1.probability Clase

Introduction to probability
1 Introduction
2 Random experiments
3 Probability:definition and properties
4 How to estimate probabilities in practice
Equipropability
Combinatorics
5 Conditional probability
Concept and properties
Independence de Events
Bayes Theorem
1
Estadística: Profesora María Durbán

1 Introduction
12 Random
Random experiments
experiments
Equipropability
Combinatorics
Bayes Theorem
2

Experiment: Process in which we observe a characteristic
Examples
Toss a coin three times and observe the number of heads
Measure the tension in a cable
Count the number of calls arriving at switchboard per hour
Measure the concrete resistance to compression

Example
Repit the experiment in different parts
Obtain different results
Errors in the measurement
Width of the cable

Due to variables tha are not controled
Quality of material 4

Example
Repit the experiment in different parts

We will say that an experiment is random if the following conditions ocurr:
1. It can be reapeated indefinitely, always under the same conditions
2. Before we carry it out, we can’t predict the outcome
3. The result obtained belongs to a set of known outcomes.

Events E sample space
The set of all possible results in a random experiment

is called sample space (E).
An event is a subset of results
Elementary event E sample space

Always one ocurrs
Are mutually exclusive
Compound event
Union of elementary events

Events
E random space
Complemetary event of an event A, is the event that
A does not ocurr
A A
E random space
Imposible event, Ø, is the one that never ocurrs

Operations with Events

E random space
Intersection between A and B, A∩B or AB, consists of all INTERSEC.
outcomes contained in both events A and B A
Two events A and B are mutually exclusive if they can’t

ocurr simultaneouslly, A∩B=Ø
E random space
A
B

Operations with Events

Union between A and B, AUB, is the event that consists of all outcomes that
are contained in either of the two events
E random space E random space

UNIÓN
A A
B B
Diference between A and B, A-B, is the event that consists of all outcomes that
are contained in A but not in B, i.e., A∩B
E random space
Therefore: A
A = E-A B 10

Example
We use a digital scale to measure the weight of pieces manufactured by a machine
A → Weight ≥ 11gr
B → Weight ≤ 15gr
C → Weight ≤ 5gr
C A
11
Estadística: Profesora María Durbán B

Example
A  B → 11gr ≤ Peso ≤ 15gr

B  C → Peso ≤ 15gr
AC →∅
B − C → 5 < Peso ≤ 15gr
A
12
B 11 15
Example
A  B → 11gr ≤ Peso ≤ 15gr

AC →∅
B − C → 5 < Peso ≤ 15gr
C
13
B 15
Example
A  B → 11gr ≤ Peso ≤ 15gr

AC →∅
B − C → 5 < Peso ≤ 15gr
C A
14
∅
Example
A  B → 11gr ≤ Peso ≤ 15gr

AC →∅
B − C → 5 < Peso ≤ 15gr
C
15
Estadística: Profesora María Durbán 5 B 15

Morgan´s Law
There are several properties of the union, intersection and complementary
event that are known under the Morgan’s Law
E random space
A  B=A  B A
A
B
E random space
A  B=A  B A B
B
16

1 Introduction
23 Probability:definition
Probability:definition and
and properties
properties
Equipropability
Combinatorics
Bayes Theorem
17

In a random experiment, when the number of times that it is repeated

increases, the relative frecuency
n o of times that A ocurrs
f n (A) =
n
converges to a quantity call probability:
Pr(A) = lim f n (A)
n→∞
18

In a random experiment, when the number of times that it is repeated

increases, the relative frecuency
n o of times that A ocurrs
f n (A) =
n
converges to a quantity call probability:
Pr(A) = lim f n (A)
n→∞
Example
Frecuencia relativa del número de
caras obtenidos en lanzamientos
sucesivos de una moneda
Converge a 1/2
19

Given a random space, E, we define probability as a function, P, which assigns a

number P(A) to each event A, and satify the following properties (axioms)
1. 0≤P(A) ≤1 2. P(E)=1 P(AUB)=P(A)+P(B) if A∩B=Ø
El tercer axioma se generaliza a cualquier número de Events de disjuntos:
A2 A3  5  5
A1 Pr   A i  = ∑ Pr ( A i )
 i=1  i=1
A4 A4
20

