Video conference

Probability Theory
16 September 2020
 Probability Theory
• Introduction to Probability, sample space and event
• Random Variables: discrete and continuous
• Discrete Probability Distributions: Binomial,
Hypergeometric, Poisson
• Continuous Probability Distributions: uniform,
exponential
• The Normal Distributions
• Statistical Estimation and Sampling Distributions
• Inference on Population Mean
Course : STAT6003-Teori Probabilitas
Effective Period: 2016

Introduction to probability theory

Session 1-2
 Learning Objectives
LO 1 : Describe the basic concepts of probability
LO 2 : Interpret the results of statistical calculation
LO 3 : Analyze data using probability theory
 Probability Theory

Probability is the branch of mathematics that studies

the possible outcomes of given events together with
the outcomes' relative likelihoods and distributions
The word "probability" is used to mean the chance that a
particular event (or set of events) will occur expressed on a
linear scale from 0 (impossibility) to 1 (certainty), also
expressed as a percentage between 0 and 100%.

The analysis of events governed by probability is called

STATISTICS
Probability
 Set operation
• Union
• Intersection
• Complement
 Probability Theory
SAMPLE SPACE
The sample space S of an experiment is a set
consisting of all of the possible experimental outcomes.
Manager supervises the operation of three power plants,
plant X, plant Y, and plant Z. At any given time, each of the
three plants can be classified as either generating electricity
(1) or being idle (0). With the notation (0, 1, 0) used to
represent the situation where plant Y is generating electricity
but plants X and Z are both idle, the sample space for the
status of the three plants at a particular point in time is S =
{(0, 0, 0) (0, 0, 1) (0, 1, 0) (0, 1, 1) (1, 0, 0) (1, 0, 1) (1, 1, 0) (1,
1, 1)}
 Probability Theory
The likelihoods of particular experimental outcomes actually
occurring are found by assigning a set of probability
values to each of the elements of the sample space.

A set of probability values for an experiment with a sample space

S = {O1, O2, . . . , On} consists of some probabilities
p1, p2, . . . , pn
that satisfy
0 ≤ p1 ≤ 1, 0 ≤ p2 ≤ 1, . . . , 0 ≤ pn ≤ 1
and
p1 + p2 + ・・・ + pn = 1
The probability of outcome Oi occurring is said to be pi , and this is
written
P(Oi ) = pi .
 Probability
• P (A) = n(A)/n(S)
 Sample space

6 7 8
2 12 14 16
3 18 21 24
4 24 28 32
5 30 35 40

Plant X Plant Y Plant Z
0 0
0 0
0 1
0 1
1 0
1 0
1 1
1 1
A=
Jumlah
idle (0)
0 3
1 2
0 2
1 1
0 2
1 1
0 1
1 0

P (A=1)=3/8 P(A=2)=3/8. P(A=3)= 1/8 P( A < 3)= 7/8

Probability-empiris

Pameran yang membeli produk dari 100

pengunjung
Type Merk Pengunjung
I A 20
I B 25
II C 15
II D 18
III E 22

P (A) = 20/100=0.20
P (B) = 25/100= 0.25
P (D) = 18/100=0.18
P( I) = P(A) + P(B) =0.20 + 0.25 = 0.45
P(II) = P ( C) + P(D) = 0.15 + 0.18 = 0.33
• Basic concept Probability
https://www.youtube.com/watch?v=LoslgAfS6KA
 Event

An event A is a subset of the sample space S. It collects

outcomes of particular interest. The probability of an event
A, P(A), is obtained by summing the probabilities of the
outcomes contained within the event A.

The probability of the

event A is calculated as
the sum of the
probabilities of these three
events, so that
P(A) = 0.10 + 0.15 + 0.30 =
0.55
 Events

The event A’, the complement of an event A, is the event

consisting of everything in the sample space S that is not
contained within the event A. In all cases P(A) + P(A’ ) = 1

In previous example, the probability of the complement of

A is obtained by summing the probabilities of the five
outcomes not contained within A, so that
P(A’) = 0.10 + 0.05 + 0.05 + 0.15 + 0.10 = 0.45
 Combinations of Events
 Intersections of Events
The event A ∩ B is the intersection of the events A and B
and consists of the outcomes that are contained within both
events A and B. The probability of this event, P(A ∩ B), is
the probability that both events A and B occur
simultaneously.
Event A consists of three outcomes, and its probability is
given by
P(A) = 0.01 + 0.07 + 0.19 = 0.27
Event B consists of five outcomes, and its probability is
given by
P(B) = 0.07 + 0.19 + 0.04 + 0.14 + 0.12 = 0.56
 Combinations of Events

It has a probability of P(A ∩ B) = 0.07 + 0.19 = 0.26

which is the probability that both events A and B occur
simultaneously.
Combinations of Events
 Combinations of Events
Notice that
P(A ∩ B) + P(A ∩ B’) = 0.26 + 0.01 = 0.27 = P(A)
and similarly that
P(A ∩ B) + P(A’ ∩ B) = 0.26 + 0.30 = 0.56 = P(B)

P(A ∩ B) + P(A ∩ B’) = P(A)

P(A ∩ B) + P(A’ ∩ B) = P(B)
P(A Ռ B)= 221/500. P(A Ռ B’)=89/500 P(A’ Ռ B)= 119/500
 Combinations of Events
 Mutually Exclusive Events
Two events A and B are said to be mutually exclusive if
A ∩ B = ∅ so that they have no outcomes in common.
 Combinations of Events

Some other simple results concerning the

intersections of events are as follows:
A ∩ B = B ∩A  A∩ A’= A
A ∩ S =A  A∩∅ = ∅
A ∩ A’ = ∅  A ∩ (B ∩ C) = (A ∩ B) ∩ C
 Combinations of Events
 Union of Events
The event A ∪ B is the union of events A and B and
consists of the outcomes that are contained within at
least one of the events A and B. The probability of this
event, P(A ∪ B), is the probability that at least one of
the events A and B occurs.

Notice that the outcomes in the event A ∪ B can be classified

into three kinds. They are
1. in event A, but not in event B
2. in event B, but not in event A
3. in both events A and B
 Combination of event

• A UB=
• AՈB=
 Combinations of Events
Since the probability of A ∪ B is obtained as the sum of the
probability values of the outcomes within these three
(mutually exclusive) events, the following result is obtained:

P(A ∪ B) = P(A ∩ B) + P(A ∩ B’) + P(A’ ∩ B)

This equality can be presented in another form using the

relationships
P(A ∩ B) = P(A) − P(A ∩ B’) and P(A ∩ B) = P(B) − P(A’ ∩ B)

P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

 Combinations of Events

If the events A and B are mutually exclusive so that

P(A ∩ B) = 0, then

P(A ∪ B) = P(A) + P(B)

Notice that the event (A∪ B) can also be written as A∩ B since
it consists of those outcomes that are simultaneously neither
in event A nor in event B. This is a general result:

(A ∪ B) = A ∩ B
 Combinations of Events
 Union of Three Events
The probability of the union of three events A, B, and C is
the sum of the probability values of the simple outcomes
that are contained within at least one of the three events. It
can also be calculated from the expression
P(A ∪ B ∪ C) = *P(A) + P(B) + P(C)+ − *P(A ∩ B) + P(A ∩ C)
+P(B ∩ C)+ + P(A ∩ B ∩ C)

A, B, and C that are mutually exclusive because no two events

have any outcomes in common. In this case,
P(A ∪ B ∪ C) = P(A) + P(B) + P(C)
X= jumlah mata dadu dari pelempran 2 dadu

X P(X=x)
2 1/36
3 2/36
4 3/36
5 4/36
6 5/36
7 6/36
8 5/36
9 4/36
10 3/36
11 2/36
12 1/36
Event A: X < 8 , B: 5 < X ≤ 9 , C : 6 < X < 10

P(A)= 21/36,
P(B)= 20/36,
P (C) = 15/36
P(A Ո B ) = 11/36,
P(A Ո C) = 6/36,
P(B Ո C) = 15/36
P(A Ո B Ո C)=6/36
P(A Ս B Ս C) = 30/36

30/36 = 56/36 – (32/36) + 6/36

 Combinations of Events
 Union of Mutually Exclusive Events
For a sequence A1, A2, . . . , An of mutually exclusive
events, the probability of the union of the events is given
by
P(A1 ∪ . . .∪ An) = P(A1) + . . . + P(An)

 Sample Space Partitions

A partition of a sample space is a sequence A1, A2, . . . , An
of mutually exclusive events for which
A1 ∪ . . .∪ An = S
Each outcome in the sample space is then contained within
one and only one of the events Ai .
 Conditional Probability

The probability that event A occurs conditional on

event B having occurred is written
P(A|B)
The conditional probability of event A conditional on
event B is

for P(B) > 0. It measures the probability that event A

occurs when it is known that
event B occurs.
Conditional Probability
 References
Hayter, Anthony.J, (2012), Probabilty and
Statistics for Engineers and Scientiest 4th
edition,Cengage Learning, Chapter 1