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    Introduction To Probability Theory Basic Concepts of Probability Theory

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    Mohamad Akmal Hakim
    The document provides an introduction to key concepts in probability theory, including: - Defining probability as a value between 0 and 1 that indicates the likelihood of an event occurring. - Explaining fundamental probability concepts like experiments, sample spaces, events, and the probability of combined events using formulas, Venn diagrams, and conditional probability. - Detailing approaches for determining the probability of events like Bayes' rule, contingency tables, and the theorem of total probability. - Providing examples that illustrate independent and dependent events, and how to test for independence using formulas and relationships between probabilities.

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    Introduction To Probability Theory Basic Concepts of Probability Theory

    Uploaded by

    Mohamad Akmal Hakim
    44 views7 pages
    The document provides an introduction to key concepts in probability theory, including: - Defining probability as a value between 0 and 1 that indicates the likelihood of an event occurring. - Explaining fundamental probability concepts like experiments, sample spaces, events, and the probability of combined events using formulas, Venn diagrams, and conditional probability. - Detailing approaches for determining the probability of events like Bayes' rule, contingency tables, and the theorem of total probability. - Providing examples that illustrate independent and dependent events, and how to test for independence using formulas and relationships between probabilities.

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    The document provides an introduction to key concepts in probability theory, including: - Defining probability as a value between 0 and 1 that indicates the likelihood of an event occurring. - Explaining fundamental probability concepts like experiments, sample spaces, events, and the probability of combined events using formulas, Venn diagrams, and conditional probability. - Detailing approaches for determining the probability of events like Bayes' rule, contingency tables, and the theorem of total probability. - Providing examples that illustrate independent and dependent events, and how to test for independence using formulas and relationships between probabilities.

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    Download as pdf or txt
    44 views7 pages

    Introduction To Probability Theory Basic Concepts of Probability Theory

    Uploaded by

    Mohamad Akmal Hakim
    The document provides an introduction to key concepts in probability theory, including: - Defining probability as a value between 0 and 1 that indicates the likelihood of an event occurring. - Explaining fundamental probability concepts like experiments, sample spaces, events, and the probability of combined events using formulas, Venn diagrams, and conditional probability. - Detailing approaches for determining the probability of events like Bayes' rule, contingency tables, and the theorem of total probability. - Providing examples that illustrate independent and dependent events, and how to test for independence using formulas and relationships between probabilities.

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    Introduction to Probability Theory

    INTRODUCTION TO PROBABILITY THEORY Basic Concepts of Probability Theory any process of measurement or observation of different outcomes

    Experiment

    Sample Space

    set of all possible outcomes for an experiment

    Element

    members in the sample space

    Event

    any subset from the sample space

    Simple Event Compound Event

    event that contain only one element from sample space event that contain more than one element from sample space

    Figure 1: Basic Concept of Probability Theory

    Types of Events Event Complement Intersection Union Mutually exclusive Independent


    Figure 2: Types of Events

    A ={x | x A} A B = {x | x A and x B} A B = {x | x A or x B} AB=

    Introduction to Probability Theory

    Set Notation 1. Sample space, S represented by sample points in a square, while event, E represented by sample points in a circle.
    S E

    2. E is set complement of E. This means event E does not occur.

    3. E1 E2 is the event that E1 occur or E2 occur or both occur.

    E1

    E2

    4. E1 E2 is the event that both of E1 and E2 are occur.

    E1

    E2

    5. E1 and E2 do not combine, i.e. E1 and E2 are mutually exclusive if E1 E2 = . This means that E1 and E2 do not have the same outcome.

    E1

    E2

    6. E1, E2, E3, , En are mutually exclusive events if and only if (i) Ei Ej = , i, j. (ii) E1 E2 E3 En = S.

    E1 E2

    E6 E5 E3 E4

    Identity of Set 1. 2. 3. 4. 5 6. 7. AA=A A=A AS=S AA=A A= AS=A AB=BA 8. 9. 10. 11. 12. 13. 14. AB=BA A (B C) = (A B) (A C) A (B C) = (A B) (A C) (A B) = A B (A B) = A B A B = A (A B) B = (A B) (A B)

    Introduction to Probability Theory

    Probability of an Event Probability of an event E defined by P(E), is a real number between 0 and 1 that give to each of the simple event E in a sample space.

