MATH 301 : MATH IV (Probability& Statistics)

Ref Book: Walpole, Ronald E. Myers, Raymond

[Link], Sharon [Link], Keying - Probability &
statistics for engineers & scientists 2017

Asif Noor Jamee

Lecturer
EEE Dept
East Delta University
 Definitions
Probability is the mathematics of chance.

It tells us the relative frequency with which we can

expect an event to occur

The greater the probability the more

likely the event will occur.

It can be written as a fraction, decimal, percent,

or ratio.
 Definitions
1 Certain
Probability is the numerical
measure of the likelihood that
the event will occur.

Value is between 0 and 1. .5 50/50

Sum of the probabilities of all events

is 1.

0 Impossible
 Definitions
A probability experiment is an action through which
specific results (counts, measurements, or responses)
are obtained.

The result of a single trial in a probability experiment

is an outcome.

The set of all possible outcomes of a probability

experiment is the sample space, denoted as S.
e.g. All 6 faces of a die: S = { 1 , 2 , 3 , 4 , 5 , 6 }
 Definitions
Other Examples of Sample Spaces may include:

Lists
Tables
Grids
Venn Diagrams
Tree Diagrams

May use a combination of these

Where appropriate always display your sample space

 Definitions

An event consists of one or more outcomes and is a

subset of the sample space.

Events are often represented by uppercase letters,

such as A, B, or C.

Notation: The probability that event E will occur is

written P(E) and is read
“the probability of event E.”
 Definitions
• The Probability of an Event, E:

Number of Event Outcomes

P(E) =
Total Number of Possible Outcomes in S

Consider a pair of Dice

• Each of the Outcomes in the Sample Space are random
and equally likely to occur.
2 1
e.g. P( ) = =
36 18
(There are 2 ways to get one 6 and the other 4)
 Definitions
There are three types of probability

1. Theoretical Probability

Theoretical probability is used when each outcome

in a sample space is equally likely to occur.

Number of Event Outcomes

P(E) =
Total Number of Possible Outcomes in S

The Ultimate probability formula

 Definitions
There are three types of probability

2. Experimental Probability

Experimental probability is based upon observations

obtained from probability experiments.

Number of Event Occurrences

P(E) =
Total Number of Observations

The experimental probability of an event

E is the relative frequency of event E
 Definitions
There are three types of probability

3. Subjective Probability

Subjective probability is a probability measure

resulting from intuition, educated guesses, and
estimates.

Therefore, there is no formula to calculate it.

Usually found by consulting an expert.

 Definitions

Law of Large Numbers.

As an experiment is repeated over and over, the

experimental probability of an event approaches
the theoretical probability of the event.

The greater the number of trials the more likely

the experimental probability of an event will equal
its theoretical probability.
 Complimentary Events
The complement of event E is the set of all
outcomes in a sample space that are not included in
event E.
The complement of event E is denoted by E  or E
0  P( E )  1
Properties of Probability: P( E ) + P( E ) = 1
P( E ) = 1 − P( E )
P( E ) = 1 − P( E )
 The Multiplication Rule

If events A and B are independent, then the

probability of two events, A and B occurring in a
sequence (or simultaneously) is:

P( A and B) = P( A  B) = P( A)  P( B)
This rule can extend to any number of independent
events.
Two events are independent if the occurrence of the
first event does not affect the probability of the
occurrence of the second event. More on this later
 Mutually Exclusive
Two events A and B are mutually exclusive if and
only if:
P( A  B) = 0
In a Venn diagram this means that event A is
disjoint from event B.

A A B
B

A and B are M.E. A and B are not M.E.

 The Addition Rule
The probability that at least one of the events A
or B will occur, P(A or B), is given by:

P( A or B) = P( A  B) = P( A) + P( B) − P( A  B)
If events A and B are mutually exclusive, then the
addition rule is simplified to:

P( A or B) = P( A  B) = P( A) + P( B)
This simplified rule can be extended to any number
of mutually exclusive events.
 Conditional Probability
Conditional probability is the probability of an event
occurring, given that another event has already
occurred.
Conditional probability restricts the sample space.

