STATISTIKA LINGKUNGAN- TL2102

PROBABILITY:
BASICS CONCEPT
MINDRIANY SYAFILA
ENVIRONMENTAL ENGINEERING STUDY PROGRAM
FACULTY OF CIVIL AND ENVIRONMENTAL ENGINEERING
INSTITUT TEKNOLOGI BANDUNG
 THE ROLE OF PROBABILITY

IN GENERAL FOR :
◉ Generation/prediction  reasoning from causes to effects
◉ Inference  Reasoning from effects to causes

IN ENVIRONMENTAL ENGINEERING ASPECTS:

To cover the uncertainty in engineering design and decision making due to:
• Natural randomness
• Inaccuracies in prediction and estimation

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 EVENTS AND
PROBABLITIES

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SAMPLE SPACE AND EVENTS

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 EXPERIMENT
TERMINOLOGY
SAMPLE
a set of conditions for SPACE The possible outcomes may be
observation using some collection of all (a) finite 
variables (e.g. throwing possible outcomes space is said to be finite, discrete
two dice, dealing cards, (sample points) of an (e.g. all possible outcomes from throwing a single
at poker, measuring experiment die; all possible 5-card poker hands)
heights of people) (e.g. the set of all (b) countably infinite 
possible five-card space is said to be discrete
OUTCOME (e.g. number of proton-proton events to be made
hands)
the result of the before a Higgs boson event is observed) or
EVENT
observation (a sample (c) constitute a continuum 
• a collection of
point) space is said to be continuous
sample points
(e.g. the numbers (e.g. heights of people)
• a subset of a
shown on the two dice)
sample space
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 SAMPLE SPACE
Sample space Ω is the set of all possible sample points ω Ω
• Example 0. Tossing a coin: Ω = {H,T}
• Example 1. Casting a die: Ω = {1,2,3,4,5,6}
• Example 2. Number of customers in a queue: Ω = {0,1,2,...}
• Example 3. Call holding time (e.g. in minutes): Ω = {x ℜ | x > 0}
Finite Sample Space
Roll two dice, each with numbers 1–6. Infinite Sample Space
Sample space: Flip a coin until heads appears for the first time:
S1 = {hx, yi : x {1, 2, . . . , 6} y {1, 2, . . . , 6}} S3 = {H, TH, TTH, TTTH, TTTTH, . . . }
Alternative sample space for this experiment –
sum of the dice:
S2 = {x + y : x {1, 2, . . . , 6} y {1, 2, . . . , 6}}
S2 = {z : z {2, 3, . . . , 12}} = {2, 3, . . . , 12}
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 PROBABILITY SPACES
A probability space represents our uncertainty regarding an experiment.
It has two parts:
1. the sample space Ω, which A set of outcomes A Ω  an event.
is a set of outcomes; and P(A)  the experiment’s actual outcome will be a member of A.
2. the probability measure P,
which is a real function of Example:
the subsets of Ω. The experiment is to test a motion sensor and see if it
works, then there could be four outcomes:
Ω = {(motion, sensor on),(no motion, sensor on),
(motion, sensor off),(no motion, sensor off)}
Note that these outcomes are mutually exclusive.

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 THE ONLY PREREQUISITE: SET THEORY
consider discrete, mainly finite, sample spaces
An event is any subset of a sample set (including the empty set, and the whole set).
Two events that have no outcome in common are called mutually exclusive events.
In discussing discrete sample spaces, it is useful to use Venn diagrams.

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 EVENTS
Events A,B,C,... Ω are measurable subsets of the sample space Ω
• Example 1. “Even numbers of a die”: A = {2,4,6}
• Example 2. “No customers in a queue”: A = {0}
• Example 3. “Call holding time greater than 3.0 (min)”: A = {x ℜ | x > 3.0}

Properties of events
1. Mutual Exclusiveness - intersection of events is the null set (Ai∩Aj = ∅, for all i ≠ j)
2. Collective Exhaustiveness (C.E.) - union of events is sample space (A1 A2 ... An = S)
3. If the events {A1, A2, ... , An} are both mutually exclusive and collectively exhaustive,
they form a partition of the sample space, S.

