Probability Intro DRAMFR

Introduction to Probability
Ahbab Mohammad Fazle Rabbi

Department of Mathematics and Statistics, BUTEX
L2T1, August/Septermber-2020
Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 1 / 26

Content (Part-B)
1 Introduction to Probability
1 Basic concepts: Set theory, Events, Probability
2 Addition, independence, conditional probability
3 Bayes’ theorem
2 Random variable and it’s distribution
1 Random variable and it’s properties, mathematical expectation
2 Some common probability distributions
3 Sampling and Estimation
1 Sampling theory, some sampling designs (probability sampling)
2 Statistical estimation: point and interval estimation
4 Test of Hypothesis
1 Fundamental Notations of Hypothesis Testing
2 Test of Significance about Mean, Proportions, Paired t-test
5 Others
1 Concept of ANOVA and experimental design
2 Index number
3 Time series analysis
4 ...
Expected outcomes of the course
1 ...
2 ...
3 ...
4 Decision making
1 Reliability measure for decision making
2 How to make decision by analyzing data
3 Conducting and designing experiment
5 Forecast

References
Anderson, David R., Dennis J. Sweeney, Thomas A. Williams, Jeffrey D.

Camm, and James J. Cochran. “Statistics for business & economics.” Nelson
Education, 2016.
Islam, M. Nurul. “An introduction to statistics and probability.” Book World,

2010.
Newbold, Paul, William Carlson, and Betty Thorne. “Statistics for business
and economics.” Pearson, 2012.

Prior concepts . . .
Set: A well defined collection of distinct objects/elements

Some types:
Universal set
Empty set
Subset
Unit set
...
Set operations:
Intersection
Union
Complementation
Power set
Difference of sets
...

Basic terms for defining probability
Experiment/trial: An experiment or trial is an act (involving

probability) that can be repeated under given identical conditions
Outcome: Result of a single trial of an experiment
Sample space: The set of all possible outcomes (S)
Event: Collection of one or more outcomes of an experiment
Event space: The set of all possible events
Mutually exclusive events: A ∩ B = ∅
Exhaustive events: A ∪ B = S
Complementary events: A ∪ A = S
Random event: A possible outcome/combination of such outcomes of
some elementary experiment or random phenomenon

Probability . . . . . . why?
Throughout our lives, we are confronted with decision making

situations that involve uncertainty.
Example: How likely is that there will be heavy thunderstorm today?
What is the chance that construction of Dhaka Metro Rail will be
completed by the end of next year?
Application:
Reliability measurement by risk assessment and modeling
Insurance industry/actuarial science
Decision making
Chance/possibility/probability/likelihood/uncertainty . . . ?

Definition
Classical approach: The measure of how likely an event is

n(A)
P(A) =
n(S)
Example: An ordinary die is rolled once. Find the probability:
1 An even number occurs
2 A number greater than 4 occurs

Definition
Classical approach: The measure of how likely an event is

n(A)
P(A) =
n(S)
Example: An ordinary die is rolled once. Find the probability:
1 An even number occurs
2 A number greater than 4 occurs
Relative frequency approach

Subjective approach
Axiomatic approach
The probability of any event A, P(A) ≥ 0
P(S) = 1
For two mutually exclusive events A and B,
P(A ∪ B) = P(A) + P(B)

Example
Problem: ESE-45 contains of 41 students, 26 boys and 15 girls. Their

department decided to distribute 4 complementary tickets of the opening
show of Doctor Strange in the Multiverse of Madness by lottery to 4
students of the class. What is the probability that the tickets go to 4 girls?

Example

Solve: Let the sample space is denoted by S and the event that 4 girls will
get the tickets is denoted by A.
So,
n(A)
P(A) =
n(S)

Example

So,
15
n(A) C4
P(A) = = 41
n(S) C4

Example

So,
15
n(A) C4
P(A) = = 41
n(S) C4
Homework: What is the probability that the tickets go to 2 boys and 2
girls?

Some helpful theorems . . .
The Odds: If an experiment results in n(S) equally likely outcomes
such that “a” is in favor of the event A and “b” is in favor of event A,
then the odds in favor of A are a/b and odds against A are b/a.
For any event A, P(A) = 1 − P(A)
0 ≤ P(A) ≤ 1
Additive law of probability: If A ∩ B 6= ∅, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

0 ≤ P(A) ≤ 1
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
Example: Two unbiased coins are tossed. A is the event for getting two
heads and B is the event for second coin shows head. Estimate P(A ∪ B).

0 ≤ P(A) ≤ 1
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
Example: Two unbiased coins are tossed. A is the event for getting two
heads and B is the event for second coin shows head. Estimate P(A ∪ B).
Try: A traveler has placed 6 narcotics tablets in a bottle containing 9 more
vitamin tablets with similar appearance. If the customs official collects 3 of
the tablets at random for analysis, what is the probability that the traveler
will be arrested for violation of narcotics law?

Weather!

Weather!
S={Sunny, Rainy, Snowy, Windy, Cloudy, Foggy}

Weather!
S={Sunny, Rainy, Snowy, Windy, Cloudy, Foggy}
A−→ Berlin’s weather is sunny

B−→ Sydney’s weather is cloudy
Does A depend on B?

