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Discrete Probability

Huynh Tuong Nguyen,


Tran Tuan Anh, Nguyen

Chapter 7
An Khuong, Le Hong
Trang

Discrete Probability
Discrete Structures for Computing on September 30, 2021

Contents

Introduction

Probability

Randomness

Terminology

Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Huynh Tuong Nguyen, Tran Tuan Anh, Nguyen An Khuong, Le Probability Models

Hong Trang Geometric Model

Binomial Model

Faculty of Computer Science and Engineering


PROBLEMS

University of Technology - VNUHCM


SUMMARY III:

trtanh@hcmut.edu.vn - htnguyen@hcmut.edu.vn Emerging Applications

7.1
Discrete Probability

Huynh Tuong Nguyen,


Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

We would like to thank Dr. Nguyen Van Minh Man from Mahidol Contents

University, Thailand for his contribution to this chapter. Introduction

Probability

Randomness

Terminology

Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.2
Discrete Probability
Contents
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

Introduction
An Khuong, Le Hong
1 Trang

2 Probability
Randomness
Terminology

3 Probability Rules
Contents

Introduction
4 Conditional Probability
Probability
Dependent and Independent events Randomness

Concept of Conditional Probability Terminology

Probability Rules

5 Random Variables Conditional Probability

Dependent and Independent

events

6 Probability Models Concept of Conditional

Probability

Geometric Model
Random Variables

Binomial Model Probability Models

Geometric Model

7 PROBLEMS Binomial Model

PROBLEMS

8 SUMMARY III: Emerging Applications SUMMARY III:

Emerging Applications

7.3
Discrete Probability
Course outcomes
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Course learning outcomes


L.O.1 Understanding of logic and discrete structures
L.O.1.1  Describe definition of propositional and predicate logic
L.O.1.2  Define basic discrete structures: set, mapping, graphs

L.O.2 Represent and model practical problems with discrete structures Contents

L.O.2.1  Logically describe some problems arising in Computing Introduction

L.O.2.2  Use proving methods: direct, contrapositive, induction Probability

L.O.2.3  Explain problem modeling using discrete structures Randomness

Terminology

L.O.3 Understanding of basic probability and random variables


Probability Rules

L.O.3.1  Define basic probability theory Conditional Probability

L.O.3.2  Explain discrete random variables


Dependent and Independent

events

Concept of Conditional

Probability

L.O.4 Compute quantities of discrete structures and probabilities Random Variables

L.O.4.1  Operate (compute/ optimize) on discrete structures Probability Models


L.O.4.2  Compute probabilities of various events, conditional Geometric Model

ones, Bayes theorem Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.4
Discrete Probability
Motivations
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong

• Gambling Trang

Contents

Introduction

Probability

• Real life problems Randomness

Terminology

Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

• Computer Science: cryptology  deals with encrypting codes


Binomial Model

PROBLEMS

or the design of error correcting codes


SUMMARY III:

Emerging Applications

7.5
Discrete Probability
Learning Objectives of Basic Probability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

After careful study of basic probability, you should be able to

1 Compute and interpret probability of an event


Contents
(Probability = a chance that an event occurs)
Introduction

2 Find probability of mixed events, including conditional Probability

probability Randomness

Terminology

3 Explain the concepts of random variable, and determine its Probability Rules

components Conditional Probability

Dependent and Independent

4 Understand expectation and variance of a random variable events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.6
Discrete Probability
Learning Objectives of Basic Probability
Huynh Tuong Nguyen,

Probability in practice Tran Tuan Anh, Nguyen


An Khuong, Le Hong
Trang

Probabilistic Methods help us to solve realistic problems as follows.

1) In Computing
• Estimate the average computing time of an algorithm

• Compute the risk of security breach to a computer system


by (bad) hackers in cyber-space... Contents

Introduction

2) In Finance Science and Insurance Industry


Probability

• Suppose an insurance company B has thousands of


Randomness

Terminology

customers, and each customer is charged $500 a year. Probability Rules

• Since the customer's businesses are risky, from the past Conditional Probability

Dependent and Independent

experience the company B estimates that about 15% of their events

Concept of Conditional

customers would get fatal trouble (e.g. fire, accident ...) and, Probability

as a result they will submit a claim in any given year. Random Variables

Probability Models
• We assume that the claim will always be $3000 for each Geometric Model

customer.
Binomial Model

PROBLEMS

Our problem: Compute how much average profit can the SUMMARY III:

company expect to make per customer in a certain year? Emerging Applications

7.7
Discrete Probability
Randomness
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Which of these are random phenomena? An Khuong, Le Hong
Trang

• The number you receive when rolling a fair dice

• The sequence for lottery special prize (by law!)

• Your blood type (No!)


• You met the red light on the way to school
• The traffic light is not random. It has timer. Contents

• The pattern of your riding is random. Introduction

Probability

So what is special about randomness? Randomness

Terminology

In the long run, they are predictable and have relative frequency
Probability Rules

Conditional Probability
(fraction of times that the event occurs over and over and over). Dependent and Independent

events

Does randomness exist in the above problem? What is it? Concept of Conditional

Probability

Could we Random Variables

1 Model the amount of money X that the insurance company Probability Models

Geometric Model

believes to obtain from each customer Binomial Model

PROBLEMS
2 Find the expectation (Expected Value) of that amount,
SUMMARY III:
denoted by E[X]. Emerging Applications

7.8
Discrete Probability
Terminology
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Contents

Introduction

Probability

Randomness

Terminology

Probability Rules

• Experiment (th½ nghi»m): Conditional Probability


a procedure that yields one of a Dependent and Independent

given set of possible outcomes.


events

Concept of Conditional

• Tossing a coin to see the face


Probability

Random Variables

• Sample space (khæng gian m¨u ): set of possible outcomes


Probability Models

• {Head, Tail} Geometric Model

Binomial Model

• Event (sü ki»n): a subset of sample space. PROBLEMS

• You see Head after an experiment. {Head} is an event. SUMMARY III:

Emerging Applications

7.9
Discrete Probability
Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example (1)

Experiment: Rolling a die. What is the sample space?

