Probability and Statistics

Basic Concepts of Probability

INSTRUCTOR: Prof. Asif Ali Malik
Department of Statistics, Punjab college Pattoki.
Basic concepts of Probability
 Probability-Definition: : Measurements of the chance of occurrence of an event.
1. Quantitative measure of uncertainty
2. A measure of degree of belief in a particular statement or problem.
 Experiment: The term experiment mean a planned activity who’s results yield a set of data.
 Deterministic Experiment: Outcomes are predetermined (Mathematics)
 Probabilistic experiment: Outcomes are uncertain.(Statistics)
 Trail: Single performance of an experiment is called trial.
 Random Experiment: An experiment yield different results even though it is repeated a large
number of time. E.g. tossing a coin, drawing a card etc.
 Sample space: A set consisting of all possible outcome that can yield by a random experiment.
E.g. if a coin is tossed then its sample space would be
s={H,T}
If a die is tossed, then sample space would be
s={1,2,3,4,5,6}
 Sample point: Each possible outcome in sample space is called sample point.
Sample space: A set contain total possible
outcomes of a random experiment
 Sample space of a coin
S={H,T}
 Sample space of two coins
S={HH,HT,TH,TT}
 Sample space of three coins
S={HHH,HHT,HTH,THH,HTT,THT,TTH,TTT}
 Sample space of a die
S={1,2,3,4,5,6}
 Sample space of two dice
S={(1,1),(1,2),(1,3),(1,4)(1,5),(1,6),(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6),(4,1)(4,2),(4,3),(4,4),(4,5),(4,6),
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6),(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}
Playing Cards division
Probability- Definition
 Classical definition of probability: If a random experiment can produce n
mutually exclusive and equally likely outcomes and if m out of these are
favorable to the occurrence of a certain event A, then probability of A is
𝑚 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
 P(A)= =
𝑛 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒

 Axiomatic definition of probability

 For any event E, 0 ≤ 𝑃 𝐸 ≤ 1
 P(s)=1, for a sure event S.
 If A and B are mutually exclusive events then
P(𝐴𝑈𝐵) = 𝑃 𝐴 + 𝑃(𝐵)
 Permutation: Selection of the objects with considering their order.
𝑛 𝑛!
𝑃𝑟 =
𝑛−𝑟 !

 Combination: Selection of the objects without considering their order.

𝑛 𝑛!
𝐶𝑟 =
𝑟! 𝑛−𝑟 !
Q#:We need to form team of 5 in a class of 12 students. How many different
teams can be formed?
Q#: If a class contain 10 students a committee of 3 students is selected
maximum vote attainers be presidents of class society, then secretary and a
candidate with score at 3rd position will be CR of class.
1. How many 4 digit numbers can we make using the digits 3, 6, 7 and 8 without repetitions?
2. How many 3 digit numbers can we make using the digits 2, 3, 4, 5, and 6 without repetitions?
3. How many 6 letter words can we make using the letters in the word LIBERTY without repetitions?
4. In how many ways can you arrange 5 different books on a shelf?
5. In how many ways can you select a committee of 3 students out of 10 students?
6. How many triangles can you make using 6 non collinear points on a plane?
7. A committee including 3 boys and 4 girls is to be formed from a group of 10 boys and 12 girls. How many
different committee can be formed from the group?
8. In a certain country, the car number plate is formed by 4 digits from the digits 1, 2, 3, 4, 5, 6, 7, 8 and 9
followed by 3 letters from the alphabet. How many number plates can be formed if neither the digits nor
the letters are repeated?

solutions to the above problems
1. 4! = 24
2. 5 P 3 = 60
3. 7 P 6 = 5040
4. 5! = 120
5. 10 C 3 = 120
6. 6 C 3 = 20
7. 10 C 3 × 12 c 4 = 59,400
8. 9 P 4 × 26 P 3 = 47,174,400
 Event and its types
Event: An event is an individual outcome or number of outcomes or any subset of
sample space is called event.

Simple event Compound event

 An event that contain only one  An event contain more than one
possible outcome. E.g. single coin sample point. E.g. when two coins
is tossed A={H} is a simple event. are tossed one head appear.
A={HT, TH} is a compound event.
 Sure Event vs Impossible event
Sure Event
 An event which always occur
 E.g. if there is only one student in
the class who has pass his
examination, then it is sure that he
would be the topper of the class
Impossible event
 A event which can never be occur
Or a set contain no event.
 E.g. if in BS Botany class there
are15 girls and we wants to select
20 girls out of 15, that’s
impossible.
 Mutually Exclusive vs Not mutually
exclusive events

Mutually Exclusive Not mutually exclusive

 Two events of a single experiment
which can’t both occur together, or
they have no point in common.
 E.g. if we toss a coin outcome
would be either head or tail but
cannot both together.
 If two event can occur together at
the same time in a single
experiment.
 E.g. if we draw a card from 52
playing cards it can be king and a
diamond.
 Exhaustive vs Equally likely

Exhaustive events Equally likely events

 When the union of the two  If two event A and B has equal and
mutually exclusive events is the same probability of occurrence in
entire sample space. repeated trials, or one event is as
likely to occur as other.
 If a coin is tossed and we have two
mutually exclusive events
A={H}, B={T}
AUB={H,T}=s which is complete
sample space
Independent Vs Dependent events
Independent event
 If probability of one event does not
effect the probability of an other
event.
 E.g. Prob. Of head on coin does not
effect occurrence of head on other
coin.
Dependent event
 If probability of one event does
effect the probability of an other
event.
 E.g. Prob. of head on a coin does
effect the occurrence of tail on
same coin.
 Random Variable: A variable whose values depends upon random experiment.
 Discrete Random variable: A random variable contain countable and finite number of values. E.g.
no. of heads when more than one coins are tossed. Even number appear when a dice is rolled.
 Continuous random variable: A random variable X is defined to be a continuous if it can assume
every value in an interval [a, b], where a and b may be −∞ 𝑎𝑛𝑑 + ∞. E.g. Possible values of height
of a wall.
 Probability Distribution: A table contain all possible values of a random variable along with
their corresponding probabilities.
 Example: Toss a pair of coins and make probability distribution of the number of heads.

 Definition of Discrete probability distribution:

The set of ordered pair 𝑥, 𝑓 𝑥 is a probability function, probability mass function or
probability distribution of the discrete random variable X if, for each possible outcome x,
1. 𝑓 𝑥 ≥ 0,
2. σ𝑓 𝑥 = 1
3. P(X=x)=f(x)
Example: A shipment of 10 similar laptop to retail outlet contains 4 defective. If a school makes
a random purchase of 3 of these laptops, find the probability distribution of defective number of
laptops.
 The cumulative probability distribution function or Distribution function:
 F(x) of a discrete random variable x with probability distribution f(x) is.
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑡≤𝑥 𝑓 𝑡 for −∞ < 𝑥 < ∞
Example: find distribution function from previous example.
Plot of probability mass function and cumulative distribution function, also make histogram.
Continuous random variable & its
probability density function.
 A random variable X is defined to be a continuous if it can assume every value in an
interval [a, b], where a and b may be −∞ 𝑎𝑛𝑑 + ∞.
 A random variable is said to be continuous if its graph of distribution function is
continuous.
 Probability density function of continuous random variable:
The function f(x) is a probability density function (pdf) for a continuous random
variable X, defined over the set of real numbers. If
1. 𝒇 𝒙 ≥ 𝟎, 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒙 ∈ 𝑹.
+∞
2. ‫׬‬−∞ 𝒇 𝒙 𝒅𝒙 = 𝟏

𝒃
3. 𝑷 𝒂 < 𝑿 < 𝒃 = ‫𝒙𝒅 𝒙 𝒇 𝒂׬‬.
Thanks