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The document discusses concepts related to probability including: - Random experiments and their sample spaces - Events as subsets of outcomes from experiments - Assigning probabilities to events based on axioms of probability - Calculating probabilities of unions, intersections, and complements of events - The difference between independent and dependent events - Examples of calculating probabilities of various events for different experiments

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0% found this document useful (0 votes)
218 views408 pages

Session1 Merged

The document discusses concepts related to probability including: - Random experiments and their sample spaces - Events as subsets of outcomes from experiments - Assigning probabilities to events based on axioms of probability - Calculating probabilities of unions, intersections, and complements of events - The difference between independent and dependent events - Examples of calculating probabilities of various events for different experiments

Uploaded by

ChanderDubedi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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9

9
M.Tech.(Data Science & Engineering)
Introduction to Statistical Methods

BITS Pilani Team ISM


Pilani|Dubai|Goa|Hyderabad
BITS Pilani

Session No 2
Axioms of Probability, Probability basics, mutually exclusive and
independent events,
(Session 2: 19th/20th Nov 2022)
Contact Session 2
Agenda

 Experiments, assignment of probabilities


 Events and their probability
 Some basic relationships of probability
 Basic problem solving
RECALL: Random Experiment

Term "random experiment" is used to describe any action


whose outcome is not known in advance. Here are some
examples of experiments dealing with statistical data:

 Tossing a coin
 Counting how many times a certain word or a combination of
words appears in the text of the “King Lear” or in a text of
Confucius
 counting occurrences of a certain combination of amino
acids in a protein database.
 pulling a card from the deck
Sample spaces, sample sets and events

The sample space of a random experiment


is a set S that includes all possible
outcomes of the experiment.

For example, if the experiment is to throw a


die and record the outcome, the sample
space is S = { 1,2,3,4,5,6}
Discrete sample spaces.
Continuous sample spaces
Discrete Random Variables
 A discrete random variable is one which may take on
only a countable number of distinct values such as 0,
1, 2, 3, 4,....
 • Discrete random variables are usually (but not
necessarily) counts.
Examples:
number of children in a family
the Friday night attendance at a cinema
the number of patients a doctor sees in one day
the number of defective light bulbs in a box of ten
the number of “heads” flipped in 3 trials
Continuous Random Variable

A continuous random variable is one which


takes an infinite number of possible values.

 Examples:
 height
 weight
 the amount of sugar in an orange
 the time required to run a mile.
Event

An event is a set of outcomes of the experiment. This


includes the null (empty) set of outcomes and the set of all
outcomes. Each time the experiment is run, a given event
A either occurs, if the outcome of the experiment is an
element of A, or does not occur, if the outcome of the
experiment is not an element of A.
Complement of an Event
 The complement of event A is defined to be the event consisting of
all sample points that are not in A.
 The complement of A is denoted by Ac.
 The Venn diagram below illustrates the concept of a complement.
Sample Space S

Event A Ac
Union of Two Events
 The union of events A and B is the event containing all sample
points that are in A or B or both.
 The union is denoted by A U B
 The union of A and B is illustrated below.
Sample Space S

Event A Event B
Intersection of Two Events
 The intersection of events A and B is the set of all sample points
that are in both A and B.
 The intersection of A and B is the area of overlap in the illustration
below.

Sample Space S
Intersection

Event A Event B
Mutually Exclusive Events
 Two events are said to be mutually exclusive if the events have
no sample points in common. That is, two events are mutually
exclusive if, when one event occurs, the other cannot occur.
Sample
Space S

Event A Event B
Axioms of Probability
Probability as a Numerical Measure
of the Likelihood of Occurrence

Increasing Likelihood of Occurrence

0 .5 1
Probability:

The occurrence of the event is


just as likely as it is unlikely.
THE ADDITION RULE

• The probability that event A or B will occur is given by

P (A U B) = P (A) + P (B) – P (A ∩ B ).

