Chapter Three

Probability

Chapter 3

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Terminology
 Statistical Experiment: A process which generates a single
outcome, where:
1. There is more than one possible outcome
2. It is known in advance what the possible outcomes are.
3. The outcome to be generated cannot be predicted with certainty.

 Sample Space (S): The collection of all the possible outcomes.

 We may refer to each possible outcome in a statistical experiment as a
sample point.

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Example 1. Rolling one die and recording the rolls is a statistical

experiment. The sample space is:

Example 2. Rolling two dice and recording the rolls is a statistical

experiment. The sample space is:

(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)

(2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
(3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
S=
(4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
(5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
(6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)

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Example 3. Rolling two dice and summing the rolls is a statistical

experiment. The sample space, that is the set of all sample points, is:

Example 4. Filling your car with gas and dividing the miles driven
until the next fill-up by the number of gallons needed to refill the
tank is a statistical experiment. The outcome is the miles-per-gallon
since the last fill-up.

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Events
 An event is a statement about the outcome of a statistical
experiment; it is a subset of the sample space S.
 Denoted by capital letters like A, B, C.

 Example 1. Roll a die and record the rolls. Event A = “roll an even
number”

 Example 2. Roll two dice and sum the rolls. Event B = “the sum of the
rolls is greater than ten”

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The Complement Set

 The complement 𝐴 of the event A is the set of all points in S
which are not in A. We may write

𝐴 = 𝑆\A

 where 𝑆\A means “every point in S which is not in A”.

S
AC

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Example. Roll two dice and record the rolls. Let A be the event that the
sum of the rolls is greater than 7. Determine 𝐴 .

(2, 6)
(3, 5) (3, 6)
A=
(4, 4) (4, 5) (4, 6)
(5, 3) (5, 4) (5, 5) (5, 6)
(6, 2) (6, 3) (6, 4) (6, 5) (6, 6)

(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)

(2, 1) (2, 2) (2, 3) (2, 4) (2, 5)
(3, 1) (3, 2) (3, 3) (3, 4)
𝐴 =
(4, 1) (4, 2) (4, 3)
(5, 1) (5, 2)
(6, 1)

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Example. Fill your car with gas and divide the miles driven until
the next fill-up by the number of gallons needed to refill the tank.
Let A be the event that the miles-per-gallon since the last full-up
exceeds 30 mpg. Then

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Union and Intersection

 Union: The union 𝐴 ∪ 𝐵 of two sets A and B is the set of sample
points in A or B or in both A and B.

 Intersection: The intersection 𝐴 ∩ 𝐵 of two sets A and B is the

set of sample points in both A and B.

Entire Shaded area is Shaded area is

A∩ B
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Example: Rolling one die and recording the rolls

A = {Roll an even number}
B = {Roll a number less than 4}

5
4
1
6 2
3
A B

 A U B=

 A∩B=
**Note that the idea of unions and intersections extend to situations with more
than two events:
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Chapter Three

Example: Consider an experiment in which you take two flights and

record for each one whether it was on time or delayed. Then the
sample space is

(On time,On time),(On time, Delayed),

𝑆=
(Delayed,On time),(Delayed,Delayed)

A = {your first flight is on time}

B = {your second flight is on time }

A U B=

A∩B=

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Example. Suppose you purchase a home that was built in 2000 and
let A be the event that the plumbing need repairing in the next year
and let B be the event that the roof needs to be repaired in the next
year.

A U B=

A∩B=

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Mutually Exclusive Events

 If two events A and B cannot both occur simultaneously , they are said
to be mutually exclusive.

 The events A and B are called mutually exclusive if

A∩B=∅

, where ∅ is called the “empty set” and is a set with zero elements.

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Example: Rolling one die and recording the rolls

A = {Roll an even number}= {2,4,6}
B = {Roll an odd number} = {1,3,5}

E= {Roll a number less than 3}= {1,2}

F = {Roll atleast a 4} = {4,5,6}

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Chapter Three

 The End!!

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Basics of Probability

Sections 3.2 - 3.4

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Probability
 Probability is a numerical value representing the chance,
likelihood, or possibility that a certain event will occur (always
between 0 and 1).

 For an event A we denote by P(A) the probability that the event

A occurs.

 Equally likely sample points in a sample space

# 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝐴
P 𝐴 =
# 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆

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Examples
Example1: Rolling one die and recording the rolls
A = {Roll the number 3}
S=(1, 2, 3, 4, 5, 6)

Example 2: Assuming coin is fair, P(HH)

S=(HH, HT, TH, TT)

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Example 3: The following table shows the number of Females and Males
who each have a low, normal, or high blood pressure level. Use the table
to answer the questions below.

