ELEMENTARY PROBABILITY THEORY

Introduction to Probability  Simple Event – event consisting of

only one outcome.
Probability
 Compound event – event consisting
 Study of randomness and of more than one outcome and may
uncertainty be decomposed into simple events.
 Index which measures the chance or  How to define Sample space:
likelihood that an event resulting o Listing/Roster Method –
from a statistical experiment will enumerating all elements in
occur. sample space.
o Defining Property Method –
Statistical Inference choosing a
property/characteristic
 process of using sample information
common to all sample points
to draw conclusions about certain
and using this to define the
characteristics of a population that
sample space.
is under study.
o Tree diagram – express
sequence of events of
experiment in chronological
order
 Example:
Define the sample space of the
Importance of Probability and
following experiments:
Statistical Inference
o Toss a coin two times
 Aids in translation of sample S = {HH, HT, TH, TT}
information into something o Toss a coin, roll a die, then
conclusive/inconclusive toss a coin
 Allows to quantify strength or S = {H1H, H1T, T1H, T1T,
“confidence” in conclusions H2H, H2T, T2H, T2T, H3H,
 Helps an individual in decision- H3T, T3H, T3T, H4H, H4T,
making process. T4H, T4T, H5H, H5T, T5H,
T5T. H6H, H6T, T6H, T6T}
Experiments and Observations
o A product comes out of a
 Experiment – describes any process production line either as
that generates a set of data. defective or non-defective.
 Observation – refers to any Two products are inspected,
recording of information. one at a time.
S = {DD, DND, NDD, NDND}
Sample Space and Events
Operations with Events

Union [P (A ⋃ B)]
 Sample Space (S) – list of all
possible outcomes of an experiment 
defined in a way that exactly one of o Includes possibility that only
the elements will occur. event A or B will happen, or
 Sample Point (x) – refers to each both will happen at the
possible outcome/element in the same time
sample space. o Terminology:
 Event – subset of sample space  Either event A or
event B
 ELEMENTARY PROBABILITY THEORY

 One or the other

 At least one of the
two will occur.
 One of the two
events will occur.
 a/an event will Conditional Probability
occur.
 Likelihood of an event/outcome
occurring, based on the occurrence
of a previous event/outcome.

 Intersection [P (A ⋂ B)]
o Both events will happen at
the same time
o Terminology:
 Both A and B will
happen
 Neither event A nor
B will happen
(intersection of Counting Rules
complements)
Multiplication Rule or Product Rule

If an operation can be performed in n1 ways,

and if for each of these ways a second
operation can be performed in n2 ways,
then the two operations can be performed
o Mutually Exclusive/Disjoint together in n1 x n2 ways.
Event – cannot happen at
the same time. Addition Rule or Sum Rule

If k outcomes are mutually exclusive, and

outcome 1 can be performed in m1 ways,
outcome 2 can be performed in m2 ways,
and so on for k outcomes, then the total
number of outcomes is given by:
 Complement [P (A’)]
o Set of all elements not found mt = m1 + m2 + ... + mk
in the event.
Factorials
o A’ represents event that A
will not happen.  Product of all integers between the
given number and 1
 Red as “N Factorial” (! – factorial)

o Impossible Event/Empty
Set/Null Set
 ELEMENTARY PROBABILITY THEORY

Permutations

 Number of ways a particular set can

be arranged.
 Ordered arrangement of distinct
objects.

Special Permutations

Circular Permutations

 Arrangement of objects in a circle.

 To arrange objects in a circle, it is
important to have a reference point
by “fixing” one of the objects.

Permutations of n objects in a circle

Combinations

 Arrangement of distinct objects

without regard to order