STAT 2263 Probability

Definition of Probability: A value between zero____ and _____ , inclusive, describing the
nine
relative possibility (chance or likelihood) an event will occur.
Inferential decisions are based on probabilities or likelihoods.

Notation of Probability: P(A): the probability of event A

Probability Values: * The probability of an impossible is 0.

* The probability of an event that is certain to occur is 1.
* 0 ≤ P(A) ≤ 1

4 outcomes 3 events

P(2 heads) = 1/4

Complementary Events, A

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STAT 2263 Probability

number of ways A can ocuur

• Classical Approach: P(A) =
Total number of possible outcomes

Atypical multiple-choice question on a test has 5 possible answers. If you make

a random guess on one such question, what is the probability that your answer
is wrong?
number of wrong answers 4
P(wrong answer) = = 0.8
Total possible answers 5

• Relative Frequency Approach: P( E ) = Frequency of event E = f

Total frequency n

The age distribution of doctors at International Hospital shown in the table:

Age of Doctors Number of Doctors

Under 30 26
30 to under 40 34
40 to under 50 57
50 and over 23
140

What is the probability a randomly selected doctor from the hospital is:

(a) under 40 years old?

26 + 34 = 60 P(under 40) = 60 = 0.4285714… = 0.429

140

(b) at least 30 years old?

140 - 26 = 114 P(at least 30) = 114 = 0.814285… = 0.814

140

• Subjective Approach…
We define probability as the degree of belief that we hold in the occurrence of an event”

E.g. weather forecasting’s “P.O.P.”

“Probability of Precipitation” (or P.O.P.) is defined in different ways by different forecasters,
but basically it’s a subjective probability based on past observations combined with current
weather conditions.

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STAT 2263 Probability

Mutually Exclusive (or disjoint) Events

Two events A and B cannot occur simultaneously

mutually exclusive not mutually exclusive

A and B are _____________________________ A and B are ___________________________________________

Decide if the events are mutually exclusive?

(a) Event A: Draw an ace from a deck of cards.

Event B: Draw a king from a deck of cards.

mutually exclusive
A and B are ___________________________________.

(b) Event A: Draw a heart from a deck of cards.

Event B: Draw a king from a deck of cards.

ive
not mutually exclus
A and B are ___________________________________.

Addition Rule: P(A or B) = P(event A occurs or event B occurs or they both occur)

A and B are mutually exclusive A and B are not mutually exclusive

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STAT 2263 Probability

Independent Events: Two events A and B are independent if the occurrence of one
does not affect ________ the probability of the occurrence of the other.

If A and B are not independent, then they are called dependent.

Flipping a coin twice.

Flipping a coin first time: Shows either head or tail

Flipping a coin second time: Shows either head or tail

independent

Multiplication Rule:

P(A and B) = P(A) ∙ P(B) if A and B are independent.

P(A and B) = P(A) ∙ P(B|A) if A and B are dependent.

When drawing two cards from a shuffled deck, find the probability that
the first card is an ace and second card is a king.
(a) Assume that the first card is replaced before the second card is drawn. independent

First selection P(ace) = 4

52
Second selection P(king) = 4
52

P(ace and king) = 4 4 0.00591715 … = 0.00592

52 52

(b) Assume that the first card is not replaced before the second card is drawn. dependent

4
First selection P(ace) = 52 conditional
4 probability
Second selection P(king) =
51

P(ace and king) = 4 4

0.00603318 … = 0.00603
52 51

Extra: What is probability that the first card is an ace and second card is an ace if the first
card is not replaced?
4
First selection P(ace) = 52 conditional
3 probability
Second selection P(ace) =
51

P(ace and ace) = 4 3

= 0.004524886 … = 0.00452
52 51
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STAT 2263 Probability

Reference:

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STAT 2263 Probability

Conditional Probability: The probability of a particular event occurring, given that another
event has occurred.

Notation: P(B|A) represents the probability of B occurring after it is assumed that the
event A has already occurred. (read B| A as “the probability of B given A”)

Marginal and Joint Probability (probability of the intersections) in a Table

Quick Notes

Key Words Formula to Choose

“or” P(A or B) = P(A) + P(B) – P(A & B) Addition formula

“and” with table No multiplication: each cell is a joint

event
P(A) ∙ P(B) if independent Multiplication
“and” without table P(A) ∙ P(B|A) if dependent formula

P( A | B) =
P( A & B) Conditional
“given that” or “if—“
P( B) probability formula
Only one event The subtotal of a column or row/ Total Marginal Probability

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STAT 2263 Probability

The following table shows the results of a survey in which 186 smoking and 414
non-smoking men ages 60 to 65 were asked if they had lung disease.

⚫ One of 60 to 65-year-old men is selected at random. What is the probability of the

following?

(a) He is a smoker.
P(S) = 186 = 0.31 (marginal probability)
600

(b) He does not have lung disease.

P(D) = 510 = 0.85 (marginal probability)

600
(c) He is a nonsmoker and has lung disease.
P(S and D) = 18 = 0.03 (joint probability)
600

(d) He is either a smoker or has lung disease.

P(S or D) = P(S) + P(D) - P(S & D)

P(S or D) = 186 + 90 - 72
= 204 = 0.34
600 600 600 600

R
(e) He is a smoker given that he has lung disease.
P(S|D) = P(S and D) = 72/600
P(B|A) = P(A and B) = 0.8
P(D) 90/600
P(A)

R
(f) If he is a nonsmoker, what is the probability that he does not have lung disease?

P(D|S) = P(D and S)

= 396/600
P(S) = 0.9565217… = 0.96
414/600

P ( A and B)
P ( B | A) =
P ( A)
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STAT 2263 Probability

The following table shows a fictitious statistical study of a new acne cream.

If someone in the study is randomly selected;

(a) What is the probability that someone's skin improved?

P(I) = 1380 = 0.71875 = 0.719 (marginal probability)
1920

(b) Find the probability that someone used a placebo and skin improved.
P(P and I) = 560 = 0.291666 = 0.292 (joint probability)
1920

(c) Find the probability that someone used a placebo or someone’s skin did not improve.

P(P or I) = P(P) + P(I) - P(P & I)

P(P or I) = 750 + 540 - 190 = 1100 = 0.572916 = 0.573
1920 1920 1920 1920

(d) The probability that someone’s skin improved, given that they used the new acne
cream is:

P(I|C) = P(I and C) = 820/1920 = 0.70085 = 0.701

P (C) 1170/1920

P ( A and B)
P ( B | A) =
P ( A)
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STAT 2263 Probability

Tree Method

A probability tree is a simple and effective method of applying the probability rules by
representing events in an experiment by lines.

1st Selection 2nd Selection

Bayes’ Theorem

Bayes’ Theorem by Probability Trees…

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STAT 2263 Probability

A manufacturer claims that its drug test will detect steroid use (that is, show positive for an athlete
who uses steroids) 95% of the time. What the company does not tell you is that 15% of all steroid-
free individuals also test positive (the false positive rate). 10% of the rugby team members use
steroids.

Test Results Joint Probability

Tree Use steroid or not
P (S & +) = (0.10)(0.95) = 0.095
0.95

0.10 0.05 P (S & -) = (0.10)(0.05) = 0.005

0.90 0.15 P (S & +) = (0.90)(0.15) = 0.135

0.85 P (S & -) = (0.90)(0.85) = 0.765

1.000

95 % sensitivity =True Positive: P(+ S ) (positive result given that used steroid) =0.95
False Negative: P(− S ) (negative result given that used steroid) = 1 – 0.95 =0.05

85% specificity = True Negative: P ( − S ) (negative result given that did not use steroid) = 0.85

False Positive: P ( + S ) (positive result given that did not use steroid) = 1 – 0.85 = 0.15

If one of the rugby team members is randomly chosen:

(a) Find the probability that the member did not use steroids and the test result is positive.

P (S & +) = 0.135 (joint probability)

(b) Find the probability that the test result is positive.

P (+) = 0.095 + 0.135 = 0.230 (marginal probability)

(c) What is the probability that the member did not use steroids given that the test result is negative?

P(S|-) = P(S and -) = 0.765 = 0.765 = 0.993506 = 0994

P(-) 0.005 + 0.765 0.770

denominator
P ( A and B) must be a
P( A | B) =
P( B) larger value
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 STAT 2263 Probability

If a woman takes an early pregnancy test, she will either test positive, meaning that the test
says she is pregnant, or test negative, meaning that the test says she is not pregnant.
Suppose that if a woman is really pregnant, there is a 97% chance that she will test positive.
Also, suppose that if a woman really is not pregnant, there is a 98% chance that she will test
negative. Suppose that 5% of women who take early pregnancy test really are pregnant.
Test Results Joint Probability
Tree
Events: Pregnant or not
0.97 P (P & +) = (0.05)(0.97) = 0.0485
pregnant or not
test results

0.05
0.03 P (P & -) = (0.05)(0.03) = 0.0015

0.95 0.02 P (P & +) = (0.95)(0.02) = 0.0190

0.98
P (P & -) = (0.95)(0.98) = 0.9310

1.000

(a) What is the probability that a randomly chosen woman from this group is pregnant given that
she tests negative?

P(P|-) = P(P and -) = 0.0015 = 0.0015 = 0.00160857 = 0.0016

P(-) 0.0015 + 0.9310 0.9325

P ( A and B)
P( A | B) =
P( B)

(b) If a woman tests positive, what is the probability that a randomly chosen woman from this group
is not pregnant?

P(P|+) = P(P and +) = 0.0190 = 0.0190 = 0.2814814 = 0.2815

P(+) 0.0485 + 0.0190 0.0675

P ( A and B)
P( A | B) =
P( B)
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