Session1 Merged
Session1 Merged
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M.Tech.(Data Science & Engineering)
Introduction to Statistical Methods
Session No 2
Axioms of Probability, Probability basics, mutually exclusive and
independent events,
(Session 2: 19th/20th Nov 2022)
Contact Session 2
Agenda
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
Examples:
height
weight
the amount of sugar in an orange
the time required to run a mile.
Event
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
0 .5 1
Probability:
P (A U B) = P (A) + P (B) – P (A ∩ B ).
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
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
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
𝐵 𝑃(𝐵 ∩ 𝐴) 0.60
𝑃 = = = 0.8571
𝐴 𝑃(𝐴) 0.70
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
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)
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
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BITS Pilani, Pilani Campus
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)
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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
𝐴𝑘
B B S B A1 A2 A3 , . . . An
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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
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
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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 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?
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?
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?