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Chapter 3- Probability 3.1 Experiment: An act or process that generates well-defined outcomes. Example: 1. Toss a coin. 2. Roll a die. 3. Selecting a random sample of size 2 from a group of five. Sample Space: set of all possible outcomes of an experiment. Simple Event: An individual outcome to an experiment. Event: a subset (part) of the sample space. Now we wish to assign probabilities to experimental outcomes. There are three approaches that are used most frequently. 1. The Classical Approach 2. The Relative Frequency Approach 3. The Subjective Approach Regardless of the method used, the probabilities assigned must satisfy two basic requirements: 1. The probability assigned to each experimental outcome E must be between 0 and 1. That is, i 0 P(E ) 1 i 2. If S = {E , E , …, E n }, then 2 1 P(E ) +P(E ) + …+ P(E n ) = P(S) =1 1 2 Note: The probability of an event is sum of the probabilities of the simple events which comprise it. Classical Approach: Assume that a given experiment has n different outcomes, each of which has an equal chance of occurring. If the event E can occur in m of these n ways, then Probability of E = P(E) = m/n. Examples: 1. Toss a six-sided die. List the elements of the sample space and find a. P(“Odd number”) b. P(“Number > 4”) 2. Toss two coins. List the elements of the sample space and find P(“At least one head”). 3. Toss three coins. List the elements of the sample space and find the probability of the following events: a. A: “(exactly) two heads” b. B: “at least two heads” c. C: “at most two heads” Soln: P(A) = 3/8, P(B) = 4/8, P(C) = 7/8 4. Roll two dice. Find the probability of the following events: a. A: “Sum = 7” b. B: “Sum = 11” c. C: “Sum = 12” d. D: “Sum < 5” Soln: P(A) = 6/36, P(B) = 2/36, P(C) = 1/36, P(D) = 6/36 . Sum 2 3 4 5 6 7 8 9 10 11 12 Prob. 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36 Relative Frequency Approach: The relative frequency approach of assigning probabilities is appropriate when the data are available to estimate the proportion of the time the “outcome” will occur when the experiment is repeated a large number of times. Note that this approach does not require that each experimental outcome is equally likely. Method for approximating P(E): Conduct (or observe) an experiment a large number of times and count the # of times the event E actually took place. P(E) # of times E occurred # of times exp eriment was repeated Note: As the experiment is repeated again and again, the empirical probability of success tend to approach the actual probability. Example 5 The final exam in a course resulted in the following grades Grade Number A B C D F 7 12 16 5 3 a. What is the probability that a randomly selected student received an A? b. What is the probability that a randomly selected student received a C? Example 6: Faced with the question of determining the probability of obtaining either 0 heads, 1 head, or 2 heads when flipping a coin twice, an individual argued that it seems reasonable to treat the outcomes equally likely and that the probability of each event is 1/3. Do you agree? Example 7: The Swiss astronomer Wolf tossed two dice 100,000 times and observed that pairs came up 16,466 times. (a) Use these data to estimate the estimate the probability of rolling a pair. (b) What is actual probability of getting a pair when we roll two dice? Example 8: Tom has signed up for MATH 2620. Based on his past record, he estimates that there is 0.1 probability that he will withdraw from the course and that he is twice as likely to pass the course than to fail the course. What is Tom’s probability of passing this course? Subjective Method – Discuss in Class Homework: 1-10 (all), 13-21 (odd) pp. 117-118 3.3 Rules for Computing Event Probabilities: Venn Diagrams Union The union of two events A and B is the event containing all sample points in A or B or both. Notation: A B. Intersection The intersection of two events A and B is the event composed of all sample points that are in both A and B. Notation: A B. Note: P(A B) = P(A or B) = P(event A occurs or event B occurs or they both occur) P(A B) = P(A and B) = P(event A and B both occur) Addition Rule: P(A B) = P(A) + P(B) – P(A B) Example 9: In a study of 100 students that had been awarded university scholarships, it was found that 40 had part-time jobs, 25 had made the dean’s list the previous semester, and 15 had both a part-time job and had made the dean’s list. What was the probability that a student had a part-time job or was on the dean’s list? Soln: 0.5 Example 10: You are playing a card game in which spades and honors (Ace, Queen, King, or Jack) are valuable. If you draw a card from the full deck, what is the probability that it is a “valuable card?” Soln: 25/52 Mutually Exclusive Events: (“ME”) Two events A and B are called mutually exclusive if A B contains no sample points. That is, A and B have no outcomes in common. Note: If A and B are mutually exclusive, then P(A B) = 0. Examples of “ME” Events Testing a subject with IQ > 100 Testing a subject with IQ < 100 Selecting a voter who is a registered Democrat Selecting a voter who is a registered Republican Examples of Events that are not “ME” Selecting a doctor who is a brain surgeon Selecting a doctor who is a woman Selecting a voter who is registered Democrat Selecting a voter who is under 30 years of age Addition Rule for “ME” Events If A and B are “ME”, then P(A B) = P(A) + P(B) Example 11: If one card is drawn from a full deck of 52 cards, what is the probability that the card drawn is a queen or a six? Soln. 2/13 Example12: If you roll a pair of dice, what the probability of getting a one on the first die or the second die? Soln: 11/36 Complement of an Event: If A is an event over the sample space S, the complement of A (Notation: A’, A , A ) is defined to be the event consisting of all sample points in S that are not in A. C Subtraction Rule: P(A) + P(A ) = 1 That is, P(A ) = 1 – P(A) or P(A) = 1 - P(A ) C C C Example 13: Let H = person has high blood person, E = person never exercises at all, S = person never smoked, and P(H) = 0.12, P(E) = 0.25, P(S) = 0.46 (a) Are any of these events mutually exclusive? (b) What is the probability that a randomly selected person has smoked? (c) Is the probability that a person never exercises at all or has high blood person > 0.4? Explain. Soln. (a) No (b) 0.54 (c) No Homework: 1-10 (all), 13-19* (odd) pp. 135-137 *: Do # 19 after completing Section 3.2 3.2 Conditional Probability P(A|B) = P(A B)/P(B) P(B|A) = P(A B)/P(A) Example 14: Roll a die. Let A = an even number shows up, and B = a number > 3 shows up. Find (a) P(A) (b) P(B) (c) P(A B) (d) P(A|B) Soln. (a) ½ (b) ½ (c) 1/3 (d) 2/3 Note: In general, P(A) P(A|B) It is important to recognize the difference between P(A) and P(A|B). The expression P(A) means “considering all possible outcomes, what is the probability that A occurs?” The expression P(A|B) means “assuming that B has occurred, what is the probability that A also occurs?” Independent Events Two events A and B are called independent if the occurrence of one does not affect the probability of the occurrence of the other. That is, P(A|B) = P(A) and P(B|A) = P(B) Note: P(A|B) = P(A) if and only if P(B|A) = P(B). Thus to show that events A and B are independent, it is enough to show that P(A|B) = P(A) or P(B|A) = P(B). Example 16: Draw a card from a deck of 52cards. Let A = a red card is drawn, and B = a jack is drawn. (a) Are A and B independent? (b) Are A and B mutually exclusive? Soln. (a) yes (b) no Multiplication Rule (a) When the events are not independent P(A B) = P(A)P(B|A) P(A B) = P(B)P(A|B) (b) When the events are independent P(A B) = P(A)P(B) Theorem: A and B are independent if and only if P(A B) = P(A)P(B) Example 17: Let A and B be events of the sample space S such that P(A) = 0.7, P(B) = 0.5, P(A B) = 0.35. (a) Are A and B mutually exclusive? (b) Are A and B independent? (c) Find P(A B) (d) Find P(A B ) (e) Find P(B A ) Example 18: #10 on page 126 c c Example 19: #14 on page 127 Example 20: #18 on page 128 Homework: 1-8(all), 11, 13-17 (odd)