Probability Notes
Probability Notes
4.PROBABILITY
Classical or Objective Probability
Equally likely approach (Mathematical or Classical or ‘a priori’ Probability)
Properties of Probability
Probability distributions or Probability function
(i) Probability mass function
(ii) Probability density function
2024/04/18 STA 114 3
SETS
• “A set is any well-defined/specified collection of
distinct elements or objects. The objects which
comprise the set are usually referred to as elements or
members of the set and are said to belong to that set
or to be contained in it”.
A
U
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UNIVERSAL SET
A
U
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BASIC SET OPERATIONS
1. Intersection
For any two sets A and B, the intersection of sets A and B is
those elements which are in set A and set B. This intersection
of A and B is denoted by AB or written as simply AB.
Illustration
Consider the sets of numbers:
U = {x: x is positive numbers}
A = {1,2,3,4,5,6,7,8,9,10}
B= {8,9,10,11,12,13,14}
AB = {8,9,10}
Illustration
Consider the sets of numbers:
U = {x: x is positive numbers}
A = {1,3,5,7,9}
B= {6,7,8,9,10}
AB = {1,3,5,6,7,8,9,10}
Illustration
Consider the sets of numbers:
U = {x: x is positive numbers}
A = {1,3,5,7,9}
B= {6,7,8,9,10}
AB = {1,3,5,6,7,8,9,10}
2. Union of Sets
In symbols, Ac = { x: x U and x A}
Example:
U = { Employees of a firm}
A = {Smokers employees in the firm}
or Ac = Complement of Set A = {Non Smokers
employees in the firm}
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BASIC SET OPERATIONS contd…
3. Complement of Set
For a set A we define complement of A as, the set of all
elements of the whole space which do not belong to A.
This complement of A is denoted by either or
A c.
In symbols, Ac = { x: x U and x A}
Example:
U = { Employees of a firm}
A = {Smokers employees in the firm}
or Ac = Complement of Set A = {Non Smokers
employees in the firm}
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BASIC SET OPERATIONS contd…
Complement of Set
The colored region inside U but outside the circle is labeled Ac
(read “A complement”). This set, called the complement of
A, contains all elements that are contained in U but not in A.
c
A
A
U
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BASIC SET OPERATIONS contd…
4. Disjoint Sets
Two sets A and B are said to be disjoint sets if
they have no elements in common. Thus two
sets A and B are disjoint if and only if
AB = .
4. Disjoint Sets
We can only talk about the chance or probability that a particular outcome will occur on any one trial
of the experiment.
A trial is a procedure or an experiment to collect any statistical data such as rolling a dice or flipping
a coin.
Sample Space: A sample space of a random experiment is the set of all possible outcomes of that
experiment. A Sample space of a random experiment is usually denoted by S or .
Events: Subsets of the sample space are called events. Events are usually denoted by upper case
Roman letters like A, B, A1, A2. etc.
Sample Space: A sample space of a random experiment is the set of all possible outcomes of that
experiment. A Sample space of a random experiment is usually denoted by S or .
Events: Subsets of the sample space are called events. Events are usually denoted by upper case
Roman letters like A, B, A1, A2. etc.
All possible results of a random experiment are called equally likely outcomes and we
have no reason to expect any one rather than the other. For example, as the result of
drawing a card from a well shuffled pack, any card may appear in draw, so that the 52
cards become 52 different events which are equally likely.
Independent Events
“Several events are said to be independent if the happening (or not happening) of an event is not
affected by the supplementary knowledge concerning the occurrence of any number of the remaining
events.”
If the random variable takes uncountably infinite values between a specified range or
limit, it is called a ‘continuous random variable’
X 0 1 2 3 Total
Examples
Determine if each of the following tables represents a probability distribution:
(A)
x 6 7 8
P(X=x) 0.30 0.35 .35
Yes, this is a probability distribution, since all of the probabilities are between 0 and 1, and they
add to 1
(B)
x 2 3 4 5
P(X=x) 0.40 0.4 0.3 0.2
This is not a probability distribution, since the probabilities add to 1.3, not 1
(C)
x 2 3 4 5
P(X=x) 0.40 0.4 0.3 -0.2
This is not a probability distribution, since P(5) =−0.2, and probabilities cannot be negative
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DISCRETE PROBABILITY DISTRIBUTION
(D)
Let X= Number of heads observed when a coin is flipped twice.
x= 0 1 2
P(X=x) 1/4 2/4 1/4
Yes, this is a probability distribution, since all of the probabilities are between 0 and 1, and they
add to 1
Example
Let X= Number of heads observed when a coin is flipped twice.
P(X≤x) =F(x)
x P(X=x) Cumulative
Probability =
P(X≤x) = F(x)
0 1/4 = 0.25 0.25 P(X≤0) =F(0)
1 2/4 = 0.50 0.75 P(X≤1) =F(1)
2 1/4 = 0.25 1.00 P(X≤2) =F(2)
As x increases across the possible values for x, the cumulative probability increases,eventually
getting 1, as you accumulate all the probabilities.
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Mean of a discrete random variable
• The Expected value or mean of a random variable is the
weighted average of all possible values of a random
variable, where the weights are the probabilities
corresponding to the values
E(X) = x P(X=x)=
Example: A random variable X has a probability distribution
defined as follows:
E(X) = x P(X=x)=
= (20.1)+ (40.2)+(50.15)+ (80.45)
+ (90.10) = 6.25
E(X) = x P(X=x)=6.25
Two events A and B are mutually exclusive if the occurrence of one includes
the occurrence of the other.
A continuous random variable can take any fixed value with probability zero.
A function describing the values of the discrete random variable and the
associated probabilities is called a probability density function.
X 0 1 2 3 4 5
P[X=x] a 0.4096 0.2048 0.0512 b 0.00032
• What distribution does this random variable follow?
• Find the probabilities a and b.
• What is the probability that at least 2 policies would be surrendered
before their date of maturity?
• Find the expected number (mean) of insurance policies surrendered
(cashed in) before their maturity date.
[B4(a)-2018]
18 April 2024 STA 114 89
EXERCISES contd…
5 A sample of 20 shoppers at a Pep Store was interviewed regarding
their buying habits. One question asked was: “How many times did
you shop at this store during the past week?” The Number of times
a person shopped X, and associated number of customers and
probabilities are given below.
Number of times
0 1 2 3 4 Total
shopped: X
Number of customers 2 a 10 2 1 20
P(X=x) 0.1 0.25 0.5 b 0.05 1.00
6 A quiz contains one multiple-choice question with six possible answers, labelled 1, 2, 3, 4, 5 and 6,
only one of which is correct. A student plans to guess the answer because he has been missing classes
and knows nothing about the subject.
Let E denote the event that the outcome is an even number and T the event that the outcome is a
number that is three or greater.
7. The natural remedy Echinacea is reported to boost the immune system, which will reduce flu and
colds. A 6-month study was undertaken to determine whether the remedy works. From this study, the
following probability distribution of the number of respiratory infections per year (X) for Echinacea
users was produced.
x 0 1 2 3 4
P(X=x) 0.45 0.31 0.17 0.06 0.01
i) Calculate the probability that an Echinacea user has no more than 2 infections per year.
ii) Find the expected number of respiratory infections per year, E(X), for Echinacea users.
iii) Calculate the variance of the number of respiratory infections per year for Echinacea users.
[B3(a, b)-2016]