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 Combinations of two or more events
• Assume a sample space S and two events A and B
• These operations can be represented graphically using Venn diagrams.
complement Ā union A B:
subset A B: intersection A ∩ B:
(also A’): all elements
all elements of A all elements of S
all elements of S of S that are
are also elements that are in A and B.
that are not in A in A or B
of B

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THE PROBABILITY OF EVENTS

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Events are denoted by capital
letters A, B, C, etc.
The probability of an event A is
denoted by p(A).
Axioms of Probability
1) The probability of an event is a nonnegative
real number: p(A) ≥ 0 for any A S.
2) p(S) = 1.
3) If A1, A2, A3, . . . , is a set of mutually
exclusive events of S, then: p(A1 A2
A3 . . .) = p(A1) + p(A2) + p(A3) + . . .
Theorem:
Probability of an Event
If A is an event in a sample space S
and O1, O2, . . . , On, are the
individual outcomes comprising A,
then p(A) = Pn i=1 p(Oi)
Theorems:
Rules of Probability
1. If A and A are complementary events in
the sample space S, then p(A) = 1 − p(A).
2. p(∅) = 0 for any sample space S.
3. If A and B are events in a sample space S
and A B, then p(A) ≤ p(B).
4. 0 ≤ p(A) ≤ 1 for any event A.
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 PROPERTIES
0 ≤ P(A) ≤ 1 (i)
P(∅) = 0 (ii)
P(Ω) = 1 (iii)
P(Ac) = 1 − P(A) (iv)
P(A B) = P(A) + P(B) − P(A ∩ B) (v)
A∩B=∅ P(A B) = P(A) + P(B) (vi)
{Bi} is a partition of A P(A) = ΣiP(Bi) (vii)
A B P(A) ≤ P(B) (viii)

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Rule 1: Relative
Frequency Approximation
Conduct (or observe) an
experiment a large number
of times, and count the
number of times event A
actually occurs, then an
estimate of P(A) is
P(A) =
number of times A occurred
number of times trial was repeated
AN APPROXIMATION
BASIC RULES FOR COMPUTING
Rule 2:
Classical approach
(requires equally likely Rule 3: Subjective
outcomes) Probabilities
If a procedure has n
different simple events, each P(A), the probability of
with an equal chance of A, is found by simply
occurring, and s is the
guessing or estimating
number of ways event A can
occur, then number of ways A its value based on
s can occur
P(A) = = number of different knowledge of the
n
simple events relevant circumstances.
ACTUAL PROBABILITY
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Find the probability that a randomly EXAMPLE
selected person will be struck by
On an ACT or SAT test, a typical
lightning this year.
multiple-choice question has 5 Testing Corvettes
The sample space consists of two possible answers. If you make a The General Motors Corporation wants to
simple events: the person is struck random guess on one such question, conduct a test of a new model of Corvette. A
by lightning or is not. Because what is the probability that your pool of 50 drivers has been recruited, 20 or
these simple events are not equally response is wrong? whom are men.
likely, we can use the relative There are 5 possible outcomes or When the first person is selected from this
frequency approximation (Rule 1) or answers, and there are 4 ways to pool, what is the probability of not getting a
subjectively estimate the answer incorrectly. Random male driver?
probability (Rule 3). Using Rule 1, guessing implies that the outcomes
we can research past events to Because 20 of the 50 subjects
in the sample space are equally are men, it follows that 30 o
determine that in a recent year 377 likely, so we apply the classical the 50 subjects are women so,
people were struck by lightning in approach (Rule 2) to get:
the US, which has a population of P(not selecting a man) = P(man)
P(wrong answer) = 4/5 = 0.8
about 274,037,295. Therefore, = P(woman)
P(struck by lightning in a year)  = 30/50 = 0.6
377 / 274,037,295  1/727,000
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COMBINING EVENTS

