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Basic Probability Concepts

Probability the chance that an uncertain


event will occur (always between 0 and 1)
Impossible Event an event that has no
chance of occurring (probability = 0)
Certain Event an event that is sure to occur
(probability = 1)

Probability
Probability is the numerical
measure of the likelihood
that an event will occur

Certain

Value is between 0 and 1


Sum of the probabilities of
all mutually exclusive and
collective exhaustive events
is 1

.5

Impossible

Methods of Assigning Probabilities


Classical method of assigning probability
(rules and laws)
Relative frequency of occurrence (cumulated
historical data)
Subjective Probability (personal intuition or
reasoning)

Classical Probability
Number of outcomes leading
n
to the event divided by the
P( E ) e
N
total number of outcomes
possible
Where:
Each outcome is equally likely N total number of outcomes
Determined a priori -- before
performing the experiment
ne number of outcomes in E
Applicable to games of chance
Objective -- everyone correctly
using the method assigns an
identical probability

Relative Frequency Probability


Based on historical
data
Computed after
performing the
experiment
Number of times an
event occurred divided
by the number of trials
Objective -- everyone
correctly using the
method assigns an
identical probability

P( E )

Where:
N totalnumberoftrials

numberofoutcomes

producingE

Subjective Probability
Comes from a persons intuition or
reasoning
Subjective -- different individuals may
(correctly) assign different numeric
probabilities to the same event
Degree of belief
Useful for unique (single-trial) experiments

New product introduction


Initial public offering of common stock
Site selection decisions
Sporting events

Example of a priori probability


Find the probability of selecting a face card (Jack, Queen, or
King) from a standard deck of 52 cards.

X
number of face cards
Probability of Face Card

T
total number of cards

X
12 face cards
3

T
52 total cards 13

Example of empirical probability


Find the probability of selecting a male taking statistics
from the population described in the following table:
Taking Stats

Not Taking
Stats

Total

Male

84

145

229

Female

76

134

210

160

279

439

Total

Probability of male taking stats

number of males taking stats 84

0.191
total number of people
439

Structure of Probability

Experiment
Event
Elementary Events
Sample Space
Unions and Intersections
Mutually Exclusive Events
Independent Events
Collectively Exhaustive Events
Complementary Events

Experiment
Experiment: a process that produces outcomes
More than one possible outcome
Only one outcome per trial

Trial: one repetition of the process


Elementary Event: cannot be decomposed or
broken down into other events
Event: an outcome of an experiment
may be an elementary event, or
may be an aggregate of elementary events
usually represented by an uppercase letter, e.g.,
A, E1

Simple Events
The Event of a Triangle

There are 5 triangles in this collection of 18 objects

Joint Events
The event of a triangle AND blue in color

Two triangles that are blue

An Example Experiment
Experiment: randomly select, without
replacement, two families from the residents of
Anand City
Elementary Event: the
sample includes families
A and C
Event: each family in
the sample has children
in the household
Event: the sample
families own a total of
four automobiles

Tiny Town Population


Family

Children in
Household

Number of
Automobiles

A
B
C
D

Yes
Yes
No
Yes

3
2
1
2

Sample Space
The set of all elementary events for an
experiment
Methods for describing a sample space

roster or listing
tree diagram
set builder notation
Venn diagram

Sample Space: Roster Example


Experiment: randomly select, without
replacement, two families from the residents of
Anand city
Each ordered pair in the sample space is an
elementary event, for example -- (D,C)
Family

A
B
C
D

Children in
Household

Number of
Automobiles

Yes
Yes
No
Yes

3
2
1
2

Listing of Sample Space

(A,B), (A,C), (A,D),


(B,A), (B,C), (B,D),
(C,A), (C,B), (C,D),
(D,A), (D,B), (D,C)

Sample Space: Tree Diagram for


Random Sample of Two Families
A

B
C
D
A

C
D
A
B
D
A
B
C

Sample Space: Set Notation for


Random Sample of Two Families
S = {(x,y) | x is the family selected on the
first draw, and y is the family selected on
the second draw}
Concise description of large sample spaces

Simple Sample Spaces


Possible outcomes when
rolling two dice
Each singular possibility
is equally likely
This is a simple sample
space

Sample Space
Useful for discussion of general principles
and concepts
Listing of Sample Space

(A,B), (A,C), (A,D),


(B,A), (B,C), (B,D),
(C,A), (C,B), (C,D),
(D,A), (D,B), (D,C)

Venn Diagram

Union of Sets
The union of two sets contains an instance
of each element of the two sets.
X 1,4,7,9
X Y
Y 2,3,4,5,6

X Y 1,2,3,4,5,6,7,9

C IBM , DEC , Apple

F Apple, Grape, Lime

C F IBM , DEC , Apple, Grape, Lime

Intersection of Sets
The intersection of two sets contains only
those element common to the two sets.
X 1,4,7,9

Y 2,3,4,5,6
X Y 4

C IBM , DEC , Apple

F Apple, Grape, Lime

C F Apple

Mutually Exclusive Events


Events with no
common outcomes
Occurrence of one
event precludes the
occurrence of the
other event
C IBM , DEC , Apple
F Grape, Lime

CF

X 1,7,9

Y 2,3,4,5,6
X Y

P( X Y ) 0

Independent Events
Occurrence of one event does not affect the
occurrence or nonoccurrence of the other
event
The conditional probability of X given Y is
equal to the marginal probability of X.
The conditional probability of Y given X is
equal to the marginal probability of Y.
P( X | Y ) P( X ) andP(Y | X ) P(Y )

Collectively Exhaustive Events


Contains all elementary events for an
experiment

E1

E2

E3

Sample Space with three


collectively exhaustive events

Complementary Events
All elementary events not in the event A
are in its complementary event.
Sample
Space

P( SampleSpace) 1
P( A) 1 P ( A)

Counting the Possibilities


mn Rule
Sampling from a Population with
Replacement
Combinations: Sampling from a Population
without Replacement

mn Rule
If an operation can be done m ways and a
second operation can be done n ways, then
there are mn ways for the two operations to
occur in order.
A cafeteria offers 5 salads, 4 meats, 8
vegetables, 3 breads, 4 desserts, and 3
drinks. A meal is two servings of
vegetables, which may be identical, and one
serving each of the other items. How many
meals are available?

Sampling from a Population with


Replacement
A tray contains 1,000 individual tax returns.
If 3 returns are randomly selected with
replacement from the tray, how many
possible samples are there?
(N)n = (1,000)3 = 1,000,000,000

Combinations
A tray contains 1,000 individual tax returns.
If 3 returns are randomly selected without
replacement from the tray, how many possible
samples are there?

N!
1000!
N

166,167,000


n n!( N n)! 3!(1000 3)!

Four Types of Probability

Marginal Probability
Union Probability
Joint Probability
Conditional Probability

Four Types of Probability


Marginal

Union

Joint

Conditional

P( X )

P( X Y )

P( X Y )

P( X | Y )

The probability
of X occurring

The probability
of X or Y
occurring

X Y

The probability
of X and Y
occurring

The probability
of X occurring
given that Y has
occurred

X Y
Y

General Law of Addition


P( X Y ) P( X ) P( Y ) P( X Y )
X

Example

General Law of Addition -- Example


P( N S ) P( N ) P( S ) P( N S )
S

N
.70

.56

.67

P( N )
P( S )
P( N S )
P( N S )

.70
.67
.56
.70.67 .56
0.81

Office Design Problem


Probability Matrix

Noise
Reduction

Yes
No
Total

Increase
Storage Space
Yes
No
.14
.56
.19
.11
.33
.67

Total
.70
.30
1.00

Office Design Problem


Probability Matrix

Noise
Reduction

Yes
No
Total

Increase
Storage Space
Yes
No
.14
.56
.19
.11
.33
.67

Total
.70
.30
1.00

P( N S ) P( N ) P( S ) P( N S )
.70.67 .56
.81

Office Design Problem


Probability Matrix

Noise
Reduction

Yes
No
Total

Increase
Storage Space
Yes
No
.14
.56
.19
.11
.33
.67

P ( N S ) .56.14 .11
.81

Total
.70
.30
1.00

Venn Diagram of the X or Y


but not Both Case
X

The Neither/Nor Region

P( X Y ) 1 P( X Y )

The Neither/Nor Region

P( N S ) 1 P( N S )
1.81
.19

Special Law of Addition


If X and Y are mutually exclusive,
P( X Y ) P( X ) P(Y )

Y
X

Demonstration Problem 4.3


Type of
Position
Managerial
Professional
Technical
Clerical
Total

Gender
Male Female
8
3
31
13
52
17
9
22
100
55

P(T C) P(T ) P(C )


69 31

155 155
.645

Total
11
44
69
31
155

Demonstration Problem 4.3


Type of
Position
Managerial
Professional
Technical
Clerical
Total

Gender
Male Female
8
3
31
13
52
17
9
22
100
55

P( P C ) P( P) P(C )
44
31

155 155
.484

Total
11
44
69
31
155

Law of Multiplication
Demonstration Problem 4.5
P( X Y ) P( X ) P( Y | X ) P(Y ) P( X | Y )
80
P( M )
0. 5714
140
P( S| M ) 0. 20
P ( M S ) P ( M ) P ( S| M )
( 0. 5714 )( 0. 20 ) 0.1143

