2003 Pearson Prentice Hall

Probability
Chapter 3
McClave, James. Sincich, Terry, Statistics, (2003) Statistics, PrenticePrentice-Hall Inc, NJ.

3-1

Learning Objectives
2003 Pearson Prentice Hall

1. Define Experiment, Outcome, Event, Sample Space, & Probability 2. Explain How to Assign Probabilities 3. Use a Contingency Table, Venn Diagram, or Tree to Find Probabilities 4. Describe & Use Probability Rules

3-2

Thinking Challenge
2003 Pearson Prentice Hall

Whats the probability of getting a head on the toss of a single fair coin? Use a scale from 0 (no way) to 1 way) (sure thing). thing). So toss a coin twice. twice. Do it! Did you get one head & one tail? Whats it all mean?
3-3

Many Repetitions!*
2003 Pearson Prentice Hall

Total Heads / Number of Tosses

1.00 0.75 0.50 0.25 0.00 0
3-4

25

50

75

100

125

Number of Tosses

 2003 Pearson Prentice Hall

Experiments, Outcomes, & Events

3-5

Experiments & Outcomes

2003 Pearson Prentice Hall

1. Experiment


Process of Obtaining an Observation, Outcome or Simple Event Most Basic Outcome of an Experiment
Sample Space Depends on Experimenter!

2. Sample Point


3. Sample Space (S)



Collection of All Possible Outcomes

3-6

Outcome Examples
2003 Pearson Prentice Hall

Experiment
Toss a Coin, Note Face Toss 2 Coins, Note Faces Select 1 Card, Note Kind Select 1 Card, Note Color Play a Football Game Inspect a Part, Note Quality Observe Gender
3-7

Sample Space
Head, Tail HH, HT, TH, TT 2k, 2j, ..., Al (52) 2j Al Red, Black Win, Lose, Tie Defective, OK Male, Female

Outcome Properties
2003 Pearson Prentice Hall

1.


Mutually Exclusive
2 Outcomes Can Not Occur at the Same Time  Both Male & Female in Same Person

Experiment: Observe Gender

2. Collectively Exhaustive


1 Outcome in Sample Space Must Occur  Male or Female

1984-1994 T/Maker Co.

3-8

Events
2003 Pearson Prentice Hall

1. Any Collection of Sample Points 2. Simple Event



Outcome With 1 Characteristic Collection of Outcomes or Simple Events 2 or More Characteristics Joint Event Is a Special Case


3. Compound Event
  

2 Events Occurring Simultaneously

3-9

Event Examples
2003 Pearson Prentice Hall

Experiment: Toss 2 Coins. Note Faces. Event Sample Space 1 Head & 1 Tail Heads on 1st Coin At Least 1 Head Heads on Both
3 - 10

Outcomes in Event HH, HT, TH, TT HT, TH HH, HT HH, HT, TH HH

 2003 Pearson Prentice Hall

Sample Space

3 - 11

 2003 Pearson Prentice Hall

Visualizing Sample Space

1.


Listing
S = {Head, Tail}

2. 3. 4.

Venn Diagram Contingency Table Decision Tree Diagram

3 - 12

Venn Diagram
2003 Pearson Prentice Hall

Experiment: Toss 2 Coins. Note Faces.

Tail
TH
Outcome

Compound Event

HH TT

HT

S
S = {HH, HT, TH, TT}
3 - 13

Sample Space

Contingency Table
2003 Pearson Prentice Hall

Experiment: Toss 2 Coins. Note Faces.

2 1 Coin
Simple Event (Head on 1st Coin)
st nd

Coin
Tail

Head

Total HH, HT TH, TT S

Head Tail Total

HH TH

HT TT

HH, TH HT, TT

Outcome (Count, Total % Shown Usually)

S = {HH, HT, TH, TT}

3 - 14

Sample Space

Tree Diagram
2003 Pearson Prentice Hall

Experiment: Toss 2 Coins. Note Faces.