Answer: {1, 2, 3, 4, 5, 6}

Contents

Introduction
Example (2)
Probability

Experiment: Rolling two dice. What is the sample space? Randomness

Terminology

Answer: It depends on what we're going to ask! Probability Rules

• The total number?


Conditional Probability

Dependent and Independent

{2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}


events

Concept of Conditional

Probability

• The number of each die?


Random Variables

{(1,1), (1,2), (1,3), . . ., (6,6)} Probability Models

Geometric Model

Which is better? Binomial Model

PROBLEMS
The latter one, because they are equally likely outcomes
SUMMARY III:

Emerging Applications

7.10
Discrete Probability
The Law of Large Numbers
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Definition

The Law of Large Numbers (Luªt sè lîn) states that the long-run
relative frequency of repeated independent events gets closer and
Contents

closer to the true relative frequency as the number of trials Introduction

increases. Probability

Randomness

Terminology

Example
Probability Rules

Do you believe that the true relative frequency of Head when you Conditional Probability

Dependent and Independent

toss a coin is 50%? events

Concept of Conditional

Probability

Let's try!
Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.11
Discrete Probability
Be Careful!
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Don't misunderstand the Law of Large Numbers (LLN). It can


lead to money lost and poor business decisions.

Example
Contents

I had 8 children, all of them are girls. Thanks to LLN (!?), there Introduction

are high possibility that the next one will be a boy. Probability

(Overpopulation!!!) Randomness

Terminology

Probability Rules

Conditional Probability
Example Dependent and Independent

events

I'm playing Oysters - Crap - Lobster - Fish game, the fish has not Concept of Conditional

Probability

appeared in recent 5 games, it will be more likely to be fish next Random Variables

game. Thus, I bet all my money in fish. (Sorry, you lose!) Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.12
Discrete Probability
Probability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

Probability of an event E, or a phenomenon ... informally is An Khuong, Le Hong


Trang

a number P[E] or p(E) measuring how much chance


that the event E would happen.

Definition

The probability (x¡c su§t ) of an event E of a finite nonempty


sample space S of equally likely outcomes is: Contents

Introduction

|E| Probability

P[E] = . Randomness

|S| Terminology

Probability Rules

Conditional Probability

• Note that E ⊆ S so 0 ≤ |E| ≤ |S| Dependent and Independent

events

• 0 ≤ P[E] ≤ 1 Concept of Conditional

Probability

• 0 indicates impossibility Random Variables

• 1 indicates certainty Probability Models

Geometric Model

Binomial Model

PROBLEMS
People often say: It has a 20% probability of female students in
SUMMARY III:
class DS1007 if there are 20 women over a total of 100 students. Emerging Applications

7.13
Discrete Probability
Examples (We use both notation P[E] and p(E))
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Example (1) Trang

What is the probability of getting a Head when tossing a coin?

Answer:
• There are |S| = 2 possible outcomes

• Getting a Head is|E| = 1 outcome, so Contents

p(E) = 1/2 = 0.5 = 50% Introduction

Probability

Randomness

Example (2) Terminology

Probability Rules

What is the probability of getting a 7 by rolling two dice? Conditional Probability

Dependent and Independent

Answer: events

Concept of Conditional

• Product rule: There are a total of 36 equally likely possible


Probability

Random Variables

outcomes
Probability Models

• There are six successful outcomes: Geometric Model

Binomial Model

(1,6), (2,5), (3,4), (4,3), (5,2), (6,1) PROBLEMS

• Thus, |E| = 6, |S| = 36, p(E) = 6/36 = 1/6 SUMMARY III:

Emerging Applications

7.14
Discrete Probability
Examples
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example (3)

We toss a coin 6 times. What is probability of H in 6th toss, if all


the previous 5 are T?

Answer:
Contents

Don't be silly! Still 1/2.


Introduction

Probability

Example (4) Randomness

Terminology

Which is more likely: Probability Rules

• Rolling an 8 when 2 dice are rolled?


Conditional Probability

Dependent and Independent

events

• Rolling an 8 when 3 dice are rolled? Concept of Conditional

Probability

Random Variables

Answer:
Probability Models

Two dice: 5/36 ≈ 0.139 Geometric Model

dice: 21/216 ≈ 0.097


Binomial Model
Three
PROBLEMS

SUMMARY III:

Emerging Applications

7.15
Discrete Probability
Summary I: Conceptual terms of probability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Experiment is a specific trial/activity (of scientists, human being) An Khuong, Le Hong
Trang
whose outcomes possess randomness.

Sample space- set of all possible outcomes, denoted by S.

Event- is subset E S : E ⊂ S . Usually we include


of sample space
all events into a set Q := {events E : E ⊂ S}, called the event Contents

S
set or σ -algebra. So Q ⊂ 2 , the power set of S . Introduction

Probability

Randomness

Probability function: is a map P : Q → [0, 1], Terminology

Probability Rules

E ∈ Q =⇒ p(E) = P[E] = Prob(E) = Conditional Probability

Dependent and Independent

events

probability or chance that the event E occurs. Concept of Conditional

Probability

Random Variables
Remarks:
Probability Models

1 S can be a discrete set or continuous set. [DIY: could you Geometric Model

Binomial Model

invent few examples?]

Prob(E) equivalently
PROBLEMS

2 We use 3 notations p(E), P[E] and SUMMARY III:

Emerging Applications
from now on.
7.16
Discrete Probability
Event combinations
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong

• The Union of two events A, B , denoted as A ∪ B, Trang

consists of all outcomes that are contained in one event or


the other.

