Introduction to probability

Stat 134 FAll 2005

Berkeley

Lectures prepared by:

Elchanan Mossel
Yelena Shvets

Follows Jim Pitman’s

book:
Probability
Sections 1.1-1.3

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 Probability as Proportion
Suppose there are 20 people taking Stat 134.
There are 7 & 13

? ? ?
?
? ? ? ? What is the chance
that a person selected
? ? ? ? ? at random from the
class is a woman ?

? ? ?
? ? ? ? 06/14/25
 Probability as Proportion

Whatis the chance that aword

What word from this
sentence begins with
with aww?
?
4
What 1
with chance is
w word from that
0
this
a
the begins
a sentence
14 06/14/25
 Space of outcomes

The space of all possible

outcomes will be denoted by 

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 Probability as Proportion

If  is finite and each outcome is equally

likely than the probability of an event A is:

#A
P( A) 
#

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 Probability as Proportion
Suppose there are 20 people taking Stat 134.
There are 7 & 13

? ? ?
?
? ? ? ? What is the chance
that a person selected
? ? ? ? ? at random from the
class is a woman ?

? ? ?
? ? ? ? 06/14/25
The state Example:
space  is the entire
Men class.
Women
An outcome is a particular individual.

An event:
‘a woman is picked’
corresponds to

A - the subset
of all women in
the class.
P(A) = 7/20
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 Probability as Proportion

Whatis the chance that aword

What word from this
sentence begins with
with aww?
?
4
What 1
with chance is
w word from that
0
this
a
the begins
a sentence
14 06/14/25
 Example:
The state Words
space is in of
the (set a words
sentence
of the )
sentence. An outcome is a particular word.
An event: ‘a word starts with w’ corresponds to
set A of all the words starting with w.

A 
What chance is
with
from that
w word this
a
the begins
a sentence
P(A) = 4/14
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 Roll two dice. 10
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
Odd?
First we need a Sample Space.

Is = {2,3,4,5,6,7,8,9,10,11,12} ?
Problem: are events in  equally
likely?
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Roll two dice. 11
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
2 3 4 5 6 7
Odd?
3 4 5 6 7 8
The correct
sample space : 4 5 6 7 8 9

5 6 7 8 9 10

6 7 8 9 10 11

7 8 9 10 11 12
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Roll two dice.
Example: Sum of two dice
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
2 3 4 5 6 77
Odd?
3 4 5 6 77 8
6/36 = 1/6
4 5 6 77 8 9

5 6 77 8 9 10

6 77 8 9 10 11

77 8 9 10 11 12
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Roll two dice.
Example: Sum of two dice
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
22 3 4 5 6 7
Odd?
3 4 5 6 7 8
1/36
4 5 6 7 8 9

5 6 7 8 9 10

6 7 8 9 10 11

7 8 9 10 11 12
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Roll two dice.
Example: Sum of two dice
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
22 3 44 5 66 7
Odd?
3 44 5 66 7 88
18/36 = 1/2
44 5 66 7 88 9

5 66 7 88 9 10
10

66 7 88 9 10 11
10

7 88 9 10 11
10 12
12
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Roll two dice.
Example: Sum of two dice
What is the chance that the sum
is:
Equal to 7?
Equal to 2?
Even?
22 3 44 5 66 7
Odd?
3 44 5 66 7 88
18/36 = 1/2
44 5 66 7 88 9

5 66 7 88 9 10
10

66 7 88 9 10 11
10

7 88 9 10 11
10 12
12
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 Probability interpretation:
as frequency in population.
• In a population we interpret
the probability of an event as
the proportion of the event in
the population.

• The census is based on the

assumption that if we take a
large enough sample then the
observed
frequency of an event at the
sample should be close to the
probability of the event in the 06/14/25
 Probability Interpretation as
frequency in repeated experiments
• Repeating the same experiment over
and over again, the observed frequency
of experiments ending at an event A
should be close to P(A).

• The fact that the observed frequencies

converge to P(A) is called the law of large
numbers. We will prove this law later.

