not change the probability of event 𝐵, then events
𝐴 and 𝐵 are independent.
• Two events 𝐴 and 𝐵 are independent of one another if 𝑃{𝐴|𝐵} =
𝑃{𝐴}
• i.e. 𝑃{𝐴 ∩ B} = 𝑃{𝐴}𝑃{𝐵}. Knowledge of 𝐵’s occurrence has no
effect on the likelihood that 𝐴 will occur.
• The complement of an event are the event(s) that

not occurring. The probability that event 𝐴 will not
occur is denoted by 𝑃(𝐴’). 23
Probability rules
• Rule of subtraction
• Rule of Multiplication
• Rule of Addition
24
Rule of Subtraction
• Rule of Subtraction: The probability that event A will occur

is equal to 1 minus the probability that event A will not
occur.
𝑷(𝑨) = 𝟏 − 𝑷(𝑨′)
• For example, the probability that Bill will graduate from college is
0.80. What is the probability that Bill will not graduate from college?
25
Rule of Subtraction
• Rule of Subtraction: The probability that event A will occur

is equal to 1 minus the probability that event A will not
occur.
𝑷(𝑨) = 𝟏 − 𝑷(𝑨′)
• For example, the probability that Bill will graduate from college is
0.80. What is the probability that Bill will not graduate from college?
• Based on the rule of subtraction, the probability that Bill will not
graduate is 1.00 - 0.80 or 0.20.
26
Rule of Multiplication
• The rule of multiplication applies to the situation

when we want to know the probability of the
intersection of two events; that is, we want to know
the probability that two events (event 𝐴 and event
𝐵) both occur.
𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨)𝑷(𝑩|𝑨)
27
Example:
• An urn contains 6 red marbles and 4 black marbles.
Two marbles are drawn without replacement from
the urn. What is the probability that both of the
marbles are black?
28
Example:
• An urn contains 6 red marbles and 4 black marbles. Two
marbles are drawn without replacement from the urn. What
is the probability that both of the marbles are black?
• Solution: Let 𝐴 = the event that the first marble is black; and let 𝐵 = the event
that the second marble is black. We know the following:
• In the beginning, there are 10 marbles in the urn, 4 of which are black.
!
Therefore, 𝑃 𝐴 = .
"#
• After the first selection, there are 9 marbles in the urn, 3 of which are black.
$
Therefore, 𝑃(𝐵|𝐴) = .
%
Therefore,
! $ "& &
𝑃 𝐴∩𝐵 = × = =
"# % %# "'
29
Rule of Addition
When we want to know the probability that either

event occurs.
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)) →
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴)𝑃(𝐵|𝐴)
Example:
• A student goes to the library. The probability that she checks out
(a) a work of fiction is 0.40,
(b) a work of non-fiction is 0.30, , and
(c) both fiction and non-fiction is 0.20.
What is the probability that the student checks out a work of fiction,
non-fiction, or both? 30
Random Variables
• Discrete random variable

• Continuous random variable
31
Random Variable
• When the numerical value of a variable is

determined by a chance event, that variable is
called a random variable.
• We do not know for sure which number will be
observed when the experiment is performed; only
that it is some number in the sample space 𝑺.
• Dice example?
• Coin example?
• Urn example?
32
Random Variable
• Random variable 𝑿 is a function from a sample

space S into the real numbers.
• A different number (value of 𝑿) is typically observed on each trial of
the experiment – therefore, known as variable
• Number 𝑿 is an outcome of a random experiment – hence, random
• A random variable is a measurable real-valued

function of the outcome of a random experiment
• Random variables are used to model phenomena in which the
experimental outcomes are numbers, e.g. 1, 2, 3, or 3.213678…
33
Random Variable
• Can take two forms: discrete and continuous
• The random variable is discrete if the range of 𝑋 is finite or countably

infinite. This refers to the number of values X can take on, not the
size of the values.
• The random variable is continuous if the range of 𝑋 is uncountably

infinite. Typically an uncountably infinite range results from an 𝑋 that
makes a physical measurement—e.g., the position, size, time, age,
flow, volume, or area of something.
34
Try this!
1. What is the probability for the number of the first

dice roll to be higher than the second dice roll?
2. Given that they are 50 students in a class, where

30 of them are males, and 20 of them are wearing
spectacles. What is the potential range of
probability for male students that are wearing
spectacles?
Discuss next week

35
Conclusion
• Fundamentals of Probability
• Deterministic and random processes
• Events and sample space
• Permutations
• Combinations
• Probability definition and rules
• Intersection (mutual exclusive), union, conditional probability
(independence), complement
• Rule of subtraction, multiplication and addition
• Random Variables
• Discrete and continuous
36
The End

WIA2003/WIB2003 Probability and Statistics

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WIA2003/WIB2003

PROBABILITY AND STATISTICS

Probability and its notations

Why do we need Probability?

• To make probability statements about the

• E.g. For WIA2003, mean(height) = 66.7 inches

• E.g. 𝑟 = −0.22 for cash withdrawal and birthday

Why do we need Probability?

• To make probability statements about the

• E.g. For WIA2003, mean(height) = 66.7 inches

• E.g. 𝑟 = −0.22 for cash withdrawal and birthday

Deterministic vs. Random Processes

• In deterministic processes, the outcome

• In random processes, the outcome is

• An event is an outcome or a set of outcomes of a

• Notation: 𝑃(𝐴) = Probability of event 𝐴

• The sample space 𝑆 of a random process is the set

• In notation, the probability of event 𝐴 is

• The sum of all possible outcomes in a statistical

• The probability that the experiment results in a

• An urn has 10 marbles. Two marbles are red, three

• An urn has 10 marbles. Two marbles are red, three

• In this experiment, there are 10 equally likely outcomes, three of which

How to calculate sample space and events?

• When the order is taken into account:

• Permutation with repetition: 𝑛$

Permutation with repetition

• Given a travel lock that have 3 numbers to set from

Permutation with repetition

• Given a travel lock that have 3 numbers to set from

Permutation without repetition

• In a pool game, there will be a total of 16 different

Permutation without repetition

• In a pool game, there will be a total of 16 different

Combination without repetition

• In a pool game, there will be a total of 16 different

Combination without repetition

• In a pool game, there will be a total of 16 different

Combination with repetition

• Given that there are 5 choices of ice cream flavor.

Combination with repetition

• Given that there are 5 choices of ice cream flavor.

• The probability that events 𝐴 and 𝐵 both occur is

• The probability that events 𝐴 or 𝐵 occur is the

• The probability that Event 𝐴 occurs, given that

• It is a probability on the new sample space 𝐵;

• If the occurrence of event 𝐴 changes the probability

• The complement of an event are the event(s) that

• Rule of Subtraction: The probability that event A will occur

• Rule of Subtraction: The probability that event A will occur

• The rule of multiplication applies to the situation

When we want to know the probability that either

• Discrete random variable

• When the numerical value of a variable is

• Random variable 𝑿 is a function from a sample

• A random variable is a measurable real-valued

• Can take two forms: discrete and continuous

• The random variable is discrete if the range of 𝑋 is finite or countably

• The random variable is continuous if the range of 𝑋 is uncountably

1. What is the probability for the number of the first

2. Given that they are 50 students in a class, where

Discuss next week

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