Probability-Basic concepts

Dr Hirak Dasgupta
Definitions
• Probability-Likelihood of occurrence of an event is called Probability.
• Probability can be sued to measure the degree of uncertainty
associated with event.
• Classical definition of Probability:
• No. of favourable outcomes
____________________
Total no. of all possible outcomes
E.g. A coin is tossed, the P(head)=1/2.
Probability ranges between 0 to1.
Definitions
• Experiment: Any trial or activity conducted that leads to the
occurrence of one and only one of the several possible outcomes. e.g.
toss of a coin, rolling a dice.
• Event: Outcome of an event e.g. Head or Tail.
• Mutually exclusive events: Two events cannot occur simultaneously in
a single trial e.g. head and tail cannot occur simultaneously in a single
throw of a coin.
• Independent events: occurrence of one event does not affect or is not
affected by the outcome of the other event.
Definitions
• Dependent events: occurrence of one event affects the occurrence of
the other or the succeeding event. e.g. drawing a card (say, King)
without replacement reduces the chances of drawing a King in the
subsequent event.
• Sample space: set of all possible distinct outcomes for a random
experiment.
• Equally likely events: If each event has an equal chance to occur.
• Complement of an event: Given an event A, complement of an event
consists of all points that are not in A.
Addition rules
• Union of A and B:
• Independent events:
• P(AUB) or P(A or B)=P(A)+P(B)
• Dependent events:
• P(AUB)=P(A)+P(B)-P(A∩B)
• E.g. arrival of customers at a service counter:
• No. of persons: 0 1 2 3 4
• Probability: 0.1 0.2 0.2 0.3 0.3
• P(either 2 or 3 persons will arrive)=0.2+0.3=0.5.
Addition rule
• Suppose 60 percent of all tourists who come to India will visit Agra
while 70 percent will visit Goa and 50 percent of them will visit both
Agra and Goa, then:
• P(Agra or Goa)=0.60+0.70-0.50=0.8
Multiplication rules
• Independent Events:
• P(A∩B) or P(A and B)= P(A). P(B)
• Dependent events-Conditional Probability
• P(A/B)=P(A∩B)/P(B)
• P(B/A)=P(A∩B)/P(A)
Bayes’ Theorem-Application of Conditional
probability.
• Machine A B C producing steel pipes
• 25% 35% 40%
• Defective 5% 4% 2%
• A pipe is drawn at random from the output and is found to be defective. Find
the probability that the defective pipe was manufactured by machine C?
• Prior probabilities Conditional probabilities Joint Probabilities
• P(A)=0.25 P(D/A)=0.05 0.05x0.25
• P(B)=0.35 P(D/B)=0.04 0.04x0.35
• P(c)=0.40 P(D/C)=0.02 0.02x0.40
Bayes’ Theorem
• Posterior probability: P(C/D)=
• Joint probability for machine C
• -----------------------------------------------
• Sum of joint probability of the 3 machines
• = (0.40x0.02)/(0.25x0.05+0.35x0.04+0.02x0.40)
• = 23.18%
Problem no.41
Prior probabilities Conditional Prob. Joint Probabilities
P(S)=0.50 P( I /S)=0.75 0.75x0.50
P(US)=0.50 P(I/US)=0.40 0.40x0.50
Posterior Probability: P(S/I)=(0.75x0.50)/(0.75x0.50+0.40x0.50)=0.6521
•  Binomial Distribution= nCx pᵡ
• P(I∩Ed)=P(I). P(Ed) Independent events
• (4207/73736)=(13106/73736).(9961/73736)
• P( 24-26 />one school)= P(24-26∩>one school)/P(>one school)
• =(299/2018)/(808/2018)=