Ch 2: Probability

Dr. Tom Reid

thomasr@usca.edu or 803-641-3536
Office: PEN 237-L
Next Time
Objectives
 Know the language of probability
 “outcome space”, “event”, “union”, “intersection”,
“independent events”, etc.
 Know the rules of probability
 Complement Rule
 Addition Rule
 Multiplication Rule
 Bayes’ Rule
 Be able to use the probability rules to
calculate probability
How Likely Is This?
 https://www.youtube.com/watch?v=CE1UZY-7bq8

 Chance of getting 31 right in a row?

 1 in 231 (so 1 in 2,147,483,648)
Probability Intro
 Go to PollEv.com/tomreid721 or
text TOMREID721 to 37607 then your answer (1 through 10)
 Pick a random integer between 1 and 10
 Number of “1”:
 Number of “2”:
 Number of “3”:
 Number of “4”:
 Number of “5”:
 Number of “6”:
My guess at the most frequently chosen
 Number of “7”:
“random” number
 Number of “8”:
 Number of “9”:
 Number of “10”:
Probability Intro
 Probability: a way to model uncertainty
 The probability that an outcome will occur is the proportion
of time (relative frequency) it occurs over the long run
 Basic definitions (use Venn diagram to illustrate):
 Experiment (random process): a process that results in an
outcome that cannot be predicted in advance with certainty
 Outcome Space (S): the set of all possible outcomes of a
random process
 Event: some subset of S
 Elementary event (simple event): an individual or distinct
outcome
 Joint event: A and B – must be in both at the same time!
Sample Space Examples
 Ex: Toss a coin
 S = {H,T}

 Ex: roll two 6-sided dice

 S={ (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6) }
 Ex: Roll two fair dice and record the sum of the values on the
two dice
 S = { 2, 3, 4, 5, 6, 7, 8, 9, 10 , 11, 12 }
 Take a random sample of size 10 from a lot of parts and record
the number of defectives in the sample
 S = { 0, 1, 2,…, 9, 10}
Sample Space Examples (cont)
 Select a student at random and record the time spent studying
statistics in the last 24-hour period
 S = {any time t between 0 hours and 24 hours (inclusive)} or S = [ 0 , 24 ].
 Select a bus commuter at random and record the waiting time between
his or her arrival at a bus stop and the arrival of the next bus to that
stop (assume buses come no more than 30 minutes apart)
 S = [0, 30]
Tree Diagrams for Sample Space

OOO OOL OLO OLL LOO LOL LLO LLL

S = {OOO, OOL, OLO, OLL, LOO, LOL, LLO, LLL}

Event Example
 An event is any subset of the sample space S. An event A is
said to occur if any one of the outcomes in A occurs when the
random process is performed once
 Consider the experiment of rolling two fair dice:

S={ (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)

(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6) }
 Event A = {no sixes}  Event C = {exactly two sixes}

 Event B = {exactly one six}  Event D = {at least one six}

More Definitions
 The union of two events represented by A or B: AUB
"A or B" S
A

 The intersection of two events represented by A and B: A∩B

"both A and B"
S
A

 The complement of an event represented by not A: Ac or A’

C
A S

A
Examples

 Let A = {1, 2, 3} and B = {2, 3, 4}.

 What is A  B?

 What is A  B ?

 If S = {1,2,3,4,5}, what is Bc?

More Definitions (cont)

S
B
A
Basic Rules of Probability
 To any event A, we assign a number P(A) called the
probability of the event A
 0  P(A)  1
 P(A) = 0 (null or impossible event – cannot occur)
 P(A) = 1 (certain event – occurs every time)
 P(S) = 1 (something in the sample space must occur!)
 If S consists of N equally likely outcomes, then each outcome
must have probability 1/N, and an event A consisting of k
outcomes has P(A) = k/N
 P(AC) = 1 – P(A)
 Ex: for two 6-sided dice,
P(at least one six) = 11/36
Example: Aluminum Rods
 An extrusion die is used to produce aluminum rods. Specifications are given
for the length and diameter of the rods. For each rod, the length is classified
as too short, too long, or OK, and the diameters is classified as too thin, too
thick, or OK. In a population of N = 1000 rods, the number of rods in each
class are as follows:


Diameter
Length Too Thin OK Too Thick
Too Short 10 3 5
OK 38 900 4
Too Long 2 25 13
 If a rod is sampled at random, what is the probability that the rod is:
 too short?

 neither too short nor too thick?

Counting Techniques
 When the event space is made up of equally likely
events, calculating probability simplifies to a
counting problem
 Let N(A) denote the number of simple events in A
 P(A) = N(A) / N(S)
 Examples
 A pin number consists of 3 digits (0,1,…,9).
What is the probability that a randomly generated pin
number ends with a 0?
 A bag has 5 “a” chips and 10 “b” chips.
 If 2 chips are drawn with replacement, what is the probability
that both are “a”?
 If 2 chips are drawn without replacement, what is the
probability that both are “a”?
Permutations
 If you have a group of n items and take k at a time,
and order matters, the number of possible
subgroups is

 Ex: How many ways can a president, VP, and

treasurer be selected from a group of 5 people?
Combinations
 If you have a group of n items and take k at a time, and
order does not matter, the number of possible subgroups
is “n choose k”:
 n n!
n Ck   
 k  k !(n  k )!
 Ex: How many ways can a committee of 2 be selected from
a group of 20 people?
Addition Rule "A or B" S
A

B
 Use with union (A or B):

P ( A  B ) P ( A)  P ( B )  P ( A  B )
 If A and B are disjoint events, then P ( A  B ) 0
so
P ( A  B ) P ( A)  P ( B )
Addition Rule (Example)
 Ex: For two 6-sided dice, let
A = {get a “6” on the first die} and
B = {get a “6” on the second die}

 P(A U B) = P(A) + P(B) – P(A ∩ B) =

 S={ (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6) }
Addition Rule Example
 A local construction company has entered a bid for two
contracts for the city. The company feels that the probability
of winning the first contract is 0.5, the probability of winning
the second contract is 0.4, and the probability of winning both
contracts is 0.2.
 Let A = {win first contract} and B = {win second contract}
 Venn diagram:
(finish the diagram) B 0.2

0.2 0.3
A

 Probability of winning the first contract but not the second?

