PROBABILITAS

Probabilitas
Peluang/kemungkinan

Sifat Stokastikketidakpastian melekat

pada proses alam

Tidak Pasti

Experiment
Sampel point
Event, E

Process leading to a single

outcome
One possible outcome
Set of related sample point

Possible Space,S

Conclusion = Event, E is a subset of S

E S

Then

n(E)
P[E]=
n(S )

Where n(E) = the number of [equally

likely] sample points inside the event E.

Probability is always taken as a

number lying between 0 and 1
P(x) = 1 ; an Event is
certain to HAPPEN

P(x)=0; NOT
HAPPEN

Contoh: Sebuah dadu dilempar

{1,2,3,4,5,6}
N(S) = 6

Dadu keluar P[1] =1/6

angka 1 dst

Probability is also related with Diagram

VEN, as we seen in Identity Law

E =

E ~E =

E =

E ~E =

S E =

~(~E ) =

S E =

~ =

P[~A ] = 1 - P[A]
The intersection A B = (A AND B)
= A B = A B= AB

The union A B = (A OR B) = A B

The set B is a subset of the set P :

B P.

Contoh
Given the information that P[ABC] = 2%, P[AB] = 7%, P[AC] = 5% and P[A] = 26%,
find the probability that, (of events A,B,C), only event A occurs.

Answer
=.05 + .02 + .03 = .10 .
.=26 - .10 = .16 .

P[A] = P[A B] + P[A ~B]

Some general properties of set/event unions and intersections

are listed here

Commutative:
AB = BA , AB = BA

Associative
(AB)C = A(BC) = ABC
(AB)C = A(BC) = ABC

Distributive:
A(BC) = (AB)(AC)
A(BC) = (AB)(AC)

Contoh
Dua buah dadu dilempar; Jika E1 = Jumlah dadu = 7 dan E2 =
Jumlah dadu diatas 10 . Bagaimana kedua E ?
Jawaban
P[E1]

P[E2]

= n(E1) P[each sample point] = n(E1) / n(S)

1
1

36
12

1
1

36
6

E1 and E2 have no common sample

points (disjoint sets; mutually
exclusive events)
P[E1 OR E2] = P[E1] + P[E2] =
6
3
9
1

36
36
36
4

Akan tetapi, jika E3 adalah setidaknya

salah satu dadu muncul angka 6,maka
11
P[E3] =
36

P[E1 OR E3] =

6
11
2
15
5

36
36
36
36
12

( common points counted twice)

= P[E1] + P[E3] -P[E1 AND E3]

Contoh lain:
Three cards, labelled A , B and C , are in an turn.
In how many ways can three cards be drawn
(a) with replacement?
(b) without replacement?
(c) without replacement (if the order of selection doesnt matter)?
For part (a) of this question, the complete sample space is listed below.
AAA
AAB
AAC
ABA
ABB
ABC
ACA
ACB
BAA
BAB
BAC
BBA
BBB
BBC
BCA
BCB
CAA
CAB
CAC
CBA
CBB
CBC
CCA
CCB

ACC
BCC
CCC

A simple count shows 27 sample points.

A simple count shows 6 sample points.

The first card can be A, B or C: 3 ways, for each of which

the second card can be A, B or C:
3 ways, for each of which
the third card can be A, B or C: 3 ways, for a total of
3 3 3 = 27 ways.

The first card can be A, B or C:

3 ways, for each of which
the second card can be drawn in:
2 ways, for each of which
the third card can be drawn in:
1 way, for a total of
3 2 1 = 6 ways.

In general, # ways to choose r objects from n with

replacement is nr .

These are the six PERMUTATIONS of 3 letters

from the set { A, B, C }

(c) All six permutations contain A, B, C (in whatever order).

There is only one COMBINATION.

PERMUTASI
Dan
KOMBINASI

nP
r

= Pr, n = (n)r = n(n-1)(n-2) ... (n-[r -1])

n

Pr

n!
n - r !

Combination
The number of ways in which r objects can be drawn
from n objects without replacement and with the order
of selection being irrelevant

Rumus
n
n

Cr

r

Pr
n!

r
Pr
r ! n - r !

