49
Probability

Probability. Experiments, Sample Spaces & Events

Embed Size (px)

Citation preview

Page 1: Probability. Experiments, Sample Spaces & Events

Probability

Page 2: Probability. Experiments, Sample Spaces & Events

Experiments, Sample Spaces & Events

Page 3: Probability. Experiments, Sample Spaces & Events

Definitions

1. ExperimentAn activity with observable outcomes (results). A special

case of experiments are those in which the considered outcomes involve chance.

Examples:

1. Tossing a coin with the considered outcomes are the coin falling head or tail. we will refer to this experiment by the usual tossing of a coin experiment.

2. Rolling a dice with the considered outcomes are the numbers of the dots (the integers from 1 to 6) showing up. we will refer to this experiment by the usual dice experiment.

Page 4: Probability. Experiments, Sample Spaces & Events

2. Sample Space

A simple space is the set of possible outcomes of an experiment.

Examples (1):

1. In the usual experiment of tossing a coin with the considered outcomes being the coin falling head or tail, the sample space contains two elements: head and tail. We write:

S = { head , tail }

2. In the usual experiment of rolling a dice with the considered outcomes are the number of dots (the integers 1 to 6) showing up (on the top face), the sample space contains 6 elements: the integers from 1 to 6. We write:

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

Page 5: Probability. Experiments, Sample Spaces & Events

2. Event

An event is ny subset of the sample space of an experiment.

Examples(2) :

1. In the usual experiment of tossing a coin with the considered outcomes are the coin falling head or tail, where the sample space is S = { head , tail }, each of the following subsets of S is an event: Φ, S, { tail }, { head }.

2. In the usual experiment of rolling a dice with the considered outcomes are the number of dots showing up, where the sample space is S = {1,2,3,4,5,6}, each of the following subsets of S is an event: Φ, S, {1} , {2} , {3} ,…… {6} , {1,2} , {1,3} ,….. , {5,6} , {1,2,3} , {1,2,4},…….., {4,5,6} , {1,2,3,4} , {1,2,3,5} ,……,{3,4,5,6} , {1,2,3,4,5} ,…. {1,2,3,4,6} , {2,3,4,5,6}.

Page 6: Probability. Experiments, Sample Spaces & Events

Notice

1. Notice that within a given experiment, the sample space is the universal set containing all of the considered outcomes for that experiments and the events are the subsets of this universal set, this includes the empty set and the sample space itself.

2. The sample space is referred to as the certain event. It is called certain, because it must occur, since there is no outcome not belonging to this set.

2. The empty set is referred to as the impossible event. It is called impossible, because it can not occur, since no outcome belongs to this set.

Page 7: Probability. Experiments, Sample Spaces & Events

Simple Events

Let S = {s1, s2, s3,……,sn} be a sample space.

A simple event in singleton subset ( a subset consisting of exactly one element) of S.

Thus, {sk} is a simple event for any positive integer k ≤ n.

That’s all of the following events are simple events:

{s1} , {s2} , {s3} , {s4} ,….,{sn}

Page 8: Probability. Experiments, Sample Spaces & Events

The algebra of events1. Since events are subsets of a universal set (the sample space,

which is the universal set here), then all set operations learned in section IV-01 apply. Thus we can talk about, union and intersection of events and a complement of an event.

2. A nonintersecting events ( that’s having an empty intersection; that’s, the intersection of them is equal to Φ) are referred to as mutually exclusive, because they can not happen at the same time.

For example, the event A = {1,2,3} and B = {5,6}, in the In the usual dice experiment, are mutually exclusive, since their intersection is the empty set. If the top face is one of the three numbers (of dots) belonging to the set A, it certainly, can not be one of the numbers belonging to the set B, since there is no common element of these two sets.

Notice that if A is a subset of the complement of B, then no element of A belongs to B, which means that the intersection of A and B is empty, and so they are mutually exclusive. This will include the case when A is equal to BC.

Page 9: Probability. Experiments, Sample Spaces & Events

Example (3)1. In the usual dice experiment, let A, B and C, be the following events:A = {1,4,6} and B = {1,2,4,5} and C = {3,5}Find the following:1. The union and intersection of the events A and B.2. The complement of the event A.3. Which two of the sets A, B and C are mutually exclusive.

