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SSF1063: Statistics for Social Sciences LU4: Introduction to Probability 28th January 2008 Experiment, Outcomes & Sample Space Definition 1. Experiment – a process that, when performed results in one and only one of many observations 2. Observations – are called the outcomes of the experiment 3. Sample space – The collection of all outcomes for an experiment A sample space is denoted by S. The sample space for the example of inspecting a tennis ball is written as S = {good, defective} Experiment, Outcomes & Sample Space Examples of Experiment, Outcomes & Sample Space Experiment Outcomes Sample space Toss a coin once Head, tail S = {Head, tail} Take a test Pass, fail S = {Pass, fail} Toss a coin twice HH, HT, TH, TT S = {HH, HT, TH, TT} Roll a dice once 1, 2, 3, 4, 5, 6 S = {1, 2, 3, 4, 5, 6} Play lottery Win, lose S = {Win, lose} The Venn and Tree diagram (a) Venn diagram and (b) tree diagram for two tosses of a coin 1 2 H HH TH HT HH H T HT H TT TH T T TT The Venn and Tree diagram Test yourself Suppose we randomly select two persons from the member of a club and observe whether the person selected each time is a man or a woman. Write all the outcomes for this experiment. Draw the Venn and tree diagram for this experiment. Simple and Compound Events Event Simple Event A collection of one or more of the outcomes of an experiment An event that has only ONE outcome Compound Event Collection of MORE THAN ONE outcome for an experiment Simple and Compound Events In a group of people, some are in favor of genetic engineering and others are against it. Two persons are selected at random from this group and asked whether they are in favor of or against genetic engineering. How many distinct outcomes are possible? Draw a Venn diagram and a tree diagram for this experiment. List all outcomes included in each of the following events and mention whether they are simple of compound events. 1. Both persons are in favor of genetic engineering 2. At most one person is against genetic engineering 3. Exactly one person is in favor of genetic engineering Calculating Probability Probability is a numerical measure of a likelihood that a specific event will occur The probability of an event always lie in the range 0 to 1 0 ≤ P(Ei) ≤ 1 0 ≤ P(A) ≤ 1 An event that cannot occur has zero probability – IMPOSSIBLE EVENT; P(V) = 0 An event that is certain to occur has a probability equal to 1 – SURE EVENT; P(S) = 1 Calculating Probability Probability – numerical measure of a likelihood that a specific event will occur Property #1: The probability of an event always lie in the range 0 to 1 0 ≤ P(Ei) ≤ 1 Simple event 0 ≤ P(A) ≤ 1 Compound event An event that cannot occur has zero probability – IMPOSSIBLE EVENT; P(V) = 0 An event that is certain to occur has a probability equal to 1 – SURE EVENT; P(S) = 1 Calculating Probability Property #2: The sum of all probabilities of all events (or final outcomes) for an experiment, is always 1. ΣP(Ei) = P(E1) + P(E2) + P(E3) + … = 1 From this property, for the experiment of one toss of a coin, P(H) + P(T) = 1 Experiment of two tosses of a coin; P(HH) + P(HT) + P(TT) + P(TH) = 1 For one game of football by a professional team; P(Win) + P(Loss) + P(Tie) = 1 Three Conceptual Approaches to Probability 1. 2. 3. Classical Probability The relative frequency concept of probability The subjective probability concept Classical Probability According to the classical probability rule, the probability of a simple event is equal to 1 divided by the total number of outcomes for the experiment. P(Ei) = P(A) = 1 Total number of outcomes for the experiment Number of outcomes favorable to A Total number of outcomes for the experiment Classical Probability Find the probability of obtaining a head and the probability of obtaining a tail for one toss of a coin. The outcomes (head or tail) are equally alike P(head) = 1 = 1 Total number of outcomes 2 = 0.5 P(tail) = ? Classical Probability Find the probability of obtaining an even number in one roll of a dice. In a group of 500 women, 120 have played