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Chapter 6 Probability Suppose two six-sided die is rolled and they both land on sixes. Or a coin is flipped and it lands on heads. Or record the color of the next 20 cars to pass an intersection. These would be examples of chance experiments. Chance experiment – any activity or situation in which there is uncertainty about which of two or more plausible outcomes will result. Suppose a six-sided die is rolled. The possible outcomes are that the die could land with 1 dot up or 2, 3, 4, 5, or 6 dots up. S = {1, 2, 3, 4, 5, 6} The sum of the “S” stands for sample space. We use set notation to list This would be an example of probabilities a sample space. of the the outcomes of the sample space. outcomes in the sample space equals ONE. Sample space - the collection of all possible outcomes of a chance experiment Suppose two coins are flipped. The sample space would be: S = {HH, HT, TH, TT} Where H = heads and T = tails We can also use a tree diagram to represent a sample space. H H T T H T We HTfollow the branches out to show an outcome. Suppose a six-sided die is rolled. The outcome that the die would land on an even number would be E = {2, 4, 6} This would be an example of an event. We typically use capital letters to denote an event. Event - any collection of outcomes (subset) from the sample space of a chance experiment Suppose a six-sided die is rolled. The event that the die would land on an even number would be E = {2, 4, 6} The sum of the probabilities of The superscript “C” What would the event that is the die E’ and E alsobe denote the complementary stands for complement complement of E events equals NOT landing on an even number? ONE. EC = {1, 3, 5} This is an example of complementary events. Complement - Consists of all outcomes that are not in the event These complementary events can be shown on a Venn Diagram. E = {2, 4, 6} and EC = {1, 3, 5} Let the circle represent event E. Let the rectangle represent the sample space. Let the shaded area represent event not E. Suppose a six-sided die is rolled. The event that the die would land on an even number would be E = {2, 4, 6} The event that the die would land on a prime number would be P = {2, 3, 5} What would be the event E or P happening? E or P = {2, 3, 4, 5, 6} This is an example of the union of two events. The union of A or B - consists of all outcomes that are in at least one of the two events, that is, in A or in B or in both. A or B A B Consider a The is bride marriage or to the This similar takes allof her union of two union A and B. stuff –& when the people All of A and all of B groom takes two people are put together! all his stuff marry, what& they putdo it do they together! with their possessions ? This symbol means And live happily “union” ever after! Let’s revisit rolling a die and getting an even or a prime number . . . E or P = {2, 3, 4, 5, 6} E or way P would be any this is with a Venn Diagram. Another to represent number in either circle. Even number Why is the number 1 outside the circles? 6 1 Prime number 4 3 2 5 Suppose a six-sided die is rolled. The event that the die would land on an even number would be E = {2, 4, 6} The event that the die would land on a prime number would be P = {2, 3, 5} What would be the event E and P happening? E and P = {2} This is an example of the intersection of two events. The intersection of A and B - consists of all outcomes that are in both of the events A and B A B This symbol means “intersection” Let’s revisit rolling a die and getting an even or a prime number . . . E andbeP ONLY = {2} E and P would the middle To represent thispart withthat a Venn Diagram: the circles have in common 4 6 1 3 2 5 Suppose a six-sided die is rolled. Consider the following 2 events: A = {2} B = {6} On a single die roll, is it possible for A and B to happen at the same time? These events are mutually exclusive. Mutually exclusive (or disjoint) events two events have no outcomes in common; two events that NEVER happen simultaneously A Venn Diagram for the roll of a six-sided die and the following two events: A = {2} B = {6} A and B are mutually The intersection of A and exclusive (disjoint) B is empty! since they have no outcomes in common 4 6 2 1 5 3 Practice with Venn Diagrams On the following four slides you will find Venn Diagrams representing the students at your school. Some students are enrolled in Statistics, some