STATISTICAL

MODELLING
Dr. S. SRIDEVI
221MAT1107
Block-1 Syllabus

Axiomatic approach to probability – Conditional probability -

Addition and multiplication theorems – Total law of probability -
Bayes theorem (Strictly no proofs) – Applications oriented
problems
In this session, you have learned
about:
⮚ To understand the basic concept of probability and use the basic
probability rules.
⮚ To know conditional probability including additive and
multiplicative laws, using the terms, independent and
mutually exclusive events.
⮚ To understand the concept of Total probability theorem and
Baye’s theorem
Block 1 Outline
Unit 1.1: . Axiomatic approach to
probability

Unit 1.2: Conditional probability

Unit 1.3: Laws of Addition & Multiplication

Unit 1.4: Total law of probability and Baye’s

Theorem
Introduction

⮚ Statistics is a mathematical body of science that pertains to the collection, analysis,

interpretation or explanation, and presentation of data or as a branch of mathematics.

⮚ Descriptive statistics deals with the processing of data without attempting to draw any
inferences from it. The data are presented in the form of tables and graphs.

⮚ Inferential statistics is a scientific discipline that uses mathematical tools to make forecasts
and projections by analyzing the given data. Extensively used in engineering, economics,
biology, social sciences and business.
5
TOPIC

Axiomatic approach
to probability
Learning Objectives
At the end of this session, you
will be
able to understand
To understand the basic concept of probability
and use the basic probability rules
Block-I
7

Unit 1.1:. Axiomatic approach to probability

7
Probability Introduction
TRIAL: A single performance of well-defined experiment

Example: The flipping of a coin

EXPERIMENT
An ordered procedure which is performed
with the objective of verifying, and determining the
validity of the hypothesis

8
Random Experiment
Definition:

A random experiment is an experiment or a process whose outcome cannot be

predicted in advance.

Examples:
⮚ Random experiment: Roll a die

⮚ Random experiment: Toss a coin

9
Sample Space
Definition:
The sample space (S) of a random experiment is the set of all possible
outcomes.

Examples:

10
Event
Definition:

An Event is a subset of the sample space. We say that E has occurred if the
observed outcome x is an element of E, that is x ∈ E.

Remark:
⮚S is called the certain event.
⮚∅ (the empty set) is called the impossible event

11
Example:1

Random experiment: Tossing three coins.

Sample space: S={HHH,HHT,HTH,THH,HTT,THT,TTH,TTT}

Event: A = “exactly two heads”

A = {HHT,HTH,THH}
S
A is a subset of S.
A

12
Example:2
Choosing a "King" from a deck of cards (any of the 4 Kings) is also an event.

Note:
Events can be:
Independent (each event is not affected by other events),
Dependent (also called "Conditional", where an event is affected by other events)
Mutually Exclusive (events can't happen at the same time)

13
Some Basic Operations on Events
Union:

Intersection:

Complement:

14
Mutually Exclusive Event
Definition:

Note:
In other words, the events A and B are said to be mutually exclusive if they do not have any
outcomes (elements) in common, i.e. they are pairwise disjoint.
Example:

When tossing a coin, the event of getting head and tail

are mutually exclusive.
15
Mutually Exhaustive Event
Definition:

Example:
When rolling a die, the events 1, 2, 3, 4, 5, and 6 (each consisting of a single outcome) are
collectively exhaustive, because they cover the entire range of possible outcomes.

16
PROBABILITY
Definition
:
Probability is a measure of the likelihood of an event to occur. Many events cannot be
predicted with total certainty. We can predict only the chance of an event to occur.
Probability denotes the possibility of the outcome of any random event.
.

Formula:
The probability formula is defined as the possibility of an event to happen is equal to the ratio of
the number of favorable outcomes to the total number of outcomes.

17
Problem:1

Solution:

18
Problem:2
In the game of snakes and ladders, a fair die is thrown. If event E 1 represents all the

events of getting a natural number less than 4, event E 2 consists of all the events of

getting an even number and E3 denotes all the events of getting an odd number. List
the sets representing the following:
i)E1 or E2 or E3 ii)E1 and E2 and E3 iii)E1 but not E3
Solution:

19
Problem:2

20
Example:1
Random experiment: Tossing three coins

Sample space: S={HHH,HHT,HTH,THH,HTT,THT,TTH,TTT} = 8

Events: A =``exactly two heads'‘
A = {HHT,HTH,THH} = 3

21
Example:2

Solution:

P (A) = 9/13
22
Axioms of Probability
Consider an experiment with the sample space S. For each event A, we can associate a real
number P(A) such that:

23
Theorem:1

Proof:

24
Theorem:2

Proof:

25
Problem:1
A bag contains 6 green balls and 4 red balls. Two balls are selected at random from
this bag. What is the probability that they are green.

Solution:
Total balls in the bag = 6(green)+4(red) = 10.
Let A be the event of selecting two green balls.
Total number of outcomes = 10C2 = 45.

Number of favourable outcomes = 6C2= 15.

Required Probability = P(A) = 15/45.

P(A) =1/3

26
Problem:2
Find the probability of getting the face sum as nine, when throwing two dice.

Solution:
Let S be the sample space and A be the event of getting the face sum 9.
We have |S| = 6 x 6 = 36 and A={ (3,6), (4,5), (5,4), (6,3)}.
Hence |A| = 4.
Required Probability, P(A) = |A| / |S| = 4/36

P(A) =1/9

27
Problem:3
Two cards are drawn from the pack of 52 cards. Find the probability that both are
diamonds or both are spades.
Solution:
Total number of ways = 52C2

Case I: A : Both are diamonds = 13C2

Case II: B : Both are spades = 13C2

P (both are diamonds or both are spades) = (13C2 + 13C2 ) / 52C2

=(78+78)/1326=156/1326=2/17

28
Problem:4

Solution:

=> P(A ∪B) =

29
Problem:5
When 3 unbiased coins are tossed once. What is the probability of: (i) getting all heads (ii)
getting two head.

Solution:
In tossing three coins, the sample space is given by
S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT} and n(S) = 8.
i) Getting all heads
Let E1 be the event of getting all heads. i.e., E 1 = {HHH} and n(E1) = 1.
Now, P(getting all heads) = P(E1) = n(E1)/n(S) = 1/8

30
Problem:5

ii) Getting two heads

Let E2 be the event of getting 2 heads. i.e., E 2 = {HHT, HTH, THH}

and n(E2) = 3.

Now P(getting 2 heads) = P(E2) = n(E2)/n(S)

31
Problem:6
A bag contains 4 blue, 2 red and 3 black pens. A pen is drawn at random from the bag and
replaced. This process is repeated for 2 more times. What is the probability of drawing 2
blue pens and 1 black pen?
Solution:
Here, total number of pens = 9
Probability of drawing the first blue pen = 4/9
Probability of drawing the second blue pen = 4/9
Probability of drawing 1 black pen = 3/9
Probability of drawing 2 blue pens and 1 black pen = 4/9 * 4/9 * 3/9 = 48/729 =16/243

32
Problem:7
A bag contains 4 blue, 2 red and 3 black pens. A pen is drawn at random from the bag and not
replaced. This process is repeated for 2 more times. What is the probability of drawing 2 blue
pens and 1 black pen?
Solution:
Probability of drawing first blue pen = 4/9
Probability of drawing second blue pen = 3/8
Probability of drawing 1 black pen = 3/7
Probability of drawing 2 blue pens and 1 black pen = 4/9 * 3/8 * 3/7 =1/14

33
Problem:8
Two dice are thrown together. What is the probability that the number obtained on one of the
dice is a multiple of the number obtained on the other die?

Solution:
Total number of cases = 62 = 36
Since the number on a die should be multiple of the other, the possibilities are

(1,1),(1,2),(1,3),(1,4),(1,5)(1,6),(2,1),(2,2),(2,4),(2,6),(3,1),(3,3),(3,6),(4,1),(4,2),(4,4), (5,1)
(5,5),(6,1),(6,2),(6,3),(6,6) -----22 ways

Required Probability = 22/36

Required Probability = 11/18

34
Block-1

Unit 1.2: Conditional probability

35
Conditional Probability
Definition:

36
Remark:

Let A and B be events associated with the sample space S of an

experiment. Then:

37
Block-1

Unit 1.3: Laws of Addition & Multiplication

38
Laws of Addition and Multiplication
Definition:
The addition law of probability, states that the probability
that A or B will occur is the sum of the probabilities that A will happen
and that B will happen, minus the probability that both A and B will
happen.
P(A∪B) = P(A) + P(B) − P(A∩B)
Hint:

If A and B are disjoint, then P(A∩B)=0, so the formula

becomes P(A∪B)=P(A)+P(B). 39
Theorem:

Proof:

40
Theorem:

Note:

41
Problem:1
When drawing one card out of a deck of 52 playing cards, what is the probability of
getting a heart or a face card (king, queen, or jack)?
Solution:
Let H be the event of drawing a heart card and F be the event of drawing a face card.
Since there are 13 hearts and a total of 12 face cards (3 from each suit: spades, hearts,
diamonds and clubs), which includes 3 face cards of hearts.
We have, P(H)=13/52 ; P(F)=12/52; P(F∩H)=3/52
P(H∪F)=P(H)+P(F)−P(H∩F)=13/52+12/52−3/52 = 22/52>

P(H∪F) =
11/26
42
Problem:2
Consider a random experiment of drawing a card from a pack of 52
playing cards. Let the probability set function P assign a probability of
1/52 of each of the 52 possible outcomes. Let A denote the collection of
13 hearts and let B denote the collection of the 4 kings. compute (i) P(A)
(ii) P(B) (iii) P(A∩B) (iv) P(A∪B)
Solution:
(i) P(A) = 13/52 ; (ii) P(B) = 4/52; (iii) P(A ∩B) = 1/52
(iv) P(A ∪B) = P(A) + P(B) - P(A ∩ B)
= (13/52) + (4/52) - (1/52) = 16/52
P(A ∪B) = 43
Problem:3

Solution:

P(AUB) = 0.5

44
Problem:3

45
Problem:4

Solution:

46
Problem:4

47
Multiplication law of probability
The Multiplication law of probability states that the probability
that A and B occur is equal to the probability that A occurs times the
conditional probability that B occurs, given that we know A has already
occurred. This rule can be written:

P(A∩B) = P(A) ⋅ P(B/A)

Note:
We can also write, P(A∩B) = P(B) ⋅ P(A/B)

48
Example:
Suppose that we draw two cards successively and the cards are not
replaced. If A be the event of selecting an Ace card first (it is not
replaced ) and B be the event selecting again an Ace card then:
P(A) = 4/52 and P(B/A) = 3/51
The denominator in the second equation is 51, since the first drawn card
was not replaced.
We have : P(A∩B) = P(A) ⋅ P(B/A)
= (4/52) ⋅ (3/51)
P(A∩B) = 0.0045
49
Problem:5

Solution:

50
Problem:5

51
Problem:6
In a class, 40% of the students study math and science. 60% of the
students study math. What is the probability of a student studying
science given he/she is already studying math?
Solution:
Here Math denoted by M
Science denoted by S
P(M and S) = 0.40
P(M) = 0.60
P(S/M) = P(M and S)/P(M) = 0.40/0.60 = 2/3
P(S/M) = 0.67
52
Problem:7
Two dies are thrown simultaneously. What is the probability that the
number 3 has appeared at least once given that the sum of face value is
7?
Solution:
The sample space S would consist of all the numbers possible by the
combination of two dies. Therefore S consists of 6 × 6 i.e. 36 events.
Event A indicates the combination in which 3 has appeared at least once.
Event B indicates the combination of the numbers which sum up to 7.
A = {(3, 1), (3, 2), (3, 3)(3, 4)(3, 5)(3, 6)(1, 3)(2, 3)(4, 3)(5, 3)(6, 3)}
B = {(1, 6)(2, 5)(3, 4)(4, 3)(5, 2)(6, 1)}
53
Problem:7

P(A) = 11/36
P(B) = 6/36
A∩B= 2
P(A ∩ B) = 2/36
Applying the conditional probability formula we get,
P(A/B) = P(A∩B)/P(B)
= (2/36)/(6/36) = 2/6

54
Problem:8
•
Solution:

55
Problem:9
From a batch of 100 items of which 20 are defective, exactly two items
are chosen, one at a time, without replacement. Calculate the
probabilities that:
(a) the first item chosen is defective
(b) both items chosen are defective
(c) the second item chosen is defective.
Solution:
Let A be the event of choosing a defecting item during first and B be the
event of choosing a defective item during second.

56
Problem:9

P(A) = 20/100

P(A ∩ B) = 1/495

P(B) = 1/5
57
Problem:10
A garage mechanic keeps a box of good springs to use as replacements
on customers cars. The box contains 5 springs. A colleague, thinking that
the springs are for scrap, and he put 3 faulty springs into the box. The
mechanic picks two springs out of the box while servicing a car. Find the
probability that:
(a) the first spring drawn is faulty (b) the second spring drawn is faulty.

Solution:

Let A be the event of choosing a defective spring during first and B be

the event of choosing a defective spring during second.
58
Problem:10
P(A) = 3/8

P(B) =3/8

59
Problem:11
•

Solution:

60
Problem:11

61
Block I

Unit 1.4: Total law of probability and Baye’s Theorem

62
Independent Event
Definition:
Two events are said to be independent if the happening or non-happening
of one event does not affect the happening of other event. In other words, if
events A and B are independent, then the chance of A occurring does not
affect the chance of B occurring and vice versa.

Two events A and B are independent if any of the following is

true:
⮚ P(A|B)=P(A)
⮚ P(B|A)=P(B)
63
Examples
⮚Landing on heads after tossing a coin AND rolling a 5 on a single
6-sided die.
⮚ Choosing a marble from a jar AND landing on heads after tossing
a coin.

64
Theorem

Proof:

65
Theorem

Note:

66
Pairwise independent Event
Definition:

Note:

67
Theorem:

Proof:

68
Problem:1
A single fair die is rolled.
Let A={3} and B={1,3,5}. Are A and B independent?
Solution:

Given A={3} and B={1,3,5}

P(A)=1∕6, P(B)=1∕2, and P(A∩B)=P({3})=1∕6.

WKT P(A)⋅P(B)=(1∕6). (1∕2)=(1∕12) is not the same number as P(A∩B)=1∕6,

Given events A and B are not independent.

69
Problem:2
Let A and B are two independent events such that P(A) = 0.2 and P(B) = 0.8. Find P(A
and B), P(A or B), P(B not A), and P(neither A nor B).

Solution:
Given P(A) = 0.2 and P(B) = 0.8 and events A and B are independent of each other.
P(A and B) = P( A ∩ B) = P(A) P(B) = 0.2 × 0.8 = 0.16.
P(A or B) = P(A ∪ B) = P(A) + P(B) – P(A ∩ B) = 0.2 + 0.8 – 0.16 = 0.84.
P(B not A) = P(B ∩ A’) = P(B) – P(A ∩ B) = 0.8 – 0.16 = 0.64.
and P(neither A nor B) = P(A’ ∩ B’) = 1 – P(A ∪ B) = 1 – 0.84 = 0.16.

70
Problem:3

Solution:

71
Problem:3
72
Theses events are pairwise independent. However, in order for all three
events to be mutually independent, each event must be independent with
each intersection of the other events.
P(A/(B∩C)) =1 and P(A/(B∩C)’) =1/7​
These are not equal, and so A, B, and C are mutually dependent.
Problem:4
Given P(A)=0.5, P(B)=0.2, P(C)=0.1,73P(A∩B)=0.1, P(A∩C)=0.05​,
P(B∩C)=0.02, P(A∩B ∩C)=0.01 . Are the events mutually independent?
Solution:
If the events are mutually independent, then the probability of each
intersection of events will equal the product of the probabilities of those events
P(A∩B)=P(A)×P(B)=0.1 P(B∩C)=P(B)×P(C)=0.02
P(A∩C)=P(A)×P(C)=0.05 P(A∩B∩C)=P(A)×P(B)×P(C)=0.01

Therefore, the events are independent.

Problem:5
74

Solution:
Total law of probability
:Definition: 75

The Law of Total Probability is a concept within probability theory that is

used to describe the total probability of an outcome. The law is defined as

the total probability that event A, with its associated probabilities, will

happen given the events B, with their associated probabilities.

Total law of probability
:Statment: 76

Let events C1, C2 . . . Cn form partitions of the sample space S, where all
the events have a non-zero probability of occurrence. For any event, A
associated with S, according to the total probability theorem,
Total law of probability
:Proof: 77

From the above-mentioned figure, {C1, C2, . . . . , Cn} is the partitions of the sample
space S such that, Ci ∩ Ck = φ, where i ≠ k and i, k = 1, 2,…,n also all the events C1,
C2 . . . . Cn have non zero probability. Sample space S can be given as, S = C1 ∪ C2 ∪
. . . . . ∪ Cn

For any event A,

A = A ∩ S = A ∩ (C1 ∪ C2∪ . . . . ∪ Cn)

= (A ∩ C1) ∪ (A ∩ C2) ∪ … ∪ (A ∩ Cn) . . . . . (1)

Total law of probability
78
We know that A ∩ Ci and A ∩ Ck are the subsets of Ci and Ck. Here, Ci and
Ck are disjoint for i ≠ k. since they are mutually independent events which
implies that A ∩ Ci and A ∩ Ck are also disjoint for all i ≠ k. Thus, P(A) = P [(A
∩ C1) ∪ (A ∩ C2) ∪ ….. ∪ (A ∩ Cn)]

= P (A ∩ C1) + P (A ∩ C2) + … + P (A ∩ Cn) . . . . . . . (2)

We know that,

P(A ∩ Ci) = P(Ci) P(A|Ci)(By multiplication rule of probability) . . . . (3)

Total law of probability
79

Using (2) and (3), (1) can be rewritten as,

P(A)

= P(C1)P(A| C1) + P(C2)P(A|C2) + P(C3)P(A| C3) + . . . . . + P(Cn)P(A| Cn)

Hence, the theorem can be stated in form of equation as,

Baye’s Theorem
Definition 80
Baye’s Theorem
Note: 81

Baye’s Formula:
Baye’s Theorem
82
Statement:
Problem:1
83

Solution:
Problem:1
84
Problem:2
85

Solution:
Problem:2
86
Problem:3
An urn contains 5 red and 5 black 87balls. A ball is drawn at random, its colour
is noted and is returned to the urn. Moreover, 2 additional balls of the colour
drawn are put in the urn and then a ball is drawn at random. What is the
probability that the second ball is red ?
Solution:

The urn contains 5 red and 5 black balls.

Let a red ball be drawn in the first attempt.
∴P(drawing a red ball)=5/10​=1/2​
If two red balls are added to the urn, then the urn contains 7 red and 5 black balls.
P( drawing a red ball)=7/12​
Problem:3
88
Problem:4
At a certain university, 4% of men 89are over 6 feet tall and 1% of women are
over 6 feet tall. The total student population is divided in the ratio 3:2 in favour of
women. If a student is selected at random from among all those over six feet tall, what
is the probability that the student is a woman?

Solution:
Let M={Student is Male}, F={Student is Female}.
Note that M and F partition the sample space of students.
Let T={Student is over 6 feet tall}.
We know that P(M) = 2/5, P(F) = 3/5, P(T/M) = 4/100 and P(T/F) = 1/100.
Problem:4
90

P(F|T) =3/11
Problem:5
91
A factory production line is manufacturing bolts using three machines, A, B and C. Of
the total output, machine A is responsible for 25%, machine B for 35% and machine C
for the rest. It is known from previous experience with the machines that 5% of the
output from machine A is defective, 4% from machine B and 2% from machine C. A
bolt is chosen at random from the production line and found to be defective. What is
the probability that it came from (a) machine A (b) machine B (c) machine C?
Solution:
Let D = {bolt is defective}, A = {bolt is from machine A},
B = {bolt is from machine B}, C = {bolt is from machine C}.
Problem:5
92

P(A|D) = 0.362
Problem:5
93

P(B|D) = 0.406

P(C|D) = 0.232
Problem:6
Machines A and B produce 10% and 94 90% respectively of the production
of a component intended for the motor industry. From experience, it is
known that the probability that machine A produces a defective
component is 0.01 while the probability that machine B produces a
defective component is 0.05. If a component is selected at random from a
day’s production and is found to be defective, find the probability that it
was made by (a) machine A (b) machine B
Solution:
Let A = {item from machine A}, B = {item from machine B}, D = {item
is defective}
We know that: P(A) = 0.1, P(B) = 0.9, P(D|A) = 0.01, P(D|B) = 0.05.
Problem:6
95
•
P(A|D) = 0.2

P(A|D) = 0.2
Problem:7
An engineering company advertises a job 96 in three newspapers, A,B and C. It
is known that these papers attract undergraduate engineering readerships in the
proportions 2:3:1. The probabilities that an engineering undergraduate sees and
replies to the job advertisement in these papers are 0.002, 0.001 and 0.005
respectively.
Assume that the undergraduate sees only one job advertisement.
(a) If the engineering company receives only one reply to it advertisements,
calculate the probability that the applicant has seen the job advertised
in place A.
(b) If the company receives two replies, what is the probability that both
applicants saw the job advertised in paper A?
Problem:7
Let 97

A = {Person is a reader of paper A},

B = {Person is a reader of paper B},
C = {Person is a reader of paper C},
R = {Reader applies for the job}.
We have the probabilities
P(A) = 1/3 & P(R/A) = 0.002
P(B) = 1/2 & P(R/B) = 0.001
Problem:7
98
•

P(A/R) = 1/3

P(B/R) = 1/4
Problem:7
99
•
P(C/R) = 5/12

P(Both applicants read paper A) =1/9

MCQ 1

Questions Statement: Statistics is a Mathematical Science

pertaining to ____.

A. Data collection
B. Analysis
C. Interpretation and presentation
D. All of the mentioned above.

Answer: D) All of the mentioned

above
MCQ 2

Questions Statement: ___ generalizes a large data set and applies probability to
arrive at a conclusion.
a) Inferential statistics
b) Descriptive Statistics
c) Data science
d) None of the mentioned above

Answer: a) Inferential statistics

MCQ 3

Questions Statement: …………helps organize data and focuses on

the characteristics of data providing
parameters.
a) Inferential Statistics
b) Descriptive Statistics
c) Both a and b
d) None of the mentioned above

Answer: b) Descriptive Statistics

MCQ 4

Questions Statement: Central tendency measures like, mean,

median, or measures of the spread, etc are used
for statistical analysis.
a) True
b) False a) True
Answer:
MCQ 5

Questions Statement: Variance describes how much a random

variable differs from its expected value. It entails computing
squares of deviations.
a) True
b) False a) True
Answer: