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Probability and Statistics Learning Objectives

In this chapter, you learn:

Chapter 1
Basic Probability  Basic probability concepts and definitions
 Basic Rules for Finding Probabilities
 Conditional probability
Dr. Lam Van Son
sonlam@ftu.edu.vn
 To use Bayes’ Theorem to revise probabilities
033.6969.909  Various counting rules

Some Additional Counting Rules

1.1: Events and Probability
Multiplicative Rule: n = n1n2…nk
A B C
Draw one element from
each of k sets, sized n1, n2, n3, … nk  An experiment is an act or process of
n! observation that leads to a single outcome that
Ank =
k-permutations of n, partial permutation Chỉnh hợp: ( n − k )! cannot be predicted with certainty.
Draw k elements, arranged in a distinct order, from a set of n elements
c) Chỉnh hợp lặp Bnk = n k

d) Permutations Hoán vị P(n) = n!

Combination Rule Tổ hợp

n! n(n − 1)...(n − k + 1)
Cnk = =
k! (n − k )! k!

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1.1: Events, Sample Spaces and 1.1: Events, Sample Spaces and
Probability Probability

 A sample point is the most basic outcome of  A sample space of an experiment is the
an experiment. collection of all sample points.
 Roll a single dice:

A Head
S: {1, 2, 3, 4, 5, 6}

A four

1.1: Events, Sample Spaces and

Sample Space Probability
The Sample Space is the collection of all
possible events  An event is a specific collection of sample points:
 Event A: Observe an even number.
e.g. All 6 faces of a die:

e.g. All 52 cards of a bridge deck:

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Mutually Exclusive Events Collectively Exhaustive Events

 Mutually exclusive events  Collectively exhaustive events

 One of the events must occur
 Events that cannot occur together
 The set of events covers the entire sample space

example: example:
A = aces; B = black cards;
A = queen of diamonds; B = queen of clubs C = diamonds; D = hearts

 Events A, B, C and D are collectively exhaustive

 Events A and B are mutually exclusive (but not mutually exclusive – an ace may also be
a heart)
 Events B, C and D are collectively exhaustive and
also mutually exclusive

1.1: Events, Sample Spaces and

Probability Probability of Simple Events
What is a PROBABILITY? What is a PROBABILITY?
- Probability is the chance that some event
will happen number of favorable outcomes
P(event) =
number of possible outcomes
- It is the ratio of the number of ways a
certain event can occur to the number of Examples that use Probability:
possible outcomes (1) Dice, (2) Spinners, (3) Coins, (4) Deck of Cards,
(5) Evens/Odds, (6) Alphabet, etc.

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Probability of Simple Events Probability of Simple Events

What is a PROBABILITY? Example 1: Roll a dice.
What is the probability of rolling a 4?
0% 25% 50% 75% 100%
# favorable outcomes
P(event) = # possible outcomes
0 ¼ or .25 ½ 0r .5 ¾ or .75 1
P(rolling a 4) = 1
Impossible Not Very Equally Likely Somewhat Certain 6
Likely Likely
The probability of rolling a 4 is 1 out of 6

Probability of Simple Events Probability of Simple Events

Example 2: Roll a die. Example 3: Spinners.
What is the probability of rolling an even What is the probability of spinning green?
number?

# favorable outcomes # favorable outcomes

P(event) = P(event) = # possible outcomes
# possible outcomes
3 1 1 1
P(even #) = = P(green) = =
6 2 4 4

The probability of rolling an even number is 3 out of 6 or .5 The probability of spinning green is 1 out of 4 or .25 or 25%
or 50%

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Probability of Simple Events Probability of Simple Events

Example 4: Flip a coin. Example 5: Deck of Cards.
What is the probability of flipping a tail? What is the probability of picking a heart?
# favorable outcomes 13 1
P(heart) = = =
# possible outcomes 52 4
# favorable outcomes
The probability of picking a heart is
P(event) = # possible outcomes
1 out of 4 or .25 or 25%

1 1 What is the probability of picking a non heart?

P(tail) = = # favorable outcomes 39
2 2 3
P(nonheart) = = =
# possible outcomes 52 4
The probability of spinning green is 1 out of 2 or .5 or 50% The probability of picking a heart is
3 out of 4 or .75 or 75%

1.1: Events, Sample Spaces and

Probability Assessing Probability
 Probability is the numerical measure  There are three approaches to assessing the probability
of the likelihood that an event will 1 Certain
of an uncertain event:
occur 1. The Classical Approach
X number of ways the event can occur
probability of occurrence = =
 The probability of any event must be T total number of elementary outcomes

between 0 and 1, inclusively 0.5 2. The Relative Frequency Approach

number of favorable outcomes observed
probability of occurrence =
total number of outcomes observed
0 ≤ P(A) ≤ 1 For any event A
3. The Subjective Approach
an individual judgment or opinion about the probability of occurrence
0 Impossible

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1.2: Unions and Intersections 1.2: Unions and Intersections

Compound Events
Made of two or
more other events

Union Intersection
A∪ B A∩B
Either A or B, Both A and B
or both, occur occur

1.3: Complementary Events

1.2: Unions and Intersections
 The complement of any event A is the event
that A does not occur, AC.
A
A: {Toss an even number}
A∩ B A∩ C AC: {Toss an odd number}
A∩B∩C
B: {Toss a number ≤ 3}
B B∩C C
BC: {Toss a number ≥ 4}
A ∪ B = {1,2,3,4,6}
[A ∪ B]C = {5}
(Neither A nor B occur)

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1.3: Complementary Events 1.3: Complementary Events