• The Intersection of two events A, B , denoted as A ∩ B,


consists of all outcomes that are contained in one event and
the other. Contents

Introduction

A∪B A∩B Probability

Randomness

Terminology

Probability Rules

A B A B Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Probability Models

• c 0 Geometric Model

The Complement of an event B, denoted as B B or B ,


, Binomial Model

is the set of outcomes in the sample space that are not PROBLEMS

contained in B. SUMMARY III:

Emerging Applications

7.17
Discrete Probability
Formal Probability (Axioms, by A. Kolmogorov, 1933)
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Axiom A1: A probability is a number between 0 and 1. An Khuong, Le Hong
Trang

0 ≤ P[E] ≤ 1

Axiom A2: The sample space S has probability 1

Contents
The probability of S (all possible outcomes of a trial) must be 1.
Introduction

Probability
P[S] = 1 Randomness

Terminology

Probability Rules

Conditional Probability
Axiom A3: Probabilities of disjoint events A, B ⊂ Ω, and A ∩ B = ∅: Dependent and Independent

events

Concept of Conditional

Probability

P[A ∪ B] = P[A or B] = P[A] + P[B] Random Variables

Probability Models

Geometric Model

Binomial Model
Axiom A3b: Compliment Rule (obtained from Axioms A2 and A3)
PROBLEMS

The probability of an event B occurring is 1 minus the probability SUMMARY III:

that it doesn't occur P[B] = 1 − P[B]. Emerging Applications

7.18
Discrete Probability
Examples
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example

What is the probability of NOT drawing a heart card from 52 deck


cards?
Contents

Answer: Introduction

Probability
Let E be the event of getting a heart from 52 deck cards. Randomness

We have p(E) = 13/52 = 1/4. Terminology

Probability Rules

Conditional Probability
By the compliment rule, the probability of NOT getting a heart
Dependent and Independent

card is events

Concept of Conditional

p(E) = 1 − p(E) = 3/4. Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.19
Discrete Probability
Extensions of Axiom A3
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

General Addition Rule, the 1st extension of Axiom A3:

For nonmutually exclusive or overlapping events, A ∩ B 6= ∅,

since P[A and B] = P[A ∩ B] 6= 0 then:


Contents

Introduction

P[A ∪ B] = P[A or B] = P[A] + P[B] − P[A ∩ B]. Probability

Randomness

Terminology

Probability Rules

Conditional Probability

If A ∩ B = ∅, they are disjoint, Dependent and Independent

events

which means they can't occur together, then, Concept of Conditional

Probability

P[A ∪ B] = P[A] + P[B]. Random Variables

Probability Models

Geometric Model

What if we have more than two events? Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.20
Discrete Probability
Examples
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example (1)

If you choose a number between 1 and 100, what is the probability


that it is divisible by either 2 or 5?

50 20 10 3
Short Answer: 100 + 100 − 100 = 5 Contents

Introduction

Probability

Example (2) Randomness

Terminology

There are a survey that about Probability Rules

45% of VN population has Type O blood, Conditional Probability

40% type A, 11% type B and


Dependent and Independent

events

the rest type AB. Concept of Conditional

Probability

Random Variables

What is the probability that a blood donor has Type A or Type B? Probability Models

Geometric Model

Short Answer: 40% + 11% = 51%. WHY? Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.21
Discrete Probability
Axiom A3. Probabilities of disjoint events
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

• The 2nd extension of Axiom A3, generally, says

P(A1 ∪ A2 ∪ · · · ∪ Am ) = P(A1 ) + P(A2 ) + · · · + P(Am )

form mutually disjoint events, i.e. the intersection


Ai ∩ Aj = ∅ when 1 ≤ i 6= j ≤ m. Contents

Introduction

Probability

• The 3rd extension, so-called countably additive of Randomness

Terminology

probabilities is a generalization:
Probability Rules

Conditional Probability
∞ ∞
" #
[ X Dependent and Independent

P Ai = P(Ai ). events

Concept of Conditional

i=1 i=1 Probability

Random Variables

NOTE: Here events Ai ⊂ S , and the sample space S can be either Probability Models

Geometric Model

Binomial Model

* discrete if it consists of a finite or countable infinite. PROBLEMS

SUMMARY III:

Emerging Applications

7.22
Discrete Probability
Partitioning sample space
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

A ∪ A0 = Ω, B = B ∩ Ω = B ∩ A ∪ A0 =?.

Observe that and An Khuong, Le Hong
Trang

Contents

Introduction

Probability

Randomness

Terminology

Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Events E1 , E2 , · · · , En (n ≥ 1) (n = 4 in the above figure) Probability Models

form a partition of set Ω if Geometric Model

Binomial Model

PROBLEMS

(Ei ∩ Ej ) = ∅, ∀i 6= j, and E1 ∪ E2 ∪ · · · ∪ En = S. SUMMARY III:

Emerging Applications

7.23
Discrete Probability
General addition rule for n events
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

If events E1 , E2 , · · · , En (n ≥ 1) form a partition of set Ω, Contents

then for any event B, Introduction

Probability
n
Randomness
X
P[B] = P[B ∩ Ei ]. (1) Terminology

i Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.24
Discrete Probability
Homework (DIY)
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example (3)

In a hospital unit there are 8 nurses and 5 physicians; 7 nurses and


3 physicians are females. If a staff person is selected, find the
probability that the subject is a nurse or a male.
Contents

The sample space is shown here: Introduction

Probability

Staff Females Male Total Randomness

Terminology

Nurses 7 1 8 Probability Rules

Physicians 3 2 5 Conditional Probability

Total 10 3 13 Dependent and Independent

events

Concept of Conditional

Probability

The probability is:


Random Variables

P(nurse or male) = P(nurse) +P(male) - P(male nurse)


Probability Models
8 3 1 10
= 13 + 13 − 13 = 13
Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.25
Discrete Probability
Dependent events
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Knowledge changes probabilities!


Event A and event B are dependent if the appearance of an event
is related (in a certain way) to the occurrence of the other event.