in Calculus, and some in Computer Science. For the next four slides, indicate what relationships the shaded regions represent. (use complement, intersection, and union) Statistics Calculus Computer Science Calculus or Computer Science Statistics Calculus Computer Science (Statistics or Computer Science) and not Calculus Statistics Calculus Computer Science Com Sci Statistics and Computer Science and not Calculus Statistics Calculus Computer Science Statistics and not (Computer Science or Calculus) What is Probability? Three different approaches to probability The Classical Approach When the outcomes in a sample space are equally likely, the probability of an event E, denoted by P(E), is the ratio of the number of outcomes favorable to E to the total number of outcomes in the sample space. favorable outcomes P (E ) total outcomes Examples: flipping a coin, rolling a die, etc. On some football teams, the honor of calling the toss at the beginning of the football game is determined by random selection. Suppose this week a member of the 11-player offensive team will be selected to call the toss. There are five interior linemen on the offensive team. If event L is defined as the event that an interior linemen is selected to call the toss, what is probability of L? P(L) = 5/11 Consider an archer shooting arrows at a target. The probability of getting a bulls’ eye should be the ratio of the area of the inner circle to the area of the entire target. What if a very experienced archer were shooting the arrows? Would the probability of a bull’s eye still be the same? The classical approach doesn’t work for every situation. The Relative Frequency Approach The probability of event E, denoted by P(E), is defined to be the value approached by the relative frequency of occurrence of E in a very long series of trials of a chance experiment. Thus, if the number of trials is quite large, number of times E occurs P (E ) number of trials Consider flipping a coin and recording the relative frequency of heads. When the number of coin flips is small, there is a lot of variability in the relative frequency of “heads” (as shown in this graph). What do you notice in the graph at the right? Consider flipping a coin and recording the relative frequency of heads. The graph at the right shows the relative frequency when the coin is flipped a large number of times. What do you notice in this graph at the right? Law of Large Numbers how the As the number ofNotice repetitions of relative a chance frequency of heads experiment increase, the chance that the approaches ½ the larger relative frequencythe of occurrence for an event number of trials! will differ from the true probability by more than any small number approaches 0. OR in other words, after a large number of trials, the relative frequency approaches the true probability. The Subjective Approach Probability can be interpreted as a personal The problem with a subjective approach is that measure of the strength beliefdifferent that a different people couldofassign particular outcome will occur. probabilities to the same outcome based on their subjective viewpoints. Example: An airline passenger may report that her probability of being placed on standby (denied a seat) due to overbooking is 0.1. She arrived at this through personal experience and observation of events. Probability Rules! Fundamental Properties of Probability Property 1. Legitimate Values For any event E, 0 < P(E) < 1 Property 2. Sample space If S is the sample space, P(S) = 1 Properties Continued . . . Property 3. Addition If two events E and F are disjoint, P(E or F) = P(E) + P(F) Property 4. Complement For any event E, P(E) + P(not E) = 1 Probabilities of Equally Likely Outcomes Consider an experiment that can result in any one of N possible outcomes. Denote the simple events by O1, O2, …, ON. If these simple events are equally likely to occur, then 1 1 1 , P (O2 ) , , P (ON ) 1. P (O1 ) N N N 2. For any event E, number of outcomes in E P (E ) N Suppose you roll a six-sided die once. Let E be the event that you roll an even number. P(E) = P(2 or 4 or 6) = 3/6 Number of outcomes in E Over N Addition Rule for Disjoint Events If events E1, E2, . . ., Ek are disjoint (mutually exclusive) events, then P(E1 or E2 or . . . or Ek) = P(E1) + P(E2) + . . . + P(Ek) In words, the probability that any of these k disjoint events occurs is the sum of the probabilities of the individual