golf at least once. Suppose one of these 500 women is randomly selected. What is the probability that she has played golf at least once? Relative Frequency Concept of Probability Some events cannot be computed using the classical probability rule because the outcomes are not equal. Different experiments produce different outcomes Relative frequency used as an approximation for the probability of that event. If an experiment is repeated n times and an event A is observed f times, according to the relative frequency concept of probability, P(A) = f n Relative Frequency Concept of Probability Ten of the 500 randomly selected cars manufactured at a certain auto factory are found to be lemons. Assuming that the lemons are manufactured randomly, what is the probability that the next car manufactured at this auto factory is a lemon? Lets denote the total number of cars in the sample and f the number of lemons in n. Therefore, n = 500 and f = 10 Relative Frequency Concept of Probability Using the relative frequency of lemons in 500 cars, we obtain: P(next car is a lemon) = f/n = 10/500 = 0.02 This probability is actually the relative frequency of lemons in 500 cars. Frequency & Relative Frequency Distribution for the Sample of Cars Car f Relative Frequency Good Lemon 490 10 n = 500 490/500 = 0.98 10/500 = 0.02 Sum = 1.0 Relative Frequency Concept of Probability Frequency & Relative Frequency Distribution for the Sample of Cars Car Good Lemon f Relative Frequency 490 10 490/500 = 0.98 10/500 = 0.02 n = 500 Sum = 1.0 Thus, from the relative frequency column, P(next car is a lemon) = 0.02 P(next car is a good car) = 0.98 Subjective Probability Probability assigned to an event based on subjective judgment, experience, information and belief. 1.The probability of you scoring 10% in Test 1 scheduled tonight. 2. The probability of the interest rate to rise by September 2007. Counting Rule Not all experiments deal with few outcomes, that are easy to list. Sometimes we might deal with large number of outcomes, and it is uneasy to list all the outcomes. Therefore we need counting rules to find the total number of outcomes. Counting Rule to Find Total Outcomes If an experiment consists of 3 steps and if the first step can result in m outcomes, the second step in n outcomes and the third step in k outcomes, then: Total outcomes for the experiment = m·n·k Counting Rule to Find Total Outcomes Example 1: Suppose we toss a coin three times. This experiment has 3 steps, first toss, second toss and third toss. Each step has two outcomes: a head and a tail. Thus, Total outcomes for three tosses of a coin =2·2·2=8 Counting Rule to Find Total Outcomes Example 2: A prospective car buyer can choose between a fixed and a variable interest rate and can also choose a payment period of 36 months, 48 months or 60 months. How many total outcomes are possible? And what are the outcomes? Marginal Probabilities Probability of a single event without consideration of any other event. Also known as simple probability In favor Male Female Total Against Total 15 45 60 4 36 40 19 81 100 Calculate the following: i. P(in favor) ii. P(against) iii. P(male) iv. P(female) Conditional Probabilities What is the probability that the selected male employee is in favor of paying high salaries to CEO? In favor Male Female Total Against Total 15 45 60 4 36 40 19 81 100 P(in favor|male) is read as “the probability of the employee selected is in favor given that this employee is a male” P(in favor|male) = Number of male who are in favor Total no. of male Conditional Probabilities What is the probability that the selected employee in such favor is a female? In favor Male Female Total Against Total 15 45 60 4 36 40 19 81 100 P(female|in favor) is read as… Construct a tree diagram to solve this question. P(female|in favor) = Number of female who are in favor Total no. of staff who are in favor Mutually Exclusive Events Events that cannot occur together in one repetition of an experiment Consider the following events for one roll of a die: A = an even number is observed = {2, 4, 6} B = an odd number is