Understanding Probability Concepts
Understanding Probability Concepts
Probability
1
Chance Experiment & Sample Space
2 .
Example
An experiment is to be performed to study student
preferences in the food line in the cafeteria.
Specifically, the staff wants to analyze the effect of
the student’s gender on the preferred food line
(burger, salad or main entrée).
The sample space consists of the following six possible
outcomes.
1. A male choosing the burger line.
2. A female choosing the burger line.
3. A male choosing the salad line.
4. A female choosing the salad line.
5. A male choosing the main entrée line.
6. A female choosing the main entrée line.
3
Example - continued
The sample space could be represented by using set
notation and ordered pairs.
sample space = {(male, burger), (female, burger),
(male, salad), (female, salad), (male, main entree),
(female, main entree)}
4 .
Example - continued
Yet another way of illustrating the sample space would
be using a picture called a ―tree‖ diagram.
Burger
Outcome (Male, Salad)
Salad
Main Entree
Male
Outcome (Female, Burger)
Burger
Salad
Female
Main Entree
This ―tree‖ has two sets of ―branches‖ corresponding to the two bits of
information gathered. To identify any particular outcome of the sample
space, you traverse the tree by first selecting a branch corresponding to
gender and then a branch corresponding to the choice of food line.
5 .
Events
An event is any collection of outcomes from the sample
space of a chance experiment.
If we look at the lunch line example and use the following sample
space description {MB, FB, MS, FS, ME, FE}
The event that the student selected is male is given by
male = {MB, MS, ME}
The event that the preferred food line is the burger line is given by
burger = {MB, FB}
The event that the person selected is a female that prefers the
salad line is {FS}. This is an example of a simple event.
6 .
Venn Diagrams
A Venn Diagram is an informal picture that is used to
identify relationships.
7 .
Forming New Events
10 .
More on intersections
11
More than 2 events
13 .
example
One of the 200 business majors at a college is to be
chosen for the student senate.
If 77 of these students are enrolled in a course in
accounting, 64 are enrolled in a course of business
law, and 92 are not enrolled in either course, how
many of the outcomes correspond to the choice of a
business major who is enrolled in both courses?
14
example
In a psychiatric study reported in the New England
Medicine, psychiatrists reported on mental status
evaluations.
Letting A stands for the event that the patients have
auditory delusions and V stand for the event that the
patients have visual delusions, state in words the
probabilities expressed by:
P(A’)
P(V’)
P(A or V)
P(A and V)
P(A’ and V’) P(A and V’)
15 .
Probability
Methods for Determining Probability
1. The classical approach: Appropriate for
experiments that can be described with equally
likely outcomes.
2. The subjective approach: Probabilities represent
an individual’s judgment based on facts combined
with personal evaluation of other information.
3. The relative frequency approach: An estimate is
based on an accumulation of experimental results.
This estimate, usually derived empirically, presumes
a replicable chance experiment.
16
Probability – Classical Approach
17 .
Equally Likely Outcomes
A sample space description is given by{(1, 1), (1, 2), … , (6, 6)}
where the pair (1, 2) means 1 is the up face of the 1st die and 2 is
the up face of the 2nd die.
4 1
P(A) 0.0769
20 52 13 .
Probability - Empirical Approach
•Consider the chance experiment of rolling a ―fair‖ die.
• We would like to investigate the probability of getting a ―1‖ for
the up face of the die.
• The die was rolled and after each roll the up face was recorded
and then the proportion of times that a 1 turned up was
calculated and plotted.
Repeated Rolls of a Fair Die
Proportion of 1's
0.200
0.180
1/6
0.160
Relative Frequency
0.140
0.120
0.100
0.080
0.060
0.040
0.020
0.000
0 200 400 600 800 1000 1200 1400 1600 1800 2000
# of Rolls
21 .
Probability - Empirical Approach
•The process was simulated again and this time the result were
similar.
•Notice that the proportion of 1’s seems to stabilize and in the
long run gets closer to the ―theoretical‖ value of 1/6.
Repeated Rolls of a Fair Die
Proportion of 1's
0.350
0.300
Relative Frequency
0.250
0.200
1/6
0.150
0.100
0.050
0.000
0 200 400 600 800 1000 1200 1400 1600 1800 2000
# of Rolls
22
Probability - Empirical Approach
In many ―real-life‖ processes and chance experiments,
the probability of a certain outcome or event is unknown,
but never the less this probability can be estimated
reasonably well from observation.
The justification if the Law of Large Numbers.
23 .