Blood
Low Normal High Total
Pressure
Female 60 112 88 260
Male 45 85 110 240
TOTALS 105 197 198 500

What is the probability that someone in the study is a female?

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Rule 1: Unity of sample space probability

 For a statistical experiment with the sample space S, P(S) = 1

 Example. Roll one die and record the roll. For this statistical
experiment,
S={1, 2, 3, 4, 5, 6}

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Rule 2: Probability of the complement

 For an event A with complement 𝐴 , we have

𝑃 𝐴 =1−𝑃 𝐴

 Example. Roll one die and record the roll. Let A = {1, 2,3,4}. Then

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EXAMPLE: Hospital records show that 12% of all patients are

admitted for surgical treatment. 16% are admitted for obstetrics, and
2% receive both obstetrics and surgical treatment.

1) If a new patient is admitted to the hospital, what is the

probability that a randomly selected patient will be admitted for
surgery?

2) If a new patient is admitted to the hospital, what is the

probability that a randomly selected patient will not be admitted
for surgery?

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Rule 3: Probability of an empty set

 The probability of the empty set ∅ is P(∅) = 0.

 Note: The complement 𝑆 of the sample space S is the empty set ∅.

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Rule 4: Probability of a union of two events

 For any two events A and B

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵)

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Chapter Three

Example: Hospital records show that 12% of all patients are

admitted for surgical treatment. 16% are admitted for obstetrics, and
2% receive both obstetrics and surgical treatment. If a new patient is
admitted to the hospital, what is the probability that the patient will
be admitted for surgery, for obstetrics, or for both.

Consider the following events

A: {A patient admitted to the hospital receives surgical treatment}
B: {A patient admitted to the hospital receives obstetrics treatment}

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Example: The following table shows the number of Females and Males
who each have a low, normal, or high blood pressure level. Use the table
to answer the questions below.

Blood
Low Normal High Total
Pressure
Female 60 112 88 260
Male 45 85 110 240
TOTALS 105 197 198 500

What is the probability that someone is either male or has low blood pressure?

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Rule 4: Probability of a union of two events

 For any two events A and B

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵)

 Lets say A and B are mutually exclusive,

𝐴 ∩ 𝐵=∅

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Rule 5: Probability of the union of

mutually exclusive events
 If the events A and B are mutually exclusive, then

𝑃 𝐴 ∪ 𝐵 =𝑃 𝐴 +𝑃 𝐵

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EXAMPLE: The makers of the candy M&Ms report that their plain
M&Ms are composed of 15% yellow, 10% red, 20% orange, 25% blue, 15%
green, and 15% brown. If you randomly select an M&M, what is the
probability it is red or green.

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Example: The following table shows the number of Females and Males
who each have a low, normal, or high blood pressure level. Use the table
to answer the questions below.

Blood
Low Normal High Total
Pressure
Female 60 112 88 260
Male 45 85 110 240
TOTALS 105 197 198 500

What is the probability that someone in the study has either high or low
blood pressure?

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Chapter Three

Conditional, Independence,
and Bayes’ Formula

Sections 3.5 - 3.6, & 3.8

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Example: The table below represents the percentage of insurance

claims, categorized according to type of insurance and whether the
claim was fraudulent

What is the probability that the claim is fraudulent?

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Conditional Probability
Conditional Probability is the probability that event A occurs given that
event B occurs when the experiment is conducted. The probability of A
given B is

𝑃 𝐴 ∩𝐵
𝑃 𝐴𝐵 = Assuming 𝑃(𝐵) ≠ 0
𝑃(𝐵)

The conditional probability of event B, given event A, is

𝑃 𝐴 ∩𝐵
𝑃 𝐵𝐴 =
𝑃(𝐴)

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Example: The table below represents the percentage of insurance

claims, categorized according to type of insurance and whether the
claim was fraudulent

What is the probability that the claim is fraudulent, given that you know
the policy is an auto policy?

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Example: Recall die roll example:

A = {roll even number}, B = {roll number less than 4}
 What is the probability of rolling an even number given that we roll
a number less than 4?

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Multiplicative Rule
 Rearranging the Conditional Probability Formula, we get the
multiplication rule. The probability of A and B

𝑃 𝐴 ∩𝐵 = 𝑃 𝐵 ∗𝑃 𝐴 𝐵 𝑃 𝐴 ∩𝐵 =𝑃 𝐴 ∗𝑃 𝐵 𝐴

Example: Suppose the probability that my roof will leak when it rains is 0.3.
Tomorrow, the probability of rain is 0.2. What is the probability that it rains
and my roof leaks tomorrow?

