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QT Session 6 7 Introduction To Probability

The document provides an introduction to probability, defining it as a measure of the likelihood of events occurring, with values ranging from 0 (impossible) to 1 (certain). It covers key terminologies such as random experiments, sample spaces, events, and various operations on events including union, intersection, and complement. Additionally, it discusses counting principles, permutations, combinations, and their applications in solving probability problems.

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0% found this document useful (0 votes)
3 views75 pages

QT Session 6 7 Introduction To Probability

The document provides an introduction to probability, defining it as a measure of the likelihood of events occurring, with values ranging from 0 (impossible) to 1 (certain). It covers key terminologies such as random experiments, sample spaces, events, and various operations on events including union, intersection, and complement. Additionally, it discusses counting principles, permutations, combinations, and their applications in solving probability problems.

Uploaded by

mayur
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Introduction to Probability

Sumeetha Sharma
Probability
⚫ Probability is a measure of how likely it is for an event to
happen.
⚫ We name a probability with a number from 0 to 1.
⚫ If an event is certain to happen, then the probability of the
event is 1.
⚫ If an event is certain not to happen, then the probability of
the event is 0.
Probability
⚫ If it is uncertain whether or not an event will happen, then
its probability is some fraction between 0 and 1 (or a
fraction converted to a decimal number).
Likelihood of an Event Occurring
⚫ Chance is how likely it is that something will happen. To
state a chance, we use a percent.
0 ½ 1
Probability

Equally likely to
happen or not to happen Certain to
Certain not
to happen happen

Chance

50 %
0% 100%
Chance
⚫ When a meteorologist states that the chance of rain is 50%,
the meteorologist is saying that it is equally likely to rain or
not to rain. If the chance of rain rises to 80%, it is more
likely to rain. If the chance drops to 20%, then it may rain,
but it probably will not rain.
Terminologies in Probability Theory
Random Experiment: An experiment is called a
random experiment if when conducted repeatedly
under essentially homogeneous conditions, the
result is not unique but may be any one of the
various possible outcomes.

The sample space, S, for a random experiment is


the set of all possible outcomes.
Examples of random experiments

1. Tossing a coin – outcomes S ={Head, Tail}


2. Rolling a die – outcomes
S ={ , , , , , }

={1, 2, 3, 4, 5, 6}
Terminologies in Probability Theory
Trial and Event: Performing of a random
experiment is called a trial and outcome or
combination of outcomes are termed as events.
For eg. If a coin is tossed, then tossing of a coin is
a random experiment or trial and getting a head or
tail is an event.
An Event , E
The event, E, is any subset of the sample space,
S. i.e. any set of outcomes (not necessarily all
outcomes) of the random experiment.
Venn
S diagram
E
Terminology in Probability Theory
⚫ Favourable Cases Events: The number of
outcomes of a random experiment which result
in the happening of an event are termed as the
cases favourable to the event.
⚫ For example : (i) In a toss of two coins, the
number of cases favourable to the event
‘exactly one head’ is 2, viz., HT, TH and for
getting ‘two heads’ is one viz., HH.
Examples

1. Rolling a die – outcomes


S ={ , , , , , }
={1, 2, 3, 4, 5, 6}

E = the event that an even number is


rolled
= {2, 4, 6}
={ , , }
Special Events
The Null Event, The empty event - f

f = { } = the event that contains no outcomes


The Entire Event, The Sample Space - S
S = the event that contains all outcomes

The empty event, f , never occurs.


The entire event, S, always occurs.
Set operations on Events
Union
Let A and B be two events, then the union of A
and B is the event (denoted by AB) defined by:
A  B = {e| e belongs to A or e belongs to B}

AB

A B
The event A  B occurs if the event A occurs or
the event B occurs or both A and B occurs.

AB

A B
Intersection
Let A and B be two events, then the intersection
of A and B is the event (denoted by AB) defined
by:
A  B = {e| e belongs to A and e belongs to B}

AB

A B
The event A  B occurs if the event A occurs and
the event B occurs .

