Probability

(Example and Exercises, Walpole, 8th edition)

 In statistics, we are concerned with the presentation and interpretation of chance

outcomes.
 An observation = numerical or categorical record of information.
 An experiment = the process that generates a set of data.
 Sample space, S, = the set of all possible outcomes of a statistical experiment.

Element/member/sample point space = the outcome in a sample.

If a sample space has a finite number of elements, we may list the members
separated by commas and enclosed in braces. The sample space, S, of possible
outcome when a coin is tossed may be written as,

Example
Consider the experiment of tossing a die. We are interested in the number that
shows on the top face.

We are only interested in the even or odd number of the experiment.

Tree diagram = list the elements of the sample space systematically.

Flipping a coin, if head occurs, flip the second time. If tail occurs, then toss a die.
To list the elements of the sample space, we construct a tree-diagram.

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Statement or rule = describes sample spaces with large or infinite number of sample
points.

It reads “S is the set of all x such that x is a city with a population over 1 million”

“S is the set of all points (x, y) on the boundary or the interior of a circle of radius 2
with centre of origin”

Event = a certain occurrence for any given experiment which we are interested in.
An event is a subset of a sample space.
The outcome when a die is tossed:

We are interested in the event A, that the outcome when a die is tossed is divisible
by 3. This occurs if the outcome is an element of the subset,

This subset can include the entire sample space, S. When the subset contains NO
elements at all, it is called the null set, .

B = { x x is a non-integer}

The complement of an event C with respect to S is the subset of all elements of S

that are not in C. We denote it as C.

C = { x x is an even number}

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Intersection of two events, D and E, denoted as D∩E, is the event containing all
elements that are common to D and E.

D = { x x is an integer}

E= { x x is divisible by 2}

D∩E =

When two events, F and G have no elements in common, then F and G are mutually
exclusive or disjoint.

F = { x x is odd}

G = { x x is divisible by 2}

F∩G = 

Union is the event containing all the elements that belong to H or I or both.

H = { a, b, c }
I = { b, c, d, e }
Then
HI =
H∩I =

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(Example and Exercises, Walpole, 8th edition)
Venn diagrams = graphical illustration of the relationship between the events and
the corresponding sample space. Let the sample space be a rectangle and represent
events by circles drawn inside the rectangle.

Example

Events Regions
A∩B
B∩C
AC
B’∩A
A∩B∩C
(AB)∩C’

Counting of sample points

Probability problem can be solved by counting the number of points in the sample
space without actually listing each element.

Theorem 2.1 Multiplication Rule

If an operation can be performed in n1 ways and if for each of these a second
operation can be performed in n2 ways, then the two operations can be performed
together in n1n2 ways.

Example
How many sample points are in the sample space when a pair of dice is thrown
once?

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Theorem 2.2 Generalised Multiplication Rule
If an operation can be performed in n1 ways and for each of these, a second
operation can be performed in n2 ways, and for each of the first two, a third
operation can be performed in n3 ways and so forth, then the sequence of k
operations can be performed in n1n2n3…nk ways.

Example
Assembling a computer using 2 brands of chips, 4 brands of harddrive, 3 brands of
memory and 5 brands of accessory. How many different ways?

Example
How many even four digit numbers can be formed from the digits 0, 1, 2, 5, 6 and 9
if each digit can be used only once?

Permutation = different arrangements possible in a sample space which contains

several elements. It is an arrangement of all or part of a set of objects.

Example
Consider three letters a, b and c. The possible permutations are,

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Theorem 2.3
The number of permutations of n distinct objects is n!. In general, n distinct objects
can be arranged in n(n-1)(n-2)….3∙2∙1 ways

Theorem 2.4
The number of permutations of n distinct objects when taken r at a time is
nP r = n!_
(n-r)! or n(n-1)(n-2)…….(n - r + 1)

Example
The no. of permutations of four letters a, b, c and d will be:

The no. of permutations that are possible by raking the four letters two at a time
would be:

Theorem 2.5
Permutations that occur by arranging objects in a circle are called circular
permutations. The no. of permutations of n distinct objects arranged in a circle is
(n-1)!.

Example
5 objects

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(Example and Exercises, Walpole, 8th edition)
All the permutations discussed are based on distinct objects (objects are completely
different or distinguishable). The numbers of permutations decreases when there
are objects which are the same.

Theorem 2.6
The number of distinct permutations of n things of which n1 are of one kind, n2 of
the second kind and nk of the kth kind is,

Example
Choosing a football team consisting of 10 players from 1 freshman, 2 sophomore, 4
juniors and 3 seniors. Find the number of ways of arranging the players in a line.

Theorem 2.7
The number of ways of partitioning a set of n objects into r cells with n1 elements in
the first cell, n2 elements in the second and so forth is

Example
In how many ways can 7 people be assigned to a one triple and two double hotel
rooms?

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In many cases, we are just interested in the number of ways of selecting r objects
from n without regard to order. These selections are called combinations. A
combination is a partition with two cells, the one cell containing r objects selected
and the other cell containing the (n-r) objects left.

