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Probability

The document provides an overview of probability concepts, including definitions, types of random variables, and the principles of counting. It explains the sample space, events, and various probability theorems, along with examples to illustrate these concepts. Key topics include discrete and continuous random variables, permutations, combinations, and conditional probabilities.
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0% found this document useful (0 votes)
2 views

Probability

The document provides an overview of probability concepts, including definitions, types of random variables, and the principles of counting. It explains the sample space, events, and various probability theorems, along with examples to illustrate these concepts. Key topics include discrete and continuous random variables, permutations, combinations, and conditional probabilities.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability

Basic definitions
Counting principles
Probability
Elementary theorem of probability
Examples of Probability
OBSERVATION AND VARIABLE
2

 Any numerical recording  A characteristic that


of information is known as varies with an individual
observation. or object is called variable.

EXAMPLE 1: Classification EXAMPLE : Age is a variable


of a coin as a head or tail. as it varies from person to
EXAMPLE 2: Height of person.
persons
Random variable
3

 A random variable is some numerical


outcomes of a random process.
Example 1: Toss a coin 10 times
X=Number of heads
Example 2: Toss a coin until a head occur
X= Number of tosses needed
Probablity Class Lecture
More random variables
4

 Toss a die
X=points showing on upper face of die
 Test a light bulb
X=lifetime of bulb
 Test 20 light bulbs
X=average lifetime of bulbs
Probablity Class Lecture
Types of Random variable
5
1) Discrete random variable: 2) Continuous random variable:

A discrete random variable can A continuous random variable can


take only a discrete set of take any value within given
integers or whole number interval.

For example: For example:


Number of students in class. Height , weight and temperature
Number of facebook friend.
Lifetimes of bulb
Time t>0 or [0, t]
Experiment
6
 Experiment means a process whose result yield a set of data
For example: Tossing of a coin.
 Random Experiment:
An experiment which processes different results under similar condition is called
random experiment.
Experiment Outcomes
Flip a coin Heads, Tails
Exam Marks Numbers: 0, 1, 2, ..., 100
- - -
I, F, D, C, C, C+, B , B, B+, A , A,
Course Grades

Probablity Class Lecture


Sample Space
7

 A set consisting of all the possible outcomes of a random experiment is


known as sample space. It is usually denoted by S.
Example: In case of tossing a die sample space is S = { 1,2,3,4,5,6 }

Event
An event is an individual outcome of random experiment. Or subset of sample
space
Let A be an event that dots on the upper face of the dice are even
A = { 2,4,6 }
Let B be an event that dots on the upper face of the dice are divisible by 3
B = { 3,6 }

Probablity Class Lecture


Counting Rule
8

Permutation
Choose r object out of n object with order (choice with replacement)
nP
r = n!/[n-r]!
Choose n Object out of n object with order
nP = n!
n
How many six letter words are possible from letter A, B, C, D, E, F if DEF are together in given order
How many six letter words are possible from letter A, B, C, D, E, F if DEF are together in any order

Combination
Choose r object out of n object without order (choice without replacement)
nC
r = n!/r![n-r]!

Probablity Class Lecture


Product rule
9

If set S1 & S2 contains n & m element respectively, there are m x n


way of choosing first an element of S1 and then an element of S2

For example: {H,T} sample space for a coin.


{1, 2, 3, 4, 5, 6} sample space for a dice
 Joint experiment of rolling a dice and tossing a coin simultaneously
contains m x n = 2 x 6 = 12 sample points.
 {(1,H), (2,H), (3,H), (4,H),(5,H), (6,H), (1,T), (2,T), (3,T),
(4,T),(5,T), (6,T)}

Probablity Class Lecture


Compliment of an Event 10

 Let A be an event in a sample space S, Then complement of event A is


Ā= S-A
 For example: A ={2,4,6} S={1, 2, 3, 4, 5, 6}
Then Ā ={1,3,5}

Disjoint or mutually exclusive event


 Two events A and B are said to be disjoint if and only if they cannot
occur at the same time e.g. A  B=Ø

Probablity Class Lecture


Probability
11

Probability actually measures the uncertainty


 Probability of an event A is defined as
P(A)= Number of favorable outcomes to A / Total number of sample space
 Axioms of Probability

