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Introduction to Probability Concepts

This document provides an introduction to probability concepts including definitions of key terms like probability, probability experiment, outcomes, sample space, events, mutually exclusive events, and collectively exhaustive events. It also covers probability rules and axioms, sets, conditional probability, and examples of calculating probabilities from contingency tables. The chapter introduces fundamental probability concepts and notations used in statistics.

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0% found this document useful (0 votes)
20 views10 pages

Introduction to Probability Concepts

This document provides an introduction to probability concepts including definitions of key terms like probability, probability experiment, outcomes, sample space, events, mutually exclusive events, and collectively exhaustive events. It also covers probability rules and axioms, sets, conditional probability, and examples of calculating probabilities from contingency tables. The chapter introduces fundamental probability concepts and notations used in statistics.

Uploaded by

mariam raafat
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 4 Statistics and probability BSC211 Introduction to probability

Chapter 4

Introduction to probability

Probability, it is a word that no one can live without. Going to your work,
home, school, future, marketing, selling buying, and any thing you can think of.
This is why the concept has been given an exact mathematical meaning in
probability theory, which is used extensively in such areas of study as
mathematics, statistics, finance, gambling, science, and philosophy to draw
conclusions about the likelihood of potential events.

4.1 important definitions


This section will cover most of the definitions used in this chapter.
Probability: it is a value between 0 and 1 that describes the relative possibility of
occurrence of an event. For example flipping a coin once the probability of having
a head is going to be 0.5
Probability experiment: is a chance process that leads to well-defined results
called out comes. For example flipping a coin once is called a Probability
experiment.
Out comes: is a particular result of an experiment. In the previous example Head
or tail is called out comes

Dr. Omar M. Sallah 43


Chapter 4 Statistics and probability BSC211 Introduction to probability

Sample Spaces: The set of all possible outcomes of a probability experiment is


called a sample space. A sample space will denoted by S. You may think of a
sample space as all the values that a variable may take. For the same example Head
and Tail are the sample space.
Event: A collection of one or more out comes of an experiment. For the coin
example the occurrence of a head is called event
Mutually exclusive: the occurrence of an event prevents the occurrence of other
out comes. For the coin example the result of a head prevent the tail from
appearing and vise versa.
Collectively exhaustive: at least one of the events will take place when we do our
experiment. For the coin example once more, flipping a coin will result a head or a
tail one of them must happen.
The classical Probability Law
Number of favorable out comes
Pr(x)=
Number of possible out comes
Example (4.1)
In tossing a die once what is the probability that we will have
1)- 5? 2) at least 4?
Solution
Tossing a die once may give {1,2,3,4,5,6}
1
1)- pr( x = 5 ) = = 0.16
6
3
2)- pr( x  4 ) = = 0.5
6

Dr. Omar M. Sallah 44


Chapter 4 Statistics and probability BSC211 Introduction to probability

4.2 Sets
Some famous Ven diagram shapes

A B S A S S

A A = A
B
B
___________ A −
(A  B) A A = S

_________ S S B
(A  B) A B A

(A  B) A B B A
A=B

Universal set: Sample space it is the set containing all possible outcomes of an
experiment.
Set: It is a subset of the sample space or of the universal set.
Set complementary: It contains all the elements in the universal set but not in the
set.
Null set: It is the empty set, zero element set.
Union  : It is the sum of all elements exists in two or more sets. Usually we refer
to Union as or in questions. For example, elements of A or B
Intersection  : It is the shared elements in two or more sets. Usually we say A
and B
Subset  : means a part of, when we say A is a subset of B it means A is a part of
B
Equality: A is equal to B only if A  B and B  A

Dr. Omar M. Sallah 45


Chapter 4 Statistics and probability BSC211 Introduction to probability

4.3 Probability axioms


This section will cover all the important laws that we can use in solving
simple probability problems.

