STAT 3502 Class 1 Notes

STAT 3502
Introduction to Probability and Statistics for

Engineers
Instructor: Christopher Gravel
Carleton University
STAT 3502
C. Gravel (Carleton)
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Introduction
Introduction
Statistics
Statistics is the science of learning from data, and of measuring,
controlling, and communicating uncertainty." American Statistical
Association
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Chapter 2 - Probability
Probability Theory
The subject of probability theory is the foundation upon which all of
statistics is built, providing means for modelling populations,
experiments, or almost anything that can be considered a random
phenomenon." Casella and Berger
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2.1 Sample Spaces and Events

Definition: Experiment (p. 51)
An experiment is any activity or process whose outcome is subject
to uncertainty.
Definition: Sample Space (p. 51)

The sample space of an experiment, denoted by S, is the set of all
possible outcomes of that experiment.
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Sample Spaces and Events - 2
Definition: Event (p. 52)

An 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 compound if it consists of more than one outcome.
When an experiment is performed, a particular event A is said to

occur if the resulting experimental outcome is contained in A.
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Example: A deck of cards

Consider the following three events based on 1 card drawn from a
deck of cards:
A: a heart is drawn
B: a non-face card is drawn
C: a card is drawn whose number if divisible by 3
Identify the sample space, the simple events and the compound
events.
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Example: The Sample Space
which we will denote as:

S = {A, 2, 3, ..., J, Q, K,
A, 2, 3, ..., J, Q, K,
A, 2, 3, ..., J, Q, K,
A, 2, 3, ..., J, Q, K}
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Example: The Events
The simple events are the elements of S, or all the cards in the
deck.
The compound events are:

A
{A, 2, 3, ..., J, Q, K}
{2, 3, ..., 9, 10, 2, 3, ..., 9, 10,
{3, 6, 9, 3, 6, 9, 3, 6, 9, 3, 6, 9, }
2, 3, ..., 9, 10, 2, 3, ..., 9, 10}
See Example 2.5 p. 52 for an additional example.
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Since an event can be thought of as a set, we can use relationships
and results from set theory to study events. The following
operations will be used to create new events from given events.
Definition: Set Operations (p.53)

Let A and B be 2 events contained in S.
Complement: The complement of A is the set of all outcomes

0
in S NOT contained in A. Denoted as A or Ac .
Union: The event of all outcomes either in A OR B. Denoted as

A B.
Intersection: The event of all outcomes in A AND B. Denoted
as A B.
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Venn Diagram
A Venn diagram is a logical schematic that demonstrates all possible
logical relations between finite collections of sets.
See p.54 for some discussion on Venn diagrams in the book.
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Recall, the following compound events:
A: a heart is drawn
B: a non-face card is drawn
C: a card is drawn whose number if divisible by 3
Set Operations
The list outcomes in the following events:
i) B
ii) A B
iii) A C
0
iv) B C
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Definition: Mutually Exclusive/Disjoint (p. 54)
Let denote the null event (the event consisting of no outcomes
whatsoever). When A B = , A and B are said to be mutually
exclusive or disjoint events. is also known as the empty set.
In the previous example, we demonstrated that B C = , since

there are no outcomes in common between a face card" AND
the card drawn is divisible by 3".
See Example 2.10 p. 54 for an additional example.
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Additional Examples
Q. 8, P. 55
An engineering construction firm is currently working on power
plants at three different sites. Let A denote the event that the plant
at site is completed by the contract date. Use the operations of
union, intersection, and complementation to describe each of the
following events in terms of A1 , A2 , and A3 , draw a Venn diagram,
and shade the region corresponding to each one.
At least one plant is completed by the contract date.
All plants are completed by the contract date.
Only the plant at site 1 is completed by the contract date.
Exactly one plant is completed by the contract date.
Either the plant at site 1 or both of the other two plants are
completed by the contract date.
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Additional Examples
Q. 9, P. 55 DeMorgans Laws
Use Venn diagrams to verify the following two relationships for any
events A and B (these are called De Morgans laws):
(A B)0 = A0 B0
(A B)0 = A0 B0
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2.2 Axioms, Interpretations, and Properties of Probability
2.2 Axioms, Interpretations, and Properties of

Probability
Given an experiment and a sample space S, the objective of

probability is to assign to each event A a number P(A), called the
probability of the event A, which will give a precise measure of the
chance that A will occur.
The Axioms of Probability, p. 56

i) For any event, A, P(A) 0.
ii) P(S) = 1.
iii) If A1 , A2 , A3 ... is an infinite collection of disjoint events, then,
P(A1 A2 A3 ...) =
P(A )
=1
Notation:
P(A1 A2 A3 ...) = P
A
=1
Infinite collection of disjoint events can be written as, A Aj =
for all , j such that 6= j.
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Justification and Implications of the Axioms

The axioms are meant to be the starting point of reasoning" from
which to build probability theory. As such, they will ) not contain
any property that can be derived from others on the list and ) can
be justified by intuition.
Justification
i) The chance of A occurring is non-negative.
ii) The probability of ALL outcomes occurring is 1 (100%).
iii) Assume no 2 events can occur simultaneously (disjointness).
Then, the probability of at least 1 event occurring is the sum of
the probabilities of the individual events.
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Justification and Implications of Axioms - 2

i) P() = 0.
ii) Axiom 3 holds for a finite collection of disjoint sets:
k
k
X
[
P
A =
P(A ).
=1
=1
0
iii) For any event B, P(B) = 1 P(B ) which implies P(B) + P(B ) = 1.
iv) For any event A, 0 P(A) 1.
v) For any 2 events (not necessarily disjoint),A and B,
P(A B) = P(A) + P(B) P(A B).
Note, if A and B are disjoint, P(A B) = 0, and
P(A B) = P(A) + P(B), see axiom 3.
vi) For any 3 events A, B, and C,
P(A B C)
P(A) + P(B) + P(C) P(A B) P(B C)

