MACT3211: Applied Probability

Probability

Maram Salem & Noha Youssef

February 6, 2021

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Outline

1 Probability

2 Counting Tools

3 Conditional Probability and Independence of Events

4 The Total Probability Law and Bayes Rule

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Porbability

Definition
The term probability is a measure of one’s belief in the occurrence of a
future event. Random events cannot be predicted with certainty, but the
relative frequency with which they occur in a long series of trials is often
remarkably stable.

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Sets Notation

Universal Set: the set of all elements under consideration denoted by

S.
Subset: For any two sets A and B, A is a subset of B if A is
contained in B.
Null Set: the set consisting of no points.
Union: the union of A and B, A ∪ B, is the set of all points in A or B
or both.
Intersection: the intersection of A and B, A ∩ B, is the set of all
points in both A and B.

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Sets Notation

Complement: If A is a subset of S, then the complement of A, Ā, is

the set of points that are in S but not in A.
Mutually Exclusive or Disjoint sets : if A ∩ B = φ.
Everything in A but not in B is written as A ∩ B̄ A only
De Morgans’s Laws
¯ B) = Ā ∩ B̄.
(A ∪
¯ B) = Ā ∪ B̄.
(A ∩
Distributive law : A ∪ (B ∩ C ) = (A ∪ B) ∩ (A ∪ C ) and
A ∩ (B ∪ C ) = (A ∩ B) ∪ (A ∩ C )

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Example 1

In the given figure, U

is the event of having a cat and I is
the event of having a dog. Express
in set notation and explain in
words what events are represented
by the following regions:
1 region 1
2 region 2
Figure:
3 region 3
4 region 4
5 region 3 & 4 together
6 regions 2 & 3 together
7 regions 1, 2 & 3 together.

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Example 2

At a wedding,
the guests may have ice cream
Figure:
or custard with their dessert. The
Venn diagram shows information
about the choices the guests made.

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Example 2

1 How many guests had custard?

2 How many guests had ice cream and custard?
3 How many guests went to the wedding?

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Probabilistic Model for an Experiment

Random Experiment: A process that we know all its possible

outcomes but we don’t know the exact result.
Sample Space: The set of all possible outcomes of a random
experiment., denoted by S
Simple event: A subset of S that contains one element.
Compound event: A subset of S that contains more than one
element or the union of several simple events.
Discrete Sample Space: The one that contains a finite or a
countable number of different sample points.
Event: in a discrete sample space, it is a collection of sample points.
Probabilistic model: can be constructed by assigning a numerical
probability to each simple event in the sample space.

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Calculating the Probability of an Event

1 Define the experiment.

2 List all the simple outcomes associated with the experiment. These
outcomes constitute the sample space.
3 Assign reasonable probabilities to these outcomes. Make sure each
probability is greater than or equal to zero and the sum of the
probabilities is 1. If all outcomes are equally likely the probability of
each will be 1/N.
4 Define the event of interest A and see the outcomes in the sample
space which makes A occur.
5 Find P(A) by summing the probabilities of these outcomes which
make A occur.

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Example 3

A manufacturer has 5 identical computer terminals available for shipping.

Unknown to her 2 of them are defective. A particular order calls for two of
the terminals and is filled by randomly selecting 2 of the five that are
available
1 List the sample space for this experiment.
2 Let A denote the event that the order is filled with two non defective
terminals. List the sample points in A.
3 Find the probability of event A.

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Example 4

A die is rolled, find the probability that an even number is obtained.

Solution: The sample space is S = {1, 2, 3, 4, 5, 6} and E is the event "an
even number is obtained",E = {2, 4, 6}.
The formula of the classical probability is
P(E ) = number of elements in E/number of elements in S the
P(E ) = 3/6 = 1/2.

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Axioms of Probability

1- 0 ≤ P ≤ 1.
2 - P(S) = 1.
3 - If A1 , A2 , · · · , An are disjoint sets then
Pn
P(A1 ∪ A2 ∪ A3 · · · An ) = i=1 P(Ai ).

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Counting Tools

If the sample space contains a very large number of sample points,

complete itemization will be tedious, time consuming and might be
practically impossible.
When this occurs we need not list the points but just use combinatorial
analysis to know the number of points in the sample space (N) and the
event space (n).
If outcomes are equally likely the probability of the event is n/N.

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Tools for counting sample points

To count the number of ways to conduct a certain process, split your

process into different comprehensive stages, count the number of ways to
conduct each stage and then the total number of ways to conduct the
whole process will be the product of the number of ways for each stage.
The following techniques stem from this fact
Multiplication of Choices
Permutation s
Combinations
Partitioning nn objects
distinctinto k distinct
objects into kgroups
distinct groups

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Tools for counting sample points

If we are going to choose r out of n, the number of choices depend on

whether repetition is allowed or not and whether order is important or not.
If repetition is allowed and order is important then the number of ways
is nr .
If repetition is not allowed and order is important then the number of
n!
ways is obtained using permutations Prn = (n−r )! . Note that
n! = n(n − 1)(n − 2) · · · 3 × 2 × 1 and 0! = 1
If repetition is not allowed and order is not important
n
then the number
of ways is obtained using combinations Crn = Pr r! . We divide by the
number of ways of arranging r items.If we want to arrange n items
Pk that these n items contain n1 , n2 , · · · nk similar items n!and
such
i=1 ni = n then the number of ways to arrange n is n1 !n2 !···nk ! .