• If events A and B are mutually exclusive,


then the rule can be simplified to

P (A U B) = P (A) + P (B).
Probability and Venn
Diagram
Independent & Dependent
Events are either
Independent (the occurrence of one event has no
effect on the probability of occurrence of the
other) or
Dependent (the occurrence of one event gives
information about the occurrence of the other)
Example

An experiment has the four possible mutually exclusive outcom


es A, B, C, D. Check whether the following assignments of prob
ability are permissible:

(a) P(A)= 0.38, P(B) = 0.16, P(C) =0.11, P(D) = 0.35Permissible


(b) P(A)= 0.31, P(B) = 0.27, P(C) =0.28, P(D) = 0.16 NOT
(c) P(A)= 0.32, P(B) = 0.27, P(C) = -0.06, P(D) = 0.47 NOT
(d) P(A)= 1/2, P(B) = 1/4, P(C) = 1/8, P(D) = 1/16 NOT
(e) P(A)= 5/8, P(B) = 1/6, P(C) = 1/3, P(D) = 2/9 NOT

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EXAMPLE

If two dice are thrown , what is the probability that the


sum is
a) Greater than 8
b) Less than 6
c) Neither 7 nor 11
Example
If two dice are thrown , what is the probability that the sum is
a) Greater than 8
b) Less than 6
c) Neither 7 nor 11
If two dice are thrown , what is the probability that the sum is
a) Greater than 8
b) Less than 6
c) Neither 7 nor 11
Example
Consider the following table.

Blue Black Brown Total


Software prog
35 25 20 80
Project Mgrs
7 8 5 20
Total
42 33 25 100

 If an employee is selected at random , what is the


probability that he is a software prog?
 If an employee is selected at random , what is the
probability that he is wearing a blue trouser
Example
A Survey conducted by a bank revealed that 40% of the accounts
are savings accounts and 35% of the accounts are current
accounts and the balance are loan accounts.

 What is the probability that an account taken at random is a


loan account ?
 What is the probability that an account taken at random is NOT
savings account ?
 What is the probability that an account taken at random is NOT
a current account
 What is the probability that an account taken at random is a
current account or a loan account?
Example
In a certain residential hub,60% of all households get internet
service from the local cable company,80% get the television
service from that company, and 50% get both services from
that company.
If a household is randomly selected, what is the probability that it
gets at least one of these two services from the company, and
what is the probability that it gets exactly one of these services
from the company?
Example
The sales manager of an e-commerce company says that
80% of those who visit their website for the first time do
not buy any mobile. If a new customer visits the website,
what is the probability that the customer would buy
mobile
EXAMPLE
A speaks truth in 80% cases and B speaks in
60% cases. What percentage of cases are
they likely to contradict each other in
stating the same fact.
Example
The next generation of miniaturised wireless capsules with active
locomotion will require two miniature electric motors to
manoeuvre each capsule. Suppose 10 motors have been fabricated
but that, in spite of test performed on the individual motors 2 will
not operate satisfactorily when placed into capsule, to fabricate a
new capsule,2 motors will be randomly selected(that is, each pair
of motors has the same chance of being selected ) find the
probability that
a) Both motors will operate satisfactorily in the capsule.
b) One motor will operate satisfactorily and other will not.
HW problems
Q) Consider randomly selecting a student at a certain university,
and let A denote the event that the selected individual
has a Visa credit card and B be the analogous event for a
MasterCard.
Suppose that P(A)= 0.5, P(A)= 0.4, P (A ∩ B ).

i) Compute the probability that the selected individual has


at least one of the two types of cards (i.e., the probability
of the event ).
ii) What is the probability that the selected individual has
neither type of card?
iii) Describe, in terms of A and B, the event that the selected
student has a Visa card but not a MasterCard, and then
calculate the probability of this event.
Q) In a certain residential suburb, 60% of all households get Internet
service from the local cable company, 80% get television service
from that company, and 50% get both services from that company.

If a household is randomly selected,


i) What is the probability that it gets at least one of these two
services from the company, and
ii) What is the probability that it gets exactly one of these services
from the company?
Q) Suppose that 55% of all adults regularly consume coffee,
45% regularly consume carbonated soda, and 70% regularly
consume at least one of these two products.

i) What is the probability that a randomly selected adult


regularly consumes both coffee and soda?

ii) What is the probability that a randomly selected adult


doesn’t regularly consume at least one of these two
products?
Q) The probability that ‘A’ will be alive 10 years hence
is 5/8 and that B will be alive is ¾. Find the probability
that
a) At least one is alive
b) Exactly one is alive
c) None are alive
Q) Suppose a student is selected at random from 80 students where
30 are taking mathematics, 20 are taking chemistry and 10 are taking
both. Find the probability ‘p’ that the student is taking Mathematics
or chemistry?.

