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

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 Sample space the collection of all simple events for a statistical experiment
Classical Probability The sample space is a collection of equally likely outcomes
P ( A) = # outcomes in event A # outcomes in the sample space

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

Note: the Law of Large Numbers states that relative frequency gets closer and closer to the true probability as the sample size increases

Subjective Probability The probability of any event is a persons opinion (educated guess? intuition?) of the likelihood of an event P(A) = whatever you think it is!
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Probability Rules!
1. The probability of any event must be between 0 and 1. That is, 0 P( A) 1 for any event A. 2. The sum of the probabilities for all simple events in a sample space must be 1. 3. The complement of event A consists of all outcomes in the sample space that do not make up event A, therefore
P AC = 1 P ( A)

( )

Note: A Venn diagram is useful for displaying relationships among events in a sample space. The Venn diagram to show A and AC might look like this: A AC S
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4. Two events are mutually exclusive (or disjoint) if they contain no common outcomes. The Venn diagram to show two disjoint events A and B might look like this: A B S 5. The union of two events A and B consists of all outcomes in the sample space that are in A or B, or both. The Venn diagram to show the union of two events A and B might look like this: A B S
A B

A or B

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6. The intersection of two events A and B consists of all outcomes in the sample space that are in both A and B. The Venn diagram to show the intersection of two events A and B might look like this: A B S
A B

A and B

7. General Addition Rule: The probability of the union of any two events A and B is
P ( A B ) = P ( A) + P ( B ) P( A B )

If A and B are mutually exclusive, then

P( A B ) = 0

and

8. Two events are independent if the occurrence of one event does not change the probability of the other event. 9. The conditional probability of event A given that event B has already occurred is defined as
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P( A | B ) =

P( A B ) P( B )

Note that the conditional probability of B given A is defined as

10. General Multiplication Rule: The 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

11. If two events A and B are independent, then

if any one is true, then all 3 are true

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Furthermore, if any one of the above equations is true, then we can conclude that events A and B are independent. 12. A tree diagram is useful for displaying all outcomes for a multistage experiment and determining their probabilities.

Exercise 26 (Sec. 4.2) A: relapse in Phase I B: relapse in Phase II C: no relapse in Phase I D: no relapse in Phase II a. P( A) = 0.27 , P( B ) = 0.23
( ) P ( D ) = P ( B ) = 1 P ( B ) = 1 0.23 = 0.77
P( C ) = P AC = 1 P( A) = 1 0.27 = 0.73
C

b. c.

P( B | A) = 0.70

P ( D | C ) = 0.95

P ( A B ) = P ( A) P ( B | A) = 0.27( 0.70 ) = 0.189 P ( C D ) = P( C ) P ( D | C ) = 0.73( 0.95) = 0.694

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d.

P ( A B ) = P ( A) + P ( B ) P ( A B ) = 0.27 + 0.23 0.189 = 0.311

Phase I relapse A

Phase II relapse (B) 0.70

0.27

0.30 0.05

no relapse (D) relapse (B)

0.73 no relapse C

0.95

no relapse (D)

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Counting Rules: How many ways can it happen? When outcomes are equally likely to occur (like when tossing a coin or rolling a die), you can use counting rules to find out how many outcomes are possible and then use that number to find probabilities. 1. Multiplication rule when outcomes are selected from more than one set or group, multiply the number of outcomes for each set. Example: How many different meals can be made by pairing up 3 main courses and 4 side dishes? Answer: 3 x 4 = 12 meals (What if you have 2 desert options? Then you can make 2 x 3 x 4 = 24 meals!) 2. 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 1)(n 2)3 2 1 (for example 4!= 4 3 2 1 = 24 ) The ! is called a factorial. Example: Suppose that a class president, vicepresident, secretary, and treasurer are to be randomly selected out of a group of 12 students nominated and that the order in which they are picked determines which office they will hold. What is the probability of getting a specific set of class officers? Answer: Since the order in which they are selected matters, use the permutation rule with n = 12 and r = 4 as shown below.
P 12 , 4 = 12! 12 1110 9 8 7 6 5 4 3 2 1 = (12 4)! 8 7 6 5 4 3 2 1 = 12 1110 9 = 11880

Since there are 11,880 possible sets of class officers and they are all equally likely, the
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probability of getting a specific set of class officers is

3.

Combination 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 8 students in a group and that 5 of them must be selected to form a basketball team. How many different teams could be formed? What is the probability of ending up with one specific team? Answer: Use the combination rule with n = 8 and r = 5 as shown below.
8 8! 8 7 6 5 4 3 2 1 C8,5 = 5 = 5! (3!) = 5 4 3 2 1 (3 2 1) = 8 7 = 56

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56 teams are possible and they are all equally is players are picked randomly, so the probability of ending up with one specific team is
1 56

Suppose YOU were one of the 8 people to be selected for the team. What 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 4 players from the remaining 7, giving a total of C7,4 = 35 teams. So, the probability of YOU being on the team is
35 = 0.625 56

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