Introduction to Probability

Glyzel Grace M. Francisco

STAT 2205 – Introduction to Biostatistics
2nd Semester, 2020-2021

CENTRAL LUZON STATE UNIVERSITY

DEPARTMENT of
STATISTICS Probability

- “chance” or “possibility”

- quantitative measure of uncertainty

- a number that expresses the strength of our belief in the

occurrence of an uncertain event

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 2

DEPARTMENT of
STATISTICS Basic Concepts of Probability

Random Experiment
-any process that can be repeated under basically same
conditions and which yields well-defined outcomes

• tossing a coin
• rolling a die
• drawing two numbers consecutively (with replacement)
on a hat with numbers 5, 6, and 7

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 3

DEPARTMENT of
STATISTICS Basic Concepts of Probability

Sample space
• set of all possible outcomes of a random experiment
• denoted by capital letter S
• can be finite or infinite

Sample point
• an element of the sample space

n(S) = number of sample points in S

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 4

DEPARTMENT of
STATISTICS Basic Concepts of Probability

Finite Sample space

• has a finite number of outcomes in a sample space

Infinite Sample point

• has an infinite number of outcomes in a sample space

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 5

DEPARTMENT of
STATISTICS Basic Concepts of Probability
Define the sample space.
1. tossing a coin
S = { Head, Tail}

2. rolling a die
S = {1,2,3,4,5,6}

3. drawing two numbers consecutively (with

replacement) on a hat with numbers 5, 6, and 7
S = {55,56,57,65,66,67,75,76,77}
STAT2205 - INTRODUCTION TO BIOSTATISTICS | 6
DEPARTMENT of
STATISTICS Basic Concepts of Probability
Event
• subset of the sample space
• denoted by English capital letters (A, B, …)
except S

n(A) = number of sample points in Event A

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 7

DEPARTMENT of
STATISTICS Basic Concepts of Probability
Elementary Event
event having one sample point
Compound Event
event containing more than one sample point
Impossible Event
null space or null set
event with no sample point
denoted by ∅
STAT2205 - INTRODUCTION TO BIOSTATISTICS | 8
DEPARTMENT of
STATISTICS Basic Concepts of Probability
r.e. : rolling a die
S = {1, 2, 3, 4, 5, 6}
Let the following be the event of obtaining:
A – an even number A = {2, 4, 6}
B – an odd number B = {1, 3, 5}
C – number greater than 6 C=∅={ }
D – number between 2 and 4 D = {3}
E – number from 3 to 5 E = {3, 4, 5}

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 9

 DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
Union of events A∪B
event containing sample points that belong to A,
to B, or to both
A ∪ B = 𝑥 𝑥 𝜖 𝐴 𝑜𝑟 𝑥 𝜖 𝐵

A B Sample
space

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 10

DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
S = {1, 2, 3, 4, 5, 6 }

A = { 2, 4, 6 }
B = { 1, 3, 5 }
C=∅={ }
D={3}
E = { 3, 4, 5 }
A U B = { 1, 2, 3, 4, 5, 6 }
D U E = {3, 4, 5}
D U B = { 1, 3, 5}

C U B = { 1, 3, 5}

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 11

 DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
Intersection of events A∩B
event containing sample points common to both A
and B
A ∩ B = 𝑥 𝑥 𝜖 𝐴 𝑎𝑛𝑑 𝑥 𝜖 𝐵

A B Sample
A∩B space

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 12

DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
S = {1, 2, 3, 4, 5, 6 }

A = { 2, 4, 6 } A∩B=∅={ }
B = { 1, 3, 5 }
C=∅={ } D∩E={3}
D={3}
E = { 3, 4, 5 } D∩B={3}

C∩B=∅={ }

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 13

 DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
Complement of an event 𝐴𝑐 = 𝐴’
event containing all the sample points in the sample
space that are not found in event A

𝐴𝑐 = 𝐴’ = 𝑥 𝑥 ∉ 𝐴 𝑜𝑟 𝑥 𝜖 𝑆 S
A
𝐴𝑐 = 𝐴’ = S – A

Sample
space
STAT2205 - INTRODUCTION TO BIOSTATISTICS | 14
DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
S = {1, 2, 3, 4, 5, 6 }

A = { 2, 4, 6 } 𝐴𝑐 = { 1, 3, 5 }
B = { 1, 3, 5 }
C=∅={ } 𝐶 𝑐 = {1, 2, 3, 4, 5, 6 }
D={3}
E = { 3, 4, 5 } 𝐷 𝑐 = {1, 2, 4, 5, 6 }

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 15

 DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
Mutually Exclusive or Disjoint Events
events that do not have common sample point/s
A∩B=∅
S
A B

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 16

DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Set Operations
S = {1, 2, 3, 4, 5, 6 }

A = { 2, 4, 6 } A and B = A U B = {1, 2, 3, 4, 5, 6 }
B = { 1, 3, 5 }
C=∅={ } D and B = D U B = {1, 3, 5}
D={3}
E = { 3, 4, 5 } C and B = C U B = {1, 3, 5}