H H T H T T
S = {HH, HT, TH, TT}
3 - 15

HH HT
Outcome

TH TT
Sample Space

 2003 Pearson Prentice Hall

Compound Events

3 - 16

 2003 Pearson Prentice Hall

Forming Compound Events

1. Intersection
  

Outcomes in Both Events A and B AND Statement AND Symbol (i.e., A B) Outcomes in Either Events A or B or Both OR Statement OR Symbol (i.e., A B)

2. Union
  

3 - 17

 2003 Pearson Prentice Hall

Event Intersection: Venn Diagram

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Black
Sample Space: 2Rk, 2Rj, 2Bi, ..., ABl

Event Black: 2Bi, ..., ABl

Ace

S
Joint Event (Ace Black): ABi, ABl

Event Ace: ARk, ARj, ABi, ABl

3 - 18

 2003 Pearson Prentice Hall

Event Intersection: Contingency Table

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color
Sample Type Space (S): Ace 2Rk, 2Rj, 2Bi, ..., ABl Joint Event Ace AND Black: ABi, ABl
3 - 19

NonNon-Ace Total

Total Ace & Ace & Ace Red Black Non & Non & NonNonRed Black Ace Red Black S

Red

Black

Simple Event Ace: ARk, ARj, ABi, ABl

Simple Event Black: 2Bi, ..., ABl

 2003 Pearson Prentice Hall

Event Union : Venn Diagram

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Black
Sample Space: 2Rk, 2Rj, 2Bi, ..., ABl

Ace

Event Black: 2Bi, 2Bl,..., ABl

Event Ace: ARk, ARj, ABi, ABl

3 - 20

Event (Ace Black): ARk, ..., ABl, 2Bi, ..., KBl

 2003 Pearson Prentice Hall

Event Union : Contingency Table

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color
Sample Type Space (S): Ace 2Rk, 2Rj, 2Bi, ..., ABl

NonNon-Ace

Joint Event Ace OR Total Black: ARk, ..., ABl,2Bi, ..., KBl
3 - 21

Total Ace & Ace & Ace Red Black Non & Non & NonNonRed Black Ace Red Black S

Red

Black

Simple Event Ace: ARk, ARj, ABi, ABl

Simple Event Black: 2Bi, ..., ABl

Special Events
2003 Pearson Prentice Hall

1.


Null Event
Club & Diamond on 1 Card Draw

Null Event

2.


Complement of Event
For Event A, All Events Not In A: A A

ii

3. Mutually Exclusive Event



3 - 22

Events Do Not Occur Simultaneously

 2003 Pearson Prentice Hall

Complement of Event Example

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Black
Sample Space: 2Rk, 2Rj, 2Bi, ..., ABl Event Black: 2Bi, 2Bl, ..., ABl
3 - 23

S
Complement of Event Black, Black : 2Rk, 2Rj, ..., ARk, ARj

 2003 Pearson Prentice Hall

Mutually Exclusive Events Example

Experiment: Draw 1 Card. Note Kind & Suit.

k
Sample Space: 2k, 2j, 2i, ..., Al

Outcomes in Event Heart: 2k, 3k, 4k, ..., Ak

Event Spade: 2l, 3l, 4l, ..., Al

3 - 24

Events l &k Mutually Exclusive

 2003 Pearson Prentice Hall

Probabilities

3 - 25

What is Probability?
2003 Pearson Prentice Hall

1. Numerical Measure of Likelihood that Event Will Occur

  

Certain

P(Event) P(A) Prob(A) Prob(A)

.5

2. &1 3. 1

Lies Between 0 Sum of Events is

3 - 26

Impossible

 2003 Pearson Prentice Hall

Assigning Event Probabilities

Whats the probability?

1. a priori Classical Method 2. Empirical Classical Method 3. Subjective Method

3 - 27

a priori Classical Method

2003 Pearson Prentice Hall

1. Prior Knowledge of Process 2. 3.

  

Before Experiment P(Event) = X / T

X = No. of Event Outcomes T = Total Outcomes in Sample Space Each of T Outcomes Is Equally Likely  P(Outcome) = 1/T 1/T
1984-1994 T/Maker Co.

