PROBABILITY AND STATISTICS

Lecture 4
Probability and
Probability Distributions
WHAT IS PROBABILITY?
InChapters 2 and 3, we used graphs
and numerical measures to describe
data sets which were usually
samples.
We measured “how often” using

Relative frequency = f/n

Sample Population
And “How often”
= Relative frequency Probability
BASIC CONCEPTS
 An experiment is the process by which an observation
(or measurement) is obtained.
 Experiment: Record an age
 Experiment: Toss a die
 Experiment: Record an opinion (yes,
no)
 Experiment: Toss two coins
BASIC CONCEPTS

A simple event is the outcome that is

observed on a single repetition of the
experiment.
 The basic element to which probability is
applied.
 One and only one simple event can occur
when the experiment is performed.

A simple event is denoted by E with a

subscript.
BASIC CONCEPTS

 Each simple event will be assigned a probability,

measuring “how often” it occurs.
 The set of all simple events of an experiment is called
the sample space, S.
EXAMPLE
 The die toss:
 Simple events: Sample space:

1 E1
S ={E1, E2, E3, E4, E5, E6}
2 E2
S
3 E3 •E1 •E3
4 E4 •E5
5 E5 •E2 •E4 •E6
6 E6
BASIC CONCEPTS

Anevent is a collection of one or more

simple events.
S
•E1 •E3
•The die toss: A •E5
–A: an odd number B
–B: a number > 2 •E2 •E4 •E6

A ={E1, E3, E5}

B ={E3, E4, E5, E6}
BASIC CONCEPTS

 Two events are mutually exclusive if, when one

event occurs, the other cannot, and vice versa.

•Experiment: Toss a die Not Mutually

–A: observe an odd number Exclusive
–B: observe a number greater than 2
–C: observe a 6 B and C?
Mutually
–D: observe a 3 Exclusive B and D?
THE PROBABILITY
OF AN EVENT

 The probability of an event A measures “how

often” we think A will occur. We write P(A).
 Suppose that an experiment is performed n
times. The relative frequency for an event A is

Number of times A occurs f

=
n n
•If we let n get infinitely large,
f
P ( A) = lim
n→ n
THE PROBABILITY
OF AN EVENT
 P(A) must be between 0 and 1.
 If event A can never occur, P(A) = 0. If event A always
occurs when the experiment is performed, P(A) =1.
 The sum of the probabilities for all simple events in S
equals 1.

•The probability of an event A is

found by adding the probabilities of all
the simple events contained in A.
FINDING PROBABILITIES
 Probabilities can be found using
 Estimates from empirical studies
 Common sense estimates based on equally likely
events.

•Examples:
–Toss a fair coin. P(Head) = 1/2
–10% of the U.S. population has red hair.
Select a person at random. P(Red hair) =
.10
EXAMPLE
 Toss
a fair coin twice. What is the
probability of observing at least one
head?
1st Coin 2nd Coin Ei P(Ei)
H HH 1/4 P(at least 1 head)
H
T HT 1/4 = P(E1) + P(E2) +
H 1/4 P(E3)
TH
T 1/4 = 1/4 + 1/4 + 1/4 =
T TT 3/4
EXAMPLE
 A bowl contains three M&Ms®, one red, one
blue and one green. A child selects two
M&Ms at random. What is the probability
that at least one is red?

1st M&M 2nd M&M Ei P(Ei)

m RB
m 1/6
m RG
1/6
m
m
BR
1/6 P(at least 1 red)
m
BG
1/6 = P(RB) + P(BR)+
m
m
GB P(RG) + P(GR)
1/6
m GR = 4/6 = 2/3
1/6
COUNTING RULES
 If the simple events in an experiment are equally
likely, you can calculate

n A number of simple events in A

P ( A) = =
N total number of simple events

• You can use counting rules to find

nA and N.
THE MN RULE
 If an experiment is performed in two
stages, with m ways to accomplish the
first stage and n ways to accomplish the
second stage, then there are mn ways to
accomplish the experiment.
 This rule is easily extended to k stages,
with the number of ways equal to
n1 n2 n3 … nk
Example: Toss two coins. The total number
of simple events is:
22=4
EXAMPLES
Example: Toss three coins. The total
number of simple events is:
222=8

Example: Toss two dice. The total number of

simple events is: 6  6 = 36

Example: Two M&Ms are drawn from a dish

containing two red and two blue candies. The
total number of simple events is:
4  3 = 12
PERMUTATIONS
The number of ways you can arrange
n distinct objects, taking them r at a
timeP nis= n!
( n − r )!
r

where n! = n ( n − 1)( n − 2)...( 2)(1) and 0!  1.

