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Outline       Definitions           Approaches            Axioms   Sample-Point Approach




                           1. Sets and Probability
                1.3 Probabilistic Model of an Experiment
          1.4 Sample-Point Approach in Calculating Probability


                                 Ruben A. Idoy, Jr.

                            Introduction to Probability Theory
                                       (Math 181)


                                    21 June 2012
Outline     Definitions   Approaches   Axioms   Sample-Point Approach




Outline


  1 Definitions
Outline      Definitions    Approaches   Axioms   Sample-Point Approach




Outline


  1 Definitions


  2 Approaches of Probability Values
Outline      Definitions     Approaches   Axioms   Sample-Point Approach




Outline


  1 Definitions


  2 Approaches of Probability Values


  3 Axioms of Probability
Outline        Definitions   Approaches    Axioms       Sample-Point Approach




Outline


  1 Definitions


  2 Approaches of Probability Values


  3 Axioms of Probability


  4 Sample-Point Approach on Calculating Probability
          Steps
          Examples
Outline      Definitions     Approaches     Axioms     Sample-Point Approach




Definitions


 experiment - the process of making an observation.
Outline       Definitions      Approaches       Axioms        Sample-Point Approach




Definitions


 experiment - the process of making an observation.


 An experiment can result in one, and only one, of a set of distinctly
 different observable outcomes.
Outline       Definitions      Approaches       Axioms        Sample-Point Approach




Definitions


 experiment - the process of making an observation.


 An experiment can result in one, and only one, of a set of distinctly
 different observable outcomes.

 We are interested in experiments that generate outcomes which vary in
 random manner and cannot be predicted with certainty.
Outline      Definitions     Approaches       Axioms       Sample-Point Approach




Definitions


 experiment - the process of making an observation.


 sample space - denoted by S (or Ω in some books), is a set of points
 corresponding to all distinctly different possible outcomes of an
 experiment. Each point corresponds to a particular single outcome.
Outline      Definitions      Approaches      Axioms       Sample-Point Approach




Definitions


 experiment - the process of making an observation.


 sample space - denoted by S (or Ω in some books), is a set of points
 corresponding to all distinctly different possible outcomes of an
 experiment. Each point corresponds to a particular single outcome.


 sample point - a single point in a sample space, S
Outline          Definitions     Approaches      Axioms       Sample-Point Approach




Definitions


 sample space - denoted by S (or Ω in some books), is a set of points
 corresponding to all distinctly different possible outcomes of an
 experiment. Each point corresponds to a particular single outcome.

          Discrete sample space - one that contains a finite number or
          countable infinity of sample points.
Outline          Definitions     Approaches      Axioms       Sample-Point Approach




Definitions


 sample space - denoted by S (or Ω in some books), is a set of points
 corresponding to all distinctly different possible outcomes of an
 experiment. Each point corresponds to a particular single outcome.

          Discrete sample space - one that contains a finite number or
          countable infinity of sample points.
          Continuous sample space - has an infinite number of sample
          points.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment
Outline          Definitions      Approaches      Axioms    Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
Outline           Definitions      Approaches       Axioms       Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
          B: observe a number less than 5 (B = {1, 2, 3, 4}),
Outline           Definitions       Approaches      Axioms       Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
          B: observe a number less than 5 (B = {1, 2, 3, 4}),
          C: observe a 2 or a 3 (C = {2, 3}),
Outline           Definitions       Approaches      Axioms       Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
          B: observe a number less than 5 (B = {1, 2, 3, 4}),
          C: observe a 2 or a 3 (C = {2, 3}),
          E1 : observe a 1 (E1 = {1}),
Outline           Definitions       Approaches      Axioms       Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
          B: observe a number less than 5 (B = {1, 2, 3, 4}),
          C: observe a 2 or a 3 (C = {2, 3}),
          E1 : observe a 1 (E1 = {1}),
          E6 : observe a 6 (E6 = {6})
Outline           Definitions       Approaches      Axioms       Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

 Example: Die-tossing Experiment

          A: observe an odd number (A = {1, 3, 5}),
          B: observe a number less than 5 (B = {1, 2, 3, 4}),
          C: observe a 2 or a 3 (C = {2, 3}),
          E1 : observe a 1 (E1 = {1}),
          E6 : observe a 6 (E6 = {6})

 Each of these 5 events is a specific collection of sample points.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

    A simple event is one that contains a single sample point. We
 may refer to simple events as events that cannot be decomposed.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

    A simple event is one that contains a single sample point. We
 may refer to simple events as events that cannot be decomposed.

