Probability

Chapter 4
4-1 Introduction to Probability

Basic Concepts

A probability experiment is a chance process

that leads to a well-defined results called
outcomes.

An outcome is the result of a single trial of a

probability experiment.

A sample space is the set of all possible

outcomes of a probability experiment.
4-1 Introduction to Probability

Experiment Sample Space

Toss one coin {Head, Tail}
Roll a die {1, 2, 3, 4, 5, 6}
Answer a true/false {True, False}
question
Toss two coins {Head-Head, Tail-Tail,
Head-Tail, Tail-Head}
4-1 Introduction to Probability

Basic Concepts

A tree diagram is a device consisting of line

segments emanating from a starting point and
also from the outcome point. It is used to
determine all possible outcomes of a probability
experiment.

An event consists of a set of outcomes of a

probability experiment.
simple event- consists of only one outcome
compound event- set of two or more outcomes
4-1 Introduction to Probability

1. Find the sample space for rolling two dice.

2. A box contains 2 black balls and 1 white ball. Two balls are selected
at random from the box without replacement.
• a. Give the sample space for this random experiment.
• b. Define the following events: i) A is the event that a black ball is
selected on the first draw. ii) B is the event that a black ball is
selected on the second draw.
• c. Express the following events as a composition of events A and
B: i) C is the event that the 2 balls selected are both black balls, ii) D
is the event that at least one of the balls drawn is black, iii) E is the
event that the first ball selected is white, iv) F is the event that the
first ball selected is white and the second ball is black, and v) G is
the event that exactly one of the balls drawn is black.
4-2 Approaches of Assigning Probabilities

Three Basic Interpretations of Probability

1. Classical Probability
assumes that all outcomes in the sample
space are equally likely

Equally likely events are events that have the

same probability of occurring.
4-2 Approaches of Assigning Probabilities

Formula for Classical Probability

The probability of an event E is

number of outcomes in E
total number of outcomes in the sample space
The probability is denoted by
n(E)
P(E) =
n(S)
4-2 Approaches of Assigning Probabilities

Three Basic Interpretations of Probability

2. Empirical Probability
relies on actual experience to determine the
likelihood of an outcome

Formula for Empirical probability

Given a frequency distribution, the probability
of an event being in a given class is
frequency for the class
P( E ) 
total frequencies in the distributi on
4-2 Approaches of Assigning Probabilities

Three Basic Interpretations of Probability

3. Subjective Probability
uses a probability value based on an
educated guess or estimate, employing opinions
and inexact information
4-2 Approaches of Assigning Probabilities

Example:
1. Find the probability of getting a black 10 when
drawing a card from a deck of cards.
2. A card is drawn from an ordinary deck. Find the
following probabilities:
a. A queen of clubs. e. A black king.
b. A 3 or an 8. f. A black card.
c. A 6 and a spade.
d. A diamond or a heart.
4-2 Approaches of Assigning Probabilities

Example
Elementary and secondary schools were classified
by the number of computers they had.
Computers 1-10 11-20 21-50 51-100 100+
Schools 3170 4590 16741 23753 34803
Choose one school at random. Find the probability
that it has
a. 50 or fewer computers.
b. More than 100 computers
c. No more than 20 computers
4-3 Properties of the Probability Function

Properties of the Probability Function

Probability Rule 1
The probability of any event E is a number
(either fraction or decimal) from 0 to 1. This is
denoted by 0≤P(E)≤1.

Probability Rule 2
If an event E cannot occur (i.e. the event
contains no members in the sample space, its
probability is 0.
4-3 Properties of the Probability Function

Properties of the Probability Function

Probability Rule 3
If an event E is certain, then the probability of
E is 1.

Probability Rule 4
The sum of the probabilities of all the
outcomes in the sample space is 1.
4-3 Properties of the Probability Function

Rule for Complementary Events

The complement of an event E is the set of

outcomes in the sample space that are not
included in the outcomes of event E. The
complement of E is denoted by E .