Example: How many 3-digit lock combinations
can we make from the numbers 1, 2, 3, and 4?
4!
The order of the choice is
important!
P = = 4(3)( 2) = 24
3
4

1!
EXAMPLES
Example: A lock consists of five parts
and can be assembled in any order. A
quality control engineer wants to test
each order for efficiency of assembly.
How many orders are there?
The order of the choice is
important!

5!
P = = 5( 4)(3)( 2)(1) = 120
5
5

0!
COMBINATIONS
 The number of distinct combinations of
n distinct objects that can be formed,
taking them r at a timen is n!
Cr =
r!( n − r )!

Example: Three members of a 5-person committee

must be chosen to form a subcommittee. How many
different subcommittees could be formed?
5! 5( 4)(3)( 2)1 5( 4)
The order of C =
5
= = = 10
3!(5 − 3)! 3( 2)(1)( 2)1 ( 2)1
3
the choice is
not
important!
 mm m
EXAMPLE m mm
 A box contains six M&Ms®, four red
 and two green. A child selects two M&Ms
at random. What is the probability that
exactly one is red?
2!
6! 6(5) C =
2
=2
The order of C2 =
6
= = 15 1
1!1!
2!4! 2(1)
the choice is ways to choose
not ways to choose 2 M & Ms.
1 green M & M.
important!
4!
C1 =
4
=4 4  2 =8 ways to
1!3! choose 1 red and 1 P( exactly one
ways to choose green M&M. red) = 8/15
1 red M & M.
 EVENT RELATIONS
 The union of two events, A and B, is the event that either
A or B or both occur when the experiment is performed.
We write
AB

A B A B
EVENT RELATIONS
 The intersection of two events, A and B, is
the event that both A and B occur when the
experiment is performed. We write A  B.

A B A B

• If two events A and B are mutually

exclusive, then P(A  B) = 0.
EVENT RELATIONS
 Thecomplement of an event A
consists of all outcomes of the
experiment that do not result in event
A. We write AC.

S
AC

A
 EXAMPLE

 Select a student from the classroom

and
record his/her hair color and gender.
 A: student has brown hair
 B: student is female
 C: student is male Mutually exclusive; B = CC
•What is the relationship between events B
and C? Student does not have brown hair
•AC: Student is both male and female = 
•BC: Student is either male and female = all
•BC: students = S
 CALCULATING PROBABILITIES
FOR UNIONS AND COMPLEMENTS
 There are special rules that will allow you
to calculate probabilities for composite
events.
 The Additive Rule for Unions:
 For any two events, A and B, the probability of their
union, P(A  B), is

P ( A  B ) = P ( A) + P ( B ) − P ( A  B )
A B
EXAMPLE: ADDITIVE RULE
Example: Suppose that there were 120
students in the classroom, and that
they could be classified as follows:
A: brown hair Brown Not Brown
P(A) = 50/120 Male 20 40
B: female Female 30 30
P(B) = 60/120
P(AB) = P(A) + P(B) – P(AB)
= 50/120 + 60/120 - 30/120
= 80/120 = 2/3 Check: P(AB)
= (20 + 30 + 30)/120
A SPECIAL CASE
When two events A and B are
mutually exclusive, P(AB) = 0
and P(AB) = P(A) + P(B).
A: male with brown hair Brown Not
Brown
P(A) = 20/120
Male 20 40
B: female with brown hair
P(B) = 30/120 Female 30 30

A and B are mutually P(AB) = P(A) + P(B)

= 20/120 + 30/120
exclusive, so that
= 50/120
CALCULATING PROBABILITIES AC

FOR COMPLEMENTS A

 We know that for any event A:

 P(A  AC) = 0
 Since either A or AC must occur,
P(A  AC) =1
 so that P(A  AC) = P(A)+ P(AC) = 1

P(AC) = 1 – P(A)
EXAMPLE
Select a student at random
from the classroom. Define:
A: male Brown Not Brown
P(A) = 60/120 Male 20 40
B: female Female 30 30