Given a random space, E, we define probability as a function, P, that asign a

number P(A) to each event A, and satify the following properties (axioms)
1. 0≤P(A) ≤1 2. P(E)=1 P(AUB)=P(A)+P(B) if A∩B=Ø
The third axiom can be generalized to any number of events:
A2 A3  5  5
A1 Pr   A i  = ∑ Pr ( A i )
 i=1  i=1
A5 A4
21

These axioms do not asign probabilities to events, but help to compute probabilities:
1. P(A) = 1 - P(A) E = A ∪ A → 1 = Pr(A) + Pr(A)

2. P(∅) = 0
3. Si A ⊆ B ⇒ P(A) ≤ P(B)
4. P(B-A) = P(B) - P(A ∩ B)
5. P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
22

1. P(A) = 1 - P(A)
2. P(∅) = 0 ∅ = E → Pr(∅) = 1 − Pr( E ) = 1 − 1 = 0
3. Si A ⊆ B ⇒ P(A) ≤ P(B)
4. P(B-A) = P(B) - P(A ∩ B)
5. P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
23

1. P(A) = 1 - P(A)
2. P(∅) = 0
3. Si A ⊆ B ⇒ P(A) ≤ P(B) B = A ∪ (B ∩ A) → Pr(B) = Pr(A)+Pr(B ∩ A)
4. P(B-A) = P(B) - P(A ∩ B)

5. P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
24

1. P(A) = 1 - P(A)
2. P(∅) = 0
3. Si A ⊆ B ⇒ P(A) ≤ P(B)
B = (A ∩ B) ∪ (B ∩ A)
4. P(B-A) = P(B) - P(A ∩ B) Pr(B)= Pr(A ∩ B) + Pr(B ∩ A)
5. P(A ∪ B) = P(A) + P(B) - P(A ∩ B) Pr(B)= Pr(A ∩ B) + Pr(B-A)
25

1. P(A) = 1 - P(A)
2. P(∅) = 0
3. Si A ⊆ B ⇒ P(A) ≤ P(B)
4. P(B-A) = P(B) - P(A ∩ B)
5. P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
A ∪ B=(A-B) ∪ (B-A) ∪ (A ∩ B)
Pr(A ∪ B)=Pr(A)-Pr(A ∩ B)+Pr(B)-Pr(A ∩ B)+Pr(A ∩ B) 26

P(A ∪ B) = P(A) + P(B) - P(A ∩ B)
P(A)
+ A
P(B)
_
B
P(A ∩ B)
P(A U B) AoB 27

Example: Car lights

A manufacturer of car lamps controls regularly the duration and intensity of light when
the lamps are under high humidity and temperature.
The following table shows the probabilities of performance with regard to humidity and
temperature:
Duration
Intensity Satisfactory Not Satisfactory
Satisfactory 0.9 0.023
Not Satisfactory 0.062 0.015
1. What is the probability that the duration of a lamp is satisfactory?
28

Example: Car lights
Duration
Intensity Satisfactory Not Satisfactory
Not Satisfactory 0.062 0.015
A → Intensity satisfactory
B → Duration satisfactory Pr(A ∩ B) Pr(A ∩ B)
Pr(A ∩ B) Pr(A ∩ B)
29

Example: Car Lights
Duration
Intensity Satisfactory No Satisfactory
No Satisfactory 0.062 0.015
¿ Pr(B) ? B = (A ∩ B) ∪ (A ∩ B)
30

Example: Car Lights
Duration
Intensity Satisfactory No Satisfactory
¿ Pr(B) ? B = (A ∩ B) ∪ (A ∩ B) Pr(B) = Pr(A ∩ B) + Pr(A ∩ B) = 0.9 + 0.062 = 0.962

31
Third Axiom P(AUB)=P(A)+P(B) si A∩B=Ø
Example: Car Lights
Duración
Intensidad Satisfactory No Satisfactory
2. What is the probability thata a lamp has sarisfactory intensity or does not
have satisfactory duration?
Pr(A ∪ B)
= Pr(A) + Pr(B) − Pr(A ∩ B) Pr(A ∪ B)= 0.923 + 0.038 − 0.023= 0.938
32
Pr(A) = Pr(A ∩ B) + Pr(A ∩ B) = 0.9 + 0.023 = 0.923 Pr(B) =
1 − Pr(B) =
1 − 0.962 =
0.038
1 Introduction
Equipropability
Combinatorics
Bayes Theorem
33