3) If A and B are events with P(A U B) = 7/8, P(A ∩ B) = ¼ and


P(A') = 5/8, find P(A), P(B) and P(A ∩ B').
Q) The probability that a new airport will get an award for its
design is 0.16, the probability that it will get an award for the
efficient use of materials is 0.24 and the probability that it will
get both award is 0.11
a) What is probability that it will get at least one of the two
awards?
b) What is probability that it will get only one of the two
awards?
M.Tech.(Data Science & Engineering)
Introduction to Statistical Methods

BITS Pilani Team ISM


Pilani|Dubai|Goa|Hyderabad
BITS Pilani

Session No 3
Introduction to Conditional Probability, independent events, Total
Probability
(Session 3: 26th/27th Nov 2022)
Contact Session 3
Agenda

 Conditional Probability
 Independent events
 Total Probability

Text Books
No Author(s), Title, Edition, Publishing House
T1 Statistics for Data Scientists, An introduction to probability, statistics
and Data Analysis, Maurits Kaptein et al, Springer 2022
T2 Probability and Statistics for Engineering and Sciences, 8th Edition,
Jay L Devore, Cengage Learning
CONDITIONAL PROBABILITY

The probabilities assigned to various events depend on what is known


about the experimental situation when the assignment is made. Subsequent to
the initial assignment, partial information relevant to the outcome of the
experiment may become available. Such information may cause us to revise
some of our probability assignments
CONDITIONAL PROBABILITY

We examine how the information “an event B has occurred” affects the
probability assigned to A. For example, A might refer to an individual having a
particular disease in the presence of certain symptoms. If a blood test is
performed on the individual and the result is negative , then the probability of
having the disease will change (it should decrease, but not usually to zero, since
blood tests are not infallible). We will use the notation to represent the conditional
probability of A given that the event B has occurred. B is the “conditioning
event.”
CONDITIONAL PROBABILITY

Conditional probabilities in a 2 × 2 contingency table

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Examples on Conditional
Probability
Example: In a housing colony, 70% of the houses are well planned and 60% of the
houses are well planned and well built. Find the probability that an arbitrarily chosen
house in this colony is well built given that it is well planned.
Solution: Let A be the event that the house is well planned
B be the event that the house is well built
therefore 𝑃 𝐴 = 0.70, 𝑃 𝐴 ∩ 𝐵 = 0.60

𝐵 𝑃(𝐵 ∩ 𝐴) 0.60
𝑃 = = = 0.8571
𝐴 𝑃(𝐴) 0.70

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CONDITIONAL PROBABILITY
Example:
If the probability that a communication system will have high fidelity is 0.81 and the
probability that it will have high fidelity and high selectivity is 0.18, what is
probability that a system with high fidelity will also have high selectivity?

Solution:
If 𝐴 is the event that a communication system has high selectivity and 𝐵 is the
event that it has high fidelity, we have 𝑃(𝐵)=0.81 and 𝑃(𝐴∩𝐵)=0.18, and
substitution into the formula yields

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CONDITIONAL PROBABILITY

Example:
Suppose that of all individuals buying a certain digital camera, 60% include an optional
memory card in their purchase, 40% include an extra battery, and 30% include both a card
and battery.
a) Given that the randomly selected individual purchased an extra battery, find the
probability that an optional card was also purchased.
b) Given that the randomly selected individual purchased an optional card, find the
probability that an extra battery was also purchased.
Solution:
let𝐴={ memory card purchased } and 𝐵={ battery purchased }. Then 𝑃(𝐴)=.60,𝑃(𝐵)=.40,
and 𝑃( both purchased )=𝑃(𝐴∩𝐵)=.30.

a) b)

Notice that 𝑃(𝐴∣𝐵)≠𝑃(𝐴) and 𝑃(𝐵∣𝐴)≠𝑃(𝐵).


BITS Pilani, Pilani Campus
Example:

Find P(A/B), P(A/BUC), P(A/ reads at least one)


Solution:
Examples on Conditional
Probability
Example: In a certain college, 25% of the students failed Maths,
15% of the students failed chemistry and 10% of the students
failed both maths and chemistry. A student is selected at
random, find
a. If he failed chemistry, what is the probability that he failed
Maths? 𝑃 𝑀 = 0.25, 𝑃 𝐶 = 0.15, 𝑃 𝑀 ∩ 𝐶 = 0.1
𝑀 𝑃 𝑀∩𝐶 0.1
𝑃 = = = 0.6667
𝐶 𝑃(𝐶) 0.15
b. If the failed maths, what is the probability he failed
chemistry?
𝐶 𝑃(𝐶∩𝑀) 0.1
𝑃 = = = 0.4
𝑀 𝑃(𝑀) 0.25
c. What is the probability that the student failed in Maths or
chemistry?
BITS Pilani, Pilani Campus
Examples on Conditional
Probability
Example : The probabilities of a regularly scheduled flight departs on time is 0.83, arrives on time is 0.82 & it
departs and arrives on time is 0.78. Find the probability that a plane (i) arrives on time given that it departed
𝑨
on time, (ii) departed on time given that it has arrived on time and (iii) find 𝑷
𝑫