    Conditions (a) (b) If E is a simple event, then 0 P(E) 1. Sum of probability for all simple events in a sample space is equal to 1, i.e.
    n

    P( E ) = 1.
    i =1 i

    Formula
    P(E) =

    amount of elements in set E n( E ) . = n( S ) amount of elements in sample space S

    Two Extreme Events


    (a) For a sure event S, n( S ) P(S) = =1 n( S ) the event sure occur. (b) For a null event , n( ) P() = =0 n( S ) the event will not occur.

    Probability of Combined Events


    1. If A and B are any two events from same experiment, then P(A B) = P(A) + P(B) P(A B) 2. Two events are said mutually exclusive if one of the events occurs, but the other not occurs. If A and B are two mutually exclusive events, then A B = and n(A B) = 0 P(A B) = 0. Hence, P(A B) = P(A) + P(B) 3. Probability of union mutually exclusive events is given as below: (a) (b) (c) P(A B) = P(A) P(A B) P(A B) = P(A) + P(A B) P(A B) = 1 P(A B)

    Introduction to Probability Theory

    Venn Diagrams If A and B are two events and A B , then Venn diagrams can be used to represent the events below: (a) A (b) B (c) A B

    (d) A B

    (e) (A B)

    (f) (A B)

    (g) A B

    (h) A B

    (i) A B

    (j) A B

    (k) A B

    (l) A B

    Introduction to Probability Theory

    Conditional Probability Probability of an event A occur, given that an event B was occurred is called conditional probability and denoted by P(A | B), i.e. P(A | B) = P( A B) , P(B) 0. P( B)

    Independent Events Two events A and B are independent if P(A) = P(A | B) and P(B) = P(B | A). Hence, P(A B) = P(A) P(B).

    Test of Independent Events Three relations below used to test the independent of events A and B: (a) (b) (c) P(A | B) = P(A) P(B | A) = P(B) P(A B) = P(A) P(B)

    If one of three relations is valid, then events A and B are independent. Otherwise, A and B are dependent.

    Contingency Table B1 A1 A2 Total P(A1 B1) P(A2 B1) P(B1) B2 P(A1 B2) P(A2 B2) P(B2) Total P(A1) P(A2) 1.00

    Theorem of Total Probability If the events B1, B2, B3, , Bk, constitute a partition of the sample space S such that P(Bi) 0 for i = 1, 2, 3, , k, then for any event A of S,
    k

    P(A) =

    P( B
    i =1

    A) = P ( Bi ) P ( A | Bi ) .
    i =1

    Introduction to Probability Theory

    Bayes Rule If the events B1, B2, B3, , Bk, constitute a partition of the sample space S, where P(Bi) 0 for i = 1, 2, 3, , k, then for any event A in S such that P(A) 0, P(Br | A) =
    P( Br A)
    k

    P ( Br ) P ( A | Br )
    k

    P( B
    i =1

    A)

    P( B ) P( A | B )
    i i i =1

    for r = 1, 2, 3, , k.

    Tree Diagram for Bayes Rule


    P(B1) P(A | B1)

    B1 P(B1)

    P(A | B1)

    P(B2)

    B2

    P(A | B2)

    P(B1) P(A | B1)

    . . .
    P(Br) Br P(A | Br)

    . . .
    A

    . . .
    P(B1) P(A | B1)

    Tabular Approach for Bayes Rule


    Events Bi Prior Probabilities P( Bi ) . . 1.00 Conditional Probabilities P( A | Bi ) . . Joint Probabilities P( Bi A) . .
    P ( A)

    B1 B2

    Posterior Probabilities P( Bi | A) . .
    1.00

    Formula: (a) P ( Bi A) = P ( Bi ) P ( A | Bi ) (b) P ( Bi | A) = P ( Bi A) P ( A)

    Introduction to Probability Theory

    Some Definitions

    Probability A value between zero and one, inclusive, describing the relative possibility (chance or likelihood) an event will occur.

    Experiment A process that leads to the occurrence of one and only one of several possible observations.

    Outcome A particular result of an experiment.

    Event A collection of one or more outcomes of an experiment.

    Mutually exclusive (disjoint) The occurrence of one event means that none of the other events can occur at the same time.

    Independence The occurrence of one event has no effect on the probability of the occurrence of another event.

    Conditional probability The probability of a particular event occurring given that another event has occurred.

    Contingency table A table used to classify sample observations according to two or more identifiable characteristics.

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