Stat 200 Mathematical Probability and Statistics I Lecture I - Random events and Experiments / Approaches to Probability Certain processes

es or phenomena in nature can be predicted with certainty. These phenomena are said to be deterministic. For example, if the initial velocity of a projectile is known, the velocity of the projectile at any subsequent time can be determined. Many other non-deterministic processes have outcomes that are not predictable. These processes cannot be characterized by a simple mathematical equation and are called Random Processes. An example of a random process could be the outcome of a single toss of a balanced coin. Probability Theory is a mathematical discipline that attempts to provide concepts and models for the study of these non deterministic phenomena. It is used to explain and predict to some degree, the results of random experiments. A statistical experiment is a process that has more than one possible outcome.

Examples (i) (ii) Coin is tossed three times to determine the number of heads Two gas stations are located at a certain intersection. Each has six pumps. Consider the experiment in which the number of pumps in use at a particular time of day is determined for each station. A man is chosen at random from the set of all male students at UWI and his height (in cm) is measured. The sample space of an experiment is the set of all possible outcomes. Identify the sample space for each of the above experiments? An event is any subset of outcomes of the sample space that one may be interested in. Define the event A that two heads are obtained in (i). Define the event B that 4 pumps are in use at given time in (ii). Define the event C that a person is between 150cm to 165cm tall in (iii). The probability of an event is a numerical measure of how likely it is that the event occurs.

(iii)

Several approaches to probability have evolved over the centuries The Classical approach considers each outcome to be equally likely

The Frequentist approach determines the probability of an event based on the relative frequency that the event occurs after the experiment is repeated a large number of times. The Bayesian or Subjective interpretation of probability states that a person assigns a probability to a possible outcome of some process based on own judgement of the likelihood that the outcome will be obtained. These judgement are based on personal belief and previous information about subject.

Our approach to probability would be an axiomatic one. There is an analogy between the principles underlying the description of a random experiment and set theory as seen earlier. Review A set is a collection of objects called elements. The outcomes are the elements in the set S. The empty or null set is the set that contains no elements. It is denoted by . An event may be represented by the empty set. In gas stations example, what is the event that 13 pumps are in use? The union of sets A and B is a set containing all of the elements of A plus all of the elements in B. It is denoted by A B . Illustrate the event that exactly one head (A) or exactly one tail (B) is observed . Note (i) A B = B A and (ii) ( A B) C = A ( B C ) The intersection of sets A and B is a set of all elements common to both A and B. It is denoted by A B The set A is a subset of the set B if all the elements of A are in B. It is denoted by A B . The empty set is a subset of every set. The complement of a set A, denoted by A , is the set consisting of all the elements in the universal set (sample space S) that are not in A If A and B are two disjoint or mutually exclusive events then A B = . Consider the experiment in which a single coin is tossed once and where A and B are the events that a head and a tail occur respectively. Clearly A and B are disjoint. ( A B = ) De Morgans Laws ( A B ) = A B (i) (ii)

( A B ) = A B

Axioms of Probability Definition

Let S be the sample space of an experiment. A probability measure P on S is a function which maps the events of S into the non-negative real numbers such that (1) 0 P ( A) 1 for every event A in S (2) P(S)=1 (3) If A , A ,......... is a finite or countably infinite sequence of disjoint events
1 2

P ( A1 A2 ........) = P ( A1 ) + P ( A2 ) + ............ or equivalently P ( Ai ) = P ( Ai )

i =1 i =1

Exercises : 1. Write out the sample space of the experiment in which (a) A die is thrown twice (b) A coin is tossed repeatedly until a head is obtained (c) Three persons are selected from the group {James, Patrick, Anand, Arthur} 2. Determine the event (write out the subset corresponding to the event) that the sum of the outcomes in 1(a) is a multiple of four. 3. Prove P ( A) = 1 P ( A) where A is an event in a sample space S. 4. Prove that if A and B are events in S such that A B then P(A) P(B) 5. Prove that if A and B are two any events in sample space then P ( A B ) = P ( A) + P ( B ) P ( A B ) 6. In a certain residential area, 80% of all households buy Express, 60% buy Newsday and 50% buy both papers. If a household is selected at random, what is the probability that it buys (i) (ii) at least one of the two newspapers? exactly one of the two newspapers?

7. A certain system can experience three types of defects. Let Ai (i = 1,2,3) denote the event that the system has a defect of type i. Suppose that P( A1 ) = 0.12 P ( A2 ) = 0.07 P ( A3 ) = 0.05 P ( A1 A2 ) = 0.13 P ( A1 A3 ) = 0.14 P( A2 A3 ) = 0.10 P ( A1 A2 A3 ) = 0.01

(a) What is the probability that the system does not have a type 1 defect? (b) What is the probability that the system has both type 1 and type 2 defects? (c) What is the probability that the system has both type 1 and type 2 defects but not a type 3 defect?

(d) What is the probability that the system has exactly two of these defects?