Equipropability
If an experiment has a finite number of outcomes and they are equally likely to ocurr.
We will compute the probability of an even as follows:
Given an event A that contains f elementary events, its probability will be:
n º of sucesses ( f ) 1 Probability of each

Pr( A) = n elementary event
n º of possible outcomes (n)
Laplace Rule
34

“The theory of probability is at bottom common

sense reduced to calculation"
(Pierre Simon Laplace, 1749-1827)
35

Examples
Toss of a coin E= {C , X } → Pr(C ) = 1/ 2
Rolling a dice =E {1, 2,3, 4,5, 6} →=

Pr(3) 1/ 6
Picking cards from a deck E = {Ace of hearts, ....}
Pr(Picking a heart) = 13 / 52
36

Equipropability
Sometimes its is difficult to count the number of elementary events in an event A:
Example: Set of computers

There are 9 computers in a set, 3 of which are defective, a buyer will reject the set
if when he inspects two randomly chosen computers, both are defective.
What is the probability that the buyer rejects the set?
A → Reject the set =

Find two defective
In how many different ways
nº of sucesses may I chose 2 defective PCs?
Pr( A) =
nº of possible outcomes In how many different ways
may I chose 2 PCs?

There are 9 computers, 3 of which are defective, a buyer will reject the set if when
he inspects two randomly chosen computers, both are defective.
In how many ways may I chose 2 defective PCs?
38


39


3 different groups
40


41

Combinatorics
WITHOUT WITH
REPETITIONS REPETITIONS
ORDER MATTERS n!
Vnk = VRnk = n k
VARIATIONS (n − k )!
ORDER DOESN’T n
k  n + k − 1
MATTER C = 
n
k
CR =  
k 
n
 k 
COMBINATIONS
If n= k → Permutations 42


PCs are chosen simultaneously without repetitions
The order doesn’t matter within a group Combinations
nº of sucesses In how many ways may I chose 2 defective PCs?

Pr( A) =
nº of possible outcomes 3!
2
C
= = 3
3
2!1! 43
There are 3 defective PCs
Example: Lote de ordenadores

nº of sucesses
Pr( A) = 9!
2
nº of possible outcomes
In how many ways may I
chose 2 PCs? C
= = 36
9
2!7!
44
There are 9 PCs in the set
Example: Lote de ordenadores

3
Pr( A) =
36
45

1 Introduction
Equipropability
Combinatorics
Bayes Theorem
46


https://www.youtube.com/watch?v=vhToKaPwKE4 E random space
Now we know that an event B has already A

.
ocurred
B
The random space of interest is “reduced”
to the outcomes contained in the B
Then, P(A | B) “measures” the probability of A|B

A with respect to the reduced sample 2 sucesses
space B
5 possible outcomes
2 2 / 9 Pr( A ∩ B)
Pr( A | B)= = =
5 5/9 Pr( B) 47

A A
B
B
P(A) = 0,25 P(A) = 0,25

P(B) = 0,10 P(B) = 0,10
P(A∩B) = 0,10 P(A∩B) = 0,08
Pr( A ∩ B)
B ⊂ A ⇒ Pr( A | B) =
1 Pr( A | B) =
Pr( B)
Pr(A|B)=1 Pr(A|B)=0,8>Pr(A)
A A
B
B
P(A) = 0,25 P(A) = 0,25

P(B) = 0,10 P(B) = 0,10
P(A∩B) = 0,005 P(A∩B) = 0
A ∩ B = ∅ ⇒ Pr( A | B) = 0
49
Pr(A|B)=0,05<Pr(A) P(A|B)=0
B ⊂ A ⇒ Pr( A | B) = 1
A ∩ B = ∅ ⇒ Pr( A | B) = 0 Important:
Pr( B) > 0
Pr( A ∩ B)
Pr( A | B) =
Pr( B)
⇒ Pr( A | B) ≥ Pr( A ∩ B)
⇓
Pr( A ∩ B ) = Pr( A | B) Pr( B)
= Pr( B | A) Pr( A)
≤ Pr( A)
50

≤ Pr( B)
Also, it has been found that 5% of It has been found that 25% of
parts without surface faults don’t parts with surface faults don’t
work properly Pr( A | B ) = 0.05 work properly
Pr( A | B) = 0.25
Therefore, 90% It is knowm that 10% of

don’t have surface 100% parts the parts manufactured
faults. have surface faults.
Pr( B ) = 0.9 Pr( B) = 0.1
Event A = { Part doesn’t work properly}

