Introduction to Probability 1
What is Probability?
Let’s bring a coin and toss the coin. What do you get?
or
(head) (tail)
If you toss a coin 10 times, what is the proportion of tosses that show a head?
Try it by yourself.
If you toss a coin 10,000 times, what is the proportion of tosses that show a head?
The answer is given by Probability.
Probability is a number between 0 and 1 that tells the proportion of
times that an outcome occurs in the long series of repetitions.
Introduction to Probability 2
Definition
1. An experiment is process that gives a set of well-defined outcomes
(also refer to sample point)
2. A sample space ( S ) is set of all possible outcomes.
Example 1 – Tossing a Coin
Sample space:
Example 2 – Tossing a Coin Twice
Sample space:
Introduction to Probability 3
Event and Probability of an Event
1. An Event is a set of all possible outcomes, given it satisfies certain
conditions.
2. The probability of an event A is defined as
Number of outcomes∈ A
P ( A )=
Total Number of outcomes∈ Sample Space
Notation of Probability
Introduction to Probability 4
Calculating Probability
Example – Suppose you roll a die.
Question 1 - Determine the sample space. How many outcomes are there in the
sample space
Sample space:
Total number of outcomes:
Question 2 – What is the probability that the face number is odd?
What are the odd numbers when you roll a die? 1, 3 or 5
number of outcomes = 3
number of outcomes ∈{1 , 3 ,5 }
P ( odd number )= =¿
total outcomes ∈sample space
Question 3 –What is the probability that the face number is greater than 2?
What are the numbers greater than 2? 3, 4, 5 or 6
Number of outcomes = 4
number of outcomes∈{3 , 4 , 5 ,6 }
P ( greater than2 )= =¿
total outcomes ∈sample space
Introduction to Probability 5
Question 4 –What is the probability that the face number is odd and greater
than 2?
We need to determine all possible outcomes satisfy both conditions
Face Number Is odd? Is greater than 2?
Only “3” and “5” are both odd and greater than 2.
( ⏟ greater than2 =¿
P odd ∩
)
¿
Note: The symbol ∩ means “AND”
Introduction to Probability 6
Question 5 –What is the probability that the face number is odd OR greater
than 2?
We need to find the outcomes that satisfy at least one of these conditions (odd or
greater than 2)
Face Number Is odd? Is greater than 2?
How many numbers satisfy at least one of these conditions? 1, 3, 4, 5 or 6
There are total of 5 numbers
⏟ greater than 2 =¿
(
P odd number ∪
OR
)
Note: The symbol ∪ means “OR”
Introduction to Probability 7
Question 6 [Conditional Probability] – Suppose the face number is odd. What is the
probability that this face number is greater than 2?
If the face number is odd, the face number is either “1” “3” or “5”
Odd numbers
1, 3, 5
How likely that we choose a number from “1”, “3” or “5” that is greater than 2?
Of those numbers, only “3” and “5” are greater than 2
Odd number Event A
1, 3, 5
3,5 1
Number of Odd Numbers greater than 2 2
Probability= ¿
Total odd numbers 3
Introduction to Probability 8
Basic Probaility Rules
For any event A, P( A) is always between 0 and 1 inclusively.
Rule 1
0 ≤ P( A )≤ 1
The total probability of all possible outcomes in the sample space (S) is always
Rule 2 1
P ( S )=1
Rule 3 Two events A and B are disjoint (or mutual exclusive) if A and B never
occur together. Then the probability that A or B happens is
( ⏟ B =P ( A ) + P(B)
P A∪
)
¿
This rule is so-called addition rule.
Rule 4 For any event A
P ( A does not occur )=1−P( A)
This rule is so-called complementary rule.
Note: The event “A does not occur” is usually denoted by A ' or Ac
Rule 5 For any two events A and B, we define the conditonal probability of A
given that the event B has occurred as:
P( A∧B)
P
( ⏟
A
| ⏟
B
Event of Interest Event has happen
)
=
P(B)
The vertical line “|” means “given” or
“conditional on”
[Note: A | B is said as “A conditional on B” ]
This rule is so-called “Conditional Probability Rule”.
Introduction to Probability 9
Example 1- A box contains 9 balls (2 green, 3 yellow and 4 red). Suppose a ball is
selected at random,
a. what is the probability of selecting
a green ball? a yellow ball? a red ball?
Probability
b. Vertify Rule 2. Sum up all probabilities in (a). What is the sum?
Green Yellow Red SUM
Probability
Remember: The total probability of all possible outcomes in the sample space is always
1
c. What is the probability of selecting a non-green ball?
Please use Rule 3 (addition rule) .
Think about the possbilities of getting a non-green ball.