Theorem 2.8
No. of combinations of n distinct objects taken r at a time is,

Example
Find the number of ways to choose three arcades from 10 and 2 sports games from
5.

Exercise
1. A college plays 12 football games during a season. How many ways can the
team end the season with 7 wins, 3 losses and 2 ties?

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2. Nine people are going on a skiing trip in 3 cars that hold 2, 4 and 5 passengers,
respectively. In how many ways is it possible to transport the 9 people to the ski
lodge, using all cars?

3. How many ways are there to select 3 candidates from 8 equally qualified recent
graduates for openings in an accounting firm?

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Exercise

(Example and Exercises, Walpole, 8th edition)

1. Registrants at a large convention are offered 6 sightseeing tours on each of 3

days. In how many ways can a person arrange to go on a sightseeing tour planned
by this convention?

2. In a medical study patients are classified in 8 ways according to whether they

have blood type AB+, AB-, A+, A-, B+, B-, O+ or O-, and also according to whether
their blood pressure is low, normal or high. Find the number of ways inw hich a
patient can be classified.

3. If an experiment consists of throwing a die and then drawing a letter at random

from the English alphabet, how many points are in the sample space?

4. Students at a private liberal arts college are classified as being freshman,

sophomores, juniors, or seniors and also according to whether they are male or
female. Find the total number of possible classification for the students of that
college.

5. A developer of a new subdivision offers a prospective home buyer a choice of 4

designs, 3 different heating systems, a garage or carport, and a patio or screened
porch. How many different plans are available to this buyer.

6. In a fuel economy study, each of 3 race cars is tested using 5 different brands of
gasoline at 7 test sites located in different regions of the country. If 2 drivers are
used in the study, and test runs are made once under each distinct set of conditions,
how many test runs are needed?

7. In how many different ways can a true-false test consisting of 9 questions be

answered?

8. If a multiple-choice test consists of 5 questions each with 4 possible answers of

which only 1 is correct,

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 (a) In how many different ways can a student check off one answer to each
question?
(b) In how many ways can a student check off one anser to each question and
get all the answers wrong?

9.
(a) How many distinct permutations can be made from the letters of the word
columns?
(b) How many of these permutations start with the letter m?

10. A witness to a hit-and-run accident told the police that the license number
contained the letters RLH followed by 3 digits, the first of which is 5. If the
witness cannot recall the last 2 digits, but is certain that all 3 digits are different,
find the maximum number of automobile registrations that the police may have to
check.

11.
(a) In how many ways can 6 people be lined up to get on a bus?
(b) If 3 specific persons insist on following each other, how many ways are
possible?
(c) If 2 specific persons refuse to follow each other, how many ways are
possible?

12. In how many ways can 4 boys and 5 girls sit in a row if the boys and girls must
alternate?

13. In a regional spelling bee, the 8 finalists consist of 3 boys and 5 girls. Find the
number of sample points in the sample space, S, for the number of possible orders
at the conclusion of the contest for
(a) all 8 finalists
(b) the first 3 positions

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 Lecture 9
Probability of an event
 Expressing the outcome of which we are not certain, but owing to past
information or from an understanding of the structure of the experiment.
 The likelihood of the occurrence of an event resulting from a statistical
experiment is evaluated by means of a set of real numbers ranging from 0 to 1.
 Pr  1 = a certain sample point is quite likely to occur in an experiment

 Pr  0 = a certain sample point is not likely to occur in an experiment

 Pr = 0 = points outside the sample space, for events that cannot possibly occur.

The probability of an event A is the sum of the weights of all samples points in A.
Therefore,

If A1, A2, A3, …… is a sequence of mutually exclusive events, then

Example
A coin is tossed twice. What is the possibility of one head occur?

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Example
A die is loaded such that even number is twice as likely to occur as an odd number.
If E is the event that o number less than 4 occurs on a single toss, find P(E).

Example
Let A = {even number turns out}
B = {a number divisible by 3}

Theorem 2.9
If the sample space for an experiment contains N elements, we assign a probability
equal to 1/N to each of the N points. The probability of any event A containing n of
these N sample point is the ration of the number of elements in A to the number of
elements in S.
n
P( A) 
N

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Example
A class consists of 25 industrialists, 10 mechanical, 10 electrical and 8 civil. If a
person is randomly selected, find the probability that the student chosen is
(a) an industrial engineering major
(b) a civil engineering or an electrical engineering major

Example
5 cards in the hand, find the probability of holding 2 aces and 3 jacks.

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 Lecture 10
Additive Rules = applies to unions of events.

Theorem 2.10
If A and B are two events, then

Corollary 1
If A and B are numerically exclusive then,

Corollary 2
If A1, A2,…., An are mutually exclusive, then

A collection of events { A1,….An } of a sample S is called a partition of S if

A1….An are mutually exclusive.

Corollary 3
If

Theorem 2.11 (Extension for more events)

For three events, A, B and C,

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Example
Interview offer, the probability of getting an offer from company A is 0.8 and the
probability of an offer from company B is 0.6. The probability of getting both
offers is 0.5. What is the probability that one will get at least an offer from the two
companies?

