Lecture 1

Study guide
Lecturer
Do Duc Tan
Email [email protected]
Oce A.105
Oce hours By appointments
Tan Do (VGU) Introduction to Probability Lecture 1 1 / 22

Study guide
Course description and assessment

Aim This course provides a short introduction to Probability Theory and
Statistics. Probability Theory is a branch of mathematics that deals with chance
and uncertainty. It lays the foundation for the science of statistical inference
through experimentation and data analysis - an area of crucial importance in an
increasingly quantitative world.
Moreover, MATLAB is incorporated into the course for various technical
calculations.
Assessment Attendance and tutorials (10%) and exam (90%).
Attendance and tutorials: Don't be late. There are 6 tutorials.
Exam: To be announced.
An exam retake will be available with either a Fail or a Pass grade.

Study guide
Textbook Some recommended books for this course are

+ Probability and statistics for engineers and scientists by Anthony
Hayter (4th edition).
+ Introduction to probability by David F. Anderson.
+ Intuitive probability and random processes using MATLAB by Steven
M. Kay.
+ Linear algebra and probability for computer science applications by
Ernest Davis.
Academic honesty, cheating and plagiarism Cheating is viewed as a serious

academic oence. The University will not tolerate cheating or assisting
others to cheat. Instances of cheating or plagiarism will result in a fail for
this course.
Look through the Syllabus for more information.

Introduction to Probability
Tan Do
Vietnamese-German University
Lecture 1

Content
In this lecture
Probabilities: experiments, outcomes, sample spaces, Venn diagrams,

probability values

Probability
Introduction
Probability is a branch of mathematics that deals with chance and

uncertainty.
Probability forms the basis for statistical inference through experiment

and data analysis.

Probability
Sample spaces
An experiment is a process or a procedure which produces some outcomes

(possibly more than one outcome).
The set of all outcomes is called the sample space or the state space and is
denoted by S .
Example (Machine breakdowns) A machine may break down due to an

electrical failure, a mechanical failure or operator misuse. When the
machine is running, the engineer is uncertain what will be the cause of the
next breakdown. The problem can be considered as an experiment with the
sample space
S = {electrical, mechanical, misuse}.

Probability
Example (Defective computer chips) A company sells computer chips in

boxes of 500. Each chip can be classied as either satisfactory or defective.
The number of defective chips in a particular box is uncertain, and the
sample space is
S = {0 defectives, 1 defective, 2 defectives, . . . , 500 defectives}.

Probability
Example A manager supervises the operation of 3 power plants X, Y and

Z. At any given time, each of the three plants can be classied as either
generating electricity (1) or being idle (0).
The sample space for the status of the 3 plants at a particular point in time
is
S = {(0, 0, 0), (1, 0, 0), (0, 1, 0), (0, 0, 1), (1, 1, 0), (1, 0, 1), (0, 1, 1), (1, 1, 1)}.

Probability
Games of chance
Games of chance commonly involve the toss of a coin, the roll of a die or
the use of a pack of cards.
Coin tossing
The toss of a coin has a sample space
S = {head, tail}.
The toss of two coins (or equivalently, the toss of a coin twice) has a
sample space
S = {(head, head), (head, tail), (tail, head), (tail, tail)}.
Note that (head, tail) and (tail, head) represent 2 dierent outcomes.
Probability
Die rolling
A (six-sided) die has a sample space
S = {1, 2, 3, 4, 5, 6}.
If 2 dice are rolled (or equivalently, if a die is rolled twice), then the sample
space is

Probability
Card playing If a card is chosen from an ordinary pack of 52 playing cards,

the sample space is

Probability
If 2 cards are drawn, then it is necessary to consider whether they are

drawn with or without replacement.
Drawing with replacement The initial card drawn is returned to the pack
and the second drawing is from a full pack of 52 cards. Altogether there
will be 52 × 52 = 2704 elements of the sample space.
In this case, an outcome such as (A♡, A♡) is possible.

Probability
Drawing without replacement The initial card drawn is NOT returned to

the pack and the second card is drawn from a pack of 51 cards, then the
sample space will be a subset of that above.
In this case, an outcome such as (A♡, A♡) is not possible.
The total number of outcomes is 2704 − 52 = 2652.

Probability
Probability values
We assign probability values to the elements of the sample space to
represent how likely an outcome will occur.
Denition A set of probability values for an experiment with a sample

space S = {O1 , O2 , . . . , On } consists of some probabilities p1 , p2 , . . . , pn
which satisfy
0 ≤ p1 , p2 , . . . , pn ≤ 1
and
p1 + p2 + . . . + pn = 1.
We say that an outcome Oi occurs with probability pi and write

P (Oi ) = pi .

