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Probability The Study of Randomness The language of probability Random in statistics does not mean “haphazard”. Random is a description of a kind of order that emerges only in the long run even though individual outcomes are uncertain. The probability of any outcome of a random phenomenon is the proportion of times the outcome would occur in a very long series of repetitions. Probability Models The sample space of a random event is the set of all possible outcomes. What is the sample space for rolling a sixsided die? S = {1, 2, 3, 4, 5, 6} What is the sample space for flipping a coin and then choosing a vowel at random? Tree diagram H a e i o u a T e i o u S={Ha, He, Hi, Ho, Hu, Ta, Te, Ti, To, Tu} • What is the sample space for answering one true/false question? • S = {T, F} • What is the sample space for answering two true/false questions? • S = {TT, TF, FT, FF} • What is the sample space for three? Tree diagram True True False True True False False True True False False True False False S = {TTT, TTF, TFT, FTT, FFT, FTF, TFF, FFF} Intuitive Probability An event is an outcome or set of outcomes of a random phenomenon. An event is a subset of the sample space. For probability to be a mathematical model, we must assign proportions for all events and groups of events. Basic Probability Rules The probability P(A) of any event A satisfies 0 < P(A) < 1. Any probability is a number between 0 and 1, inclusive. If S is the sample space in a probability model, then P(S) = 1. All possible outcomes together must have probability of 1. Complement Rule The complement of any event A is the event that A does not occur, written as Ac. The complement rule states that P(Ac) = 1 – P(A) The probability that an event does not occur is 1 minus the probability that the event does occur. Venn diagram: complement S A Ac General Addition Rule for Unions of Two Events For any two events A and B, P(A or B) = P(A) + P(B) – P(A and B) P(AB) = P(A) + P(B) – P(AB) The simultaneous occurrence of two events is called a joint event. The union of any collections of event that at least one of the collection occurs. Venn diagram: {A and B} S A B Venn diagram: disjoint events (Mutually Exclusive) S A B Addition Rule Two events A and B are disjoint (also called Mutually Exclusive) if they have no outcomes in common and so can never occur simultaneously. If A and B are disjoint, P(A or B) = P(A) + P(B) If two events have no outcomes in common, the probability that one or the other occurs is the sum of their individual probabilities. General Multiplication Rule The joint probability that both of two events A and B happen together can be found by P(A and B) = P(A) P(B|A) P(B|A) is the conditional probability that B occurs given the information that A occurs. Definition of Conditional Probability When P(A)>0, the conditional probability of B given A is P(A and B) P(B|A) = P(A) OR P(AB) = P(AB) P(B) Multiplication Rule If one event does not affect the probability of another event, the probability that both events occurs is the product of their individual probabilities. Two events A and B are independent if knowing that one occurs does not change the probability that the other occurs. If A and B are independent, P(A and B) = P(A)P(B) Question #3 Suppose that 60% of all customers of a large insurance agency have automobile policies with the agency, 40% have homeowner’s policies, and 25% have both types of policies. If a customer is randomly selected, what is the probability that he or she has at least one of these two types of policies with the agency? (Hint: Venn diagram) P(A or B) = P(A) + P(B) – P(A and B) P(auto or home) = .60 + .40 - .25 = .75 Question #6 Drawing two aces with replacement. 4 4 P(2 aces)= .0059 52 52 Drawing three face cards with replacement. 12 12 12 P(3 face)= .0123 52 52 52 Multiplication Rule Practice Draw 5 reds cards without replacement. 26 25 24 23 22 P(5 red)= .0253 52 51 50 49 48 Draw two even numbered cards without replacement. 20 19 P(2 even)= .1433 52 51 Multiplication Rule Practice Draw three odd numbered red cards with replacement. 3 8 P(3 red, odd)= .0036 52 Back to Flipchart Question #7 Company 1 Company 2 Nondefective Defective 10 8 5 2 What is the probability of a GFI switch from a selected spa is from company 1? 15 P company 1 .6 25 What is the probability of a GFI switch from a selected spa is defective? 7 P defective .28 25 Question #7 Company 1 Company 2 Nondefective Defective 10 8 5 2 What is the probability of a GFI switch from a selected spa is defective and from company 1? 5 P company 1 defective .2 25 What is the probability of a GFI switch from a selected spa is from company 1 given that it is defective? 5 P company 1|defective .7143 7 Question #7 Nondefective Defective Company 1 Company 2 10 8 5 2 P(A and B) = P(A) P(B|A) 5 P company 1 defective 25 7 P defective 25 5 P company 1|defective 7 5 7 5 25 25 7 Remember Two events A and B are independent if knowing that one occurs does not change the probability that the other occurs. If A and B are independent, P(A and B) = P(A)P(B) The joint probability that both of two events A and B happen together can be found by P(A and B) = P(A) P(B|A) How can we use the formulas to test for independence? Independence and Mutually Exclusivity Independence means knowing something about one tells you nothing about the other. Mutually exclusive events cannot happen at the same time. Are independent events mutually exclusive? Independent Events Two events A and B that both have positive probability are independent if P(B|A) = P(B) Back to flipchart 13. Jack and Jill have finished conducting taste tests with 100 adult from their neighborhood. They found that 60 of them correctly identified the tap water. The data is displayed below. Yes No Total Male 21 14 35 Female 39 26 65 Total 60 40 100 Is the event that a participant is male and the event that he correctly identified tap water independent? In order for a participant being male and the event that he correctly identified tap water to be independent, we know that Yes No Total Male 21 14 35 Female 39 26 65 Total 60 40 100 P(male|yes) = P(male) or P(yes|male) = P(yes) In order for a participant being male and the event that he correctly identified tap water to be independent, we know that P(yes|male) = P(yes) Yes No Total Male 21 14 35 Female 39 26 65 Total 60 40 100 21 60 21 60 We know P(yes|male) = and P(yes) = . Since 35 100 35 100 we can conclude the participant being male and their ability to correctly identify tap water are independent. In order for a participant being male and the event that he correctly identified tap water to be independent, we know that P(male|yes) = P(male) Yes No Total Male 21 14 35 Female 39 26 65 Total 60 40 100 21 35 21 35 We know P(male|yes) = and P(male) = . Since 60 100 60 100 we can conclude the participant being male and their ability to correctly identify tap water are independent. Question #16 DNA DNA - Has TB 14 12 26 Does Not 0 14 181 193 181 207 What is the probability of an individual having tuberculosis given the DNA test is negative? 12 .0622 193 12 P(DNA - TB) 207 .0622 P(TB|DNA - ) = 193 P(DNA - ) 207 Conditional Probability with Tree Diagrams 17. Dr. Carey has two bottles of sample pills on his desk for the treatment of arthritic pain. He often grabs a bottle without looking and takes the medicine. Since the first bottle is closer to him, the chances of grabbing it are 0.60. He knows the medicine from this bottle relieves the pain 70% of the time while the medicine in the second bottle relieves the pain 90% of the time. What is the probability that Dr. Carey grabbed the first bottle given his pain was not relieved? st P(1 bottle not relieved) st P(1 bottle|pain not relieved) P(pain not relieved) .6 .3 .8182 .6 .3 .4 .1 .6 .4 .7 relieved .3 not .9 relieved 1st 2nd .1 not