Example
A pair of fair dice is tossed. The probability of getting total 7 or 11 is

Theorem 2.12
If A and A’ are complimentary events, then

Example
The probabilities of a mechanic will service 3, 4, 5, 6, 7, 8 or more cars on any
given workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07. What is the
probability that he will service at least 5 cars on his next day of work?

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Exercise
The probability that an American industry will locate in Munich is 0.7, the
probability that it will locate in Brussels is 0.4, and the probability that it will locate
in either Munich or Brussels or both is 0.8. What is the probability that the industry
will locate
(a) in both cities?
(b) in neither cities?

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 Lecture 11

Conditional probability
The probability of an event B occurring when it is known that some event A has
occurred is called a conditional probability, P (BA). P (BA) is read as “the
probability that B occurs given that A occurs” or “the probability of B given A”.

Example
S = {population of adults completed the requirements for a degree}

Employed Unemployed Total

Male 460 40 500
Female 140 260 400
Total 600 300 900

Example
The probability that a regularly scheduled flight departs (D) and arrives (A) on time
are as follow:
P(D) = 0.83
P(A) = 0.82
P(D∩A) = 0.78
Find
(a) The probability of arriving on time given that it departed on time
(b) The probability of departing on time given that it arrived on time

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The conditional probability P (AB) is an updating of P(A) based on the knowledge
that event B has occurred.
(c) What if the flight did not depart on time, and what is the probability that it
arrives on time?

Conditional probability allows for an alteration of the probability of an event in the

light of additional material. The occurrence of A influenced D and this is shown by
the above example. If the occurrence of B has no impact on the occurrence of A in
P (BA), then P (BA) = P(A). This is known as independent event, the occurrence
of A is independent of the occurrence of B.

Two events A and B are independent if and only if

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Multiplicative Rules
If in an experiment, the events A and B, both occur, then

** the two events, A and B are only independent if

Example
A box containing 20 fuses, 5 are defective. Select 2 fuses and remove, but in
succession without replacing the first, what is the probability of both fuses are
defective?

Example
An electrical system consists of four components as illustrated. The system works
if components A and B work and either of the components C or D work. The
reliability (probability of working) of each component is also shown in the box.
Find the probability that
(a) the entire system works
(b) the component C does not work, given that the entire system works.
Assume that four components work independently.

C
A B 0.8
0.9 0.9
D
0.8

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Example
Playing cards and the probability of the following event:

Find the probability that event A1, A2 and A3 occurs.

Exercise
In the senior year of a high school graduating class of 100 students, 42 studied
mathematics, 68 studied psychology, 54 studied history, 22 studied both
mathematics and history, 25 studied both mathematics and psychology, 7 studied
history but neither mathematics nor physics, 10 studied all three subjects and 8 did
not take any of the three. If a student is selected at random, find the probability that
(a) a person enrolled in psychology takes all three subjects;
(b) a person not taking psychology is taking both history and mathematics.

Exercise
A manufacturer of flu vaccine is concerned about the quality of its flu serum.
Batches of serum are processed by three different departments having rejection
rates of 0.10, 0.08, and 0.12 respectively. The inspections by the three departments
are sequential and independent.
(a) What is the probability that a batch of serum survives the first departmental
inspection but is rejected by the second department?
(b) What is the probability that a batch of serum is rejected by the third
department?

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 Lecture 12
Bayes’ Rule
Refer to conditional probability. (Lecture 11, pg 29)
Employed Unemployed Total
Male 460 40 500
Female 140 260 400
Total 600 300 900
Rotary Club 36 12 48

Find the probability of event A; individual selected is a member of Rotary Club.

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The theorem of total probability is illustrated by the case where the sample space is
partitioned in k subsets,

In the events B1, B2, ….., Bk constitute a partition of the sample space, S, such that
P(Bi) ≠ 0 for i = 1, 2, ….., k then for any event A of S,

Bayes’ Rule

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Example
The machines make 30%, 45% and 25% respectively. From the past experience,
we know the defective rates as:

Machines Production Defective

B1 30% 2%
B2 45% 3%
B3 25% 2%

Random selection, what is the probability that a product is defective?

Theorem of total probability:

If a product is chosen at random and found to be defective, what is the probability

that it was made by machine B3?

Bayes’ Rule:

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Exercise
1. From 4 red, 5 green, and 6 yellow apples, how many selections of 9 apples are
possible if 3 of each colour are to be selected?

Exercise
2. Pollution of the rivers in the United States has been a problem for many years.
Consider the following events:

A = {The river is polluted}

B = {A sample of water tested detects pollution}
A = {Fishing permitted}

Assume:
P( A)  0.3 , P( B A)  0.75 , P( B A)  0.20 , P(C A  B)  0.20
P(C A  B)  0.15 , P(C A  B )  0.80 , P(C A  B )  0.90

(a) Find P( A  B  C ) .
(b) Find P( B   C ) .
(c) Find P(C ) .
(d) Find the probability that the river is polluted, given that fishing is permitted and
the sample tested did not detect pollution.

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