Chapter Two Probability
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Transcript Chapter Two Probability
Chapter Two
Probability
Probability Definitions
Experiment:
Process that generates
observations.
Sample Space:
Set of all possible
outcomes of an
experiment.
Event Definitions
Event:
Subset of outcomes contained
in the sample space.
Simple Event:
Consists of exactly one
outcome.
Compound Event:
Consists of more than one
outcome.
Set Notation Review
For Two Events A and B:
Union: “A or B” = A B
Intersection:
“A and B” = A B
Complement:
A´
Mutually Exclusive:
No outcomes in common
Probabilistic Models
1) Equally Likely:
Based on Definition
Games of Chance
2) Relative Frequency
Objective Interpretation
Based on Empirical Data
3) Personal Probability
Subjective Interpretation
Based on Degree of
Belief
Properties of Probability
For any Event A:
P(A) = 1 – P(A)
If A and B are Mutually Exclusive,
P(A B) = 0
For any two events A and B:
P(A B) = P(A) + P(B) – P(A B)
Counting Techniques
Product Rule for Ordered Pairs
Tree Diagrams
General Product Rule
Permutations
Combinations
Permutation
An “ordered” arrangement of
k distinct objects taken from a
set of n distinct objects.
The number of ways of
ordering n distinct objects
taken k at a time is Pk,n
Pk,n = n! / (n-k)!
Combination
An “unordered” arrangement
of k distinct objects taken
from a set of n distinct
objects.
The number of ways of
ordering n distinct objects
taken k at a time is Ck,n
Ck,n =
n
(
k)
= n! / k!(n-k)!
Example:
Twenty Five tickets are sold
in a lottery, with the first,
second, and third prizes to be
determined by a random
drawing. Find the number of
different ways of drawing the
three winning tickets.
Example:
Twenty tickets are sold in a
lottery, with 5 round trips to
game 1 of the World Series
to be determined by a
random drawing. Find the
number of different ways of
drawing the five winning
tickets.
Example:
A solar system contains 6
Earth-like planets & 4 Gas
Giant-like planets. How many
ways may we explore this
solar system if our resources
allow us to only probe 3 Gas
Giants and 3 Earth-like
planets?
Example:
There are 50 students in
ISE 261. What is the
probability that at least
2 students have the
same birthday? (Ignore
leap years).
Example
A dispute has risen in Watson Engineering
concerning the alleged unequal distribution of
10 computers to three different engineering
labs. The first lab (considered to be
abominable) required 4 computers; the second
lab and third lab needed 3 each. The dispute
arose over an alleged ISE 261 random
distribution of the computers to the labs
which placed all 4 of the fastest computers to
the first lab. The Dean desires to known the
number of ways of assigning the 10
computers to the three labs before deciding
on a course of action. What is the Dean’s next
question?
Conditional Probability
For any two events A and B
with P(B) > 0, the
conditional probability of A
given that B has occurred is
defined by:
P(A|B) = P(A B)/P(B)
Multiplication Rule
P(A B) = P(A|B) x P(B)
Multiplication Rule
Four students have responded
to a request by a blood bank.
Blood types of each student are
unknown. Blood type A+ is only
needed. Assuming one student
has this blood type; what is the
probability that at least 3
students must be typed to
obtain A+?
Conditional Probability
Experiment = One toss of a coin.
If the coin is Heads; one die is
thrown. Record Number.
If the coin is Tails; two die are
thrown. Record Sum.
What is the Probability that the
recorded number will equal 2?
Conditional Probability Problem:
30% of interstate highway accidents
involve alcohol use by at least one driver
(Event A). If alcohol is involved there is a
60% chance that excessive speed (Event S)
is also involved; otherwise, this
probability is only 10%. An accident
occurs involving speeding! What is the
probability that alcohol is involved?
P(A) = .30
P(A’)= .70
P(SA|A) = .60
P(SA’|A’)= .10
Bayes’ Theorem
A1,A2,….,Ak a collection of k
mutually exclusive and
exhaustive events with P(Ai) > 0
for i = 1,…,k. For any other event
B for which P(B) > 0:
P(Ap|B) = P (Ap B) / P(B) =
P(B|Ap) P(Ap)
P(B|Ai) P(Ai)
Example: Bayes’ Theorem
The probabilities are equal that
any of 3 urns A1, A2,& A3 will
be selected. Given an urn has
been selected & the drawn ball
is black; what is the probability
that the selected urn was A3?
A1 contains: 4 W & 1 Black
A2 contains: 3 W & 2 Black
A3 contains: 1 W & 4 Black
Independence
Two events A and B are
independent if:
Or
Or
P(A|B) = P(A)
P(B|A) = P(B)
P(A B) = P(A) P(B)
and are dependent otherwise.
Independence Example:
Three brands of coffee, X, Y,& Z are to
be ranked according to taste by a
judge. Define the following events as:
A: Brand X is preferred to Y
B: Brand X is ranked Best
C: Brand X is ranked Second
D: Brand X is ranked Third
If the judge actually has no taste
preference & thus randomly assigns
ranks to the brands, is event A
independent of events B, C, & D?
Independence
Consider the following 3
events in the toss of a single
die:
A: Observe an odd number
B: Observe an even number
C: Observe an 1 or 2
Are A & B independent events?
Are A & C independent events?
Example:
A space probe to Mars has 35
electrical components in
series. If the mission is to
have a reliability (probability
of success) of 0.90 & if all
parts have the same
reliability, what is the
required reliability of each
part?