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Chapter 3: Basic Probability
Concepts
• Probability:
• is a measure (or number) used to measure the chance
of the occurrence of some event. This number is
between 0 and 1.
• An experiment:
• is some procedure (or process) that we do.
• Sample Space:
• The set of all possible outcomes of an experiment is
called the sample space (or Universal set) and is
denoted by
An Event:
.
is a subset of the sample space
· is an event (impossible event)
·
is an event (sure event)
Example:
Experiment: Selecting a ball from a box containing
6 balls numbered 1,2,3,4,5 and 6.
This experiment has 6 possible outcomes
1, 2, 3, 4, 5, 6
·
Consider the following events:
E1: getting an event number 2, 4, 6
E2: getting a number less than 4 1, 2, 3
E3 =getting 1 or 3 1, 3
E4 =getting an odd number 1, 3, 5
n no. of outcomes (elements) in
nEi no. of outcomes (elements) in Ei
Notation
Equally likely outcomes:
The outcomes of an experiment are equally likely if the
occurrences of the outcomes have the same chance.
Probability of an event:
·
If the experiment has N equally likely
outcomes, then the probability of the event E is:
n E n E no. of outcomes in E
PE
n
N
no. of outcomes in
Example: In the ball experiment in the previous
example, suppose the ball is selected randomly.
1, 2, 3, 4, 5, 6 ; n 6
E1 2, 4, 6
; nE1 3
E 2 1, 2, 3
E3 1, 3
;
;
n E 2 3
n E3 2
The outcomes are equally likely.
3
PE1 ,
6
3
PE 2 ,
6
2
PE3 ,
6
Some Operations on Events:
Let A and B be two events defined on
Union:
A B
A· B Consists of all outcomes in A or in B
or in both A and B.
A
· B Occurs if A occurs,
or B occurs, or both A and B occur.
Intersection:
A B
A ·B
Consists of all outcomes in
both A and B.
A B
Occurs if both A and B occur .
Complement:
Ac
·
Ac is the complement of A.
·
Ac consists of all outcomes of
but are not in A.
·
Ac occurs if A does not.
Ac
A
Example:
Experiment: Selecting a ball from a box containing 6 balls
numbered 1, 2, 3, 4, 5, and 6 randomly.
Define the following events:
E1 2, 4, 6
= getting an even number.
E 2 1, 2, 3 = getting a number < 4.
E3 1, 3
= getting 1 or 3.
E4 1, 3, 5 = getting an odd number.
(1)
E1 E2 1, 2, 3, 4, 6
= getting an even no. or a no. less than 4.
nE1 E2 5
PE1 E2
n
6
( 2 ) E1 E4 1, 2, 3, 4, 5, 6
= getting an even no. or an odd no.
nE1 E4 6
PE1 E4
1
n
6
Note:
E1 E 4
E1 and E4 are called exhaustive events.
( 3 ) E1 E2 2
= getting an even no. and a no.less than 4.
nE1 E2 1
PE1 E2
n
6
( 4 ) E1 E4
= getting an even no. and an odd no.
nE1 E4 n 0
PE1 E4
0
n
6
6
Note: E1 E 4
E1 and E4 are called disjoint (or mutually exclusive) events.
( 5 ) E1c = not getting an even no. = {1, 3, 5}
= getting an odd no.
= E4
Notes:
1. The event A1 , A2 , …, An are exhaustive events if
A1 A2 An
2. The events A and B are disjoint (or mutually exclusive) if
A B
In this case :
(i)
P A B 0
(ii) P A B P A PB
3.
A Ac , A and Ac are exhaustive events.
A Ac , A and Ac are disjoint events.
4. nAc n n A
PAc 1 P A
General Probability Rules:0 P A 1
1.
2.
P 1
3.
P 0
4.
PA 1 P A
5.
For any events A and B
c
P A B P A PB P A B
6.
7.
For disjoint events A and B
P A B P A PB
For disjoint events E1 , E2 , … , En
PE1 E 2 E n PE1 PE 2 PE n
2.3. Probability applied to health data:Example 3.1:
630 patients are classified as follows : (Simple frequency
table)
Blood
Type
O
(E1)
A
(E2)
B
(E3)
AB
(E4)
Total
No. of
patient
s
284
258
63
25
630
· Experiment: Selecting a patient at random and observe
his/her blood type.
· This experiment has 630 equally likely outcomes
n 630
Define the events :
E1 = The blood type of the selected patient is O
E2 = The blood type of the selected patient is A
E3 = The blood type of the selected patient is B
E4 = The blood type of the selected patient is AB
n(E1) = 284,
n(E2) = 258,
n(E3) = 63 ,
n(E4) = 25 .
258
63 ,
25
284
,
,
P E 2
PE1
PE 3
PE 4
630
630
630
630
E 2 E 4 the blood type of the selected patients is A or AB
nE2 E4 258 25 283
0.4492
n
630
630
or
P( E2 E4 )
PE PE 258 25 283 0.4492
2
4
630 630 630
(since E 2 E 4 )
Notes:
1. E1 ,E2 ,E3 ,E4 are mutually disjoint, Ei E j i j
2. E1 ,E2 ,E3 ,E4 are exhaustive events, .E1 E 2 E3 E 4
Example 3.2:
Smoking Habit
Daily
(B1)
Occasionally
(B2)
Not at all
(B3)
Total
20 - 29 (A1)
31
9
7
47
30 - 39 (A2)
110
30
49
189
40 - 49 (A3)
29
21
29
79
50+
6
0
18
24
176
60
103
339
Total
(A4)
Experiment: Selecting a physician at random
n 339 equally likely outcomes
Events:
· A3 = the selected
physician
n A
79 is aged 40 - 49
3
P A3
0.2330
n 339
· B2 = the selected physician smokes occasionally
nB2 60
PB2
0.1770
n 339
·A3 B2 the selected physician is aged 40-49 and
smokes occasionally.
n A3 B2 21
P A3 B2
0.06195
n
339
the selected physician is aged
A3 B2 ·
40-49 or smokes occasionally (or both)
P A3 B2 P A3 PB2 P A3 B2
79
60
21
339 339 339
0.233 0.177 0.06195 0.3481
·A4c
the selected physician is not 50 years or older.