AB

A B
Complement
Let A be any event, then the complement of A
(denoted by A ) defined by:

A = {e| e does not belongs to A}

A
A
The event A occurs if the event A does not
occur

A
A
In problems you will recognize that you are
working with:

1. Union if you see the word or,


2. Intersection if you see the word and,
3. Complement if you see the word not.
Definition: mutually exclusive
Two or more events are said to be mutually exclusive if
the happening of any one of them excludes the
happening of all others in the same experiment.
Two events A and B are called mutually exclusive if:
A B =f

A B
If two events A and B are are mutually
exclusive then:
1. They have no outcomes in common.
They can’t occur at the same time. The outcome
of the random experiment can not belong to both
A and B.

A B
Equally Likely Cases: The outcomes are said to be
equally likely or equally probable if none of them is
expected to occur in preference to other.
Thus, in tossing of a coin (dice), all the outcomes, viz.,
H, T (the faces 1, 2, 3, 4, 5, 6) are equally likely if the
coin (die) is unbiased.

Independent Events: Events are said to be independent


of each other if happening of any one of them is not
affected by and does not affect the happening of any
one of others. For example : (i) In tossing of a die
repeatedly, the event of getting ‘5’ in 1st throw is
independent of getting ‘5’ in second, third or
subsequent throws.
Probability
Definition: Probability of an Event E.

If a random experiment results in n(S) i.e. N


exhaustive, mutually exclusive and equally likely
outcomes (cases) out of which n(E) are favourable to
the happening of an event E, then the probability of
occurrence of E, denoted by P(E) is given by :
Then for any event E, the probability of E is

n(E) n(E) no. of outcomes in E


PE= = =
n(S ) N total no. of outcomes
To handle problems in case we have to be able to count.
Count n(E) and n(S).
Definition of Probability

Counting Rules
Permutations and Combinations
Rule 1
Suppose we carry out n events A1, A2, A3, … and
that any pair are mutually exclusive
(i.e. A1  A2 = f) Let
ni = n (Ai) = the number of elements in Ai.

Let A = A1 A2  A3  ….

Then N = n( A ) = the number of elements in A


= n1 + n2 + n 3 + …
A1
A2
n1
n2

A3
n3 A4
n4
Rule 2
Suppose we carry out two operations in sequence
Let
n1 = the number of ways the first
operation can be performed
n2 = the number of ways the second
operation can be performed once the
first operation has been completed.
Then N = n1 n2 = the number of ways the two
operations can be performed in sequence.
Diagram:
 n2


  n2

n 
1

 n2

  n2


n2
Examples
1. We have a committee of 10 people. We
choose from this committee, a chairman and
a vice chairman. How may ways can this be
done?
Solution:
Let n1 = the number of ways the chairman can be
chosen = 10.
Let n2 = the number of ways the vice-chairman
can be chosen once the chair has been
chosen = 9.
Then N = n1n2 = (10)(9) = 90
The Multiplicative Rule of Counting
Suppose we carry out k operations in sequence
Let
n1 = the number of ways the first operation
can be performed

ni = the number of ways the ith operation can be


performed once the first (i - 1) operations
have been completed. i = 2, 3, … , k

Then N = n1n2 … nk = the number of ways the


k operations can be performed in sequence.
Diagram:


n2
  n3


n1 


n2

 n2

Permutations
2. Permutations of size k (< n): How many ways can you
choose k objects from n objects in a specific order
Solution:This operation is equivalent to performing k operations
in sequence.
1. Choosing the first object in the sequence (n1 = n)
2. Choosing the 2nd object in the sequence (n2 = n -1).

k. Choosing the kth object in the sequence (nk = n – k + 1)
The total number of ways this can be done is:
N = n(n – 1)…(n – k + 1) = n!/ (n – k)!
This number is denoted by the symbol
n!
Pk =n ( n − 1) ( n − k + 1) =
n
( n − k )!
Example How many ways can you order the 4 objects
{A, B, C, D}

Solution:
N = 4! = 4(3)(2)(1) = 24
Here are the orderings.

ABCD ABDC ACBD ACDB ADBC ADCB


BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
Definition: 0! = 1
This definition is consistent with

n!
Pk =n ( n − 1) ( n − k + 1) =
n
( n − k )!
for k = n
n! n!
n Pn = = = n!
0! 1
Example How many permutations of size 3 can be found in
the group of 5 objects {A, B, C, D, E}
5!
Solution: 5 P3 = = 5 ( 4 )( 3) = 60
( 5 − 3) !
ABC ABD ABE ACD ACE ADE BCD BCE BDE CDE

ACB ADB AEB ADC AEC AED BDC BEC BED CED

BAC BAD BAE CAD CAE DAE CBD CBE DBE DCE

BCA BDA BEA CDA CEA DEA CDB CEB DEB DEC

CAB DAB EAB DAC EAC EAD DBC EBC EBD ECD

CAB DBA EBA DCA ECA EDA DCB ECB EDB EDC
Combinations
3. Combinations of size k ( ≤ n): A combination of size k
chosen from n objects is a subset of size k where the order of
selection is irrelevant. How many ways can you choose a
combination of size k objects from n objects (order of
selection is irrelevant)

Here are the combinations of size 3 selected from the 5 objects


{A, B, C, D, E}

{A,B,C} {A,B,D} { A,B,E} {A,C,D} {A,C,E}

{A,D,E} {B,C,D} {B,C,E} {B,D,E} {C,D,E}


Important Notes
1. In combinations ordering is irrelevant.
Different orderings result in the same
combination.
2. In permutations order is relevant. Different
orderings result in the different permutations.
The number:
Pk n! n ( n − 1)( n − 2 ) ( n − k + 1)
n1 = n
= =
k ! ( n − k )!k ! k ( k − 1)( k − 2 ) (1)
is denoted by the symbol
n
n Ck or   read “n choose k”
k 

It is the number of ways of choosing k objects from n


objects (order of selection irrelevant).
nCk is also called a binomial coefficient.
It arises when we expand (x + y)n (the binomial
theorem)
Basic counting formulae
1. Orderings
n ! = the number of ways you can order n objects

2. Permutations
n!
n Pk = = The number of ways that you can
( n − k )! choose k objects from n in a
specific order
3. Combinations
n n!
  = n Ck = = The number of ways that you
k  k !( n − k )! can choose k objects from n
(order of selection irrelevant)
Applications to some counting problems
⚫ The trick is to use the basic counting formulae
together with the Rules
⚫ We will illustrate this with examples
⚫ Counting problems are not easy. The more
practice better the techniques
Summary of counting rules
Rule 1
n(A1  A2  A3  …. ) = n(A1) + n(A2) + n(A3) + …
if the sets A1, A2, A3, … are pairwise mutually exclusive
(i.e. Ai  Aj = f)

Rule 2
N = n1 n2 = the number of ways that two operations can be
performed in sequence if

n1 = the number of ways the first operation can be


performed
n2 = the number of ways the second operation can be
performed once the first operation has been
completed.
Rule 3 N = n1n2 … nk
= the number of ways the k operations can be
performed in sequence if
n1 = the number of ways the first operation can be
performed
ni = the number of ways the ith operation can be
performed once the first (i - 1) operations have
been completed. i = 2, 3, … , k
Problems
Example 1: Four cards are drawn at random from a pack of 52 cards. Find the
probability that
(i) They are a king, a queen, a jack and an ace.
(ii) Two are kings and two are aces.
(iii) All are diamonds.
(iv) Two are red and two are black.
(v) There is one card of each suit.
(vi) There are two cards of clubs and two cards of diamonds