Let A = {rain} and B = {roof leaks}

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Independent Events
 Events A and B are independent if the occurrence of B doesn’t affect
the probability that A occurs (and vice versa).

 That is, A and B are independent if and only if

1. 𝑃 𝐴𝐵 =𝑃 𝐴𝐵 = 𝑃(𝐴)
2. 𝑃 𝐵𝐴 =𝑃 𝐵𝐴 = 𝑃(𝐵)
3. 𝑃 𝐴 ∩𝐵 =𝑃 𝐴 𝑃 𝐵

 Events that are not independent are called dependent.

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Example: Independent Events

The concept of independence is of particular importance in
sampling.
 Die rolling example:
A = {even number}, B = {less than 4}.
Are A and B independent?

 But consider C = {less than 5}. Then A and C are independent.

Why?

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Bayes’ Formula
 If A and B are any events whose probabilities are not 0 or 1,
then

𝑃 𝐴 ∩𝐵 𝑃 𝐴 𝐵 ∗ 𝑃(𝐵)
𝑃 𝐵𝐴 = =
𝑃(𝐴) 𝑃 𝐴 𝐵 ∗ 𝑃 𝐵 + 𝑃 𝐴 𝐵 ∗ 𝑃(𝐵 )

**Allows us to express P(B|A) in terms of P(A|B), which may be

easier to work with.

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Example: A virus infects 1 out of every 200 people. The test to detect the
virus is positive 80% of the time if a person has the virus, and positive 5%
of the time if the person does not have the virus.

If a person tests positive, what is the probability that person is infected?

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Chapter Three

Bayes’ Rule
Bayes’ Rule can be extended to a situation where we have k > 2
mutually exclusive events B1, B2, …, Bk such that P(B1) + … + P(Bk)
= 1. Given that event A occurs, the probability of an event Bi
occurring (where i = 1, 2, …, k) is:

𝑃 A 𝐵 ∗ 𝑃(𝐵 )
𝑃 𝐵 A ==
𝑃 𝐴𝐵 ∗𝑃 𝐵 + 𝑃 𝐴 𝐵 ∗𝑃 𝐵 + ⋯+ 𝑃 𝐴 𝐵 ∗ 𝑃(𝐵 )

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Counting Rules

Section 3.7

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Chapter Three

Example 1. Rolling one die and recording the rolls is a statistical

experiment. The sample space is:

S = 1, 2, 3, 4, 5, 6

Example 2. Rolling two dice and recording the rolls is a statistical

experiment. The sample space is:

(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)

(2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
(3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
S=
(4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
(5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
(6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)

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Fundamental theorem of counting

 You have K sets of elements, 𝑛 is the first set, 𝑛 is the second

set, … and 𝑛 is the 𝑘 set. The number of ways to do this is

𝒏𝟏 ∗ 𝒏𝟐 ∗ 𝒏𝟑 ∗ ⋯ ∗ 𝒏𝒌

Example: Suppose you have a choice of 5 appetizers, 10 entrees, 3

beverages, and 6 deserts. How many different possible dinners?

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Permutations Rule
 Draw n elements from a set of N elements and arrange them in some
distinct order.
𝑁!
𝑃 =
𝑁−𝑛 !

Example: In major league baseball, there are 5 teams in the eastern division
of the National League: Atlanta, Florida, New York, Philadelphia and
Washington. How many different orders of 1st, 2nd, and 3rd place finish are
there are the 5 teams?

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Partitions Rule
 Suppose you wish to partition a single set of N different elements into k sets,
with the first set containing 𝑛 elements, the second containing 𝑛 elements,
… and the 𝑘 set containing 𝑛 elements. The number of ways to do
this i
𝑁!
𝑛 !𝑛 !….𝑛 !

, 𝑤ℎ𝑒𝑟𝑒 𝑛 + 𝑛 + ⋯ . . 𝑛 = 𝑁

Example: Suppose you have 5 construction workers, and you wish to assign
3 to jobsite 1 and 2 to jobsite 2. In how many different ways can you this
assignment?

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Chapter Three

Combinations Rule
 Draw n elements from a set of N elements, without regard to order.

𝑁 𝑁!
=
𝑛 𝑛! 𝑁 − 𝑛 !

Example: A reading list for a course contains 10 articles. How many ways are
there to choose 3 articles from this list?

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Calculating Probabilities: Example 2(b): Suppose we toss a coin 10 times.

Define event A = {obtain at least 1 “head”}. Find 𝑃 𝐴 =

Sample points: 2 outcomes (heads/tails)

10 trials

𝑃 𝑒𝑎𝑐ℎ 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡 =

𝑃 𝑛𝑜 ℎ𝑒𝑎𝑑𝑠 =

𝑃 𝐴 =

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