3 - 28

 2003 Pearson Prentice Hall

Empirical Classical Method

Of 100 Parts Inspected, Only 2 Defects!

1. Actual Data Collected 2. 3.



After Experiment P(Event) = X / T

Repeat Experiment T Times Event Observed X Times

4. Also Called Relative Frequency Method 3 - 29

Subjective Method
2003 Pearson Prentice Hall

1. Individual Knowledge of Situation 2. 3.



1984-1994 T/Maker Co.

Before Experiment Unique Process

Not Repeatable

4. Different Probabilities from Different People

3 - 30

Thinking Challenge
2003 Pearson Prentice Hall

Which Method Should Be Used to Find the Probability ...

1. That a Box of 24 Bolts Will Be Defective? 2. That a Toss of a Coin Will Be a Tail? 3. That Tom Will Default on His PLUS Loan? 4. That a Student Will Earn an A in This Class? 5. That a New Store on Rte. 1 Will Succeed?
3 - 31

 2003 Pearson Prentice Hall

Compound Event Probability

1. Numerical Measure of Likelihood that Compound Event Will Occur 2. Can Often Use Contingency Table


2 Variables Only
Additive Rule Conditional Probability Formula Multiplicative Rule

3. Formula Methods
  

3 - 32

 2003 Pearson Prentice Hall

Event Probability Using Contingency Table

Event

Event

B1

B2

Total

A1 A2 Total

P(A1 B1) P(A1 B2) P(A1) P(A2 B1) P(A2 B2) P(A2) P(B1) P(B2) 1

Joint Probability
3 - 33

Marginal (Simple) Probability

 2003 Pearson Prentice Hall

Contingency Table Example

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color Type Ace Total
P(Red)
3 - 34

Red

Black

Total 4/52
P(Ace)

2/52 26/52

2/52

NonNon-Ace 24/52

24/52 48/52 26/52 52/52

P(Ace AND Red)

Thinking Challenge
2003 Pearson Prentice Hall

Whats the Probability? P(A) = P(D) = P(C B) = P(A D) = P(B D) =

3 - 35

Event A B Total

Event C D 4 2 1 5 3 5

Total 6 4 10

Solution*
2003 Pearson Prentice Hall

The Probabilities Are: P(A) = 6/10 P(D) = 5/10 P(C B) = 1/10 P(A D) = 9/10 P(B D) = 3/10
3 - 36

Event A B Total

Event C D 4 2 1 5 3 5

Total 6 4 10

 2003 Pearson Prentice Hall

Additive Rule

3 - 37

Additive Rule
2003 Pearson Prentice Hall

1. Used to Get Compound Probabilities for Union of Events 2. P(A OR B) = P(A B) = P(A) + P(B) - P(A B) 3. For Mutually Exclusive Events: P(A OR B) = P(A B) = P(A) + P(B)

3 - 38

Additive Rule Example

2003 Pearson Prentice Hall

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color Type Ace NonNon-Ace Total
Red Black

2 24 26

2 24 26

Total 4 48 52

P(Ace OR Black) = P(Ace) + P(Black) - P(Ace Black) Black) P(Ace)+ 4 26 2 28 !   ! 52 52 52 52

3 - 39

Thinking Challenge
2003 Pearson Prentice Hall

Using the Additive Rule, Whats the Probability? P(A D) = P(B C) =

Event A B Total Event C D 4 2 1 5 3 5 Total 6 4 10

3 - 40

Solution*
2003 Pearson Prentice Hall

Using the Additive Rule, the Probabilities Are:

P(A D) = P(A) + P(D) - P(A D) 6 ! 10  5 10  2 10 ! 9 10

P(B C) = P(B) + P(C) - P(B C) 4 !

3 - 41

5  10 

1 10 !