Ans: Let D and A be the events that the flight departs and arrives on time respectively. Then,
𝑷 𝑫 = 𝟎. 𝟖𝟑, 𝑷 𝑨 = 𝟎. 𝟖𝟐 and 𝑷 𝑫 ∩ 𝑨 = 𝟎. 𝟕𝟖
(i) Probability that the plane arrives on time given that it departed on time is
𝑨 𝑷(𝑫∩𝑨) 𝟎.𝟕𝟖
𝑷 = = = 𝟎. 𝟗𝟑𝟗𝟖
𝑫 𝑷(𝑫) 𝟎.𝟖𝟑
(ii) Probability that the plane departed on time given that it has arrived on time is
𝑫 𝑷(𝑫 ∩ 𝑨) 𝟎. 𝟕𝟖
𝑷 = = = 𝟎. 𝟗𝟓𝟏𝟐
𝑨 𝑷(𝑨) 𝟎. 𝟖𝟐
𝑨 𝑷(𝑨∩𝑫) 𝟎.𝟖𝟐−𝟎.𝟕𝟖
(iii) 𝑷 = = = 𝟎. 𝟐𝟒
𝑫 𝑷 𝑫 𝟏−𝟎.𝟖𝟑
This is the probability that the flight arrives on time given that it did not
depart on time
BITS Pilani, Pilani Campus
CONDITIONAL PROBABILITY
Multiplication Rule

Let A and B be two events in sample space.


The conditional probability that event A occurs given that event B has occurred and it is
denoted by

𝐴 𝑃(𝐴 and 𝐵) 𝐴 𝑃(𝐴 ∩ 𝐵)


𝑃 = OR 𝑃 =
𝐵 𝑃(𝐵) 𝐵 𝑃(𝐵)

It can also written as P(A∩B) = P(B) P(A/B) P(B)≠0


= P(A) P(B/A) P(A)≠0
Let A,B and C be three events in a sample space S,
then P(A∩B∩C) = P(A) P(B/A) P(C/A∩B) and it is called Multiplication Rule
14
BITS Pilani, Pilani Campus
CONDITIONAL PROBABILITY
Multiplication Rule

In general, A1,A2,…….An are events in S, then

P(A1∩A2∩…. ∩An) = P(A1) P(A2/A1)P(A3/A1∩A2)

……P(An/A1 ∩A2 ∩…… ∩An-1)

15
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BITS Pilani, Pilani Campus
BITS Pilani, Pilani Campus
BITS Pilani, Pilani Campus
INDEPENDENT EVENTS
We can deduce an important result from the conditional probability:

𝑨 𝑩
If B has no effect on A, then, 𝑷 = 𝑷(𝑨) Also 𝑷 =𝑷 𝑩 and we say the
𝑩 𝑨
events are independent.
i.e., The probability of A does not depend on B.

𝑨 𝑷(𝑨∩𝑩)
so, 𝑷 =
𝑩 𝑷(𝑩)

𝑷(𝑨∩𝑩)
becomes, 𝑷 𝑨 =
𝑷(𝑩)

or P(A  B) = P(A)  P(B)

19
BITS Pilani, Pilani Campus
Examples on Independent Events

A box contains 20 fuses of which 5 are defective. If two fuses are choosen at random one after the
other. What is probability that both the fuses are defective if (i) the first fuse is replaced, (ii)
the first fuse is not replaced.

