Introductory Statistics Chapter 4

PROBABILITY
Probability is calculating the likelihood of an event occurring or not occurring. It provides the link between the sample and the population in inferential stats.

Deterministic Experiment Statistical Experiment

The result of an experiment is determined by natural laws like the law of The result of an experiment is not determined by natural laws but has an
gravity. element of chance to it. Eg: tossing a coin, rolling a die.

Sample Space = S The collection or set of all possible outcomes of a statistical experiment. Eg: - Tossing one coin: S = {H, T}
- Tossing two coins: S = {HH, HT, TH, TT}
- Rolling a die: S = {1, 2, 3, 4, 5, 6}
Element Each possible outcome in the sample space.

An Event Simple Event Compound Event Null Event

The actual outcome of a statistical
experiment. Can be any subset of the Contains only one element Contains more than one element Contains zero elements = Ø
sample space.

Relationships among Events (Venn Diagrams)

̅)
Complement of A (𝐀 Mutually Exclusive events (≠)
S
- Have no elements in common
- Event A does not occur
A - 2 events (A&B) cannot occur at the same
- All elements that are not in event A
̅ (not A) time
- Denoted by A
̅)
A - A and B = Ø (null event)
- Eg: Blind (event A) vs Not blind (event A
- Eg: Gender
Intersection of events (∩) Union of events (U)
S S
- All elements that belong to both event A A B - All elements belonging either to event A A B
and event B or event B or both
- A and B = A ∩ B - A or B = A U B
- Eg: Selecting a BLACK JACK from a deck of - Eg: Having coffee with MILK or SUGAR or
playing cards – the card must be both BOTH
BLACK and a JACK.
A B A B

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Introductory Statistics Chapter 4
1. 𝑃𝑖 > 0 - All probabilities must be positive
Properties/Characteristics of probability 2. 0 ≤ 𝑃𝑖 ≤ 1 - All probabilities must be bigger or equal to zero but smaller or equal to 1
3. ∑ 𝑃𝑖 = 1 - The sum of all probabilities of an event is equal to 1

Sampling with replacement Sampling without replacement

Sampling where each element of a population may be chosen more than Sampling where each element of a population may be chosen only once.
once. The chosen element is replaced before each selection.

Counting Methods (‘In how many ways…’)

We often need to determine the number of ways something can happen: The number of possible outcomes of an experiment; The number of ways an event
can occur; The number of ways a certain task can be performed, etc. In most cases, the number of possibilities is so large that it becomes impractical to list and
manually count them. Counting Methods is the technique used to determine the number of possibilities without listing and manually counting them.
1. Multiplication Rule - The total number of ways that several actions can occur is the product of the individual number of ways for each action.
(Basic counting rule) Eg: Building new homes in Bellville. 4 models: Contemporary (C); Manor (M); Victorian (V); Palace (P). 3 elevations: single story (A);
double story (B); mezzanine (C). In how many ways can we select a home including a model and elevation? Compare the Direct Listing
and Multiplication Rule. [Eg 4.11; Pg. 7 and Eg 4.13; Pg. 8]
2. Factorial (n!) - The product of n with all natural numbers less than n. Obtained by successively multiplying it by the next smaller integer until
reaching 1.
Eg: 12! = 12x11x10x9x8x7x6x5x4x3x2x1 = 479001600 5! = 5x4x3x2x1 = 120 1! = 1 0! = 1
3. Permutations - The number of different ways in which objects can be arranged in order
n!
Pr 
- Each item can only appear once n
- Each ordered arrangement makes up a separate permutation ( n  r )!
- Order is important
- Repetitions are allowed [Eg 4.15; Pg. 10 and Eg 4.16; Pg. 10]
- n = # of objects & r = # of actions performed & n > r > 1
Eg: A better picks 2 horses she thinks will finish 1st & 2nd out of 12 possible horses in a race. In how many ways could she win?
4. General Partitions - The number of distinct partitions/sections/portions of n things
- n1 are of one kind; n2 are of a second kind; nk are of a kth kind  n  n!
  
