Probability

Definitions Probability the likelihood of the occurrence of an event Random outcome an outcome that cannot be predicted with certainty Statistical experiment or observation any activity that results in a definite, but random, outcome Simple event the most basic outcomes in a sample space; cannot be broken down any further Event any simple event or collection of simple events in a sample space

 Sample space the collection of all simple events for a statistical experiment
Classical Probability !he sample space is a collection of e"ually likely outcomes
P ( A) = # outcomes in event A # outcomes in the sample space

Empirical Probability (relative frequency) !he outcomes of a random experiment are observed over repeated trials
P( A) = # times event A occurs # repetitions of the experiment

$ote% the &aw of &ar'e $umbers states that relative fre"uency 'ets closer and closer to the true probability as the sample si(e increases

Subjective Probability !he probability of any event is a person)s opinion *educated 'uess+ intuition+, of the likelihood of an event P*A, - whatever you think it is.
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Probability Rules!
0 !he probability of any event must be between 1 and 0 !hat is, 1 P( A) for any event A0 /0 !he sum of the probabilities for all simple events in a sample space must be 0 20 !he complement of event A consists of all outcomes in the sample space that do not make up event A, therefore
P AC = P( A)

( )

$ote% 3 4enn dia'ram is useful for displayin' relationships amon' events in a sample space0 !he 4enn dia'ram to show A and AC mi'ht look like this% A AC S
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50 !wo events are mutually exclusive *or dis6oint, if they contain no common outcomes0 !he 4enn dia'ram to show two dis6oint events A and B mi'ht look like this% A B S 70 !he union of two events A and B consists of all outcomes in the sample space that are in A or B, or both0 !he 4enn dia'ram to show the union of two events A and B mi'ht look like this% A B S
A B

A or B

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80 !he intersection of two events A and B consists of all outcomes in the sample space that are in both A an B0 !he 4enn dia'ram to show the intersection of two events A and B mi'ht look like this% A B S
A B

A and B

90 :eneral 3ddition Rule% !he probability of the union of any two events A and B is
P ( A B ) = P ( A) + P ( B ) P ( A B )

;f A and B are mutually exclusive, then

P ( A B ) = P ( A) + P ( B )

P( A B ) = 1

and

<0 !wo events are independent if the occurrence of one event does not chan'e the probability of the other event0 =0 !he conditional probability of event A 'iven that event B has already occurred is defined as
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P( A > B ) =

P( A B ) P( B )

$ote that the conditional probability of ? 'iven 3 is defined as

P ( B > A) = P( A B ) P ( A)

10 :eneral @ultiplication Rule% !he probability of the intersection of any two events A and B is
P( A B ) = P( A > B ) P( B ) P ( A B ) = P ( A ) P ( B > A)

or

0 ;f two events A and B are independent, then

P ( B ) = P ( B > A) P ( A B ) = P ( A) P ( B ) P ( A) = P ( A > B )

if any one is true, then all 2 are true

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Aurthermore, if any one of the above e"uations is true, then we can conclude that events A and B are independent0 /0 3 tree dia'ram is useful for displayin' all outcomes for a Bmultista'eC experiment and determinin' their probabilities0

Exercise /8 *Sec0 50/, A% relapse in Phase ; B% relapse in Phase ;; C% no relapse in Phase ; D% no relapse in Phase ;; a0 P( A) = 10/9 , P( B ) = 10/2
( ) P( D ) = P ( B ) =
C

P( C ) = P AC = P( A) = 10/9 = 1092
P( B > A) = 1091

P( B ) = 10/2 = 1099
P ( D > C ) = 10=7

b0 c0

P( A B ) = P( A) P( B > A) = 10/9( 1091) = 10 <= P ( C D ) = P( C ) P ( D > C ) = 1092( 10=7) = 108=5

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d0

P ( A B ) = P ( A) + P ( B ) P ( A B ) = 10/9 + 10/2 10 <= = 102

Phase ; relapse A

Phase ;; relapse *B, 1091

10/9

1021 1017

no relapse *D, relapse *B,

1092 no relapse C

10=7

no relapse *D,

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Dountin' Rules% Eow many ways can it happen+ Fhen outcomes are e"ually likely to occur *like when tossin' a coin or rollin' a die,, you can use countin' rules to find out how many outcomes are possible and then use that number to find probabilities0 0 @ultiplication rule when outcomes are selected from more than one set or 'roup, multiply the number of outcomes for each set0 Example% Eow many different meals can be made by pairin' up 2 main courses and 5 side dishes+ 3nswer% 2 x 5 - / meals *Fhat if you have / desert options+ !hen you can make / x 2 x 5 - /5 meals., /0 Permutation rule when outcomes are selected from only one set and the order that they are selected does matter, the total number of ways r outcomes can be chosen from n outcomes is
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Pn ,r =

n. * n r ,.

where n.= n*n ,*n /,2 / *for example 5.= 5 2 / = /5 , !he . is called a Bfactorial0C Example% Suppose that a class president, vicepresident, secretary, and treasurer are to be randomly selected out of a 'roup of / students nominated and that the order in which they are picked determines which office they will hold0 Fhat is the probability of 'ettin' a specific set of class officers+ 3nswer% Since the order in which they are selected matters, use the permutation rule with n - / and r - 5 as shown below0
P /,5 = /. / 1 = < 9 8 7 5 2 / = * / 5,. < 9 8 7 5 2 / = / 1 = = <<1

Since there are ,<<1 possible sets of class officers and they are all e"ually likely, the
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probability of 'ettin' a specific set of class officers is

<<1

20

Dombination rule when outcomes are selected from only one set and the order that they are selected does not matter, the total number of ways r outcomes can be chosen from n outcomes is
n n. Cn ,r = r = r.* n r ,.

Example% Suppose there are < students in a 'roup and that 7 of them must be selected to form a basketball team0 Eow many different teams could be formed+ Fhat is the probability of endin' up with one specific team+ 3nswer% Gse the combination rule with n - < and r - 7 as shown below0
< <. < 9 8 7 5 2 / C<,7 = 7 = 7. *2., = 7 5 2 / *2 / , = < 9 = 78

78 teams are possible and they are all e"ually is players are picked randomly, so the probability of endin' up with one specific team is
78

Suppose HIG were one of the < people to be selected for the team0 Fhat is the probability that you would be selected to be on the team+ Since you must be on the team, we only need to select the other 5 players from the remainin' 9, 'ivin' a total of C9,5 - 27 teams0 So, the probability of HIG bein' on the team is
27 = 108/7 78

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