Relative Frequency Approach
24 .
example
25 .
6.15 An article in the New York Times ( March 2,
1994) reported that people who suffer cardiac arrest
in New York City have only a 1 in 100 chance of
survival. Using probability notation, an equivalent
statement would be P( survival) = .01 for people who
suffer a cardiac arrest in New York City. ( The article
attributed this poor survival rate to factors common in large cities: traffic
congestion and the difficulty of finding victims in large buildings.)
b. The research that was the basis for the New York Times article was a
study of 2329 consecutive cardiac arrests in NYC. To justify the ― 1 in 100
chance of survival‖ statement, how many of the 2329 cardiac arrest
sufferers do you think survived? Explain.
26
6.16 The article ― Anxiety Increases for Airline
Passengers After Plane Crash‖ ( San Luis Obispo
Tribune, November 13, 2001) reported that air
passengers have a 1 in 11 million chance of dying in
an airplane crash.
27 .
Basic Properties of Probability
so,
P(not E) = 1 – P(E) and P(E) = 1 – P(not E).
28
Addition Rule for Disjoint Events
29
Example
Consider the experiment consisting of rolling two fair dice and
observing the sum of the up faces.
Let E stand for the event that the sum is 7 and
F stand for the event that the sum is 11.
6 2
P(E) & P(F)
36 36
Since E and F are disjoint events
6 2 8
P(E F) P(E) P(F)
36 36 36
30
Conditional Probability
A Leading Example
A study1 was performed to look at the relationship
between motion sickness and seat position in a bus.
The following table summarizes the data.
Seat Position in Bus
Front Middle Back
Nausea 58 166 193
No Nausea 870 1163 806
Let’s use the symbols N, NC, F, M, B to stand for the events Nausea,
No Nausea, Front, Middle and Back respectively.
1 ―Motion Sickness in Public Road Transport: The Effect of Driver, Route and Vehicle‖
(Ergonomics (1999): 1646 – 1664).
31
A Leading Example
Computing the probability that an individual in the study
gets nausea we have
417
P(N) 0.128
3256
32
A Leading Example
Other probabilities are easily calculated by dividing the
numbers in the cells by 3256 to get
P(N)
P(N and F)
Seat Position in Bus
Front Middle Back Total
Nausea 0.018 0.051 0.059 0.128
No Nausea 0.267 0.357 0.248 0.872
Total 0.285 0.408 0.307 1.000
33 .
A Leading Example
34
Conditional Probability
P(E F)
P(E | F)
P(F)
35
example
A survey of job satisfaction2 of teachers was taken, giving
the following results
Job Satisfaction
Satisfied Unsatisfied Total
L College 74 43
E
117
V High School 224 171 395
E
L Elementary 126 140 266
Total 424 354 778
For convenience, let C stand for the event that the teacher
teaches college, S stand for the teacher being satisfied and
so on.
2 ―Psychology of the Scientist: Work Related Attitudes of U.S. Scientists‖ (Psychological
Reports (1991): 443 – 450).
36
If all the cells are divided Job Satisfaction
by the total number Satisfied Unsatisfied Total
L College 0.095 0.055 0.150
surveyed, 778, the E
resulting table is a table V High School 0.288 0.220 0.508
E
of empirically derived L Elementary 0.162 0.180 0.342
probabilities.
Total 0.545 0.455 1.000
Let D = event that a randomly selected baby is born with Down Syndrome
and Y event that a randomly selected baby is born to a young mother ( under
age 30). For each of the following probability statements, indicate whether
the statement is consistent with the quote from the article, and if not, explain
why not.
a. P(D/Y) = .001, P(D/ Y’) = .004, P(Y)= .7
b. P(D/Y) = .001, P(D/ Y’) = .001, P(Y)= .7
c. P(D/Y) = .004, P(D/ Y’) = .004, P(Y)= .7
d. P(D/Y) = .001, P(D/ Y’) = .004, P(Y)= .4
e. P(D/Y) = .001, P(D/ Y’) = .001, P(Y)= .4
f. P(D/Y) = .004, P(D/ Y’) = .004, P(Y)= .4
39
6.39 The paper ― Good for Women, Good for Men, Bad for
People: Simpson’s Paradox and the Importance of Sex-
Specific Analysis in Observational Studies‖ (Journal of
Women’s Health and Gender- Based Medicine [ 2001]: 867–
872) described the results of a medical study in which one
treatment was shown to be better for men and better for
women than a competing treatment. However, if the data for
men and women are combined, it appears as though the
competing treatment is better.
