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Todays Agenda:
Random Experiment,
Sample Space and Event
Introduction to Probability
Conditional Probability

Random Experiment,
Sample Space and Event

Random Experiment
An experiment that can result in different
outcomes even though it is repeated in
the same manner every time.

Random Experiment,
Sample Space and Event

Random Experiments
Drawing a colored ball from
a box
Rolling a normal sixsided die
Weighing yourself during
different times of the day

Random Experiment,
Sample Space and Event

Sample Space
Set of all possible outcomes in a random
experiment
Denoted by S

Random Experiment,
Sample Space and Event

Sample Space
S = {Red, Blue, Yellow}

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

S = {x|0 x }

Random Experiment,
Sample Space and Event

Sample Space
Set of all possible outcomes in a random
experiment
Denoted by S

Discrete Sample Space

Contains finite or countable infinite set of
outcomes

Continuous Sample Space

Contains an interval (either finite or
infinite) of real numbers as outcomes

Random Experiment,
Sample Space and Event

Sample Space
DISCRETE
S = {Red, Blue, Yellow}
DISCRETE
S = { 1, 2, 3, 4, 5, 6}
CONTINUOUS
S = {x|0 x }

Random Experiment,
Sample Space and Event

What is the sample space for tossing two

coins?

S = {HH, TH, HT, TT}

The elements of a sample space must be
mutually exclusive. This means that no two
outcomes can occur at the same time

Random Experiment,
Sample Space and Event

What is the sample space for tossing two

coins?

S = {HH, TH, HT, TT}

The sample space must also be exhaustive.
This means that in any iteration of the
experiment, the outcome must be an element
of the sample space

Random Experiment,
Sample Space and Event

Event
An element or a subset of the sample
space of a random experiment

Random Experiment,
Sample Space and Event

Probability is concerned with

finding the chance of a certain
event occurring out of many
possible outcomes

Introduction to
Probability

Probability
Measure of Uncertainty
Allows us to characterize uncertainty
which makes it an invaluable tool for
decision making

Introduction to
Probability

Probability
P(A) =

NA
N

NA: Occurrences of Desired Event

N: Total Possible Outcomes

Introduction to
Probability

If I roll a normal six-sided die, what is the probability that

the number rolled will be divisible by 3?

NA
P(A) =
N
A: Number rolled is divisible by 3
N: Total Possible Outcomes
N = 6 {1, 2, 3, 4, 5, 6}
NA: Occurrences of Desired Event
WHAT
NA = 2 {3, 6}
DOES THIS
2
1
NUMBER
P(A) =
6
3
MEAN?

Introduction to
Probability

If we repeat the experiment several times, the proportion

that the number 3 or 6 will be rolled will tend to 1/3

P(A) =

10
NA
28
N

0.35714

Probability does not give us

exact results, it is after all a
measure of uncertainty

Introduction to
Probability

What is more likely to happen? Rolling a number divisible

by 3 or a number divisible by 2?

A: Number rolled is divisibleB: Number rolled is divisible

by 3
by 2
P(A) =

1
3

P(B) =

1
2

Since P(B) > P(A)

We say that event B is more likely to happen than event A

Introduction to
Probability

Equally Likely Outcomes

When a random experiment has a sample
space that contains N possible outcomes,
each equally likely to happen, the
probability of each outcome is 1/N

Introduction to
Probability

Equally Likely Outcomes

1/6
1/3

1/2

Introduction to
Probability

What is the sample space of the random

experiment that counts the number of heads
resulting from six coin tosses?

S = {0, 1, 2, 3, 4, 5, 6}
There are 7 possible outcomes. Can we say that
P(0) = P(1) = P(2) = P(3) = P(4) = P(5) = P(6) =
1/7?
NO.
The outcomes shown are NOT EQUALLY likely to
happen

Introduction to
Probability

Introduction to
Probability

The individual probabilities: P(full house),

P(Flush), P(Four of A kind) represent our degree
of belief or knowledge that these events will
occur and are governed by the axioms of
probability

Introduction to
Probability

Axioms of Probability
Nonnegativity
P(A) 0, for any event A

Additivity
Given two disjoint (mutually exclusive)
event, P(A U B) = P(A)+ P(B)

Normality
P(S) = 1

Introduction to
Probability

From the axioms of probability we are able to

infer other properties of probabilities
Nonnegativity
P(A) 0, for any event A

Normality
P(S) = 1

P(A) 1, for any event A

Introduction to
Probability

From the axioms of probability we are able to

infer other properties of probabilities
P(A) 1, for any event A
Additivity
Given two disjoint (mutually exclusive)
event, P(A U B) = P(A)+ P(B)

P(A) = 1 P(A)

Introduction to
Probability

From the axioms of probability we are able to

infer other properties of probabilities
P(A) 1, for any event A
Additivity
Given two disjoint (mutually exclusive)
event, P(A U B) = P(A)+ P(B)

P() = 0
Probability of occurrence of an
event not in the sample space is,
zero

Introduction to
Probability

Set Theory can be used to better analyze

probability

Introduction to
Probability

If I roll a dice, what is the probability of landing a number

the is divisible by 3 or divisible by 2?