B = { Part has surface faults}
Which percentage of parts have surface faults and work properly?
Pr( A ∩ B) =Pr( A | B) Pr( B) =(1 − Pr( A | B)) Pr( B) =0.75 × 0.1 =0.075 → 7.5%
51

Independent Events
Two events A and B are independents if the fact that A occurs does not affect
the probability of B occurring.
A y B are independent if:
Pr( A | B) = Pr( A)
Pr( A ∩ B) Pr( A=
= | B) Pr( B) Pr( A) Pr( B)
Pr( B | A) = Pr( B)
52

Example
An application of the concept of “independence” is the calcultation of Reliability of a
circuit.
The Reliability of a circuit is the probability that the circuit works correctly.
A B
53

Example
An application of the concept of “independence” is the calcultation of Reliability of a
circuit.
The Reliability of a circuit is the probability that the circuit works correctly.
If the probability that a switch is working is 0.99, what is the probability that the current
goes from A to B?
A B
2
Pr(Going from A to
= B) 0.99
= 0.9801
54

Example
Even if the reliability of each switch is high, if there are many switches, the reliability
of the circuit may be low.
In order to increase the reliability we may connect another circuit in parallel:
1
S1
2
Pr(Going from A to=
B) Pr(S1 ∪ S2 )
= 1 − Pr(Not going A a B)
A B
1 − ( Pr(S1 ) Pr(S2 ) )
1 − Pr(S1 ∩ S2 ) =
3 S2 4
Pr(S1 ) =
1 − Pr(S1 ) =
1 − 0.9801 =
0.0199
1 − 0.01992 =
Pr(Going from A to B) = 0.9996
55
Reliability has increased 2%
Bayes Theorem
The theorem is named for Thomas Bayes

(1701- 1761) who was an English
mathematician and Presbyterian minister
56

Bayes Theorem
A1 A2
Let’s suppose that an experiments
has two stages: in the first stage, the
possible events are
A1, A2, A3, A4…
The union of all of them is the sample

space, and their intersections are
disjoints.
A3 A4
57

Bayes Theorem
A1 A2 In the second stage, any event B

depends on what happened on the
firts stage, and it can be decomposed
into disjoints events:
B = (B∩A1) U (B∩A2 ) U ( B∩A3 ) U ( B∩A4 )
A3 A4
58

Bayes Theorem
A1 A2 If we know the probaiblity of B giving

the ocurrence of Ai , then, we can
compute the probability of B.
B Third Axiom
P(AUB)=P(A)+P(B) if A∩B=Ø
A3 A4
P(B) = P(B∩A1) + P(B∩A2 ) + P( B∩A3 ) + ( B∩A4 )
=P(B|A1) P(A1) + P(B|A2) P(A2) + P(B|A3) P(A3) + P(B|A4) P(A4) 59

Bayes Theorem
A1 A2 Si conocemos la probabilidad de que

ocurra B habiendo ocurrido Ai ,
entonces podemos calcular la
probabilidad de B.
B
Conditional probability
P(A∩B)=P(A|B)P(B)
A3 A4
P(B) = P(B∩A1) + P(B∩A2 ) + P( B∩A3 ) + ( B∩A4 )
=P(B|A1) P(A1) + P(B|A2) P(A2) + P(B|A3) P(A3) + P(B|A4) P(A4) 60

A1 A2 …if B ocurrs, we can compute the

(posterior) probabilty of each Ai.
Pr(A i ∩ B)
B
Pr(B|A i ) Pr(A i )
Pr(A i |B) =
Pr(B)
A3 A4
where P(B) can be computed using the Total Probability Theorem:
P(B) =P(B|A1) P(A1) + P(B|A2) P(A2) + P(B|A3) P(A3) + P(B|A4) P(A4) 61

Also, it has been found that 5% of It has been found that 25% of
parts without surface faults don’t parts with surface faults don’t
work properly Pr( A | B ) = 0.05 work properly
Pr( A | B) = 0.25
Therefore, 90% It is knowm that 10% of

don’t have surface 100% parts the parts manufactured
faults. have surface faults.
Pr( B ) = 0.9 Pr( B) = 0.1
Event A = { Part doesn’t work properly}

