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Dr. M. Hassan
ELE 360
Probability & Stochastic Processes
Introduction & Probability Model
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Dr. M. Hassan
What is Probability?
We are all aware of:
Deterministic events
Daily sunrises and sunsets
Tides movement at the sea shore
Phases of the moon
Seasonal changes in weather
Annual flooding of the Nile river etc
What about:
Random events
The outcome when you toss a coin or roll a die
Results of horse & car races
Variations of the stock market
Noise in communications systems strength of a received signal!
Waiting time in a traffic signal
Lifetime of a system
Waiting time at a cashier
Probability is the likelihood of an event happening (or not happening). Probability
typically tells us how certain we are about an event.
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Dr. M. Hassan
Approaches to Assigning Probabilities
Classical approach: make certain assumptions (such as
equally likely, independence) about a situation
Relative frequency approach: assign probabilities based on
experimentation or historical data
Subjective approach: assign probabilities based on the
assignors judgment
There are three ways to assign a probability, , to an outcome,
, namely:
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Dr. M. Hassan
Relative Frequency & Probability
Consider a random experiment the outcome of which is uncertain i.e. it
differs from a run to the other
Examples of such experiments would be a coin toss, dice rolling, ..etc
Probability is a numerical measure of the likelihood of an event
It is a number that we attach to an event
A probability is a number from 0to 1
In general, the probability of an event can be approximated by the
relative frequency, or the proportion of times that event occurs
The probability of an event is approximately =
# of times the event occurs
# of experiments
As the probability is given by:
If an outcome occurs times out of trials, its relative frequency
is and we define its probability to be approximately equal to
The probability of heads showing is because when tossed repeatedly,
the coin will show heads half the time
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Dr. M. Hassan
Random Experiments & Trials
An random experiment is any act or process of observation that is when
performed leads to a single outcome that CANNOT be predicted with
certainty by the observer before the experiment
Theoretically, an experiment can be repeated (under the same conditions)
for an infinite number of times
The possible outcomes are defined by the observers according to their
interests
Each distinct outcome is called a sample point or a basic outcome
A random experiment typically has a well-defined set of outcomes
The experiment could be performed by a human, e.g. tossing a coin or
rolling a die
On the other hand, an outcome of an experiment could be just the
measurement of a naturally occurring random phenomenon, e.g. a noise
voltage
A trial is one run of the experiment
The sample space of a random experiment is the set of all mutually
exclusive and collectively exhaustive outcomes
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Dr. M. Hassan
Probability Theory
Consider for example the experiment of rolling a die:
Sample space is the collection of all possible sample
points (outcomes)
Events are the results of experiments
An event is a set of outcomes that meet certain criteria
An event with no sample points is called a null event
An outcome or a sample point is an event that
cannot be decomposed into other events
The sample space is
An event could be an even number is thrown
An outcome
Events
Random events are defined on a probability space that consists of a
sample space of all possible outcomes, a set of events that are
subsets of , and a probability measure which assigns a probability
to every event
What is ?
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Dr. M. Hassan
Set Definitions
A set is a collection of objects (outcomes)
Objects are called elements of the set
Outcomes are the elements of the sample space
A set can be written as
When an element belongs to a set , we write
When an element does not belong to a set , we write
A set can also be written as
This is called the rule method
This is called the tabular method
Tabular
method is
not always
practical !!
If all elements in a set are
elements of the set , we say
that is a subset of ,
denoted by:
The subset relationship is a
transitive relationship i.e.,
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Dr. M. Hassan
Set Definitions (cont.)