Solution: Let A be the event that the first fuse is defective and
B be the event that the second fuse is defective

(i) When the first fuse is replaced, the events are independent hence
5𝐶1 5𝐶1 1 1 1
P(A  B) = P(A)  P(B)= × = × =
20𝐶1 20𝐶1 4 4 16

(ii) When first fuse is not replaced, the events are not independent then

𝐵 5𝐶1 4𝐶1 1
𝑃 𝐵∩𝐴 =P A ×𝑃 = × =
𝐴 20𝐶1 19𝐶1 19

BITS Pilani, Pilani Campus


Examples on Independent Events

A problem in statistics is given to 3 students A,B,C. Their chances


of solving it are 1/2,1/3/,1/4. Find the probability that the problem
is solved.
Solution: Problem can be solved by either A or B or C
Therefore we have to use
P(AUBUC) = P(A) + P(B) + P(C) - P(A∩B) - P(B∩C) - P(A∩C) +
P(A ∩ B ∩ C)
Using complement of the event i.e the problem is not solved .
Therefore P(problem solved is )=1-P(not solved)
 1 - P(A  B  C)
 1 - P(A ) P(B) P(C) Note: If A, B,C are independent
 1   1  1  then A, B, C are also independent.
 1  1 -  1 -  1 - 
 2   3  4 
1
 21
4 BITS Pilani, Pilani Campus
S= A1 U A2 U … U An and A1 ∩ A2 ∩ … ∩ An =∅
B 𝐴5 S
𝐴1
𝐴3
𝐴4
𝐴6
𝐴2

𝐴𝑘

 B  B  S  B   A1  A2  A3 , . . .  An 
23
Proof:

We have S   A1  A2  A3  . . .  An  and A  S
 B  B  S  B   A1  A2  A3 , . . .  An 
Using distributive law in the R.H.S, we get
Since B ∩ Ai (i = 1 to n) are mutually exclusive, we have by
applying addition rule of probability,

P ( B )  P  B  A1  +P  B  A2  + +P  B  An 
i n
i.e., P ( B )   P B  A 
i 1
i

Using multiplication rule on each term on R.H.S, namely


P  B  Ai   P  Ai   P  B | Ai  (1)
i n
P ( B)   P  Ai  P  B | Ai 
i 1
(2)-Total theorem on Probability
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The Theorem of Total Probability
(tree diagram )
B

P( A1 )
P ( An )
P ( A2 )
P ( A3 )

A1 A2 A3 Ak

P( B / A1 ) P( B / A2 ) P( B / A3 ) P( B / Ak )

B  A1 B  A2 B  A3 B  An
25
BITS Pilani, Pilani Campus
Law of Total Probability
Law of Total Probability

At a certain gas station, 40% of the customers use regular gas (A1), 35% use plus gas (A2),
and 25% use premium (A3). Of those customers using regular gas, only 30% fill their tanks
(event B). Of those customers using plus, 60% fill their tanks, whereas of those using
premium, 50% fill their tanks. What is the probability that the next customer fills the
tank?
Law of Total Probability

A company that manufactures video cameras produces a


basic model and a deluxe model. Over the past year, 40% of
the cameras sold have been of the basic model. Of those
buying the basic model, 30% purchase an extended warranty,
whereas 50% of all deluxe purchasers do so. What is the
probability that that a randomly selected purchaser has an
extended warranty?
HW: Exercise
HW: Exercise

If A and B are two events with P(A)= ½, P(B)= 1/3 and P ( A  B )  1 / 4


Find
 A  B   A   B  A 
P , P , P , P , P 
 B   A  B   A  B 

BITS Pilani, Pilani Campus


HW: Exercise

One card is randomly collected from the deck of 52 cards.


• What is the probability that this card is a heart?
• What is the probability that this card is not a heart?
• What is the probability that it is a heart and a king?
• What is the probability that the card is a heart or a king?
• Are the events that the card is a heart and is a king independent?

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HW: Exercise

A card is randomly drawn from an incomplete deck of cards from which the ace
of diamonds is missing.
1. What is the probability that the card is “clubs”?
2. What is the probability that the card is a “queen”?
3. Are the events “clubs” and “queen” independent?

BITS Pilani, Pilani Campus


HW: Exercise

In a group of children from primary school there are 18 girls and 15 boys. Of
the girls, 9 have had measles. Of the boys, 6 have had measles.
1. What is the probability that a randomly chosen child from this group has had
measles?
2. If we randomly choose one person from the group of 18 girls, what is the
probability that this girl has had measles?
3. Are the events “boy” and “measles” in this example independent?

BITS Pilani, Pilani Campus


HW: Exercise

In a Japanese cohort study, 5,322 male non-smokers and 7,019 male smokers
were followed for four years. Of these men, 16 non-smokers and 77 smokers
developed lung cancer.
1. What is the probability that a randomly chosen non-smoker from this group
developed lung cancer?
2. What is the probability that a randomly chosen smoker from this group developed
lung cancer?
3. Are the events “smoking” and “lung cancer” in this example independent?
4. What is the conditional probability that the patient is a smoker if he has developed
lung cancer?

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