B = { Part has a surface fault}
1. What is the probability that a part des not work properly?
2. If we know that a part doesn’t work properly, what is the probability that
it doesn’t have surface faults? 62

1. What is the probability that a part works properly?
2. If we know that a part doesn’t work properly, what is the probability that
it has surface faults?
Pr(B|A) A|B
0.25
Pr(A)
0.75
0.1 B A|B
Part
0.05
A|B
0.9
B
0.95 A|B 63

1. What is the probability that a part does not work properly?
=Pr(A) Pr(A|B) Pr(B) + Pr(A|B) Pr(B)

=0.25 × 0.1+0.05 × 0.9=0.07
A|B
0.25
0.75
0.1 B A|B
Pieza
0.05
A|B
0.9
B
0.95 A|B 64

2. If we know that a part doesn’t work properly, what is the probability

that it has surface faults?
Pr(A|B) Pr(B) 0.05 × 0.9

Pr(B|A) =
=
Pr(A) 0.25 × 0.1+0.05 × 0.9
0.045
= = 0.64 A|B
0.07 0.25
0.75
0.1 B A|B
Pieza
0.05
A|B
0.9
B
0.95 A|B 65

The Monty Hall problem

 http://www.youtube.com/watch?feature=player_detailpage&v=mhlc7pe
GlGg
 let us call the door picked by the contestant door a, the door
opened by Monty Hall door b, and the third door c. We will define
the following events:
• A, B, and C are the events that the prize is behind doors a, b, and
c respectively.
 • O is the event that Monty Hall opens door b.
 The Monty Hall Problem can be restated as follows: Is Pr{A | O} =
Pr{C | O}?. Calculate the probabilities it using Bayes theorem
66

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Introduction to probability

3 Probability:definition and properties

4 How to estimate probabilities in practice

Estadística: Profesora María Durbán

3 Probability:definition and properties

4 How to estimate probabilities in practice

Estadística: Profesora María Durbán

Experiment: Process in which we observe a characteristic

Toss a coin three times and observe the number of heads

Measure the tension in a cable

Count the number of calls arriving at switchboard per hour

Measure the concrete resistance to compression

Estadística: Profesora María Durbán

Measure the tension in a cable

Repit the experiment in different parts

Obtain different results

Errors in the measurement

Width of the cable

Estadística: Profesora María Durbán

Measure the tension in a cable

Repit the experiment in different parts

Estadística: Profesora María Durbán

We will say that an experiment is random if the following conditions ocurr:

1. It can be reapeated indefinitely, always under the same conditions

2. Before we carry it out, we can’t predict the outcome

3. The result obtained belongs to a set of known outcomes.

Estadística: Profesora María Durbán

Events E sample space

The set of all possible results in a random experiment

An event is a subset of results

Elementary event E sample space

Estadística: Profesora María Durbán

Estadística: Profesora María Durbán

Operations with Events

Two events A and B are mutually exclusive if they can’t

Estadística: Profesora María Durbán

Operations with Events

E random space E random space

Estadística: Profesora María Durbán

We use a digital scale to measure the weight of pieces manufactured by a machine

Estadística: Profesora María Durbán B

We use a digital scale to measure the weight of pieces manufactured by a machine

A  B → 11gr ≤ Peso ≤ 15gr

We use a digital scale to measure the weight of pieces manufactured by a machine

A  B → 11gr ≤ Peso ≤ 15gr

We use a digital scale to measure the weight of pieces manufactured by a machine

A  B → 11gr ≤ Peso ≤ 15gr

We use a digital scale to measure the weight of pieces manufactured by a machine

A  B → 11gr ≤ Peso ≤ 15gr

Estadística: Profesora María Durbán 5 B 15

Estadística: Profesora María Durbán

4 How to estimate probabilities in practice

Estadística: Profesora María Durbán

In a random experiment, when the number of times that it is repeated

Estadística: Profesora María Durbán

In a random experiment, when the number of times that it is repeated

Estadística: Profesora María Durbán

Given a random space, E, we define probability as a function, P, which assigns a

1. 0≤P(A) ≤1 2. P(E)=1 P(AUB)=P(A)+P(B) if A∩B=Ø

El tercer axioma se generaliza a cualquier número de Events de disjuntos:

Estadística: Profesora María Durbán

Given a random space, E, we define probability as a function, P, that asign a