Contents

Introduction

Probability

Randomness

Terminology

Probability Rules

Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability

We next use event dependency to define Independence (ëc lªp ), Random Variables

then Conditional Probability (X¡c su§t câ i·u ki»n), given two Probability Models

events A, B , where B occurred. Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.26
Discrete Probability
Independent events
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Definition

Events A and B are independent whenever the occurrence of A is


not related to or not influenced by the occurrence of B , and the
other way round.
Then we write Contents

p(A | B) = p(A). Introduction

Probability

Randomness

• We can say the outcome of one event does not influence the Terminology

Probability Rules
probability of the other.
Conditional Probability

• Example: p(Head|It's raining outside) = p(Head) Dependent and Independent

events

Concept of Conditional

Probability

NOTE: Disjoint 6= Independence Random Variables

Probability Models

Disjoint events cannot be independent. They have no outcomes in Geometric Model

common, so knowing that one occurred means the other did not.
Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.27
Discrete Probability
Conditional Probability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

Definition: The conditional probability p(A | B) = Probability of An Khuong, Le Hong


Trang

event A given that event B has occurred.


Two cases of interest:

1 When event A is independent of B , meaning the


occurrence of A is not influenced by B , then obviously
Contents

p(A | B) = p(A). Introduction

Probability

The joint probability of two independent events A, B Randomness

Terminology

then is defined as Probability Rules

Conditional Probability

p(A ∩ B) = p(B) · p(A) = p(A) · p(B). (2) Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

2 When A is dependent of B (A is influenced by B) Probability Models

Geometric Model

Binomial Model

p(A | B) 6= p(A). PROBLEMS

SUMMARY III:

How to evaluate p(A | B) in the 2nd case? Emerging Applications

7.28
Discrete Probability
General Multiplication Rule gives Conditional Probability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

In general, [no matter dependent or independent] we always have

p(A ∩ B) = p(B) × p(A | B) = p(A) × p(B | A) Contents

Introduction

Probability

Therefore, the conditional probability of event A given event B Randomness

Terminology

Probability Rules

p(A ∩ B)
p(A | B) = . (3)
Conditional Probability

p(B) Dependent and Independent

events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.29
Discrete Probability
Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

What is the probability of drawing a red card and then another red
card without replacement (khæng ho n l¤i )?
Contents

Solution: Let B be the event of drawing the first red card, and Introduction

A be the event of drawing the second red card. Clearly, Probability

Randomness

p(B) = 26/52 = 1/2, the conditional p(A | B) = 25/51. Terminology

So the event of drawing a red card and then another red card is Probability Rules

the joint probability Conditional Probability

Dependent and Independent

p(A ∩ B) = p(B) × p(A | B) = 1/2 × 25/51 = 25/102. events

Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.30
Discrete Probability
Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang
Example (1)

The probability that Sam parks in a no-parking zone and gets a


parking ticket is 0.06, and the probability that Sam cannot find a
legal parking space and has to park in the no-parking zone is 0.20.
On Tuesday, Sam arrives at school and has to park in a no-parking
zone. Contents

Introduction
Find the probability that he will get a parking ticket.
Probability

Randomness

Terminology

Solution Probability Rules

N : parking in a no-parking zone Conditional Probability

T : get a ticket
Dependent and Independent

events

∩T ) Concept of Conditional

p(T |N ) = p(N 0.06


p(N ) = 0.2 = 0.3
Probability

Hence, Sam has a 0.3 probability of getting a parking ticket, given


Random Variables

that he parked in a no-parking zone.


Probability Models

Geometric Model

Binomial Model

REMARK: In general, p(A | B) 6= p(B | A), PROBLEMS

the conditional probability is not symmetric. SUMMARY III:

Emerging Applications

7.31
Discrete Probability
Bayes's Theorem
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Reminder: Trang

p(A ∩ B)
p(A | B) = .
p(B)
Note also that

p(B) · p(A | B) = p(A ∩ B) = p(B ∩ A) = p(A) · p(B | A) Contents

Introduction

Probability

Randomness

Terminology

Theorem (Bayes's Theorem- basic version) Probability Rules

We always have the following, for any pair of events A, B , where


Conditional Probability

Dependent and Independent

we assume B occurred. events

Concept of Conditional

Probability

p(A) · p(B | A) Random Variables

p(A | B) = . (4)
p(B) Probability Models

Geometric Model

Binomial Model

PROBLEMS

Recall A = Ac = A0 = S \ A, the complement of event A. SUMMARY III:

Emerging Applications

7.32
Discrete Probability
Bayes's Theorem II
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Theorem (Bayes's Theorem- full version) An Khuong, Le Hong
Trang

Given two events B, A where we assume B occurred.


p(A) · p(B | A)
p(A | B) =
p(A) · p(B | A) + p(A) · p(B | A)
Contents

Proof : Rule (1) gives Introduction

p(B) = p(B ∩ E1 ) + p(B ∩ E2 ), with E1 = A, E2 = A. Probability

Randomness

Example Terminology

Probability Rules

If we know that the probability that a person has tuberculosis (TB) is


Conditional Probability

p(TB) = 0.0005, also know p(+| TB) = 0.999 and p(−| TB) = 0.99. Dependent and Independent

events

What is p(TB| +) and p(TB| −)? Concept of Conditional

Probability

p(+|T B)p(T B) Random Variables

p(T B|+) =
p(+|T B)p(T B) + p(+|T B)p(T B) Probability Models

Geometric Model

0.999 × 0.0005 Binomial Model

= = 0.0476
0.999 × 0.0005 + (1 − 0.99) × (1 − 0.0005) PROBLEMS

SUMMARY III:

Emerging Applications
p(T B|−) = 0.99
7.33
Discrete Probability
Random Variable: Concepts
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
From now on, given a random experiment, we also write Ω for the An Khuong, Le Hong
Trang
sample space (previously denoted S) of that experiment. Then we
perform observation or measurement on elements of Ω.
Definition

