Module 3 - Section 1 (Introduction To Probability) +9999
Module 3 - Section 1 (Introduction To Probability) +9999
Introduction to Probability
(a) What is the probability that the train will be on time today?
(b) Probability of getting HEAD at least once on tossing a coin twice?
(c) What is the chance of getting an even number greater than or equal to 4 in a dice roll?
(d) What is the chance to roll a 6 with a "fair" die?
• Even if those events occur randomly(again and again), there is an underlying pattern in the occurrence of these
events. This is the basis of Probability Theory.
Definition: A phenomenon is random if we know what outcomes could happen, but we don’t know which particular
outcome did or will happen i.e.
• In general, each occasion upon which we observe a random phenomenon is called a trial.
• At each trial, we note the value of the random phenomenon and call it an outcome.
• The collection of all possible outcomes is called the sample space.
1 3 5
2 4 6
Tree diagram:
• Tree diagram is an ideal way of visualizing sample spaces with a small number of outcomes.
• Each outcome on the tree diagram is represented by a branch of the tree.
• As the number of trials or the number of possible outcomes on each trial increase, the tree diagram becomes
impractical.
Example: Three coin tosses. S={HHH, HHT, HTH, THH, TTH, HTT, THT, TTT}
• If we toss 3 coins, what is the sample space? Draw a tree diagram to illustrate it.
• The probability of any outcome (or event) of a random phenomenon is the proportion of times the outcome would
occur in a very long series of repetitions. (Probability is a measure of the likelihood or chance of a future event)
• This definition is based on the Law of Large Numbers (LLN): the long-run relative frequency of repeated independent
events gets closer and closer to a single value.
• Relative frequencies even out only in the long run, and this long run is really long (infinitely long, in fact).
Equally likely (fair or unbiased) Probability:
• It’s equally likely to get any one of six outcomes from the roll of a fair die
Outcome 1 2 3 4 5 6
P(HHH)=P(HHT)=P(HTH)=P(THH)=P(TTH)=P(HTT)=P(THT)=P(TTT)= 1/8
Note: However, keep in mind that events are not always equally likely.
Probability of an Event:
• In general, the probability of an event 𝐴 is
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝐴
𝑃 𝐴 =
𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑃𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
Example:
• Let A be the event of obtaining an exactly “HHH” in three tosses of an unbiased coin.
𝑃 𝐴 =
𝑃 𝐴 =
• Let A be the event of obtaining no ‘H’ in one toss of an unbiased coin.
𝑃 𝐴 =
Example: Find the probability of A
• Let A be the event of obtaining exactly two heads in three tosses of an unbiased coin.
𝑃 𝐴 =
or
𝑃 𝐴 = 𝑃 𝐻𝐻𝑇 + 𝑃 𝑇𝐻𝐻 + 𝑃 𝐻𝑇𝐻 = + + =
A={HHH}
𝑃 𝐴 =
Formal Probability Rules or Axioms of Probability:
• P(S)=1 where S is the sample space.
Example:
(a) For the toss of 1 coin: P(S) = P({H, T}) = 1 as P(H)+P(T)=1/2 +1/2=1
(C) For the toss of 3 coin: P(S) = P({HHH, HHT, HTH, THH, TTH, HTT, THT, TTT}) = 1
x 0 1 2 3 4 5 6
P(x) 0.11 0.12 0.19 0.28 ? 0.09 0.06
we know P(S)=1
P(0)+P(1)+P(2)+P(3)+P(4)+P(5)+P(6)=1
0.11+0.12+0.19+0.28+P(4)+0.09+0.06=1
P(4)=1-0.85
P(4)=0.15
Complement Rule:
• 𝑃 𝐴 +𝑃 𝐴 =1
• 𝑃 𝐴 = 1 − 𝑃(𝐴)
Example: Use the complement rule to find the probability of having at least two heads in three tosses of an
unbiased coin.
4 1
𝑃 𝐴 = 𝑃 HHH, HHT, HTH, THH, = =
8 2
or
• If 𝐴 and 𝐵 are disjoint events (or mutually exclusive events), then they have no outcomes in common
(i.e. when one event occurs, the other cannot occur, and vice versa.)
𝑨 𝑩
Example:
Let A be the event of obtaining exactly one head in three tosses of an unbiased coin.
Let B be the event of obtaining exactly three tails in three tosses of an unbiased coin.
Let C be the event of obtaining at least two heads in three tosses of an unbiased coin
Let D be the event of obtaining exactly three heads in three tosses of an unbiased coin.
(i) A and B are disjoint. (ii) A and C are disjoint. (iii) A and D are disjoint
(iv) B and C are disjoint. (v) B and D are disjoint (vi) C and D are not disjoint
Notations:
(a) 𝐴 ∩ 𝐵 = 𝐴 𝑎𝑛𝑑 𝐵
(b) 𝐴 ∪ 𝐵 = 𝐴 𝑜𝑟 𝐵
• The intersection of events 𝐴 and 𝐵, denoted by 𝐴 ∩ 𝐵, consists of outcomes that are in both A and B.