events. A large auto center sells cars made by many different manufacturers. Three of these are Honda, Nissan, and Toyota. Consider a chance experiment that consist of observing the make of the next car sold. Suppose that P(H) = 0.25, P(N) = 0.18, P(T) = 0.14. Are these disjoint events? yes P(H or N or T) = .25 + .18+ .14 = .57 P(not (H or N or T)) = 1 - .57 = .43 Sometimes the knowledge that one event has occurred changes our assessment of the likelihood that another event occurs. Consider the following example: Suppose that 0.1% of all the individuals in a population have a certain disease. The presence of the disease is not discernable from appearances, but there is a screening test for the disease. Let D = the event that a person has the disease P(D) = .001 Disease example continued . . . Suppose that 0.1% of all the individuals in a population have a certain Knowingdisease. that event P, the persontest tested positive, has 80% of those with positive results actually occurred, changes the have the disease. probability of event D, the 20% of those with positive test results actually person having the disease, do NOT have the disease (false positive) from 0.001 to 0.80. Read: Probability that a person has the disease Let P = “GIVEN” the event that a person tests the person tests positive positive for the disease P(D|P) = 0.80 This is an example of conditional probability. Conditional Probability A probability that takes into account a given condition has occurred P(A B) P(B|A) P(A) The article “Chances Are You Know Someone with a Tattoo, and He’s Not a Sailor” (Associated Press, June 11, 2006) included results from a survey of adults aged 18 to 50. The accompanying data are consistent with summary values given in the article. At Least One Tattoo No Tattoo Totals Age 18-29 18 32 50 Age 30-50 6 44 50 24 76 100 Totals Assuming these data are representative of adult Americans and that an adult is selected at random, use the given information to estimate the following probabilities. Tattoo Example Continued . . . At Least One Tattoo No Tattoo Totals Age 18-29 18 32 50 Age 30-50 6 44 50 24 76 100 Totals What is the probability that a randomly selected adult has a tattoo? P(tattoo) = 24/100 = 0.24 Tattoo Example Continued . . . Age 18-29 At Least One Tattoo No Tattoo 18 32 How many adults in the Age 30-50 6 44 are 18-76 Totals 24 ages How sample many adults in the Totals This is50a 50 condition! 100 sample are 29? ages 18-29 What isAND the probability that a randomly have a tattoo? selected adult has a tattoo if they are between 18 and 29 years old? P(tattoo|age 18-29) = 18/50 = 0.36 Tattoo Example Continued . . . At Least One Tattoo No Tattoo Totals How many Age 18-29 18 32 50 in adults Age 30-50 6 44 the50 sample have Totals 24 in the 76 100 a How many adults tattoo? ages 18-29 Whatsample is the are probability that a randomly AND haveisabetween tattoo? 18 and 29 years selected adult This is a old if they have a tattoo? condition! P(age 18-29|tattoo) = 18/24 = 0.75 Sometimes the knowledge that one event has occurred does NOT change our assessment of the likelihood that another event occurs. Consider the genetic trait, hitch hiker’s thumb, which is the ability to bend the last joint of the thumb back at an angle of 60° or more. Whether or not an offspring has hitch hiker’s thumb is determined by two random events: which gene is contributed by the father and which gene is contributed by the mother. Which gene is contributed by the father does NOT affect which gene is contributed by the mother These are independent events. Let’s consider a bank that offers different types of loans: The bank offers both adjustable-rate and fixed-rate loans on single-family dwellings, condominiums and multifamily dwellings. The following table, called a jointprobability table, displays probabilities based upon the bank’s long-run loaning practices. Single Family Condo Adjustable .40 .21 .09 .70 Fixed Total .10 .50 .09 .30 .11 .20 .30 P(Adjustable loan) = .70 Multifamily Total Bank Loan’s Continued . . . Single Family Condo Adjustable .40 .21 .09 .70 Fixed Total .10 .50 .09 .30 .11 .20 .30 P(Adjustable loan) = Multifamily Total .70 P(Adjustable loan|Condo) = .21/.30 = .70 Knowing that the loan is for a condominium does not change the probability that it is an adjustable-rate loan. Therefore, the event that a randomly selected loan is adjustable and the event that a randomly selected loan