Solution:1. AUB = {1,4,6} U {1,2,4,5} = {1,2,4,5,6}A∩B = {1,4,6} ∩ {1,2,4,5} = {1,4}

2. AC = S - {1,4,6} = {1,2,3,4,5,6} - {1,4,6} = {2,3,5}

3. Since, A∩C = {1,4,6} ∩ {3,5} = Φ, then A and C are mutually exclusive.Notice that C is a subset of the complement of AC = {3,5} is a subset of AC = {2,3,5}

Page 10: Probability. Experiments, Sample Spaces & Events

Example (4)In the experiment consisting of tossing a coin three times

and considering the sequence of heads and tails outcomes. Find the following:

1. The sample space

2. The event E that exactly two heads appear.

3. The event F that at least one tail appears.

4. The event G that two heads appear in a sequence.

5. The event A that three heads appear.

Solution: First let’s study the tree diagram of this experiment.

Page 11: Probability. Experiments, Sample Spaces & Events

H H

H

H

H

H

H

T

T

TT

T

T

Third TossSecond Toss

First Toss

T

(H,T,T)

(H,T,H)

(H,H,T)

(H,H,H)

(T,T,T)

(T,T,H)

(T,H,T)

(T,H,H)

Page 12: Probability. Experiments, Sample Spaces & Events

Solution1. The sample space S= {(H,H,H), (H,H,T), (H,T,H) , (H,T,T), , (T,H,H), , (T,H,T), ,

(T,T,H), , (T,T,T } Convention: For the sake of brevity, we will use the notation HHH for (H,H,H), HHT for (H,H,T)……etc. Thus:S = { HHH, HHT, HTH, HTT,THH, THT, TTH, TTT}

2. E (the event that exactly 2 heads appear)= { HHT,HTH,THH}

3. F (the event that at least one tail appears)= {HHT, HTH, HTT,THH, THT, TTH, TTT}

Page 13: Probability. Experiments, Sample Spaces & Events

4. The event G that two heads appear in sequence= { HHT,THH,HHH}

5. The event A that three heads appear = {HHH}

Page 14: Probability. Experiments, Sample Spaces & Events

Example (5)In the experiment consisting of tossing a pair of

dice and considering the numbers of dots falling uppermost on each dice . Find the following:

1. The sample space

2. The events En that the sum of the numbers of dots falling uppermost is n, for n = 2,3,4, ….,12

First study the table on the next slide

Page 15: Probability. Experiments, Sample Spaces & Events

Sum ofuppermost numbers Event

2{ (1 ,1) }

3{ (1,2) , (2 ,1) }

4{ (1,3) , (2 , 2) , (3 ,1) }

5{ (1, 4) , (2 , 3) , (3 , 2) , (4 ,1) }

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

7{(1, 6) , (2 , 5) , (3,4) , (4 , 3) , (5 , 2) , (6 ,1)}

8{ (2 , 6) , (3 , 5) , (4 , 4) , (5 ,1) , (6 , 2) }

9{ (3 , 6) , (4 , 5) , (5 , 4) , (6 , 3) }

10{ (4 , 6) , (5 , 5) , (6 , 4) }

11{ (5 , 6) , (6 , 5) }

12{(6,6)}

Page 16: Probability. Experiments, Sample Spaces & Events

Solution1. The sample space S

= { (k,m) : where k and m are the numbers of dots appearing uppermost on the first and the second dice respectively}

= {(1,1), (1,2), ….(1,6), (2,1), (2,2),…..,(2,6),…..(6,1), (6,2),…..(6,6) }

2.

E2 = {(1,1)}

E3 = {(1,2), (2,1)}

E4 = {(1,3), (2,2), (3,1)}, Find , E5 and E6

E7 = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}

E10 = {(4,6), (5,5), (4,6)}, Find E8 , E9

E11 = {(5,6), (6,5)}

E12 = {(6,6)}

Page 17: Probability. Experiments, Sample Spaces & Events

Example (6)In the experiment consisting of guessing the

number of tickets that will be sold for a play . If there are 40 seats in the theater. Find the following:

1. The sample space

2. The event E that fewer than 30 tickets will be sold.

3. The event F that at least half of tickets will be sold.

Page 18: Probability. Experiments, Sample Spaces & Events

Solution

The number of the tickets that can be sold could run from 0 to 40

1. The sample space S = { m : m the number of tickets that could be sold}

= {0,1,2,3,4,5……….,40 }

2. E (the event that fewer than 30 tickets will be sold)= { 0,1,2,3,…….29}

3. E (the event that the theater will be at least half full, i.e. at least half of the tickets will be sold)

= { 20,21,22,23,…….40}

Page 19: Probability. Experiments, Sample Spaces & Events

Example (7)Infinite Sample Space

In the experiment consisting of guessing the distance that an animal travels far away from its original home.