Independence of events
Definition: If A and B represent two events and if the occurrence of A
does not affect or get affected by the occurrence of B, then A and B are
said to be independent. Mathematically, A and B will be independent if
and only if
P(A ∩ B) = P(A) × P(B)
Lemma:
P(A ∩ B ∩ C . . . H) = P(A) × P(B) × P(C ) . . . × P(H)
P(A ∩ B) = P(A) × P(B)

Independence of events
Definition: If A and B represent two events and if the occurrence of A
does not affect or get affected by the occurrence of B, then A and B are
said to be independent. Mathematically, A and B will be independent if
and only if
P(A ∩ B) = P(A) × P(B)
Lemma:
P(A ∩ B ∩ C . . . H) = P(A) × P(B) × P(C ) . . . × P(H)
P(A ∩ B) = P(A) × P(B)
Example: A Borei-class nuclear submarine docked at Murmansk has two

reactors operating independently. The probability that a specific reactor is
available when needed is 0.9. What is the probability that a reactor is
functional when needed? What is the probability that neither is available
when needed?

Homework!
There are 5 circular knitting machines in the top floor of Keramat

Garments Ltd. The machines were made by Xinda Precision Machine
in 2009. What is the probability that at least 2 of these knitting
machines were assembled in the same day?
A study tour committee of two students is to be formed from the

department of YE and TEM. One student in random will be selected
from a YE class consisting of 75 second year students and 10 first
year students. The other is to be selected from a TEM class
consisting of 80 second year students and 5 first year students.
1 What is the probability that both students will be second year students?
2 What is the probability that both students will be first year students?
3 What is the probability of selecting a second year student and a first
year student?

Marginal and Joint Probability
Three hundred and twenty four students of BUTEX were classified

according to their faculty (TE/TCE) they belong to and their sex
(male/female). The distribution is as follows:
Sex
Faculty Total
Male (M) Female (F)
Textile Engineering (TE) 174 36 210
Textile Chemical Engineeing (TCE) 89 25 114
Total 263 61 324
1 Find the probability that a student selected at random will be from
TE faculty.
2 Find the probability that a randomly selected student will me male.
3 Estimate the probability that a randomly chosen student is female
and belong to TCE faculty.

Conditional Events
Testing positive for dengue fever
The weatherman might state that your area has a probability of rain
of 40 percent. However, this fact is conditional on many things, such
as the probability of
a cold front coming to your area
rain clouds forming
another front pushing the rain clouds away

Conditional Probability
Definition: The conditional probability of an event A given B is defined
by,
P(A ∩ B)
P(A|B) = ; P(B) > 0
P(B)

by,
P(A ∩ B)
P(A|B) = ; P(B) > 0
P(B)
Rules of multiplication: P(A ∩ B) = P(B) × P(A|B) = P(A) × P(B|A)

by,
P(A ∩ B)
P(A|B) = ; P(B) > 0
P(B)
Example: The probability that a married man watches Game of Thrones is
0.4, a married woman watches the show is 0.3 and a married couple
watches the show is 0.2. Find
1 The probability that a wife watches GOT, given that her husband
does.
2 The probability that at least one person of a married couple will
watch the show.

by,
P(A ∩ B)
P(A|B) = ; P(B) > 0
P(B)
Example: The probability that a married man watches Game of Thrones is
0.4, a married woman watches the show is 0.3 and a married couple
watches the show is 0.2. Find
1 The probability that a wife watches GOT, given that her husband
does.
2 The probability that at least one person of a married couple will
watch the show.
Try yourself: A and B are two exhaustive events and it is known that
P(A|B) = 1/4 and P(B) = 2/3. Find P(A).

Development of Bayes’ Theorem
P(A ∩ D)
P(A|D) = ; P(D) > 0
P(D)

P(A ∩ D)
P(A|D) = ; P(D) > 0
P(D)
From rules of multiplication,
P(A ∩ D) = P(D) × P(A|D) = P(A) × P(D|A)

P(A ∩ D)
P(A|D) = ; P(D) > 0
P(D)
P(A ∩ D) = P(D) × P(A|D) = P(A) × P(D|A)
P(A ∩ D)
P(A|D) =
P(D)

P(A ∩ D)
P(A|D) = ; P(D) > 0
P(D)
P(A ∩ D) = P(D) × P(A|D) = P(A) × P(D|A)
P(A ∩ D) P(A)P(D|A)
P(A|D) = = ; P(D) > 0
P(D) P(D)

P(A ∩ D)
P(A|D) = ; P(D) > 0
P(D)
P(A ∩ D) = P(D) × P(A|D) = P(A) × P(D|A)
P(A ∩ D) P(A)P(D|A)
P(A|D) = = ; P(D) > 0
P(D) P(D)

P(Ai )P(D|Ai )
P(Ai |D) =
P(D)

P(Ai )P(D|Ai ) P(Ai )P(D|Ai )

P(Ai |D) = =X
P(D) P(Ai )P(D|Ai )
i

Bayes’ Theorem
Statement: Let the events A1 , A2 , . . . Ak form a partition of the sample

space S of an experiment. Let B be any event of S such that P(B) > 0.
Then for i = 1, 2, . . . k
P(Ai )P(B|Ai )
P(Ai |B) = X
P(Ai )P(B|Ai )
i

Illustration
Illustration
Illustration
Illustration
Illustration

Example
In a bolt factory machines A, B and C produce 25%, 35% and 40%

respectively of the total products. Of their output 5, 4 and 2 percent are
defective bolts. A bolt is drawn at randomly from the product and is
found to be defective. What are the probabilities that it was manufactured
by machine A? B? C ?

