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1 Probability Probability is a mathematical measure of the likelihood of an event occurring in any one trial or experiment carried out in prescribed conditions. Probability Experiments A probability experiment is any process whose result is determined by chance. Examples: Roll a die. Flip a Coin. Draw a card from a shuffled deck Choose a name from a hat. Outcome – Any possible result of a probability experiment. Sample Space – The collection (set) of all possible outcomes for an experiment. The sample space is often denoted by S. Examples: The sample space of the experiment Flip a Coin has 2 outcomes heads and tails, so we could write: S {heads, tails} The experiment of rolling a die has 6 possible outcomes 1-6, so: S {1, 2,3, 4,5,6} Measuring the blood pressure of a person at random. S 0 x 200 Note: The first two examples represent a DISCRETE sample space (consisting of finite or countably infinite set of outcomes) while the third one is an example of a CONTINUOUS sample space (consists of a finite or infinite interval of real numbers). Event – Any collection of outcomes from the sample space or a subset of the sample space. We will generally use capital letters to represent events. April/May2012 AppliedMath1B fzc 2 Example 1: Rolling an even number is an event for the experiment of rolling a die. If we call E {2, 4,6} this event E, we could write: Example 2: A coin is tossed twice. List the elements of the sample space S, and list the elements of the event consisting of at least one head. A probability function is a function P that assigns to each event E, a number P( E ) called the probability of that event, such that the following three hold: i. ii. iii. 0 P( E ) 1 . P( S ) 1 . If A and B are mutually exclusive events, then P( A B) P( A) P( B) An event E is called impossible if P( E ) 0 . An event E is called certain if P( E ) S 1 . Calculating the Probability of an Event P( E ) can be calculated in two different ways: Empirical Probability – A probability calculated based on previous known results. The relative frequency of the number of times the event has previously occurred is taken as the indication of likely occurrences in the future. Examples: We could calculate the probability of the event of obtaining a sum of 7 when two dice are rolled by rolling 2 dice many times (say 1000) and calculating what percent of the time a 7 was rolled. We can calculate the probability that a basketball player will make a free throw by calculating the percentage of the time that the player has made free throws in the past. April/May2012 AppliedMath1B fzc 3 If an experiment is performed n times, and we count the number of times that event E actually occurs, then based on these actual results, P( E ) frequency of E n Example: A random batch of 240 components is subjected to strict inspection and 20 items are found to be defective. Therefore if we pick a component at random from this sample, the chance of it being faulty is 20 1 . 240 12 So, if A faulty component Then P( A) 1 12 Therefore a run of 600 components from the same machine would be likely to contain 1 600 50 defectives. 12 Exercises: A player has made 527 free throws in 698 attempts. Calculate the probability that the player makes a free throw on the next attempt. In 2010 there were 62,318 flights departing from Jomo Kenyatta International Airport. Of these, 8,821 were late in departing. Calculate the probability that a flight departing from JKIA will be delayed. Given a frequency table for a set of data values, we can calculate the probability that a data value falls into any data class. Example: Consider the following frequency table of exam scores: Class 90-99 80-89 70-79 60-69 50-59 40-49 April/May2012 Frequency ( f ) 4 6 4 3 2 1 AppliedMath1B fzc 4 If event A is the event that a student scores between 90 and 99 on the exam, then: P( A) number of students scoring 90-99 4 0.20 total number of students 20 Notice that P( A) is just the relative frequency of the 90-99 data class. Exercises: Let B be the event that a student scores between 80 and 89 on the exam. Calculate P( B) . Let E be the event that a student passes the exam (with a grade of C or higher). Calculate P( E ) Classical Probability (Theoretical Probability) – A probability calculated for an experiment in which each outcome is equally likely. The probability of an event in such an experiment can be calculated by determining the fraction (or percentage) of outcomes that are in the event. P( E ) number of ways in which event E can occur total number of outcomes in S Examples: When flipping a fair coin, the two possible outcomes heads and tails are equally likely, so: P(heads) P(tails) 1 2 When rolling a fair die each possible outcome from 1 to 6 is equally likely, with probability April/May2012 1 . 