Probability

Presented By: Eng. Zeidoun

Probability
Probability
is a set of tools which take random variables and output deterministic numbers
which answer particular questions.

Probability Experiment “Random Phenomenon or Experiments “

• Process which leads to well-defined results call outcomes
• A Random Phenomenon is a condition that generate variations in outcomes
when observed.

➢ With a random phenomenon each attempt or trial to be observed produces an outcome that usually varies
from an attempt to another and it is not guaranteed that the same outcome occurs all the times.
➢ Opposite to Certainty where outcomes repeats exactly when observed under the same conditions
Probability
Outcome
The result of a single trial of a probability experiment.

Sample Space
Set of all possible outcomes of a probability experiment.

Event
One or more outcomes of a probability experiment.
An event is a subset of a sample space

Complement of an Event
All the events in the sample space except the given events.
Probability
Mutually Exclusive Events
Two events which cannot happen at the same time.(Disjoint)

Independent Events
Two events are independent if the occurrence of one does not affect the probability
of the other occurring.

Dependent Events
Two events are dependent if the first event affects the outcome or occurrence of the
second event in a way the probability is changed.

Conditional Probability
The probability of an event occurring given that another event has already occurred.
Probability Rules
• All probabilities are between 0 and 1 inclusive 0 <= P(E) <= 1
• The sum of all the probabilities in the sample space is 1

→There are some other rules which are also important.

• The probability of an event which cannot occur is 0.
• The probability of any event which is not in the sample space is zero.
• The probability of an event which must occur or always happen is 1.
• The probability of the sample space is 1.
• The probability of an event not occurring is one minus the probability of it
occurring. P(E') = 1 - P(E)
Probability
Sample Spaces ‘S’

• A sample space is the set of all possible outcomes.

• S is used to represent the set of everything possible in a given context, the sample space.
• Number of outcomes = Size of Sample Space.

Note: All outcomes are considered equally likely.

Probability
Tossing a coin
Tossing a coin “ n times “ or “tossing n coins”
Two possible outcomes exist: heads (H) or tails (T)

Tossing 1 coin, n=1 number of outcomes =2 sample space S= {H, T}.

Since all outcomes are equally likely then, we can say that P(H)=1/2 and P(T)=1/2.
Probability
• Tossing 1 coin, n=1 number of outcomes =2 sample space S= {H, T}.
P(H)=1/2 and P(T)=1/2.
• Tossing 2 coins, n=2 number of outcomes =4 sample space S= {HH, HT, TH, TT}.
Here P (each outcome) =1/4.
• Tossing 3 coins, n=3 number of outcomes =8 sample space S= {HHH, HHT, HTH, HTT,
THH, THT, TTH, TTT}.
Here P (each outcome) =1/8.

• So, if n is the number of tossed coins, then the number of outcomes is equal to 2n
Probability
Rolling a die
• when you roll 1 die, the sample space is 1, 2, 3, 4, 5, or 6. So the size of the
sample space is 6.
Probability
Rolling a die
• when you roll 1 die, the sample space is 1, 2, 3, 4, 5, or 6. So the size of the sample
space is 6.
• Rolling 1 die, n=1 number of outcomes =6 sample space S= {1,2,3,4,5,6}.
P(each outcome)=1/6
• Rolling 2 dice, n=2 number of outcomes =36 sample space S= {11, 12,13, ...21,22,23...65,66}.
P(each outcome)=1/36

• So, if n is the number of Rolled dice, then the number of outcomes is equal to 6n
Probability
Tree Diagram
Probability
• Rolling two dice Tree Diagram
Probability Example
Probability Example
Probability Example
Sample Space
Probability Venn-Diagram
Venn Diagram
Venn diagrams can be used to pictorially show whether or not there is overlap
between two or more sets. They are a good tool for helping remember some of the laws of
probability. We don’t use them in proofs, however, they’re particularly good to develop
intuition.
Venn diagram is a Graphical display of sets
➢ The sample space is represented by rectangle.
➢ A point is assigned to represent a simple event.
➢ Circles are drawn around the sample points to represent events.
Probability Venn-Diagram
Union
Union of the sets A and B , denoted A ∪ B , is the set of all objects that are a
member of A , or B , or both. The union of {1, 2, 3} and {2, 3, 4} is the set {1, 2, 3, 4}.
Probability Venn-Diagram
Intersection
Intersection of the sets A and B, denoted A ∩ B, is the set of all objects that are
members of both A and B
Probability Venn-Diagram
Mutually Exclusive Events “Disjoint”
Probability Venn-Diagram
Rules:
Probability

END OF LECTURE 1
Sets Operations
Sets Operations
Sets Operations
Example 1

Three different tools are inspected for safety of use.

