Probability One

STS 181 / Statistics

Name of Presenter: Dr A.T. Soyinka

1
Section Title
Description
Heading Title
Point 1
dule 1: Generation of Statistical events from
ory and Combinatorial Methods
end of this module, students should be able to do the following:
ntify all elements in a sample space e.g. a coin has a Head or a Tail, a dice
2,3,4,5,6}.
st all the subset of a set or a sample space.
present the information about the subsets of a set in terms of items (x) an
quency (f). n

btain the mean from µ = ∑ x f (x ) and the variance from ∑ (x − µ ) f (x

n
2
i i
i=1 i i
i =1
dule 1: Generation of Statistical events from
ory and Combinatorial Methods
t is a collection of well defined objects. That is for a set to exist, the
ents\objects
objects it contained must be identifiable within a definite sample spac
nstance `Collection of Principals of secondary school’ is NOT a SET; but
ay `Collection of Principals of secondary school in ogun state’ then it bec
T because of well defined objects and the definite sample space (ogun ( stat
finition of Terms
Set can be a finite or an infinite set.
A Set is finite if all its elements can be listed completely; otherwise the Set
nite.
Universal Set: A set containing all the elements\objects
elements in a sample space i
ed a universal set.
Empty Set is a set with no object { } .
Two set are equal if they contain the same element.
If A is a Set of Nigerians and B is a set of people in West Africa, then A i
bset of B A ⊂ B .
Operations on Sets
A = {1 , 3 , 5 , 7 , 9 ,10 ,12 } and B = {0 ,1 , 3 , 7 ,10 ,12 ,14 ,1
n we can obtain the following:
A ) = 7
B ) = 8
∪ B = {0 , 1 , 3 , 5 , 7 , 9 , 10 , 12 , 14 , 16
A ∪ B ) = 10
∩ B = {1 , 3 , 7 , 10 , 12 }
A ∩ B ) = 5
− B = {5 , 9 }
A − B ) = 2
− A = {0 , 14 , 16 }
B − A ) = 3
rations on Sets
esent the subset of the set A = {a , b , c } as a statistical event.
tion: A = {a , b , c } has the subsets say
= {{ }, {1}, {2 }, {3}, {1, 2 }, {1,3}, {2 ,3}, {1, 2 ,3}}
lying that n ( B ) = 8 in-line
line with the rule number of elements in a subset of
s 2 k where k is the number of elements in the set. To represent the subset
tistical event, we have

items x frequency
Empty set (zero object) 0 1
Singleton (one object) 1 3
Double elements (two objects together) 2 3
Triple elements (three object together) 3 3
rations on Sets
g combinatorial approach, obtain the statistical event for a set of four elem
A = {p , q , r , s , t } .
ion: n( A) = 4

x Combination frequency
4 C = 1
No object 0 0 1
Single object 1 4 C 1 = 4 4
Two joint objects 2 4 C 2 = 6 6
Three joint objects 3 4 C 3 = 4 4
Four joint objects 4 4 C 4 = 1 1

the table, you can now obtain the mean = ∑ xf (x ) and the variance as
− mean )2 f (x )

l your secondary school statistics.

 Assignment
upposing you are to toss a coin and cast a die; list the outcome in the samp
e, if the procedure was to be
Intermittent.
Simultaneous.
Obtain the sample space for two coins tossed simultaneously. Generate its
statistical event and determine its mean and variance.
dule 2: Elementary Principles of Probability and
bability Laws
module aimed at helping the student to:

Understand that probability lies between 0 and 1.

stablish that total probability of a sample space must be less than or equal

onfirm that probability values must be closed or give exact solution under
perations.
odule 2: Elementary Principles of Probabilit
d Probability Laws
bability is a measure (function) that assigns (matches) real numbers betwee
fractions), to every element (outcome) in a sample space.
tal probability in a sample space is one P (Ω ) = 1 .
e space of a die {1 , 2 , 3 , 4 , 5 , 6 }
1 2 3 4 5 6 Total
(x) 1/6 1/6 1/6 1/6 1/6 1/6 1

e space of tossing two fair coin together

H T
X (heads) 0 1 2 Total
HH TH
P(x) 1/4 1/2 1/4 1
HT TT
obability of any event A i is 0 ≤ P ( Ai ) ≤ 1 ,
= {1 , 2 ,3 , 4 ,5 }, A = {1 ,3 ,5 }, B = {2 ,3 , 4 ,5 }, A ∩ B = {3
n n
Ω )= 1 , P (A ) = A
= 3 5 , P (B ) = B
= 4 5 ,
n Ω n Ω

n A ∩
A ∩ B ) = B
= 2 5 ,
n Ω

A ∪ B )= P (A ) + P (B ) − P (A ∩ B )
A ∪ B )= 3 5 + 4 5 − 2 5 = 1 ,
n
B = {1 }, P (A − B )= A − B
= 1 5
n Ω

Probability of a complement set

P (A ) = c
(Ω ) − P ( A ) = 1 − P ( A )
P
A c
= {2 , 4 }, B c = {1 }, P (A c ) = 2 5
P (B ) = c
1 5

f A⊆ B then P( A) ⊆ P(B ) . So for every infinite B, there exist a finite

is more practicable.
 ∞ ∞ ∞
P ( A 1 ∪ A 2 ∪ ... ) = ∑ P ( A ) − ∑ P (A
i =1
i
i≠ j
i ∩ A j )+ ∑ P (A
i≠ j≠ k
i ∩ A j ∩ A k )+

(− 1 )n + 1 P ( A1 ∩ A 2 ∩ ... ).

ummary, set operation must be closed (that is give exact answer) under uni
section, complementation etc.
odule 3: Random Variable
e end of this module, students will

w that Random variable (rv)) can be discrete or continuous.

ify processes with discrete rv and those with continuous random variable

ion distributions with discrete random variable

ion distributions with continuous rv

Module 3: Random Variable
ndom variable (rv)) is a function (F) that assigns real numbers ( ℜ ) to ever
in a sample space Ω (E )

F : Ω (E ) → ℜ
lp in easy quantification of the event. For instance, suppose there are two
r pot-holes
holes on a road, we may decide to find out
The number of vehicles that successfully passes through the road in 10, 20
minutes etc.
To determine the time taken for every vehicle to successfully passes throug
oad.
that while (i)) is a count; (ii) is a measurement.
y event that requires counting in integer form is said to be a discrete event and
rete rv,, e.g. Bernoulli, Binomial, Poisson etc.

), x = 1 , 2 , 3 , 4 , 5 , 6
x 1 2 3 4 5 6
(x) = F (x) f(x) 1/6 1/6 1/6 1/6 1/6 1/6

y event that requires measurement on a calibrated scale is said to be a continuou

ollows a continuous rv,, e.g. Normal, Gamma, Chi-square.
Chi

f ( x ), 1 ≤ x ≤ 6
6
∫
1
f ( x ) dx = F ( x )
xt we determine few properties of the mentioned distribution using mome
characteristic function
haracteristics Function of discrete
stributions
noulli

f (x ) = p x
q 1 − x
, x = 0 ,1
F (x ) = ∑ f (x ) = p + q
x

ϕ (t ) = ∑ e itx
f (x ) = ∑ ( pe it
)
x
q 1 − x

x x

ϕ (t ) = pe it
+ q
ϕ ' (t ) = ipe it
, ϕ '
(0 ) = ip
ϕ ''
( t ) = i 2
pe it
, ϕ ' ' (0 ) = i 2
p
var = ϕ ''
(0 ) − [ϕ ' (t )]2 = pi 2
(1 − p )
var = i 2
pq