A and B are P(B) = 1- P(A)

complementary, so = 1- 60/120 = 40/120
that
 CALCULATING PROBABILITIES
FOR INTERSECTIONS
 Inthe previous example, we found P(A  B)
directly from the table. Sometimes this is
impractical or impossible. The rule for
calculating P(A  B) depends on the idea of
independent and dependent events.
Two events, A and B, are said to be
independent if and only if the
probability that event A occurs does
not change, depending on whether or
not event B has occurred.
CONDITIONAL PROBABILITIES
The probability that A occurs,
given that event B has occurred is
called the conditional
probability of A given B and is
defined as

P( A  B)
P( A | B) = if P ( B )  0
P( B)

“given”
EXAMPLE 1
 Toss a fair coin twice. Define
 A: head on second toss
 B: head on first toss

P(A|B) = ½
HH 1/4 P(A|not B) = ½
HT 1/4
P(A) does not A and B are
TH 1/4
change, independent
1/4 whether B
TT !
happens or
not…
EXAMPLE 2
A bowl contains five M&Ms®, two red and three
blue. Randomly select two candies, and define
 A: second candy is red.
 B: first candy is blue.

P(A|B) =P(2nd red|1st blue)= 2/4 = 1/2

P(A|not B) = P(2nd red|1st red) = 1/4
P(A) does change,
depending on A and B are
whether B happens dependent!
or not…
 DEFINING INDEPENDENCE
 We can redefine independence in terms of conditional
probabilities:

Two events A and B are independent if and

only if
P(A|B) = P(A) or P(B|A) = P(B)
Otherwise, they are dependent.
• Once you’ve decided whether or not
two events are independent, you can
use the following rule to calculate their
intersection.
THE MULTIPLICATIVE RULE
FOR INTERSECTIONS
 For any two events, A and B, the probability that both A
and B occur is

P(A  B) = P(A) P(B given that A

occurred) = P(A)P(B|A)

• If the events A and B are independent,

then the probability that both A and B
occur is
P(A  B) = P(A) P(B)
 EXAMPLE 1
In a certain population, 10% of the people can be
classified as being high risk for a heart attack.
Three people are randomly selected from this
population. What is the probability that exactly one
of the three are high risk?
Define H: high risk N: not high risk
P(exactly one high risk) = P(HNN) + P(NHN) + P(NNH)
= P(H)P(N)P(N) + P(N)P(H)P(N) + P(N)P(N)P(H)
= (.1)(.9)(.9) + (.9)(.1)(.9) + (.9)(.9)(.1)= 3(.1)(.9)2 = .243
 EXAMPLE 2
Suppose we have additional information in the
previous example. We know that only 49% of the
population are female. Also, of the female patients,
8% are high risk. A single person is selected at
random. What is the probability that it is a high risk
female?
Define H: high risk F: female
From the example, P(F) = .49 and P(H|F) =
.08. Use the Multiplicative Rule:
P(high risk female) = P(HF)
= P(F)P(H|F) =.49(.08) = .0392
THE LAW OF TOTAL
PROBABILITY
 Let S1 , S2 , S3 ,..., Sk be mutually exclusive and
exhaustive events (that is, one and only one must
happen). Then the probability of another event A can be
written as

P(A) = P(A  S1) + P(A  S2) + … + P(A  Sk)

= P(S1)P(A|S1) + P(S2)P(A|S2) + … +
P(Sk)P(A|Sk)
THE LAW OF TOTAL
PROBABILITY
S1
A Sk

A
A  S1
Sk

S2….

P(A) = P(A  S1) + P(A  S2) + … + P(A  Sk)

= P(S1)P(A|S1) + P(S2)P(A|S2) + … + P(Sk)P(A|Sk)
BAYES’ RULE
 LetS1 , S2 , S3 ,..., Sk be mutually
exclusive and exhaustive events with
prior probabilities P(S1), P(S2),…,P(Sk). If
an event A occurs, the posterior
probability of Si, given that A occurred is