→List the elements of a sample space S, using the letters F for the tool
being safe and N for not safe.
Example 1

Three different tools are inspected for safety of use.

→List the elements of S corresponding to event E that at least two of the
tools are safe.

FNN,FFN,FFF
Example 1

Three different tools are inspected for safety of use.

→Define an event that has as its elements the points {FFF,NFF,FFN,NFN}.

List the elements of S corresponding to an event E such that the

second tool is safe.
Example 2

If S = {x | 0 < x < 12}, M = {x | 1 < x < 9}, and N = {x | 0 < x < 5}.
find
S= {1,2,3,4,5,6,7,8,9,10,11},M={2,3,4,5,6,7,8},N={1,2,3,4}.

(a) M ∪ N ={1,2,3,4,5,6,7,8}
(b) M ∩ N ={2,3,4}
(c) Mʹ ∩ N’ ={9,10,11}
Counting Occurrence points Rules

Example:
How many sample points are there in the sample space when a pair of dice
is thrown once?
Solution:
The first die can land face-up in any one of n1 = 6 ways. For each of these
6 ways, the second die can also land face-up in n2 = 6 ways. Therefore,
the pair of dice can land in n1n2 = (6)(6) = 36 possible ways
Counting Occurrence points Rules

Example:
Sam is going to assemble a computer by himself. He has the choice
of chips from two brands, a hard drive from four, memory from
three, and an accessory bundle from five local stores. How many
different ways can Sam order the parts?
Solution:
Since n1 = 2, n2 = 4, n3 = 3, and n4 = 5, there are n1× n2 × n3 × n4 =
2 × 4 × 3 × 5 = 120 different ways to order the parts.
Counting Occurrence points Rules

Example:
How many even four-digit numbers can be formed from the digits 0,
1, 2, 5, 6, and 9 if each digit can be used only once?
Permutation

Example: In how many ways you can put 3 different people A, B, and C in a waiting
line?
Permutation

Permutation = Arrangement
Permutation

Example:
In one year, three awards (research, teaching, and service) will be given to a
class of 25 graduate students in a statistics department. If each student can
receive at most one award, how many possible selections are there?
Solution:
Since the awards are distinguishable, it is a permutation problem.
The total number of sample points is
Circular Permutation
Circular Permutation

Example:
In a college football training session, the defensive coordinator needs to have
10 players standing in a row. Among these 10 players, there are 1 freshman,
2 sophomores, 4 juniors, and 3 seniors. How many different ways can they
be arranged in a row if only their class level will be distinguished?
Solution:
Partitioning

A partition has been achieved if the intersection of every possible pair of the
r subsets is the empty set φ and if the union of all subsets gives the original
set. The order of the elements within a cell is of no importance.
Partitioning

In how many ways can 7 graduate students be assigned to 1 triple and 2

double hotel rooms during a conference?
Combinations

In many problems, we are interested in the number of ways of selecting r

objects from n without regard to order. These selections are called
combinations.
How many ways are there to select 3 candidates from 8 equally qualified
recent graduates for openings in an accounting firm?

8C3 = 56 ways.
 Probability example “Venn Diagram”
Suppose that a family is leaving on a summer vacation in their camper and that M is
the event that they will experience mechanical problems, T is the event that they
will receive a ticket for committing a traffic violation, and V is the event that they
will arrive at a campsite with no vacancies. Referring to the Venn diagram of Figure
and state in words the events represented by the following regions:
(a) region 5;
(b) region 3;
(c) regions 1 and 2 together;
(d) regions 4 and 7 together;
(e) regions 3, 6, 7, and 8 together
 Probability example “Venn Diagram”
Suppose that a family is leaving on a summer vacation in their camper and that M is
the event that they will experience mechanical problems, T is the event that they
will receive a ticket for committing a traffic violation, and V is the event that they
will arrive at a campsite with no vacancies. Referring to the Venn diagram of Figure
and state in words the events represented by the following regions:
Solution:
Probability

