STAT – 835 Probability and Statistics

PROBABILITY (1)
Sample Spaces, Events, Set Theory & Properties of Probability
Probability Basics
Experiment – activity or process with uncertain
outcome
◦ Flip coins, throw dice, pick cards, …
◦ Drive to work tomorrow – Time? Accident?
◦ Operate a (real) call center – Number of calls?
Average customer hold time? Number of cars
arriving at a point?

Sample space – complete list of all possible

individual outcomes of an experiment
◦ Usually denoted by ‘S ’
2
Probability Basics (cont’d.)
 Event – a subset of the sample space
◦ Simple Event: Consists of exactly one outcome.
◦ Compound Event: Consists of more than one outcome.
◦ Described by either listing outcomes, “physical” description,
or mathematical description
◦ Usually denoted by E, F, E1, E2, etc.

 Probability
of an event is the likelihood that it will
occur when you do the experiment
◦ A real number between 0 and 1
◦ Usually denoted by P(E), P(F), etc.
◦ Interpretation – proportion of time the event occurs in many
independent repetitions (replications) of the experiment
3
Probability Basics (cont’d.)
What is the chance that a given event will occur?

Probability = 0 means no chance that the event will

happen;
probability = 1 means surety/certain that it will
happen.

Ifit is uncertain whether or not an event will happen,

then its probability is some fraction between 0 and 1
(or a fraction converted to a decimal number).

The total probability of all possible events always

sums to 1 (one).
4
 CHANCE
Chance is how likely it is that something
will happen. To state a chance, we use a
percent.
0 ½ 1
Probability

Equally likely to
happen or not to Certain to
Certain not
happen happen
to happen

Chance

50 %
0% 100%

5
Van Diagram

Probability of complete space

Outside the Van
=sum of probability of all
Diagram = Probability
events =1
of having no event
=0

6
Probability Basics (cont’d.)

 The probability of an event equals the number of times it

happens divided by the number of opportunities.

 These numbers can be determined by experiment or by

knowledge of the system.

 For instance, rolling a die (singular of dice). The chance of

rolling a 2 is 1/6, because there is a 2 on one face and a
total of 6 faces.

7
Probability: Example: Gas Stations
Two Gas Stations at a road intersection
Each one has Six gas pumps
What is the number of gas pumps in use at a
particular time of a day for each of the station?

S = 49
8
Probability: Example: Gas Stations

 Experiment: To determine the number of pumps in

use at a particular time of day for each of the
stations.
 An experimental outcome specifies how many
pumps are in use at the first station and how many
are in use at the second one.
 Sample space: 49 possible outcomes constitute the
sample space of the experiment.
 Simple Event: There are 49 simple events.

9
Probability: Example: Gas Stations
Compound Event:
A = the event that the number of pumps in use is the
same for both stations
A = {(0, 0), (1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}

B = the event that the total number of pumps in use is

four
B = {(0, 4), (1, 3), (2, 2), (3, 1), (4, 0)}

C = the event that at most one pump is in use at each

station
C = {(0, 0), (0, 1), (1, 0), (1, 1)}
10
 The “AND” Rule of Probability
 The probability of 2 independent events both happening
is the product of their individual probabilities.

 Called the AND rule because “this event happens AND

that event happens”.

 For example, what is the probability of rolling a 2 on

one die and a 2 on a second die? For each event, the
probability is 1/6, so the probability of their happening
is 1/6 x 1/6 = 1/36.

 Note that the events have to be independent: they can’t

affect each other’s probability of occurring.

11
 Non-independence/ Dependence
Suppose a bag with a red ball and a green ball
in it.
The probability of drawing out the red ball is
1/2, same as the chance of drawing a green ball.
However, once you draw the red ball out, the
chance of getting another red ball is 0 and the
chance of a green ball is 1.

12
The “OR” Rule of Probability
The probability that either one of 2
different events will occur is the sum of
their separate probabilities.