P(A C) + P(A B C)
See page 61. for Venn diagram of (vi). Try to convince yourself
of the formula.
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Interpreting and Computing Probabilities - 1

Equiprobable Events
If each possible event, E for every = 1, ..., n, is equally likely
(equiprobable) then the probability of each event is,
p = P(E ) =
Example: A deck of cards.

i) The probability of a 3 of hearts is 1/52.
ii) The probability of a queen of spades is 1/52.
and so on...
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Probability of an event A
Let A be an event and N(A) denote the number of outcomes
contained in A. Then,
P(A) =
X
E A
P(E ) =
X 1
E A
N(A)
n
Recall the previous example on a deck of cards:

A
{A, 2, 3, ..., J, Q, K}
{2, 3, ..., 9, 10, 2, 3, ..., 9, 10,
{3, 6, 9, 3, 6, 9, 3, 6, 9, 3, 6, 9}
2, 3, ..., 9, 10, 2, 3, ..., 9, 10}
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i) Let A be the event of drawing a heart. Then,

P(A) =
N(A)
n
13
52
= 0.25.
ii) Let B be the event of drawing a non face card. Then,

P(B) =
N(B)
n
36
52
= 0.6923.
iii) Let C be the event of drawing a card displaying a number

divisible by 3. Then,
P(C) =
N(B)
n
12
52
= 0.2308.
and so on... Try determining the probabilities of the events listed

in the Sample Spaces and Events - 8 slide:
i)
ii)
iii)
iv)
B
AB
AC
0
B C
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N(A)
The quantity n can be thought of as a relative frequency. With a

deck of cards we know the quantity N(A), but imagine we did not.
Consider an experiment that can be repeatedly performed in an

identical and independent fashion, and let A be an event
consisting of a fixed set of outcomes of the experiment.
If the experiment is performed n times, on some of the

replications the event A will occur (the outcome will be in the set
A), and on others, A will not occur.
Then, the relative frequency is the number of times a repeated

experiment yields the event of interest, A, divided by the total
N(A)
number of repetitions ( n ).
This quantity will vary each time the experiment is conducted and
N(A)
as n gets large, n will approach a limiting value known as the
limiting relative frequency which we will identify as P(A).
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Interpreting and Computing Probabilities - 4a
For example, let A be the event that a package sent within the state
of California for 2nd day delivery actually arrives within one day. The
results from sending 10 such packages (the first 10 replications) are
as follows:
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Interpreting and Computing Probabilities - 4b
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Additional Question
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STAT 3502

Introduction to Probability and Statistics for

2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Definition: Sample Space (p. 51)

2.1 Sample Spaces and Events

Sample Spaces and Events - 2

Definition: Event (p. 52)

When an experiment is performed, a particular event A is said to

2.1 Sample Spaces and Events

Sample Spaces and Events - 3

Example: A deck of cards

2.1 Sample Spaces and Events

Sample Spaces and Events - 4

which we will denote as:

2.1 Sample Spaces and Events

Sample Spaces and Events - 5

The compound events are:

{2, 3, ..., 9, 10, 2, 3, ..., 9, 10,

2, 3, ..., 9, 10, 2, 3, ..., 9, 10}

See Example 2.5 p. 52 for an additional example.

2.1 Sample Spaces and Events

Sample Spaces and Events - 6

Definition: Set Operations (p.53)

Complement: The complement of A is the set of all outcomes

Union: The event of all outcomes either in A OR B. Denoted as

2.1 Sample Spaces and Events

Sample Spaces and Events - 7

See p.54 for some discussion on Venn diagrams in the book.

2.1 Sample Spaces and Events

Sample Spaces and Events - 8

2.1 Sample Spaces and Events

Sample Spaces and Events - 9

In the previous example, we demonstrated that B C = , since

See Example 2.10 p. 54 for an additional example.

2.1 Sample Spaces and Events

At least one plant is completed by the contract date.

All plants are completed by the contract date.

Only the plant at site 1 is completed by the contract date.

Exactly one plant is completed by the contract date.

2.1 Sample Spaces and Events

2.2 Axioms, Interpretations, and Properties of Probability

2.2 Axioms, Interpretations, and Properties of

Given an experiment and a sample space S, the objective of

The Axioms of Probability, p. 56

2.2 Axioms, Interpretations, and Properties of Probability

Justification and Implications of the Axioms

2.2 Axioms, Interpretations, and Properties of Probability

Justification and Implications of Axioms - 2

P(A) + P(B) + P(C) P(A B) P(B C)

2.2 Axioms, Interpretations, and Properties of Probability

Interpreting and Computing Probabilities - 1

Example: A deck of cards.

2.2 Axioms, Interpretations, and Properties of Probability

Interpreting and Computing Probabilities - 2

Recall the previous example on a deck of cards:

{2, 3, ..., 9, 10, 2, 3, ..., 9, 10,

2, 3, ..., 9, 10, 2, 3, ..., 9, 10}

2.2 Axioms, Interpretations, and Properties of Probability

i) Let A be the event of drawing a heart. Then,

ii) Let B be the event of drawing a non face card. Then,

iii) Let C be the event of drawing a card displaying a number

and so on... Try determining the probabilities of the events listed

2.2 Axioms, Interpretations, and Properties of Probability