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Chapter 1

Basic Probability
(Week 1)
L1 Introduction to Basic Probability -
Sample Spaces and Events
Learning Objectives:

At the end of the lecture student should be able to:

- Define and construct sample space of an experiment.

- Define random events, identify types of


events, apply Venn Diagram and laws to find event set
including intersection, union and complement.

- Identify mutually exclusive and exhaustive events.

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Probability refers to the study of randomness and uncertainty.
Probability forms the basis with which we can make inferences
about a population based on the distribution and it provides
methods for quantifying the chances or likelihood associated with
various outcomes. Probability helps to explain a lot of everyday
occurrences and we actually discuss it frequently.

We also use it everyday in engineering. Example: the probability of


a good part being produce, the reliability of a new machine
(reliabilities are actually probabilities) etc.

An engineer wants to be fairly certain that the percentage of good


rods is at least 90%; otherwise he will shut down the process for
recalibration. How certain can be that at least 90% of the 1000
rods are good?

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Definitions
Random Process: any process whose possible results are known but actual
results cannot be predicted with certainty in advance.

Outcome : each possible result for a random process

Experiment: process by which an observation or measurement is obtained


(yield outcomes)

How can we model random experiment?

Sample Space: denoted S, is the set of all possible outcomes of an experiment.

Event is any collection (subset) of outcomes contained in the sample space S.

An event is simple if it consists of exactly one outcome and


called compound event if it consists of more than one outcome.

Null event: An event with no outcomes (= impossible event, empty set).


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Sample Spaces and Events
Example1.

Roll a die Sample space:


S = {1, 2, 3, 4, 5, 6}

Simple events (or outcomes):


E1: observe a 1= {1} E3 = {3} E4 = {4}
E2 = {2} E5 = {5} E6 = {6}

Compound events:
A : observe an odd number = {1, 3, 5}
B : observe a number greater than or equal to 4 = {4, 5, 6}

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Example 1
Toss a coin three times and note the number of heads
S = { 0, 1, 2, 3 }

The lifetime of a machine (in days)


S = { t | t 0 } = [ 0, )

The working state of a machine


S = { working, fail }

The number of calls arriving at a telephone exchange during a


specific time interval
S = { 0, 1, }

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Example 2:
Each message in a digital communication system is classified as to
whether it is received within the time specified by the system design. If
3 messages are classified, what is an appropriate sample space for
this experiment?
To generate the sample space, we can use a tree diagram

Message 3
Message 2 y
Message 1 y n S = { yyy, yyn, yny, ynn,
y
y n n nyy, nyn, nny, nnn}
y
y
n n
n y
n

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More Definitions
The union of events A and B, denoted by A U B and read A or B is the event
consisting of all outcomes that are either in A or in B or in both events.

The intersection of A and B, denoted by A B and read A and B, is the event


consisting of all outcomes that are in both A and B.

The complement of event A, A, is the event of all outcomes in the sample


space S that are not contained in event A.

If two events A and B have no outcomes in common they are said to be


mutually exclusive or disjoint events. This means if one of the event occurs
the other cannot.

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Venn Diagram
Graphical display of events in a sample space.

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Example 3
A digital scale is used that provide weights to the nearest
gram.
Let event A: a weight exceeds 11 grams
B: a weight is less than or equal to 15 grams
C: a weight is greater than or equal to 8 grams and
less than 12 grams.

a) What is the sample space for this experiment?

Describe the following events


b) A U B c) A B
d) A e) A U B U A U C
f) (A U C) g) A B C
h) B C i) A U (B C)
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Solution

S = nonnegative integers from 0 to the largest integer that can


be displayed by the scale.
S = {0, 1, 2, 3, }
Let X represent weight.
A = the event that X > 11 or {12,13,14,..}

B = the event that X 15 or = {0,1, 2, 3, .....15}

C = the event that 8 X <12 or {8, 9, 10, 11}

b) A U B = S c) A B = { X: 11 < X 15 }
or {12, 13, 14, 15}

d) A = { X: X 11} e) A U B U A U C = S
or {0, 1, 2, , 11} September 2013 11
A ={12,13,14,..}
B ={0,1, 2, 3, .....15}
C ={8, 9, 10, 11}

f) A C = {8, 9 ,10, 11, 12,,13, } or { X: X 8}

Thus (A C) = {0, 1, 2, , 7} or { X: X < 8 }

g) A B C = {A B} C
= {12, 13,14, 15} {8, 9, 10, 11} =

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A ={12,13,14,..}
B ={0,1, 2, 3, .....15}
C ={8, 9, 10, 11}

h) B = { X: X > 15}.
Therefore, B C would be the empty set.
They have no outcomes in common or

i) B C = { X: 8 X <12}.
A (B C) = {X: X 8}
or {8, 9, 10, }

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