For example, the chance of rolling either

a 2 or a 3 on a die is 1/6 + 1/6 = 1/3.

13
 “NOT” Rule
The chance of an event not happening
is 1 minus the chance of its happening.

For example, the chance of not getting

a 2 on a die is 1 - 1/6 = 5/6.

14
Combining the Rules
 Morecomplicated situations involve combining the
AND and OR rules.

 What is the chance of rolling 2 dice and getting a 2

and a 5?

15
 Combining the Rules
All possible outcomes of rolling a die twice or rolling two
dice.

Die A Possibilities
Die B Possibilities

S = 36
16
Combining the Rules
 Morecomplicated situations involve combining the
AND and OR rules.

 What is the chance of rolling 2 dice and getting a 2

and a 5?

A 2 on die “A” and a 5 on die “B”, or a 5 on die A and

a 2 on die B.

 Each possibility has a 1/36 chance of occurring, and

you want either one or the other of the 2 events, so the
final probability is 1/36 + 1/36 = 2/36 = 1/18.
(Equally Likely Outcomes)
17
 Combining the Rules
 What is the chance of rolling 2 dice and getting a 2 and a 5?
 2 Possibilities: A 2 on die “A” and a 5 on die “B”
or
A 5 on die “A” and a 2 on die “B”
 Event 1: A 2 on die “A” (Probability = 1/6)
 Event 2: A 5 on die “B” (Probability = 1/6)
 Possibility 1: Event 1 AND Event 2
 Probability of Possibility 1: 1/6 x 1/6 = 1/36

 Event 3: A 5 on die “A” (Probability = 1/6)

 Event 4: A 2 on die “B” (Probability = 1/6)
 Possibility 2: Event 3 AND Event 4
 Probability of Possibility 2: 1/6 x 1/6 = 1/36
 Probability of 2 Possibilities = Possibility 1 or Possibility 2
 Probability of 2 Possibilities = 1/36 + 1/36 = 2/36 = 1/18

18
Getting a sum of 7 on Two Dice
 There are 6 different ways of
getting two dice to sum to 7: die A die B prob
 In each case, the probability of
1 6 1/36
getting the required number on a
single die is 1/6. 2 5 1/36
 To get both numbers (so they
add to 7), the probability uses 3 4 1/36
the AND rule: 1/6 x 1/6 = 1/36.
4 3 1/36
 To sum up the 6 possibilities,
use the OR rule: only 1 of the 6 5 2 1/36
events can occur, then
6 1 1/36
 Prob = 6/36 = 1/6
total 6/36

19
Male/Female Ratio in a Family of 3 Children
 Assume that the probability of a child #1 child #2 child #3
boy = 1/2 and the probability of
a girl = 1/2. B B B

B B G
 Enumerate each child separately
for each of the 8 possible B G B
families.
B G G
 Each family has a probability of G B B
1/8 of occurring ( 1/2 x 1/2 x
1/2) (AND Rule) G B G

G G B
 Chance of 2 boys + 1 girl.
There are 3 families in which G G G
this occurs: BBG, BGB, and
GBB. Thus, the chance is 1/8 +
1/8 + 1/8 = 3/8. (OR Rule).
20
Mutually Exclusive Events

When events A and B have no outcomes in

common, they are said to be mutually exclusive
or disjoint events.

Van Diagram

21
Mutually Exclusive Events:
Example: Gas Stations
Two Gas Stations at an intersection
Each one has Six gas pumps
What is the number of gas pumps in use at a
particular time of a day for each of the station?

