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Chapter 3: Probability 3.1 Probabilities of Events (Sections 2.1 and 2.3) Basic terms in Probability: Probability Experiment - Random process which generates distinct outcomes Outcome (Element, Sample Point) - A result of a probability experiment Sample Space, S - The set of all possible outcomes of a probability experiment Event - A subset of outcomes from the sample space Notation for events: Use capital letters near the beginning of the alphabet. Examples: 1. Experiment - Toss a regular die Outcome - The number observed on the top of the die Event - Roll a number greater than or equal to 3 Sample Space? Event in set notation? 2. Experiment - Randomly select a Miami University student and ask "Should there be stricter controls on firearms?" Outcome - One of Yes, No, Undecided Event - Student has an opinion Sample Space? 29 Event in set notation? 3. Experiment - Toss a coin three times Outcome - result of first toss, result of second toss, result of third toss (For example: HTH) Event - Exactly one head is tossed Sample Space? Event in set notation? Probability of an event, P(A) - relative frequency with which the event A will occur Special Types of Events (Each event is illustrated using the probability experiment: Toss a regular die): Null Event, - Event with no outcomes that satisfy it Example - E: Toss a number greater than 8 Simple Event - An event which contains exactly one outcome Example - E 1 = {1}, E 2 = {2}, ..., E 6 = {6} Union Event, A B - The event which contains all outcomes which satisfy event A or event B or both. (Note: A B is read as ‘A or B’) Example - A: Toss an even number B: Toss a number greater than or equal to 4 A B in set notation? 30 Intersection event, A B - The event which contains all outcomes which satisfy both event A and event B. (Note: A B is read as ‘A and B’) Example - A: Toss an even number B: Toss a number greater than or equal to 4 A B in set notation? Complement of an Event, A c - Event which contains all outcomes in the sample space which do not satisfy event A. (Note: A c is read as ‘not A’) Example - A: Toss an even number B: Toss a number greater than or equal to 4 A c , B c , A c B c , and (A B) c in set notation? Mutually Exclusive Events (Disjoint Events) - Two events which have no outcomes in common. Examples: 1. A: Toss an even number B: Toss a number less than or equal to 1 2. A and A c . 3. Any two simple events. 31 Independent Events - Two events which are such that knowing whether one event occurs does not change the probability that the other event occurs. Example - A: Toss an even number B: Toss a number greater than or equal to 5 Note: Ways of checking whether two events are independent will be given later. Properties of probabilities: 1. P(S) = 1 2. 0 P(A) 1 3. If A 1 , A 2 , ... are mutually exclusive events, then P(A 1 A 2 ...) = P(A 1 ) + P(A 2 ) + ... Note: As a consequence of properties 1 and 3, we deduce that the sum of the probabilities of all simple events is 1 (Since S = E 1 E 2 ... and consequently 1 = P(S) = P(E 1 E 2 ...) = P(E 1 ) + P(E 2 ) + ... = P(E i ).) Examples 1. Which of the following assignments of probabilities are legitimate for the tossing of a regular die? (Let E 1 = {1}, E 2 = {2}, ..., E 6 = {6}.) a. P(E 1 ) = .3, P(E 2 ) = .1, P(E 3 ) = .2, P(E 4 ) = .1, P(E 5 ) = .2, P(E 6 ) = .1. b. P(E 1 ) = P(E 2 ) = P(E 3 ) = P(E 4 ) = P(E 5 ) = P(E 6 ) = .2. c. P(E 1 ) = .3, P(E 2 ) = P(E 3 ) = P(E 4 ) = P(E 5 ) = .2, P(E 6 ) = -.1. 