A set can be classified as:
Countable set
The elements of which can be placed in one-to-one with the set
of integers
A set is said to be empty if it has no elements
An empty set is also called the null set and is referred to by
the symbol
Uncountable set
A not countable set is uncountable
Example:
Finite set
It is the set the elements of which are counted with a
terminating process
Infinite set
If the set is not finite it is infinite. An infinite set could be
countably infinite
Notice the
difference
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Dr. M. Hassan
The Sample Space: Examples
Recall that the set of all possible outcomes of an experiment is called
the sample space of the experiment
Examples
The experiment of a coin toss has the sample
space:
The experiment of rolling a die has the sample
space:
These are examples of
discrete & finite
sample space
The experiment of measuring noise voltage has the
sample space:
This is an example of
infinite/continuous
sample space
The experiment of randomly choosing a positive integer
has the sample space:
This is an example
of countably infinite
& discrete sample
space
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Dr. M. Hassan
Basic Set Operations
Set operations are better explained using Venn diagrams which are
closed-plane figures
The intersection of A and B
The union of A and B
The complement of A
The difference of A and B
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Dr. M. Hassan
Set Algebra
Three theorems relate to laws of set operations including union &
intersection
The distributive law
The commutative law
The associative law
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Dr. M. Hassan
De Morgans Law & Duality Principle
The De Morgans law:
De Morgans law states that the complement of a union (intersection)
of two sets and equals the intersection (union) of the
complements and
In application of De Morgans law to any expression, if we replace
unions by intersections and intersections by unions and each set by
its complement, the identity is preserved
The duality principle:
The duality principle states that, for any identity, if we replace
unions by intersections and intersections by unions and the sample
space by the empty set and by the identity is
preserved
Example: Consider the identity given by
Applying the duality principle, we get
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Dr. M. Hassan
What is an Event?
An event is a specific collection of sample points (outcomes) that meets
certain conditions
It is a subset of the sample space of an experiment
Events are defined on the sample space in a probabilistic way to select
subsets of the sample space
Events specify the interest in the characteristics of outcomes rather the
outcomes themselves
Two events are mutually exclusive when they have no common outcomes
All definitions & operations applicable to sets are also applicable to events
The probability of an event is derived from the probabilities assigned to
the sample points associated with that event
and are events defined on the sample
space
and are also events defined on
Any subset of is called an event
Example:
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Dr. M. Hassan
Example: Many Events Occur
In a roll of a die experiment, we define the events:
Events and have both occurred
Events and did not occur
The event has occurred
The event has also occurred and so on
Assume now the observed outcome is 4, then:
Elementary or singleton events
An event that contains a single outcome is called an elementary event or
singleton event
is an elementary event
- Also note that if 4is a member of while is a subset of
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Dr. M. Hassan
Outcomes versus Events (revisited)
Every trial results in only one outcome, say x is the outcome
Fundamental notion: On each trial of the experiment, one outcome (x in
this case) occurs, but many events may occur
Of course, only the one elementary event {x}has occurred on this trial;
all the other many events that have occurred have {x} as a subset, that
is, A occurs iff {x} A
Events Occur & Do Not Occur in Pairs
Many (non-elementary) events may occur on this trial
One of the events A and A
c
always occurs
Suppose that a trial resulted in outcome
Exactly one elementary event, occurred on this trial
For any event , exactly one of the two events and occurred, and
the other did not
Example: assume that the outcome of rolling a die is 4, then:
If the event occurred, this implies that the
event did not occur
When occurs then the event will
not occur
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Dr. M. Hassan
Two Special Events
can be regarded as a subset of
On any trial, the event always occurs
The event is called the certain event or the sure event
, the empty set, is also a subset of
On any trial, the event never occurs
The event is called the null event or the impossible event
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Dr. M. Hassan
Disjoint Events
Events A and B are said to be disjoint or mutually exclusive if
A and B have no elements in common
Probability of a disjoint union
If events A and B are disjoint, then is said to be a disjoint union
of events
For a disjoint union of events A and B,
A consequence of this is the event A is the disjoint union of the elementary
events corresponding to its members
If and are disjoint
events
The probability of the union is given by:
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Dr. M. Hassan
Axioms of Probability for Finite Spaces
The ideas described thus far are the basis of the axioms of probability
theory Probabilities are numbers assigned to events that satisfy the
following rules:
Axiom I: for all events A
Axiom II:
Axiom III: If events A and B are disjoint, then:
Consequences of the Axioms
and are disjoint events, then:
(Axiom III)
(Axiom II)
But,
Hence
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Dr. M. Hassan
More Consequences of the Axioms
and are disjoint events;
Axiom I: for all events A
Axiom II:
Axiom III: If events A and B are disjoint, then:

Since (Axiom I), we deduce that:

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