6 AppliedMath1B fzc 5 Exercise: A statistics class contains 14 males and 20 females. A student is to be selected by chance and the gender of the student recorded. (a) Give a sample space S for the experiment. (b) Is each outcome equally likely? Explain. (c) Assign probabilities to each outcome. Complement of an Event The complement of an event E is denoted by E c , and is the event that contains every outcome for the experiment except for those in E. It is essentially the event that E does not occur. Example 1: If E is the event that a 5 is showing when a die is rolled, then E c is the event that a c 5 is not, so E c contains 5 outcomes: E {1, 2,3, 4,6} Since every event either occurs or does not occur, the sum of the probabilities of an event and its complement is always 1. This fact can be used to find the probability of the complement of an event as follows: P ( E c ) 1 P( E ) Example 2: If the probability that a flight will be delayed is 0.13, then the probability that it will not be delayed must be 1 0.13 0.87 . Often it is easier to calculate the probability of the complement of an event than the c probability of the event itself. We can then use the fact that P( E ) 1 P( E ) to find the probability of the original event E. One common example is when we want to find the probability of at least one occurrence of an event in some number of trials. Example 3: If a die is rolled 4 times, find the probability that at least one of the rolls is a six. April/May2012 AppliedMath1B fzc 6 Conditional Probability A conditional probability for an event is calculated when some additional information about the outcome of the experiment is known. Suppose A and B are two events for an experiment, and suppose that it is known that event B has occurred. The probability that A occurs given that B has already occurred is denoted by P( A | B) and is called the conditional probability of A given B. Example 1: Consider the experiment of drawing two balls from a bag which has one red ball, one green and one blue ball without replacement. Let event A be the event that the first ball is red, and event B be that the second ball is green. We can calculate that: P( A) 1 3 P( B | A) 1 2 Example 2: A die is rolled; find the probability of getting a 4 if it is known that an even number occurred when the die was rolled. Solution: If it is known that an even number has occurred, the sample space is reduced to 2, 4, or 6. Hence the probability of getting a 4 is 1 since there is one chance in three of getting a 4 if it is 3 known that the result was an even number. Example 3: Two coins are tossed. Find the probability of getting two tails if it is known that one of the coins is a tail. Example 4: A box contains 100 copper plugs, 27 oversize and 16 undersize. A plug is taken, tested but not replaced: a second plug is then treated similarly. Determine the probability that a) Both plugs are acceptable, b) The first is oversize and second undersize c) One is oversize and the other undersize. April/May2012 AppliedMath1B fzc 7 Independence and Dependence If the occurrence or non-occurrence of event A does not affect the chance of event B happening and vice-versa, then P( A | B) P( A) and P( B | A) P( B) and A and B are called independent events. If the above equations do not hold, then the two events are called dependent. Examples: In rolling a die twice, the outcome of the first throw will not affect the probability of throwing a six on the second throw. The two events are independent. Consider the experiment of drawing two balls, one at a time, from a bag of four red balls 4 . If the ball 7 4 is replaced, then the probability of drawing a red ball on the second occasion is still . 7 and three green balls. The probability that the first ball drawn will be red is (Independent events). However if the first red ball wasn’t replaced, then the probability of drawing a red the second time, is now 3 1 (dependent events). 