P( E )  1  P( E )
P( E )  1  P( E )
P( E )  P( E )  1
4-3 Properties of the Probability Function

1. Find the errors in each of the following

statements:

a. The probability that it will rain tomorrow is 0.4

and the probability that it will not rain tomorrow is
0.52.

b. The probabilities that a printer will make 0, 1, 2,

3, or 4 or more mistakes in printing a document
are 0.19, 0.34, -0.25, 0.43, and 0.29,
respectively.
4-3 Properties of the Probability Function

1. Find the errors in each of the following statements:

c. The probabilities that an automobile salesperson

well sell 0, 1, 2, or 3 cars on any given day in
February are, respectively, 0.19, 0.38, 0.29, and
0.15.

d. A person tosses a biased die three times. The

probability that the sum of the number of dots in
all three tosses is 2 is 0.0625.
.
4-3 Properties of the Probability Function

1. Find the errors in each of the following statements:

e. On a single draw from a deck of playing cards the

probability of selecting a heart is ¼, the probability of
selecting a black card is 1/2, and the probability of
selecting both a heart and a black card is 1/8.
4-3 Properties of the Probability Function

Example
2.
a. In tossing a fair coin, what is the probability of
getting a head? Of either a head or tail? Of neither a
head nor tail?

b. In tossing a fair die, what is the probability of getting

a 3? Of getting an even number? Of getting a
number greater than 6?
4-3 Properties of the Probability Function

Addition Rule 1

When two events A and B are mutually

exclusive, the probability that A or B will occur is
P(A  B)= P(A) + P(B)

• Two events are mutually exclusive if they cannot

occur at the same time (i.e. They have no
outcomes in common).
4-3 Properties of the Probability Function

Addition Rule 2

If A and B are not mutually exclusive, then

P(A  B)=P(A)+P(B)- P(A  B)
4-3 Properties of the Probability Function

Example.
1.
In a fish tank, there are 24 goldfish, 2 angel fish,
and 5 guppies. If a fish is selected at random,
find the probability that it is a goldfish or an
angel fish.
4-3 Properties of the Probability Function

Example.
2.
The probability that a student passes Stat101 is
0.60, and the probability that he passes Comm II
is 0.85. If the probability that he passes at least
one of the two courses is 0.95, what is the
probability that he will pass both courses? Fail
both Stat 101 and Comm II?
4-3 Properties of the Probability Function

Example.
3.
At a particular school with 200 male students, 58
play football, 40 play basketball, and 8 play both.
What is the probability that a randomly selected
male student plays neither sport?
4-3 Properties of the Probability Function

Multiplication Rule 1

When two events are independent, then the

probability of both occurring is
P(A  B)=P(A)∙P(B)

• Two events A and B are independent events if

the fact that A occurs does not affect the
probability of B occurring.
4-3 Properties of the Probability Function

Multiplication Rule 2

When two events are dependent, then the

probability of both occurring is
P(A  B)=P(A)∙P(B│A)
4-3 Properties of the Probability Function

Rule on Total Probabilities

When two events are B and B are

complementary events, then the total probability
for any event A occurring is
P(A)=P(B)∙P(A│B) + P(B)∙P(A│B )
4-3 Properties of the Probability Function

Example
1.
a. A coin is flipped and a die is rolled. Find the
probability of getting a head on the coin and a 4
on the die.

b. A card is drawn from a deck and replaced;

then a second card is drawn. Find the probability
of getting a queen and then an ace.
4-3 Properties of the Probability Function

Example
2.
Consider the following events in the toss of a
single die:
A: Observe an odd number
B: Observe an even number
Are A and B independent events?
4-3 Properties of the Probability Function