P(Si ) P( A | Si )
P ( S i | A) = for i = 1, 2 ,...k
 P(Si ) P( A | Si )
EXAMPLE
From a previous example, we know that 49%
of the population are female. Of the female patients,
8% are high risk for heart attack, while 12% of the
male patients are high risk. A single person is
selected at random and found to be high risk. What
is the probability that it is a male?
Define H: high risk F: female M: male
P(M ) P( H | M )
We know: P(M | H ) =
P(F) = .49 P(M ) P( H | M ) + P( F ) P( H | F )
P(M) = .51 .51 (.12 )
= = .61
P(H|F) = .08 .51 (.12 ) + .49 (.08)
P(H|M) = .12
RANDOM VARIABLES
A quantitative variable x is a random
variable if the value that it assumes,
corresponding to the outcome of an
experiment is a chance or random event.
 Random variables can be discrete or
continuous.
• Examples:
✓x = SAT score for a randomly selected
student
✓x = number of people in a room at a
randomly selected time of day
✓x = number on the upper face of a
randomly tossed die
PROBABILITY DISTRIBUTIONS FOR
DISCRETE RANDOM VARIABLES
 The probability distribution for a discrete
random variable x resembles the relative frequency
distributions we constructed in Chapter 1. It is a graph,
table or formula that gives the possible values of x and
the probability p(x) associated with each value.

We must have
0  p ( x )  1 and  p ( x ) = 1
 EXAMPLE
 Toss a fair coin three times and
define x = number of heads.
x
HHH x p(x)
1/8 3 P(x = 0) = 1/8 0 1/8
HHT
1/8 2
P(x = 1) = 3/8 1 3/8
HTH P(x = 2) = 3/8 2 3/8
1/8 2
THH
P(x = 3) = 1/8
3 1/8
1/8 2
HTT
1/8 1 Probability
THT 1/8 1 Histogram for x
TTH 1/8 1
TTT 1/8 0
PROBABILITY DISTRIBUTIONS
 Probabilitydistributions can be used to describe
the population, just as we described samples in
Chapter 1.
 Shape: Symmetric, skewed, mound-shaped…
 Outliers: unusual or unlikely measurements
 Center and spread: mean and standard
deviation. A population mean is called m and a
population standard deviation is called s.
THE MEAN
AND STANDARD DEVIATION
 Let x be a discrete random variable with probability
distribution p(x). Then the mean, variance and standard
deviation of x are given as

Mean : m =  xp ( x )
Variance : s =  ( x − m ) p ( x )
2 2

Standard deviation : s = s 2
EXAMPLE
Toss a fair coin 3 times and
record x the number of
heads.
x p(x) xp(x) (x-m)2p(x) 12
0 1/8 0 (-1.5)2(1/8) m =  xp ( x ) = = 1 .5
8
1 3/8 3/8 (-0.5)2(3/8)
2 3/8 6/8 (0.5)2(3/8)
3 1/8 3/8 (1.5)2(1/8) s = ( x − m ) p( x)
2 2

s = .28125 + .09375 + .09375 + .28125 = .75

2

s = .75 = .688
EXAMPLE
 The probability distribution for x
the number of heads in tossing 3
fair coins.
Symmetric;
• Shape? mound-
• Outliers? shaped
None
• Center? m = 1.5
• Spread? s = .688

m
KEY CONCEPTS
I. Experiments and the Sample Space
1. Experiments, events, mutually exclusive events,
simple events
2. The sample space
3. Venn diagrams, tree diagrams, probability tables
II. Probabilities
1. Relative frequency definition of probability
2. Properties of probabilities
a. Each probability lies between 0 and 1.
b. Sum of all simple-event probabilities equals 1.
3. P(A), the sum of the probabilities for all simple
events in A
 KEY CONCEPTS
III. Counting Rules
1. mn Rule; extended mn Rule
2. Permutations: Pn =
n!
( n − r )!
r

n!
3. Combinations: C rn =
r!( n − r )!
IV. Event Relations
1. Unions and intersections
2. Events
a. Disjoint or mutually exclusive: P(A  B) = 0
b. Complementary: P(A) = 1 − P(AC )
 KEY CONCEPTS
P( A  B)
3. Conditional probability: P( A | B) =
P( B)
4. Independent and dependent events
5. Additive Rule of Probability:
P ( A  B ) = P ( A) + P ( B ) − P ( A  B )

6. Multiplicative Rule of Probability:

P ( A  B ) = P ( A) P ( B | A)

7. Law of Total Probability

8. Bayes’ Rule
 KEY CONCEPTS
V. Discrete Random Variables and
Probability Distributions
1. Random variables, discrete and continuous
2. Properties of probability distributions
0  p ( x )  1 and  p ( x ) = 1
3. Mean or expected value of a discrete random
variable: Mean : m =  xp ( x )
4. Variance and standard deviation of a
discrete random variable:
Variance : s 2 =  ( x − m ) 2 p ( x )
Standard deviation : s = s 2