Problem!

Solve

Exercise; Assignment-1
Instruction: Submission of the assignment is optional but the deadline is

October 10, 2020. Please send your solve by e-mail.
1 According to Stanford University’s Blood Center, 44% of the US
population have blood type A, 10% have B and 4% have blood type
AB. What is the probability of a randomly selected US citizen having
blood type O?
2 The probability of a New York teenager owning a skateboard is 0.37,
of owning a bicycle is 0.81 and of owning both is 0.36. If a New York
teenager is chosen at random, what is the probability that the
teenager owns a skateboard or a bicycle?
3 Two coins are tossed. If A is the event “head on the first coin”, B is
the event “head on the second coin”and C is the event “coins fall like
alike”, show that the events A, B and C are pairwise independent but
not completely independent.

Assignment-1 (contd.)
4 0.1% of the population is said to have a new disease. A test is
developed to test for the disease. 97% of people without the disease
will receive a negative test result. 99.5% of people with the disease
will receive a positive test result. Let D be the event that a random
person has the disease and E be the event that a random person gets
a positive test result. Are D and E independent?
5 10% of the emails that Michelle receives are spam emails. Her spam
filter catches spam 95% of the time. Her spam filter misidentifies
non-spam as spam 2% of the time. What is the probability that a
regular email gets identified as spam in her inbox?
6 According to the official statistics of Keramat Jeans Pvt Ltd, there is
a 14% chance of washing denims in wrong chemical, 26% chance of
drying in wrong temperature, and there is a 5% chance of conducting
both. If a shipment of denims are rejected for wrong washing; what is
the probability that the same shipment will also suffer from wrong
drying?
Assignment-1 (contd.)
7 Zhang Wei, Liu Yang and Wang Min are the three floor supervisors
who share the supervising of the workers and production of the swing
department in a factory works for Bosideng. Zhang Wei does 40% of
the job, while Liu Yang does 30% and Wang Min shares the rest. The
probability that at least one shipment has fault when Zhang Wei is
working is 0.02, 0.03 for Liu Yang and 0.02 for Wang Min. The
quality control inspector does not follow the supervising schedule and
one morning he find a wrong package from the swing department.
What is the probability that Liu Yang was responsible for that? or,
Wang Min?

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Introduction to Probability

Ahbab Mohammad Fazle Rabbi

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 1 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 3 / 26

Anderson, David R., Dennis J. Sweeney, Thomas A. Williams, Jeffrey D.

Islam, M. Nurul. “An introduction to statistics and probability.” Book World,

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 4 / 26

Set: A well defined collection of distinct objects/elements

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 5 / 26

Experiment/trial: An experiment or trial is an act (involving

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 6 / 26

Throughout our lives, we are confronted with decision making

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 7 / 26

Classical approach: The measure of how likely an event is

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 8 / 26

Classical approach: The measure of how likely an event is

Relative frequency approach

P(A ∪ B) = P(A) + P(B)

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 8 / 26

Problem: ESE-45 contains of 41 students, 26 boys and 15 girls. Their

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 9 / 26

Problem: ESE-45 contains of 41 students, 26 boys and 15 girls. Their

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 9 / 26

Problem: ESE-45 contains of 41 students, 26 boys and 15 girls. Their

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 9 / 26

Problem: ESE-45 contains of 41 students, 26 boys and 15 girls. Their

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 9 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 10 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 10 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 10 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 11 / 26

S={Sunny, Rainy, Snowy, Windy, Cloudy, Foggy}

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 11 / 26

S={Sunny, Rainy, Snowy, Windy, Cloudy, Foggy}

A−→ Berlin’s weather is sunny

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 11 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 12 / 26

Example: A Borei-class nuclear submarine docked at Murmansk has two

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 12 / 26

There are 5 circular knitting machines in the top floor of Keramat

A study tour committee of two students is to be formed from the

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 13 / 26

Three hundred and twenty four students of BUTEX were classified

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 14 / 26

Testing positive for dengue fever

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 15 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 16 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 16 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 16 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 16 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 17 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 17 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 17 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 17 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 17 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 18 / 26

P(Ai )P(D|Ai ) P(Ai )P(D|Ai )

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 18 / 26

Statement: Let the events A1 , A2 , . . . Ak form a partition of the sample

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 19 / 26

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 20 / 26

In a bolt factory machines A, B and C produce 25%, 35% and 40%

Fazle Rabbi Introduction to Probability BUTEX, L2T1, Sept-2020 21 / 26