observed = {1, 3, 5} C = a number less than 5 is observed = {1, 2, 3, 4, 5} Compare A and B, then compare A and C. Mutually Exclusive Events Consider the following events: 1.Y = this student has eaten at Keranji Food Court N = this student has never eaten at Keranji Food Court 2.X = household income is at least RM1200 Y = household income is more than RM900 Independent vs Dependent Events Two events are considered independent when the occurrence of one event does not affect the probability of the occurrence of the other. Either P(A|B) = P(A) or P(B|A) = P(B) Dependent events on the other hand, P(A|B) ≠ P(A) or P(B|A) ≠ P(B) Independent vs Dependent Events Defective (D) Good (G) Machine A Machine B Total Calculate P(D). What is P(D|A)? What is P(D|B)? 9 6 15 Total 51 34 85 Calculate P(G) What is P(G|A)? What is P(G|B)? 60 40 100 Independent vs Dependent Events In favor Male Female Total Calculate P(In favor). What is P(In Favor|F)? What is P(In Favor|M)? Against Total 15 45 60 4 36 40 19 81 100 Calculate P(Against) What is P(Against|F)? What is P(Against|M)? Complimentary Events Events that are complement to one another, Ā (read as “A bar”) includes all outcomes for an experiment that are not in A S Ā Ā A Venn diagram of TWO complimentary events Complimentary Events Therefore, P(A) + P(Ā) = 1; P(A) = 1 - P(Ā) and P(Ā) = 1 - P(A) Thus, if we know the probability of an event, we can find the probability of its complimentary event by subtracting the given probability from 1 Complimentary Events Example In a group of 5000 adults, 3500 are in favor of stricter gun control laws, 1200 are against such laws and 300 have no opinion. One adult is randomly selected from this group. Let A be the event that this adult is in favor of stricter gun control laws. What is the complementary event of A? What are the probabilities of the two events? Joint Probability The probability of the intersection of two events S A A Āand B B Intersection of A and B Joint Probability Is given the multiplication rule: P(A and B) = P(A)·P(B|A) Can also denoted by P(A B) or P(AB) Joint Probability College Graduate (G) Total Male (M) 7 20 27 Female (F) 4 9 13 11 29 40 Total Non College Graduate (N) What is the probability of selecting an employee that is a graduate and a female? Joint Probability 7/27 G M F 27/40 N G 20/27 4/13 13/40 N 9/13 What is the probability of selecting an employee that is a female and a graduate? P(F and G) = P(F)·P(G|F) Complimentary Events A box contains 20 DVDs, 4 of which are defective. If two DVDs are selected at random (without replacement) from this box, what is the probability that both are defective? D2 D1 G D2 G G P(D1 and D2) = P(D1)·P(D2|D1) Probability of Independent Events Is given the multiplication rule: P(A and B) = P(A)·P(B) Example 1: An office building has two fire detectors. The probability is 0.03 that any fire detector of this type will fail to go off during a fire. Find the probability that both fire detectors will fail to go off in case of a a fire. Probability of Independent Events Is given the multiplication rule: P(A and B) = P(A)·P(B) Example 2: The probability that a patient is allergic to penicillin is 0.20. Suppose this drug is administered to 3 patients. Find the probability that all 3 are allergic to it Find the probability that at least ONE of them is not allergic to it Probability of Independent Events 0.2 B C 0.2 C 0.8 0.2 B A Ā 0.8 0.2 B 0.8 B 0.8 C 0.2 C 0.8 C 0.2 C 0.8 C 0.2 C 0.8 Union of Events & The Addition Rule Addition rule to find the probability of union of events P(A or B) = P(A)+P(B) – P(A and B) A Ā B Union of Events & The Addition Rule A university president has proposed that all students must take a course in ethics as a requirement for graduation. 300 faculty members and students from this university were asked about their opinion on this issue. Union of Events & The Addition Rule What is the probability that a randomly selected person from these 300 persons is a faculty member or is in favor of this proposal? Favor Oppose Neutral Total Faculty 45 15 10 70 Student 90 110 30 230 Total 135 125 40 300