Example
3.
Box 1 contains 2 red balls and 1 blue ball. Box 2
contains 3 blue balls and 1 red ball. A coin is
tossed. If it falls head up, box 1 is selected and a
ball is drawn. If it falls tails up, box 2 is selected
and a ball is drawn. Find the probability of
selecting a red ball.
4-4 Conditional Probability

Conditional Probability

The probability that the second event B occurs

given that the first event A has occurred can be
found by dividing the probability that both events
occurred by the probability that the first event
has occurred. The formula is
P(B│A)=P(A  B)/P(A)
4-4 Conditional Probability

Example
Table 3.3.1 shows the relationship between hair color
and eye color for a group of 1,770 German men

Find the probability of choosing a man from the group

having blue eyes given that he has black hair.
4-6 Random Variables

Random Variable
 A random variable is a variable whose
values are determined by chance.

 A function whose value is a real

number determined by each element in
the sample
Types of Random Variables

1. Discrete variable
 have a finite number of possible values or an
infinite number of values that can be counted
 Example: the number of cars, the number of
correct answers in an exam, the number of
heads in the toss of three coins
2. Continuous variable
 can assume all values in the interval between
any two given values
 Example: temperature, weight in pounds, height
in cms
Example: Discrete Variable

1. An experiment consists of tossing a coin 3 times

and observing the result. The possible outcomes
and the values of the random variables X and Y,
where X is the number of heads and Y is the
number of heads minus the number of tails are

Outcome HHH HHT HTH HTT THH THT TTH TTT

x 3 2 2 1 2 1 1 0

y 3 1 1 -1 1 -1 -1 -3
Example: Discrete Variable

2. For a family with 4 children, determine the

values of the discrete variable X, where X is the
number of girls.
Discrete Probability Distribution

A discrete probability distribution consists

of the values of a discrete random variable
can assume and the corresponding
probabilities of the values. The
probabilities are determined theoretically
or by observation.
Discrete Probability Distribution

It can be represented by a table.

X x1 x2 … xn
P(X) P(x1) P(x2) … P(xn)
Example: Discrete Probability Distribution

1. Construct a discrete probability distribution for the

random variables X and Y, where X is the number of
heads and Y is the number of heads minus the
number of tails are in the experiment of tossing a
coin 3 times and observing the result.
Outcome HHH HHT HTH HTT THH THT TTH TTT

x 3 2 2 1 2 1 1 0

y 3 1 1 -1 1 -1 -1 -3
Example: Discrete Probability Distribution

2. Construct a probability distribution for the

variable X, where X is the number of girls for a
family with 4 children.
Two Requirements for a
Discrete Probability Distribution

1. The sum of the probabilities of all the events

must be equal to 1. ∑P(X)=1.
2. The probability of each event must be a value
from 0 to 1. 0≤P(X)≤1
Discrete Probability Distribution

It can be represented by a formula.

Example: P(X)=1/X, where X=2,3,6

X 2 3 6
P(X) 1/2 1/3 1/6
Example: Discrete Probability
Distribution

Determine whether each of the following is a

probability distribution.
1. P(X)=X for X=0.2, 0.3, 0.5
2. P(X)=x+0.1 for X=0.1, 0.02, 0.04
3. P(X)= X/7 for X=1,2,4
4. P(X)=X/(X+2) for X=0,1,2
Continuous Probability Distribution

Definition: The function with values f(x) is

called a probability density function for the
continuous random variable X, if
1) total area under its curve and above the
horizontal axis is equal to 1; and
2) the area under the curve between any
two ordinates x=a and x=b gives the
probability that X lies between a and b
Continuous Probability Distribution

Remarks:
1. A continuous random variable has a
probability of zero of assuming any of its
values, that is, if X is a continuous random
variable, the P(X=x)=0 for all real numbers
x.
2. The probability density function cannot be
represented in a tabular form.
Continuous Probability Distribution

