Chapter3 STAT201 Fall
Chapter3 STAT201 Fall
Chapter3 STAT201 Fall
Chapter 3: Probability
Prasenjit Ghosh
1 / 90
Terminology
Random Experiment
An experiment is a planned operation carried out under controlled
conditions. If the result or outcome of an experiment is not
predetermined, that is, cannot be predicted with certainty before the
experiment is performed, the experiment is called a chance or a
random experiment.
Examples
Flipping a coin
Rolling a fair die
Lifetime of an bulb or an electronic device
Number of calls to a communication device
Weather condition tomorrow (whether it will rain or not)
2 / 90
Events
The result or outcome of a random experiment is called an event.
Upper case letters like A, B etc are used to denote events.
If an event cannot be disintegrated further into more than one
events, it is called an elementary event.
If an event can be written as a composition of more than one
events, it is called a composite event.
The sample space S of a random experiment is the set of all possible
elementary events.
Examples
1 Flipping a fair coin once. There are only two possibilities: either a
head (H) or a tail (T). The sample space is S = {H, T}.
2 Flipping a fair coin twice. Here, S = {HH, HT, TH, TT}. ”Resulting
a head in the first flip”= {HH, HT} is a composite event here.
3 / 90
Events and Sample Space - More Examples
Example
The event of observing a vowel is {a, e, i, o, u} when a letter is
drawn at random from the English alphabet is composite.
4 / 90
Set Operations
The union A ∪ B of events A and B is the event consisting of all
outcomes that are in A or in B or in both (also written A OR B)
Example
Let us draw a digit at random from the set of all possible digits
{0, 1, 2, 3, 4, 5, 6, 7, 8, 9}. Here, the sample space
S = {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}.
Find
Ac , A ∩ B, A ∩ C, A ∪ B, A ∪ C, A − B, B − A, A − C, C − A, B − C, C − B.
7 / 90
Set Operations: Example
Example
A vehicle taking a particular freeway exit can turn right (R), turn left (L),
or go straight (S)
Random experiment: the direction for three successive vehicles
What does one of the outcomes in the sample look like?
The axioms imply: P(∅) = 0 where ∅ denotes the null (or, the
improbable) event.
9 / 90
Probability Laws
Rule 1: For any event A, P(Ac ) = 1 − P(A)
Rule 2: For any two events A and B
P(A OR B) = P(A) + P(B) − P(A AND B).
(Heuristically, A AND B is taken into account twice while computing
P(A OR B). So, we need to subtract P(A AND B) from P(A) + P(B) as an
adjustment to obtain P(A OR B).)
Rule 3: If A and B are mutually exclusive
P(A AND B) = 0.
Rule 4: If A and B are mutually exclusive
P(A OR B) = P(A) + P(B).
Rule 5: P(A) = P(A AND B) + P(A AND Bc ).
Rule 6: If A ⊂ B, P(A) ≤ P(B).
10 / 90
How to Calculate Probabilities
Examples
If you toss a fair coin once, a head (H) and a tail (T) are equally
likely to occur.
If you toss a fair, six-sided die once, each face (1, 2, 3, 4, 5, or 6)
is as likely to occur as any other face.
If you randomly guess the answer to a True/False question on an
exam, (typically) you are equally likely to select a correct answer
or an incorrect answer.
11 / 90
Classical Definition of Probability
Thus
Number of ways A occurs
P(A) =
Number of elements in the sample space S
12 / 90
Examples
Suppose a number is drawn at random from the set of first 100 natural
numbers (positive integers). Here, the sample space S is given by
Let A = {5, 10, 15, ... , 95, 100} be the event that the number drawn is a
multiple of 5. Hence, by the classical definition, P(A) = 20/100 = 1/5.
14 / 90
Coin Tossing Examples
Suppose you toss a fair coin twice. Here, the sample space S has four
equally likely elementary events:
Define the event A as ”getting exactly one head”. Then A = {HT, TH}.
Hence, by the classical definition P(A) = 24 = 0.5.
Suppose you toss a fair coin thrice. Here, the sample space S has
eight equally likely elementary events:
Define the event B as ”getting at least five”. Then B = {5, 6}. Hence,
by the classical definition, P(B) = 26 = 31 .