A random variable X is a map (function or measurement) from Contents

Ω to the reals R. That is for w ∈ Ω then X(w) ∈ R. Introduction

Probability

• The domain of variable X is the sample space Ω. Randomness

Terminology

• The range of variable X is the set of all observed values Probability Rules

Conditional Probability

RX = Range(X) = {X(w)} ⊆ R. Dependent and Independent

events

Concept of Conditional

Probability

Random Variables
For any value b ∈ R, the preimage
Probability Models

Geometric Model
−1
A := X (b) = {w ∈ Ω : X(w) = b} ⊂ Ω Binomial Model

PROBLEMS

is an event, we define P[X = b] = Prob{X = b} := Prob(A). SUMMARY III:

Emerging Applications

7.34
Discrete Probability
Random Variable: Visualization of a random variable X
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Map X: Ω R The observed value set
The sample space Ω Range(X) Trang

ARIN

Contents

Introduction

Probability

Randomness

Terminology

In Entertainment industry, a random experiment can be defined as


Probability Rules

Conditional Probability
observing certain students of HCMUT, to get a sample space Ω of Dependent and Independent

students who like music (or art and drama).


events

Concept of Conditional

Next we ask every w∈Ω about his/her unique favorite singer,


Probability

Random Variables
to make a random variable fan of
Probability Models

X : Ω −→ Range(X) = {x : x is good singer in the world}.


Geometric Model

Binomial Model

PROBLEMS
Here specifically X(w) = b means b is the observed value at w.
{X = b} is A := X −1 (b), the violet square...
SUMMARY III:
Then event Emerging Applications

7.35
Discrete Probability
Random Variable: the probability density function
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

Now fix another singer with name ARIN, we then view the event An Khuong, Le Hong
Trang

{X = ARIN} in the meaning of the set A := X −1 (ARIN),


it is the green oval consisting of fans of ARIN, obviously A ⊆ Ω,
so the probability Prob(A) does exist.


Contents
Definition
Introduction

In general, for a random variable X : Ω −→ Range(X), fix any Probability

A := X −1 (x) is an event and the


Randomness

value x ∈ Range(X), then Terminology

probability Probability Rules

|A|
P[X = x] := Prob(A) =
Conditional Probability

. Dependent and Independent

|Ω| events

Concept of Conditional

Probability

• P[X = x] indicates how much chance observed value x Random Variables

occurred, and Probability Models

Geometric Model

• f (x) := P[X = x] called the probability density function


Binomial Model

PROBLEMS

(p.d.f ) of variable X at observation (or observed value) x. SUMMARY III:

Emerging Applications

7.36
Discrete Probability
Random Variable: Example revisited with calculation
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

• Sample space Ω = the set of HCMUT `musical' students,

ask each student w ∈ Ω to know his (her) most liked singer x


in the globe, X(w) = x, [x is the most liked singer of w.]
• If the university has 30000 students, and 1500 students like -
x = ‘ARIN 0
Contents
say singer (called observed value or measured
Introduction

value) then event


Probability

Randomness

−1
A := X (`ARIN') = {w ∈ Ω : X(w) = `ARIN'} ⊂ Ω Terminology

Probability Rules

Conditional Probability
has cardinality (i.e. the number of students) 1500, and
Dependent and Independent

events

|A| 1500 Concept of Conditional

P[X = `ARIN'] := Prob(A) =


Probability

= = 1/20.
|Ω| 30000 Random Variables

Probability Models

Geometric Model

f (`ARIN') := P[X = `ARIN'] = 1/20 is Binomial Model

the probability density or mass at the value `singer ARIN'. PROBLEMS

SUMMARY III:

Emerging Applications

7.37
Discrete Probability
Distinguish random variables and observed values
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Notation is used to distinguish between a random variable and the Trang

real observed values.

• A random variable is denoted by an uppercase letter


such as X (it is a map).

• After a measurement (observation) is conducted, the


Contents

measured value of the random variable is denoted Introduction

generally by a lowercase letter x (it is number or Probability

specific value), as Randomness

Terminology

Probability Rules

x = ADEL in Western entertainment industry, Conditional Probability

x = DONAL Trump in Politics, Dependent and Independent

events

Concept of Conditional

x = 70 milliamperes in Electrical engineering, Probability

Random Variables
x = 1.7 meter in Public Health,
Probability Models

x = ‘success0 outcome in Business administration,


Geometric Model

Binomial Model

0
x = ‘f atal accident in Medical insurance...
PROBLEMS

SUMMARY III:

Emerging Applications

7.38
Discrete Probability
Discrete random variable and Expected Value
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Definition (Discrete random variable - bi¸n ng¨u nhi¶n ríi r¤c) Trang

(1) A rand. variable X(.) is discrete if it has a discrete range,


meaning that the set of observed values consists of no more than a
countable number of elements, i.e. |SX | ≤ |N|.
Contents

In finite set case, |SX | < |N|, we usually write set of values
Introduction

Probability

SX := Range(X) = {x1 , x2 , x3 , · · · , xn−1 , xn }, n ∈ N. Randomness

Terminology

In countably infinite set case, |SX | = |N|, we write


Probability Rules

Conditional Probability

Dependent and Independent

SX := Range(X) = {x1 , x2 , x3 , · · · , xn−1 , xn , . . .} events

Concept of Conditional

Probability

Random Variables

(2) Expected value (gi¡ trà ký vång) of X Probability Models

Geometric Model

Binomial Model
P
E[X] = x∈SX x · p(X = x) PROBLEMS

SUMMARY III:
where p(X = x) := P[X = x] is the density (mass) at x. Emerging Applications

7.39
Discrete Probability
The probability distribution table of a discrete variable
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang
The finiteSX = {x1 , x2 , x3 , · · · , xn } helps us to compute the
probability distribution table of X , structured by

X x1 ··· xn−1 xn
pk := P[X = xk ] p1 ··· pn−1 pn .
Contents

Of course X Introduction

pk ≥ 0 and pk = 1. Probability

Randomness

xk ∈SX Terminology

The probability distribution table in Entertainment industry : Probability Rules

Conditional Probability

Dependent and Independent

−1 events

A := X (ARIN) is the green oval, with |A| = 1500, Concept of Conditional

E := X −1 (b) is the violet square on the left, with |E| = 21000,


Probability

Random Variables
−1
and C := X (c) is the yellow oval, with |C| = 7500 students, Probability Models