For any event Ai in a sample space S


i. 0≤P(Ai)≤1
ii. ∑i P(Ai) = 1

Probablity Class Lecture


Probability Examples
12

EXAMPLE 1
(Assuming a fair die) S = {1, 2, 3, 4, 5, 6}
P(1) = P(2) = P(3) = P(4) = P(5) = P(6) = 1/6
Then:
P(EVEN) = P(2) + P(4) + P(6)
= 1/6 + 1/6 + 1/6
= 3/6
= 1/2

Probablity Class Lecture


Example 2
13
A fair coin is tossed two times what is the probability that at least one head appear?
SOLUTION:
Sample space S= {HH, HT, TH, TT}
n(S)=2x2=22=4
Let A be an event that at least one head appears
A= {HH, HT, TH}
n (A) =3
We know that
P(A)=n(A)/n(S)
P(A)=3/4
So probability of at least one head appear is 3/4

Probablity Class Lecture


Example 3
14
An employer wishes to hire 3 people from a group of 15 equally qualified applicants , includes 8 men
and 7 women.
If he select 3 candidates randomly then what is the probability that
a) All three selected are women
b) At-least one woman is selected.

Solution (a) Let A be an event that all three selected are women.

n(S) = 15C3= 455.


n (A) = 7C3 X 8C0 = 35
P(A)=n(A)/n(S)
P(A)=35/455 =1/13

Probablity Class Lecture


Solution (b)
15

Let B be an event that at least one woman is selected


n(S) = 15C3= 455.
n(B) = (7C1 X 8C2 ) + ( 7C2 X8C1 ) + ( 7C3X 8C0 )
= 399
P(B)=n(B)/n(S)
P(B)=399/455 =57/65

Probablity Class Lecture


Probability Theorems
16

1. If Ā is a complement of event A in a sample space S then


P(Ā)= 1-P(A) or P(A)= 1-P(Ā)
2. If A and B are any two events in a sample space S then
probability that one of them occur is P(A U B) and
calculated by formula
P(A U B)= P(A) + P(B) – P(A∩B)
2.1 If A and B are disjoint events then
(A∩B) = Ø & P(A∩B) = 0
P(AUB) =P(A) + P(B)
Probablity Class Lecture
Probability Theorems
17

3. If A,B and C are any three event. Then the probability of one of them
occur is
P(AUBUC) = P(A)+P(B)+P(C)-P(A∩B)-P(B∩C)-P(A∩C)+P(A∩B∩C)

4. If A1, A2, ...,Ak are any k event. Then the probability of one of them
occur is
P(A1  A2 ... Ak )  P(Ai )  P(Ai  Aj )  P(Ai  Aj  Al ) ... (1)k1 P(A1  A2 ... Ak )
i i j i jl

The probability of an event given that another event has occurred is


called a conditional probability
Probablity Class Lecture
Probability Theorems
18
5. If A and B are any two events of sample space then
P(A∩B)= P(A|B). P(B) if P(B)≠ 0
P(A∩B)= P(B|A). P(A) if P(A)≠ 0
Where P(A|B) is the conditional probability of A if B has already occurred.
& P(B|A) is the conditional probability of B if A has already occurred.
5.1 If A and B are independent events of sample space S
P(A∩B) = P(A) . P(B) ________ (1)
P(A|B) = P(A) (By equation 1& theorem 5)
& P(B|A)=P(B)

Probablity Class Lecture


EXAMPLE 4
19
A coin is tossed four times. What is the probability that that at least one head occurred?
Solution: n(S)=24=16
 S={HHHH,HHHT,HHTT,HTTT,TTTT,HTHH,HHTH,
THHH,HTTH,HTHT,THTH,TTHH,
THHT,TTTH,TTHT,THTT}
Let A be an event that at least one head occurred
A={HHHH,HHHT,HHTT,HTTT,
HTHH,HHTH,THHH,HTTH,HTHT,THTH,TTHH, THHT,TTTH,TTHT,THTT }
n(A)=15
P(A)=15/16
Probablity Class Lecture
Alternative Solution
20

Alternatively we can apply (Theorem 1) to find probability of event A


Let Ā be an event that no head occurred
Ā ={TTTT}
n(Ā)=1
P(Ā)=n(Ā)/n(S) =1/16

By using Theorem 1
P(A)= 1-P(Ā)= 1- 1/16= 15/16

Probablity Class Lecture


Example 5
21

A pair of Dice are thrown randomly. Find the probability


of getting a total of either 5 or 11?
Solution:
Experiment: Rolling 2 dice and summing 2 numbers on top.
Sample Space: S = {2, 3, …, 12}

