Unit 5

ELEMENTARY PROBABILITY
 Probability
• Probability is a numerical measure that
indicates the likelihood of an event.
• probability is the chance of an outcome of an
experiment. It is the measure of how likely an
outcome is to occur.

• All probabilities are between 0 and 1, inclusive.

• A probability of 0 means the event is
impossible.
• A probability of 1 means the event is certain to
occur.
 Definitions
• Statistical Experiment: Any random activity
that results in a definite outcome.

• Probability Experiment: It is an experiment that can

be repeated any number of times under similar
conditions. It is also called random experiment.

Example: If a fair die is rolled once it is possible to

list all the possible outcomes i.e.1, 2, 3, 4, 5, 6
but it is not possible to predict which
outcome will occur.
• Outcome :The result of a single trial of a
random experiment
• Sample Space: Set of all possible outcomes of a
probability experiment.
• Event: It is a subset of sample space. It is a
statement about one or more outcomes of a
random experiment .
It is a collection of one or more outcomes in a
statistical experiment
They are denoted by capital letters.
Example: Considering the above experiment let A
be the event of odd numbers, B be the event of
even numbers, and C be the event of number
8.
 A 1,3,5
B 2,4,6
C   or empty space or impossible event

Remark: If S (sample space) has n members then

there are exactly 2n subsets or events.

• Equally Likely Events: Events which have the

same chance of occurring.
• Complement of an Event: the complement of an event
A means non-occurrence of A and is denoted by
' c
A , or A , or A
contains those points of the sample
space which don’t belong to A.

• Elementary Event: an event having only a single

element or sample point.
– Mutually Exclusive Events: Two events which cannot
happen at the same time.

– Independent Events: Two events are independent if

the occurrence of one does not affect the probability
of the other occurring.
• Dependent Events: Two events are dependent
if the first event affects the outcome or
occurrence of the second event in a way the
probability is changed.

Example: .What is the sample space for the

following experiment
a. Toss a die one time.
b. Toss a coin two times.
c. A light bulb is manufactured. It is tested for its
life length by time.
Solution
a) S={1,2,3,4,5,6}
b) S={(HH),(HT),(TH),(TT)}
c) S={t /t≥0}
– Sample space can be
• Countable ( finite or infinite)
• Uncountable.

Counting Rules
In order to calculate probabilities, we have to know
• The number of elements of an event
• The number of elements of the sample space.
Counting rules
a) Addition rule c) Permutation
b) Multiplication rule d) Combination
• To list the outcomes of the sequence of events,
a useful device called tree diagram is used.

• Example: A student goes to the nearest snack

to have a breakfast. He can take tea, coffee, or
milk with bread, cake and sandwich. How many
possibilities does he have?
Solution
There are nine possibilities
 Addition rule
 If 1st procedure designed by 1 can be performed in n1 ways.
2nd procedure designed by 2 can be performed in n2 ways.
suppose further more that, it is not possible that both
procedures 1 and 2 are performed together then the number
of ways in which we can perform 1or 2 procedure is:

• n1+n2 ways,

 If we have another procedure that is designed by k with

possible way of nk we can conclude that there is:

• n1+n2+…+nk possible ways.

Example

Suppose we planning a trip and are deciding by

bus and train transportation. If there are 3 bus
routes and 2 train routes to go from A to B.
find the available routes for the trip.

Solution:
• There are 3+2 =5 routes for someone to go
from A to B.
There are four steps
• Selecting the 1st digit, this can be made in 5
ways.
• Selecting the 2nd digit, this can be made in 4
ways.
• Selecting the 3rd digit, this can be made in 3
ways.
• Selecting the 4th digit, this can be made in 2
ways.

 5 * 4 * 3 * 2 120 different cards are possible.

The number of possible triplets is: 3x3x2=18
 Approaches to measuring Probability
Four different approaches to the study of probability
theory.

• The classical approach.

• The frequentist approach.

• The axiomatic approach.

• The subjective approach.

