Introduction to Probability

PROBABILITY

 Probability is the language used to model uncertainty

 Probability as a numerical measure of the likelihood of occurrence
 Probability is the models for random phenomena
PHENOMENA

Deterministic Non-deterministic
Deterministic Phenomena
 There exists a mathematical model that allows “perfect” prediction
the phenomena’s outcome.
 Many examples exist in Physics, Chemistry (the exact sciences).

Non-deterministic Phenomena
 No mathematical model exists that allows “perfect” prediction the
phenomena’s outcome.
NON-DETERMINISTIC PHENOMENA

 Random Phenomena
 Unable to predict the outcomes, but in a long-run, the outcomes exhibits
statistical regularity
 Haphazard Phenomena
 Unpredictable outcomes and no statistical regularity in the outcomes
Non-deterministic

Deterministic

Haphazard

Random
RANDOM PHENOMENA

– Unable to predict the outcomes, but in the long-run, the

outcomes exhibit statistical regularity.

– Example 1: Tossing a coin – outcomes S = {Head, Tail}

•Unable to predict on each toss whether is Head or Tail
•However, in long run can predict that 50% of the time head
will occurs and 50% of the time tails will occurs
Example 2: Rolling a die – outcomes
S ={ , , , , , }

Unable to predict outcome but in the long run can one can determine that
each outcome will occur 1/6 of the time.
Use symmetry. Each side is the same. One side should not occur more
frequently than another side in the long run. If the die is not balanced this
may not be true.
THE SAMPLE SPACE, S
The sample space, S, for a random phenomena is the set of all possible
outcomes.

Example:
Tossing a coin – outcomes S ={Head, Tail}
Final Exam Attempt – outcomes S = {Pass, Fail}
Covid Rapid Test – outcomes S = {Detected, Not Detected} / {Positive, Negative}
AN EVENT - E
The event, E, is any subset of the sample space, S. i.e. any set of outcomes (not
necessarily all outcomes) of the random phenomena

Venn
S diagram
E
Examples

Rolling a die – outcomes

S ={ , , , , , }
={1, 2, 3, 4, 5, 6}

E = the event that an even number is rolled

= {2, 4, 6}
={ , , }
SET OPERATIONS ON EVENTS
Union
Let A and B be two events, then the union of A and B is the
event (denoted by AB) defined by:
A  B = {e belongs to A or e belongs to B}

AB

A B
Intersection
Let A and B be two events, then the intersection of A and B is the event
(denoted by AB) defined by:

A  B = {e belongs to A and e belongs to B}

AB

A B
The event A  B occurs if the event A occurs and the event B occurs .

AB

A B
Complement
Let A be any event, then the complement of A (denoted by A ) defined by:

A = {e does not belongs to A}

A
A
The event A occurs if the event A does not occur

A
A
SUMMARY

1. Union if you see the word or,

2. Intersection if you see the word and,
3. Complement if you see the word not.
DEFINITION: MUTUALLY EXCLUSIVE

Two events A and B are called mutually exclusive if:

A B =

A B
If two events A and B are are mutually exclusive then:

• They have no outcomes in common.

• They can’t occur at the same time.
• The outcome of the random experiment can not belong to both A
and B.

A B
PROBABILITY OF AN EVENT E

Suppose that the sample space S = {o1, o2, o3, … oN} has a finite number, N, of
outcomes.
Then for any event E

𝑛 𝐸 𝑛 𝐸 no. of outcomes in 𝐸
𝑃𝐸 = = =
𝑛 𝑆 𝑁 total no. of outcomes

CLASSIC PROBABILITY/THEORETICAL PROBABILITY

PROBABILITY OF AN EVENT E
The probability of an even can also be obtained by observing the frequency of
an event E relative to the total frequency

P (E ) = Frequency of Event E
Total frequency
𝑓
=
𝑓𝑛

EMPIRICAL PROBABILITY/STATISTICAL PROBABILITY

EXAMPLE
A die is rolled. Find the probability of Event A: rolling a 5.
EXAMPLE
A travel agent determines that in every 50 reservations she makes, 12 will be for a
cruise. What is the probability that the next reservation she makes will be for a
cruise?
EXAMPLE
The following frequency distribution represents the ages of 30 students in a
statistics class. What is the probability that a student is between 26 and 33 years
old?

