Week 4 - Basic Concepts of Probability Part 1

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Pengajar K02:

Dradjad Irianto dan Muhammad Akbar


Week 4
Basic concepts of
probability (1)
Research Group of Manufacturing System
Faculty of Industrial Technology, ITB

TI 2102 – Probability Theory


Sumber Slide, dengan sedikit penyesuaian:

Rully
[NamaTri Cahyono
Dosen]

Research Group of Industrial Systems and Techno-


Economics
Faculty of Industrial Technology, ITB

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Agenda
1. Types of probability.
2. Axioms of probability.
3. Some propositions in probability.

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Types of probability

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Types of probability
1. Subjective probability
• Based on personal subjective belief of an observer.
• e.g.: an expert has said that the probability of soaring price of crude oil in the next
month is 0.6.
2. Theoretical probability
• Based on a set of logical process and a set of assumptions.
• e.g.: the probability of the appearance of head when flipping a balance coin is 0.5.
3. Empirical probability
• Based on experiments or historical data.
• e.g.: during the last 10 years, the British riders have won the Tour de France 6 times.
In the 2020 TDF, the probability of a British rider wins the race is 0.6.

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Empirical probability
• A businessman would like to make an important business trip from
Jakarta (CGK) to Surabaya (SUB).
• Two options are available:
• QG 718, scheduled departs 13:40, arrives 15:10.
• GA 316, scheduled departs 14:35, arrives 16:10.
• If he really cares about the on-time arrival times, which flight should
he take?

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Empirical probability
Date Departure Arrival • QG 718, CGK-SUB, 13:40-15:10.
2 Sept 2020 14:50 16:20 • Arrivals more than equal 10
3 Sept 2020 13:45 15:17 minutes of schedule are
4 Sept 2020 13:40 15:25
categorized late.
5 Sept 2020 13:25 14:57
6 Sept 2020 13:32 14:51 • Probability flight arrives on-
7 Sept 2020 13:35 14:58 time = 0.7.
8 Sept 2020 13:39 15:05
9 Sept 2020 13:34 14:55
10 Sept 2020 14:05 15:35
11 Sept 2020 14:12 15:16

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Empirical probability
Date Departure Arrival • GA 316, CGK-SUB, 14:35-16:10.
2 Sept 2020 14:35 15:45 • Arrivals more than equal 10
3 Sept 2020 16:02 17:13 minutes of schedule are
4 Sept 2020 14:57 16:01
categorized late.
5 Sept 2020 14:32 15:36
6 Sept 2020 14:50 15:55 • Probability flight arrives on-
7 Sept 2020 15:01 16:05 time = 0.9.
8 Sept 2020 14:42 15:50
9 Sept 2020 14:57 16:05
10 Sept 2020 14:52 15:58
11 Sept 2020 14:49 15:56

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Probability as a measure of belief


• “It is 90% probable that Shakespeare actually wrote Hamlet”.
• The probabilities referred to area measures of the individual’s belief.
• If we are 70 percent certain that Shakespeare wrote Hamlet, and 10
percent certain that the writer is actually Marlowe.
• Then it is logical to suppose that we are 80 percent certain that it was
either or Shakespeare or Marlowe who wrote Hamlet.
• The mathematical properties are unchanged.
• The axiom of probability still holds.

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Example
Question
Suppose that in a 7-candidate election you feel that each of the first 2
candidates has a 20 percent chance of winning, candidates 3 and 4
each has a 15 percent chance, and the remaining 3 candidates, a 10
percent chance each. Which will be the larger probability for the
winner come from these two groups, the first three candidates (same
party), or that the winner will be one of the candidates 1, 5, 6, 7
(male)?

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Exercise
Answer
Based on your personal probabilities concerning the outcome of the
election, your probability of:
• Winner from the first option : 0.2 + 0.2 + 0.15 = 0.55.
• Winner from the second option : 0.2 + 0.1 + 0.1 + 0.1 = 0.50.
Hence, the first option is larger.

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Axioms of probability

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Axioms of probability
Consider an experiment whose sample space is S. For each event E of
the sample space S, there exists a value of P(E), as the probability of E
and satisfies

Axiom 1
0 ≤ P(E) ≤ 1

Axiom 2
P(S) = 1
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Axioms of probability
Axiom 3
For any sequence of mutually exclusive events E1, E2, … (that is, events
for which EiEj = ∅ when i ≠ j),
$ $

𝑃 # 𝐸! = & 𝑃 𝐸!
!"# !"#

We refer to P(E) as the probability of the event E.

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Proof of Axiom 3
If we consider a sequence of events E1, E2, …, where E1 = S, Ei = ∅ for
i > 1, then, as the events are mutually exclusive and as 𝑆 = ⋃$ !"# 𝐸! , we
have from Axiom 3 that
$ $

𝑃 𝑆 = & 𝑃 𝐸! = 𝑃 𝑆 + & 𝑃(∅)


!"# !"%
implying that
𝑃 ∅ =0

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Axiom 3 for the finite set


From Axiom 3, for any finite sequence of mutually exclusive events
E1, E2, …, En
& &

𝑃 # 𝐸! = & 𝑃 𝐸!
!"# !"#

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Example
If our experiment consists of tossing a coin and if we assume that a
head is as likely to appear as a tail, then we would have
1
𝑃 𝐻 =𝑃 𝑇 =
2
On the other hand, if the coin were biased and we felt that a head were
twice is likely to appear as a tail, then would have
2 1
𝑃 𝐻 = 𝑃 𝑇 =
3 3

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Example
If a die is rolled and we suppose that all six sides are equally likely to
appear, then we would have 𝑃 1 = 𝑃 2 = 𝑃 3 = 𝑃 4 =
#
𝑃 5 = 𝑃 6 = . From Axiom 3, it would follow that the
'
probability of rolling an event number would equal
1
𝑃 2, 4, 6 = 𝑃 2 + 𝑃 4 + 𝑃 6 =
2
The events are mutually exclusive.