Geometric Model

then we can find the densities


P pk and finally Binomial Model

check that xk ∈SX pk = 1? PROBLEMS

SUMMARY III:

Emerging Applications

7.40
Discrete Probability

Huynh Tuong Nguyen,


Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang
The set of observed values (also called value space)
SX = {x1 , x2 , x3 } = {ARIN, b, c} gives

X x1 = ARIN x2 = b x3 = c
1 7 1
pi = P[X = xi ] p1 = p2 = p3 =
20 10 4 Contents

Introduction

Map X: Ω R The observed value set Probability


The sample space Ω Range(X) Randomness

Terminology

Probability Rules

ARIN
Conditional Probability

Dependent and Independent

events

Concept of Conditional

Probability
b
Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.41
Discrete Probability
Expectation (Expected Value) to Variability
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen

Generally, assume that random variable X is discrete, with the An Khuong, Le Hong
Trang

value space SX = Range(X) = {x1 , x2 , . . . , xn },


having the density pk = p(xk ), then we knew the expected value
(expectation or average) µ of X is given by

X
µ = E[X] = xk p k .
Contents
xk ∈SX
Introduction

Probability

Randomness
Definition
Terminology

The variability of the random variable X is expressed via two Probability Rules

concepts. Conditional Probability

Dependent and Independent

events

• Variance of X is
Concept of Conditional

Probability

Random Variables
X
V[X] = σ 2 := E[(X − µ)2 ] = [xk − µ]2 pk . Probability Models

Geometric Model

xk ∈SX Binomial Model

p PROBLEMS

• Standard deviation of X is σX = σ = V[X]. SUMMARY III:

Emerging Applications

7.42
Discrete Probability
Expected Value for Central Tendency of X
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Example: An insurance company Lif eInsu charges $50 a year. Trang

Can the company make a profit? Assuming that it made a


research on 1000 people and have following table:

Outcome Payroll (m) Probability p(X = x) = p(M = m)


1
Death 10,000 Contents
1000
2
Disability 5000 Introduction
1000
997
Good 0 Probability

1000 Randomness

Terminology

Or horizontally Probability Rules

Conditional Probability

X Death Disability Good Dependent and Independent

events

M (Payroll) 10,000 5000 0 Concept of Conditional

1 2 997 Probability

pi = P[X = xi ] p1 = p2 = p3 = Random Variables


1000 10000 1000
Probability Models

Geometric Model

X is a discrete random variable, so is the payroll M. Binomial Model

pi = P[X = xi ] = P[M = mi ],
Besides, where m1 = 10, 000, PROBLEMS

m2 = 5000, and m3 = 0. SUMMARY III:

Emerging Applications

7.43
Discrete Probability
Can company make a profit?
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang
• X is discrete since customer's injury level has three values
(outcomes) Death, Disability and Good (nothing happen).

• The company expects that they have to pay for each


customer:
X X
E[X] = x · P(X = x) = m · P(M = m) Contents

Introduction

1 2 997 Probability

= $10, 000 ( ) + $5000 ( ) + $0 ( ) = $20. Randomness

1000 1000 1000 Terminology

Probability Rules

X Death Disability Good Conditional Probability

Dependent and Independent


M (Payroll) 10,000 5000 0 events

1 2 997 Concept of Conditional

pi = P[M = mi ] p1 = p2 = p3 = Probability

1000 10000 1000 Random Variables

Probability Models

Expected money amount E[X] = E[M ] = µ = 20 USD per Geometric Model

say Lif eInsu gets profit 50 − 20 = $30


Binomial Model
customer. Well, shall we
PROBLEMS

per customer, in average?


SUMMARY III:

Emerging Applications

7.44
Discrete Probability
Variance: capture the Spreading, Risk or Variability
Huynh Tuong Nguyen,

• Of course, the expected value $20 will not happen in reality Tran Tuan Anh, Nguyen
An Khuong, Le Hong

• There will be variability. Let's calculate!


Trang

• Variance (ph÷ìng
sai )
(x − E[X])2 · p(X = x)
P
V[X] =
X
V[X] = (m − E[M ])2 · p(M = m) = V[M ] Contents

Introduction

Probability

• V[M ] = 99802 ( 1 ) + 49802 ( 2 ) + (−20)2 ( 997 ) = Randomness


1000 1000 1000
Terminology
149, 600
Probability Rules

• Standard deviation (ë l»ch chu©n) Conditional Probability


p
SD(M ) = V[M ] Dependent and Independent

√ events

• SD(M ) = 149, 600 ≈ $386.78 Concept of Conditional

Probability

Random Variables

Probability Models

Comment Geometric Model

Binomial Model

The company expects to pay out $20, and make $30. However, PROBLEMS

the standard deviation of $386.78 indicates that it's no sure thing. SUMMARY III:

Emerging Applications
That's pretty big spread (and risk) for an average profit of $30.
7.45
Discrete Probability
Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Example

One thousand tickets are sold at 1 each for a color television


valued at 350. What is the expected value of the gain if you
purchase one ticket?
The problem can be set up as follows: Contents

Introduction

Win Lose Probability

Randomness

Terminology

Gain 349 −1 Probability Rules

1 999 Conditional Probability


probability
1000 1000 Dependent and Independent

events

Concept of Conditional

The solution, then, is Probability

Random Variables

1 999 Probability Models


E[X] = $349( ) + (−1)( ) = −0.65
1000 1000 Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.46
Discrete Probability
SUMMARY II
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong

• Probability theory: Concepts and operations Trang

• Random variable X with 5 key components


1 The observed value set Range(X) = SX

2 The probability density function (pdf) f (x) Contents

3 The probability cumulative function (or cdf) F (x) Introduction

Probability

4 Expectation (or average) E[X] = µ of X


Randomness

Terminology
2
5 Variance V[X] = σ of X , and the Standard deviation σ. Probability Rules

 Conditional Probability

Dependent and Independent

events

Concept of Conditional

The last section is spent for Probability Models, which play an Probability

extremely important role nowadays in modeling of phenomena in Random Variables

Science, Engineering and Technology, in particular because of high Probability Models

Geometric Model

uncertainty of our world (war, epidemic, pandemic, risks in Binomial Model

cyberspace, calamity in environment, climate change...). PROBLEMS

See SUMMARY III of emerging applications at the end for more. SUMMARY III:

Emerging Applications

7.47
Discrete Probability
Bernoulli Trials
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Bernoulli variable or trial describes a random variable B Trang

that can take only two possible values, i.e. SB = {0, 1}.
Its probability density function is given by probability of suc-
cess P(B = 1) = p, and

P(B = 0) = 1 − p for some p ∈ [0, 1].


Contents

Expectation and variance E[B] = p; V[B] = p(1 − p). Introduction

Probability

Randomness

Terminology

Example Probability Rules

Conditional Probability
Some people madly drink Coca-Cola, hoping to find a ticket to see Dependent and Independent

Big Bang. Let's call tearing a bottle's label trial (ph²p thû ): events

Concept of Conditional

Probability

• There are only possible outcomes (congrats or good luck)


Random Variables

• The probability of success, p, is the same on every trial, say Probability Models

Geometric Model
0.06 So Binomial Model

PROBLEMS

P(B = 1) = p = 0.06, P(B = 0) = 1 − p = 0.94 SUMMARY III:

Emerging Applications

7.48
Discrete Probability
Geometric Model (Mæ h¼nh h¼nh håc)
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Question: How long it will take us to achieve a success, given p,


the probability of success?

Contents
Definition (Geometric probability model: Geom(p))
Introduction

p = probability of success (q = 1 − p = probability of failure) Probability

X = number of trials until the first success occurs Randomness

Terminology

Probability Rules

p(X = x) = q x−1 p Conditional Probability

Dependent and Independent

1 events
Expected value: µ= p Concept of Conditional
q Probability

q
Standard deviation: σ= p2 Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.49
Discrete Probability
Geometric Model: Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Example
An Khuong, Le Hong
Trang

If the probability of finding a Sound Fest ticket is p = 0.06, how


many bottles do you expect to open before you find a ticket?
What is the probability that the first ticket is in one of the first
four bottles?

Contents

Solution
Introduction

Let X = number of trials until a ticket is found Probability

We can model X with Geom(0.06). Randomness

Terminology
1
E(X) = 0.06 ≈ 16.7 Probability Rules

Conditional Probability

Dependent and Independent

events

P (X ≤ 4) = P (X = 1) + P (X = 2) + P (X = 3) + P (X = 4) Concept of Conditional

Probability

2
= (0.06) + (0.94)(0.06) + (0.94) (0.06) Random Variables

+(0.94)3 (0.06) Probability Models

Geometric Model

≈ 0.2193 Binomial Model

PROBLEMS

Conclusion:We expect to open 16.7 bottles to find a ticket. SUMMARY III:

Emerging Applications

About 22% of time we'll find one within the first 4 bottles. 7.50
Discrete Probability
Binomial Model (Mæ h¼nh nhà thùc)
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Previous Question: How long it will take us to achieve a success,


given p, the probability of success?

New Question: You buy 5 Coca-Cola. What's the probability you


get exactly 2 Sound Fest tickets?

Contents

Introduction
Definition (Binomial probability model: Binom(n, p))
Probability

n = number of trials Randomness

Terminology

p = probability of success (q = 1 − p = probability of failure) Probability Rules

X = number of successes in n trials Conditional Probability

Dependent and Independent


 
n x n−x events

p(X = x) = p q Concept of Conditional

Probability

x Random Variables

Probability Models
Expected value: µ = np
√ Geometric Model

Standard deviation: σ = npq Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.51
Discrete Probability
Binomial Model: Example
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Example
An Khuong, Le Hong
Trang

Suppose you buy 20 Coca-Cola bottles. What are the mean and
standard deviation of the number of winning bottles among them?
What is the probability that there are 2 or 3 tickets?

Solution
Contents

Let X = number of tickets among n = 20 bottles Introduction

We can model X with Binom(20, 0.06). Probability

E(X) = np = 20(0.06)
p = 1.2
Randomness

√ Terminology

SD(X) = npq = 20(0.06)(0.94) ≈ 1.96 Probability Rules

Conditional Probability

P (X = 2 or 3) = P (X = 2) + P (X = 3) Dependent and Independent

events
   
20 20 Concept of Conditional

= (0.06)2 (0.94)18 + (0.06)3 (0.94)17 Probability

2 3 Random Variables

≈ 0.2246 + 0.0860 = 0.3106 Probability Models

Geometric Model

Binomial Model

Conclusion: In 20 bottles, we expect to find an average of 1.2 PROBLEMS

tickets, with a sd of 1.06. About 31% of the time we'll find 2 or 3 SUMMARY III:

tickets among 20 bottles.


Emerging Applications

7.52
Discrete Probability
LECTURE 7's PROBLEMS
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

This part discusses Probability Theory with problem solving skills.


ASSUME that students have already studied Probability theory at
basic level in Lecture 7 at home, we practice the following Contents

contents today. Introduction

Probability

Randomness

1 GROUP A: Experiment and sample space Terminology

2 GROUP B: Compute probability of an event


Probability Rules

Conditional Probability

3 GROUP C: Independent events Dependent and Independent

events

4 GROUP D: Probability Models Concept of Conditional

Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.53
Discrete Probability
GROUP A: Experiment and sample space
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
We consider an experiment in information transmission in banking Trang

sector.