P(A AND B) = 16 .
4
P(A OR B) = 6 = 23 .
2 1
P(A – B) = 6 = 3.
1
P(B – A) = 6.
16 / 90
Throwing of a Fair Die Twice
Suppose we roll a fair die twice. The sample space would comprise of
6 × 6 = 36 many paired outcomes as follows:
(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6),
(2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6),
(3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6),
S=
(4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6),
(5, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6),
(6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)
1
Note that the probability of each outcome in S is 36 .
Let A be the event that the sum of the two faces equals to 7. Then,
6
A = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}. Hence, P(A) = 36 = 16 .
17 / 90
Continuation of the Preceding Example
Let B be the event that the sum of two faces is an even number (i.e. a
multiple of 2). Then
(1, 1), (1, 3), (1, 5), (2, 2), (2, 4), (2, 6),
B = (3, 1), (3, 3), (3, 5), (4, 2), (4, 4), (4, 6),
(5, 1), (5, 3), (5, 5), (6, 2), (6, 4), (6, 6)
18
Hence, by the classical definition P(B) = 36 = 12 .
Let C be the event that the sum of two faces is a multiple of 3. Then
( )
(1, 2), (1, 5), (2, 1), (2, 4), (3, 3), (3, 6),
C=
(4, 2), (4, 5), (5, 1), (5, 4), (6, 3), (6, 6)
12
Hence, by the classical definition P(C) = 36 = 31 .
18 / 90
Card Drawing Example
Suppose a card is drawn at random from a well-shuffled deck of 52
cards:
Let A and B be the events that the card drawn is a face card (that
means, it is either ”J”, ”Q” or ”K”), and a spade, respectively. Then,
12 3 13 1
P(A) = = , and P(B) = = .
52 13 52 4
19 / 90
Shortcomings of the Classical Definition
1 The definition is circular in nature.
2 Equally likely elementary events are rare in practice.
3 S may have an infinitely or uncountably many elements.
Examples
The probabilities of a head (H) and a tail (T) when a biased coin is
thrown once are not the same.
Occurrence of a six may not be as likely as the occurrence of the
other faces when you throw a loaded die.
The success probability of a particular knee surgery when two
surgeries are done in a day is 0.85. Here, S = {SS, SF, FS, FF}.
However, the elements of S need not be equally likely. Hence, the
probability of two successful surgeries is not 41 in this case.
The probability that a randomly chosen number from (0, 1) will lie
in (0.2, 0.5) can’t be determined using the classical definition. 20 / 90
Conditional Probability – Motivation
A card is drawn randomly from a well–shuffled deck of 52 cards:
Example
In the preceding example, let A and B denote the events ”the card
drawn is a King” and ”the card drawn is a face card”, respectively.
4 12
Here A ⊂ B. So, P(A AND B) = P(A) = 52 . Also, P(B) = 52 .
P(A AND B)
Hence, P(A | B) = P(B) = (4/52)/(12/52) = 1/3.
22 / 90
Two Important Notes
Multiplication Rule
Rule 7: P(A AND B) = P(A | B) · P(B) (follows from the definition)
23 / 90
Example 1
Suppose you draw a number at random from the set of whole numbers
{1, 2, 3, ... , 20}. Here, the sample space
S = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20}.
Let the event A denote that the number drawn is an even number and
the event B denote that it is greater than 13.
Find the following probabilities:
P(A), P(B)
P(A AND B), P(A OR B)
P(A | B), P(B | A)
24 / 90
Example 1
Observe that
A = {2, 4, 6, 8, 10, 12, 14, 16, 18, 20}
B = {14, 15, 16, 17, 18, 19, 20}
A OR B = {2, 4, 6, 8, 10, 12, 14, 15, 16, 17, 18, 19, 20}
A AND B = {14, 16, 18, 20}
Hence,
10 1 7
P(A) = = , P(B) =
20 2 20
13 4 1
P(A OR B) = , P(A AND B) = =
20 20 5
P(A AND B)
P(A | B) = = (1/5)/(7/20) = 4/7
P(B)
P(A AND B) 2
P(B | A) = = (1/5)/(1/2) = .