To see how this can happen, consider the accompanying data tables
constructed from information in the paper.
Subjects in the study were given either Treatment A or Treatment B,
and survival was noted.
Let S be the event that a patient selected at random survives, A be the
event that a patient selected at random received Treatment A, and B
be the event that a patient selected at random received Treatment B.
40
Subjects in the study were given either Treatment A or Treatment B, and
survival was noted.
Let S be the event that a patient selected at random survives, A be the event
that a patient selected at random received Treatment A, and B be the event that
a patient selected at random received Treatment B.. The following table
summarizes data for men and women combined:
survived died total
txA 215 85 300
txB 241 59 300
total 456 144
i. Find P( S)
ii. Find P(S/A)
iii. Find P(S/B)
iv. Which treatment appears to be better?
41
Independence
Two events E and F are said to be independent if
P(E|F)=P(E).
42
example
Job Satisfaction
Satisfied Unsatisfied Total
L College 0.095 0.055
E
0.150
V High School 0.288 0.220 0.508
E
L Elementary 0.162 0.180 0.342
Total 0.545 0.455 1.000
P(C S) 0.095
P(C) 0.150 and P(C | S) 0.175
P(S) 0.545
43
Multiplication Rule for Independent Events
44
example
Consider the person who purchases from two different
manufacturers a TV and a VCR. Suppose we define the
events A and B by
A = event the TV doesn’t work properly
B = event the VCR doesn’t work properly
47
Sampling Schemes
48
example
Select three cards from an ordinary deck of cards.
Consider the events:
3000 2999
P(E1 ) , P(E2 ) ,
12000 11999
2998 2997
P(E3 ) ,P(E 4 )
11998 11997
So P(E1 E2 E3 E4 )
3000 2999 2998 2997
0.003900
12000 11999 11998 11997
51
A Practical Example
If we ―treat‖ the Events E1, E2, E3 and E4 as being with
replacement (independent) we would get
3000
P(E1 ) P(E 2 ) P(E3 ) 0.25
12000
So P(E1 E2 E3 E4 ) (0.25)(0.25)(0.25)(0.25)
0.003906
Clearly when the number of items is large and the number in the sample
is small, the two methods give essentially the same result.
52
An Observation
53
General Addition Rule for Two Events
54
example
Consider the teacher satisfaction survey
Job Satisfaction
Satisfied Unsatisfied Total
L College 0.095 0.055
E
0.150
V High School 0.288 0.220 0.508
E
L Elementary 0.162 0.180 0.658
Total 0.545 0.455 1.000
56
Example
18% of all employees in a large company are secretaries
and furthermore, 35% of the secretaries are male . If an
employee from this company is randomly selected, what is
the probability the employee will be a secretary and also
male.
58
example
A company that makes radios, uses three different
subcontractors (A, B and C) to supply on switches used in
assembling a radio. 50% of the switches come from company
A, 35% of the switches come from company B and 15% of the
switches come from company C. Furthermore, it is known that
1% of the switches that company A supplies are defective, 2%
of the switches that company B supplies are defective and 5%
of the switches that company C supplies are defective.
If a radio from this company was inspected and failed the
inspection because of a defective on switch, what are the
probabilities that that switch came from each of the suppliers.
59
example - continued
Define the events
S1 = event that the on switch came from
subcontractor A
S2 = event that the on switch came from
subcontractor B
S3 = event that the on switch came from
subcontractor C
D = event the on switch was defective
From the problem statement we have
P(S1) = 0.5, P(S2) = 0.35 , P(S3) = 0.15
P(D|S1) =0.01, P(D|S2) =0.02, P(D|S3) =0.05
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Example - continued
Similarly,
(.35)(.02) (.15)(.05)
P(S3 | D) .359 and P(S2 | D) .385
.0195 .0195
61
Example - continued
These calculations show that 25.6% of the on defective
switches are supplied by subcontractor A, 35.9% of the
defective on switches are supplied by subcontractor B
and 38.5% of the defective on switches are supplied by
subcontractor C.
62
6.65 In an article that appears on the web site of the
American Statistical Association ( www. amstat. org), Carl-ton
Gunn, a public defender in Seattle, Washington, wrote about
how he uses statistics in his work as an attorney.
He states: I personally have used statistics in trying to
challenge the reliability of drug testing results. Suppose the
chance of a mistake in the taking and processing of a urine
sample for a drug test is just 1 in 100. And your client has a ―
dirty‖ (i. e., positive) test result. Only a 1 in 100 chance that it
could be wrong? Not necessarily. If the vast majority of all
tests given— say 99 in 100 — are truly clean, then you get
one false dirty and one true dirty in every 100 tests, so that
half of the dirty tests are false.