Ages Frequency, f

18 – 25 13
26 – 33 8
34 – 41 4
42 – 49 3
50 – 57 2
 f = 30
SUBJECTIVE PROBABILITY
Subjective probability results from intuition, educated guesses, and estimates.

Range of Probabilities Rule

The probability of an event E is between 0 and 1, inclusive. That is

0  P(A)  1.

Impossible Even Certain

to occur chance to occur
EXAMPLE
A business analyst predicts that the probability of a certain union going on strike is
0.15.
SUBJECTIVE PROBABILITY → LIKELIHOOD OF OCCURRENCE

Increasing Likelihood of Occurrence

0 0.5 1
Probability:

The event The occurrence The event

is very of the event is is almost
unlikely just as likely as certain
to occur. it is unlikely. to occur.
RULES OF PROBABILITY
ADDITIVE RULE
(MUTUALLY EXCLUSIVE EVENTS)

P[A  B] = P[A] + P[B]

A B
i.e.
P[A or B] = P[A] + P[B]
EXAMPLE
100 college students were surveyed and asked how many hours a week they
spent studying. The results are in the table below. Find the probability that a
student spends between 5 and 10 hours or more than 10 hours studying.

Less More
5 to 10 Total
then 5 than 10
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100

P (5 to10 hours or more than 10 hours) = P (5 to10) + P (10)

46 30 76
= + = = 0.76
100 100 100
ADDITIVE RULES

A B

A B

When P[A] is added to P[B] the outcome in A  B are counted twice.

Hence,
P[A  B] = P[A] + P[B] – P[A  B]
ADDITIVE RULE

P[A  B] = P[A] + P[B] – P[A  B]

or
P[A or B] = P[A] + P[B] – P[A and B]
Example

Saskatoon and Moncton are two of the cities competing for the World university games.
The organizers are narrowing the competition to the final 5 cities.
There is a 20% chance that Saskatoon will be amongst the final 5.
There is a 35% chance that Moncton will be amongst the final 5 and 8% chance that
both Saskatoon and Moncton will be amongst the final 5.
What is the probability that Saskatoon or Moncton will be amongst the final 5.
Solution:

Let A = the event that Saskatoon is amongst the final 5.

Let B = the event that Moncton is amongst the final 5.
Given P[A] = 0.20, P[B] = 0.35, and P[A  B] = 0.08
What is P[A  B]?
Note:
“and” ≡ 
“or” ≡ 
P  A  B  = P  A + P  B  − P  A  B 
= 0.20 + 0.35 − 0.08 = 0.47
COMPLEMENTS RULES
𝑃 𝐴ሜ = 1 − 𝑃 𝐴
or
𝑃 not 𝐴 = 1 − 𝑃 𝐴
CONDITIONAL PROBABILITY

 Frequently before observing the outcome of a random experiment you are given
information regarding the outcome
 How should this information be used in prediction of the outcome.
 Namely, how should probabilities be adjusted to take into account this information
 Usually the information is given in the following form: You are told that the
outcome belongs to a given event. (i.e. you are told that a certain event has
occurred)
CONDITIONAL PROBABILITY

Suppose that we are interested in computing the probability of event A and we have
been told event B has occurred.
Then the conditional probability of A given B is defined to be:

P  A  B
P  A B  =
P  B
EXAMPLE
The Academy Awards is soon to be shown.
For a specific married couple the probability that the husband watches the show is
80%, the probability that his wife watches the show is 65%, while the probability that
they both watch the show is 60%.
If the husband is watching the show, what is the probability that his wife is also
watching the show
From the statement,
Let B = the event that the husband watches the show
P[B]= 0.80
Let A = the event that his wife watches the show
P[A]= 0.65 and P[A ∩ B]= 0.60

P  A  B 0.60
P  A B  = = = 0.75
P  B 0.80
EXAMPLE
100 college students were surveyed and asked how many hours a week they spent
studying. The results are in the table below. Find the probability that a student
spends more than 10 hours studying given that the student is a male.
Less More
5 to 10 Total
then 5 than 10
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100

The sample space consists of the 49 male students. Of these 49, 16 spend
more than 10 hours a week studying.
16
P (more than 10 hours|male) =  0.327
49
INDEPENDENCE
Two events A and B are called independent if

P  A  B  = P  A P  B 
DIFFERENCE BETWEEN INDEPENDENCE AND MUTUALLY
EXCLUSIVE

Mutually exclusive - Mutually exclusive events are highly dependent otherwise. A

and B cannot occur simultaneously. If one event occurs the other event does not
occur.

Independence - The ratio of the probability of the set A within B is the same as the
ratio of the probability of the set A within the entire sample S.
MULTIPLICATION RULE

The probability that two events, A and B will occur in sequence is

P (A and B) = P (A) · P (B |A).

If event A and B are independent, then the rule can be simplified to P (A and
B) = P (A) · P (B).
EXAMPLE
A die is rolled and two coins are tossed. Find the probability of rolling a 5,
and flipping two tails.

Rolling Dice and Tossing Coin are independent event

1
P (rolling a 5) = .
6
P (Tail ) = 1
2
P (Tail and Tail ) = 1 .1
2 2

1 1 1
P (5 and T and T ) = P (5)· P (T )· P (T ) =  
6 2 2
1
=  0.042
24
COUNTING PRINCIPLE
 The probability counting is depending on the number of operation and number of
ways it can be performed.
 For example,
There are two operations with n1 number of ways the first operation can be
performed and n2 number of ways the second operation can be performed once
the first operation has been completed.
Then N = n1 n2 = the number of ways the two operations can be performed
in sequence.
Where N is the probability counting
Diagram  n2


  n2

n 
1

 n2

  n2


n2
EXAMPLES

There are 10 people involved in a project. From this project members, a

chairman and a vice chairman. How may ways can this be done?
Solution:
Let n1 = the number of ways the chairman can be chosen = 10.
Let n2 = the number of ways the vice-chairman can be chosen once the
chair has been chosen = 9.
Then N = n1n2 = (10)(9) = 90
MULTIPLICATIVE COUNTING

Suppose we carry out k operations in sequence,

Then N = n1n2 … nk = the number of ways the k operations can be performed in

sequence.
DIAGRAM

n2
  n3


n1 


n2

 n2

PERMUTATION
The probability counting can also be identify using permutation concept → predict the
possible ways to arrange the event

Permutation allows the prediction using the factorial value of the n – event

The total number of ways this can be done is:

N = n(n – 1)…(n – k + 1)…(3)(2)(1) = n!
EXAMPLE
How many ways can you order the 4 objects
{A, B, C, D}

Solution:
N = 4! = 4(3)(2)(1) = 24
Here are the orderings.

ABCD ABDC ACBD ACDB ADBC ADCB

BACD BADC BCAD BCDA BDAC BDCA
CABD CADB CBAD CBDA CDAB CDBA
DABC DACB DBAC DBCA DCAB DCBA
EXAMPLE
How many permutations of size 3 can be found in the group of 5 objects
{A, B, C, D, E}

5!
Solution: 5 P3 = = 5 ( 4 )( 3) = 60
( 5 − 3) !
ABC ABD ABE ACD ACE ADE BCD BCE BDE CDE
ACB ADB AEB ADC AEC AED BDC BEC BED CED
BAC BAD BAE CAD CAE DAE CBD CBE DBE DCE
BCA BDA BEA CDA CEA DEA CDB CEB DEB DEC
CAB DAB EAB DAC EAC EAD DBC EBC EBD ECD
CAB DBA EBA DCA ECA EDA DCB ECB EDB EDC
EXAMPLE
We have a product of n = 10 people and we want to choose a three best products

Solution:
Essentially we want to select 3 products from the 10 available products in a specific
order. (Permutations of size 3 from a group of 10).

10! 10!
10 P3 = = = 10 ( 9 )(8) = 720
(10 − 3)! 7!