P(A) 5
25 / 90
Example 2
Suppose you roll a six–faced fair die. Find the probability that the roll
results in a multiple of 3 given that it is already known that an even
number has appeared.
Let A be the event that a multiple of 3 appears and B be the event that
a even number appears.
Here, the sample space S = {1, 2, 3, 4, 5, 6}, A = {3, 6}, B = {2, 4, 6},
so that A AND B = {6}.
Hence.
P(A AND B) 1
P(A | B) = = .
P(B) 3
26 / 90
Example 3
A student goes to the library. Let events B = the student checks out a
book and D = the student checks out a DVD.
Suppose that P(B) = 0.4, P(D) = 0.3 and P(D | B) = 0.5.
1 Find P(B AND D)
2 Fine P(B OR D)
27 / 90
Independence of Events
Heuristic Definition
We say that two events A and B are independent if ‘information’
about event A doesn’t provide any ‘information’ about event B.
In other words, two events A and B are said to be independent if
and only if the occurrence or the non–occurrence of A doesn’t
have any impact on the occurrence or the non–occurrence of B.
Therefore
P(A AND B) = P(A)P(B).
Hence, A and B are independent events.
29 / 90
Example 2
30 / 90
Example 2
Note: Since the elements of S are not equally likely, the probability of
exactly one successful surgery will not be 14 in this case.
31 / 90
Independence and Disjointedness are different
If A and B with P(A) > 0 and P(B) > 0 are independent, they
cannot be disjoint (since in that case P(A AND B) > 0).
Equivalently, if A and B with P(A) > 0 and P(B) > 0 are disjoint,
they cannot be independent (since in that case Ac ⊂ B and
Bc ⊂ A).
However, if A and B with P(A) > 0 and P(B) > 0 are NOT disjoint,
there’s no guarantee they will be independent.
32 / 90
Independence and Disjointedness are different
Suppose a fair coin is tossed twice. Here, S = {HH, HT, TH, TT}.
Let
A = ”at least one head occurs” = {HH, HT, TH}
B = ”at least one tail occurs” = {HT, TH, TT}
Therefore
P(A AND B) 6= P(A)P(B).
Hence, A and B are not independent events, and are not disjoint also.
33 / 90
Independence and Disjointedness are different
Suppose a fair six-faced die is thrown once. Here, S = {1, 2, 3, 4, 5, 6}.
Let
A = ”an even number appears” = {2, 4, 6}
B = ”a multiple of 3 appears” = {3, 6}
Therefore
P(A AND B) = P(A)P(B).
Hence, A and B are independent events, and they are not disjoint.
34 / 90
Sampling Effect Probabilities
35 / 90
Illustrative Example
You have a fair, well-shuffled deck of 52 cards. It consists of four suits.
The suits are clubs, diamonds, hearts and spades. There are 13 cards
in each suit consisting of 2, 3, 4, 5, 6, 7, 8, 9, 10, J (Jack), Q (Queen),
K (King) and A (Ace) of that suit.
Suppose you pick three cards with replacement. You pick each card
from the 52-card deck.
1 Q of Spades (1 out of 52 cards)
2 10 of Clubs (1 out of 52 cards)
3 Q of Spades (1 out of 52 cards)
Sampling with replacement allows you to get the same card twice.
37 / 90
Sampling without replacement
38 / 90
Tree Diagrams
39 / 90
Tree Diagrams
In an urn, there are 11 balls. Three balls are red (R) and eight balls are
blue (B). Draw two balls, one at a time, with replacement. The tree
diagram using frequencies that show all the possible outcomes follows.
40 / 90
Tree Diagrams
41 / 90
Tree Diagrams
42 / 90
Tree Diagrams
43 / 90
Tree Diagrams
b. Using the tree diagram, calculate P(RR). Note RR is the event that
we draw two red balls.
To calculate this we multiply the probabilities down the tree. Since we
are drawing with replacement the probability of drawing a red is 3/11
each time, so
3 3 9
P(RR) = =
11 11 121
44 / 90
Tree Diagrams
c. Using the tree diagram, calculate P(RB OR BR).