• The union of events 𝐴 and 𝐵, denoted by 𝐴 ∪ 𝐵, is the event that either A or B or both occur.
Note: (a) The subtraction of 𝑃(𝐴 ∩ 𝐵) is necessary because this area is counted twice by the addition of 𝑃 𝐴 and
𝑃 𝐵 , once in 𝑃 𝐴 and once in 𝑃 𝐵 .
(c) 𝑃 𝐶 = 0.1
(g) 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝑏 = 0.3
(h) 𝑃 𝐴 ∩ 𝐶 = 0
(i) 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = 0.4 + 0.9 − 0.3 = 1.0
Example: Suppose that 𝐴 and 𝐵 are two events with probabilities𝑃 𝐴 = 1/4 and 𝑃 𝐵 = 𝑃(𝐵 ).
Given that 𝑃 𝐴 ∩ 𝐵 = , Find 𝑃 𝐴 ∪ 𝐵
Solution:
𝑃 𝐵 =𝑃 𝐵 =1−P B
2𝑃 𝐵 = 1
𝑃 𝐵 =
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = + − = 0.625
Example: A group of 68 school children completed a survey asking about their television preferences. The results show that
43 of the children watch channel 𝐴, 26 watch channel 𝐵, and 12 watch both channels. If a child is selected at random from
the group, what is the probability that they watch at least one of the two channels?
Solution:
𝑃 𝐴 = , 𝑃 𝐵 = ,𝑃 𝐴∩𝐵 =
𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵 = + − =
How to find P(A and B)?
• Sometimes 𝑃 𝐴 ∩ 𝐵 is not given in a question, and the rule for calculating 𝑃 𝐴 ∩ 𝐵 depends on the idea of
independent and dependent events.
• Multiplication Rule:
• Two events are considered independent when the occurrence of one of the events has no impact on the probability for
the second event to occur.
(a) Since we know that disjoint events have no outcomes in common, knowing that one occurred means
the other didn’t.
(b) Thus, the probability of the second occurring changed based on our knowledge that the first occurred.
(c) It follows, then, that the two events are not independent.
• A common error is to treat disjoint events as if they were independent, and apply the Multiplication Rule for
independent events—don’t make that mistake.
Example:
• Toss a fair coin twice. What is the probability to toss two heads?
• Recall: P({HH}) = ¼
• Define:
Example: What is the probability to get the outcome (HTH) with a biased coin which has a 0.2 chance to toss a head?
P({HTH})=P(H)*P(T)*P(H)=0.2*0.8*0.2=0.032
Example: In Tim Hortons, 80% of the employees take a bonus every year. suppose 3 employees are randomly
selected from all employees of Tim Horton,
(a) what is the probability that at least one of three employees takes a bonus every year?
(Note that each employees take a bonus is independently)
Given that 80% of the employees take a bonus every year, the probability that a randomly selected employee takes
a bonus is p=0.80.
The probability that a randomly selected employee does not take a bonus is = 1-p=1-0.80=0.20
𝑃(at least one of three employees takes a bonus every year)= =1-P(None of three)=1 − 1 − 𝑝 = 1 −
1 − 0.80 = 1 − 0.20 = 1 − 0.008 = 0.992
Example: What is the probability of getting the outcome {TTTT} with a biased coin which has a 0.8 chance to toss a
head (Note that each toss is independent)?
P(H)=0.80, P(T)=1-0.80=0.20
P(TTTT)=P(T)P(T)P(T)P(T)=0.20 = 0.0016
Example: Two Dice Rolling Game.
• When you roll two dice, what is the probability to roll two 4’s?
P(roll two 4’s)=
𝑃 4 ∩4 =𝑃 4 𝑃 4 = . =
• When you roll two dice, what is the probability to roll a ‘2’ and a ‘3’?
= 4/36=1/9
• Probability of getting sum divisible by 5 = [(1,4), (2,3), (3,2), (4,1), (4,6), (5,5), (6,4)]=7
= 7/36
Example: Continued
• What is the chance of rolling at least one ‘6’ with 2 fair dice?
Method 1: 11/36.
Method 2:
let 𝐴 to be the event that the first die is ‘6’, and
1 1 1 11
𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵 = + − =
6 6 36 36
Method 3:
Let 𝐴 to be the event to have at least one ‘6’
(a) What is the chance that neither settles the dispute, if they both try, independently of each other?
The required probability that neither settles the dispute is given by 𝑃 𝐴̅ ∩ 𝐵 = 𝑃 𝐴̅ 𝑃(𝐵 ) = =
Note: Since 𝐴 and 𝐵 are independent => 𝐴̅ 𝑎𝑛𝑑 𝐵 are also independent .
Conditional Probability:
• To understand the concept of independent and dependent events even further, we will introduce the idea of
conditional probability.
Definition:
• If 𝐴 and 𝐵 are events with 𝑃 𝐵 > 0 , the conditional probability of 𝑨 given 𝑩 is defined by
𝑃 𝐴∩𝐵
𝑃 𝐴⁄𝐵 =
𝑃(𝐵)
• The probability of having 𝐴, given that you know the event 𝐵 occurred.
