Stat6003 - PPT1 - W1 - S1 - R0

Probability Theory
Week 1
INTRODUCTION TO PROBABILITY
THEORY
Learning Outcomes :
• LO1: Describe the basic concepts of probability

• LO2: Interpret the results of statistical calculation
• LO3: Analyze data using probability theory
Probability Theory
Probability is the branch of mathematics that studies
the possible outcomes of given events together with
the outcomes' relative likelihoods and distributions
the word "probability" is used to mean the chance that a

particular event (or set of events) will occur expressed on a
linear scale from 0 (impossibility) to 1 (certainty), also
expressed as a percentage between 0 and 100%.
The analysis of events governed by probability is called

STATISTICS
Probability Theory
SAMPLE SPACE
The sample space S of an experiment is a set consisting of
all of the possible experimental outcomes.
Manager supervises the operation of three power plants, plant
X, plant Y, and plant Z. At any given time, each of the three
plants can be classified as either generating electricity (1) or
being idle (0). With the notation (0, 1, 0) used to represent the
situation where plant Y is generating electricity but plants X and
Z are both idle, the sample space for the status of the three
plants at a particular point in time is S = {(0, 0, 0) (0, 0, 1) (0, 1,
0) (0, 1, 1) (1, 0, 0) (1, 0, 1) (1, 1, 0) (1, 1, 1)}
Probability Theory
The likelihoods of particular experimental outcomes actually
occurring are found by assigning a set of probability values
to each of the elements of the sample space.
A set of probability values for an experiment with a sample space
S = {O1, O2, . . . , On} consists of some probabilities
p1, p2, . . . , pn
that satisfy
0 ≤ p1 ≤ 1, 0 ≤ p2 ≤ 1, . . . , 0 ≤ pn ≤ 1
and
p1 + p2 + ・・・ + pn = 1
The probability of outcome Oi occurring is said to be pi , and this is
written
P(Oi ) = pi .
Event
An event A is a subset of the sample space S. It collects
outcomes of particular interest. The probability of an event
A, P(A), is obtained by summing the probabilities of the
outcomes contained within the event A.
The probability of the

event A is calculated as
the sum of the
probabilities of these three
events, so that
P(A) = 0.10 + 0.15 + 0.30 =
0.55
Events
The event A, the complement of an event A, is the event
consisting of everything in the sample space S that is not
contained within the event A. In all cases P(A) + P(A’ ) = 1
In previous example, the probability of the complement of

A is obtained by summing the probabilities of the five
outcomes not contained within A, so that
P(A’) = 0.10 + 0.05 + 0.05 + 0.15 + 0.10 = 0.45
Combinations of Events
 Intersections of Events
The event A ∩ B is the intersection of the events A and B and
consists of the outcomes that are contained within both events
A and B. The probability of this event, P(A ∩ B), is the
probability that both events A and B occur simultaneously.
Event A consists of three outcomes, and its probability is given
by
P(A) = 0.01 + 0.07 + 0.19 = 0.27
Event B consists of five outcomes, and its probability is given
by
P(B) = 0.07 + 0.19 + 0.04 + 0.14 + 0.12 = 0.56
It has a probability of P(A ∩ B) = 0.07 + 0.19 = 0.26 which is

the probability that both events A and B occur
simultaneously.
Notice that
P(A ∩ B) + P(A ∩ B’) = 0.26 + 0.01 = 0.27 = P(A)
and similarly that
P(A ∩ B) + P(A’ ∩ B) = 0.26 + 0.30 = 0.56 = P(B)
P(A ∩ B) + P(A ∩ B’) = P(A)

P(A ∩ B) + P(A’ ∩ B) = P(B)
 Mutually Exclusive Events
Two events A and B are said to be mutually exclusive if
A ∩ B = ∅ so that they have no outcomes in common.
Some other simple results concerning the
intersections of events are as follows:
A ∩ B = B ∩A  A∩ A’= A
A ∩ S =A  A∩∅ = ∅
A ∩ A’ = ∅  A ∩ (B ∩ C) = (A ∩ B) ∩ C
 Union of Events
The event A ∪ B is the union of events A and B and consists
of the outcomes that are contained within at least one of the
events A and B. The probability of this event, P(A ∪ B), is the
probability that at least one of the events A and B occurs.
Notice that the outcomes in the event A ∪ B can be classified

into three kinds. They are
1. in event A, but not in event B
2. in event B, but not in event A
3. in both events A and B
Since the probability of A ∪ B is obtained as the sum of the
probability values of the outcomes within these three
(mutually exclusive) events, the following result is obtained:
P(A ∪ B) = P(A ∩ B) + P(A ∩ B) + P(A ∩ B)
This equality can be presented in another form using the

relationships
P(A ∩ B) = P(A) − P(A ∩ B) and P(A ∩ B) = P(B) − P(A ∩ B)
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

If the events A and B are mutually exclusive so that P(A ∩ B)
= 0, then
P(A ∪ B) = P(A) + P(B)
Notice that the event (A∪ B) can also be written as A∩ B since

it consists of those outcomes that are simultaneously neither
in event A nor in event B. This is a general result:
(A ∪ B) = A ∩ B
 Union of Three Events
The probability of the union of three events A, B, and C is the sum of
the probability values of the simple outcomes that are contained
within at least one of the three events. It can also be calculated from
the expression
P(A ∪ B ∪ C) = [P(A) + P(B) + P(C)] − [P(A ∩ B) + P(A ∩ C)
+P(B ∩ C)] + P(A ∩ B ∩ C)
A, B, and C that are mutually exclusive because no two events

have any outcomes in common. In this case,
P(A ∪ B ∪ C) = P(A) + P(B) + P(C)
 Union of Mutually Exclusive Events
For a sequence A1, A2, . . . , An of mutually exclusive events,
the probability of the union of the events is given by
P(A1 ∪ . . .∪ An) = P(A1) + . . . + P(An)
 Sample Space Partitions

A partition of a sample space is a sequence A1, A2, . . . , An of
mutually exclusive events for which
A1 ∪ . . .∪ An = S
Each outcome in the sample space is then contained within one
and only one of the events Ai .
EXERCISE
1. Let A be the event that a person is female, let B be
the event that a person has black hair, and let C be
the event that a person has brown eyes. Describe
the kinds of people in the following events:
(a) A ∩ B (b) A ∪ C
(c) A ∩ B ∩ C (d) A ∩ (B ∪ C)
2. A bag contains 200 balls that are either red or blue
and either dull or shiny. There are 55 shiny red
balls, 91 shiny balls, and 79 red balls. If a ball is
chosen at random, what is the probability that it is
either a shiny ball or a red ball? What is the
probability that it is a dull blue ball?
Refferences
• Hayter, Anthony.J, (2012), Probabilty and Statistics for
Engineers and Scientiest 4th edition,Cengage Learning,
Chapter 1
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Probability Theory

• LO1: Describe the basic concepts of probability

the word "probability" is used to mean the chance that a

The analysis of events governed by probability is called

The probability of the

In previous example, the probability of the complement of

It has a probability of P(A ∩ B) = 0.07 + 0.19 = 0.26 which is

P(A ∩ B) + P(A ∩ B’) = P(A)

Notice that the outcomes in the event A ∪ B can be classified

P(A ∪ B) = P(A ∩ B) + P(A ∩ B) + P(A ∩ B)

This equality can be presented in another form using the

P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

Notice that the event (A∪ B) can also be written as A∩ B since

A, B, and C that are mutually exclusive because no two events

 Sample Space Partitions

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