 Probability - a numerical measure of the chance of the occurrence of
 an event.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Definitions


 event - any subset of the sample space, S. It can also be viewed as a
 collection of sample points.

    A simple event is one that contains a single sample point. We
 may refer to simple events as events that cannot be decomposed.

 Probability - a numerical measure of the chance of the occurrence of
 an event.
 The final step in constructing a probabilistic model for an experiment
 with a discrete sample space is to attach a probability to each sample
 event.
Outline   Definitions   Approaches   Axioms   Sample-Point Approach




Approaches to the Assignment of Probability Values
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Approaches to the Assignment of Probability Values

 Relative Frequency or A Posteriori Approach
 The probability value is the relative frequency of the occurrence of
 the event over a long-run experiment (over a large number of
 repetitions of the experiment).
Outline      Definitions           Approaches      Axioms       Sample-Point Approach




Approaches to the Assignment of Probability Values

 Relative Frequency or A Posteriori Approach
 The probability value is the relative frequency of the occurrence of
 the event over a long-run experiment (over a large number of
 repetitions of the experiment).

                            number of times the event occurred
           P (E) =
                          number of repetitions of the experiment
Outline      Definitions           Approaches      Axioms       Sample-Point Approach




Approaches to the Assignment of Probability Values

 Relative Frequency or A Posteriori Approach
 The probability value is the relative frequency of the occurrence of
 the event over a long-run experiment (over a large number of
 repetitions of the experiment).

                            number of times the event occurred
           P (E) =
                          number of repetitions of the experiment

 Classical, Theoretical or A Priori Approach
 Probability value us based on an experimental model with certain
 assumptions
Outline      Definitions      Approaches        Axioms      Sample-Point Approach




Approaches to the Assignment of Probability Values

 Relative Frequency or A Posteriori Approach
 The probability value is the relative frequency of the occurrence of
 the event over a long-run experiment (over a large number of
 repetitions of the experiment).

 Classical, Theoretical or A Priori Approach
 Probability value us based on an experimental model with certain
 assumptions

 Subjective Approach
 The researcher assigns probability according to his knowledge or
 experience on the occurrence of the event. There is no objective way
 of prediction of the occurrence of the event under this approach.
Outline      Definitions     Approaches      Axioms       Sample-Point Approach




Axioms of Probability

 For every event E in a sample space S, we assign a numerical value
 P(E), known as the probability of E, such that:
Outline          Definitions   Approaches    Axioms       Sample-Point Approach




Axioms of Probability

 For every event E in a sample space S, we assign a numerical value
 P(E), known as the probability of E, such that:


     1    P(E)   0;
Outline          Definitions   Approaches    Axioms       Sample-Point Approach




Axioms of Probability

 For every event E in a sample space S, we assign a numerical value
 P(E), known as the probability of E, such that:


     1    P(E)   0;
     2    P(S) = 1;
Outline           Definitions           Approaches           Axioms          Sample-Point Approach




Axioms of Probability

 For every event E in a sample space S, we assign a numerical value
 P(E), known as the probability of E, such that:


     1    P(E)    0;
     2    P(S) = 1;
     3    If E1 , E2 , . . . form a sequence of pairwise mutually exclusive events
          in S (Ei ∩ Ej = ∅, i j), then
                                                             ∞
                               P(E1 ∪ E2 ∪ E3 ∪ · · · ) =          P(Ai )
                                                             i=1
Outline      Definitions      Approaches      Axioms        Sample-Point Approach




Example


 Let A be the event of obtaining a number less than or equal to 3 in
 tossing a die.
Outline       Definitions         Approaches   Axioms       Sample-Point Approach




Example


 Let A be the event of obtaining a number less than or equal to 3 in
 tossing a die.

 Find the probability of A if:
Outline            Definitions    Approaches   Axioms       Sample-Point Approach




Example


 Let A be the event of obtaining a number less than or equal to 3 in
 tossing a die.

