ISE 205 Ch2

Review + Problem Session

2-1.1 Random Experiments Definition

2-1.2 Sample Spaces Definition

 Measuring

a current in a wire Number of defective in a daily production Time to do a task Yearly rain fall in Dhahran

 Throwing

a coin Number of accidents on campus per month Students must generate at least 5 examples

Every time the experiment is repeated a different out come results. The set of all possible outcomes is call Sample Space denoted by S.

 In

the experiment of throwing the coin the sample space S = { H, T}. In the experiment on the number of defective parts in three parts the sample space S = { 0, 1, 2, 3}

An event E is a subset of the sample space.

A sample space is discrete if it consists of a finite ( or countably infinite ) set of outcomes. Examples are: S = { H, T}, S = { 1, 2, 3, }

Tree Diagrams Sample spaces can also be described graphically with tree diagrams.

If S is the sample space and E is any event then the axioms of probability are: 1. P(S) = 1 2. 0 P(E) 1

3. If E1 and E2 are event such that E1 E2 = , then, P(E1 E2) = P(E1 ) + P(E2)

If E is an event, then P(E) stands for the probability that event E occurs. It is read the probability of E

Definition

What are the Chances?

A probability experiment is something that can happen in more

The outcomes of an experiment are the ways it can happen.

10

12

52

The event is the particular outcome you are looking for.

The Probability of an Event =

the number the numberoutcome of possible of P(Event) = ways it can happen

The Probability of an Event =

the number the numberoutcome of possible of P(Event) = ways it can happen

P(H+T) = __ __ 2 = 1 4 2

H ?H T T H T T H

N = 40

What is the likelihood of randomly selecting a student who is older than 20 but less than 22? What is the likelihood of selecting a student whos age is an odd number? What is the likelihood of selecting a student who is either 21 or 23?

 What

2/36 is the probability of a 1 and a

3? 1/36 What is the probability of two 12/36 sixes? What is the probability of at least one 3?

Sum 2 3 4 5 6 7 8 9 10 11 12

Frequency 1 2 3 4 5 6 5 4 3 2 1

What is the probability that the sum will be 5? 7? 4/36 6/36

What is the probability that the sum will be 10 or more? 6/36 What is the probability that the sum will be either 3 or less or 11 or more? 3/36 + 3/36

Try these
a) b)

P(r 1 ed) A 5
1 4

P(bl 2 ue) A 5
1 4

P(yellow 3 or blue) A 5
1 2

CARDS

What is the probability of 4 getting 4 fives? 13

DICE

What is the probability of getting an even number?

2 13

COINS

What is the probability of rolling two coins and getting H first and then T? 1
4

3/13=13/52

40/52=10/13

Venn Diagrams

Figure 2-8 Venn diagrams.

(not E): The event that E does not occur. (A & B): The event that both A and B occur. (A or B): The event that either A or B or both occur.

For any event E, P(E) = 1 P (~ E). In words, the probability that an event occurs equals 1 minus the probability that it does not occur.

The Addition Rule Or

The special addition rule (mutually exclusive events) The general addition rule (non-mutually exclusive events) The special multiplication rule (for independent events) The general multiplication rule (for nonindependent events)

The Multiplication Rule And

Two or more events are said to be mutually exclusive if at most one of them can occur when the experiment is performed, that is, if no two of them have outcomes in common

If event A and event B are mutually exclusive, then

P ( A or B ) = P ( A) + P ( B )
More generally, if events A, B, C, are mutually exclusive, then

P ( A or B or C ...) = P ( A) + P ( B ) + P ( C ) ...
That is, for mutually exclusive events, the probability that at least one of the events occurs is equal to the sum of the individual probabilities.

If A and B are any two events, then P(A or B) = P(A) + P(B) P(A & B). In words, for any two events, the probability that one or the other occurs equals the sum of the individual probabilities less the probability that both occur.

P(Spade or face card is selected) = P (spade) + P (face card) P (spade & face card) = 1/4 + 3/13 3/52 = 22/52

If events A, B, C, . . . are independent, then P(A & B & C & ) = P(A) P(B)

P(C).