A: {At least one head on two coin flips}
AC: {No heads}
( A + B)C = AC .B C A : {HH , HT , TH }
C
P ( A) + P( A ) = 1 AC : {TT }
P ( A) = 1 4 + 1 4 + 1 4 = 3 4
P ( AC ) = 1 − P( A)
P ( AC ) = 1
4

P ( A) = 1 − P ( AC ) = 1 − 1 4 = 3 4

1.4. General Addition Rule General Addition Rule Example

General Addition Rule: P(Red or Ace) = P(Red) +P(Ace) - P(Red and Ace)

P(A ∪ B) = P(A) + P(B) - P(A ∩ B) = 26/52 + 4/52 - 2/52 = 28/52

Don’t count
the two red
Color aces twice!
Type Red Black Total
If A and B are mutually exclusive, then P(A ∩ B) = 0, so the rule can be simplified:
Ace 2 2 4
For mutually exclusive events A and B: Non-Ace 24 24 48
P(A ∪ B) = P(A) + P(B) Total 26 26 52

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1.5: Conditional Probability 1.5: Conditional Probability

 A conditional probability is the probability of one P(AB)
event, given that another event has occurred: P(A|B) =
P(B)
P(AB) The conditional
P(A|B) = probability of A given
P(B) that B has occurred B BC
A A
P(AB) The conditional
P(B|A) = probability of B given
P(A) that A has occurred

Where P(A and B) = joint probability of A and B • The sample space is reduced to only the conditioning event.
P(A) = marginal probability of A • To find P(A), once we know B has occurred (i.e., given B), we ignore BC (including the A
P(B) = marginal probability of B region within BC).

1.5: Conditional Probability Conditional Probability Example

P(AB)  Of the cars on a used car lot, 70% have air

P(A|B) =
P(B) conditioning (AC) and 40% have a CD player
(CD). 20% of the cars have both.
B
A
 What is the probability that a car has a CD
player, given that it has AC ?

i.e., we want to find P(CD | AC)

• The sample space is reduced to only the conditioning event.
• To find P(A), once we know B has occurred (i.e., given B), we ignore BC (including the A
region within BC).

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Conditional Probability Example 1.6: The Multiplicative Rule

(continued)
 Of the cars on a used car lot, 70% have air conditioning (AC) and
40% have a CD player (CD).  Events A and B are independent when the
20% of the cars have both.
probability of one event is not affected by the
CD No CD Total other event.
AC 0.2 0.5 0.7  Consider an experiment where we flip a
No AC 0.2 0.1 0.3 balanced coin twice and observe the results.
Total 0.4 0.6 1.0 We can represent the events as
A: Head on the first time
B: Head on the second time.
P(CD and AC) 0.2
P(CD | AC) = = = 0.2857
P(AC) 0.7

1.6: The Multiplicative Rule and

1.6: The Multiplicative Rule
Independent Events

 Multiplication rule for two events A and B: Assume three of ten workers give illegal deductions
 Event A: {First worker selected gives an illegal deduction}
P(A ∩ B) = P(B)P(A|B) = P(A)P(B|A)  Event B: {Second worker selected gives an illegal deduction}
The conditional probability formula can be rearranged into the Multiplicative Rule of  P(A) = P(B) = .3
Probability to find joint probability.
 P(B|A) has only nine sample points, and two targeted
workers, since we selected one of the targeted workers in the
Note: first round:
A and B are independent ⇔ P(A ∩ B) = P(A) P(B)  P(B|A) = .22
 The probability that both of the first two workers selected will
have given illegal deductions
 P(A∩B) = P(A) P(B|A) = .(3) (.22) = .066

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1.6: The Multiplicative Rule and

Independent Events 1.7. Marginal Probability

 Dependent Events Mutually exclusive events are  Marginal probability for event A:
 P(A|B) ≠ P(A) dependent: P(B|A) = 0 P(A) = P(A|H1 ) P(H1 ) + P(A|H 2 ) P(H 2 ) + ⋯ + P(A|H k ) P(H k )
 P(B|A) ≠ P(B)  Where H1, H2, …, Hk are k mutually exclusive and
collectively exhaustive events

 Independent Events  A=AH1+AH2+…+AHk → p(A)=p(AH1)+….+p(AHk)

 P(A|B) = P(A) Since P(B|A) = P(B),
 P(B|A) = P(B) P(A∩B) = P(A)P(B|A)
H1 H2
= P(A)P(B) Hk

AH1 AH2 …………. AHk

1.8: Bayes’s Rule 1.8: Bayes’s Rule

Suppose the events B1, B2, and B3, are mutually exclusive and
 Given k mutually exclusive and exhaustive events 
complementary events with P(B1) = .2, P(B2) = .15 and P(B3) = .65.
H1, H2,… Hk, and an observed event A, then Another event A has these conditional probabilities: P(A|B1) = .4,
P(A|B2) = .25 and P(A|B3) = .6.What is P(B1|A)?

P( Hi | A) = P( HiA) / P( A) =
P( B1 | A) = P ( B1. A) / P ( A)

P ( Hi ) P ( A | Hi ) P ( B1) P ( A | B1)
=
= P( B1) P ( A | B1) + P( B 2) P ( A | B 2) + P ( B 3) P ( A | B 3)
P( H 1) P( A | H 1) + P ( H 2) P ( A | H 2) + ⋅⋅⋅P ( Hk ) P( A | Hk )
.2 × .4 .08 .08
= = = = .158
(.2 × .4 ) + (.15 × .25) + (.65 × .6 ) .08 + .0375 + .39 .5075

https://www.youtube.com/watch?v=BcvLAw-JRss

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