FIRST SEMESTER – JANUARY, 2021

STATISTICAL METHODS
LECTURE 2 (PROBABILITY THEORY)

LECTURER: REV. JOSEPH ODURO - YEBOAH

 Probability

Probability is a mathematical tool used to study randomness.

It deals with the chance (the likelihood) of an event occurring.
For example, if you toss a fair coin four times, the outcomes may
not be two heads and two tails. However, if you toss the same
coin 4,000 times, the outcomes will be close to half heads and
half tails.
The expected theoretical probability of heads in any one toss is
½ or 0.5. Even though the outcomes of a few repetitions are
uncertain, there is a regular pattern of outcomes when there are
many repetitions.
A sample space is the set of all possible outcomes of an experiment. We’ll denote a
sample space as Ω.
Definitions

Examples: Coin flip: Ω ={H,T}

Roll a 6-sided die:Ω ={1,2,3,4,5,6}I
Pick a ball from a bucket of red/black balls: Ω ={R,B}
An event is a subset of a sample space.
Examples: You roll a die and get an even number: {2,4,6} ⊆{1,2,3,4,5,6}
You flip a coin and it comes up “heads”: {H}⊆{H,T}.
A probability function on a finite sample space Ω assigns every event A⊆Ω a number in
[0,1], such that
1. P(Ω) =1.
2. P(A∪B) =P(A) +P(B) when A∩B=∅
P(A) is the probability that event A occurs.
 Probability Rules:

Complement of an event A: P() = 1−P(A)

Union of two overlapping events A∩B ≠ ∅: P(A∪B) =P(A) +P(B)−P(A∩B)
• Inclusion-Exclusion Rule: P(A∪B) =P(A) +P(B)−P(A∩B)
• Complement Rule: P() = 1−P(A)
• Difference Rule: P(A−B) =P(A)−P(A∩B)
• Conditional Probability: P(A|B) = “the probability of event A given that we
know B had happened”
P(A|B) =P(A∩B)/P(B)
• Multiplication Rule: P(A∩B) =P(A|B)P(B)
Properties of events

1. Mutual Exclusiveness - intersection of events is the null set (Ai∩Aj = ∅, for all
i ≠ j)
2. Collective Exhaustiveness (C.E.) - union of events is sample space
(A1∪A2∪...∪An = S or Ω)
3. If the events {A1, A2, ... , An} are both mutually exclusive and collectively
exhaustive, they form a partition of the sample space, S or Ω.
Properties/axioms of probability
1. 0 ≤ P(A) ≤ 1
2. P(S) = 1
3. P(A∪B) = P(A) + P(B) if A and B are mutually exclusive
Equally Likely Outcomes
• The number of elements in a set A is denoted |A|. If Ω has a finite number of
elements, and each is equally likely, then the probability function is given by P(A)
=|A|/|Ω|
• Example: Rolling a 6-sided die
• P({1}) =1/6
• P({1,2,3}) =1/2
Repeated Experiments
• If we do two runs of an experiment with sample space Ω, then we get a new
experiment with sample space Ω×Ω = {(x,y) :x∈Ω,y∈Ω}
• The element (x,y)∈Ω×Ω is called an ordered pair.
Properties:
• Order matters: (1,2) ≠ (2,1)
• Repeats are possible: (1,1)∈N×N
• Repeating an experiment n times gives the sample space
Ω×···×Ω (ntimes) = {(x1,x2,...,xn) : xi∈Ω for all i}
• The element(x1,x2,...,xn) is called an n-tuple.
Permutations
• A permutation is an ordering of an n-tuple. For instance, the n-tuple
(1,2,3) has the following permutations:(1,2,3),(1,3,2),(2,1,3)(2,3,1),
(3,1,2),(3,2,1)
• The number of unique orderings of an n-tuple is n factorial:
• n! =n×(n−1)×(n−2)×···×2
• How many ways can you rearrange (1,2,3,4)?
 EXERCISE

The table below summarizes enrolment data for male and female students in
three departments at the School of Sciences in Central University.
If a student is randomly selected from this group, find the probability that this
student is a;
a) Male student.
b) Pharmacy student.
c) Male student given that he is from Pharmacy department.
d) Nursing student given that she is a female.
GENDER DEPARTMENTS TOTAL
PHYSICIAN ASST. PHARMACY NURSING
FEMALE 120 150 80 350
MALE 50 140 60 250
TOTAL 170 290 140 600
EXAMPLE:
You are given two boxes with balls numbered 1 - 5. One box contains
balls 1, 3, 5, and the other contains balls 2 and 4. You first pick a box at
random, then pick a ball from that box at random.
What is the probability that you pick a 2?, an odd number?, an even
number?
Tree diagrams to compute “two stage” probabilities
• (A= first stage, B= second stage):
1. First branch computes probability of first stage: P(A)
2. Second branch computes probability of second stage, given the first:
P(B|A)
3. Multiply probabilities along a path to get final probabilities P(A∩B).
Tree diagrams to compute “two stage” probabilities

• Picking a Box Picking a Ball Probability

• 1/3 1/2 x 1/3 = 1/6
1,3,5
• ½ 1/3 1/2 x 1/3 = 1/6
• 1/3 1/2 x 1/3 = 1/6
•
2,4
• ½ ½ 1/2 x 1/2 = ¼
• ½ 1/2 x 1/2 = ¼