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 17

 DEPARTMENT of
STATISTICS Basic Concepts of Probability:
Exercise
S = {1, 2, 3, 4, 5, 6 }
𝐴∩𝐵 U𝐶 =∅
A = { 2, 4, 6 }
1. (𝐴 𝑐 U 𝐵)∩𝐸 = { 3, 5}
B = { 1, 3, 5 } 𝑐 𝑐 𝑐
2. (𝐶 U 𝐷 ) = ∅
C=∅={ }
3. (𝐵 𝑐 ∩ 𝐵)𝑐 U 𝐵 = {1, 2, 3, 4, 5, 6}
D={3}
4. 𝐶 𝑐 U (A ∩ 𝐵) = {1, 2, 3, 4, 5, 6}
E = { 3, 4, 5 }
5. E ∩ (D U B) = {3, 5}

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 18

 DEPARTMENT of
STATISTICS Basic Concepts of Probability

Independent Events
occurrence of one does not affect the probability of
occurrence of the other event

Dependent Events
occurrence of one affects the probability of occurrence
of the other event

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 19

 DEPARTMENT of
STATISTICS Basic Concepts of Probability
Independent Events
Choosing a card and replace it, then choose another
card (because the odds of choosing the first card is
1/52, and the odds of choosing the second card are 1/52).

Dependent Events
Choosing a card, do not replace it, then choose another (because
the odds of choosing the first card is 1/52, but if you do not
replace it, you are changing the odds to 1/51 for the next draw).

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 20

 DEPARTMENT of
STATISTICS Basic Concepts of Probability

Dependent Events Robbing a grocery store and going to jail.

Independent Events Buying a lottery ticket and finding a penny on the
floor
Dependent Events Not paying your internet bill on time and having
your internet cut off.
Independent Events Boarding a plane first and finding a good seat.
Independent Events Taking a cab home and finding your favorite movie
on cable.
Independent Events Winning the lottery and running out of milk.

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 21

 DEPARTMENT of
STATISTICS Properties of Probability
0 1

1. 0 ≤ 𝑃 A ≤ 1
probability of an event should not
less than 0 and not greater than 1

2. 𝑃 ∅ = 0 probability of an empty set is zero

3. σ 𝑃 𝐴𝑖 = 1 the sum of probabilities should be 1

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 22

 DEPARTMENT of
STATISTICS Determination of Probabilities

1. A Priori or Classical Approach

2. A Posteriori or Relative Frequency

3. Approach Subjective Approach

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 23

 DEPARTMENT of
STATISTICS Determination of Probabilities

1. A Priori or Classical Approach

• assumes that all the sample points in S have equal
chances of occurring
• can be determined even without actually performing
the experiment

𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝐴 𝑛(𝐴)

𝑃 𝐴 = =
𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑆 𝑛(𝑆)

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 24

 DEPARTMENT of
STATISTICS Determination of Probabilities

1. A Priori or Classical Approach

𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝐴 𝑛(𝐴)
𝑃 𝐴 = =
𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑆 𝑛(𝑆)
Example:
r.e. : tossing a coin P(A) =
𝑛(𝐴) 1
= = 0.5
𝑆={Head, Tail} 𝑛(𝑆) 𝟐

Event A – Head
𝑛(𝐵) 1
Event B – Tail P(B) = = = 0.5
𝑛(𝑆) 𝟐

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 25

 DEPARTMENT of
STATISTICS Determination of Probabilities
2. A Posteriori or Relative Frequency Approach
base on experimental evidence

𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝐴 𝑜𝑐𝑐𝑢𝑟𝑒𝑑

𝑃 𝐴 =
𝑛𝑜. 𝑜𝑓 𝑡𝑖𝑚𝑒𝑠 𝑡ℎ𝑒 𝑟. 𝑒. 𝑤𝑎𝑠 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑

Law of Large Numbers

as an experiment is repeated again and again that is as 𝑛 → ∞
𝐴 𝑃𝑜𝑠𝑡𝑒𝑟𝑖𝑜𝑟𝑖 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 → 𝐴 𝑃𝑟𝑖𝑜𝑟𝑖 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 26

 DEPARTMENT of
STATISTICS Determination of Probabilities
2. A Posteriori or Relative Frequency Approach
𝑛𝑜. 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝐴 𝑜𝑐𝑐𝑢𝑟𝑒𝑑
𝑃 𝐴 =
𝑛𝑜. 𝑜𝑓 𝑡𝑖𝑚𝑒𝑠 𝑡ℎ𝑒 𝑟. 𝑒. 𝑤𝑎𝑠 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑
Example:
r.e. : tossing a coin three times Event A – Head, Event B – Tail

Possible outcomes:
1 head, 2 tails 2 heads, 1 tail 3 heads, 0 tail 0 head, 3 tail
1 2 3 0
𝑃 𝐴 = = 𝟎. 𝟑𝟑 𝑃 𝐴 = = 𝟎. 𝟔𝟕 𝑃 𝐴 = =𝟏 𝑃 𝐴 = =𝟎
3 3 3 3
2 1 0 3
𝑃 𝐵 = = 𝟎. 𝟔𝟕 𝑃 𝐵 = = 𝟎. 𝟑𝟑 𝑃 𝐵 = =𝟎 𝑃 𝐵 = =𝟏
3 3 3 3

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 27

 DEPARTMENT of
STATISTICS Determination of Probabilities

3. Subjective Approach

• guessed or estimated probability based on knowledge

of relevant circumstances

• varies from one person to another

Example: I am sure that tomorrow will rain.

STAT2205 - INTRODUCTION TO BIOSTATISTICS | 28