There are two possbilities of getting a non-green ball
1. Getting a yellow ball
2. Gettting a red ball
The probability of getting a non-green ball is
3 4 7
P ( non-green ball )=P ( yellow ball ) + P ( red ball )= + =
9 9 9
Introduction to Probability 10
d. What is the probability of selecting a non-green ball?
Please use Rule 4 (Complementary Rule).
Here is the simple idea:
Suppose there are 10 children, 4 of them are boys. How many girls?
The answer is simple.
Number of girls = Total number of children – Number of boys
= 10 - 4 = 6
Similar idea:
⏟
P ( non−green ball ) =Total ⏟
Probability −P ( green ball )
1
2
9
P ( non-green ball )=¿
We get the same answer.
e. Suppose a non-green ball is selected. What is the probability that this non-green
ball is red?
Please use Rule 5 (Conditional Probability Rule)
It is a conditional probability of selecting a red ball given the ball is not green.
Color Probability
Yellow
Non-Green Ball
Red
Total
P ( Red| Not a green ball¿=¿
Introduction to Probability 11
Example 2 - In a statistics class, there are total 100 students
60 students take calculus
70 students take accounting
40 students take both calculus and accounting
Question: Given a student is selected at random, what is the probability
that the student takes
1. calculus 4. calculus OR accounting
2. accounting 5. calculus OR accounting, but NOT both
3. both calculus and
accounting
Solution
Step 1 – For solving any word problems, summarize the information in two-way
table
Calculus
Total
taking not taking
taking
Accounting
No t taking
100
Total
Now we need to complete the rest of entries
Step 2 – Apply the probability formula
For many word problems, we can use the following formula to calculate the probability
that any event E occur
Frequency that event E occurs
P ( E )=
Total frequency
Introduction to Probability 12
1. Compute the probability that a student takes calculus
number of students taking calculus
P ( Calculus )= =¿
total number of students
2. Compute the probability that a student takes accounting
number of students taking accounting
P ( A ccounting ) = =¿
total number of students
3. Compute the probability that a student takes both calculus AND
accounting
number of students taking both calculus and accounting
P ( Calculus∧ Accounting )=
total number of students
¿
Introduction to Probability 13
4. Compute the probability that a student takes calculus OR accounting
There are 3 possibilities. A student can take
Calculus Accounting
Now compute the probability for each possibility
Possibility Probability
1) calculus, but NOT accounting
2) accounting, but NOT calculus
3) both calculus and accounting
sum
Introduction to Probability 14
Common Mistake: P ( Calculus∨ Accounting )=P ( Calculus ) + P( Accounting)
It is NOT CORRECT.
The event of taking calculus and the event of taking accounting are NOT disjoint
because a student CAN take both subjects at the SAME time.
[Optional] Alternative Solution:
Rule: Given two events A and B
P ( A∨B ) =P ( A )+ P ( B )−P (A∧B)
This rule can apply on any NON-disjoint events.
Back to the question:
P ( Calculus∨ Accounting )=P ( Calculus ) + P ( Accouting ) – P ( Calculus∧ Accounting )
70 60 40 90
¿ + − =
100 100 100 100
Introduction to Probability 15
5. Compute the probability that a student takes calculus OR accounting, but
NOT both
There are ONLY 2 possibilities. A student would take
calculus, but NOT accounting, OR
accounting, but NOT calculus, OR
Now compute the probability for each possibility
Possibility Probability
calculus, but NOT accounting
accounting, but NOT calculus
sum
Introduction to Probability 16
Example 3 – Continue from Example 2
Calculus
Total
taking not taking
taking 40 30 70
Accounting
No t taking 20 10 30
Total 60 40 100
a. Given a calculus student is selected at random, what is the probability that the student also
takes accounting?
Solution: We know that the student takes calculus,
so we look at the first column of the two-way table.
Calculus
Taking accounting
Not taking
accounting
Total
Number of calculus students taking accounting
Probability= =¿
Total Number of calculus students
b. Given an accounting student is selected at random, what is the probability
that the student also takes calculus?
Solution: We know that the student takes accounting,
so we look at the first row of the two-way table.
Accounting
Taking calculus
Not taking accounting
Total
Number of accounting students taking calculus
Probability= =¿
Total Number of accounting students
Introduction to Probability 17
Example 4 - In a statistics class, there are total 100 students,
60 students take calculus
70 students take accounting
80 students take calculus or accounting
Complete the following table.
Calculus
Total
taking not taking
taking 50 20 70
Accounting
No t taking 10 20 30
Total 60 40 100
a. What is the probability that a randomly chosen student does not take any of two subjects?
b. What is the probability that a randomly chosen student takes both calculus and
accounting?