1. The sample space2. The event E that the animal travels no more

than 1000 KM away from home.3. The event F that the animal travels more than

1000 KM away from home.4. The event G that the animal travels between

500 KM and 1000 Km (inclusive) away from home.

Page 20: Probability. Experiments, Sample Spaces & Events

Solution1. The distance covered by the animal away from home is a

nonnegative numberThe sample space S= {x: x = the distance the animal travels away from home} =

{ x: x ≥ 0 } = [0,∞) This is an infinite set

2. E (The event E that the animal travels no more than 1000 KM away from home)

= {x: 0 ≤ x ≤ 1000 } = [0 , 1000]

3. F (the event that the animal travels more than 1000 KM away from home)

= {x: x > 1000 } = (1000,∞)

4. G (the event that the animal travels between 500 KM and 1000 Km (inclusive) away from home)

= {x: 500 ≤ x ≤ 1000 } = [500 , 1000]

Page 21: Probability. Experiments, Sample Spaces & Events

Probability

Page 22: Probability. Experiments, Sample Spaces & Events

Relative Frequency & Empirical Probabilityof an Event & Probability Distribution

1. In an experiment, repeatable under independent and similar condition, if in n trails, an event E occurs m times, then the ratio m/n is called the relative frequency of the event E.

2. If the relative frequency of an event E approaches some value as n becomes larger and larger, then this value is called the empirical probability of the event E, and denoted by p(E).

An event’s probability is a measure of the proportion of the time that the event will occur.

The meaning of the phrase “the relative frequency of E approaches some value”, can be understood by studying the table on the next slide.

Page 23: Probability. Experiments, Sample Spaces & Events

The relative frequency of a coin’s toss results in showing tail – approaching 0.5 = ½

n (number of tosses)

m (number of tails)

m/n ( relative frequency

1040.4000

100580.5800

10004920.4920

1000050340.5034

20000100240.5012

40000200320.5008

Page 24: Probability. Experiments, Sample Spaces & Events

Probability Function

Let S = {sk : k = 1, 2, 3, ….,n}

= {s1 , s2 , s3 , s4 ,………., sn } be a sample space

1. The function p assigning probability to an event E is called a probability function.

The probability p({sk}) of the simple event {sk} is written in short as p(sk) , for any k = 1, 2, 3, ….,n.

2. The property function has the following rules:

a. 0 ≤ p(sk) ≤ 1 ; k = 1, 2, 3, ….,n

b. p(s1) + p(s2) +……. + p(sn) = 1

C. p( {si} U {sj} ) = p(si) + p(sj) ; i not equal j

Page 25: Probability. Experiments, Sample Spaces & Events

Probability distribution tableThe table assigning probabilities to each of the simple events is called a Probability distribution for the experiment.

Simple EventProbability

{s1}P({s1}) Or in short p(s1)

{s2}P({s2}) Or in short p(s2)

---------- -------------------

{sn}P({sn}) Or in short p(sn)

Page 26: Probability. Experiments, Sample Spaces & Events

General Rules of Probability

1. The property function has the following rules:

a. p(Φ) = 0 ≤ p(E) ≤ 1 = p(S) ; for any event E in the sample space S

2. p(EUF) = p(E) + p(F) – p(E∩F)

Special case: If E & F are mutually exclusive, then:

p(EUF) = p(E) + p(F) (Why?)

3. p(EC) = 1 – p(E)

Page 27: Probability. Experiments, Sample Spaces & Events

Probability in a Uniform (Equiprobable) Sample Space

1. A sample space is said to be uniform (equiprobable) if simple events are equally likely to occur.

2. If S is uniform (equiprobable) and n(S) = k, then:

p({s}) = 1 / k; s in S.