 Find the probability of A if:
     1    the die is fair;
Outline            Definitions    Approaches       Axioms        Sample-Point Approach




Example


 Let A be the event of obtaining a number less than or equal to 3 in
 tossing a die.

 Find the probability of A if:
     1    the die is fair;
     2    the die is biased such that an odd number is twice as likely to
          occur as an even number.
Outline          Definitions           Approaches        Axioms    Sample-Point Approach




Example

 Solution for [1]
 First note that S = {1, 2, 3, 4, 5, 6}. Since the die is fair, the probability
 for each simple event is equal, say p. That is,

                              P(1) = P(2) = · · · = P(6) = p.

 We further observe that

                               P(1) + P(2) + · · · + P(6) = 1.

 Substituting p to each probability of the simple event, we get

                              p + p + p + p + p + p = 6p = 1.
           1
 Thus, p = 6 .
Outline       Definitions      Approaches       Axioms    Sample-Point Approach




Example

 Solution for [1]
 The event A = {1, 2, 3}, has therefore a probability:

                                             1 1 1  3
              P(A) = P(1) + P(2) + P(3) =     + + =
                                             6 6 6  6
Outline          Definitions         Approaches      Axioms      Sample-Point Approach




Example

 Solution for [2]
 The sample space of the experiment is still the set S = {1, 2, 3, 4, 5, 6}.
 Let p be the probability of each even number to occur and 2p be the
 probability of each odd number to occur. That is,

                               P(2) + P(4) + P(6) =p
                               P(1) + P(3) + P(5) =2p

 Substituting each probability to the simple event, we get

                          2p + p + 2p + p + 2p + p = 9p = 1.

 Thus, p = 1 .
           9
Outline       Definitions      Approaches       Axioms     Sample-Point Approach




Example

 Solution for [2]
 The event A = {1, 2, 3}, has therefore a probability:

                                             2 1 2  5
              P(A) = P(1) + P(2) + P(3) =     + + =
                                             9 9 9  9

 Not all problems dealing with probability of an event are solvable by
 simply using the Axioms of Probability.

 Thus, there are 2 ways or approaches known to calculate the
 Probability of an Event: the sample-point approach and the
 event-composition method.
Outline    Definitions   Approaches   Axioms   Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:
Outline            Definitions       Approaches   Axioms   Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:

        1   Define the experiment.
Outline            Definitions      Approaches      Axioms       Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:

        1   Define the experiment.
        2   List the simple events associated with the experiment and test
            each to make certain that they cannot be decomposed. This
            defines the sample space, S.
Outline            Definitions      Approaches      Axioms       Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:

        1   Define the experiment.
        2   List the simple events associated with the experiment and test
            each to make certain that they cannot be decomposed. This
            defines the sample space, S.
        3   Assign reasonable probabilities to the sample points in S,
            making certain that
                                          P(Ei ) = 1
                                        S
            .
Outline             Definitions      Approaches      Axioms        Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:

        1   Define the experiment.
        2   List the simple events associated with the experiment and test
            each to make certain that they cannot be decomposed. This
            defines the sample space, S.
        3   Assign reasonable probabilities to the sample points in S,
            making certain that
                                          P(Ei ) = 1
                                         S
            .
        4   Define the event of interest, E, as a specific collection of sample
            points.
Outline            Definitions      Approaches      Axioms       Sample-Point Approach

Steps


Sample-Point Approach on Calculating Probability

  Steps:

        1   Define the experiment.
        2   List the simple events associated with the experiment and test
            each to make certain that they cannot be decomposed. This
            defines the sample space, S.
        3   Assign reasonable probabilities to the sample points in S,
            making certain that
                                          P(Ei ) = 1
                                        S
            .
        4   Define the event of interest, E, as a specific collection of sample
            points.
        5   Find P(E) by summing the probabilities of the sample points in E.
Outline      Definitions      Approaches      Axioms        Sample-Point Approach

Examples



 Example 1
 Toss a coin 3 times and observe the top face. What is the probability
 of observing exactly 2 heads, assuming the coin is fair?
Outline           Definitions      Approaches      Axioms   Sample-Point Approach

Examples



 Solution

     1     Experiment: Tossing a fair coin 3 times.
Outline            Definitions       Approaches    Axioms   Sample-Point Approach

Examples



 Solution

     1     Experiment: Tossing a fair coin 3 times.
     2     List of simple events:

                  S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
Outline            Definitions        Approaches           Axioms         Sample-Point Approach

Examples



 Solution

     1     Experiment: Tossing a fair coin 3 times.
     2     List of simple events:

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

     3     Assignment of probability to each sample points:

                                        1
                                P(Ei ) = ,        i = 1, 2, . . . , 8.
                                        8
Outline            Definitions        Approaches           Axioms         Sample-Point Approach

Examples



 Solution

     1     Experiment: Tossing a fair coin 3 times.
     2     List of simple events:

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

     3     Assignment of probability to each sample points:

                                        1
                                P(Ei ) = ,        i = 1, 2, . . . , 8.
                                        8
     4     Define event of interest: Let A be the event that 2 heads will
           appear after tossing the coin 3 times.
Outline            Definitions        Approaches           Axioms         Sample-Point Approach

Examples



 Solution

     1     Experiment: Tossing a fair coin 3 times.
     2     List of simple events:

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

     3     Assignment of probability to each sample points:

                                        1
                                P(Ei ) = ,        i = 1, 2, . . . , 8.
                                        8
     4     Define event of interest: Let A be the event that 2 heads will
           appear after tossing the coin 3 times.
     5     Find P(A):

                                                                   1 1 1  3
               P(A) = P(HHT) + P(HTH) + P(THH) =                    + + =
                                                                   8 8 8  8
Outline       Definitions      Approaches       Axioms        Sample-Point Approach

Examples



 Example 2
 Patients arriving at a hospital outpatient clinic can select any of three
 service counters. Physicians are randomly assigned to the stations
 and the patients have no station preference. Three patients arrived at
 the clinic and their selection is observed. Find the probability that
 each station receives a patient.
Outline           Definitions      Approaches     Axioms          Sample-Point Approach

Examples



 Solution

     1     Experiment: Assigning patients to service counters.
Outline            Definitions        Approaches        Axioms         Sample-Point Approach

Examples



 Solution

     1     Experiment: Assigning patients to service counters.
     2     Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is,
           each patient could be assigned to any of the service counter 1,2
           and 3. Furthermore, |S| = 33 = 27.
Outline            Definitions          Approaches       Axioms              Sample-Point Approach

Examples



 Solution

     1     Experiment: Assigning patients to service counters.
     2     Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is,
           each patient could be assigned to any of the service counter 1,2
           and 3. Furthermore, |S| = 33 = 27.
     3     Since each simple events are likely to occur, then

                                        1    1
                            P(Ei ) =       = ,      ∀i = 1, 2, . . . , 27
                                       |S|  27
Outline            Definitions          Approaches       Axioms              Sample-Point Approach

Examples



 Solution

     1     Experiment: Assigning patients to service counters.
     2     Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is,
           each patient could be assigned to any of the service counter 1,2
           and 3. Furthermore, |S| = 33 = 27.
     3     Since each simple events are likely to occur, then

                                        1    1
                            P(Ei ) =       = ,      ∀i = 1, 2, . . . , 27
                                       |S|  27

     4     Define event of interest: Let B be the event that each station
           receives a patient.
Outline             Definitions          Approaches       Axioms              Sample-Point Approach

Examples



 Solution

     1     Experiment: Assigning patients to service counters.
     2     Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is,
           each patient could be assigned to any of the service counter 1,2
           and 3. Furthermore, |S| = 33 = 27.
     3     Since each simple events are likely to occur, then

                                         1    1
                             P(Ei ) =       = ,      ∀i = 1, 2, . . . , 27
                                        |S|  27

     4     Define event of interest: Let B be the event that each station
           receives a patient.
     5     P(B) = P((1, 2, 3)) + P((1, 3, 2)) + · · · + P((3, 2, 1))
              1    1            1    6
           = 27 + 27 + · · · + 27 = 27
Outline            Definitions   Approaches   Axioms      Sample-Point Approach

Examples



 Example 3
 Four cards are drawn from a standard deck of 52 cards. What is the
 probability that the cards drawn are:
     1     of the same suit;
     2     of the same color;
     3     of the same type.
Outline      Definitions     Approaches      Axioms       Sample-Point Approach

Examples


Assignment 1

 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper.
Outline      Definitions      Approaches      Axioms       Sample-Point Approach

Examples


Assignment 1

 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper.