 Classical Approach
Used when:
• All outcomes are equally likely.
• Total number of outcome is finite, say N.
Definition:
 If a random experiment with N equally likely
outcomes is conducted and out of these NA
outcomes are favorable to the event A, then the
probability that event A occur denoted P( A)

is defined as:
 N A No. of outcomes favourable to A n( A)
P ( A)   
N Total number of outcomes n( S )

Examples
A fair die is tossed once. What is the probability
of getting
a) Number 4?
b) An odd number?
c) An even number?
d) Number 8?
Example

A box of 80 candles consists of 30 defective and

50 non defective candles. If 10 of this candles
are selected at random, what is the probability
that
a) All will be defective.
b) 6 will be non defective
c) All will be non defective
 2. Frequentist Approach
 Based on the relative frequencies of outcomes
belonging to an event.
 Used for large number of trials
Definition
The probability of an event A is the proportion
of outcomes favorable to A in the long run
when the experiment is repeated under same
condition.
NA
P ( A)  lim
N  N
Examples

If records show that 60 out of 100,000 bulbs

produced are defective. What is the probability
of a newly produced bulb to be defective?
Solution
Let A be the event that the newly produced bulb is
defective.
NA 60
P ( A)  lim  0.0006
N  N 100,000
 3. Axiomatic Approach
Let E be a random experiment and S be a
sample space associated with E.
 With each event A a real number called the
probability of A satisfies the following
properties called axioms of probability or
postulates of probability.
 Conditional probability and Independency

Conditional Events
 If the occurrence of one event has an effect on
the next occurrence of the other event then the
two events are conditional or dependant events.
Example: Suppose we have two red and three
white balls in a bag
1) Draw a ball with replacement
Thank you!
 Unit 6

RANDOM VARIABLES AND PROBABILITY

DISTRIBUTIONS
 Random Variables
 A random variable is a numerical description
of the outcomes of the experiment or a
numerical valued function defined on sample
space.
Example
Flip a coin three times, let X be the number of
heads in three tosses.
 S HHH , HHT , HTH , HTT , THH , THT , TTH , TTT 
 X HHH  3,
X HHT   X HTH   X THH  2,
X HTT   X THT   X TTH  1
X TTT  0
 Types of Random Variables

Discrete random variable

• Are variables which can assume only a specific
number of values. They have values that can be
counted
Examples
a) Toss coin n times and count the number of heads.
b) Number of children in a family.
c) Number of car accidents per week.
d) Number of defective items in a given company.
e) Number of bacteria per two cubic centimeter of
water.
 Continuous random variable
a) Are variables that can assume all values
between any two give values.
Examples:
b) Height of students at certain college.
c) Mark of a student.
d) Life time of light bulbs.
e) Length of time required to complete a given
training.
 Probability Distribution
 a probability distribution consists of value that a
random variable can assume and the
corresponding probabilities of the values.
Example
Consider the experiment of tossing a coin three
times. Let X is the number of heads. Construct
the probability distribution of X.
Introduction to expectation
 Common Discrete probability distributions

• Binomial Distribution
• Poisson Distribution

Common Continuous Probability Distributions

• Normal Distribution
Common Probability Distributions
Example
• Determine the probability distribution of the
number of female calves in three consecutive
calvings. Assume that only a single calf is
possible at each calving, and that the
probability of having a female in a single calving
is p = 0.5.
Solution
Let Y=number of female calves in three
consecutive calving
so Y=0, 1, 2, 3 with P=0.5 , n=3
Poisson Distribution
Example

If 1.6 accidents can be expected an intersection

on any given day, what is the probability that
there will be 3 accidents on any given day?
Example:

In a population of mice 2% have cancer. In a

sample of 100 mice, what is the probability that
more than one mouse has cancer?
Solution
 100(0.02) 2 (expectation, the mean is 2% of
100)
Common Continuous Probability Distributions
Properties of the Standard Normal Distribution
Example

Assume a theoretical normal distribution of calf

weights at age 6 months defined with  200and
Sigma= 20 kg. Determine theoretical
proportions of calves:
a) more than230 kg
b) less than 230 kg
c) more than 170 kg
d) what is the theoretical lowest value for an
animal to be included among the heaviest 20%;
e) what is the theoretical mean of animals with
weights greater than 230 kg?
Thank you !