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  • 8/21/2019 ITC Lecture #01

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    Introduction to Probability

    It is the science in which either we study a

    random experiment or we observe a random

    phenomenon.

    In probability study, a sample space is needed

    which is the set of all possible outcomes of

    any random experiment.

    It is the connectivity b/w Descriptive and

    Inferential Statistics.

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    Logical Thinking motivation

    Drawing a FISH can help us understand the logicalthinking:

    Now, try to re-draw the same fish, but withoutlifting your pen once it touches the paper andwithout striking out any of your drew line.

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    Logical Thinking through the Venn

    diagram

    A Venn diagram is a rectangular area showing

    the Sample Space & having some circles inside

    (usually overlapped) which are showing the

    Events.

    S={a,b,c,d,.,n}

    A={a,b,c,f,g,h}

    B={c,d,e,g,h,i}

    C={f,g,h,I,j,k}

    a,bc d,e

    f

    g,h

    i

    J,kl,m,n

    A B

    C

    S

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    Shading the Venn Diagram

    For AB, it should be

    A B

    C

    S

    For AB, it should be

    For A , it should be

    For AB, it should be

    For AB , it should be

    The DemorgansLaw

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    Probability Topics Tree

    Random

    Experiment

    SampleSpace

    Events

    Probability

    Outcomes Criteria Numeric

    Random

    Variable

    Probability

    DistributionExpectation

    Mutually Exclusive (Non Overlapping)

    Non Mutually Exclusive (Overlapping)

    Independent

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

    Dependent

    Conditional Probability

    Counting Rules

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    What is the Distribution?

    Gives us a picture of

    the variability

    and central tendency.

    Can also show the

    amount of skewness

    and Kurtosis.

    http://images.google.com/imgres?imgurl=www.surgical-tutor.org.uk/pictures/diagrams/normal_dist.gif&imgrefurl=http://www.surgical-tutor.org.uk/core/neoplasia/statistics.htm&h=575&w=628&sz=8&tbnid=FjJxyA6fz0cJ:&tbnh=121&tbnw=133&prev=/images?q=normal+distribution&hl=en&lr=&ie=UTF-8&oe=UTF-8&sa=G
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    Bell-Shaped Symmetrical Distribution

    Central Tendency

    Dispersion

    2

    3

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    Probability Distributions

    For any frequency distribution, we need a

    variable while for any probability distribution,

    we need a random variable Random Variable is the data which can be

    obtained by converting the outcomes of any

    sample space into numeric codes after defining

    a particular criteria, so;

    Random Experiment is necessary for a

    probability distribution

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    Any Experiment with uncertain results(outcomes) called a random experiment

    For example, mixing acid and base will

    produce salt and water (Its an experiment)but;

    Tossing a Dice or a Coin, or Drawing a cardfrom well shuffled deck will produce a random

    result (these are examples of randomexperiments), so in each random experiment,we collect all possibilities (outcomes) andmake a sample space

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    Formation of Sample Spaces

    Random Experiments Related to a Fair Coin:Random Experiment # 1:Tossing a fair-coin once

    S={H,T} 21=2 outcomes

    Random Experiment # 2:Tossing a fair coin twice or tossing 2

    fair coins, once.

    S={HH, HT, TH, TT} 22=4 outcomes

    Random Experiment # 3:Tossing a fair coin thrice or tossing 3fair coins, once.

    S={HHH, HHT, HTH, THH, THT, TTH, HTT, TTT} 23=8 outcomes

    In general, 2nshowing the two sided coin is being tossed n times

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    Formation of Dichotomous SS

    A truth Table can help us forming the samplespace: For e.g. Sample Space of Rand. Exp. # 3.

    The formation rule is simple

    Values of Every next column

    should be doubled of the

    preceding column.

    Outcomes can be observed

    Horizontally.

    S. No. 1st 2nd 3rd

    1 H H H

    2 T H H

    3 H T H

    4 T T H

    5 H H T

    6 T H T

    7 H T T

    8 T T T

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    Random Experiments with Dice

    Random Experiment #4:Tossing a fair dice, once

    S={1,2,3,4,5,6} 61=6 outcomes

    Random Experiment #5:Tossing a fair dice, twice orTossing two fair dice once

    S={11, 12, 13, 14, 15,16

    21, 22, 23, ,26.....

    61, 62, 63, ., 66} 62=36 outcomes

    http://www.google.com.pk/imgres?imgurl=http://openclipart.org/people/badaman/badaman_dice.svg&imgrefurl=http://openclipart.org/detail/26713&usg=__ebO8CYxKHWIZveDZ20NqsyuI_NU=&h=367&w=349&sz=11&hl=en&start=12&zoom=1&tbnid=ZRbpI_5SCQJ6ZM:&tbnh=122&tbnw=116&ei=Cil9T8XCGoS8rAfmzKDQDA&prev=/search?q=dice&hl=en&biw=1280&bih=705&gbv=2&tbm=isch&itbs=1
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    Random Experiments Contd..

    Random Experiment #6:Tossing a fair coin and a fairdice, once

    S={H1,H2,H3,H4,H5,H6,T1,T2,.T6} 21 x61=12 outcomes

    Random Experiment #7:Tossing 2 fair coins & a fair diceonce.

    S={HH1,HH2,HH3,HH4,HH5,HH6

    HT1,HT2,HT3,,HT6..

    TT1,TT2,.,TT6} 22x61=24 outcomes

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    Random Experiments A Deck of Cards

    Random Experiment #8: Drawing a card from a

    well shuffled Deck of playing cards.

    S={ Hearts King+Queen+Jack+Ace+2+3++10 13

    Diamonds King+Queen+Jack+Ace+2+3++10 13

    Clubs King+Queen+Jack+Ace+2+3++10 13

    Spades King+Queen+Jack+Ace+2+3++10} 13

    Total= 52

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    Formation of Events

    What is an Event? Its a logical statement which should be followed, strictly

    We always collect the matching outcomes from the samplespace after viewing the Event statement.

    For e.g. if we consider the Random Exp. # 2:

    Object: Tossing a fair coin twice, S={HH,HT,TH,TT}

    Event(s):

    A={First toss should be a Head}

    A={HH, HT}

    B={Exactly one Tail in the outcome}: B={HT,TH}

    Thus we formed two Non-Mutually Exclusive Events

    HTHH TH

    TT

    Replicate the same work for

    Random Experiment #3

    A B

    VENN Diagram

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    Computing Probability

    Probability of an Event P(A)stands for probability of an Event A such that;

    P(A) = n(A)/n(S)

    Where,

    n(A)is the number of outcomes present in Event A.

    n(S) are the number of outcomes present in theSample Space.

    Probability is a proportion of Event in a Sample Space.

    For any Event A; 0 P(A) 1where A S

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    Computing Probabilities (Example)

    Random Experiment # 2: Tossing a fair coin twice or

    tossing two fair coins, once.

    Sample Space S={HH,HT,TH,TT},

    Event(s)

    A={First toss should be a Head}, A={HH, HT}

    B={Exactly one Tail in the outcome}: B={HT, TH}

    Therefore Probabilities will be,P(A)=2/4=0.5 50% chances

    P(B)=2/4=0.5 50% chances

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    Interpreting Probability

    Probability occurs against every Event and should be interpretedin 3 components;

    1) Object of the Random Experiment

    2) Value of the Probability

    3) Event StatementFor e.g., Interpretation of P(A)=0.5 can be written as;

    If we toss a fair coin twice, we have 50% chancesof getting head in the first toss.

    Similarly, P(B)=0.5 would be:If we toss a fair coin twice, we have 50% chancesof getting exactly one tail in both tosses.

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    Union, Intersection and Compliment

    For the same Random Experiment # 2, the followingoperations showing results and relevant interpretationsneeded (where U=OR, =AND, A=not(A):

    Since S={HH,HT,TH,TT} A={HH,HT} B={HT,TH}

    Therefore,AUB={HH,HT,TH} P(AUB)=3/4=0.75 75%

    If we toss a fair coin twice, we have 75% chances of gettinghead in the first toss ORexactly one Tail in both tosses.

    AB={HT} P(AB)=1/4=0.25 25%A=S-A={TH,TT} P(A)=2/4=0.50 50%

    P(A)=1-P(A)

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    Practice Questions

    Q1) If we toss a fair coin three times, determine the

    following probabilities:

    a) P(A)=Probability of getting exactly one Head in all tosses?

    b) P(B)=Probability of getting Tail in the first toss?c) P(C)=Probability of getting exactly one head AND one

    tail? P(One head One Tail)

    d) P(D)=Probability of NOT getting exactly one head in all

    tosses? P(A)

    e) P(F)=Probability of Either getting exactly one head in all

    tosses ORtail in the first toss? P(AUB)

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    Practice Questions (Contd..)

    Q2) If we toss a fair dice twice, determine the following

    Probabilities: (Ref. Random Experiment #4)

    a) P(A)=Probability of getting same number on both Dice?

    b) P(B)=Probability of getting odd number in both Dice?c) P(C)=Probability of getting sum of both numbers equals

    to 5?

    d) P(D)=Probability of getting an odd number AND an even

    number on two Dice respectively.

    e) P(F)=Probability of NOT getting the same number on

    both Dice?

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    Practice Questions (Contd..)

    Q3) If we toss a fair COIN and a Fair DICE once, determine

    the following Probabilities:(Ref. Random Experiment #6)

    a) P(A)=Probability of getting exactly One head in the coin?b) P(B)=Probability of getting an odd number on Dice?

    c) P(C)=Probability of getting exactly one Head with an Odd

    number on Dice? P(AB)

    d) P(D)=Probability of getting a number less than 4 on Dice.

    e) P(F)=Probability of NOT getting exactly one Head in the

    coin? P(A)=1-P(A)

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    Practice Questions (Contd..)

    Q4) If we toss two fair COINS and a Fair DICE once,determine the following Probabilities: (Ref. RandomExperiment #7)

    a) P(A)=Probability of getting exactly One head in the coin?

    b) P(B)=Probability of getting an odd number on Dice?

    c) P(C)=Probability of getting exactly one Head with an Oddnumber on Dice? P(AB)

    d) P(D)=Probability of getting a number less than 4 on Dice.

    e) P(F)=Probability of NOT getting exactly one Head in thecoin? P(A)=1-P(A)