Introduction to Probability
This presentation introduces probability. From predicting weather
patterns to determining the outcome of games, probability helps us
understand and quantify uncertainty.
Defining Probability
Key Concepts Examples
• P(A) =No. of Favorable Events/ Total possible events i.e. m/n • Coin flip: P(Heads) = 1/2
• Sample space, events, and outcomes • Rolling a die: P(Rolling a 4) = 1/6
• Scale: 0 to 1
Probability is the measure of the likelihood that an event will occur. It is quantified as a number between 0 and 1.
1. Law of addition
Mutually Exclusive Events
• Two events are mutually exclusive if they cannot occur at the same time.
• In other words, if one event happens, the other must not happen.
Mathematical Definition:
P(A or B)/P(AUB) = P(A)+P(B)
Example: Tossing a Coin
Event A: Getting Heads
Event B: Getting Tails
You cannot get both Heads and Tails in a single flip, so they are mutually exclusive.
Non-Mutually Exclusive Events
• Two events are not mutually exclusive if they can happen together.
Mathematical Definition:
P(A or B)/P(AUB) = P(A)+P(B)-P(A ∩ B)
Example: Tossing a Coin
Event A: Drawing a Red Card
Event B: Drawing a king
These are non-mutually exclusive because a card can be both Red and King.
(Eg. King of hearts or King of Diamonds)
2. Law of multiplication
Independent Events
• Two events A and B are independent if the occurrence of one event does not affect the probability of the
other event occurring,
Mathematical Definition:
P(A and B)/P(A∩B) = P(A) * P(B)
Example: Flipping a Coin Twice
• Event A: Getting Heads on the first flip (𝑃(𝐴)=1/2
• Event B: Getting Heads on the second flip (𝑃(𝐵)=1/2
• Since one flip does not affect the other, they are independent.
Not Independent (Dependent) Events
• Two events A and B are dependent if the occurrence of one event affects the probability of the other event
occurring.
Mathematical Definition:
P(A ∩ B) = P(A/B)*P(B)
Example: Picking Marbles Without Replacement
• If you pick a red marble first and do not put it back, the probability of picking another red marble changes,
making the events dependent.
Probability Distributions
o Describes how probability are distributed over possible values.
o Three important distributions:
1. Binomial distribution
2. Poisson Distribution
3. Normal Distribution
1. Binomial distribution
• Used for a fixed number of independent trials, each with two possible outcomes.
• X follows Binomial distribution with two parameters ‘n’ and ‘p’ where (n=no. of trials and p=probability of
getting success) i.e. X∼B(n , p)
• Here , mean = n*p and variance = n*p*q and mean is always greater than variance.
−x
• Formula: P(X=x) = 𝑛𝐶𝑥 px qn
Example :Student Exam Performance
If a student guesses on a multiple-choice test with 5 questions,
where each question has 4 choices (only one correct),
the number of correct answers follows a binomial distribution with,
1
𝑛= 5 and 𝑝=
4
•
2. Poisson distribution
• Used for counting the number of occurrences in a fixed interval of time or space.
• X follows Poisson distribution with a parameter λ (lambda) also called mean
i.e. X∼P(λ )
• Here, mean = variance = n*p
• Conditions for Poisson distribution are:
a. If n is large (finite) i.e. n is greater than 20 or if n is infinite (not given)
b. If mean is less than equal to 5
c. If p is less than equal to 5%.
− ∗
𝛌
𝐞 𝛌𝐱
• Formula: 𝑃 𝑋 = 𝑥 =
𝐱!
• Expected Frequency = N*P(X=x)
• Example :Number of Calls in a Call Center
A call center receives an average of 5 calls per hour. The number of calls received in a randomly chosen hour
follows a Poisson distribution with,
λ =5
3. Normal distribution
• Continuous Probability Distribution
• X follows Normal distribution with two parameters mean (μ) and standard deviation (σ).
i.e. X∼N(μ , σ2)
• Also, we have Z(also called Z-score or standard score) represents how many standard deviations a data
point is from the mean (μ).
i.e. Z ∼N(0,1)
𝑋−𝜇
• Formula: Z=
σ
3. Normal distribution
• Example of Normal Distribution
Let’s say that KMC has installed 200 light bulbs in the street. If these bulbs have an average life of 1000 hours
with SD of 200 hours. Find the probability of how many bulbs will fail in less than 800 hours?
Given that,
Mean (μ) = 1000 and Standard deviation (σ) = 200
Now, suppose we want to find the probability of bulb being failed in less than 800 hours.
Step 1: Use the formula:
𝑋−𝜇 𝟖𝟎𝟎−𝟏𝟎𝟎𝟎
Z= = = -1.00
σ 𝟐𝟎𝟎
Step 2: Interpret the Z-score:
A Z-score of -1.00 means that 800 hours is 1 step (or unit) below the average life of 1000 hours, where each
step is 200 hours.
Step 3: Find Probability :
Using a Z-table, the probability of a Z-score of -1.00 is 0.1587.This means 15.87% of light bulbs will fail in less
than 800 hours.
Question:
Marks of students follows normal distribution with mean 50 and S.D 10.
a. What is the probability that a student’s marks is less than 55?
b. Find the probability that a student’s marks is more than 48?
c. Calculate the probability that a student’s marks is between 46 and 53.
d. Find out the percentage of students have marks between 46 and 53.
Solution:
Given that,
X∼N(50, 102)
𝑋−𝜇 55−50
a. P(X<55)= we know that, z= = = 0.50
σ 10
i.e. P(Z<0.50) = 0.5+Area between Z=0 and Z=0.50 =0.5+1915(from Zad table)
= 0.6915 (Here,0.5 is the half area)
b. P(X>48) i.e. P(Z>-0.20) = 0.5+Area between Z=-0.20 and Z=0
= 0.5+0.0793
=0.5793
c. P(46<X<53) i.e. P(-0.40<Z<0.30) = (Area between Z=-0.40 and Z=0)+(Area between Z=-0 and Z=0.30)
= 0.1554 + 0.1179
=0.2733
d. P(46<X<53) i.e. P(-0.40<Z<0.30) = 0.2733 [from c]
= 0.2733 * 100%
Thus ,the percentage of students whose marks is between 46 and 53 is 27.33%
Question: There are 100 items and 10% defective. Calculate the probability that,
a. No items are defective.
b. Exactly 3 are defective.
c. At most 3 are defective.
Solution:
Given that,
n = 100
p(defective) = 10%
Mean = n*p = 100*10% = 10
− ∗
𝛌
𝐞 𝛌𝐱
a. P(X=0) = where, lambda = 10 and x = 0 thus, P(X=0) = 0.000045
𝐱!
− ∗
𝛌
𝐞 𝛌𝐱
b. P(X=3) = where, lambda = 10 and x = 3 thus, P(X=3) = 0.0075
𝐱!
c. P(X is less than equal to 3) = [P(X=0)+ P(X=1)+ P(X=2)+ P(X=3)]
= 0.0101
End