The conditional probability of event B occurring,

given that event A has occurred, is denoted by
P(B|A) and is read as “probability of B, given A.”
We use conditional probability when two events
occurring in sequence are not independent. In other
words, the fact that the first event (event A) has
occurred affects the probability that the second
event (event B) will occur.
 Conditional Probability
Formula for Conditional Probability

P( A  B) P( B  A)
P( A | B) = or P( B | A) =
P( B) P( A)

Better off to use your brain and work out

conditional probabilities from looking at the sample
space, otherwise use the formula.
 Conditional Probability

e.g. There are 2 red and 3 blue counters in a bag

and, without looking, we take out one counter and
do not replace it.
The probability of a 2nd counter taken from the bag
being red depends on whether the 1st was red or
blue.
Conditional probability problems can be solved by
considering the individual possibilities or by using a
table, a Venn diagram, a tree diagram or a formula.
Harder problems are best solved by using a formula
together with a tree diagram.
e.g. 1. The following table gives data on the type of car,
grouped by petrol consumption, owned by 100 people.
Low Medium High Total
Male 12 33 7
Female 23 21 4

One person is selected at random. 100

L is the event “the person owns a low rated car”
e.g. 1. The following table gives data on the type of car,
grouped by petrol consumption, owned by 100 people.
Low Medium High Total
Male 12 33 7
Female 23 21 4

One person is selected at random. 100

L is the event “the person owns a low rated car”
F is the event “a female is chosen”.
e.g. 1. The following table gives data on the type of car,
grouped by petrol consumption, owned by 100 people.
Low Medium High Total
Male 12 33 7
Female 23 21 4

One person is selected at random. 100

L is the event “the person owns a low rated car”
F is the event “a female is chosen”.
e.g. 1. The following table gives data on the type of car,
grouped by petrol consumption, owned by 100 people.
Low Medium High Total
Male 12 33 7
Female 23 21 4

One person is selected at random. 100

L is the event “the person owns a low rated car”
F is the event “a female is chosen”.
Find (i) P(L) (ii) P(F  L) (iii) P(F L)
There is no need for a Venn diagram or a formula to
solve this type of problem.
We just need to be careful which row or column we look at.
Solution: Low Medium High Total
Male 12 33 7
Female 23 21 4
35 100
Find (i) P(L) (ii) P(F  L) (iii) P(F L)
35 7 7 (Best to leave the answers as fractions)
(i) P(L) = =
100 20 20
Solution: Low Medium High Total
Male 12 33 7
Female 23 21 4
100
Find (i) P(L) (ii) P(F  L) (iii) P(F L)
35 7 7
(i) P(L) = =
100 20 20
23 The probability of selecting a
(ii) P(F  L) =
100 female with a low rated car.
Solution: Low Medium High Total
Male 12 33 7
Female 23 21 4
35 100
Find (i) P(L) (ii) P(F  L) (iii) P(F L)
35 7 7
(i) P(L) = =
100 20 20 The sample space is restricted
23 from 100 to 35.
(ii) P(F  L) =
100
We must be careful with the
23 The probability of selecting
(iii) P(F L) = denominators in (ii) and (iii). aHere
35 female
we given the
are given the car
car is
is low
low rated.
rated.
We want the total of that column.
Solution: Low Medium High Total
Male 12 33 7
Female 23 21 4
100
Find (i) P(L) (ii) P(F  L) (iii) P(F L)
35 7 7
(i) P(L) = =
100 20 20 Notice that
23 1
7 23 23
(ii) P(F  L) = P(L)  P(F L) =  =
100 20 35 5 100
23 = P(F  L)
(iii) P(F L) =
35
So, P(F  L) = P(F|L)  P(L)
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R

Red in the 1st packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
8

Red in the 1st packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
8

Blue in the 1st packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8

Blue in the 1st packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8

Red in the 2nd packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8 15

Red in the 2nd packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8 15

Blue in the 2nd packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8 15

10

Blue in the 2nd packet

e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”

F R
12 8 15

Total: 20 + 25 10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
45
F R
12 8 15

Total: 20 + 25 10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
45
F R
12 8 15

10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
45
P(R  F) = F R
12 8 15

10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
12 8 15

10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
12 8 15

10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
P(R F) =
8 12 8 15

10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
P(R F) =
8 P(F) = 12 8 15
20
10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
P(R F) =
8 P(F) =
20 12 8 15
20
10
e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
P(R F) =
8 P(F) =
20 12 8 15
20 45
10
 e.g. 2. I have 2 packets of seeds. One contains 20
seeds and although they look the same, 8 will give red
flowers and 12 blue. The 2nd packet has 25 seeds of
which 15 will be red and 10 blue.
Draw a Venn diagram and use it to illustrate the
conditional probability formula.
Solution: Let R be the event “ Red flower ” and
F be the event “ First packet ”
8 45
P(R  F) = F R
45
P(R F) =
8 P(F) =
20 12 8 15
20 45
10
8 1 20 8
 P(R F)  P(F) =  =
1 20 45 45
So, P(R  F) = P(R|F)  P(F)
 Probability Tree
Diagrams
The probability of a complex event can be found
using a probability tree diagram.