What is the probability of all of these events occurring: 1. Flip a coin and get a head 2. Draw a card and get an ace 3. Throw a die and get a 1 P(A & B & C ) = P(A) P(B) P(C) = 1/2 X 1/13 X 1/6

The probability that event B occurs given that event A has occurred is called a conditional probability. It is denoted by the symbol P(B | A), which is read the probability of B given A. We call A the given event.

2-1.4 Counting Techniques Multiplication Rule

2-34: wireless garage opener has a code determined by the up or down setting of 12 switches. Solution: 2-35: Personal digital assistant
Five memory sizes Three types of displays Four sizes of hard disk Include or nor include pen tablet

Solution:

2-34: wireless garage opener has a code determined by the up or down setting of 12 switches. Solution: 212 2-35: Personal digital assistant

Five memory sizes Three types of displays Four sizes of hard disk Include or nor include pen tablet

Solution: 5 x 3 x 4 x 2 = 120

Counting methods for computing probabilities

Permutations order matters!

Combinations Order doesnt matter

With replacement Without replacement Without replacement

A permutation is an ordered arrangement of objects.

With replacement =once an event occurs, it can occur again (after you roll a 6, you can roll a 6 again on the same die). Without replacement =an event cannot repeat (after you draw an ace of spades out of a deck, there is 0 probability of getting it again).

Formally, order matters and with replacement use powers

(# possible outcomes per event)

the # of events

=n

Example: You are a the head of the debate team. How many different ways can you sit a group of 5 ?

Seat One: 5 possible

Seat Two: only 4 possible

Etc.

A B C D E A

A B D . E

B C D

# of permutations = 5 x 4 x 3 x 2 x 1 = 5!

There are 5! ways to order 5 people in 5 chairs (since a person cannot repeat)

What if you had to arrange 5 people in only 3 chairs (meaning 2 are out)?
Seat One: 5 possible Seat Two: Only 4 possible Seat Three: only 3 possible B A B A B C D D E

5 x 4 x3 =

A B C D E

5 x 4 x3 x 2 x1 5! = = 2 x1 2! 5! (5 3)!

Note this also works for 5 people and 5 chairs:

5! 5! = = 5! (5 5)! 0!

How many two-card hands can I draw from a deck when order matters (e.g., ace of spades followed by ten of clubs is different than ten of clubs followed by ace of spades)
52 cards 51 cards
. . .

. . .

52! = 52 x51 (52 2)!

Formally, order matters and without replacement use factorials

(n people or cards)! n! = (n people or cards r chairs or draws)! (n r )! or n(n 1)(n 2)...(n r + 1)

In some states, license plates have six characters: three letters followed by three numbers. How many distinct such plates are possible? (hint: with replacement)

263 different ways to choose the letters and 103 different ways to choose the digits total number = 263 x 103 = 17,576 x 1000 = 17,576,000

Introduction to combination function, or choosing

n Written as: n C r or r
Spoken: n choose r

How many two-card hands can I draw from a deck when order does not matter (e.g., ace of spades followed by ten of clubs is the same as ten of clubs followed by ace of spades)
52 cards 51 cards
. . .

. . .

52 x51 52! = 2 (52 2)!2

How many five-card hands can I draw from a deck when order does 48 cards not matter? 49 cards
50 cards 51 cards 52 cards
. . . . . . . . . . . . . . .

52 x51x50 x 49 x 48 ?

How many unique 2-card sets out of 52 cards? 5-card sets? r-card sets?
52 x51 52! = 2 (52 2)!2!

52 x51x50 x 49 x 48 52! = 5! (52 5)!5!

n! n = r ( n r )! r!

r-card sets out of n-cards?

52! (52 r )! r!

If r objects are taken from a set of n objects without replacement and disregarding order, how many different samples are possible?

Formally, order doesnt matter and without replacement use choosing

n! = r (n r )!r!
n

A lottery works by picking 6 numbers from 1 to 49. How many combinations of 6 numbers could you choose?

49 49! = 13,983,816 = 6 43!6!