The experiment is to select a sequence of 5 letters for


transmission of a code in a money transfer operation.
Leta1 , a2 , . . . , a5 denote the first, ..., fifth letter chosen.
The sample space Ω is the set of all possible sequences of five Contents

letters. Formally, Introduction

Probability

Ω = {(a1 , a2 , . . . , a5 ) : ai ∈ {a, b, c, · · · , x, y, z}, i = 1, · · · , 5}.


Randomness

Terminology

Probability Rules

* This is a finite sample space containing 265 possible sequences Conditional Probability

of 5 letters, due to the multiplication rule in Equation ??. Dependent and Independent

events

* A sample point (sample unit or element) is any such sequence Concept of Conditional

Probability

(a1 , a2 , . . . , a5 ) in Ω. Random Variables

Probability Models

Quiz: Let E be the event that all the 5 letters in the se-
Geometric Model

Binomial Model

quence are the same. Describe E and find P[E]. PROBLEMS

SUMMARY III:

Emerging Applications

7.54
Discrete Probability
GROUP B: Compute probability of an event
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

We knew
Rule 1: P(A) + P(Ac ) = 1 or P(Ac ) = 1 − P(A)
Rule 2: If events A and B are mutually exclusive, then

P(A or B) = P(A) + P(B) Contents

Introduction

Probability

But how to find P(A), for any A ⊂ Ω? Randomness

Terminology

Mostly use Counting Techniques: Probability Rules

1. Multiplication rule Conditional Probability

2. Permutation rule Dependent and Independent

events

3. Combination rule Concept of Conditional

Probability

Random Variables

Each has its special purpose that must be applied properly  the Probability Models

Geometric Model

right tool for the right job! Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.55
Discrete Probability
GROUP C: Independent events
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Five identical departments are designed in a given commercial


bank.
Let E1 , E2 , · · · , E5 be the events that these five departments
comply with the quality specifications (non-defective, non bugs...).
Under the model of mutual independence the probability that all
Contents
the five departments are indeed non-defective is
Introduction

Probability

P(E1 ∩ E2 ∩ · · · ∩ E5 ) = P(E1 ) P(E2 ) · · · P(E5 ). Randomness

Terminology

Since these departments come from the same production process Probability Rules

(i.e. construction company), we can assume that Conditional Probability

P(Ei ) = p, all i = 1, · · · , 5. Dependent and Independent

events

Thus, the probability that all the 5 departments are non-defective


Concept of Conditional

Probability

5
is p . Random Variables

Probability Models

Geometric Model

What is the probability that one department is defective and Binomial Model

all the other four are non-defective? PROBLEMS

SUMMARY III:

Emerging Applications

7.56
Discrete Probability
Independent events - HINTS
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang
What is the probability that one department is defective and
all the other four are non-defective?

Let A1 be the event that one out of five parts is defective.


In order to simplify the notation, we write the intersection of
events as their product. Thus, Contents

Introduction

Probability

A1 = E1c E2 E3 E4 E5 ∪ E1 E2c E3 E4 E5 ∪ E1 E2 E3c E4 E5 Randomness

Terminology

Probability Rules

∪ E1 E2 E3 E4c E5 ∪ E1 E2 E3 E4 E5c . Conditional Probability

Dependent and Independent

A1 is the union of five disjoint events. Therefore events

Concept of Conditional

Probability

P(A1 ) = P(E1c E2 E3 E4 E5 ) + · · · + Random Variables

Probability Models

P(E1 E2 E3 E4 E5c ) = 5p4 (1 − p). Geometric Model

Binomial Model

Can you explain why? PROBLEMS

SUMMARY III:

Emerging Applications

7.57
Discrete Probability
GROUP D: Probability Models in Production Industry
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

Wafer Contamination in PC - Electronic Manufacturing


• Let the random variable X denote the number of wafers
that need to be analyzed to detect
a large particle of contamination. Contents

• Assume that the probability Introduction

that a wafer contains a large particle is p = 0.01, and Probability

Randomness

that the wafers are independent. Terminology

• Determine the probability distribution of X. Probability Rules

Conditional Probability

Dependent and Independent

QUESTION events

Concept of Conditional

Probability

How do we choose suitable probability distribution?


Random Variables

Bernoulli, Binomial or Geometric?


Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.58
Discrete Probability
Determine the probability distribution
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
Let y denote a wafer in which a large particle is present & An Khuong, Le Hong
Trang
let n denote a wafer in which it is absent.

The set of sample wafers we took: Ω = {y, ny, nny, nnny, . . .}


• The range of the values of X is: SX = {1, 2, 3, 4, . . .} = N;
SX a countable set, associated with Ω.
Contents
• Hence X ∼ Geom(p), the probability distribution table is
Introduction

Probability

Probability Distribution Randomness

Terminology

P(X = 1) = 0.01 0.01 Probability Rules

P(X = 2) = (0.99)*0.01 0.0099 Conditional Probability

P(X = 3) = (0.99)2*0.01 0.009801 Dependent and Independent

events

P(X = 4) = (0.99)3*0.01 0.009703 Concept of Conditional

Probability

Random Variables

Probability mass (density) f[i] = P[X = i] Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

====== THE END OF LECTURE 7 ==========


7.59
Discrete Probability
SUMMARY III: Emerging Applications and Reminiscence
Huynh Tuong Nguyen,
Tran Tuan Anh, Nguyen
An Khuong, Le Hong
Trang

1 Artificial intelligence

2 Climate change with Butterfly effect


Contents
3 Game theory
Introduction

4 Life game to Cellular Automata Probability

Randomness

5 Uncertainty engineering: history, current and future Terminology

Probability Rules

Conditional Probability
DISCLAIMER: this summary collects views of many generations of Dependent and Independent

computing students in HCMC- Vietnam to Discrete Mathematics.


events

Concept of Conditional

Thank all of beloved students!


Probability

Random Variables

Probability Models

Geometric Model

Binomial Model

PROBLEMS

SUMMARY III:

Emerging Applications

7.60

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