Probability
concepts
Probability concepts
Probability is a numerical measure of the
likelihood that an event will occur
In probability theory, an event is a outcome to
which a probability is assigned
An event is is certain if it will always happen
For example: it is certain that the outcomes of
flipping a coin is head tail
Probability concepts
An event is impossible if it will never happen
For example: it is impossible that a die will
land on number 10
A certain event has a probability of 1 and an
impossible event has a probability of 0
Sample space: the collection of all possible
events (example: head and tail, 6 faces of a die,
all 52 cards in a deck of cards)
Probability concepts
Simple event: an outcome from a space with one characteristic (example: a black card
from a deck of cards)
Joint event: has more than one characteristics (for example: an queen that is also
black from a deck of cards)
Complement event: the complement of an event A (which is A’) is the set of all
outcomes in the sample space that are not included in the outcomes of event A (for
example: the complement of a black is red when we get cards from deck of cards)
Probability concepts
Mutually exclusive event: events are mutually exclusive (or disjoint) if they
cannot happen at the same time ( example: when throw a dice one and two can
not appear at the same time)
Independent events: whatever happens in one event has absolutely nothing to do
with what will happen next:
The two events are not related (for example: rolling a 5 on a single 6-sided dice
and picking up a red cards)
You repeat an event with an item whose numbers will not change
Probability concepts
You repeat an event with an item whose numbers will not change ( for example:
landing on a head when tossing a coin and landing a tail when tossing another coin)
You repeat the same activity, but you replace the item that was removed (example:
pick up a red ball in the basket and then put it back before picking up another ball)
Dependent event: what happens during the second event depends upon what
happened before (example: a box contains 3 white marbles and 4 black
marbles. The probability of drawing 2 white marbles = 3/7 x2/6)
Probability concepts
Collectively exhaustive events: one outcome in sample space must occur. All
possible events are likely (example: heads and tails in a coin are collectively
exhaustive)
The set of all possible dice rolls is both collectively exhaustive and mutually
exclusive
The outcomes 1 and 6 are mutually exclusive but not collectively exhaustive
The outcomes (2,4 or 6) and (1,2,3,4 or 5) are collectively exhaustive but not
mutually exclusive
Three approaches
There are three approaches to assign a probability to an event
A priori classical probability
Empirical classical probability
Subjective probability
Three approaches
A priori classical probability: the probability of an event is based
on prior knowledge of the process involved
Example: the probability of selecting a king card from a standard deck of
52 cards
Three approaches
Empirical classical probability: the probability of an event is based on observed data
Example: finding the probability of selecting a male taking statistics from the population
described in the following table
Taking statistics Not taking statistics Total
Male 40 58 98
Female 32 43 75
Total 72 101 173
Probability concepts
Subjective probability: the probability of a event is determined by an individual,
based on that person’s past experience, personal opinion and or analysis or a
particular situation (example: what is the probability that the Brisbane Broncos beat
the Melbourne Storm in an upcoming NRL game)
Subjective probability differ from person to person, thus it contains a high degree of
personal bias
Subjective probability contains no formal calculations and only reflect the subject’s
opinions and past experience.
Probability concepts
Simple and joint probability
Example: promotion status of police officers
Men Women Totals
Promoted 218 56
Not Promoted 582 144
Totals
(Dividing each value in the contingency table by ….)
Probability concepts
Simple probability example:
What is the probability of an officer being promoted?
……
What is the probability of an officer being not promoted?
……
What is the probability of an officer being a man?
……
What is the probability of an officer being a woman?
……
Probability concepts
Simple probability example:
What is the probability of an officer is a man and is promoted?
……
What is the probability of an officer is a man and is not promoted?
……
What is the probability of an officer a woman and is promoted?
……
What is the probability of an officer is a woman and not promoted?
