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Chap 03
Chap 03
Chapter 3
Probability
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-1
Chapter Goals
After completing this chapter, you should be
able to:
Explain basic probability concepts and definitions
simple probabilities
Apply common rules of probability
independent
Use Bayes’ Theorem for conditional probabilities
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3.1
Important Terms
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Important Terms
(continued)
A AB B
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Important Terms
(continued)
A B
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Important Terms
(continued)
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Important Terms
(continued)
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Examples
Let the Sample Space be the collection of
all possible outcomes of rolling one die:
S = [1, 2, 3, 4, 5, 6]
Complements:
A [1, 3, 5] B [1, 2, 3]
Intersections:
A B [4, 6] A B [5]
Unions:
A B [2, 4, 5, 6]
A A [1, 2, 3, 4, 5, 6] S
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-9
3.2
Probability
.5
0 Impossible
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-10
Assessing Probability
There are three approaches to assessing the
probability of an uncertain event:
1. classical probability
NA number of outcomes that satisfy the event
probability of event A
N total number of outcomes in the sample space
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Counting the Possible Outcomes
n!
C n
k
k! (n k)!
where
n! = n(n-1)(n-2)…(1)
0! = 1 by definition
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Assessing Probability
Three approaches (continued)
2. relative frequency probability
nA number of events in the population that satisfy event A
probabilit y of event A
n total number of events in the population
the limit of the proportion of times that an event A occurs in a large number of
trials, n
3. subjective probability
an individual opinion or belief about the probability of occurrence
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-13
3.3
Probability Rules
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Addition Rule Example
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Addition Rule Example
(continued)
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Conditional Probability
A conditional probability is the probability of one
event, given that another event has occurred:
The conditional
P(A B)
P(A | B) probability of A
P(B) given that B has
occurred
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Conditional Probability Example
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Conditional Probability Example
(continued)
Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD).
20% of the cars have both.
CD No CD Total
AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0
P(CD AC) .2
P(CD | AC) .2857
P(AC) .7
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Conditional Probability Example
(continued)
Given AC, we only consider the top row (70% of the cars). Of
these, 20% have a CD player. 20% of 70% is 28.57%.
CD No CD Total
AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0
P(CD AC) .2
P(CD | AC) .2857
P(AC) .7
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Multiplication Rule
also
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Multiplication Rule Example
P(Red ∩ Ace) = P(Red| Ace)P(Ace)
2 4 2
4 52 52
number of cards that are red and ace 2
total number of cards 52
Color
Type Red Black Total
Ace 2 2 4
Non-Ace 24 24 48
Total 26 26 52
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-22
Statistical Independence
Two events are statistically independent if
and only if:
P(A B) P(A) P(B)
Events A and B are independent when the probability of one
event is not affected by the other event
If A and B are independent, then
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-23
Statistical Independence Example
Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD).
20% of the cars have both.
CD No CD Total
AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0
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Statistical Independence Example
(continued)
CD No CD Total
AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0
P(AC ∩ CD) = 0.2
P(AC) = 0.7
P(AC)P(CD) = (0.7)(0.4) = 0.28
P(CD) = 0.4
B1 B2 ... Bk
. . . . .
. . . . .
. . . . .
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Joint and
Marginal Probabilities
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Marginal Probability Example
P(Ace)
2 2 4
P(Ace Red) P(Ace Black)
52 52 52
Color
Type Red Black Total
Ace 2 2 4
Non-Ace 24 24 48
Total 26 26 52
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-28
Using a Tree Diagram
.2
D .7 P(AC ∩ CD) = .2
Given AC or Has
C
no AC: .7
C ) = D oe
P(A not
s P(AC ∩ CD) = .5
C .5
A h a ve
H as CD .7
All
Cars
Do .2
e
n ot s .3
h av P(A C D P(AC ∩ CD) = .2
eA C )= . Has
C 3
D oe
s
not .1 P(AC ∩ CD) = .1
h a ve
CD .3 Ch. 3-29
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Odds
P(A) P(A)
odds
1- P(A) P(A)
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Odds: Example
Calculate the probability of winning if the odds
of winning are 3 to 1:
3 P(A)
odds
1 1- P(A)
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3.5
Bayes’ Theorem
P(A | E i )P(E i )
P(E i | A)
P(A)
P(A | E i )P(E i )
P(A | E 1 )P(E 1 ) P(A | E 2 )P(E 2 ) P(A | E k )P(E k )
where:
Ei = ith event of k mutually exclusive and collectively
exhaustive events
A = new event that might impact P(Ei)
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Bayes’ Theorem Example
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Bayes’ Theorem Example
(continued)
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Bayes’ Theorem Example
(continued)
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Chapter Summary
Defined basic probability concepts
Sample spaces and events, intersection and union
of events, mutually exclusive and collectively
exhaustive events, complements
Examined basic probability rules
Complement rule, addition rule, multiplication rule
Defined conditional, joint, and marginal probabilities
Reviewed odds and the overinvolvement ratio
Defined statistical independence
Discussed Bayes’ theorem
Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Ch. 3-37