is for a condo are independent. Independent Events Two events if knowing that one If are twoindependent events are not will occur (or has occurred) independent, they aredoes saidnot change the probability that the otherevents. occurs. to be dependent Two events, E and F, are said to be independent if P(E|F) = P(E). If P(E|F) = P(E), it is also true that P(F|E) = P(F). Multiplication Rule for Two Independent Events Two events E and F are independent, if and only if, P(E F) P(E) P(F) Hitch Hiker’s Thumb Revisited Suppose that there is a 0.10 probability that a parent will pass along the hitch hiker’s thumb gene toSince theirthese offspring. are independent we just multiply the will have a What isevents, the probability that a child probabilities hitch hiker’s thumb? together. P(H+ fromThis momwould AND happen H+ fromifdad) = the mother contributes a hitch hiker’s gene (H+) 0.1 × 0.1if=the 0.01father contributes a AND hitch hiker’s gene (H+). Multiplication Rule for k Independent Events Events E1, E2, . . ., Ek are independent if knowledge that some number of the events have occurred does not change the probabilities that any particular one or more of the other events occurred. P (E1 E2 ... Ek ) P (E1 ) P (E2 ) ... P (Ek ) This relationship remains valid if one or more of the events are replaced by their complement (not E). Suppose that a desktop computer system consist of a monitor, a mouse, a keyboard, the computer processor itself, and storage devices such as a disk drive. Most computer system problems due to manufacturer defects occur soon in the system’s lifetime. Purchasers of new computer systems are advised to turn their computers on as soon as they are purchased and then to let the computer run for a few hours to see if any problems occur. Let E1 = event that a newly purchased monitor is not defective E2 = event that a newly purchased mouse is not defective E3 = event that a newly purchased disk drive is not defective E4 = event that a newly purchased processor is not defective Suppose the four events are independent with P(E1) = P(E2) = .98 P(E3) = .94 P(E4) = .99 Let E1 = event that a newly purchased monitor is not defective E2 = event that a newly purchased mouse is not defective E3 = event that a newly purchased disk drive is not defective E4 = event that a newly purchased processor is not defective Suppose the four events are independent In the long run, with 89% of will run P(E1) = P(E2) = .98 P(E3) = such .94 systems P(E4) = .99 properly when tested shortly after purchase. What is the probability that none of these components are defective? P (E1 E2 E 3 E 4 ) (.98)(.98)(.94)(.99) = .89 Let E1 = event that a newly purchased monitor is not defective E2 = event that a newly purchased mouse is not defective E3 = event that a newly purchased disk drive is not defective E4 = event that a newly purchased processor is not defective Suppose the four events are independent with P(E1) = P(E2) = .98 P(E3) = .94 P(E4) = .99 What is the probability that all these components will run properly except the monitor? C P (E1 E2 E3 E 4 ) (.02)(.98)(.94)(.99) = .018 Suppose I will pick two cards from a standard deck. This can be done two ways: the then 1)PickSampling a card atwithout random,replacement replace the–card, arecard typically dependent events. pickevents a second 2) Pick a card at random, do NOT replace, then replacement – the events pickSampling a secondwith card. are typically independent events. If I pick two cards from a standard deck without replacement, is the probability Probability ofwhat a spade given I drew a that I select twospade spades? on the first card. Are the events E1 = first card is a spade and E2 = second card is a spade independent? NO P(E1 and E2) = P(E1) × P(E2|E1) = 1 12 1 4 51 17 Suppose the manufacturer of a certain brand of light bulbs made 10,000 of these bulbs and 500 are defective. You randomly pick a package of two such bulbs off the shelf of a store. What is the probability that both bulbs are defective? Are the events E1 = the first bulb is defective and E2 = the second bulb is defective independent? To answer this question, let’s explore probabilities of these of twoselecting events? a Whatthe would be the probability defective light bulb? 500/10,000 = .05 Light Bulbs Continued . . . If a would random of size n of is taken from What besample the probability selecting aa population ofbulb? size N, then the outcomes of defective light selecting successive items from the population 500/10,000 = .05 without replacement can be treated as independent when the sample size n is at most Having selected one defective bulb, what is the 5% of the population size N. probability of selecting another without replacement? 