NA
P(A) =
N
A: Number rolled is divisible by 3 or divisible by 2
N: Total Possible Outcomes
N = 6 {1, 2, 3, 4, 5, 6}
NA: Occurrences of Desired Event
NA = 4 {2, 3, 4, 6}
2
4
P(A) =
3
6

Introduction to
Probability

If I roll a dice, what is the probability of landing a number

the is divisible by 3 or divisible by 2?

Using set theory

A: Number rolled is divisible by 3 B: Number rolled is divisible by 2

P( A U B) = ?

Introduction to
Probability

If I roll a dice, what is the probability of landing a number

the is divisible by 3 or divisible by 2?

Using set theory

A: Number rolled is divisible by 3 B: Number rolled is divisible by 2

P(A) =

1
3

P(B) =
P(AB)
=

1
2
1
6

Introduction to
Probability

Given P(A) =

1
3

P(B) =

1
2

What is P(A U B)?

A

P(AB)
=

1
6

The area of (AB) was counted twice

Thus it has to be subtracted from the equation

Introduction to
Probability

Given P(A) =

1
3

P(B) =

1
2

What is P(A U B)?

A

P(AB)
=

1
6

P(A U B) =P(A) + P(B) - P(AB)

P(A U B) =1/3 + 1/2 - 1/6==2/3
2/3

Introduction to
Probability

Given P(A) =

1
3

1
2

P(B) =

What is P(A B)?

A

P(AB)
=

P(A B) = P(B) - P(AB)

= 1/2 1/6
= 1/3

1
6

Introduction to
Probability

Given P(A) =

1
3

P(B) =

1
2

What is P(A B)?

P(A B)=1/3

P(AB)
=

1
6

Introduction to
Probability

Given two mutually exclusive events A & B with

probabilities P(A) & P(B) respectively, prove that P(A U B)
= P(A) + P(B)
P(A U B) =P(A) + P(B) - P(AB)
A

P(AB) = 0
P(A U B) =P(A) + P(B) - 0
P(A U B) =P(A) + P(B)

Conditional Probability

P(A) =

NA
N

NA: Occurrences of Desired Event

N: Total Possible Outcomes

Conditional Probability

Consider the two boxes with different set of balls. Assume

that your are blindfolded and you pick a ball at random,
what is the probability that the ball drawn is red?
NA
P(A) =
N
A: Picking a red ball
N=7
NA = 3
7
P(A) =

3
7

Conditional Probability

It is known that your friend drew a ball from the second

box, what is the probability that balls color is red?
3
P(red) =
7
P(red | box 2) = ?
The | symbol represents conditional probability and is is
read as given that. The information on the right of the
symbol is already known and no longer probabilistic.

Introduction to
Probability

Conditional Probability
Probability of occurrence of an event given
an occurrence of another known event

Conditional Probability

It is known that your friend drew a ball from the second

box, what is the probability that balls color is red?
P(red | box 2) = ?
Since we know that the ball was drawn from the second
box, the sample space is now smaller
7
N=4

NA = 2
7

P(red | box 2) = 1/2

Source: Montgomery & Runger, 4th edition

Conditional Probability
Disks of polycarbonate plastic from a supplier are analysed for
scratch and shock resistance. The results from 100 disks are
summarized as follows.
Shock Resistance

Scratch
Resistance

High

Low

Hig
h

70

Low

16

Let A denote the the event that a disk has high shock
resistance and B denote the event that a disk has a high
scratch resistance

43
86
P(A) =
100
50

Source: Montgomery & Runger, 4th edition

79
P(B) =
100

Conditional Probability
Disks of polycarbonate plastic from a supplier are analysed for
scratch and shock resistance. The results from 100 disks are
summarized as follows.
Shock Resistance

Scratch
Resistance

High

Low

Hig
h

70

Low

16

Let A denote the the event that a disk has high shock
resistance and B denote the event that a disk has a high
scratch resistance

P(A|B) =

70
79

P(B|A) =

35
70
43
86

Conditional Probability
You roll two fair six-sided dice. Each one of the 36 possible
outcomes is equally likely. Find the probability that
doubles were rolled.

P(doubles) =

1
6
6
36

Conditional Probability
You roll two fair six-sided dice. Each one of the 36 possible
outcomes is equally likely. Find the probability that
doubles
doubleswere
wererolled
rolledgiven
given
that
that
thethe
sumsum
of the
of two
thedice
twois
dice is
less
less
than
than
or equal
or equal
to 6. to 6.
Is your Sample Space still equal to 36? NO!
1,1
1,5
2,1
3,1
4,1
5,1

1,2

1,3

1,4

2,2
3,2
4,2

2,3
3,3

2,4

P(doubles | sum 6)
=

1
3
15
5

Conditional Probability
You roll two fair six-sided dice. Each one of the 36 possible
outcomes is equally likely. Find the probability that at
least one die lands on a 6 given that both dice land on
different numbers.

Next Time on IE 27
More Conditional Probability
Independence
Multiplication Rule
Total Probability Rule
Bayes Theorem

Source: Taha

.Fin.