A continuous random variable X that can

assume values between 0 and 2 has a density
function given by 0.5 for 0  x  2
f ( x)  
0 otherwise
Find the following probabilities
1. P(1<X<2)
2. P(X>1.5)
3. P(X<0.75)
4. P(X=0.75)
5. P(X≤0.75)
Mean, Variance, Standard Deviation,
and Expectations
Formula for the Mean of a Probability
Distribution
The mean of a random variable with a discrete
probability distribution is

=X1∙P(X1)+ X2∙P(X2)+ X3∙P(X3)+… +Xn∙P(Xn)

=∑X∙P(X)

where X1, X2, X3,…, Xn are the outcomes and

P(X1), P(X2), P(X3),…, P(Xn) are the
corresponding probabilities
Mean, Variance, Standard Deviation,
and Expectations
Formula for the Variance of a Probability
Distribution
The variance of a random variable with a
discrete probability distribution is

2= (X2∙P(X))-2

where X1, X2, X3,…, Xn are the outcomes and

P(X1), P(X2), P(X3),…, P(Xn) are the
corresponding probabilities.
The standard deviation is    2
Mean, Variance, Standard Deviation,
and Expectations
The Expected Value of a Discrete Random
Variable

The expected value of a discrete random

variable of a probability distribution is the
theoretical average of the variable. The formula
is

=E(X)= X∙P(X)
 Example
1. Compute the mean, variance, standard
deviation and the expected value for the
random variable X and Y (example under
probability distributions).
2. Compute the standard deviation and the
expected value for the number of girls in
a family of 4 children.
 Example
1. Consider a population of the fruit fly
Drosophila melanogaster in which 30% of
the individuals are black because of a
mutation, while 70% of the individuals
have the normal gray body color.
Suppose three flies are chosen at random
from the population; let Y denote the
number of black flies out of the three.
Then the probability distribution for Y is
given by the following table:
Example

Calculate the mean and standard deviation

of Y.
Common Probability Distribution-
Binomial Probability Distribution
Binomial Probability Distribution
A binomial experiment is a probability experiment
that satisfies the following four requirements:
1. There must be a fixed number of trials.
2. Each trial can have only two outcomes or
outcomes that can be reduced to two
outcomes.
3. The outcomes of each trial must be
independent of one another.
4. The probability of success must remain the
same for each trial
Common Probability Distribution- Binomial
Probability Distribution

Binomial Random Variable

The binomial random variable X is the number of

successes in n trials.

Its distribution is the binomial distribution

Common Probability Distribution- Binomial
Probability Distribution

Binomial Probability Formula

In a binomial experiment, the probability of exactly
X successes in n trials is

where p = probability of success

q= probability of failure
Common Probability Distribution- Binomial
Probability Distribution

The Mean, Variance, and Standard Deviation

The mean, variance, and standard deviation of a

variable that has the binomial distribution can be
found using the following formulas:
Common Probability Distribution- Binomial
Probability Distribution

Example:
Childhood lead poisoning is a public health
concern in the United States. In a certain
population,1 child in 8 has a high blood lead
level (defined as 30 μg/dl or more). In a
randomly chosen group of 16 children from the
population, what is the probability that
(a) none has high blood lead?
(b) 1 has high blood lead?
(c) 2 have high blood lead?
(d) 3 or more have high blood lead?
Common Probability Distribution-
Normal Distribution
A continuous random variable X is said to
be normally distributed if its probability
density function is given by:

1  x ) 
2

1   
2  
y  f ( x)  e
 2
for -<x< and for constants  and ,
where -<<, >0 and e≈2.71828 and
≈3.14159.
Common Probability Distribution-
Normal Distribution

• Notation: If X follows the

above distribution, we
write X~N(, 2).

• If X~ N(, 2), then

E(X)= and Var(X)= 2.

• The graph of the normal

distribution is called the
normal curve.
Common Probability Distribution-
Normal Distribution
Properties
1. The curve is bell-shaped and symmetric
about a vertical axis through the mean .

