Study guide

Lecturer

Do Duc Tan
Email [Link]@[Link]
Oce Academic Cluster 1, Room 211
Oce hours By appointments

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 Study guide

Course description and assessment

Aim This course provides a short introduction to Probability Theory and
Statistics. Probability Theory is a branch of mathematics that deals with chance
and uncertainty. It lays the foundation for the science of statistical inference
through experimentation and data analysis - an area of crucial importance in an
increasingly quantitative world.
Assessment Attendance (10%), tutorials (30%) and exam (60%).
Attendance: Don't be late.
Tutorials: There are 15 tutorials.
Exam: To be announced.
An exam retake will be available with either a Fail or a Pass grade.

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 Study guide

Textbook Some recommended books for this course are

+ Probability and statistics for engineers and scientists by Anthony
Hayter (4th edition).
+ Introduction to probability by David F. Anderson.

Academic honesty, cheating and plagiarism Cheating is viewed as a serious

academic oence. The University will not tolerate cheating or assisting
others to cheat. Instances of cheating or plagiarism will result in a fail for
this course.

Look through the Syllabus for more information.

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 Introduction to Probability

Tan Do
Vietnamese-German University

Lecture 1

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 Content

In this lecture

Probabilities: experiments, outcomes, sample spaces, Venn diagrams,

probability values

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 Probability

Introduction

Probability is a branch of mathematics that deals with chance and

uncertainty.

Probability forms the basis for statistical inference through experiment

and data analysis.

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Sample spaces

An experiment is a process or a procedure which produces some outcomes

(possibly more than one outcome).
The set of all outcomes is called the sample space or the state space and is
denoted by S .

Example (Machine breakdowns) A machine may break down due to an

electrical failure, a mechanical failure or operator misuse. When the
machine is running, the engineer is uncertain what will be the cause of the
next breakdown. The problem can be considered as an experiment with the
sample space
S = {electrical, mechanical, misuse}.

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Example (Defective computer chips) A company sells computer chips in

boxes of 500. Each chip can be classied as either satisfactory or defective.
The number of defective chips in a particular box is uncertain, and the
sample space is

S = {0 defectives, 1 defective, 2 defectives, . . . , 500 defectives}.

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Example A manager supervises the operation of 3 power plants X, Y and

Z. At any given time, each of the three plants can be classied as either
generating electricity (1) or being idle (0).
The sample space for the status of the 3 plants at a particular point in time
is
S = {(0, 0, 0), (1, 0, 0), (0, 1, 0), (0, 0, 1), (1, 1, 0), (1, 0, 1), (0, 1, 1), (1, 1, 1)}.

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Games of chance
Games of chance commonly involve the toss of a coin, the roll of a die or
the use of a pack of cards.

Coin tossing
The toss of a coin has a sample space
S = {head, tail}.

The toss of two coins (or equivalently, the toss of a coin twice) has a
sample space
S = {(head, head), (head, tail), (tail, head), (tail, tail)}.

Note that (head, tail) and (tail, head) represent 2 dierent outcomes.
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Die rolling
A (six-sided) die has a sample space
S = {1, 2, 3, 4, 5, 6}.

If 2 dice are rolled (or equivalently, if a die is rolled twice), then the sample
space is

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 Probability

Card playing If a card is chosen from an ordinary pack of 52 playing cards,

the sample space is

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If 2 cards are drawn, then it is necessary to consider whether they are

drawn with or without replacement.

Drawing with replacement The initial card drawn is returned to the pack
and the second drawing is from a full pack of 52 cards. Altogether there
will be 52 × 52 = 2704 elements of the sample space.
In this case, an outcome such as (A♡, A♡) is possible.

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Drawing without replacement The initial card drawn is NOT returned to

the pack and the second card is drawn from a pack of 51 cards, then the
sample space will be a subset of that above.
In this case, an outcome such as (A♡, A♡) is not possible.
The total number of outcomes is 2704 − 52 = 2652.

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Probability values
We assign probability values to the elements of the sample space to
represent how likely an outcome will occur.

Denition A set of probability values for an experiment with a sample

space S = {O1 , O2 , . . . , On } consists of some probabilities p1 , p2 , . . . , pn
which satisfy
0 ≤ p1 , p2 , . . . , pn ≤ 1

and
p1 + p2 + . . . + pn = 1.

We say that an outcome Oi occurs with probability pi and write

P (Oi ) = pi .

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 Probability

Example (Machine breakdowns) Suppose that the machine breakdowns

occur with probability values of P (electrical) = 0.2, P (mechanical) = 0.5
and P (misuse) = 0.3.
Note that this is a valid probability assignment.

The probability values indicate that mechanical failures are most likely and
misuse failures are more likely than electrical failures.

These values also say that in the long run roughly 50% of the breakdowns
will be for mechanical reasons, about 20% of the breakdowns will be for
electrical reasons and about 30% of the breakdowns will be attributed to
operator misuse.

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Question How does one know the probability assignments?

For example, in the above example, how would the engineer know that
there is a probability of 0.2 that a breakdown will be due to an electrical
fault and so on?

Answer In practice these probabilities would have to be estimated from a

collection of data and prior experiences.
(Chapters 7 and 10 of the textbook show how to employ statistical analysis
techniques to estimate probabilities of these kinds.)

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Games of chance 2
Coin tossing
The probabilities for a coin toss will in general be given by

P (head) = p, P (tail) = 1 − p

for some p ∈ [0, 1].

A coin is fair if p = 0.5, i.e.,

P (head) = 0.5, P (tail) = 0.5.

Otherwise, the coin is biased. For example, when p = 0.4,

P (head) = 0.4, P (tail) = 0.6.

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Die rolling
A fair die will have equally likely 6 outcomes. So the outcomes have equal
probabilities:
1
P (1) = P (2) = P (3) = P (4) = P (5) = P (6) = .
6
If 2 fair dice are rolled, the probability assignment is

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Card playing If a card is drawn at random from a pack of cards, then there
are 52 possible outcomes which are equally likely. So each would be
assigned a probability value of 52
1
.

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Drawing with replacement If both cards are drawn at random (by suitable
shuing of the pack before and between the drawings), then the 2704
elements in S are equally likely. So each will be assigned a probability value
of 1/2074.

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If the drawing is performed without replacement but again at random, then

the 2652 elements in S are equally likely. So each will be assigned a
probability value of 1/2652.

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