Example 2: An urn contains 8 white and 3 red balls. If two balls are drawn at random,
find the probability that (i) both are white, (ii) both are red, (iii) one is of each colour.
(Ans: 28/55, 3/55, 24/55)

Example 3: A bag contains 20 tickets marked with numbers 1 to 20. One ticket
is drawn at random. Find the probability that it will be a multiple of (i) 2 or 5,
(ii) 3 or 5 (Ans: 0.6, 0.45)
Rules of Probability
Rule The additive rule
(Mutually exclusive events)
P[A  B] = P[A] + P[B]
i.e.
P[A or B] = P[A] + P[B]

if A  B = f
(A and B mutually exclusive)
If two events A and B are are mutually
exclusive then:
1. They have no outcomes in common.
They can’t occur at the same time. The outcome
of the random experiment can not belong to both
A and B.

A B
P[A  B] = P[A] + P[B]
i.e.
P[A or B] = P[A] + P[B]

A B
Rule The additive rule
(In general)

P[A  B] = P[A] + P[B] – P[A  B]


or
P[A or B] = P[A] + P[B] – P[A and B]

P[A  B ∪ 𝐶] = P[A] + P[B] + P[C] – P[A  B]


- P[A  C] - P[B  C] + P[A  B  C]
Logic A B
A B

A B

When P[A] is added to P[B] the outcome in A  B


are counted twice
hence
P[A  B] = P[A] + P[B] – P[A  B]
Logic A B

A B

P[A  B ∪ 𝐶] = P[A] + P[B] + P[C] – P[A  B]


- P[A  C] - P[B  C] + P[A  B  C]
P  A  B  = P  A + P  B  − P  A  B 

Example:
Saskatoon and Moncton are two of the cities competing for the
World university games. (There are also many others). The
organizers are narrowing the competition to the final 5 cities.
There is a 20% chance that Saskatoon will be amongst the final
5. There is a 35% chance that Moncton will be amongst the
final 5 and an 8% chance that both Saskatoon and Moncton will
be amongst the final 5. What is the probability that Saskatoon
or Moncton will be amongst the final 5.
Solution:
Let A = the event that Saskatoon is amongst the final 5.
Let B = the event that Moncton is amongst the final 5.
Given P[A] = 0.20, P[B] = 0.35, and P[A  B] = 0.08
What is P[A  B]?
Note: “and” ≡ , “or” ≡  .
P  A  B  = P  A + P  B  − P  A  B 
= 0.20 + 0.35 − 0.08 = 0.47
Rule for complements

2. P  A  = 1 − P  A

or
P  not A = 1 − P  A
Logic:
A and A are mutually exclusive.
and S = A  A

A
A

thus 1 = P  S  = P  A + P  A 
and P  A  = 1 − P  A
Example 1
⚫ A small assembly has 50 employees. Each worker is expected to complete work
assignments on time and in such a way that the assembled product will pass a final
inspection. On occasion some of the workers fail to meet the performance standards
by completing work late or assembling a defective product. At the end of a
performance evaluation period, the production manager found that 5 of the 50
workers completed work late, 6 of the 50 workers assembled a defective product, and
2 of the 50 workers both completed work late and assembled a defective product.
The manager assigned poor performance to employees who work either late or
produce defective products.
⚫ - If an employee is selected at random, what is the probability that the manager
assigned that employee a poor performance rating? (Ans: 0.18)
⚫ - If an employee is selected at random ,what is the probability that the manager did
not assign that employee a poor performance rating? (Ans: 0.82)
Example 2
Clarkson University surveyed alumni to learn more about what they think of
Clarkson. One part of the survey asked respondents to indicate whether their
overall experience at Clarkson fell short of expectations, met expectations, or
surpassed expectations. The results showed that 4% of the respondents did not
provide a response, 26% said that their experience fell short of expectations,
and 65% of the respondents said that their experience met expectations.
- If we choose an alumnus at random, what is the probability that the alumnus
would say their experience surpassed expectations? (Ans: 0.05)
- If we choose an alumnus at random, what is the probability that the alumnus
would say their experience met or surpassed expectations?(Ans: 0.70)
More Examples
1. A class of 30 students played two sports. 11 students played tennis, 14
played football and 5 played both games. Find the probability of
- students playing only football. (Ans: 3/10)
- students playing only tennis. (Ans: 1/5)
- students playing tennis, football or both. (Ans: 2/3)
- students playing neither tennis nor football. (Ans: 1/3)
- students playing tennis. (Ans: 11/30)
- students playing football. (Ans: 14/30)