Contoh

Jawaban

A random quantity is discrete if its set

of possible values is a discrete set
Each value of a random quantity has some probability of occurring. The set of
probabilities for all values of the random quantity defines a function p (x ) , known
as the
Probability Mass Function
(or probability function)
(p.m.f.):
p(x) = P[X = x]
All probability mass functions satisfy both of these conditions:

p x 0 x

and

p x

all x

Contoh
cx 2
f ( x)
0

x 1, 2,3
otherwise

[ f (x) = 0 is assumed for all x not mentioned in the definition of f (x).]

f (x) is a probability mass function. Find the value of the constant c .

p(x) > 0

c>0

p(x) = 1
Therefore

c(1)2 + c(2)2 + c(3)2 = 1

1
c
14

Contoh
Find the p.m.f. for X = (the number of birds when a coin is tossed three
times).
Let X = the number of birds (B)
The possible values of X are X = 0 (BBB)
1 (BBB BBB BBB)
2 (BBB BBB
BBB)
3 (BBB)
P[X = 0] = 1/8
Therefore the p.m.f. is
P[X = 1] = 3/8
P[X = 2] = 3/8
P[X = 3] = 1/8

3
8

1
8

= (0,3)
= (1,2)

The Discrete Uniform Probability

Distribution
A random quantity X , whose n possible values { x1, x2, x3, ... , xn } are all equally likely,
possesses a discrete uniform probability distribution.

P X xi

1
n

i 1,

2, , n

An example is X = (the score on a fair standard six-sided die),

for which n = 6 and xi = i.

Cumulative Distribution Function (c.d.f.)

F (x) = P[X x] =

p ( y)

y : y x

Contoh
Find the cumulative distribution function for
X = (the number of heads when two fair coins are tossed)
The possible values of X are 0, 1 and 2.

F (0) = P[X 0] = p(0) = 1/4 .

F (2) = P[X 2]

F (1) = P[X 1] = P[X < 1] + P[X = 1]

= F (0) + p(1)

= F (1) + p(2)

= + =

= + = 1

When x < 0 ,

F (x) = P[X x] P[X < 0] = 0

When x > 2 ,

F (x) = P[X x] = F (2) + P[2 < X x] = 1 + 0 = 1

F (x) = 0

When 1 < x < 2 , P[X x] = F (1) + P[1 < X x] = + 0 =

Thus
0
1/ 4

F ( x)
3/ 4
1

if
if

x0
0 x 1

if
if

1 x 2
2x

The graph of the c.d.f. is:

In general, the graph of a discrete c.d.f. :

is always non-decreasing
is level between consecutive possible values
(staircase appearance)
has a finite discontinuity at each possible
value (step height = p(x) )
rises in steps from F (x) = 0 to F (x) = 1.

Expected value of a random quantity

Misalkan:
The random quantity X is known to have the p.m.f.
x

10

11

12

13

p(x)

0.4

0.3

0.2

0.1

If we measure values for X many times, what value do we expect to see

on average?

Treat the values of p(x) as point masses of probability:

In general, for any random quantity X with a discrete probability mass function p(x)
and a set of possible values D, the population mean of X (and the expected value of
X ) is

E X X

x p x

xD

The expected value E[X] (= population mean ) is :

E[X ] = x. p(x) = 100.4 + 11 0.3 + 120.2 + 130.1 = 11
Therefore = E[X] = 11

If X is symmetric about x = a, then

E[X] = a

The expected value of a function

Definisi

Formula

If the random quantity X has set of possible values

D and p.m.f. p(x), then the expected value of any
function h(X), denoted by E[h(X)], is computed by

E h X

h x p x

all x

E[h(X)] is computed in the same way that E[X] itself

is, except that h(x) is substituted in place of x.

The variance of X
The quantity usually employed to measure the spread in the values of
a random quantity X is the population variance V[X] =

1
N

(x - )

Let X have probability mass function p(x) and expected value . Then
V X

x - p x
x

2
E X -

The standard deviation of X is

V[ X ]

Contoh
Two different probability distributions [below] share the same mean
p(x)

0,5

p(x) 0,5

0
0

8
x

If X has p.m.f as shown in Figure (b)

0
0

6
X

If X has p.m.f. as shown in Figure (a)

x
p(x)

3
0.3

4
0.4

5
0.3

x
p(x)

1
0.4

2
0.1

6
0.3

8
0.2

= E[X] = 0.41 + 0.12 + 0.36 + 0.28

= 0.4 + 0.2 + 1.8 + 1.6 = 4

= 4 (by symmetry)
V[X] = 0.3(3-4)2 + 0.4(4-4)2 + 0.3(5-4)2 = 0.3 + 0 +
0.3 = 0.6
and = 0.6 0.7746

V[X] = 0.4(1-4)2 + 0.1(2-4)2 + 0.3(6-4)2

+ 0.2(8-4)2 = 3.6 + 0.4 + 1.2 + 3.2
= 8.4
and = 8.4 2.898
[Higher variance
greater spread]