2. The normal curve approaches the horizontal

axis asymptotically as we proceed in either
direction away from the mean.

3. The total area under the curve and above the

horizontal axis is equal to 1.
Common Probability Distribution-
Normal Distribution
Common Probability Distribution-
Normal Distribution

N(0,1) N(2,1)
N(-2,2)

N(0,2)
Common Probability Distribution-
Normal Distribution
Common Probability Distribution-
Normal Distribution
The Standard Normal Distribution

The distribution of a normal random

variable with mean zero and standard
deviation equal to 1 is called a standard
normal distribution, denoted as Z~N(0,1)
 Find the area or probability under the
standard normal curve

For the standard

normal distribution,
we have tables of
probabilities already
made for us!

If Z follows N(0,1):

P(Z < -1.00) = 0.1587

 Standard Normal Table

If Z has N(0,1):

P(Z > 1.46)

= 1 - P(Z < 1.46)
= 1 - 0.9279
= 0.0721

• What if we need to do a probability calculation for

a non-standard Normal distribution?
 Standardization

• If we only have a standard normal table, then we

need to transform our non-standard normal
distribution into a standard one
• This process is called standardization

 1

 0
Common Probability Distribution-
Normal Distribution
If X~ N(, 2), then X can be transformed into a
standard normal random variable through the
following transformation.
X 
Z 

Hence, whenever X is between the values x1 and x2,
the random variable Z will fall between the
corresponding values x1   and x2  
z1  z2 
 
Thus,
P( x1 X  x2 )  P( z1  Z  z2 )
Common Probability Distribution-
Normal Distribution
The standard normal curve can be used to
solve a wide variety of practical problems.
 Example
Dear Abby,

You wrote in your column that a woman is pregnant

for 266 days. Who said so? I carried my baby for 10
months and 5 days. My husband is in the Navy and it
could not have been conceived any other time
because I only saw him once for an hour, and I didn’t
see him again until the day after the baby was born. I
don’t drink or run around, and there is no way the baby
isn’t his, so please print a retraction about the 266-day
carrying time because I am in a lot of trouble!

-San Diego Reader

 Example
• According to well-documented data,
gestation time follows a normal distribution with
mean  of 266 days and SD  of 16

• Let X = gestation time. What percent of babies

have gestation time greater than 310 days (10
months & 5 days) ?
• Need to convert X = 310 into standard Z

Z = (X-)/ = (310-266)/16 = 44/16 = 2.75

 Example

P(X > 310)

= P(Z > 2.75)
= 1 - P(Z < 2.75)
= 1 - 0.9970
= 0.0030

So, only a 0.3%

chance of a
pregnancy lasting
as long as 310 days!
 Examples
1.Given a normal distribution with μ=40 and
=8, find the probability that X assumes a
value
a) less than 45
b) between 35 and 45
c) more than 45
 Examples
2. Given the normally distributed random
variable X with mean 18 and standard
deviation 2.5, find
a) the value k such that P(X<k)=0.2578
b) the value k such that P(X>k)=0.1539.
 Examples
3. The amount of growth, in a 15-day period,
for a population of sunflower plants was
found to follow a normal distribution with
mean 3.18 cm and standard deviation 0.53
cm. What percentage of plants grow
(a)4 cm or more?
(b)3 cm or less?
(c)between 2.5 and 3.5 cm?
(d)what is the 25th percentile?
 Quiz#5
In an agricultural experiment, a large uniform field
was planted with a single variety of wheat. The
field was divided into many plots (each plot being
ft) and the yield (lb) of grain was measured for
each plot. These plot yields followed
approximately a normal distribution with mean 88
lb and standard deviation 7 lb.
1. What percentage of the plot yields were
(a) 80 lb or more?
(b) 90 lb or more?
(c) 75 lb or less?
(d) between 75 and 90 lb?
2. Find the 65th percentile.