 Probability of winning neither contract?

Conditional Probability and the
Multiplication Rule
 Conditional probability: if we know A occurred, what is the
probability that B occurred? P( A  B)
P ( B | A) 
P ( A)
 Ex: on a six-sided die roll, if we know the number rolled was
larger than 3, what is the probability that it was an odd
number?
 A = {larger than 3} = {4,5,6}
 B = {odd} = {1,3,5}
 P(B|A) = (1/6) / (1/2) = 1/3
 Note: this says  P( A | B) P( B)
P ( A  B ) 
 P ( B | A) P ( A)
Conditional Probability – Venn Diagram

 Basically, the conditional probability rescales the

probabilities so that P(A)=1.
 Ex: For the following diagram, what is P(B|A)?

B
0.2 A
0.3

 P(B|A) = 0.2/0.5 = 0.4 or 2/5

Example: Aluminum Rods
(redux)
An extrusion die is used to produce aluminum rods. Specifications are given
for the length and diameter of the rods. For each rod, the length is classified
as too short, too long, or OK, and the diameters is classified as too thin, too
thick, or OK. In a population of N = 1000 rods, the number of rods in each
class are as follows:


Diameter
Length Too Thin OK Too Thick
Too Short 10 3 5
OK 38 900 4
Too Long 2 25 13
 What is the probability that a rod will have a diameter that is OK,
given that the length is too long?
Independent Events

P ( A | B ) P ( A) P( B | A) P( B )
P ( A  B ) P ( A) P ( B )
Probability Example
 A couple plans to have children until they have a boy or until
they have three children, whichever comes first.
 Assume P(boy) = P(girl) = ½ for each birth
 Assume gender of successive children is independent so
knowing the gender of one child does not affect the gender of
any successive child
 What is the probability they have a boy? Uses independence
 S = {B, GB, GGB, GGG } assumption here!
 P(B) = ½;
P(GB) = P(G first and then B) = P(B|G)P(G) = P(B) P(G) = ¼
P(GGB) = P(G) P(G) P(B) = 1/8
P(GGG) = P(G) P(G) P(G) = 1/8
 P(have a boy) = P({ B, GB, GGB }) = 1 – P(GGG) = 7/8
Example: Aluminum Rods
(redux

2)
An extrusion die is used to produce aluminum rods. Specifications are given
for the length and diameter of the rods. For each rod, the length is classified
as too short, too long, or OK, and the diameters is classified as too thin, too
thick, or OK. In a population of N = 1000 rods, the number of rods in each
class are as follows:


Diameter
Length Too Thin OK Too Thick
Too Short 10 3 5
OK 38 900 4
Too Long 2 25 13
 If an aluminum rod is sampled at random, find:
 P(too long)
 P(too long| too thin)
 Are these probabilities different? Why or why not?
Partitioning B1 B2

 The events B1, B2, ..., BI A

form a partition of the sample space S

 if the events B1, B2, ..., BI are mutually exclusive (no overlap) and
 these events are collectively exhaustive
(the union of B1, B2, ..., BI is the sample space S)
 Partition Rule: If the events B1 and B2 form a partition of S, then

PA  P( A B1) P( B1)  P( A B2) P( B2)

 B1 B2

Bayes Rule
A

 Suppose the events B1 and B2 form a partition and

A is another event and we know the conditional
probabilities of P(A|B1) and P(A|B2)
 Bayes’ Rule let’s us “turn the conditioning around”:
P( A B1) P( B1)
P( B1 A) 
P( A B1) P( B1)  P( A B2) P( B2)
 Ex: A = {has AIDS antibody}, T={test positive}
P(A) = 0.001, P(T|A) = 0.99, P(TC|AC) = 0.96
 Find P(A|T)
AIDS Example (cont)
Pop:
100,000

A: 100000*(.001) = 100 Ac: 100000*(.999) = 99900

AT: A T c: AcT: Ac T c:
100*(.99)=99 100*(.01)=1 99900*(.04) 99900*(.96)
=3996 =95904

 P( A  T ) 99
P( A | T )   0.024
P (T ) 99  3996
Random Variables
 Random variable: an uncertain numerical
quantity whose value depends on the random
outcome of an experiment
 A rule that assigns one (and only one) numerical
value to each point of the sample space for a
random experiment
 Convention: use capital (e.g., X) to denote the RV
(before it is observed) and lower case (e.g., x) to
denote possible or observed values
Types of Random Variables
Probability mass function
Discrete Height corresponds to probability.
Random probability

variable
X
X Continuous
Probability density function
Area corresponds to probability.
density

X
Discrete Random Variables
 Discrete RVs:
 can take on only a countable (but possibly infinite)
number of values
 possible values form a discrete set
 Examples
 S={0,1}
 S={0,1,2,3,…}
 S={-1,5,10}
Discrete R.V. Example
 Ex: roll two 6-sided dice
 S = { (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6) }
 Ex: Roll two fair dice; let X be the sum of
the values on the two dice
 S = { 2,3,4,5,6,7,8,9,10,11,12 }

 P( X = 2) = 1/36; P( X = 7) = 6/36
For Next Time
 Read through sections 3.1 – 3.5
(sections 3.6 – 3.9 for the following lecture)

 Do the homework (see WileyPLUS)