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 Events & Subsets

event: a possible outcome

subset: outcome space 

Venn
diagram

P()
=1

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 Events & Subsets

event: impossible outcome –

subset: empty set 

Venn
diagram

P()
=0

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 Events & Subsets

event: outcome belongs to A –

subset: A of 

Venn
diagram A

0 · P(A) · 1

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 Events & Subsets

event: outcome is not in A –

subset: complement of A in 

Venn AC
diagram

P(Ac) = 1-
P(A)
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 Events & Subsets

event: outcome belongs to A and

B–
subset: A\B of 
Venn
diagram
A B
P(A\B) ¸ 0
P(A\B) · P(A)
P(A\B) · P(B)
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 Events & Subsets

event: outcome belongs to A or

B–
subset: A[B of 
Venn
diagram
A A B
P(A[B) ¸ P(A)

P(A[B) ¸ P(B)
P(A[B) = P(A) + P(B) - P(A\B)
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 Events & Subsets
event: outcome belongs to A but
not to B –
subset: A\B of 

Venn
diagram
A B

P(A\B) =
P(A) – P(AÅB)

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 Events & Subsets
event: outcome is in A or C with
A and C mutually exclusive
subset: disjoint union of A and C

Venn
diagram C
A
P(AtC)=P(A) + P(C)

Note: AÅC = 
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 Events & Subsets
Event interpretation : if an
outcome is in A then it must be in
D
Subset interpretation: A ½ D
Venn
diagram
A
D
P(A)· P(D)

Note: AÅD = A
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 Partition
If B1 t B2 t … t Bn = B
We say that B is partitioned into
n mutually exclusive events
B1, B2, …, Bn.

B1
B4 Bn
B3
B
2
Bn-1
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 Rules of Probability
• Non-negative:
P(B) ¸ 0 for all Bµ
• Additive:
if B = B1 t B2 t … t Bn then
P(B) = P(B1) + P(B2) + … +
P(Bn).
•ASums to 1: P()
distribution =1is a
over
function P on subsets of  which
satisfies these three rules.
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 Example: Rich & Famous
Example: Rich & Famous

In a certain town 10%

of
the inhabitants are
rich, Neither
5% are famous and
3% are rich and
famous. Famous Rich

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If a town’s Example: Rich
person is picked at & Famous
random,
what is the chance that he or she is

• Not Rich?
• Rich or Famous? Neither
• Rich but not
Famous?
Famous Rich

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R 10%, F 5%, R&F 3%
Example: Rich & Famous

P( Not Rich ) = 1 – P( Rich )

= 1 - 0.1
= 0.9 Neither

Famous
Rich

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R 10%, F 5%, R&F 3%
Example: Rich & Famous

P( Rich or Famous)
= P(Rich) + P (Famous) - P( Rich &
Famous)
= 0.1 + 0.05 - 0.03
= 0.12
Famous
Rich

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R 10%, F 5%, R&F 3%
Example: Rich & Famous
P( Rich but not famous)
= P(Rich) – P( Rich &Famous)
= 0.1-0.03
= 0.07

Famous
Rich

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 Example:
Similar Richenable
computations & Famous
us to
complete
the following distribution table:
Rich Rich Not Rich
Not Rich
Not Famous
Famous Famous Not Famous

0.02 0.03 0.07 0.88

We can use this table to construct a

histogram…
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 0.8
Example: Rich & Famous 8
Histogram
Is a graphical
representation of a
distribution.
In a histogram the
probability of an event is
represented by its area.
.
0.0
0.0 0.0 7
2 3
F F NF F

NR R R NR
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 Example: Numbered tickets

1 3 5 6
1 2 4 6

Draw one ticket uniformly at

random. What is the chance
that the number is greater than
3?
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Example:
Here is theNumbered tickets
distribution
table:

1 2 3 4 5 6
¼ 1/8 1/8 1/8 1/8 ¼

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Example:
Now Numbered
let’s build tickets
a histogram:

1/4 1/4
1/8 1/8 1/8 1/8

1 2 3 4 5 6

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Example:
Let’s Numbered
find the chance tickets
that
the number on the ticket is
greater than 3:
1/4 1/4
1/8 1/8 1/8 1/8

1 2 3 4 5 6
1/8 + 1/8 + 1/4 = 1/2
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 Named Distributions

possible outcomes 0 1
Bernoulli (p) Distribution:
probability 1-p p

p=0 p=1/4 p=1/2 p=3/4 p=1

0 1 0 1 0 1 0 1 0 1

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 Named Distributions

possible
Uniform Distribution: 0 1 2 …n-1
outcomes
on {0,1,2,…,n-1}.
1/ 1/
probability 1/n 1/n
n n

n=1 n=2 n=6

0 1 0 1 0 1 2 3 4 5
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 Named Distributions

Uniform (a,b) Distribution: for a · x < y · b,

p(point in (x,y)) = (y-x)/(b-a)

(a,b)=(1,6)

1/6

0 6
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 Named Distributions

Uniform (a,b) Distribution: for (x,y)2 B ½ (a,b)£ (c,d)

p(point in (x,y)) = Area(B)/((b-a)(d-c)

1
(a,b)x(c,d) = (0,6)x(0,1)

1/6
0

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