499/9999 = .0499 These values are so close to each other that when rounded to three decimal places they are both .050. For all practical purposes, we can treat them as being independent. Light Bulbs Continued . . . What is the probability that both bulbs are defective? Are the selections independent? We can assume independence. P(defective defective) (0.05)(0.05) = .0025 General Rule for Addition Since the intersection is added in twice, we For any twosubtract events Eout andthe F, intersection. P (E F ) P (E ) P (F ) P (E F ) E F Musical styles other than rock and pop are becoming more popular. A survey of college students finds that the probability they like country music is .40. The probability that they liked jazz is .30 and that they liked both is .10. What is the probability that they like country or jazz? P (Country Jazz ) .4 + .3 -.1 = .6 Here is a process to use when calculating the union of two or more events. P (E F ) Ask yourself, “Are the events mutually exclusive?” In some problems, the Yes intersection of the two events is No given (see previous example). P (E ) P (F ) In some problems, P (E ) P (F ) P (E F ) the intersection of the two events is not given, but we know If independent that the events are independent. P (E ) P (F ) Suppose two six-sided dice are rolled (one white and one red). What is the probability that the white die lands on 6 or the red Howdie can lands on 1? you find Let A = white die landing on 6 the probability of A and B? B = red die landing on 1 Are A and B disjoint?NO, independent events cannot be disjoint P (A B ) P (A) P (B ) P (A B ) 1 1 1 1 11 6 6 6 6 36 General Rule for Multiplication For any two events E and F, P (E F ) P (E | F ) P (F ) Here is a process to use when calculating the intersection of two or more events. P (A B ) Yes P (A) P (B ) Ask yourself, “ Are these events independent?” No P (A) P (B | A) There are seven girls and eight boys in a math class. The teacher selects two students at random to answer questions on the board. What is the probability that both students are girls? Are these events independent? NO 7 6 P(G1 G2 ) .2 15 14 Light Bulbs Revisited . . . A certain brand of light bulbs are defective five percent of the time. You randomly pick a package of two such bulbs off the shelf of a store. What is the probability that exactly one bulb is defective? Let D1 = first light bulb is defective D2 = second light bulb is defective P (exactly one defective) P D1 D C 2 D C 1 D2 = (.05)(.95) + (.95)(.05) = .095 An electronics store sells DVD players made by one of two brands. Customers can also purchase Thiswarranties can happenfor in one two ways: The extended the of DVD player. following areextended given: 1) Theyprobabilities purchased the warranty player Let B1 = eventand thatBrand brand 11 DVD is purchased OR2 is purchased B2 = event that brand 2) E They purchased the extended warranty = event that extended warranty is purchased and Brand 2 DVD player P(B1) = .7 P(B2) = .3 P(E|B1) = .2 P(E|B2) = .4 If a DVD customer is selected at random, what is the probability that they purchased the extended warranty? E E B1 E B2 DVD Player Continued . . . Let B1 = event that brand 1 is purchased B2 = event that brand 2 is purchased E = event that extended warranty is purchased P(B1) = .7 P(B2) = .3 P(E|B1) = .2 P(E|B2) = .4 If a DVD customer selected at events random, what Theseisare disjoint is the probability that they purchased the extendedUse warranty? the General Multiplication Rule: E E B1 E B2 P E P E B1 P E B2 P E P E | B1 P (B1 ) P E | B2 P (B2 ) DVD Player Continued . . . Let B1 = event that brand 1 is purchased B2 = event that brand 2 is purchased E = event that extended warranty is purchased P(B1) = .7 P(B2) = .3 P(E|B1) = .2 P(E|B2) = .4 If a DVD customer is selected at random, what is the probability that they purchased the extended warranty? P E P E | B1 P (B1 ) P E | B2 P (B2 ) P(E) = (.2)(.7) + (.4)(.3) = .26 This is an example of the Law of Total Probabilities. Law of Total Probabilities If B1 and B2 are disjoint events with probabilities P(B1) + P(B2) = 1, for any event E P (E ) P (E B1 ) P (E B2 ) P (E | B1 ) P (B1 ) P (E | B2 ) P (B2 ) More generally B1, B2, …, Bk are disjoint events with probabilities P(B1) + P(B2) + … + P(Bk) = 1, for any event E P (E ) P (E B1 ) P (E B2 ) ... P (E Bk ) P (E | B1 ) P (B1 ) P (E | B2 ) P (B2 ) ... P (E | Bk ) P (Bk ) Bayes Rule (Theorem) • A formula discovered by the Reverend Thomas Bayes, an English Presbyterian minister, to solve what he called “converse” problems. Let’s examine the following problem before looking at the formula . . . Lyme’s disease is the leading tick-borne disease in the United States and England. Diagnosis of the disease is difficult and is aided by a test that detects particular antibodies in the blood. The article, “Laboratory Consideration in the Diagnosis and Management of Lyme Borreliosis”, American Journal of Clinical Pathology, 1993, used the following notations: + represents a positive result on a blood test - represents a negative result on a blood test L represents the patient actually has Lymes LC represents the patient doesn’t have Lymes The article gave the following probabilities: P(L) = .00207 P(LC) = .99723 P(+|L) = .937 P(-|L) = .063 P(+|LC) = .03 P(-|LC) = .97 Lyme’s Disease Continued . . . The article gave the following probabilities: P(L) = .00207 P(LC) = .99723 P(+|L) = .937 P(-|L) = .063 P(+|LC) = .03 P(-|LC) = .97 Bayes’s converse problem poses this question: “Given that a patient test positive, what is the probability that he or she really has the disease?” written: P(L|+) This question is of primary concern in medical diagnosis problems! Lyme’s Disease Continued . . . The article gave the following probabilities: Using the Law of Total Probabilities, P(L) = .00207 P(LC) = .99723 P(+|L) = .937denominator P(-|L) =becomes .063 C) = .97 C)P(LC). P(+|LC) = .03 P(+|L)P(L)P(-|L + P(+|L the Bayes reasoned as follows: P (L ) P (L | ) P ( ) Substitute values: PSince ( | L ) P (L ) C C P ( |PL(L) P()L) P (P( |LL ) ) P (L ) we can use P(+|L) P(L) for .937×(.00207 ) the numerator. .937(.00207) .03(.99793) .0596 Bayes Rule (Theorem) If B1 and B2 are disjoint events with probabilities P(B1) + P(B2) = 1, for any event E P (E | B1 )P (B1 ) P (B1 | E ) P (E | B1 )P (B1 ) P (E | B2 )P (B2 ) More generally B1, B2, …, Bk are disjoint events with probabilities P(B1) + P(B2) + … + P(Bk) = 1, for any event E P (E | Bi )P (Bi ) P (Bi | E ) P (E | B1 )P (B1 ) P (E | B2 )P (B2 ) ... P (E | Bk )P (Bk ) Estimating Probabilities using Simulation Simulation 1. Design a method that uses a random mechanism (such as a random number generator or table, Simulation provides a means of estimating tossing a coin or die, etc.) to represent an probabilities when wethe are unable to observation. Be sure that important determine them or it ispreserved. characteristics of theanalytically actual process are impractical to estimate them empirically by 2. Generate an observation using the method in step 1 observation. and determine if the outcome of interest has occurred. 3. Repeat step 2 a large number of times 4. Calculate the estimated probability by dividing the number of observations of the outcome of interest by the total number of observations generated. Suppose that couples who wanted children were to continue having children until a boy was born. Would this change the proportion of boys in the population? We will use simulation to estimate the proportion of boys in the population if couples were to continue having children until a boy was born. 1) We will use a single-random digit to represent a child, where odd digits represent a male birth and even digits represent a female birth. 2) Select random digits from a random digit table until a male is selected and record the number of boys and girls. 3) Repeat step 2 a large number of times. Boy Simulation Continued . . . Continue this process large number of Below are four rows from athe random digit times 100 trials). table at the back(at of least our textbook. Calculate the proportion of boys out of the Row number of children born. 6 0 9 3 8 7 6 7 9 9 5 6 2 5 6 5 8 4 2 6 4 7 4 1 0 1 0 2 2 0 4 7 5 1 1 9 4 7 9 7 5 1 Notice that with only 10 trials, the 8 6 4 7proportion 3 6 3 4 5of1boys 2 3 is 1 10/22, 1 8 0 which 0 4 8 2 0 9 8 0 2 8 7 9 3 is8 close 4 0 4to20.5! 0 8 9 1 2 3 3 2 Trial 1: girl, boy Trial 5: boy Trial 9: girl, boy Trial 2: boy Trial 6: boy Trial 3: girl, boy Trial 7: boy Trial 4: girl, boy Trial 8: girl, girl, boy Trial 10: girl, girl, girl, girl, girl, girl, boy