Probability 1
Probability 1
Probability
S.Sinyeka
[email protected]
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Terminology
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Probability Experiment
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Outcomes
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Sample Space
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Events
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Example
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Examples
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Approaches to Probability
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Classical Probability
Classical probability assumes that the outcomes are equally
likely.
This means each outcome in the sample space has the same
and equal change of occurring.
The probability is therefore calculated based on logical
thought.
If E is an event, then the probability that E will occur is:
n(E)
P (E) =
N
Where n(E) is Number of outcomes in E and N is Total
number of outcomes in the sample space
If we represent the sample size N as n(S), then the
probability of the event E is
n(E)
P (E) =
n(S) 12 / 95
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Example
Supposed an unbiased six-sided die is rolled, what is the
probability of obtaining
1 a 4?
n(4)
P (4) =
n(S)
Since N = n(S) = 6 and n(E) = n(4) = 1 then
1
P (4) =
6
2 an even number
n(E)
P (Evennumber) =
n(S)
Since N = n(S) = 6 and E = 2, 4, 6, n(E) = 3 then
3
P (E) = = 0.5
6
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Empirical Probability
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Example
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Solution
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Solution
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Subjective probability
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Complement of an Event
3
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E.g
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P (E) + P (Ē) = 1
or
P (E) = 1 − P (Ē)
similarly
P (Ē) = 1 − P (E)
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Example
If we roll a die once, what is the probability that you will either
roll a four or a five.
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Answer
Let A be the event that when we roll a die we obtain a four. Let
B be the event that when we roll a die we obtain a five. The
events A and B are mutually exclusive hence we can say that
P (A ∪ B) = P (A) + P (B)
1 1
= +
6 6
2
=
6
1
=
3
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Example
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Example
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Answer
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E.g
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Independent Events
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Dependent Events
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Example
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The multiplication rule works well when the two events we are
interested in are completely separate from one another.
However, in many cases we are interested in events where we
may or may not replace the result of the first event.
Independent events have different rules depending on whether
there has been an event occurring with replacement or without
replacement
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P (A ∩ B) = P (A) × P (B)
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Example
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Answer
20 2
The probability that a male is selected is P (A) = 50 = 5
30 3
The probability that a female is selected is P (B) = 50 = 5
Using the multiplication rule, then;
P(A and B) = P (A ∩ B) = P (A) × P (B)
2 3 6
= 5 × 5 = 25
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Note: When there are more than two events the multiplication
rule can be extended. Therefore for the events A, B and C, P(A
and B and C) = P (A) × P (B) × P (C) .
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Dependent Events
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Solutions
13 12 11
×
P (3Jacks) = ×
52 51 50
Complete answering the other problems
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Conditional Probability
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Example
A box contains black balls and white balls. A person selects two
balls without replacement. If the probability of selecting a black
ball and a white ball is 15
56 and the probability of selecting a
black ball on the first draw is 83 find the probability of selecting
the white ball on the second draw, given that the first ball
selected was a black ball.
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W ∩B
P (W |B) =
P (B)
15
56
= 3
8
5
=
7
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Note:
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Example.
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Solution.
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Example
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Solution.
Let A event (retail company)
Let B event (medium company)
Then P (A|B) is the probability of randomly selecting a
retail company from the MSE sample given that the
company is known to be medium-sized.
P (A ∩ B)
P (A|B) =
P (B)
13
150
= 42
150
= 0.3095
∴ There is a 30.95% chance that a randomly selected
medium-sized company from the MSE sample is a retail
company.
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Example
An insurance company classifies drivers according to gender and
to whether they are under 25 years or 25 years and over. It finds
that 60% of its drivers are male; 25% of the male drivers and
30% of the female drivers are under 25. Find the probabilities
that a randomly chosen driver is in each of the four categories
1 male and under 25,
2 male and 25 or over,
3 female and under 25,
4 female and 25 or over.
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Solution
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Example
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Solution
This question requires an efficient way of representing a
combination of events. The natural way of doing this is with
the use of a Tree Diagram
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32
1 So the probability that Device 1 is working equals is 45
2 The probability that Device 2 is working equals
32 4 8
+ +
45 45 45
44
=
45
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36
= = 0.82
44
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Important Terms
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Baye’s Theorem
Previously:
P (A ∩ B)
P (A|B) = ...equ1
P (B)
Similarly:
P (B ∩ A)
P (B|A) = ...equ2
P (A)
In equ1 and equ2, The numerators are equal, i.e
P (A ∩ B) = P (B ∩ A)
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P (A ∩ B) = P (A|B) × P (B)
P (B ∩ A)
P (B|A) =
P (A)
P (A|B) × P (B)
=
P (A)
P (A|B) × P (B)
∴ P (B|A) =
P (A)
This is what we call BAYE’S THEOREM, and this is for a
single case,
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P (A|B) × P (B)
P (B|A) =
P (A)
or
P (B|A) × P (A)
P (A|B) =
P (B)
can be extended to two or more cases of event A
i.e
P (B|A) × P (A)
P (A|B) =
P (B|A) × P (A) + P (B|A0 ) × P (A0 )
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Example 1
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P (B|A) × P (A)
P (A|B) =
P (B)
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Hence:
P (B|A) × P (A)
P (A|B) =
P (B)
2 5
5 × 9
= 6
9
1
=
3
Note: A conditional probability formula can also be used to
confirm on the calculations.
P (A ∩ B)
P (A|B) =
P (A)
2
9
= 6
9
1
=
3
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Example 2
Suppose you would like to go out but you are not sure if it is
going to rain, so that you take an umbrella. Suppose past
reports shows that 20% of the days in a months rain and that
45% of the days in a months are cloudy. Suppose 60% of rainy
days are cloudy. What is the probability of raining if its cloudy.
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P (C|R) × P (R)
P (R|C) =
P (C)
(0.60)(0.20)
0.45
= 0.27
Hence 27% chance that of raining on a cloudy day
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Example 3
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Then
P (+ve|C) × P (C)
P (C| + ve) =
P (+ve|C) × P (C) + P (+ve|C 0 ) × P (C 0 )
(0.95)(0.12)
(0.95)(0.12) × (0.06)(0.88)
= 0.6834...
∴≈ 68% chance that a man who test positive has cancer.
Similarly, ≈ 32% chance that a man with a positive results
has no cancer
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Example 4
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Then
P (S|M ) × P (M )
P (M |S) =
P (S|M ) × P (M ) + P (S|F ) × P (F )
(0.05)(0.60)
=
(0.05)(0.60) + (0.10)(0.40)
= 0.42857
∴≈ 43% chance that a Male will have side effects
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Example 5
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Then
P (+ve|S) × P (S)
P (S| + ve) =
P (+ve|S) × P (S) + P (+ve|W ) × P (W )
(0.80)(0.70)
=
(0805)(0.70) + (0.10)(0.30)
= 0.9491...
∴≈ 95% chance that the market is strong if the research
indicated so.
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The End.
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