1. Draw the appropriate tree diagram.

2. Assign probabilities to each branch.
(Each section sums to 1.)
3. Multiply the probabilities along individual branches
to find the probability of the outcome at the end of
each branch.
4. Add the probabilities of the relevant outcomes,
depending on the event.
e.g. 3. In November, the probability of a man getting
2
to work on time if there is fog on the morning is .
5
9
If the visibility is good, the probability is 10 .
3
The probability of fog at the time he travels is 20 .
(a) Calculate the probability of him arriving on time.
(b) Calculate the probability that there was fog given that
he arrives on time.
There are
There are lots
lots of
of clues
clues in
in the
the question
question to
to tell
tell us
us we
we are
are
dealing with
dealing with conditional
conditional probability.
probability.
 e.g. 3. In November, the probability of a man getting
to work on time if there is fog on the M6 is 2 .
5
9
If the visibility is good, the probability is 10 .
3
The probability of fog at the time he travels is 20 .
(a) Calculate the probability of him arriving on time.
(b) Calculate the probability that there was fog given that
he arrives on time.
There are lots of clues in the question to tell us we are
dealing with conditional probability.
Solution: Let T be the event “ getting to work on time ”
Let F be the event “ fog on the M6 ”
Can you write down the notation for the probabilities
that we want to find in (a) and (b)?
(a) Calculate the probability of him arriving on time. P(T)
(b) Calculate the probability that there was fog given that
he arrives on time. P(F T)

Can you also write down the notation for the three
probabilities given in the question?
“ the probability of a man getting to work on time if
there is fog is 2 ” P(T F) =
2 Not foggy
5
5
9 9
“ If the visibility is good, the probability is 10 ”. P(T F/) =
10
3
“ The probability of fog at the time he travels is 20 ”.
3
P(F) =
20
This is a much harder problem so we draw a tree diagram.
 2 9 3
P(T F) = P(T F/) = P(F) =
5 10 20
2 3 2
T 
5 20 5
3 F
20 Fog 3 T/ 3 3

5 20 5
9
17 9
17 10 T 
F/ 20 10
20
No 1 T/
17 1

Fog 10 20 10

Each section sums to 1

 2 9 3
P(T F) = P(T F/) = P(F) =
5 10 20
2 3 2
5 T 
20 5
3 F
20 3 T/ 3 3

5 20 5
9
17 9
17 10 T 
F/ 20 10
20 17 1
1 T/ 
10 20 10
Because we only reach the 2nd set of branches
after the 1st set has occurred, the 2nd set
must represent conditional probabilities.
(a) Calculate the probability of him arriving on time.

2 3 2
5 T 
20 5
3 F
20 3 T/ 3 3

5 20 5
9
17 9
17 10 T 
F/ 20 10
20 17 1
1 T/ 
10 20 10
(a) Calculate the probability of him arriving on time.

2 3 2 6 ( foggy and
T  =
5 20 5 100 he arrives
3 F on time )
20 3 T/ 3 3

5 20 5
9
17 9
17 10 T 
F/ 20 10
20 17 1
1 T/ 
10 20 10
(a) Calculate the probability of him arriving on time.

2 3 2 6
5 T  =
20 5 100
3 F
20 3 T/ 3 3

5 20 5
9 ( not foggy
17 9 153
10 T  = and he
17 20 10 200
F/ arrives
20 17 1 on time )
1 T/ 
10 20 10

/ 6 153 16533 33
P ( T ) = P ( F  T) + P ( F  T) = + = =
100 200 20040 40
(b) Calculate the probability that there was fog given that
he arrives on time. P(F  T)
We need P ( F T ) P (F | T) =
P (T )
Fog on M 6 Getting to work
2
T
5 3 2 6
3 F P(F  T) =  =
20 5 100
20