They are disjoint since we cannot both draw a blue ball first and a red
ball first, so we add the probabilities events.
P(RB OR BR) =
45 / 90
Tree Diagrams
46 / 90
Tree Diagrams
Number of BR outcomes
=
total number outcomes where we drew a blue marble first
47 / 90
Tree Diagrams
P(BB) =
48 / 90
Tree Diagrams
P(B|R) =
49 / 90
Without Replacement
We will now look at the problem again but this time we are drawing
without replacement. This will change the probability calculations.
50 / 90
Without Replacement
An urn has three red marbles and eight blue marbles in it. Draw two
marbles, one at a time, this time without replacement, from the urn.
The branches are labeled with probabilities instead of frequencies.
The numbers at the ends of the branches are calculated by multiplying
the numbers on the two corresponding branches, for example, the
probability of drawing RR is
P(RR) =
51 / 90
Without Replacement
Note: You draw without replacement, so that on the second draw there
are ten marbles left in the urn.
52 / 90
Without Replacement
a. P(RR)
b. P(RB OR BR)
c. P(R | B)
d. P(R on 1st AND B on 2nd)
e. P(BB)
f. P(B | R)
53 / 90
Without Replacement
a. P(RR)
P(RR) =
54 / 90
Without Replacement
b. P(RB OR BR)
P(RB OR BR) =
55 / 90
Without Replacement
c. P(R | B)
P(R | B) =
Here we are only looking at the number of ways to draw a red ball in
the event that we have drawn a blue ball first.
56 / 90
Without Replacement
d. P(R on 1st AND B on 2nd)
57 / 90
Without Replacement
e. P(BB)
P(BB) =
58 / 90
Without Replacement
f. P(B | R)
P(B|R) =
59 / 90
Another Tree diagram
P(S) =
60 / 90
Another Tree diagram
P(S) = .11
61 / 90
Another Tree diagram
P(LC|S) =
62 / 90
Another Tree diagram
P(LC|S) = .34
63 / 90
Another Tree diagram
P(LC|NS) =
64 / 90
Another Tree diagram
P(LC|NS) = 0.03
65 / 90
Another Tree diagram
66 / 90
Another Tree diagram
67 / 90
Calculating Probabilities from Contingency Tables
68 / 90
Calculating Probabilities from Contingency Tables
69 / 90
Calculating Probabilities from Contingency Tables
70 / 90
a. Add the row ’Uses cell’
Number of cell phone users 305
=
Total number in study 755
71 / 90
b. Add the column ’no violations’
Number of no violations 685
=
Total number in study 755
72 / 90
280
c. Read this right off the chart 755
73 / 90
d. To calculate P(C OR NV) we need to use rule 3
74 / 90
e. To calculate P(C | NV) we need to consider just the number of ’no
violations’ column
25
P(C | NV ) =
70
75 / 90
f. To P(NV | Cc ) we need to consider just the number of ’not cellphone’
405
P(NV | C c ) =
450
76 / 90
Additional Problems
77 / 90
Problem # 1
78 / 90
Problem # 2
U and V are mutually exclusive events. P(U) = 0.26; P(V) = 0.37. Find:
a. P(U AND V) = 0
b. P(U|V) = 0
c. P(U OR V) = P(U)+P(V)=0.26+0.37
79 / 90
Problem # 3
After Rob Ford, the mayor of Toronto, announced his plans to cut
budget costs in late 2011, the Forum Research polled 1,046 people to
measure the mayor’s popularity. Everyone polled expressed either
approval or disapproval. These are the results their poll produced:
In early 2011, 60 % of the population approved of Mayor Ford’s
actions in office.
In mid-2011, 57 % of the population approved of his actions.
In late 2011, the percentage of popular approval was at 42 %.
a. What is the sample size for this study?
b. What proportion in the poll disapproved of Mayor Ford, according to the
results from late 2011?
c. How many people polled responded that they approved of Mayor Ford in
late 2011?
d. What is the probability that a person supported Mayor Ford, based on the
data collected in mid-2011?
e. What is the probability that a person supported Mayor Ford, based on the
data collected in early 2011?