……
Probability concepts
Observation from the simple and joint probabilities is generalized as:
Event
Event Total
B1 B2
A1 P(A1 and B1) P(A1 and B2) P(A1)
A2 P(A2 and B1) P(A2 and B2) P(A2)
Total P(B1) P(B2)
Probability rules
Probability rules (consider only events A and B are possible)
Addition rule: is the result used to determine the probability that event A or B
occurs or both occurs
If events A and B are mutually exclusive (disjoint), then:
P(A or B) = P(A) + P(B)
Otherwise,
P(A or B) = P(A) + P(B) – P(A and B)
Probability rules
Example: addition rule (mutually exclusive):
P(A or B) = P(A) + P(B)
In a group of 101 students 30 are freshmen and 41 are sophomores. Find the
probability that a student picked from this group at random is either a freshman or
sophomore
Probability rules
Example: addition rule (not mutually exclusive):
P(A or B) = P(A) + P(B) – P(A and B)
In a group of 101 students 40 are juniors and 50 are female and 22 are female
juniors. Find the probability that a student picked from this group at random is
either a junior or female
Probability rules
Multiplication rule: is a result used to determine the probability that two events,
A and B, both occur
If events A and B are independent, then
P(A and B) = P(A) P(B)
otherwise
P(A and B) = P(B)P(A|B) = P(A)P(B|A)
(Events A and B are statistically independent if and only if P(A) = P(A|B) or
P(B) = P(B|A))
Probability rules
Example: Multiplication rule (independent event)
P(A and B) = P(A) P(B)
Suppose a fair six-sided dice is rolled twice and that the rolls are independent
Given events:
A = rolling a 1 on the first roll
B = rolling a 1 on the second roll
P(rolling 1 on both rolls) = P(A and B) = P(A) P(B) = 1/36
Probability rules
Example: Multiplication rule ( not independent event)
P(A and B) = P(A) P(B|A)
Suppose a fair six-sided dice is rolled twice and that the rolls are independent
Given events:
A = rolling a 1 on the first roll
B = rolling a 1 on the second roll
P(rolling 1 on both rolls) = P(A and B) = P(A) P(B) = 1/36
Probability rules
Example: Multiplication rule ( not independent event)
P(A and B) = P(A) P(B|A)
A bag containing 3 red balls and 3 black balls. One ball is drawn from the bad, set
aside, and then a second ball is drawn
Probability rules
Conditional probability: is the probability of one event, given that another event
has occurred
The conditional probability of A given that B has occurred
P(A|B) = P(A and B)/P(B)
P(B|A) = P(A and B)/P(A)
P(A and B) = joint probability of A and B
P(A) = simple probability of A
P(B) = simple probability of B
Probability rules
Example: conditional probability
A jar contains black and white balls. Two balls are chosen without replacement. The
probability of selecting a black ball and then a white ball is 0.34 and the probability of
selecting a black ball on the first draw is 0.47. What is the probability of selecting a
white ball on the second draw, given that the first ball drawn was black?
P(white|black) = P(white and black)/P(black) = 0.34/0.47 = 0.72
Probability rules
Conditional probability questions
Q1: a math teacher gave her class two tests. 25% of the class passed both test and 42%
of the class passed the first test. What the probability of picking a student who passed
the first test also passed the second test?
Probability rules
Conditional probability questions
Q2:
Acne cream Used Use placebo Total
Cream
Skin improved 800 600 1400
No 400 200 600
improvement
Total 1200 800 2000
Probability rules
Conditional probability questions
a. What is the probability that someone’s skin improved, given that they used the new
acne cream?
b. What is the probability that someone’s skin not improved, given that they used the
new acne cream?
c. What is the probability that someone’s skin improved, given that they used the old
acne cream (placebo)?
d. What is the probability that someone’s skin not improved, given that they used the old
acne cream (placebo)?
Probability rules
Q4: there is a contingency table as follow
B B'
A 10 30
A' 25 35
What the probability of
a. A|B?
b. A’|B’
c. A|B’
d. Are events A and B independent?
Probability Distribution
Probability
distribution
Discrete Continuous
probability probability
distribution distribution
Biominal Normal
Probability distribution
• The probability distribution for a variable assigns a probability to every possible value
or outcome of the variable (when the variable is discrete) or the probability of the
value falling within a particular interval (when the variable is continuous)
• A discrete random variable assumes each of its values or numbers with a certain
probability. The values of the random variable along with their probabilities are called
discrete probability distribution
Counting rules
Rule 1: if any one of k different mutually exclusive and collectively exhaustive
events can occur one each of n trials, the number of possible outcomes is equal
to:
For example: number of possible outcomes from tossing a two-sided coin five
times is
Counting rules
For example: a restaurant menu has a price-fixed complete
dinner that consists of an appetizer, an entrée, a beverage and a
desert. You have a choice of 5 appetizers, 10 entrées, 3
beverages and 6 deserts. Determine the total number of possible
dinners.
The total number of possible dinners is (5)(10)(3)(6) = 900
Counting rules
Rule 3: the number of ways that all n items can be arranged in
order is:
n! = (n)(n-1)…(1)
where n! is called n factorial, and 0! Is defined as 1.
For example: if a set of books is to be placed on a shelf, in how many ways can
the six books be arranged.
6!
Counting rules
For example: if a set of books is to be placed on a shelf, in how many ways can the
four out of six books be arranged in order.
Counting rules
For example: if a set of books is to be placed on a shelf, in how many ways can the
four out of six books be arranged.
Summary measures for discrete random
variable
For a discrete random variable – mean or expected value of probability distribution is
defined by:
Example: interruption per day in network
Per day P(X=xi) Per day P(X=xi)
0 0.35 3 0.10
1 0.25 4 0.05
2 0.2 5 0.05
Summary measures for discrete random
variable
Variance of a discrete random variable:
Example: interruption per day in network
Per day P(X=xi) Per day P(X=xi)
0 0.35 3 0.10
1 0.25 4 0.05
2 0.2 5 0.05
Summary measures for discrete random
variable
Standard deviation:
Covariance:
