MAT 2379 A - Introduction to Biostatistics

ProbabilityI
Professor: Termeh Kousha
Fall 2017

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1 Operations on events
A random experiment is an experiment or a process for which the out-
come cannot be predicted with certainty.
The sample space (denoted S) of a random experiment is the set of all
possible outcomes. Consider a random experiment with the sample space S.
We will assume that all the events bellow are the subsets of S.
Union:

a) E1 ∪ E2 occurs means E1 occurs, or E2 occurs, or both occur.

b) E1 ∪ E2 ∪ · · · ∪ En occurs means that at least one of the events

E1 , E2 , · · · , En occurs.

Intersection:

a) E1 ∩ E2 occurs means E1 occurs and E2 occurs.

b) E1 ∩ E2 ∩ · · · ∩ En occurs means that all of the events E1 , E2 , . . . , En

occur.

Complement:

E 0 occurs means that E does not occur.

DeMorgan Laws:
a)

(E1 ∪ E2 ∪ · · · ∪ En )0 occurs
= none of the events E1 , E2 , . . . , En occur
= E10 ∩ E20 ∩ . . . ∩ En0 occurs

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b)

(E1 ∩ E2 ∩ · · · ∩ En )0
= at least one of the events E1 , E2 , . . . , En occurs
= E10 ∪ E20 ∪ . . . ∪ En0 occurs

Mutually exclusive events:

Definition : The events in the sequence E1 , E2 , . . . are said to be

mutually exclusive, if

Ei ∩ Ej = ∅, for all i 6= j,

where ∅ represents the empty set.

Note: In other words, the events are said to be mutually exclu-

sive if they do not have any outcomes (elements) in common, i.e. they
are pairwise disjoint.

Here is an illustration of three mutually exclusive events.

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 Exhaustive Events:

Definition: The events E1 , E2 , . . . , En are said to be exhaustive if

E1 ∪ E2 ∪ · · · ∪ En = S.

Here is an illustration of four mutually exclusive and exhaustive events.

Remark. When A and B are mutually exclusive, the event A ∩ B (“A and
B occur”) is the impossible event which is denoted by ∅ (the empty set
symbol). The probability of the impossible event is 0.

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2 Axioms of Probability:
Consider an experiment with the sample sample S. For each event E, we
can associate a real number P (E) such that:

• Positivity : P (E) ≥ 0,

• Certainty : P (S) = 1,

• Additivity : For each sequence of events E1 , E2 , . . . that are mu-

tually exclusive (that is Ei ∩ Ej = ∅ (the empty set), if i 6= j), we
have  [ [ 
P E1 E2 . . . = P (E1 ) + P (E2 ) + . . . .

Remark: P (E) is called the probability that E occurs. Let S be the

sample space, then (S, P ) is called a probability space.

Theorem: Let S be a sample space with some probability function P , i.e.

P satisfies the axioms of probability, the following holds:

1. P (∅) = 0
where ∅ is the empty set (an event with no outcome).

2. Let E1 and E2 be events such that E1 ⊆ E2 , that is if E1 occurs, then

E2 occurs. We have:

E1 ⊆ E2 ⇒ P (E1 ) ≤ P (E2 )

3. For all events E ⊆ S

0 ≤ P (E) ≤ 1.

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 4. For all events E ⊆ S
P (E 0 ) = 1 − P (E).

Example 1. A family has 3 children. Let A be the event “they have only
boys”. Then A0 is the event “they have at least one girl”. We know that
P (A) = 1/8. Hence
P (A0 ) = 1 − 1/8 = 7/8.

Some Addition Rules:

a)
P (A) = P (A ∩ B) + P (A ∩ B 0 )

b)
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

c)

P (A ∪ B ∪ C)
= P (A) + P (B) + P (C)
−P (A ∩ B) − P (A ∩ C) − P (B ∩ C)
+P (A ∩ B ∩ C)

d)

P (E1 ∪ E2 ∪ . . . ∪ En )
= 1 − P [(E1 ∪ E2 ∪ . . . ∪ En )0 ]
= 1 − P (E10 ∩ E20 ∩ . . . ∩ En0 )

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 Venn Diagrams:

The Venn diagram is a graphical method used for representing subsets of a

set S. When using this method, we represent the sample space S (i.e. the
set of all possible outcomes of a random experiment) as a rectangle, and an
event A as a closed curve inside the rectangle.

' $

A0 A

& %
S

Figure 1: The shaded region represents the event A

We denote by A0 the event that “A fails”. A0 is called the complement of A.

We have
P (S) = 1 and P (A) + P (A0 ) = 1.

Example 2. Among Canadians, 42% have blood type A, 9% have blood

type B, 3% have blood type AB and 46% have blood type O. A new patient
is admitted into a hospital and needs a blood transfusion. We are interested
in the event that this patient has blood type A or B. We have

P (A ∪ B) = P (A or B) = P (A) + P (B) = 0.42 + 0.09 = 0.51

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Example 3. The probability that a piece of integrated circuit will have a
defective etching is 0.12, the probability that it will have a defective slot is
0.29 and the probability that it will have both defects is 0.07.

(a) What is the probability that a piece of integrated circuit will have a
defective etching but not a defective slot.

(b) What is the probability that a piece of integrated circuit will have a
defective etching or a defective slot?

(c) What is the probability that it will have neither a defective etching nor
a defective slot?

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Example 4. In a group of 100 German men, 70 have blond hair, 77 have
blue eyes and 55 have blond hair and blue eyes.

(i) What is the probability that a randomly selected man in this group
has blond hair or blue eyes?

(ii) What is the probability that the randomly selected man does not have
blond hair, but has blue eyes?

(iii) What is the probability that a randomly selected man does not have
blond hair and does not have blue eyes?