 A box contains seven laptops. Unknown to the purchaser, three are
 defective. Two of the seven are selected for thorough testing and then
 classified as defective or nondefective.
Outline      Definitions       Approaches      Axioms         Sample-Point Approach

Examples


Assignment 1

 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper.

 A box contains seven laptops. Unknown to the purchaser, three are
 defective. Two of the seven are selected for thorough testing and then
 classified as defective or nondefective.

 (i) Find the probability of the event A that the selection includes no
 defective.
Outline       Definitions      Approaches       Axioms        Sample-Point Approach

Examples


Assignment 1

 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper.

 A box contains seven laptops. Unknown to the purchaser, three are
 defective. Two of the seven are selected for thorough testing and then
 classified as defective or nondefective.

 (i) Find the probability of the event A that the selection includes no
 defective.

 (ii) Find the probability of the event B that the selection includes
 exactly one defective.

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Probability Theory: Probabilistic Model of an Experiment & Sample-point Approach

  • 1. Outline Definitions Approaches Axioms Sample-Point Approach 1. Sets and Probability 1.3 Probabilistic Model of an Experiment 1.4 Sample-Point Approach in Calculating Probability Ruben A. Idoy, Jr. Introduction to Probability Theory (Math 181) 21 June 2012
  • 2. Outline Definitions Approaches Axioms Sample-Point Approach Outline 1 Definitions
  • 3. Outline Definitions Approaches Axioms Sample-Point Approach Outline 1 Definitions 2 Approaches of Probability Values
  • 4. Outline Definitions Approaches Axioms Sample-Point Approach Outline 1 Definitions 2 Approaches of Probability Values 3 Axioms of Probability
  • 5. Outline Definitions Approaches Axioms Sample-Point Approach Outline 1 Definitions 2 Approaches of Probability Values 3 Axioms of Probability 4 Sample-Point Approach on Calculating Probability Steps Examples
  • 6. Outline Definitions Approaches Axioms Sample-Point Approach Definitions experiment - the process of making an observation.
  • 7. Outline Definitions Approaches Axioms Sample-Point Approach Definitions experiment - the process of making an observation. An experiment can result in one, and only one, of a set of distinctly different observable outcomes.
  • 8. Outline Definitions Approaches Axioms Sample-Point Approach Definitions experiment - the process of making an observation. An experiment can result in one, and only one, of a set of distinctly different observable outcomes. We are interested in experiments that generate outcomes which vary in random manner and cannot be predicted with certainty.
  • 9. Outline Definitions Approaches Axioms Sample-Point Approach Definitions experiment - the process of making an observation. sample space - denoted by S (or Ω in some books), is a set of points corresponding to all distinctly different possible outcomes of an experiment. Each point corresponds to a particular single outcome.
  • 10. Outline Definitions Approaches Axioms Sample-Point Approach Definitions experiment - the process of making an observation. sample space - denoted by S (or Ω in some books), is a set of points corresponding to all distinctly different possible outcomes of an experiment. Each point corresponds to a particular single outcome. sample point - a single point in a sample space, S
  • 11. Outline Definitions Approaches Axioms Sample-Point Approach Definitions sample space - denoted by S (or Ω in some books), is a set of points corresponding to all distinctly different possible outcomes of an experiment. Each point corresponds to a particular single outcome. Discrete sample space - one that contains a finite number or countable infinity of sample points.
  • 12. Outline Definitions Approaches Axioms Sample-Point Approach Definitions sample space - denoted by S (or Ω in some books), is a set of points corresponding to all distinctly different possible outcomes of an experiment. Each point corresponds to a particular single outcome. Discrete sample space - one that contains a finite number or countable infinity of sample points. Continuous sample space - has an infinite number of sample points.
  • 13. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points.
  • 14. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment
  • 15. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}),
  • 16. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}), B: observe a number less than 5 (B = {1, 2, 3, 4}),
  • 17. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}), B: observe a number less than 5 (B = {1, 2, 3, 4}), C: observe a 2 or a 3 (C = {2, 3}),
  • 18. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}), B: observe a number less than 5 (B = {1, 2, 3, 4}), C: observe a 2 or a 3 (C = {2, 3}), E1 : observe a 1 (E1 = {1}),
  • 19. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}), B: observe a number less than 5 (B = {1, 2, 3, 4}), C: observe a 2 or a 3 (C = {2, 3}), E1 : observe a 1 (E1 = {1}), E6 : observe a 6 (E6 = {6})
  • 20. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. Example: Die-tossing Experiment A: observe an odd number (A = {1, 3, 5}), B: observe a number less than 5 (B = {1, 2, 3, 4}), C: observe a 2 or a 3 (C = {2, 3}), E1 : observe a 1 (E1 = {1}), E6 : observe a 6 (E6 = {6}) Each of these 5 events is a specific collection of sample points.
  • 21. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. A simple event is one that contains a single sample point. We may refer to simple events as events that cannot be decomposed.
  • 22. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. A simple event is one that contains a single sample point. We may refer to simple events as events that cannot be decomposed. Probability - a numerical measure of the chance of the occurrence of an event.
  • 23. Outline Definitions Approaches Axioms Sample-Point Approach Definitions event - any subset of the sample space, S. It can also be viewed as a collection of sample points. A simple event is one that contains a single sample point. We may refer to simple events as events that cannot be decomposed. Probability - a numerical measure of the chance of the occurrence of an event. The final step in constructing a probabilistic model for an experiment with a discrete sample space is to attach a probability to each sample event.
  • 24. Outline Definitions Approaches Axioms Sample-Point Approach Approaches to the Assignment of Probability Values
  • 25. Outline Definitions Approaches Axioms Sample-Point Approach Approaches to the Assignment of Probability Values Relative Frequency or A Posteriori Approach The probability value is the relative frequency of the occurrence of the event over a long-run experiment (over a large number of repetitions of the experiment).
  • 26. Outline Definitions Approaches Axioms Sample-Point Approach Approaches to the Assignment of Probability Values Relative Frequency or A Posteriori Approach The probability value is the relative frequency of the occurrence of the event over a long-run experiment (over a large number of repetitions of the experiment). number of times the event occurred P (E) = number of repetitions of the experiment
  • 27. Outline Definitions Approaches Axioms Sample-Point Approach Approaches to the Assignment of Probability Values Relative Frequency or A Posteriori Approach The probability value is the relative frequency of the occurrence of the event over a long-run experiment (over a large number of repetitions of the experiment). number of times the event occurred P (E) = number of repetitions of the experiment Classical, Theoretical or A Priori Approach Probability value us based on an experimental model with certain assumptions
  • 28. Outline Definitions Approaches Axioms Sample-Point Approach Approaches to the Assignment of Probability Values Relative Frequency or A Posteriori Approach The probability value is the relative frequency of the occurrence of the event over a long-run experiment (over a large number of repetitions of the experiment). Classical, Theoretical or A Priori Approach Probability value us based on an experimental model with certain assumptions Subjective Approach The researcher assigns probability according to his knowledge or experience on the occurrence of the event. There is no objective way of prediction of the occurrence of the event under this approach.
  • 29. Outline Definitions Approaches Axioms Sample-Point Approach Axioms of Probability For every event E in a sample space S, we assign a numerical value P(E), known as the probability of E, such that:
  • 30. Outline Definitions Approaches Axioms Sample-Point Approach Axioms of Probability For every event E in a sample space S, we assign a numerical value P(E), known as the probability of E, such that: 1 P(E) 0;
  • 31. Outline Definitions Approaches Axioms Sample-Point Approach Axioms of Probability For every event E in a sample space S, we assign a numerical value P(E), known as the probability of E, such that: 1 P(E) 0; 2 P(S) = 1;
  • 32. Outline Definitions Approaches Axioms Sample-Point Approach Axioms of Probability For every event E in a sample space S, we assign a numerical value P(E), known as the probability of E, such that: 1 P(E) 0; 2 P(S) = 1; 3 If E1 , E2 , . . . form a sequence of pairwise mutually exclusive events in S (Ei ∩ Ej = ∅, i j), then ∞ P(E1 ∪ E2 ∪ E3 ∪ · · · ) = P(Ai ) i=1
  • 33. Outline Definitions Approaches Axioms Sample-Point Approach Example Let A be the event of obtaining a number less than or equal to 3 in tossing a die.
  • 34. Outline Definitions Approaches Axioms Sample-Point Approach Example Let A be the event of obtaining a number less than or equal to 3 in tossing a die. Find the probability of A if:
  • 35. Outline Definitions Approaches Axioms Sample-Point Approach Example Let A be the event of obtaining a number less than or equal to 3 in tossing a die. Find the probability of A if: 1 the die is fair;
  • 36. Outline Definitions Approaches Axioms Sample-Point Approach Example Let A be the event of obtaining a number less than or equal to 3 in tossing a die. Find the probability of A if: 1 the die is fair; 2 the die is biased such that an odd number is twice as likely to occur as an even number.
  • 37. Outline Definitions Approaches Axioms Sample-Point Approach Example Solution for [1] First note that S = {1, 2, 3, 4, 5, 6}. Since the die is fair, the probability for each simple event is equal, say p. That is, P(1) = P(2) = · · · = P(6) = p. We further observe that P(1) + P(2) + · · · + P(6) = 1. Substituting p to each probability of the simple event, we get p + p + p + p + p + p = 6p = 1. 1 Thus, p = 6 .
  • 38. Outline Definitions Approaches Axioms Sample-Point Approach Example Solution for [1] The event A = {1, 2, 3}, has therefore a probability: 1 1 1 3 P(A) = P(1) + P(2) + P(3) = + + = 6 6 6 6
  • 39. Outline Definitions Approaches Axioms Sample-Point Approach Example Solution for [2] The sample space of the experiment is still the set S = {1, 2, 3, 4, 5, 6}. Let p be the probability of each even number to occur and 2p be the probability of each odd number to occur. That is, P(2) + P(4) + P(6) =p P(1) + P(3) + P(5) =2p Substituting each probability to the simple event, we get 2p + p + 2p + p + 2p + p = 9p = 1. Thus, p = 1 . 9
  • 40. Outline Definitions Approaches Axioms Sample-Point Approach Example Solution for [2] The event A = {1, 2, 3}, has therefore a probability: 2 1 2 5 P(A) = P(1) + P(2) + P(3) = + + = 9 9 9 9 Not all problems dealing with probability of an event are solvable by simply using the Axioms of Probability. Thus, there are 2 ways or approaches known to calculate the Probability of an Event: the sample-point approach and the event-composition method.
  • 41. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps:
  • 42. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps: 1 Define the experiment.
  • 43. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps: 1 Define the experiment. 2 List the simple events associated with the experiment and test each to make certain that they cannot be decomposed. This defines the sample space, S.
  • 44. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps: 1 Define the experiment. 2 List the simple events associated with the experiment and test each to make certain that they cannot be decomposed. This defines the sample space, S. 3 Assign reasonable probabilities to the sample points in S, making certain that P(Ei ) = 1 S .
  • 45. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps: 1 Define the experiment. 2 List the simple events associated with the experiment and test each to make certain that they cannot be decomposed. This defines the sample space, S. 3 Assign reasonable probabilities to the sample points in S, making certain that P(Ei ) = 1 S . 4 Define the event of interest, E, as a specific collection of sample points.
  • 46. Outline Definitions Approaches Axioms Sample-Point Approach Steps Sample-Point Approach on Calculating Probability Steps: 1 Define the experiment. 2 List the simple events associated with the experiment and test each to make certain that they cannot be decomposed. This defines the sample space, S. 3 Assign reasonable probabilities to the sample points in S, making certain that P(Ei ) = 1 S . 4 Define the event of interest, E, as a specific collection of sample points. 5 Find P(E) by summing the probabilities of the sample points in E.
  • 47. Outline Definitions Approaches Axioms Sample-Point Approach Examples Example 1 Toss a coin 3 times and observe the top face. What is the probability of observing exactly 2 heads, assuming the coin is fair?
  • 48. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Tossing a fair coin 3 times.
  • 49. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Tossing a fair coin 3 times. 2 List of simple events: S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