32 2. The candy in a bag of M&M’s comes in six colors: brown, red, yellow, green, orange, and blue. The manufacturer says that 30% are brown, 20% are red, 20% are yellow, 10% are green, 10% are orange. a. What is the probability that a randomly selected M&M is blue? b. What is the probability that a randomly selected M&M is red, yellow, or green? Experiment - Randomly select an M&M Outcomes – color of the M&M S = {br, r, y, g, o, bl} Simple events: Let E 1 = {br}, E 2 = {r}, E 3 = {y}, E 4 = {g}, E 5 = {o}, E 6 = {bl} Assignment of probabilities: P(E 1 ) = .3, P(E 2 ) = .2, P(E 3 ) = .2, P(E 4 ) = .1, P(E 5 ) = .1 6 a. Since 1 = P(E i ), i 1 5 P(E 6 ) = 1 - i 1 P(E i ) = 1 – (.3 + .2 + .2 + .1 + .1) = .1 b. A: M&M is red, yellow, or green A = E2 E3 E4 P(A) = P(E 2 ) + P(E 3 ) + P(E 4 ) = .2 + .2 + .1 = .5 33 (since mutually exclusive) 3. Consider the following: Experiment - Toss a fair coin three times Outcomes - result of first, result of second, result of third toss So, S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT} a. Assign appropriate probabilities to each of the simple events. Let E 1 = {HHH}, E 2 = {HHT}, ..., E 8 = {TTT} Now, it is reasonable to assume that each of these simple events are equally likely. So, P(E 1 ) = P(E 2 ) = ... = P(E 8 ) = a. What is a? Since 1 = P(E i ) = a = 8a, a= 1 . 8 b. What is the probability that exactly one head is tossed? A: exactly one head A = {HTT, THT, TTH} = E 5 E 6 E 7 P(A) = P(E 5 ) + P(E 6 ) + P(E 7 ) = 1 1 1 3 + + = 8 8 8 8 Other properties of probabilities: 4. If all outcomes in S are equally likely, then P(A) = k # of outcomes in A = . # of outcomes in S N 34 (since mutually exclusive) Example: See part b of the previous example. A = {HTT, THT, TTH}. P(A) = # of outcomes in A 3 = (Since the outcomes are equally likely) 8 # of outcomes in S 5. Addition Rule for Mutually Exclusive Events: If events A and B are mutually exclusive, then P(A B) = P(A) + P(B) 6. Complement Rule: P( A c ) = 1 - P(A) (Likewise, P(A) = 1 - P( A c ).) Why? Since 1 = P(S) = P(A A c ) = P(A) + P( A c ) 7. P( ) = 0 Why? Since = Sc , P( ) = P( Sc ) = 1 - P(S) = 1 - 1 = 0 8. Multiplication Rule for Independent Events: Events A and B are independent if and only if P(A B) = P(A) P(B) Note: This formula can be used to check if two events are independent. Examples: 1. Experiment - Toss a balanced die Events - A: Toss an even number B: Toss a number greater than or equal to 5 Find the probabilities for A, B, and A B. 35 A = {2, 4, 6} P(A) = P(B) = B = {5, 6} A B = {6} # of outcomes in A 3 1 = = 6 2 # of outcomes in S # of outcomes in B 2 1 = = 6 3 # of outcomes in S P(A B) = Since the outcomes in S are equally likely. # of outcomes in A B 1 = 6 # of outcomes in S Are events A and B independent? 1 1 1 P(A) P(B) = = = P(A B) 2 3 6 Yes, A and B are independent. 2. Experiment: Toss a balanced die twice. Find the probability that the first toss is even and the second toss is less than or equal to 2. Events - A: First toss is even 1 2 1 P(B) = 3 P(A) = B: second toss is less than or equal to 2 Since the two tosses of a die are considered to be independent, these two events are independent. So, P(A B) = P(A) P(B) (since A and B are independent) 1 1 1 = = 2 3 6 Check this? 36 Conditional Probability of B given A, P(B|A) P(B|A) = P(A B) P( A) Justification: Suppose the outcomes in S are equally likely, then P(A B) = # of outcomes in A B # of outcomes in S and P(A) = # of outcomes in A # of outcomes in S Therefore, P(B|A) = # of outcomes in A B P(A B) = # of outcomes in A P( A) Consequently, if A is known to have occurred, the sample space is reduced from S to A. Example: The table below shows the number of jobs lost (in thousands) in the United States over a three year period. (There were 5,584,000 jobs lost.) Reason for job loss Workplace moved/closed Slack Work Male Female 1,703 1,210 1,196 564 548 363 3,447 2,137 Total 2,913 1,760 911 5,584 37 Position abolished Total Suppose that a person is randomly selected from the group of all persons who lost their jobs over the three year period. a. What is the probability that the person is male? Experiment: Randomly select a person Outcome: Person selected (Outcomes are equally likely.) A: person is male P(A) = # of