63
Define the following events as
TD= event that the test result is dirty,
TC =event that the test result is clean,
D = event that the person tested is actually dirty, and
C = event that the person tested is actually clean.
a. Using the information in the quote, what are the values of
i. P(TD/D)
ii. P(TD/C)
iii. P(C)
iv. P(D)
b. Use the law of total probability to find P( TD).
c. Use Bayes’ rule to evaluate P(C/TD). Is this value
consistent with the argument given in the quote? Explain.
64
6.68 Suppose that a new Internet company Mumble. com requires all
employees to take a drug test. Mumble. com can afford only the
inexpensive drug test— the one with a 5% false- positive rate and a 10%
false- negative rate. ( That means that 5% of those who are not using
drugs will incorrectly test positive and that 10% of those who are actually
using drugs will test negative.)
Suppose that 10% of those who work for Mumble. com are using the drugs
for which Mumble is checking. ( Hint: It may be helpful to draw a tree
diagram to answer the questions that follow.)
a. If one employee is chosen at random, what is the probability that the
employee both uses drugs and tests positive?
b. If one employee is chosen at random, what is the probability that the
employee does not use drugs but tests postive anyway?
c. If one employee is chosen at random, what is the probability that the
employee tests positive? d. If we know that a randomly chosen employee
has tested positive, what is the probability that he or she uses drugs?
65
6.69 Refer to Exercise 6.68. Suppose that because of the high rate of
false- positives for the drug test, Mumble. com has instituted a mandatory
second test for those who test positive on the first test.
a. If one employee is selected at random, what is the probability that the
selected employee uses drugs and tests positive twice?
b. If one employee is selected at random, what is the probability that the
employee tests positive twice?
c. If we know that the randomly chosen employee has tested positive
twice, what is the probability that he or she uses drugs?
d. What is the chance that an individual who does use drugs doesn’t test
positive twice ( either this employee tests negative on the first round and
doesn’t need a retest, or this employee tests positive the first time and
that result is followed by a negative result on the retest)?
e. Discuss the benefits and drawbacks of using a retest scheme such as
the one proposed in Part ( d).
66
6.70 According to a study released by the federal Sub-stance
Abuse and Mental Health Services Administration ( Knight
Ridder Tribune, September 9, 1999), approximately 8% of all
adult full- time workers are drug users and approximately
70% of adult drug users are employed full- time.
a. Is it possible for both of the reported percentages to be
correct? Explain.
b. Define the events D and E as D event that a randomly
selected adult is a drug user and E event that a randomly
selected adult is employed full- time. What are the estimated
values of and ?
c. Is it possible to determine P( D), the probability that a
randomly selected adult is a drug user, from the information
given? If not, what additional information would be needed?
67
6.74 Only 0.1% of the individuals in a certain population have a
particular disease ( an incidence rate of .001). Of those who have
the disease, 95% test positive when a certain diagnostic test is
applied. Of those who do not have the disease, 90% test negative
when the test is applied. Suppose that an individual from this
population is randomly selected and given the test.
a. Construct a tree diagram having two first- generation branches,
for has disease and doesn’t have disease, and two second-
generation branches leading out from each of these, for positive
test and negative test. Then enter appropriate probabilities on the
four branches.
b. Use the general multiplication rule to calculate P( has disease
and positive test).
c. Calculate P( positive test).
d. Calculate P( has disease positive test). Does the result surprise
you? Give an intuitive explanation for the size of this probability.
68
6.43 A Gallup survey of 2002 adults found that 46% of women and 37% of
men experience pain daily ( San Luis Obispo Tribune, April 6, 2000).
Suppose that this information is representative of U. S. adults. If a U. S.
adult is selected at random, are the events selected adult is male and
selected adult experiences pain daily independent or de-pendent? Explain.
6.44 The Associated Press ( San Luis Obispo Telegram- Tribune, August
23, 1995) reported on the results of mass screening of schoolchildren for
tuberculosis ( TB). For Santa Clara County, California, the proportion of all
tested kindergartners who were found to have TB was .0006. The
corresponding proportion for recent immigrants ( thought to be a high- risk
group) was .0075. Suppose that a Santa Clara County kindergartner is
selected at random. Are the events selected student is a recent immigrant
and selected student has TB independent or dependent events? Justify
your answer using the given information .
69