P A4c 1 P A4
n A4
24
1
1
0.9292
n
339
A2
· A3
the selected physician is aged 30-49 or is
aged 40-49
= the selected physician is aged 30-49
n A2 A3 189 79 286
0.7906
P A2 A3
n
339
339
or
189 79
0.7906
P A2 A3 P A2 P A3
339 339
( Since A2 A3 )
3.3. (Percentage/100) as probabilities and
the use of venn diagrams:
nE
P E
n
n ??
unknown
nE ??
unknown
%E Percentage of elements of E relative
,,
to the elements of
, n
nE
%E
100%
n
, is known.
Example 3.3: (p.72)
A population of pregnant women with:
·
10% of the pregnant women delivered prematurely.
· 25% of the pregnant women used some sort of
medication.
· 5% of the pregnant women delivered prematurely and
used some sort of medication.
Experiment : Selecting a woman randomly from this
population.
Define the events:
· D = The selected woman delivered prematurely.
·
M = The selected women used some sort of
medication.
D
M
The selected woman delivered prematurely and
used some sort of medication.
%D 10%
%M 25%
PD
%D 10%
0.1
100% 100%
PM
%M 25%
0.25
100% 100%
PD M
%D M
5%
0.05
100%
100%
%D M 5%
A Venn diagram:
PD 0.1
PM 0.25
PD M 0.05
PD c M 0.2
PD M c 0.05
PD c M c 0.70
PD M 0.30
Probability given by a Venn diagram
A Two-way table:
M
Mc
Total
D
0.05
0.05
0.10
Dc
0.20
0.70
0.90
Total
0.25
0.75
1.00
Probabilities given by a two-way table.
Calculating probabilities of some events:
Mc = The selected woman did not use medication
PM c 1 PM 1 0.25 0.75
Dc M c the selected woman din
prematurely and did not use medication.
not
deliver
P D c M c 1 P D M ??
D M the selected woman delivered prematurely
or used some medication.
PD M PD M PD M
0.1 0.25 0.05 0.3
PDc M c 1 PD M 1 0.3 0.7
Note:
From the Venn diagram, it is clear that:
PD PD M PD M c
PM PD M PD c M
PD M c PD PD M
PDc M PM PD M
PD c M c 1 PD M
3.4. Conditional Probability:
·
The conditional probability of the event A given the
event B is defined by:
P A B
P A | B
; P B 0
P B
·
P(A | B) = the probability of the event A if we know
that the event B has occurred.
P A B
Note:
P A | B
P B
n A B / n
nB / n
P A | B
n A B
nB
P A B PB P A | B
P A B P APB | A
Smoking Habbit
Example:
Age 20-29 A1)
multiplication rules
Daily Occasionally Not at all
(B1)
(B2)
(B3)
31
9
7
Total
47
30-39 (A2)
110
30
49
189
40-49 (A3)
29
21
29
79
50+ (A4)
6
0
18
24
176
60
103
339
For calculating P A | B , we can use
P A | B
P A B
n A B
or P A | B
PB
nB
Using the restricted table directly
176
PB1
0.519
339
PB1 A2
PB1 | A2
P A2
0.324484
0.5820
0.557522
n( B1 A2 ) 110
P B1 A2
0.324484
=
n( )
339
n( A2 ) 189
0.557522
P A2
339
n()
OR
nB1 A2
PB1 | A2
n A2
110
0.5820
189
Notice that P B1 < PB1 | A2 !! … What does this mean?
Independent Events
There are 3 cases
(1) P A | B P A
which means that knowing B increases the probability of
occurrence of A .
(2) P A | B P A
which means that knowing B decreases the probability of
occurrence of A .
(3)
P A | B P A
which means that knowing B has no effect on the
probability of occurrence of A .
B
A
In this case A is independent of B.
Independent Events:
Two events A and B are independent if one of the following
conditions is satisfied:
( i ) P A | B P A
(ii ) P B | A P B
(iii ) P B A P A P B
(multiplication rule)
Example:
In the previous , A2 and B1 are not independent because:
also
PB1 0.5192 PB1 | A2 0.5820
PB1 A2 0.32448 PB1 P A2 0.28945
Combinations:
•Notation: n factorial is denoted by n! and is defined by:
n! nn 1n 221
for n 1
0! 1
Example: 5! = (5) (4) (3) (2) (1) = 120
• Combinations:
The number of different ways for selecting r objects from
n is given by:
n distinct objects is denoted by
and
r
n
n!
;
r r ! n r !
r 0, 1, 2, , n
n
is read as “ n “ choose “ r ”.
r
n
1
n
n
1
0
n n
r n r
n
r
n-r
Example 3.9:
If we have 10 equal–priority operations and only 4
operating rooms, in how many ways can we choose the 4
patients to be operated on first?
Answer:
The number of different ways for selecting 4 patients from
10 patients is
10
10!
10!
10 98 21
4 4! 10 4! 4! 6! 4321 654321
210
(different ways)