6 2 Note: Two events are dependent only if one event’s occurrence affects the likelihood of the other. So events from two different trials of an experiment are always independent. Combining Events Using AND Given two events A and B we define the event A and B to be the event that events A and B both occur at the same time. We find the probability of the event A and B using the Multiplication Rule. The Multiplication Rule – If A and B are two events for an experiment, then: P( A and B) P( A) P( B | A) P B P( A | B) April/May2012 AppliedMath1B fzc 8 Equivalently P( A B) P( A) P( B | A) The formula is often used when the events occur in sequence so that event A is followed by event B. Example1: The probability that an automobile battery subject to high engine compartment temperature suffers low charging current is 0.7. The probability that a battery is subject to high engine compartment temperature is 0.05. Let C denote the event that a battery suffers low charging current, and let T denote the event that a battery is subject to high engine compartment temperature. The probability that a battery is subject to low charging current and high engine compartment temperature is P(C and T ) P(T ) P(C | T ) 0.05 0.7 0.035 If A and B are independent events, then P( B | A) P( B) so that the formula for calculating the probability of A and B becomes: P( A and B) P( A) P( B) Example2: If two dice are rolled, the probability of rolling double 6 can be found using the above formula. The probability of getting a 6 on each die is 1 and the events of each roll are 6 independent from each other. Thus the probability of a “double 6” is just: 1 1 1 P(6 on die #1 and 6 on die #2) 6 6 36 This rule can also be extended to 3 or more events. For example the probability of rolling a 6 on each of 4 rolls would be: 1 1 1 1 1 1 P(four sixes) 4 6 6 6 6 6 1296 Exercise: The probability of a flight departing from Moi International Airport being delayed is 0.14. Find the probability that 3 randomly chosen flights are all delayed. April/May2012 AppliedMath1B fzc 9 There are 2000 voters in a town. Consider the experiment of randomly selecting a voter to be interviewed. The event A consists of being in favor of more stringent building codes; the event B consists of having lived in the town less than 10 years. The following table gives the numbers of voters in various categories. A Favor more stringent codes B Less than 10 years Ac Do not favor more stringent codes 100 700 1000 200 Bc At least 10 years Find each of the following: (a) P(A) (b) P( B c ) (c) P(A and B) Note: From the multiplication rule, we get the formula for the conditional probability of two events A and B: P( A | B) April/May2012 P( A and B) P B AppliedMath1B fzc 10 Combining Events Using OR Given two events A and B we define the event A or B to be the event that at least one of the events A or B occurs. We can find the probability of the event A or B using the Addition Rule. The Addition Rule – If A and B are two events for an experiment, then: P( A or B) P( A) P( B) P( A and B) Equivalently P( A B) P( A) P( B) P( A B) Two events are called mutually exclusive if both events cannot occur at the same time. In this case P( A and B) 0 , so the Addition Rule simplifies to: P( A or B) P( A) P( B) Example 1: If two dice are rolled, then the event A of rolling a 7 and the event B of rolling an 11 are mutually exclusive, so that the probability of rolling 7 or 11 is: Example 2: Roll two dice, red and blue. What is the probability of landing either a red six or a blue six? Exercises: If two dice are rolled, find the probability that the number on the first die is even or the number on the second die is 1. A package of candy contains 8 red pieces, 6 white pieces, 2 blue pieces, and 4 green pieces. If a piece is selected at random, find the probability that it is a. White or green. b. Blue or red In a psychology class, there are 15 seniors and 18 juniors. Six of the seniors are males and 10 of the juiors are males. If a student is selected at random, find the probability that the student is a. A junior or a male. b. A senior or a female. c. A junior. April/May2012 AppliedMath1B fzc 11 Discrete Probability Spaces In a discrete sample space, S, the probability of an event E, denoted as P E , equals the sum of the probabilities of the outcomes in E. Example 1: A random experiment can result in one of the outcomes a, b, c, d with probabilities 0.1, 0.3, 0.5, and 0.1 respectively. Let A a, b , B b, c, d , C d . i) P A , P B , P C Find: ii) P Ac iii) P A B , P A B , P A C 1 Example 2: Let S a1 , a2 , a3 , a4 and let P be a probability defined on S. Given P a3 and 6 P a4 i) 1 ,find 9 P a1 if P a2 1 3 ii) P a1 and P a2 if P a1 2P a2 . Exercise: Let A and B be events in S such that P A B , P A B , P Ac . Find: i) P B 7 8 1 4 5 8 ii) P Ac Bc iii) P Ac Bc April/May2012 AppliedMath1B fzc