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Some propositions of
probability

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Definition of probability
We assume that all outcomes in the sample space are equally likely to
occur. Consider an experiment whose sample space S is a finite set
S ={1, 2, …, N}. Then we also assume P({1}) = P({2}) = . . . = P({N}) and
1
𝑃 𝑖 = 𝑖 = 1, 2, . . . , 𝑁
𝑁
From this it also implies from Axiom 2 that for any event E
number of outcomes in 𝐸
𝑃 𝐸 =
number of outcomes in 𝑆

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Definition of probability
If S is finite and each one point set is assumed to have equal
probability, then
𝐸
𝑃 𝐸 =
𝑆

where |E| denotes the number of outcomes in the event E.

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Example
If two dice of rolled, what is the probability that the sum of the
upturned faces will equal 7?

We assume that all of the 36 possible outcomes are equally likely. Since
there are 6 possible outcomes [(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)],
the desired probability is 6/36 = 1/2.

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Example
A committee of 5 is to selected from a group of 6 men and 9 women. If
the selection is made randomly, what is the probability that the
committee consists of 3 men and 2 women?

We assume that each of #( (


possible combinations is equally likely to
be selected. Hence, the desired probability
' *
) % 240
#(
=
1001
(

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Exercise
1. If 3 balls are randomly drawn from a bowl containing 6 white and 5
black balls, what is the probability that one of the drawn balls is
white and the other two black?
2. If n people are present in a room, what is the probability that no
two of them celebrate their birthday on the same of the year? How
large need n be so that this probability is less than ½?

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Exercise 1
• The sample space is 11 . 10 . 9 = 990.
• One white, two black means:
• White, black, black = 6 . 5 . 4 = 120.
• Black, white, black = 5 . 6 . 4 = 120.
• Black, black, white = 5 . 4 . 6 = 120.
• The desired probability is
120 + 120 + 120 4
=
990 11

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Exercise 2
• Each person can celebrate his/her birthday on any one of 365 days.
There is a total of (365)n outcomes.
• We assume that each outcome is equally likely, the desired
probability is
365 364 363 . . . (365 − 𝑛 + 1)
(365)&
• When n ≥ 23, the probability is less than ½.

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Propositions
Assumption
We note that E and Ec are always mutually exclusive, and since 𝐸 ∪
𝐸 + = 𝑆, we have by Axioms 2 and 3 that
1 = 𝑃 𝑆 = 𝑃 𝐸 ∪ 𝐸 + = 𝑃 𝐸 + 𝑃(𝐸 + )
or, equivalently, we have the statement given in
Proposition 1
𝑃 𝐸 + = 1 − 𝑃(𝐸)

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Propositions
If the event E is contained in event F, then the probability of E is no
greater than the probability of F.

Proposition 2

If 𝐸 ⊂ 𝐹, then 𝑃(𝐸) ≤ 𝑃(𝐹).

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Propositions
The relationship between the probability of the union of two events in
terms of the individual probabilities and the probability of the
intersection.

Proposition 3
𝑃 𝐸⋃𝐹 = 𝑃 𝐸 + 𝑃 𝐹 − 𝑃(𝐸𝐹)

If E and F are independent


𝑃 𝐸𝐹 = 𝑃 𝐸 𝑃(𝐹)
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Generalization Proposition 3
Proposition 3 can be generalized as
& &

𝑃 # 𝐴! = & 𝑃 𝐴! − & & 𝑃 𝐴! 𝐴- + & & & 𝑃 𝐴! 𝐴- 𝐴.


!"# !"# !,- !,-,.

&/#
+ . . . + −1 𝑃 𝐴# . . . 𝐴&

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Example
In one dice rolling, E is an event of the appearing of odd numbers, and
F is for the prime numbers. Hence, E = {1, 3, 5}, F = {2, 3, 5}. Therefore:
• 𝐸 ∪ 𝐹 = 1, 2, 3, 5 .
• 𝐸 ∩ 𝐹 = 3, 5 .
• 𝑃 𝐸 = 𝑃 𝐹 = 3⁄6 = 0.5
• 𝑃 𝐸 ∩ 𝐹 = 2⁄6 = 0.333.
• 𝑃 𝐸 ∪ 𝐹 = 4⁄6 = 0.667.
• 𝑃 𝐸 ∪ 𝐹 = 𝑃 𝐸 + 𝑃 𝐹 − 𝑃 𝐸𝐹 = 0.5 + 0.5 − 0.333 = 0.667.

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Exercise
Sanikem is taking two books along on her holiday vacation. With
probability of 0.5 she will like the first book; with probability 0.4 she
will like the second book; with probability 0.3 she will like both books.
What is the probability she likes neither book?

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Exercise
Let Bi denote the event Sanikem likes book i, i = 1, 2. Then the
probability that she likes at least one book is
𝑃 𝐵# ∪ 𝐵% = 𝑃 𝐵# + 𝑃 𝐵% − 𝑃 𝐵# 𝐵% = 0.5 + 0.4 − 0.3 = 0.6

The event that Sanikem likes neither book is the complement of the
event that she likes at least one of them. Then, the desired probability
𝑃 𝐵#+ 𝐵%+ = 𝑃 𝐵# ∪ 𝐵% +
= 1 − 𝑃 𝐵# ∪ 𝐵% = 0.4

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Thank You

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