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Example 5

Five different books are on a shelf. In how many different ways could you
arrange them?
Solution
The five books can be arranged in 5 · 4 · 3 · 2 · 1 = 5! = 120 ways.

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Example 6

How many ways can two slices of pizza be chosen from a plate containing
one slice each of pepperoni, sausage, mushroom, and cheese pizza.
Solution
In choosing the slices of pizza, order is not important. This arrangement is
4!
a combination. Thus, we need to find C24 = 2!(4−2)! = 6 ways.

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Example 7

Given a class of 12 girls and 10 boys.

1 In how many ways can a committee of five consisting of 3 girls and 2
boys be chosen?
2 What is the probability that a committee of five, chosen at random
from the class, consists of three girls and two boys?
3 How many of the possible committees of five have no boys?(i.e.
consists only of girls)
4 What is the probability that a committee of five, chosen at random
from the class, consists only of girls?

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Example 7: Solution
1 First note that the order of the children in the committee does not
matter. From 12 girls we can choose C312 different groups of three
girls. From the 10 boys we can choose C210 different groups. Thus, the
total number of committee is

= C312 × C210
= 9900
2 The total number of committees of 5 is C522 = 26334. Using part (a),
the probability that a committee of five will consist of 3 girls and 2
C 12 ×C 10 9900
boys to be 3 C 22 2 = 26334 = 0.3759
5
3 The number of ways to choose 5 girls from the 12 girls in the class is
C010 × C512 = C512 ) = 792
4 The probability that a committee of five consists only of girls is
C512
C 22
= 0.03
5

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Conditional Probability and Independence of Events

The conditional probability of an event A, given that an event B has

occurred is denoted by P(A|B) where P(A|B) = P(A∩B)P(B) provided that
P(B) > 0.
Tree diagrams are sometimes a useful way of finding probabilities that
involve a succession of events and conditional probabilities
The independence of events A and B is expressed as P(A|B) = P(A).
To verify the independence between A and B we use any of the
following
1- P(A|B) = P(A).
2- P(B|A) = P(B).
3- P(A ∩ B) = P(A).P(B)

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Example 8

A bag contains 6 green balls and 4 blue balls. A ball is chosen at random
from the bag and not replaced. This process is repeated 3 times.
Find the probability that
1 the 3 balls chosen are all green.
2 not all the same colour.
Solution:
1 P(all green)=P(first is green and second is green and third is
green)=P(first is green).P(second is green | first is green). P(third is
green | first and second are green)=6/10*5/9*4/8=0.167
2 P(not all the same color)=1- P(all of the same color)=1-(P(all
green)+P(all
blue))=1-(0.167+4/10*3/9*2/8))=1-(0.167+0.033)=0.8 . Another
Anyof
way other solution?
solving it??

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Two Laws of Probability

Multiplication rule:P(A ∩ B) = P(A).P(B|A) = P(B).P(A|B).

Addition rule: P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
If the two events are mutually exclusive this implies
P(A ∪ B) = P(A) + P(B).
If the two events are independent this implies
P(A ∪ B) = P(A) + P(B) − P(A).P(B).
Since P(A ∪ Ā) = P(A) + P(Ā) = 1 then P(Ā) = 1 − P(A)
P(A ∪ B ∪ C ) =
P(A)+P(B)+P(C )−P(A∩B)−P(A∩C )−P(B ∩C )+P(A∩B ∩C )

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Total Probability Law

Assume that B is an event that has k disjoint partitions and A is an event

then
Total Probability law:
P(A) = P(B1 )P(A|B1 ) + P(B2 )P(A|B2 ) + · · · P(Bk ).P(A|Bk )

B B
k-1 k

Figure:

Mutually Exclusive and Comprehensive Partitions

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Bayes Rule

P(Bi ∩A) P(Bi ∩A)

Bayes Rule: P(Bi |A) = P(A) = P(B1 )P(A|B1 )+P(B2 )P(A|B2 )+···P(Bk ).P(A|Bk )

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Example 9

Ali travels to work either by bus or by taxi or by bicycle. The probability

that he travels by bus is 0.3, by taxi is 0.5 and by bicycle is 0.2. The
probability that he arrives on time is 0.6 if he travels by bus, 0.9 if he
travels by taxi and 0.8 if he travels by bicycle.
1 Draw a tree diagram to show this information.
2 Find the probability that Ali does not arrive at work on time.
3 Find the conditional probability that Ali traveled by bus , given that he
does not arrive at work on time.

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Example 9: Solution

1 Left for students in class.

2 P(Ali does not arrive at work on time)=1-P(Ali arrives at work on
time)=1-[P(Ali arrives at work on time by Bus or arrives at work on
time by taxi)]=1-[P(travels by bus).P(On time | bus)+P(travels by
taxi).P(On time | taxi)]=1-(0.3*0.6+0.5*0.9)=0.37
3 P(traveled by bus | not on time)=P(not on time and bus)/P(not on
time)=0.4*0.3/0.37=0.324

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