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ProbabilityBasic Concepts
Experiment
•An activity or measurement that results in an outcome we cannot predict with absolute certainty.▫ A coin is flipped twice.▫We conduct a 10 year medical study on
12,000 participants
Event
•The simplest outcome of an experiment•Toss two coins:
▫4 possible outcomes for each toss▫Each possible outcome is an event▫All the possible outcomes comprise the…
Sample space
•All the possible outcomes of an experiment: ▫(HH)▫(HT)▫(TH)▫(TT)
•More examples▫One coin▫One die▫Red, white, and blue socks
With and without replacement
Probability measure
•A function, P, from the subsets of the sample space (Ω) that satisfies the following axioms:1. P(Ω) = 1; that is, the sum of all the
probabilities in the sample space will = 12. P(A)≥0 for any event, A, that is included
in the sample space (Ω).3. For mutually exclusive events A1 and A2
within the same sample spaceP(A1UA2) = P(A1) + P(A2)
Classical Probability
•Proportion of times an event can be expected to occur
•All outcomes are equally likely:
Examples
•Flip a coin twice:▫P(HH) = P(HT) = P(TH) = P(TT) = 0.25
•Roll a die:▫P(1) = P(2) = P(3) = P(4) = P(5) = P(6) =
1/6
Examples•Consider events A and B (coins)•We can determine their probabilities by
adding the probability of each occurrence.▫A: exactly one head [(HT), (TH)]
P(A) = 0.25 + 0.25 = 0.50▫B: first flip head [(HH),(HT)]
P(B) = ¼ + ¼ = ½ •If we have an experiment where we roll
one die, what is the probability of rolling less than a 3?▫Sample space▫Event▫P(A)
Compound Events
•Mutually Exclusive Events▫If one event occurs, the other cannot
•Exhaustive Events▫Set of events that include all the possible
outcomes of an experiment▫Events are exhaustive because one of them
must occur▫When events are mutually exclusive and
exhaustive, sum of their probabilities must equal 1
Intersection and Union
•Intersection of Events▫Two or more events occur at the same time
in the same experiment. [A and B, or A and B and C]
•Union of Events▫At least one of a number of possible events
occurs in the same experiment. [A or B, or A or B or C]
What’s the probability?
Experiment: the throw of one dieA: (observe an even number)B: (observe a number <=3)
1. Describe A union B2. Describe A intersection B3. Calculate the probabilities of 1. and 2.
Example: Unions and Intersections
Age
Under 15(B)
15 or older(B’)
Male (A) 3477 5436 8913
Female (A’) 1249 1287 2536
4726 6723 11449
Addition Rules
•When events are mutually exclusive
•When events are not mutually exclusive
Practice
Access to
Internet?
Region
Northeast Midwest South West
Yes 9.7 11.8 16.9 12.2 50.6
No 1.2 2.3 3.8 2.1 9.4
10.9 14.1 20.7 14.3 60.0
Identity 2 events that are mutually exclusiveIdentify 2 events that intersect
Practice
What is the probability that a household would be in the South or Midwest or have internet access?What is the probability a household would be in the West and not have Internet access?
Access to
Internet?
Region
Northeast Midwest South West
Yes 9.7 11.8 16.9 12.2 50.6
No 1.2 2.3 3.8 2.1 9.4
10.9 14.1 20.7 14.3 60.0
A = 0.45
0.05
B = 0.15
What is the probability of Ac?What is the probability of Bc?What is the probability of AUB?
•Marginal Probability▫Probability a given event will occur. No
other events are considered. P(A)•Joint Probability
▫Probability that two or more events will all occur. P(A and B)
•Conditional Probability▫Probability that an event will occur given
that another event has already occurred. P(A|B)
Multiplication Rules
•Independent Events▫The occurrence of one has no effect on the
probability that the other will occur.•Dependent Events
▫The occurrence of one event influences the probability of the other.
Multiplication Rules
•When events are independent
•When events are not independent
Fireworks Chart
Age
Under 15(B)
15 or older(B’)
Male (A) 3477.304
5436.475
8913.779
Female (A’) 1249.109
1287.112
2536.221
4726.413
6723.587
114491.000
Conditional Probability
Type of Policy (%)
Category Fire Auto Other Total %
Fraudulent 6 1 3 10
Nonfraudulent 14 29 47 90
Total 20 30 50 100
Conditional Probability Problem
•A corporation is going to select 2 of its regional managers for promotion to VP. They have 6 male and 4 female regional managers. Assume each manager has an equal probability (1/10) of being selected.▫What is the probability that both people
selected for regional manager are male?
Practice Problems
•A fair coin is tossed 4 times. What is the probability of getting at least one tail?
•What is the probability of getting exactly one head?
•A card is drawn for a standard deck. What is the probability that card will be a jack or a king?
More Practice Problems
•A standard pair of 6-sided dice is rolled. What is the probability of rolling a sum greater than or equal to 3?
•Three cards are drawn with replacement from a standard deck. What is the probability that the 1st card will be a diamond, the 2nd card will be black, and the third card will be a queen?
Still more practice problems
•2 cards are drawn without replacement from a standard deck. What is the probability of choosing a club and then a black card?
•A box contains 6 green marbles and 19 white marbles. What is the probability of choosing a white marble if the first marble chosen was white?
Counting
•Principle of multiplication▫m ways for event 1 to happen▫n ways for event 2 to happen▫Total number of possibilities = m x n
•If each of k independent events can happen n different ways, the total number of possibilities is nk
Counting
•Factorial rule of counting▫n! = n x (n-1) x (n-2) x … x 1▫0! = 1
Counting
•Permutations: Number of possible arrangements of n items in order
Counting
•Combinations: Order doesn’t matter. We consider only the possible set of objects.
Counting Problems
•A 29-sided die is rolled 2 times. How many different outcomes are possible?
•License plates consist of 2 letters followed by three numbers. Duplicate digits are allowed. How many different outcomes are possible?
•A doctor visits her patients during morning rounds. In how many ways can she visit the 8 patients?
More Counting Problems
•A coordinator will select 6 songs from a list of 8 songs to compose a musical lineup. How many different lineups are possible?
•4 cards are chosen from a standard deck. How many different 4 card hands are possible?
•A person tosses a coin 16 times. In how many ways can he get 6 heads?
Practice
•The daily number in a state lottery is a 3-digit integer between 000 and 999. ▫What is the probability that the winning
number will be 555?▫Is the probability you found in part (a) an
example of classical, relative frequency, or subjective probability?
▫Today’s winning number is 347. You are going to buy a ticket tomorrow and you plan to select number 347. Is this a good idea? Why or why not?
PracticeYour company has two computer systems available for processing telephone orders. Computer system A has a 10% chance of being down; computer system B has a 5% chance of being down. The computer systems operate independently. At least one system needs to work in order to process new orders. For a typical telephone order, determine the probability that:
▫Neither computer system will be operational.
▫Both computer systems will be operational.▫Exactly one of the computer systems will
be operational.▫What is the probability that the order can
be processed without delay?
Practice
•A security service employing 10 officers has been asked to provide 3 officers for crowd control at a local carnival. In how many different ways can the firm staff this event?