Page 28: Probability. Experiments, Sample Spaces & Events

Example (8)For the experiment of the usual rolling of the dice:

1. Exhibit the probability distribution table

2. Compute the probability that the dice shows an odd number of dots.

3. Compute the probability that the dice shows less than 5 dots.

Solution:

1. The sample space S = {1,2,3,4,5,6} consists of six outcomes. Thus each simple event is to be assigned a probability of 1/6. See the probability distribution table on the next slide

Page 29: Probability. Experiments, Sample Spaces & Events

Simple EventProbability

{1}1/6

{2}1/6

{3}1/6

{4}1/6

{5}1/6

{6}1/6

Page 30: Probability. Experiments, Sample Spaces & Events

2. The event E that the dice shows an odd number of dots

= {1 , 3 , 5 }

→ p(E) = p({1}) + p({3}) + p({5})

=1/6 +1/6 + 1/6 = 3(1/6) = ½

3. The event F that the dice shows less than 5 dots

= { 1, 2 , 3 , 4 }

→ p(E) = p({1}) + p({2}) + p({3}) + p({4})

=1/6 +1/6 + 1/6 + 1/6 = 4(1/6) = 2/3

Page 31: Probability. Experiments, Sample Spaces & Events

Example (9)A pair of dice is rolled. Calculate the following probabilities:

1. The probability that the dice show the same number.

2. The probability that the sum of the numbers shown by the two dice is 10.

3. The probability that the sum of the numbers shown by the two dice is 12.

4. The probability that the number shown on one dice is exactly five times that shown on the other.

Page 32: Probability. Experiments, Sample Spaces & Events

Solution:See Example (5) for the sample space S of this experiment.The sample spaces S contains (consists of) 36 outcomes,

hence each simple event is to be assigned the probability 1/36.

1. The event E that the two dice show the same number is:E = { ( 1, 1 ) , ( 2, 2 ) , ( 3, 3 ) , ( 4, 4 ) , ( 5, 5 ) , ( 6, 6 ) }This event contains 6 element outcomes). Since (E is the

union of 6 simple events), thenp(E) =p({( 1, 1 ) }) + p({( 2, 2 ) }) + p({( 1, 1 ) }) + …….p({( 6, 6 ) })= 1/36 + 1/36+ ……+1/36 ( 6 term)= 6(1/36) = 1/6

Page 33: Probability. Experiments, Sample Spaces & Events

2. The probability that the sum of the numbers shown by the two dice is 10.

The event F that the sum of the numbers shown by the two dice is 10 is:

F = { ( 4, 6 ) , ( 5, 5 ) , ( 6, 4 ) }

This event contains 3 element. Since (F is the union of 3 simple events), then

p(F) = p({( 4, 6 ) }) + p({( 5, 5 ) }) + p({( 6, 4 ) })

= 1/36 + 1/36 + 1/36

= 3(1/36) = 1/12

Page 34: Probability. Experiments, Sample Spaces & Events

3. The probability that the sum of the numbers shown by the two dice is 12.

The event G that the sum of the numbers shown by the two dice is 12 is the singleton set:

G = { ( 6, 6 ) }

This event contains only one element.

p(G) = p({( 6, 6 ) }) = 1/36

Page 35: Probability. Experiments, Sample Spaces & Events

4. The probability that the number shown on one dice is exactly five times that shown on the other.

The event H that the number shown on one dice is exactly 5 times that shown on the other is the set:

H = { ( 1, 5) , ( 5, 1 )}

This event contains 2 elements (outcomes).

p(H) = p({ ( 1, 5 )}) + p({ ( 5, 1 )})

= 1/36 + 1/36

= 2(1/36) = 1/18

Page 36: Probability. Experiments, Sample Spaces & Events

Example (10)

The next slide shows the data gathered from an experiment of 200 test runs of the distance a prototype electric car is able to cover, using a fully charged battery of a certain brand.