[Eg 4.17; Pg. 10 and Eg 4.19; Pg. 11]  n1 , n2 ,...nk  n1!n2 !n3 !...  nk !
5. Combinations - Considers only the possible sets of objects but the order in which they are arranged is not important.
- Repetitions are not allowed. n n!
n
Cr    
 r  r!n  r !
- n = # of objects & r = # of actions performed & n > r > 1
Eg: From 4 females and 3 males, in how many ways can a committee of 3 members be formed with
2 females and 1 male? [Eg 4.22; Pg. 13]

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Introductory Statistics Chapter 4

Probability of an Event (‘What is the probability that…’)

- It is a number that represents the chance/likelihood that a particular event will occur for a random variable.
- Consider sample space S = {E1, E2, E3 …}. We then assign probabilities to each element (E) such that P1 = probability of E1; P2 = probability of E2; etc.
the number of elements in event A #A n # of ways an event can occur
- P(A) = the probability of event A occurring = = = =
the number of elements in the sample space S #S N total # of possible outsomes

Eg 4.23; Pg. 14: An unbiased die is cast. Calculate the probability that (a) the die lands on a 5 and (b) an even number is rolled. »» S = { 1, 2, 3, 4, 5, 6}
#B n 1
(a) let B = the event that a 5 is rolled »» B = {5} »» P(B) = #S = N = 6 = 0.1667
#C n 3 1
(b) let C = the event that an even number is rolled »» C = {2, 4, 6} »» P(C) = #S = N = 6 = 2 = 0.5
Eg 4.26; Pg. 16: In a poker hand consisting of 5 cards, what is the probability of holding 2 Aces and 3 Jacks? »» S = {all 52 cards in the deck}
Keep in mind we have 3 different actions happening simultaneously: We need to select (1) 2 Aces from a possible 4
(2) 3 Jacks from a possible 4
(3) 5 cards from a possible 52
In the numerator we need n = (1) 2 Aces from 4 and (2) 3 Jacks from 4; while in the denominator we need N = (3) 5 cards from 52
n (1)×(2) 4C2 ×4C3 6×4 24
»» P(2 Aces & 3 Jacks) = = = = = = 0.0000092
N (3) 52C5 2598960 2598960
»» Interpretation: Very close to 0 means that the probability of holding 2 Aces and 3 Jacks in a poker hand of 5 cards is very unlikely or almost impossible.
1. Addition Law Not Mutually Exclusive: Events A & B can occur at the same time. Mutually Exclusive: Events A & B cannot occur at the same time.
- Union of events (U) P(A or B) = P(A) + P(B) – P(A and B) [default rule] P(A U B) = P(A) + P(B)
- Either - Or P(A U B) = P(A) + P(B) – P(A ∩ B) [Eg 4.27; Pg. 17] P(D U E U F) = P(D) + P(E) + P(F) [Eg 4.29; Pg. 18]
2. Complement Law The probability that event A does not occur.
- Neither – Nor - Not P(A) + P(A̅) = 1 »» P(A̅) = 1 – P(A) [Eg 4.30; Pg. 20 and Eg 4.32; Pg. 20]
3. Conditional Law The probability of an event occurring if/given that some other event has already occurred. [NB: P(A ∩ B) = P(B ∩ A)]
- │ = given line P( A  B) [Eg 4.34; Pg. 22] P( A  B)
- Given that/if P( A | B)  P ( B | A ) 
P( B) [Eg 4.35; Pg. 22] P( A)
[Eg 4.36; Pg. 22]
4. Multiplication Law Independent Events: The probability of one event is not affected by Dependent Events: The probability of one event depends on the
- Intersection (∩) the occurrence or non-occurrence of another event. occurrence of another event.
- And - Both Events A and B are independent if: P(A│B) = P(A) or P(B│A) = P(B) Based on the conditional probability formula. [default rule]
otherwise they are dependent. P(A ∩ B) = P(A)P(B│A) [Eg 4.43; Pg. 28]
P(A ∩ B) = P(A) × P(B) = P(A)P(B) [Eg 4.41; Pg. 25] P(A ∩ B) = P(B)P(A│B) [Eg 4.44; Pg. 29]
5. Generalized Independent Events: Dependent Events:
Multiplicative Law P(A1∩A2∩…∩Ak) = P(A1)×P(A2)×…×P(Ak) P(A1∩A2∩…∩Ak) = P(A1)P(A2│A1)P(A3│A2∩A1)…P(Ak│Ak-1∩Ak-2…A1)

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