S = 49
22
Mutually Exclusive Events:
Example: Gas Stations
A = the event that the number of pumps in use is less
than 2 for each station
A = {(0, 0), (0, 1), (1, 0), (1, 1)}

B = the event that the number of pumps in use is 2

for each station
B = {(2,2)}

Events A and B are mutually exclusive

P(AÇB) = 0

23
Probability and Set Theory
Let A and B be events in a sample space S.
Union:
The union of A & B (AÈB) is the event consisting
of all outcomes in A or B.
It is the event consisting of all outcomes that are
either in A or in B or in both events
The union includes outcomes for which both A and
B occur as well as outcomes for which exactly one
occurs
This means that, all outcomes in at least one of the
events occurs.
24
Probability and Set Theory
Intersection
The intersection of two events A and B, denoted by
(AÇB) and read “A and B,” is the event consisting
of all outcomes that are in both A and B (common
to both A and B).

Complement: The complement of A, denoted by

(A´), is the set of all outcomes in S not contained
in A.

25
Probability and Set Theory
For Two Events A and B:
Union: “A or B” = A  B
Intersection: “A and B” = A  B
Complement: A´ Mutually Exclusive: No outcomes in common

26
Probability and Set Theory
For Two Events A and B:
Union: “A or B” = A  B
Intersection: “A and B” = A  B
Complement: A´ Mutually Exclusive: No outcomes in common

27
Probability Basics
Some properties of probabilities
If S is the sample space, then P(S) = 1
If Ø is the empty event (empty set), then
P(Ø) = 0
If E’ is the complement of E, then
P(E’) = 1 – P(E)
P(E  F) = P(E) + P(F) – P(E  F)
If E and F are mutually exclusive
(i.e., E  F = Ø), then
P(E  F) = P(E) + P(F)
If o1, o2, … are the individual outcomes in the
sample space, then
28
Probability and Set Theory: Axioms
B
A B A
B A B
S S S A S
Venn diagram of A&B AÇB: intersection of A&B AÈB: union of A&B A & B mutually exclusive

 For any event A, P(A)≥0. (no negative

probabilities allowed)

 If A1, A2, ….An is a collection of mutually

exclusive events then:
n
P ( A1  A2   An )   P( Ai )
i 1
29
Probability and Set Theory: Axioms
B
A B A
B A B
S S S A S
Venn diagram of A&B AÇB: intersection of A&B AÈB: union of A&B A & B mutually exclusive

a) For any event A: P(A)=1-P(A´)

b) If A & B are mutually exclusive then
P(AÇB)=0
c) For any two events A & B:
P(AÈB)=P(A)+P(B)-P(AÇB)

30
Probability and Set Theory Example:
Assume the probability of having pizza for lunch is 40%,
the probability of having pizza for dinner is 70%, and the
probability of having pizza for lunch and dinner is 30%.
We can recast this example using:
 P(A)= probability of having pizza for lunch =40%
 P(B)= probability of having pizza for dinner = 70%
 P(A  B)=30% (pizza for lunch and dinner)

1) What is the probability that pizza is eaten at least

once a day?
The key words are “at least once”, this means we want
the union of A & B (either A or B)
P(A  B) = P(A) + P(B) - P(A  B) = 0.7+0.4-0.3 = 0.8

31
Probability and Set Theory Example:
Assume the probability of having pizza for lunch is 40%,
the probability of having pizza for dinner is 70%, and the
probability of having pizza for lunch and dinner is 30%.
We can recast this example using:
 P(A)= probability of having pizza for lunch =40%
 P(B)= probability of having pizza for dinner = 70%
 P(A  B)=30% (pizza for lunch and dinner)

2) What is the probability that pizza is not eaten on

a given day?
Not eating pizza (Z´) is the complement of eating
pizza (Z) so P(Z) + P(Z´) = 1

P(Z´) = 1 - P(Z) = 1- 0.8 = 0.2

32
Probability and Set Theory
Example:
3) What is the probability that pizza is only eaten once a
day?
This can be visualized by looking at the Venn diagram
and realizing we need to exclude the overlap
(intersection) region.
P(A  B) - P(A  B) = 0.8-0.3 =0.5

The non-overlapping yellow area is pizza

for lunch, no pizza for dinner. pizza for lunch

The non-overlapping red area is pizza for

dinner, no pizza for lunch.
pizza for dinner

33