1. Find the sample space S of this experiment.

2. Find the empirical property distribution of this experiment.

3. Compute the probability that the such a car will be able to cover more than 150 KM.

4. Compute the probability that the such a car will be able to cover no more than 150 KM

Page 37: Probability. Experiments, Sample Spaces & Events

Distant covered in KM, xFrequency of occurrence

x ε (0 , 50]

x is less than 50

4

x ε (50 ,100]x is greater than 50 but less or equal 100

10

x ε (100 , 150]x is greater than 100 but less or equal 150

30

x ε (150 , 200]x is greater than 150 but less or equal 200

100

x ε (200 , 250]x is greater than 200 but less or equal 250

40

x ε (250 , ∞)

x is greater than 250

16

Page 38: Probability. Experiments, Sample Spaces & Events

Solution1. The sample space S of this experiment

= { s1 , s2 , s3 , s4 , s5 , s6 }

S1 denotes the outcome that the car was able to cover a distance no more than 50 KM

S2 denotes the outcome that the car was able to cover a distance greater than 50 KM, but less or equal 100 KM.

S3 denotes the outcome that the car was able to cover a distance greater than 100 KM, but less or equal 150 KM

S4 denotes the outcome that the car was able to cover a distance greater than 150 KM, but less or equal 200 KM

S5 denotes the outcome that the car was able to cover a distance greater than 200 KM, but less or equal 250 KM

S6 denotes the outcome that the car was able to cover a distance more than 250 KM

Page 39: Probability. Experiments, Sample Spaces & Events

2. Find the empirical probability distribution of this experiment.

p(s1) = relative frequency of s1

= number of trails in which s1 occurs / total number of trails= 4 / 200 = 2 / 100 = 0.02

p(s2) = 10 / 200 = 5 / 100 = 0.05

p(s3) = 30 / 200 = 15 / 100 = 0.15

p(s4) = 100 / 200 = 50 / 100 = 0.50

p(s5) = 40 / 200 = 20 / 100 = 0.20

p(s6) = 16 / 200 = 8 / 100 = 0.08

This results in the probability distribution table of the next slide

Page 40: Probability. Experiments, Sample Spaces & Events

Distant covered in KM, xFrequency of occurrence

{s1}The distance is less than 50

0.02

{s2}The distance is greater than 50 but less or

equal 100

0.05

{s3}The distance is greater than 100 but less

or equal 150

0.15

{s4}The distance is greater than 150 but less

or equal 200

0.50

{s5}The distance is greater than 200 but less

or equal 250

0.20

{s6}The distance is greater than 250

0.08

Page 41: Probability. Experiments, Sample Spaces & Events

3. The event E that such a car will be able to cover more than 150 KM is:

E = {s4 , s5 , s6 }

→ p(E) = p(s4) + p(s5) + p(s6)

= 0.50 + o.20 + 0.08 = 0.78

4. The event F that such a car will be able to cover no more than 150 KM is:

F = {s1 , s2 , s3 }

→ p(E) = p(s1) + p(s2) + p(s3)

= 0.02 + o.05 + 0.15 = 0.22

Notice that F = EC and that p(F) = 1 – p(E) = 1 0.78 = 0.22

Page 42: Probability. Experiments, Sample Spaces & Events

Example (11)The next slide shows the probability distribution

with a final exam scores of a Math course. If we select at random a student who has done the exam, what is the probability that her score will be:

1. More than 40.2. Less than or equal 503. greater than 40 but less or equal 704. greater than 40 but less or equal 60

Page 43: Probability. Experiments, Sample Spaces & Events

ScoreProbability

{s1}The score is greater than 70

0.01

{s2}The score is greater than 60 but less or

equal 70

0.07

{s3}The score is greater than 50 but less or

equal 60

0.19

{s4}The score is greater than 40 but less or

equal 50

0.23

{s5}The score is greater than 30 but less or

equal 40

0.31

{s6}The score is less than 30

0.19

Page 44: Probability. Experiments, Sample Spaces & Events

Solution1. The sample space S of this experiment

= { s1 , s2 , s3 , s4 , s5 , s6 }

S1 denotes the outcome that the score is greater than 70

S2 denotes the outcome that the score is greater than 60, but less or equal 70

S3 denotes the outcome that the score is greater than 50, but less or equal 60

S4 denotes the outcome that the score is greater than 40, but less or equal 50

S5 denotes the outcome that the score is greater than 30, but less or equal 40

S6 denotes the outcome that the score is less or equal 30

Page 45: Probability. Experiments, Sample Spaces & Events

1. The event E that the score is greater than 40E = { s1 , s2 , s3 , s4 }→ p(E) =p(s1) + p(s2) + p(s3) + p(s4)

= 0.01 + 0.07 + 0.19 +0.23 = 0.5 = ½

2. The event F that the score is less than or equal 50F = { s4 , s5 , s6 }→ p(F) =p(s4) + p(s5) + p(s6) = 0.23 + 0.31 + 0.19 = 0.73