  • 50. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Tossing a fair coin 3 times. 2 List of simple events: S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT} 3 Assignment of probability to each sample points: 1 P(Ei ) = , i = 1, 2, . . . , 8. 8
  • 51. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Tossing a fair coin 3 times. 2 List of simple events: S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT} 3 Assignment of probability to each sample points: 1 P(Ei ) = , i = 1, 2, . . . , 8. 8 4 Define event of interest: Let A be the event that 2 heads will appear after tossing the coin 3 times.
  • 52. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Tossing a fair coin 3 times. 2 List of simple events: S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT} 3 Assignment of probability to each sample points: 1 P(Ei ) = , i = 1, 2, . . . , 8. 8 4 Define event of interest: Let A be the event that 2 heads will appear after tossing the coin 3 times. 5 Find P(A): 1 1 1 3 P(A) = P(HHT) + P(HTH) + P(THH) = + + = 8 8 8 8
  • 53. Outline Definitions Approaches Axioms Sample-Point Approach Examples Example 2 Patients arriving at a hospital outpatient clinic can select any of three service counters. Physicians are randomly assigned to the stations and the patients have no station preference. Three patients arrived at the clinic and their selection is observed. Find the probability that each station receives a patient.
  • 54. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Assigning patients to service counters.
  • 55. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Assigning patients to service counters. 2 Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is, each patient could be assigned to any of the service counter 1,2 and 3. Furthermore, |S| = 33 = 27.
  • 56. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Assigning patients to service counters. 2 Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is, each patient could be assigned to any of the service counter 1,2 and 3. Furthermore, |S| = 33 = 27. 3 Since each simple events are likely to occur, then 1 1 P(Ei ) = = , ∀i = 1, 2, . . . , 27 |S| 27
  • 57. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Assigning patients to service counters. 2 Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is, each patient could be assigned to any of the service counter 1,2 and 3. Furthermore, |S| = 33 = 27. 3 Since each simple events are likely to occur, then 1 1 P(Ei ) = = , ∀i = 1, 2, . . . , 27 |S| 27 4 Define event of interest: Let B be the event that each station receives a patient.
  • 58. Outline Definitions Approaches Axioms Sample-Point Approach Examples Solution 1 Experiment: Assigning patients to service counters. 2 Let (a, b, c) be the ordered triple where a, b, c ∈ {1, 2, 3}. That is, each patient could be assigned to any of the service counter 1,2 and 3. Furthermore, |S| = 33 = 27. 3 Since each simple events are likely to occur, then 1 1 P(Ei ) = = , ∀i = 1, 2, . . . , 27 |S| 27 4 Define event of interest: Let B be the event that each station receives a patient. 5 P(B) = P((1, 2, 3)) + P((1, 3, 2)) + · · · + P((3, 2, 1)) 1 1 1 6 = 27 + 27 + · · · + 27 = 27
  • 59. Outline Definitions Approaches Axioms Sample-Point Approach Examples Example 3 Four cards are drawn from a standard deck of 52 cards. What is the probability that the cards drawn are: 1 of the same suit; 2 of the same color; 3 of the same type.
  • 60. Outline Definitions Approaches Axioms Sample-Point Approach Examples Assignment 1 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper.
  • 61. Outline Definitions Approaches Axioms Sample-Point Approach Examples Assignment 1 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper. A box contains seven laptops. Unknown to the purchaser, three are defective. Two of the seven are selected for thorough testing and then classified as defective or nondefective.
  • 62. Outline Definitions Approaches Axioms Sample-Point Approach Examples Assignment 1 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper. A box contains seven laptops. Unknown to the purchaser, three are defective. Two of the seven are selected for thorough testing and then classified as defective or nondefective. (i) Find the probability of the event A that the selection includes no defective.
  • 63. Outline Definitions Approaches Axioms Sample-Point Approach Examples Assignment 1 Write your STEP-BY-STEP solution in a 1/2 sheet of yellow paper. A box contains seven laptops. Unknown to the purchaser, three are defective. Two of the seven are selected for thorough testing and then classified as defective or nondefective. (i) Find the probability of the event A that the selection includes no defective. (ii) Find the probability of the event B that the selection includes exactly one defective.