Law of Multiplication
Demonstration Problem 4.5
Probability Matrix
of Employees
Supervisor
Yes
No
Total

Married
Yes
No
Total
.1143 .1000 .2143
.4571 .3286 .7857
.5714 .4286 1.00

30
0.2143
140
80
P( M )
0.5714
140
P ( S | M ) 0.20
P( S )

P ( M S ) P ( M ) P ( S| M )
( 0. 5714 )( 0. 20 ) 0.1143

P( M S ) P( M ) P( M S )

P( S ) 1 P( S )

0. 5714 0.1143 0. 4571

1 0. 2143 0. 7857

P( M S ) P( S ) P( M S )

P ( M S ) P( S ) P ( M S )

0. 2143 0.1143 0.1000

0. 7857 0. 4571 0. 3286

P( M ) 1 P( M )
1 0. 5714 0. 4286

Special Law of Multiplication


for Independent Events
General Law

P( X Y ) P( X ) P( Y | X ) P( Y ) P( X | Y )
Special Law
IfeventsXandYareindependent,
P( X ) P( X | Y ), andP(Y ) P(Y | X ).
Consequently,
P( X Y ) P( X ) P( Y )

Law of Conditional Probability


The conditional probability of X given Y is
the joint probability of X and Y divided by
the marginal probability of Y.

P( X Y ) P( Y | X ) P( X )
P( X | Y )

P(Y )
P( Y )

Law of Conditional Probability


N

S
.56

.70

P ( N ) .70
P ( N S ) .56
P( N S )
P( S | N )
P( N )
.56

.70
.80

Office Design Problem

Noise
Reduction

Yes
No
Total

Reduced Sample
Space for
Increase
Storage Space
= Yes

Increase
Storage Space
Yes
No
.14
.56
.19
.11
.33
.67

Total
.70
.30
1.00

P ( N S ) .11
P( N | S )

P(S )
.67
.164

Independent Events
If X and Y are independent events, the
occurrence of Y does not affect the
probability of X occurring.
If X and Y are independent events, the
occurrence of X does not affect the
probability of Y occurring.
IfXandYareindependentevents,
P( X | Y ) P( X ), and
P(Y | X ) P(Y ).

Independent Events
Demonstration Problem 4.10
Geographic Location
Northeast Southeast Midwest
D
E
F

West
G

Finance A

.12

.05

.04

.07

.28

Manufacturing B

.15

.03

.11

.06

.35

Communications C

.14

.09

.06

.08

.37

.41

.17

.21

.21 1.00

P ( A G ) 0.07
P( A| G )

0.33
P(G )
0.21
P( A| G ) 0.33 P( A) 0.28

P( A) 0.28

Independent Events
Demonstration Problem 4.11

12

20

20

30

50

15

34

51

85

8
P( A| D)
.2353
34
20
P( A)
.2353
85
P( A| D) P( A) 0.2353

Revision of Probabilities: Bayes Rule


An extension to the conditional law of
probabilities
Enables revision of original probabilities
with new information
P( Xi| Y )

P(Y | Xi ) P( Xi )
P(Y | X 1) P( X 1) P(Y | X 2 ) P( X 2 ) P(Y | Xn ) P( Xn )

Revision of Probabilities
with Bayes' Rule: Ribbon Problem
P( Alamo) 0. 65
P( SouthJersey) 0. 35
P( d | Alamo) 0. 08
P( d | SouthJersey) 0.12
P( d | Alamo) P( Alamo)
P( d | Alamo ) P( Alamo) P( d | SouthJersey) P( SouthJersey)
( 0. 08)( 0. 65)

0. 553
( 0. 08)( 0. 65) ( 0.12 )( 0. 35)
P( d | SouthJersey) P( SouthJersey)
P( SouthJersey| d )
P( d | Alamo ) P( Alamo) P( d | SouthJersey) P( SouthJersey)
( 0.12 )( 0. 35)

0. 447
( 0. 08)( 0. 65) ( 0.12 )( 0. 35)
P( Alamo| d )

Revision of Probabilities
with Bayes Rule: Ribbon Problem
Prior
Probability
Event

Alamo

P( Ei )
0.65

Conditional
Probability

Joint
Probability

Revised
Probability

P(d| Ei )

P(Ei d) P( Ei| d )