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ADDITION RULE

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 COMPOUND EVENT
Any event combining 2 or more
simple events
General Rule
When finding the probability
that event A occurs or event B
occurs, find the total number
of ways A can occur and the
number of ways B can occur,
but find the total in such a way
that no outcome is counted
more than once.
P(A or B) = P (event A occurs or event B
occurs or they both occur)
Formal Addition Rule
P(A U B) = P(A) + P(B) - P(A ∩ B)
where P(A and B) denotes the probability that
A and B both occur at the same time.
Intuitive Addition Rule
To find P(A or B), find the sum of the number of ways event A
can occur and the number of ways event B can occur, adding in
such a way that every outcome is counted only once. P(A or B)
is equal to that sum, divided by the total number of outcomes.
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Events A and B are mutually exclusive
if they cannot occur simultaneously.

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 Complementary Events
P(A) and P(Ā) are
mutually exclusive
All simple events are
either in A or Ā.

P(A) + P(Ā) = 1
P(Ā) + P(A) = 1
P(Ā) = 1 - P(A)
P(A) = 1 - P(Ā)

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MULTIPLICATION RULE

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 DEFINITIONS
Independent Events
NOTATION Two events A and B are
P(A ∩ B) = independent if the
P(event A occurs in a first trial and occurrence of one does not
event B occurs in a second trial) affect the probability of
the occurrence of the
other.
Dependent Events
If A and B are not
independent, they are said
to be dependent.
SMALL SAMPLES
FROM
LARGE
POPULATIONS
If a sample size is no more than
5% of the size of the population,
treat the selections as being
independent (even if the
selections are made without
replacement, so they are
technically dependent).
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FORMAL INTUITIVE MULTIPLICATION
MULTIPLICATION When finding the probability that event A occurs in one trial and
B occurs in the next trial:
RULE multiply the probability of event A by the probability of event B,
P(A ∩ B) = P(A) • P(BIA)
but be sure that the probability of event B takes into account the
If A and B are independent previous occurrence of event A.
events, P(BIA) is really the same
as P(B)
P(BIA) represents the
probability of event B occurring
after it is assumed that event A
has already occurred (read BIA
as “B given A”)
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 CONDITIONAL PROBABILITIES
AND TESTING FOR INDEPENDENCE

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 PROBABILITY OF ‘AT LEAST ONE’
At least one’ is equivalent to ‘one or more’.
The complement of getting at least one
item of a particular type is that you get no
items of that type.
If P(A) = P(getting at least one), then
P(Ā) = 1 - P(A)
where P(Ā) is P(getting none)
Find the probablility of a couple have
at least 1 girl among 3 children.
If P(A) = P(getting at least 1 girl),
then
P(Ā) = 1 - P(A)
where P(Ā) is P(getting no girls)
P(Ā) = (0.5)(0.5)(0.5) = 0.125
P(A) = 1 - 0.125 = 0.875
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 CONDITIONAL PROBABILITY
If A and B are two events in a sample space S, and p(A) 6= 0 then the conditional
probability of B given A is:
P(A ∩ B)
P(B|A) =
P(A)
p(A ∩ B) is the joint probability of A and B, also written
p(A, B).
Intuitively, p(B|A) is the probability that B will occur given
that A has occurred.
Ex: the probability of an order being delivered on time,
given that it is ready on time p(delivered|ready).

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 INDEPENDENCE OF EVENTS
Definition: Events A and B are independent if

It follows that

Correspondingly:

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Mario F. Triola, Elementary Statistics, Addison Wesley, Longman, 10th edition, 2007
Mario F. Triola, Elementary Statistics, Addison Wesley, Longman, 11th edition, 2010
Mario F. Triola, Elementary Statistics, Addison Wesley, Longman, 12th edition, 2014
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THANK YOU
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