P(F  T) From part (a), P ( T ) =

33
P(F | T) =
P (T ) 40
6 33 6 2 40 2 4
 P ( F T) =  =   P (F T) =
100 40 100 5 3311 55
Eg 4. The probability of a maximum temperature of 28 or
more on the 1st day of Wimbledon ( tennis competition! )
3
has been estimated as . The probability of a particular
8
Aussie player winning on the 1st day if it is below 28 is
3 1
estimated to be but otherwise only .
4 2
Draw a tree diagram and use it to help solve the following:
(i) the probability of the player winning,
(ii) the probability that, if the player has won, it was at
least 28.
Solution: Let T be the event “ temperature 28 or more ”
Let W be the event “ player wins ”
3 / 3 1
Then, P(T) = P (W T ) = P (W T) =
8 4 2
 Let T be the event “ temperature 28 or more ”
Let W be the event “ player wins ”
3 / 3 1
Then, P(T) = P (W T ) = P (W T) =
8 4 2

1 W 3 1 3
 =
2 Wins 8 2 16
3 T W/ 3 1 3
8 High 1 Loses  =
temp 8 2 16 Sum
2
=1
3 5 3 15
W  =
4 8 4 32
5 Wins
8 T/
Lower 1 W/ 5 1
 =
5
temp 4 Loses 8 4 32
 1 3 1 3
2
W  =
8 2 16
3 T
3 1 3
8 1 W/  =
8 2 16
2

3 5 3 15
W  =
4 8 4 32
5
8 T/
5 1 5
1 W/  =
4 8 4 32

/
(i) P ( W ) = P (T  W ) + P (T  W)
 1 3 1 3
2
W  =
8 2 16
3 T
3 1 3
8 1 W/  =
8 2 16
2

3 5 3 15
W  =
4 8 4 32
5
8 T/
5 1 5
1 W/  =
4 8 4 32

/ 3 15 6 + 15 21
(i) P ( W ) = P (T  W ) + P (T  W) = +
16 32
=
32
=
32
 1 3 1 3
2
W  =
8 2 16
3 T
3 1 3
8 1 W/  =
8 2 16
2

3 5 3 15
W  =
4 8 4 32
5
8 T/
5 1 5
1 W/  =
4 8 4 32

21
P (W) =
32
P (T  W )
(ii) P (T | W ) =
P( W )
 1 3 1 3
2
W  =
8 2 16
3 T
3 1 3
8 1 W/  =
8 2 16
2

3 5 3 15
W  =
4 8 4 32
5
8 T/
5 1 5
1 W/  =
4 8 4 32

21
P (W) =
32
P(T  W)  P ( T W ) = 3  21
(ii) P (T | W ) =
P( W ) 16 32
 1 3 1 3
2
W  =
8 2 16
3 T
3 1 3
8 1 W/  =
8 2 16
2

3 5 3 15
W  =
4 8 4 32
5
8 T/
5 1 5
1 W/  =
4 8 4 32

21
P (W) =
32 1 2
P (T  W ) 3 21 3 32 2
(ii) P (T | W ) =  P(T W) =  =  =
P( W ) 16 32 16 1 217 7
 Independent Events
We can deduce an important result from the conditional
law of probability:
If B has no effect on A, then, P(A B) = P(A) and we say
the events are independent.
( The probability of A does not depend on B. )

So, P(A|B) = P(A  B)

P(B)

becomes P(A) = P(A  B)

P(B)

or P(A  B) = P(A)  P(B)

 Independent Events
Tests for independence

P(A B) = P(A)

P(B A) = P(B)

or
P(A  B) = P(A)  P(B)
 Expected Value
Suppose that the outcomes of an experiment are
real numbers called x1 , x2 , x3 ,..., xn
and suppose that these outcomes have probabilities
p1 , p2 , p3 ,..., pn respectively. Then the expected
value of x, E(x), of the experiment
is:
n
E ( x) =  xi pi
i =1
 Expected Value
Example
At a raffle, 1500 tickets are sold at $2 each for
four prizes of $500, $250, $150, and $75. What
is the expected value of your gain if you play?

Gain $498 $248 $148 $73 -$2

P(x) 1 1 1 1 1496
1500 1500 1500 1500 1500
1 1 1 1 1496
E ( x) = 498  + 248  + 148  + 73  + −2 
1500 1500 1500 1500 1500
= −$1.35
 Odds
When one speaks about the odds in favour of an
event, they are actually stating the number of
favourable outcomes of an event to the number
of unfavourable outcomes of the event, assuming
that the outcomes are equally likely.
The odds in favour of event E are:
n(E):n(E) P(E):P(E)

The odds against event E are

n(E):n(E) P(E):P(E)

If the odds in favour of E are a:b, then

a
P( E ) =
a+b