• Pr( S ) = 1.00
• Pr(  ) = 0.00
• Pr( E ) = p , 0.00  p  1.00
• Pr( S ) = 1.00
• If A and B are mutually exclusive elements (The addition law)
Pr( A  B ) = Pr( A ) + Pr( B ) , as the intersection of A and B is zero.
• For any two elements A and B S
Pr( A  B ) = Pr( A ) + Pr( B ) − Pr( A  B ) A B

• For Independent elements, sometimes we refer to this case


By the word (with replacement) Pr( A  B ) = Pr( A ). Pr( B )
• For dependent events A, B are called conditional events (without replacement)
In other words the appearance of one of the elements is related by the
occurrence of the other one
Pr( A  B ) = Pr( A )  Pr( B A )
• For elements exist in A but not in B

Pr( A − B ) = Pr( A − ( A  B )) = Pr( A  B )
• Generalization of the addition law in case of mutually exclusive elements
(Disjoint events)
Pr( A  B ) = Pr( A ) + Pr( B ) + Pr( c )
• Generalization of the addition law

Dr. Omar M. Sallah 46


Chapter 4 Statistics and probability BSC211 Introduction to probability

Pr( A  B ) = Pr( A ) + Pr( B ) + Pr( c ) − Pr( A  B ) − Pr( A  C ) − Pr( B  C ) +


Pr( A  B  C )
• If we have 3 independent events
Pr( A  B  C ) = Pr( A ). Pr( B ). Pr( C )
• If we have 3 dependent events
Pr( A  B  C ) = Pr( A ). Pr( B / A ). Pr( C / B  A )
• If A and B are independent events in a sample space, then the following are also,
__ __
independent A and B .
Remark a contingency table is used to summarize all the elements in
independent samples. Follow the coming examples

4.4 Various problems on Probability


Example (4.2)
Given that, Pr( A  B ) = 0.75, Pr( A ) = 0.45
Find probability of B in the following cases
1)- A and B are mutually exclusive.
2)- A and B are independent.
3)- A  B
Solution
1)- A and B are mutually exclusive
(i.e.)
Pr( A  B ) = 0.0 ,
hence
Pr( A  B ) = Pr( A ) + Pr( B )  Pr( B ) = Pr( A  B ) − Pr( A )
.
= 0.75 − 0.45 = 0.30
2)- A and B are independent

Dr. Omar M. Sallah 47


Chapter 4 Statistics and probability BSC211 Introduction to probability

Pr( A  B ) = Pr( A ). Pr( B ) = 0.45 Pr( B )


According to the addition law
Pr( A  B ) = Pr( A ) + Pr( B ) − Pr( A  B )
0.75 = 0.45 + Pr( B ) − 0.45 Pr( B )
0.30 = 0.55 Pr( B )
Pr( B ) = 0.30 / 0.55 = 0.545
3)- A  B  Pr( A  B ) = Pr( A )
Pr( A  B ) = Pr( A ) + Pr( B ) − Pr( A )
= Pr( B ) = 0.75
Example (4.3)
Given that, A1 and A2 are mutually exclusive events and
Pr( A1 ) = 0.37 , Pr( A2 ) = 0.44
Find the probabilities
___ ___
1)- Pr( A1 ) 2)- Pr( A2 ) 3)- Pr( A1  A2 ) 4)- Pr( A1  A2 )
____ ___ ____
5)- Pr( A1  A2 ) 6)- Pr( A1  A2 )
Solution
___
1)- Pr( A1 ) = 1 − 0.37 = 0.63
___
2)- Pr( A2 ) = 1 − 0.44 = 0.56
3)- Pr( A1  A2 ) = Pr( A1 ) + Pr( A2 ) = 0.37 + 0.44 = 0.81
4)- Pr( A1  A2 ) = 0
____
5)- Pr( A1  A2 ) = Pr( A1 ) − Pr( A1  A2 ) = 0.37
___ ____ ___________
6)- Pr( A1  A2 ) = Pr( A1  A2 ) = 1 − Pr( A1  A2 ) = 1 − 0.81 = 0.19