Probablity Class Lecture


Sum Table
6.22

1 2 3 4 5 6
1 2 3 4 5 6 7
P(5) = 4/36 2 3 4 5 6 7 8
3 4 5 6 7 8 9
P(11) =2/36 4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12

Probablity Class Lecture


23

Let A be an event of rolling dice whose sum is 5


A= {(1,4),(2,3),(3,2),(4,1)}
Let B be an event of dice whose sum is 11
B= {(5,6),(6,5)}

P(A)=4/36 P(B)=2/36 P(A∩B) = Ø

Probability of getting a total of either 5 or 11 P(AUB)


=P(A) + P(B) –P(A∩B)
P(AUB)= P(A)+ P(B)=1/6
Probablity Class Lecture
Example 6
24

The probability that a consumer testing service will


rate a product Very poor, Poor, Fair, Good, Very good,
Excellent are 0.07, 0.12, 0.17, 0.32, 0.21, 0.11
respectively. What is the probability that it will rate the
product?
i) Very poor, poor, fair or good.
ii) Good, Very good, or Excellent

Probablity Class Lecture


Solution
25
 Let A be an event that testing service rate the product very poor
 Let B be an event that testing service rate the product poor
 Let C be an event that testing service rate the product Fair
 Let D be an event that testing service rate the product Good
 Let E be an event that testing service rate the product Very good
 Let F be an event that testing service rate the product Excellent

 P(A) = 0.07
 P(B) = 0.12
(i)
 P(C) = 0.17
 P(D) = 0.32 P(AUBUCUD)=?
 P(E) = 0.21
 P(F) = 0.11
Probablity Class Lecture
26

Since Events A, B, C & D are disjoint so by Theorem 2


P(AUBUCUD) = P(A)+P(B)+P(C)+P(D)
= 0.07+0.12+0.17+0.32= 0.68
(ii)

P(DUEUF)=?
Since Events D, E & F are disjoint so by Theorem 2
P(DUEUF) = P(D)+P(E)+P(F)
= 0.32+ 0.21+0.11 = 0.64
Probablity Class Lecture
Example 7
27

A card is drawn randomly from a deck of playing card what is the probability
that it is a diamond card, a face card or card of king.
Information
Deck of card consist on
52 cards
13 Diamond card 4 Suit
Diamond, Spade, Club, Heart
13 Spade card Each suit contain one card of
Ace, King, Queen , Jack, 2, 3, 4, 5, 6, 7 , 8, 9, 10
13 Club card
13 Heart card
Probablity Class Lecture
Solution
28

Let A be an event that a card is diamond


Let B be an event that a card is faced
Let C be an event that a card is king
13
P ( A ) 
52
P ( B ) 
12
52
P(AUBUC)=?
4
P ( C ) 
52

P(AUBUC)=P(A)+P(B)+P(C)-P(A∩B)-P(A∩C)-P(B∩C)+P(A∩B∩C)

Probablity Class Lecture


29

A∩B: faced card which are diamond = 3


A∩C: diamond card which are king = 1
B∩C: faced card which are king = 4
A∩B∩C : faced card which are king of diamond = 1
3
P ( A  B ) 
52
1
P ( A  C ) 
52
4
P ( B  C ) 
52
1
P ( A  B  C ) 
52

13 12 4 3 1 4 1 11
P ( AUBUC )        
52 52 52 52 52 52 52 26

Probablity Class Lecture


Example 8
30

Two coins are tossed, what is the conditional probability that two head appear given
that there is at least one head?
Solution:
Sample space for two coin S= {HH,HT,TH,TT}
Let A be an event that 2 head appears
A= {HH}
P(A|B)= ?
Let B be the event at least 1 head appear P 1
( A ) 
B= {HH,HT,TH} 4
3
P ( B ) 
4
Probablity Class Lecture
31

P ( A  B )
P ( A | B ) 
P ( B )
A ∩ B= {HH} P ( A  B ) 
1
4
1
4 1
P ( A | B )  
3 3
4
NOTE THAT (!)

P ( A | B )  P ( A )

Probablity Class Lecture

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