Which of course means that your probability of winning is 1/13,983,816!

How many ways can you get 3 heads in 5 coin tosses?

5 5! = 10 = 3 3!2!

Counting methods for computing probabilities

Permutations order matters!

Combinations Order doesnt matter

With replacement: nr

Without replacement:
n! n = r (n r )!r!

Without replacement: n(n-1)(n-2)(n-r+1)= n! (n r )!

 What

are the probabilities of the following hands?

Pair

of the same color Pair of different colors Any two cards of the same suit Any two cards of the same color

 P(pair

of the same color) =

# pairs of same color total # of two card combinations

Numerator = red aces, black aces; red kings, black kings; etc.= 2x13 = 26

52x51 Denominator = 52 C 2 = = 1326 2 26 So, P(pair of the same color) = = 1.96% chance 1326

P(any pair) =

# pairs total # of two card combinations = 1326

4! 4 x3 = =6 2!2! 2 4! 4 x3 number of different possible pairs of kings = 4 C 2 = = =6 2!2! 2 ... 13x6 = 78 total possible pairs number of different possible pairs of aces = 4 C 2 =

78 P(any pair) = = 5.9% chance 1326

13! Numerator : 13 C 2 x 4 suits = x 4 = 78 x 4 = 312 11!2!

312 P(two cards of the same suit) = = 23.5% chance 1326

Numerator: 26C2 x 2 colors = 26!/(24!2!) = 325 x 2 = 650 Denominator = 1326 So, P (two cards of the same color) = 650/1326 = 49% chance A little non-intuitive? Heres another way to look at it 52 cards From a Red branch: 26 black left, 25 red left 26x25 RR
26 red branches 26 black branches
. . . . . From .

26x26 RB
a Black branch: 26 red left, 25 black left

50/102 Not quite 50/100

26x26 BR 26x25 BB

A classic problem: The Birthday Problem. Whats the probability that two people in a class of 25 have the same birthday? (disregard leap years) Whats the probability of no matches? Denominator: how many sets of 25 birthdays are there? --with replacement (order matters) 36525 Numerator: how many different ways can you distribute 365 birthdays to 25 people without replacement? --order matters, without replacement: [365!/(365-25)!]= [365 x 364 x 363 x 364 x .. (365-24)] P(no matches) = [365 x 364 x 363 x 364 x .. (365-24)] / 36525

Two counting method ways to calculate this: 1. Consider order:

# of ways you can draw ace, ace P (draw 2 aces) = # of different 2 - card sequences you could draw

Numerator: AA, AA, AA, AA, AA, AA, AA, AA, AA, A AA, or AA = 12
52 cards 51 cards

Denominator = 52x51 = 2652 -- why?

. . .

. . .

12 P (draw 2 aces) = 52 x51

Counting methods: Example 2

2. Ignore order:
P(draw 2 aces) = # of pairs of aces # of different two - card hands you could draw

Numerator: AA, AA, AA, AA, AA, AA = 6 Denominator =

52 x51 = 1326 2

6 P (draw 2 aces) = 52 x51 2

Divide out order!

How many ways are there to choose four members of the club to serve on an executive committee?
Order not important C(25,4) = 25!/21!4! = 25*24*23*22/4*3*2*1 =25*23*22 = 12,650

How many ways are there to choose a president, vice president, secretary, and treasurer of the club?
Order is important P(25,4) = 25!/21! = 303,600

 exactly

one vowel? exactly 2 vowels at least 1 vowel at least 2 vowels

 exactly

one vowel?

Note that strings can have repeated letters! We need to choose the position for the vowel C(6,1) = 6!/1!5! This can be done 6 ways. Choose which vowel to use. This can be done in 5 ways. Each of the other 5 positions can contain any of the 21 consonants (not distinct). There are 215 ways to fill the rest of the string. 6*5*215

 exactly

2 vowels?