END OF LECTURE 2
Random Variables and Probability Distributions

Example:
Two balls are drawn in succession without replacement from an urn
containing 4 red balls and 3 black balls. The possible outcomes and the
values y of the random variable Y , where Y is the number of red balls, are:
Sy= 0R,1R,2R = {BB,RB,BR,RR}
Random Variables and Probability Distributions

Ex: S=[0,1]

Ex: S={0,1,2}
Random Variables and Probability Distributions

• Definition of Discrete Random Variable:

A random variable is called a discrete random variable if its
set of possible outcomes is countable, i.e. its sample space is
discrete.
• Definition of Continuous Random Variable:
A random variable is called a continuous random variable if
its set of possible outcomes is uncountable, i.e. its sample space is
continuous.
Random Variables and Probability Distributions

Discrete Probability Distributions

Random Variables and Probability Distributions

Discrete Probability Distributions

Random Variables and Probability Distributions

Continous Probability Distributions

Random Variables and Probability Distributions

Probability Density Function

Example:

a) Verify that f(x) is a density function.

Random Variables and Probability Distributions

Probability Density Function

Example:

b) Find P(0 < X ≤ 1).

Random Variables and Probability Distributions

Cumulative Distribution Function “density function’:

Random Variables and Probability Distributions

Cumulative Distribution Function:

Same Ex.

find F(x), and use it to evaluate P(0 < X ≤ 1).

Random Variables and Probability Distributions

Classify as discrete or Continuous

• Number of automobile accidents /year → Discrete

• The length of time to play 18 holes of golf → Continuous

Random Variables and Probability Distributions

Cumulative Distribution Function:

(a)Show that P(0 < X < 1) = 1.

Random Variables and Probability Distributions

Cumulative Distribution Function:

(b)Find the probability that more than 1/4 but fewer than 1/2 of
the people contacted will respond to this type of solicitation.
Random Variables and Probability Distributions

Consider the density function:

1) Evaluate K:
Random Variables and Probability Distributions

Consider the density function:

2) Find F(x) and use it to evaluate P(0.3 < X < 0.6).

Random Variables and Probability Distributions

Joint Distribution function “two variables” :

Random Variables and Probability Distributions

Joint Distribution function “two variables” :

Example: Two pens are selected at random from a box that contains
3 blue pens, 2 red pens, and 3 green pens. If X is the number of
blue pens selected and Y is the number of red pens selected, find:
1) The joint probability function f(x, y)
Let X → # of blue pens & Y→ # of red pens
the joint probability distribution of Table can be represented by the
formula:
Random Variables and Probability Distributions

The probability table will be:

Random Variables and Probability Distributions

P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}

Random Variables and Probability Distributions

Joint Distribution function “Continous Random Variables” :

Random Variables and Probability Distributions

Example: A privately owned business operates both a drive-in facility and

a walk-in facility. On a randomly selected day, let X and Y, respectively, be
the proportions of the time that the drivein and the walk-in facilities are
in use, and suppose that the joint density function of these random
variables is:
1)Verify that f(x,y) is a pdf.

2) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.

Probability

END OF LECTURE
Random Variables and Probability Distributions

Marginal Distributions

The term marginal is used here because, in the discrete case, the
values of g(x) and h(y) are just the marginal totals of the respective
columns and rows when the values of f(x, y) are displayed in a
rectangular tabl
Random Variables and Probability Distributions

Find g(x) and h(y) for the joint density function of Example
Random Variables and Probability Distributions

Conditional Probability Distribution:

Random Variables and Probability Distributions

In a similar manner we could show that the values of h(y) are given
by the row totals. In tabular form, these marginal distributions may
be written as follows:
Random Variables and Probability Distributions

For the same example, find the conditional distribution of X, given

that Y = 1, and use it to determine P(X = 0 | Y = 1).
Random Variables and Probability Distributions
Random Variables and Probability Distributions
Random Variables and Probability Distributions
Random Variables and Probability Distributions
Random Variables and Probability Distributions
Random Variables and Probability Distributions

Example:
Random Variables and Probability Distributions

Statically independent random variables:

Random Variables and Probability Distributions

For the last example prove that X and Y are Statistically

independent
Probability

END OF LECTURE