𝐵 = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}
𝑃 𝐴 = , 𝑃 𝐵 =
𝐴∩𝐵 =2, 𝑃(𝐴 ∩ 𝐵) =
(b) Fill in the blanks and calculate the probability: P(__|___) = ___.
∩
𝑃 𝑀⁄𝐿 = = = 1/3
.
The General Multiplication Rule:
• Rearranging the equation in the definition for conditional probability, we get the General Multiplication Rule:
∩
• 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴⁄𝐵 𝑃 𝐵 𝑎𝑠 𝑃 𝐴⁄𝐵 =
∩
• 𝑃 𝐴 ∩ 𝐵 = 𝑃(𝐴)𝑃 𝐵 ⁄𝐴 𝑎𝑠 𝑃 𝐵 ⁄𝐴 =
NOTE: A, B, and C are not independent events. You need A before you can have B, you need both A and B before you
can have C,
𝑃 ℎ𝑎𝑣𝑒 𝑎𝑙𝑙 3 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 = 𝑃 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑛𝑑 𝐶 = 𝑃 𝐴 𝑃 𝐵 ⁄𝐴 𝑃 𝐶 ⁄𝐴 𝑎𝑛𝑑 𝐵
= = 0.0083333
• what is the probability that the ticket will match at least one of the 3 numbers?
Let A = at least one of 3 numbers
𝑃 𝐴 = 1 − 𝑃 𝐴 = 1 − 𝑃 𝑛𝑜𝑛𝑒 𝑜𝑓 3 𝑛𝑢𝑚𝑏𝑒𝑟𝑠
= 1 − 𝑃 𝑛𝑜 1 𝑛𝑜 2 𝑛𝑜 3
= 1 − 𝑃(𝑛𝑜 1 )P(𝑛𝑜 2 /𝑛𝑜 1 ) 𝑃 𝑛𝑜 3 ⁄𝑛𝑜 1 𝑛𝑜𝑟 2
=1− = 0.708333.
Example: Suppose 70% of employees at Company ABC attend regular professional development workshops.
Of these employees who attend workshops, 40% actively participate in networking events.
Among the employees at Company ABC who do not attend regular professional development workshops, 15% do
not engage in any form of professional networking.
(a)What is the probability that a randomly selected employee at Company ABC participates in networking events
during professional development workshops?“
Let's denote the following events:
𝐴: Employee attends regular professional development workshops.
𝐴:̅ Employee does not attend regular professional development workshops.
𝑁: Employee participates in networking events during professional development workshops.
̅
P 𝐴 = 0.70, P(N/A)=0.40, P(𝐴)=0.30, ̅
P(N/ 𝐴)=0.15
P(N)= P(N/A) P(A)+ P(N/ 𝐴)̅ P(𝐴)= ̅ (0.40)(0.70)+(0.15)(0.30)=0.325
(b) "What is the probability that a randomly selected employee at Company ABC attends professional
development workshops and actively engages in networking events during the sessions?“
P(𝐴 ∩ 𝑁)=P(A)P(N/A)=(0.70)(0.40)=0.28
(c) "From Company ABC, if an employee who did not participate in networking events during professional
development workshops is randomly selected, what is the probability that this employee attended
professional development workshops?“
( /A)P(A) (0.60)(0.70)
P(A/𝑁)= = =0.622
( ) .
Where P(𝑁)= P(𝑁 /A) P(A)+ P(𝑁 / 𝐴)̅ P(𝐴)=
̅ (0.60)(0.70)+(0.85)(0.30)=0.675
̅ ̅
P(𝑁 / 𝐴)=1- P(N/ 𝐴) =1-0.15=0.85
(d) "From Company ABC, if an employee who attended professional development workshops is randomly
selected, what is the probability that this employee participated in networking events during the
workshops?“
(N∩A) 0.28
P(N/A)= = =0.40
( ) .
Where 𝑃 𝑁 ∩ 𝐴 = 𝑃(𝑁/A)P(A)=(0.40)(0.70)=0.28
Example:
• Let A and B are two events in sample space S with 𝑃 𝐴⁄𝐵 = 0.60 and 𝑃 𝐴⁄𝐵 = 0.030, 𝑃 𝐵 = 0.70. Find
𝑃 𝐵 ⁄𝐴 .
∩
We know that 𝑃 𝐵⁄𝐴 =
𝑃 𝐵 ∩ 𝐴 = 𝑃 𝐵 𝑃 𝐴⁄𝐵 = 0.70 × 0.60 = 0.42
𝑃 𝐴 =𝑃 𝐵∩𝐴 +𝑃 𝐵 ∩𝐴
= 𝑃 𝐵 ∩ 𝐴 + 𝑃 𝐵 𝑃(𝐴⁄𝐵 )
= 0.42 + 0.30 × 0.030=0.429
∩ .
Hence 𝑃 𝐵 ⁄𝐴 = = = 0.9790
.