3. The event G that the score is greater than 40 but less than or equal 70F = { s4 , s3 , s2 }→ p(F) = p(s4) + p(s5) + p(s6) = 0.23 + 0.19 + 0.07 = 0.49

4. The event H that the score is greater than 40 but less or equal 60 H = {s3 , s4 , }→ p(H) = p(s3) + p(s4) = 0.19 +0.23 = 0.42

Page 46: Probability. Experiments, Sample Spaces & Events

Example (12)A card is drawn from a deck of 52 playing cards. What’s the probability

that it is a king or a diamond.Solution:The sample space consists of 52 outcomes.Thus, there are 52 simple events, each with a property equal to 1/52.The event E that the outcome is a king consists of 4 outcomes→ p(E) = 1/52 + 1/52 + 1/52 + 1/52 = 4 (1/52) = 4/52 = 1/13The event F that the outcome is a diamond consists of 13 outcomes→ p(F) = 1/52 + 1/52 + …… + 1/52 = 13 (1/52) = 13/52 = ¼Notes:1. The event H that the outcome is a king or a diamond = EUF We have:p(EUF) = p(E) + p(F) – p(E∩F) = 4/52 + 13/52 – 1/52 = 16/52 = 4/13

2. The event G that the outcome is a king and a diamond consists of one outcome → p(G) = 1/52. Notice that G = E∩F.

Page 47: Probability. Experiments, Sample Spaces & Events

Example (13)The data shows that 3% of a brand of TV sold experience video problems, 1%

audio problems and 0.1% both type of problems before the expiration of the warranty. What’s the probability that a purchased such TV

1. will experience video or audio problems before the expiry of the warranty. 1. will not experience video or audio problems before the expiry of the warrantySolution:

1. Let E denote the event that the TV will experience video problems and F the event that the TV will experience audio problems. Then E∩F is the event that the TV will experience both video and audio problems, while EUF is the event that the TV will experience video or audio problems.

→ p(E) = 0.03 , p(F) = 0.01 and p(E∩F) = 0.001We have;p(EUF) = p(E) = p(F) – p(E∩F) = 0.03 + 0.01 – 0.001= 0.040 -0.001 = 0.039

2. Let G denote the event that the TV will not experience video or audio problems, then G = (EUF)C , and so p(G) = 1 - p(EUF) = 1 – 0.039= 0.961

Page 48: Probability. Experiments, Sample Spaces & Events

Example (14)Let E & F be mutually exclusive events and that p(E) = 0.1 and p(F) =

0.6. Compute:1. p(E∩F) 2. p(EUF) 3. p(EC)4. p(EC∩FC) 5. p(ECUFC)

Solution:

1. p(E∩F) = 0, since E∩F = Φ2. p(EUF) = p(E) + p(F) = 0.1 + 0.6 = 0.73. p(EC) = 1 – P(E) = 1 – 0.1 = 0.94. EC∩FC = (EUF)C → p(EC∩FC)= p(EUF)C = 1 - p(EUF) = 1 – 0.7 = 0.35. ECUFC = (E ∩ F)C =(Φ) C = S → p(EC∩FC)= p(S) = 1Another way: ECUFC = (E ∩ F)C =(Φ) C

→ p(EC∩FC) = p (Φ) C= 1 - p (Φ) = 1 – 0 =1

Page 49: Probability. Experiments, Sample Spaces & Events

Example (16)

Let p(E) = 0.2 , p(F) = 0.1 and p(E∩F) = 0.05. Compute:

1. p(EUF) 2. p(EC∩FC)

Solution:

1. p(EUF) = p(E) + p(F) - p(E∩F) = 0.2 + 0.1 - 0.05 = 0.25

2. EC∩FC = (EUF)C → p(EC∩FC)= p(EUF)C

= 1 - p(EUF) = 1 – 0.25 = 0.75