Statistics 2 intro prob

Introduction to Probability
• Experiments, Counting
Rules, and Assigning
Probabilities
• Events and Their
Probability
• Some Basic Relationships
of Probability
• Conditional Probability
• Bayes’ Theorem
Probability
Probability is a numerical measure of
the likelihood that an event will
occur.
Probability values are always

assigned on a scale from 0 to 1.
An Experiment and Its
Sample Space
An experiment is any process that

generates well defined outcomes.
The sample space for an experiment is

the set of all experimental outcomes.
A sample point is an element of the

sample space, any one particular
experimental outcome.
A Counting Rule for
Multiple-Step Experiments
Experiment - a sequence of k steps in

which there are:
first step - n1 possible results,
second step - n2 possible results,
and so on,
The total number of experimental

outcomes is given by (n1)(n2) . . . (nk).
Graphical representation of a multiple

step experiment is a tree diagram.
Counting Rule for
Combinations
Number of experimental outcomes
when x objects are to be selected from
a set of N objects.
Number of combinations of N objects
taken x at a time
N N N!
C x   
 x  x!( N  x)!
where N! = N(N - 1)(N - 2) . . . (2)(1)
x! = x(x - 1)( x - 2) . . . (2)(1)
0! = 1
Of a total of 25 samples, 6 are to be used in

an experiment. How many different
combinations of 6 samples can be chosen?
(that is N=25 and x=6)
Counting Rule for Permutations
Number of experimental outcomes
when x objects are to be selected
from a set of N objects where the
order of selection is important.
Number of permutations of N objects

taken x at a time
N N N!
Px  x!  
 x ( N  x )!
In how many ways can 12 different amino

acids be arranged into a polypeptide chain
of 5 amino acids?
Assigning Probabilities
Classical Method
Assigning probabilities based on
the assumption of equally likely
outcomes.
Relative Frequency Method
experimentation or historical data.
Subjective Method
the assignor’s judgment.
Classical Method
If an experiment has n possible
outcomes, this method would assign
a probability of 1/n to each outcome.
Example
Experiment: Rolling a die
Sample Space: S = {1, 2, 3, 4, 5, 6}
Probabilities: Each sample point has a 1/6
chance of occurring.
Relative Frequency Method
Experiment or survey is repeated under
exactly the same conditions n times.
Event A is observed to occur k times
then
P(A) = k
Example n
The four human blood types are genetic
phenotypes. Of 5400 individuals examined,
the following frequency of each blood type is
observed. What is the relative frequency (RF)
of each blood type.
Blood type Frequency RF

O 2672 2672/5400=0.5
A 2041 2041/5400=0.38
B 486 486/5400=0.09
AB 201 201/5400=0.037
Subjective Method
• It might be inappropriate to assign
probabilities based solely on
historical data.
• Uses any data available as well as
experience and intuition, but
ultimately a probability value should
express the degree of belief that the
experimental outcome will occur.
• The best probability estimates often
are obtained by combining the
estimates from the classical or relative
frequency approach with the
subjective estimates.
Some Basic Relationships of
Probability
There are some basic probability
relationships that can be used to
compute the probability of an event
without knowledge of all the sample
point probabilities.
– Complement of an Event
– Union of Two Events
– Intersection of Two Events
– Mutually Exclusive Events
Complement of an Event
The complement of event A is defined
to be the event consisting of all
sample points that are not in A.
The complement of A is denoted by
Ac.
Union of Two Events

The union of events A and B is the
event containing all sample points
that are in A or B or both.
The union is denoted by
A B
Intersection of Two Events
The intersection of events A and B
is the set of all sample points that
are in both A and B.
The intersection is denoted by
A 
Addition Law
The addition law provides a way to
compute the probability of event A,
or B, or both A and B occurring.
The law is written as:
P(A B) = P(A) + P(B) - P(A  B

Mutually Exclusive Events
Two events are said to be mutually
exclusive if the events have no
sample points in common. That is,
two events are mutually exclusive if,
when one event occurs, the other
cannot occur.
Addition Law for Mutually

Exclusive Events
P(A B) = P(A) + P(B)

Conditional Probability
The probability of an event given
that another event has occurred is
called a conditional probability.
The conditional probability of

A given B is denoted by
P(A|B)
A conditional probability is
computed as follows:
P( A  B)
P ( A| B ) 
P( B)
Multiplication Law
The multiplication law provides a
way to compute the probability of
an intersection of two events.
The law is written as:
P(A  B) = P(B)P(A|B)

Independent Events
Events A and B are independent
if
P(A|B) = P(A).
Multiplication Law for

Independent Events
P(A  B) = P(A)P(B)
The multiplication law also can

be used as a test to see if two
events are independent.
Bayes’ Theorem
Often we begin probability analysis
with initial or prior probabilities.
Then, from a sample, special report, or

a product test we obtain some
additional information.
Given this information, we calculate

revised or posterior probabilities.
Bayes’ theorem provides the means for

revising the prior probabilities.
Bayes’ Theorem
To find the posterior probability that

event Ai will occur given that event B
has occurred we apply Bayes’
theorem.
P ( Ai ) P ( B| Ai )
P ( Ai | B ) 
P ( A1 ) P ( B| A1 )  P ( A2 ) P ( B| A2 ) ...  P ( An ) P ( B| An )
Bayes’ theorem is applicable when the

events for which we want to compute
posterior probabilities are mutually
exclusive and their union is the entire
sample space.
Example
Consider the following data on cancer patients and
controls
Phenotype cancer Normal
Patients Controls
A 200 300
B 50 90
AB 10 20
O 300 400
Use the data in the table to find the probability that a

randomly selected patient
(a) has phenotype A
(b) is an cancer patient
(c) is phenotype O and a cancer patient
(d) is phenotype AB or a normal control
(e) has phenotype A given that the patient is a cancer
patient
Total # of cancer patients = 560
Total # of Normal patients = 810
Total # of all patients = 1370
(200+300)
(a) P(A)= =
0.365
1370
560
(b) P(B)= =
0.409
1370
300
(c) P(C)= =
0.22
1370
(10+810)
(d) P(D)= 1370
=
0.6
200
(e) P(A C)= = 0.357
560

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Introduction to Probability

Probability values are always

An experiment is any process that

The sample space for an experiment is

A sample point is an element of the

Experiment - a sequence of k steps in

The total number of experimental

Graphical representation of a multiple

Of a total of 25 samples, 6 are to be used in

Number of permutations of N objects

In how many ways can 12 different amino

Blood type Frequency RF

Union of Two Events

The law is written as:

P(A B) = P(A) + P(B) - P(A  B

Addition Law for Mutually

P(A B) = P(A) + P(B)

The conditional probability of

P(A  B) = P(B)P(A|B)

Multiplication Law for

The multiplication law also can

Then, from a sample, special report, or

Given this information, we calculate

Bayes’ theorem provides the means for

To find the posterior probability that

Bayes’ theorem is applicable when the

Use the data in the table to find the probability that a

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