Probability
Example (Machine breakdowns) Suppose that the machine breakdowns

occur with probability values of P (electrical) = 0.2, P (mechanical) = 0.5
and P (misuse) = 0.3.
Note that this is a valid probability assignment.
The probability values indicate that mechanical failures are most likely and
misuse failures are more likely than electrical failures.
These values also say that in the long run roughly 50% of the breakdowns
will be for mechanical reasons, about 20% of the breakdowns will be for
electrical reasons and about 30% of the breakdowns will be attributed to
operator misuse.

Probability
Question How does one know the probability assignments?

For example, in the above example, how would the engineer know that
there is a probability of 0.2 that a breakdown will be due to an electrical
fault and so on?
Answer In practice these probabilities would have to be estimated from a

collection of data and prior experiences.
(Chapters 7 and 10 of the textbook show how to employ statistical analysis
techniques to estimate probabilities of these kinds.)

Probability
Games of chance 2
Coin tossing
The probabilities for a coin toss will in general be given by
P (head) = p, P (tail) = 1 − p
for some p ∈ [0, 1].
A coin is fair if p = 0.5, i.e.,
P (head) = 0.5, P (tail) = 0.5.
Otherwise, the coin is biased. For example, when p = 0.4,
P (head) = 0.4, P (tail) = 0.6.

Probability
Die rolling
A fair die will have equally likely 6 outcomes. So the outcomes have equal
probabilities:
1
P (1) = P (2) = P (3) = P (4) = P (5) = P (6) = .
6
If 2 fair dice are rolled, the probability assignment is

Probability
Card playing If a card is drawn at random from a pack of cards, then there
are 52 possible outcomes which are equally likely. So each would be
assigned a probability value of 52
1
.

Probability
Drawing with replacement If both cards are drawn at random (by suitable
shuing of the pack before and between the drawings), then the 2704
elements in S are equally likely. So each will be assigned a probability value
of 1/2074.

Probability
If the drawing is performed without replacement but again at random, then

the 2652 elements in S are equally likely. So each will be assigned a
probability value of 1/2652.

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Study guide

Tan Do (VGU) Introduction to Probability Lecture 1 1 / 22

Course description and assessment

Tan Do (VGU) Introduction to Probability Lecture 1 2 / 22

Textbook Some recommended books for this course are

Academic honesty, cheating and plagiarism Cheating is viewed as a serious

Look through the Syllabus for more information.

Tan Do (VGU) Introduction to Probability Lecture 1 4 / 22

Probabilities: experiments, outcomes, sample spaces, Venn diagrams,

Tan Do (VGU) Introduction to Probability Lecture 1 5 / 22

Probability is a branch of mathematics that deals with chance and

Probability forms the basis for statistical inference through experiment

Tan Do (VGU) Introduction to Probability Lecture 1 6 / 22

An experiment is a process or a procedure which produces some outcomes

Example (Machine breakdowns) A machine may break down due to an

Tan Do (VGU) Introduction to Probability Lecture 1 7 / 22

Example (Defective computer chips) A company sells computer chips in

S = {0 defectives, 1 defective, 2 defectives, . . . , 500 defectives}.

Tan Do (VGU) Introduction to Probability Lecture 1 8 / 22

Example A manager supervises the operation of 3 power plants X, Y and

Tan Do (VGU) Introduction to Probability Lecture 1 9 / 22

Tan Do (VGU) Introduction to Probability Lecture 1 11 / 22

Card playing If a card is chosen from an ordinary pack of 52 playing cards,

Tan Do (VGU) Introduction to Probability Lecture 1 12 / 22

If 2 cards are drawn, then it is necessary to consider whether they are

Tan Do (VGU) Introduction to Probability Lecture 1 13 / 22

Drawing without replacement The initial card drawn is NOT returned to

Tan Do (VGU) Introduction to Probability Lecture 1 14 / 22

Denition A set of probability values for an experiment with a sample

We say that an outcome Oi occurs with probability pi and write

Tan Do (VGU) Introduction to Probability Lecture 1 15 / 22

Example (Machine breakdowns) Suppose that the machine breakdowns

Tan Do (VGU) Introduction to Probability Lecture 1 16 / 22

Question How does one know the probability assignments?

Answer In practice these probabilities would have to be estimated from a

Tan Do (VGU) Introduction to Probability Lecture 1 17 / 22

for some p ∈ [0, 1].

A coin is fair if p = 0.5, i.e.,

P (head) = 0.5, P (tail) = 0.5.

Otherwise, the coin is biased. For example, when p = 0.4,

P (head) = 0.4, P (tail) = 0.6.

Tan Do (VGU) Introduction to Probability Lecture 1 18 / 22

Tan Do (VGU) Introduction to Probability Lecture 1 19 / 22

Tan Do (VGU) Introduction to Probability Lecture 1 20 / 22

Tan Do (VGU) Introduction to Probability Lecture 1 21 / 22

If the drawing is performed without replacement but again at random, then

Tan Do (VGU) Introduction to Probability Lecture 1 22 / 22

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Denition A set of probability values for an experiment with a sample