2. The probability that a contractor will get a plumbing contract is 2 / 3, and the
probability that he will not get an electric contract is 5 / 9. If the probability of getting
at least one contract is 4/5, what is the probability that he will get both the contracts ?
(Ans: 14/45)
Example
3. Out of 1200 students of a college, 400 played cricket, 350 played football and 512
played table tennis: of the total 100 played both cricket and football; 142 played football
and table tennis; 95 played cricket and table tennis; 50 played all the three games.

a) Draw the Venn Diagram.

b) How many students did not play any game?

c) How many students played only football?

d) How many students played only table tennis?

e) How many students played only cricket?


Multiplicative Rule
Conditional Probability
The multiplicative rule of probability

 P  A P  B A if P  A  0
P  A  B = 
 P  B  P  A B  if P  B   0

and

P  A  B  = P  A P  B 
if A and B are independent.

This is the definition of independent


Definition of Conditional Probability
Suppose that we are interested in computing the
probability of event A and we have been told
event B has occurred.
Then the conditional probability of A given B is
defined to be:
P  A  B  if P  B   0
P  A B  =
P  B

𝑃 𝐴∩𝐵 if 𝑃 𝐴 ≠ 0
and 𝑃 𝐵ȁ𝐴 =
𝑃𝐴
Rationale:
If we’re told that event B has occurred then the sample
space is restricted to B.
The probability within B has to be normalized, This is
achieved by dividing by P[B]
The event A can now only occur if the outcome is in of
A ∩ B. Hence the new probability of A is:

A
P  A  B B
P  A B  =
P  B A∩B
An Example
The academy awards is soon to be shown.
For a specific married couple the probability that the
husband watches the show is 80%, the probability that
his wife watches the show is 65%, while the probability
that they both watch the show is 60%.
If the husband is watching the show, what is the
probability that his wife is also watching the show
Solution:
The academy awards is soon to be shown.
Let B = the event that the husband watches the show
P[B]= 0.80
Let A = the event that his wife watches the show
P[A]= 0.65 and P[A ∩ B]= 0.60

P  A  B 0.60
P  A B  = = = 0.75
P  B 0.80
Independence
Definition
Two events A and B are called independent if
P  A  B  = P  A P  B 
Note if P  B   0 and P  A  0 then
P  A  B P  A P  B 
P  A B  = = = P  A
P  B P  B
P  A  B P  A P  B 
and P  B A = = = P  B
P  A P  A
Thus in the case of independence the conditional probability of
an event is not affected by the knowledge of the other event
Difference between independence
and mutually exclusive

mutually exclusive
Two mutually exclusive events are independent only in
the special case where
P  A = 0 and P  B  = 0. (also P  A  B  = 0
Mutually exclusive events are
A highly dependent otherwise. A
B
and B cannot occur
simultaneously. If one event
occurs the other event does not
occur.
Example
⚫ A major metropolitan police force considers the situation of
promotion status of male and female officers. The police force
consists of 1200 officers, 960 men and 240 women. Over the past
two years, 324 officers received promotion but female officers raised
a discrimination case on the basis that 288 male officers has received
promotions, but only 36 female officers had received promotions.
Find
⚫ -probability that a randomly selected officer is a man and is
promoted. (Ans: 0.24)
⚫ -probability that a randomly selected officer is promoted given that
the officer is a man. (Ans: 0.30)
Solution
THANK YOU

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