Introduction to
Probability
Basic Definitions:
Random Experiment and Outcomes
Random
Experiment
Outcomes/ Equally
likely Possibilities
Head, Tail
1,2,3,4,5,6
Take a test
Pass, Fail
Select a worker
Male, female
Roll a die
Sample space:
S = {1, 2, 3, 4, 5, 6}
Simple
E3 = {3}
E4 = {4}
E2 = {2}
E5 = {5}
E6 = {6}
Compound
events:
A : observe an odd number = {1, 3, 5}
B : observe a number greater than or equal to 4 = {4, 5, 6}
Example 1
Example 2:
Types of events:
Complementary events: The complement of event A, is the event that
includes all the outcomes for an experiment that are not in A.
Intersection of events ( A B) : The collection of all outcomes that
are common to both event A and event B.
Union of events (A U B) : The collection of all outcomes that belong
to either event A or to event B or to both event A and event B.
Mutually Exclusive events: Events that cannot occur together.
Definition of Probability
A probability P is a rule ( or function) which assigns a
number between 0 and 1 to each event and satisfies:
P( ) = 0 , P(S) = 1,
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Calculating Probability
P ( A ') 1 P ( A)
Example:
If P(rain tomorrow) = 0.6 then
P(no rain tomorrow) = 0.4
Examples :
Generate the sample space using tree diagram
a)A jar
contains 5 red sweets and 3 blue sweets. Two sweets are drawn
at random i) with replacement and ii) without replacement.
b)Kamil
six sided fair die is thrown until a five is scored and then no
more throws are made. The process continues up to a maximum of three
throws.
11
12
S.
P(A B) 0
Example 1:
Samples of building materials from three suppliers are
classified for conformance to air-quality specifications.
The results from 100 samples are summarized as follows:
Conforms
Supplier
Yes
No
30
10
22
25
Let A denote the event that a sample is from supplier R, and B denote
the event that a sample conforms to the specifications. If sample is
selected at random, determine the following probabilities:
(a) P(A)
(b) P(B)
(c) P(B)
(d) P(AUB)
(e) P(AB)
(f) P(AUB)
15
Solution
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Example 2.
In a residential suburb, 60% of all households subscribe
to the metro newspaper published in a nearby city, 80%
subscribe to the local paper, and 50% of all households
subscribe to both papers. Draw a Venn diagram for this
problem. If a household is selected at random, what is
the probability that it subscribes to:
17
Solution
18
Example 3
A system consists of two components. The probability that
the second component functions satisfactorily is 0.9, the
probability that at least one of the two components does so
is 0.96, and the probability that both components do so is
0.75. What is the probability that
a) the first component functions satisfactorily?
b) neither the first nor the second component function
satisfactorily?
c) the second one functions in a satisfactory manner given
that the first component does also?
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Conditional Probability
A jar contains 5 red sweets and 3 blue sweets. Two
sweets are drawn at random without replacement.
Draw a tree diagram for the problem.
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Conditional Probability
P( A B)
P( A | B)
With the condition that P(B) > 0
P( B)
Likewise,
P( A B)
P( B | A)
P ( A)
, P(A) > 0
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Example 5:
22
Example 3 ( revisit)
A system consists of two components. The probability that
the second component functions satisfactorily is 0.9, the
probability that at least one of the two components does so
is 0.96, and the probability that both components do so is
0.75. What is the probability that
a) the first component functions satisfactorily?
b) neither the first nor the second component function
satisfactorily?
c) the second one functions in a satisfactory manner given
that the first component does also?
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Example 4:
Disks of polycarbonate plastic from a supplier are analyzed for scratch
and shock resistance. The results from 100 disks are given as:
Shock resistance
Scratch
resistance
high
low
high
70
10
low
16
Let A denote the event that a disk has high shock resistance and B
denote
the event that a disk has high scratch resistance. If sample is
selected at random, determine the following probabilities:
(a) P(A)
(b) P(B)
Independent Events
A jar contains 5 red sweets and 3 blue sweets. Two
sweets are drawn at random with replacement. Draw a
tree diagram for the problem
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Independent Events
P ( A | B) P ( A)
Example:
- Roll a fair die, consider
P(A) = 1/2
- Event A = { 2,4,6}
P(A|B) = 2/3
- Event B = { 4,5, 6}
- Are events A and B independent?
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P ( A B ) P( A | B ). P( B )
Definition: Events A and B are independent if and only if
P ( A B ) P ( A). P( B )
If events A1, .., Ak are independent then,
P( A1 A2 ... Ak ) P ( A1 ) P( A2 )
P( Ak )
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Example 5
Ali and Kamil are sometimes late for class.
Let A = the event that Ali is late for class and K = the event
that Kamil is late for class
Given that P(A) = 0.25 , P( A and K) = 0.15 and
P ( A and K) = 0.7
On a randomly selected day, find the probability that
a)At least one of Ali or Kamil are late for class
b)Kamil is late for class
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30
i 1
i 1
P( A) P( A Bi ) P ( A | Bi ) P( Bi )
A
A B1
B1
A B2
B2
B1 A B3
B3
A B4
B4
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Bayes Theorem
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Bayes Theorem
Suppose B1, B2,, Bn are mutually
exclusive and exhaustive (whose union is
S). Let A be an event such that P(A) > 0.
Then for any event Bj , j =1, 2, , n,
P ( A | Bk ) P ( Bk )
P ( Bk | A)
P ( A)
P ( Bk | A)
P ( A | Bk ) P ( Bk )
n
P( A | B
i 1
) P ( Bi )
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Example 1.
A store stocks light bulbs from three suppliers. Suppliers A, B,
and C supply 10%, 20%, and 70% of the bulbs respectively. It
has been determined that company As bulbs are 1% defective
while company Bs are 3% defective and company Cs are 4%
defective. If a bulb is selected at random and found to be
defective, what is the probability that it came from supplier B?
Solution
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Example 3:
In a certain assembly plant, three machines, B1, B2, B3, make 30%,
45% and 25%, respectively, of the products. It is known from past
experience that 2%,3% and 2% of the products made by each machine,
respectively, are defective. Now, suppose that a finished product is
randomly selected. What is the probability that it is defective?
Solution:
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