80 / 90
Problem # 3
Answers:
81 / 90
Problem # 4
Suppose that you have eight cards. Five are green and three are
yellow. The five green cards are numbered 1, 2, 3, 4, and 5. The three
yellow cards are numbered 1, 2, and 3. The cards are well shuffled.
You randomly draw one card.
G = card drawn is green
E = card drawn is even-numbered
a. List the sample space. b. P(G)
c. P(G|E)
d. P(G AND E)
e. P(G OR E)
f. Are G and E mutually exclusive? Justify your answer numerically.
82 / 90
Problem # 4
Suppose that you have eight cards. Five are green and three are
yellow. The five green cards are numbered 1, 2, 3, 4, and 5. The three
yellow cards are numbered 1, 2, and 3. The cards are well shuffled.
You randomly draw one card.
G = card drawn is green
E = card drawn is even-numbered
a. S = {Y1, Y2, Y3, G1, G2, G3, G4, G5}
b. P(G) = 5/8
c. P(G|E) = 2/3
d. P(G AND E) = 2/8
e. P(G OR E) = 5/8 + 3/8 − 2/8 = 6/8
f. Are G and E mutually exclusive? Justify your answer numerically.
No, P(G AND E)6=0
83 / 90
Problem # 5
84 / 90
Problem # 5
85 / 90
Problem # 5
Are ”the hit being made by Hank Aaron” and ”the hit being a double”
independent events?
Yes, because P(hit by Hank Aaron|hit is a double) = P(hit by Hank
Aaron)
No, because P(hit by Hank Aaron|hit is a double) 6= P(hit is a double)
No, because P(hit is by Hank Aaron|hit is a double) 6= P(hit by Hank
Aaron)
Yes, because P(hit is by Hank Aaron|hit is a double) = P(hit is a
double)
86 / 90
Problem # 5
Are ”the hit being made by Hank Aaron” and ”the hit being a double”
independent events?
Yes, because P(hit by Hank Aaron|hit is a double) = P(hit by Hank
Aaron)
No, because P(hit by Hank Aaron|hit is a double) 6= P(hit is a double)
No, because P(hit is by Hank Aaron|hit is a double) 6= P(hit by
Hank Aaron)
Yes, because P(hit is by Hank Aaron|hit is a double) = P(hit is a
double)
87 / 90
Problem # 6
The percent of licensed U.S. drivers (from a recent year) that are
female is 48.60. Of the females, 5.03% are age 19 and under; 81.36%
are age 20–64; 13.61% are age 65 or over. Of the licensed U.S. male
drivers, 5.04% are age 19 and under; 81.43% are age 20–64; 13.53%
are age 65 or over. Complete the following.
a. Construct a table or a tree diagram of the situation.
b. Find P(driver is female).
c. Find P(driver is age 65 or over|driver is female).
d. Find P(driver is age 65 or over AND female).
e. In words, explain the difference between the probabilities in part c
and part d.
f. Find P(driver is age 65 or over).
g. Are being age 65 or over and being female mutually exclusive
events? How do you know?
88 / 90
Problem # 6
The percent of licensed U.S. drivers (from a recent year) that are
female is 48.60. Of the females, 5.03% are age 19 and under; 81.36%
are age 20-64; 13.61% are age 65 or over. Of the licensed U.S. male
drivers, 5.04% are age 19 and under; 81.43% are age 20-64; 13.53%
are age 65 or over. Complete the following.
a. Construct a table or a tree diagram of the situation. On Board
b. Find P(driver is female)= 0.486.
c. Find P(driver is age 65 or over|driver is female)= 0.1361/0.486.
d. Find P(driver is age 65 or over AND female)= 0.1361.
e. In words, explain the difference between the probabilities in part c
and part d.
f. Find P(driver is age 65 or over)= 0.1361 + 0.1353.
g. Are being age 65 or over and being female mutually exclusive
events? How do you know? No P(driver is age 65 or over AND
female)6= 0
89 / 90
This OpenStax ancillary resource is copyright Reza Khademakbari
under a CC BY-NC-SA 4.0 International license; it may be reproduced
or modified for noncommercial purposes only but must be attributed to
Reza Kahdemakbari and any changes must be noted. Any adaptation
must be shared under the same type of license.
90 / 90