0.08

0.052

0.052
0.094
=0.553

South Jersey

0.35

0.12

0.042

0.042
0.094

0.094
=0.447

Revision of Probabilities
with Bayes' Rule: Ribbon Problem
Alamo
0.65

Defective
0.08

0.052

Acceptable
0.92

South
Jersey
0.35

Defective
0.12
Acceptable
0.88

0.042

0.094

Probability for a Sequence


of Independent Trials
25 percent of a banks customers are commercial
(C) and 75 percent are retail (R).
Experiment: Record the category (C or R) for
each of the next three customers arriving at the
bank.
Sequences with 1 commercial and 2 retail
customers.
C1
R2
R3
R1
C2
R3
R1
R2
C3

Probability for a Sequence


of Independent Trials
Probability of specific sequences containing
1 commercial and 2 retail customers,
assuming the events C and R are
independent
1
P(C1 R 2 R 3) P(C ) P( R) P( R)
4

3

4

9
3

4 64

3
P( R1 C 2 R 3) P( R) P(C ) P( R)
4

9
1 3

4 4 64

3
P( R1 R 2 C 3) P( R) P( R) P(C )
4

3

4

9
1

4 64

Probability for a Sequence


of Independent Trials
Probability of observing a sequence
containing 1 commercial and 2 retail
customers, assuming the events C and R are
independent
P (C1 R 2 R 3) ( R1 C 2 R 3) ( R1 R 2 C 3)
P(C1 R 2 R 3) P( R1 C 2 R 3) P( R1 R 2 C 3)
9 9 9 27

64 64 64 64

Probability for a Sequence


of Independent Trials
Probability of a specific sequence with 1 commercial and
2 retail customers, assuming the events C and R are
independent
9

P C R R P(C ) P( R) P( R)
64

Number of sequences containing 1 commercial and 2


retail customers
n
n!
3!
nCr

3

r ! n r ! 1! 3 1 !
r
Probability of a sequence containing 1 commercial and 2
retail customers
27
9
3

64

64

Probability for a Sequence


of Dependent Trials
Twenty percent of a batch of 40 tax returns
contain errors.
Experiment: Randomly select 4 of the 40 tax
returns and record whether each return
contains an error (E) or not (N).
Outcomes with exactly 2 erroneous tax returns
E 1 E2 N 3 N 4
E 1 N 2 E3 N 4
E1 N2 N3 E4
N 1 E2 E3 N 4
N 1 E2 N 3 E4
N 1 N 2 E 3 E4

Probability for a Sequence


of Dependent Trials
Probability of specific sequences containing 2
erroneous tax returns (three of the six sequences)
P( E 1 E 2 N 3 N 4 ) P( E 1) P( E 2| E 1) P( N 3| E 1 E 2 ) P( N 4| E 1 E 2 N 3)
55,552
8 7 32 31
0.01




50 49 48 47
5,527,200
P( E 1 N 2 E 3 N 4 ) P( E 1) P( N 2| E 1) P( E 3| E 1 N 2 ) P ( N 4| E 1 N 2 E 3)

55,552
8 32 7 31
0.01




50 49 48 47
5,527,200
P( E 1 N 2 N 3 E 4 ) P( E 1) P( N 2| E 1) P( N 3| E 1 N 2 ) P ( E 4| E 1 N 2 N 3)

55,552
8 32 31 7

0.01




50 49 48 47
5,527,200

Probability for a Sequence


of Independent Trials
Probability of observing a sequence containing
exactly 2 erroneous tax returns
P(( E1 E 2 N 3 N 4 ) ( E1 N 2 E 3 N 4 ) ( E1 N 2 N 3 E 4 )
( N 1 E 2 E 3 N 4 ) ( N 1 E 2 N 3 E 4 ) ( N 1 N 2 E 3 E 4 ))
P ( E 1 E 2 N 3 N 4 ) P( E 1 N 2 E 3 N 4 ) P( E 1 N 2 N 3 E 4 )
P( N 1 E 2 E 3 N 4 ) P ( N 1 E 2 N 3 E 4 ) P ( N 1 N 2 E 3 E 4 )
55, 552
55, 552
55, 552
55, 552
55, 552
55, 552

5, 527, 200 5, 527, 200 5, 527, 200 5, 527, 200 5, 527, 200 5, 527, 200
0. 06

Probability for a Sequence


of Dependent Trials
Probability of a specific sequence with exactly 2 erroneous tax
returns
55,552
8 7 32 31
0.01




50 49 48 47
5,527,200

P( E 1 E 2 N 3 N 4)

Number of sequences containing exactly 2 erroneous tax


returns
n
n!
4!
n
nCr

6
Cr
r ! n r ! 2! 4 2 !
r
Probability of a sequence containing exactly 2 erroneous tax
returns

55,552
0.06
5,527,200