8 10

10

 2003 Pearson Prentice Hall

Conditional Probability

3 - 42

Conditional Probability
2003 Pearson Prentice Hall

1. Event Probability Given that Another Event Occurred 2. Revise Original Sample Space to Account for New Information


Eliminates Certain Outcomes

3. P(A | B) = P(A and B) P(B P(B)

3 - 43

 2003 Pearson Prentice Hall

Conditional Probability Using Venn Diagram

Black
Black Happens: Eliminates All Other Outcomes

Ace

Black (S)

Event (Ace AND Black)

3 - 44

 2003 Pearson Prentice Hall

Conditional Probability Using Contingency Table

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color Type Ace NonNon-Ace Total
P(Ace | Black) =
3 - 45

Red

Black

2 24 26
P(Black)

2 24 26
!

Total 4 48 52
2 / 52 26 / 52 !

Revised Sample Space

P(Ace AND Black)

2 26

Statistical Independence
2003 Pearson Prentice Hall

1. Event Occurrence Does Not Affect Probability of Another Event



Toss 1 Coin Twice

2. 3.
 

Causality Not Implied Tests For

P(A P(A | B) = P(A) P(A P(A and B) = P(A)*P(B)

3 - 46

Tree Diagram
2003 Pearson Prentice Hall

Experiment: Select 2 Pens from 20 Pens: 14 Blue & 6 Red. Dont Replace.
P(R|R) = 5/19 P(R) = 6/20

R B R B

R
P(B|R) = 14/19 P(R|B) = 6/19

Dependent!
P(B) = 14/20

B
P(B|B) = 13/19

3 - 47

Thinking Challenge
2003 Pearson Prentice Hall

Using the Table Then the Formula, Whats the Probability? P(A|D) = P(C|B) = Are C & B Independent?
3 - 48

Event A B Total

Event C D 4 2 1 5 3 5

Total 6 4 10

Solution*
2003 Pearson Prentice Hall

Using the Formula, the Probabilities Are:

P(A D) 2 / 10 2 P(A | D) = ! ! P(D) 5 / 10 5 P(C B) 1 / 10 1 P(C | B) = ! ! P(B) 4 / 10 4
5 1 P(C) = { 10 4
3 - 49

Dependent

 2003 Pearson Prentice Hall

Multiplicative Rule

3 - 50

Multiplicative Rule
2003 Pearson Prentice Hall

1. Used to Get Compound Probabilities for Intersection of Events



Called Joint Events

2. P(A and B) = P(A B) = P(A)*P(B|A) P(A)*P(B|A = P(B)*P(A|B) P(B)*P(A|B 3. For Independent Events: P(A and B) = P(A B) = P(A)*P(B)
3 - 51

 2003 Pearson Prentice Hall

Multiplicative Rule Example

Experiment: Draw 1 Card. Note Kind, Color & Suit.

Color Type Ace NonNon-Ace Total
Red Black

2 24 26

2 24 26

Total 4 48 52

P(Ace AND Black) = P(Ace) P(Black | Ace) 2 4 2 ! ! 52 52 4

3 - 52

Thinking Challenge
2003 Pearson Prentice Hall

Using the Multiplicative Rule, Whats the Probability? P(C B) = P(B D) = P(A B) =
Event A B Total Event C D 4 2 1 5 3 5 Total 6 4 10

3 - 53

Solution*
2003 Pearson Prentice Hall

Using the Multiplicative Rule, the Probabilities Are:

P(C B) = P(C) P(B| C) = 5/10 * 1/5 = 1/10 P(B|C) P(B D) = P(B) P(D|B) = 4/10 * 3/4 = 3/10 P(D|B) P(A B) = P(A) P(B|A) ! 0 P(B| A)
3 - 54

Conclusion
2003 Pearson Prentice Hall

1. Defined Experiment, Outcome, Event, Sample Space, & Probability 2. Explained How to Assign Probabilities 3. Used a Contingency Table, Venn Diagram, or Tree to Find Probabilities 4. Described & Used Probability Rules

3 - 55