outcomes in A 3447 = = .617 5584 # of outcomes in S b. Given that the person selected lost the job due to the fact that the position was abolished, what is the probability that the person is male? B: position was abolished P(A|B) = # of outcomes in A B P(A B) 548 = = = .602 911 # of outcomes in B P(B) c. Given that the person selected is male, what is the probability that he lost the job because the position was abolished? P(B|A) = # of outcomes in A B P(A B) 548 = = = .159 3447 # of outcomes in A P( A) 9. Multiplication Rule: P(A B) = P(A) P(B|A) = P(B) P(A|B) Note: From properties 8 and 9 we get that A and B are independent if and only if P(B|A) = P(B). (In the above example, are A and B independent?) Example: A plant manufacturing transistors has two shifts: I and II. It is known that shift I produces 60% of the transistors and 3% of its production will not meet customer specifications. Five percent of 38 shift II’s production will not meet customer specifications. If a transistor is selected at random, what is the probability that it will not meet customer specifications? A: Transistor is from shift I B: Transistor does not meet specifications P(A) = .6 P(B|A) = .03 P(B| A c ) = .05 P(B) = P((A B) ( A c B)) = P(A B) + P( A c B) (since mutually exclusive) = P(A) P(B|A) + P( A c ) P(B| A c ) = P(A) P(B|A) + (1 - P(A)) P(B| A c ) = .6 (.03) + (1 - .6) (.05) = .018 + .02 = .038 An alternate (simpler) solution. A: Shift I B: Does not meet Specs Create a tree diagram as follows: Event Probability P(B|A) B AB P(A) P(B|A) P( Bc |A) Bc A Bc P(A) P( B c |A) P(B| A c ) B Ac B P( A c ) P(B| A c ) P( Bc | A c ) Bc A c Bc P( A c ) P( B c | A c ) A P(A) P( A c ) Ac 39 For our problem, Event Probability .03 B I, no specs .018 .97 Bc I, specs .05 B II, no specs .02 .95 Bc II, specs A .6 .582 .4 Ac .38 P(B) = .018 + .02 = .038 (What happens in the tree diagram when the events are independent?) 10. Addition Rule: P(A B) = P(A) + P(B) - P(A B) proof: A B = (A B) (A B c ) ( A c B) P(A B ) = P((A B) (A B c ) ( A c B)) = P(A B) + P(A B c ) + P( A c B) (since m.e.) = P(A B) + P(A B c ) + P( A c B) + P(A B) - P(A B) = (P(A B) + P(A B c )) + (P( A c B) + P(A B)) - P(A B) = P(A) + P(B) - P(A B) Example: A producer of automobile batteries knows that 3% of the batteries have defective terminals, 4% have defective plates, and 1% have both defective terminals and defective plates. What is the probability that a randomly selected battery has neither of the defects? 40 A: defective terminal B: defective plate P(A) = .03 P(B) = .04 P(A B) = .01 P( A c Bc ) = P( (A B) c ) = 1 – P( A B ) = 1 – (P(A) + P(B) - P(A B)) = 1 – (.03 + .04 - .01) = .94 Example illustrating many of the previous properties: A house needs to be re-roofed in the spring. To do this a dry, windless day is needed. The probability of getting a dry day is 0.7, a windy day is 0.4, and a wet and windy day is 0.2. What is the probability of getting a. a wet day? b. a day that is wet or windy? c. a day when the house can be re-roofed? d. a calm day given that the day is dry? Probabilities given by the problem: A: Dry B: Windy P(A) = .7 P(B) = .4 A c B: not dry and windy P( A c B) = .2 a. P( A c ) = 1 - P(A) = 1 - .7 = .3 b. A c B: not dry or windy P( A c B) = P( A c ) + P(B) - P( A c B) = .3 + .4 - .2 = .5 c. A B c : dry and not windy 41 Note that this event is the complement of the one in part b. That is, A B c = (Ac B) c and P(A B c ) = P( (Ac B) c ) = 1 - P( A c B) = 1 - .5 = .5. d. P( Bc | A ) = P(Bc A) .5 = = .714 .7 P(A) An alternate (simpler) solution to parts b and c. A: Dry P(A) = .7 B: Windy P(B) = .4 P( A c B) = .2 Create a two dimensional table as follows: B Bc Total A P(A B) P(A B c ) P(A) Ac P( A c B) P( A c B c ) P( A c ) Total P(B) P( B c ) 1 Not Windy Total For this problem, we get: Windy Dry Not Dry Total 1 b. P( A c B) = .2 + .2 + .1 = .5 42 c. P(A B c ) = .5