Choose position for the vowels. C(6,2) = 6!/2!4! = 15 Choose the two vowels. 5 choices for each of 2 positions = 52 Each of the other 4 positions can contain any of 21 consonants. 214 15*52*214

 at

least 1 vowel Count the number of strings with no vowels and subtract this from the total number of strings. 266 - 216

 at

least 2 vowels Compute total number of strings and subtract number of strings with no vowels and the number of strings with exactly 1 vowel. 266 - 216 - 6*5*215

Probability of a Union

Mutually Exclusive Events

Three Events

 P(B|A) if

= P(A&B)/P(A)

A and B are independent, then P(B|A) = P(A)*P(B)/P(A) P(B|A) = P(B)

2-5.1 Multiplication Rule

2-5.2 Total Probability Rule

Figure 2-15 Partitioning an event into two mutually exclusive subsets.

Figure 2-16 Partitioning an event into several mutually exclusive subsets.

2-5.2 Total Probability Rule (two events)

 Definition:

Let A and B be two events with P(B) 0. The conditional probability of A given B is:
P( A & B) P( A / B) = P( B)
The idea: if we are given that the event B occurred, the relevant sample space is reduced to B {P(B)=1 because we know B is true} and conditional probability becomes a probability measure on B.

P( A & B) P( A / B) = P( B)

can be re-arranged to:

P( A & B) = P( A / B) P( B)
and, since also:
P ( B / A) = P( A & B) P( A) P ( A & B ) = P ( B / A) P( A)

P ( A / B ) P ( B ) = P ( A & B ) = P ( B / A) P ( A) P ( A / B ) P ( B ) = P ( B / A) P ( A) P ( B / A) P ( A) P( A / B) = P( B)

P( B / A) P( A) P( A / B) = P( B)
OR

P ( B / A) P ( A) P( A / B) = P ( B / A) P( A) + P ( B / ~ A) P (~ A)

From the Law of Total Probability

 Why

do we care?? Why is Bayes Rule useful?? It turns out that sometimes it is very useful to be able to flip conditional probabilities. That is, we may know the probability of A given B, but the probability of B given A may not be obvious. An example will help

archaeological data about ceramic design

bowls and jars, decorated and undecorated

previous excavations show:

75% of assemblage are bowls, 25% jars of the bowls, about 50% are decorated of the jars, only about 20% are decorated

we have a decorated sherd fragment, but its too small to determine its form what is the probability that it comes from a bowl?

dec. undec.

bowl ?? 75%

jar
50% of bowls 20% of jars 50% of bowls 80% of jars

P ( B | A) =

P( B ) P( A | B ) P( B ) P( A | B ) + P( ~ B ) P( A |~ B )

25%

can solve for P(B|A) events:?? events: B = bowlness; A = decoratedness P(B)=??; P(A|B)=?? P(B)=.75; P(A|B)=.50 P(~B)=.25; P(A|~B)=.20 P(B|A)=.75*.50 / ((.75*50)+(.25*.20)) P(B|A)=.88

An insurance company believes that drivers can be divided into two classesthose that are of high risk and those that are of low risk. Their statistics show that a high-risk driver will have an accident at some time within a year with probability .4, but this probability is only .1 for low risk drivers .

Assuming that 20% of the drivers are of high-risk, what is the probability that a new policy holder will have an accident within a year of purchasing a policy?
Use law of total probability: P(accident)= P(accident/high risk)*P(high risk) + P(accident/low risk)*P(low risk) = .40(.20) + .10(.80) = .08 + .08 = .16

If a new policy holder has an accident within a year of purchasing a policy, what is the probability that he is a high-risk type driver?
P(high-risk/accident)= P(accident/high risk)*P(high risk)/P(accident) =.40(.20)/.16 = 50%

If a new policy holder has an accident within a year of purchasing a policy, what is the probability that he is a high-risk type driver?
P(accident/HR)=.4 P(accident, high risk)=.08 P(high risk)=.20 P( no acc/HR)=.6 P(no accident, high risk)=.12) P(accident/LR)=.1

Or use tree:

P(low risk)=.80 P( no accident/LR)=.9

P(accident, low risk)=.08 P(no accident, low risk)=.72

______________
1.0

P(high risk/accident)=.08/.16=50%

Definition (two events)

Definition (multiple events)

Definition

Examples of Random Variables