Dr. Omar M. Sallah 48


Chapter 4 Statistics and probability BSC211 Introduction to probability

4.5 Transection tables and conditional probabilities


Example (4.4)
The following contingency table summarizes the results of 100 students in
architectural design and in mathematics mid term exam. Find the probability of the
following:-
1)- A student having a good in mathematics and in architectural design?
2)- Good in mathematics and failed in architectural design?
3)- Students having good in mathematics or fail in architectural design?
4)- student having good in mathematics given that he failed in architectural design?
Mathematics
Good Pass Fail
Archi. Design
Good 6 11 18
Pass 12 18 10
Fail 16 5 4
Solution
Complete the contingency table first
Mathematics
Architectural design

Good Pass Fail Total


Good 6 11 18 35
Pass 12 18 10 40
Fail 16 5 4 25
Total 34 34 32 100
We will consider Mathematics as A and Architectural design B
1)- A student having a good in mathematics and in architectural design
Pr( GA and GB ) = Pr( GA  GB ) = 6 / 100 = 0.06
2)- Good in mathematics and failed in architectural design?
Dr. Omar M. Sallah 49
Chapter 4 Statistics and probability BSC211 Introduction to probability

𝑃𝑟( 𝐺𝐴𝑎𝑛𝑑𝐹𝐵) = 𝑃𝑟( 𝐺𝐴 ∩ 𝐹𝐵) = 16/100 = 0.16


3)- Students having good in mathematics or fail in architectural design?

4)- student having good in mathematics given that he failed in architectural design?

Example (4.5)
Complete the following contingency table of defective and not defective
units of products A1 and A2?
Defectiveness
N.D. D. Total
Products

A1 3600
A2 1000
Total 600 5000
Then, find the following probabilities:
Pr( A1 ), Pr( A1  N .D.), Pr( A1 / N .D.), Pr( N .D.), Pr( A1  N .D.) and Pr( N .D. / A1 )
Solution
Defective or not
N.D. D. Total
Products

A1 3600 400 4000


A2 800 200 1000
Total 4400 600 5000

4000 3600
1)- Pr( A1 ) = = 0.80 , 2)- Pr( A1  N .D.) = = 0.72
5000 5000
Dr. Omar M. Sallah 50
Chapter 4 Statistics and probability BSC211 Introduction to probability

4400
3)- Pr( N , D.) = = 0.88
5000
Pr( A1  N .D.) 0.72
4)- Pr( A1 / N .D.) = = = 0.8181
Pr( N .D.) 0.88
Pr( A1  N .D.) = Pr( A1 ) + Pr( N .D.) − Pr( A1  N .D.)
5)-
= 0.80 + 0.88 − 0.72 = 0.96

Pr( A1  N .D.) 0.72


6)- Pr( N .D. / A1 ) = = = 0.90
Pr( A1 ) 0.80

Dr. Omar M. Sallah 51


Chapter 4 Statistics and probability BSC211 Introduction to probability

Exercise (4)
Report (4) will be required after one week. This page must be attached to the report
Name: Report Code ( )

1)- Given that, Pr( A1 ) = 0.59 , Pr( A2 ) = 0.30 , Pr( A1  A2 ) = 0.21


Find the following probabilities
__ __
1)- Pr( A1  A2 ), Pr( A1  A2 )
___ __ __
2)- Pr( A1  A2 ), Pr( A1  A2 )
2)- The following contingency table summarizes the distribution of 100 persons
who are smokers and not smokers, educated and not educated
Defective or not
E. N.E. Total
Products

S 30 40
N.S.
Total 60 100
Complete it, then, find the following probabilities:
1)- getting one person who are educated.
2)- getting one person who are not educated.
3)- getting one person who are smoking
4)- getting one person who are not smoking
5)- getting a person who are educated and smoking
6)- getting a person who are educated or smoking
7)- getting a person who are educated given that he is smoking

Dr. Omar M. Sallah 52

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