Statistics

ST 361: Introduction to Statistics Introduction to Probability

Kimberly Weems ksweems@ncsu.edu 5260 SAS Hall
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Outline
Probability Trees Probability Models
Sample Spaces, Events, Venn Diagrams

Axioms of Probability Probability Rules (Laws)

Addition Rule Multiplication Rule

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Example: Southwest Energy

A Southwest Energy Company pipeline has 3 safety shutoff valves in case the line starts to leak. The valves are designed to operate independently of one another:
7% chance that valve 1 will fail 10% chance that valve 2 will fail 5% chance that valve 3 will fail

If there is a leak in the line, find the following probabilities:

a. b. c. d. That all three valves operate correctly That all three valves fail That only one valve operates correctly That at least one valve operates correctly
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Probability Tree Approach

A probability tree is a useful way to visualize this problem and to find the desired probability.

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A: P(all three valves operate correctly)

P(all three valves work) = .93*.90*.95 = .79515

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B: P(all three valves fail)

P(all three valves fail) = .07*.10*.05 = .00035

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D: P(at least one valve operates correctly)

7 paths P(at least one valve operates correctly = 1 P(no valves operate correctly) = 1 - .00035 = .99965 1 path

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Example: AIDS Testing

V={person has HIV}; CDC: P(V)=.006 +: test outcome is positive (test indicates HIV present) -: test outcome is negative clinical reliabilities for a new HIV test:
1. If a person has the virus, the test result will be positive with probability .999 2. If a person does not have the virus, the test result will be negative with probability .990
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Question 1
What is the probability that a randomly selected person will test positive?

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Probability Tree
clinical reliability

clinical reliability
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Probability Tree
clinical reliability Multiply branch probs

clinical reliability
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Question 1 Answer
What is the probability that a randomly selected person will test positive? P(+) = .00599 + .00994 = .01593

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Question 2
If your test comes back positive, what is the probability that you have HIV? (Remember: we know that if a person has the virus, the test result will be positive with probability .999; if a person does not have the virus, the test result will be negative with probability .990). Looks very reliable

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Question 2 Answer
Answer two sequences of branches lead to positive test; only 1 sequence represented people who have HIV. P(person has HIV given that test is positive) =.00599/(.00599+.00994) = .376

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Summary
Question 1: P(+) = .00599 + .00994 = .01593 Question 2: two sequences of branches lead to positive test; only 1 sequence represented people who have HIV. P(person has HIV given that test is positive) =.00599/(.00599+.00994) = .376

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Recap
We have a test with very high clinical reliabilities:
1. If a person has the virus, the test result will be positive with probability .999 2. If a person does not have the virus, the test result will be negative with probability .990

But we have extremely poor performance when the test is positive: P(person has HIV given that test is positive) =.376 In other words, 62.4% of the positives are false positives! Why? When the characteristic the test is looking for is rare, most positives will be false.
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Probability models
A probability model is a mathematical representation of a random phenomenon. It is defined by its sample space, events within the sample space, and probabilities associated with each event.

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Sample Space
Random experiments have unique outcomes. The set of all possible outcome of a random experiment is called the sample space, S. S is discrete if it consists of a finite or countable infinite set of outcomes. S is continuous if it contains an interval (either a finite or infinite width) of real numbers.

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Example: Sample Spaces

[S is continuous] Randomly select and measure the thickness of a part. S = R+ = {x|x > 0}, the positive real line. Negative or zero thickness is not possible. [S is continuous, finite width] It is known that the thickness is between 10 and 11 mm. We have S = {x|10 < x < 11}. [S is discrete] It is known that the thickness has only three values. S = {low, medium, high}, discrete. [S is discrete] Does the part thickness meet specifications? S = {yes, no}, discrete.

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Example: Sample Spaces (contd)

[S is continuous] Two parts are randomly selected & measured. S = R+ x R+, S is continuous. [S is discrete] Do the 2 parts conform to specifications? S = {yy, yn, ny, nn}, S is discrete. [S is discrete] Number of conforming parts? S = {0, 1, 2}, S is discrete. [S is discrete, countable infinite ] Parts are randomly selected until a non-conforming part is found. S = {n, yn, yyn, yyyn, }, S is countably infinite.

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Events Are Sets of Outcomes

An event (E) is a subset of the sample space of a random experiment, i.e., one or more outcomes of the sample space. Event combinations are: Union of 2 events = the event consisting of all outcomes that are contained in either of two events, E1 U E2. Called E1 or E2. Intersection of 2 events = the event consisting of all outcomes that contained in both of two events, E1 E2. Called E1 and E2. Complement of an event = the set of outcomes that are not contained in the event, E or not E, or Ec .

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Example: Discrete Event Algebra

Recall the sample space from Example 2, S = {yy, yn, ny, nn} concerning conformance to specifications. Let E1 denote the event that at least one part does conform to specifications, E1 = {yy, yn, ny} Let E2 denote the event that no part conforms to specifications, E2 = {nn} Let E3 = , the null or empty set. Let E4 = S, the universal set. Let E5 = {yn, ny, nn}, at least one part does not conform. Then E1 U E5 = S Then E1 E5 = {yn, ny} Then E1 = {nn}
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Example: Continuous Event Algebra

Measurements of the thickness of a part are modeled with the sample space: S = R+. Let E1 = {x|10 x < 12}, show on the real line below. Let E2 = {x|11 < x < 15} Then E1 U E2 = {x|10 x < 15} Then E1 E2 = {x|11 < x < 12} Then E1 = {x|x < 10 or x 12} Then E1 E2 = {x|12 x < 15}

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Venn Diagrams Show Event Relationships

Events A & B contain their respective outcomes. The shaded regions indicate the event relation of each diagram.

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Venn diagrams

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Venn Diagram of Mutually Exclusive Events

Events A & B are mutually exclusive because they share no common outcomes. The occurrence of one event precludes the occurrence of the other. Symbolically, A B =

Mutually exclusive events

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What is Probability?
Probability is the likelihood or chance that a particular outcome or event from a random experiment will occur. Here, only finite sample spaces ideas apply. Probability is a number in the [0,1] interval. May be expressed as a: proportion (0.15) percent (15%) fraction (3/20) Generally speaking, a probability of: 1 indicates highly likely 0 indicates highly unlikely
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Probability Based on Equally-Likely Outcomes

Whenever a sample space consists of N possible outcomes that are equally likely, the probability of each outcome is 1/N. Example: Consider an unbiased die with 10 faces labeled 1,2,10. Unbiased means that no face is favored, when throwing the die; thus each face has an equal chance of being shown. We throw the die; the probability that the die shows face 10 is 1/10 or 0.1, because each outcome in the sample space is equally likely.

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Probability of an Event
For a discrete sample space, the probability of an event E, denoted by P(E), equals the sum of the probabilities of the outcomes in E. The discrete sample space may be: A finite set of outcomes A countably infinite set of outcomes. Further explanation is necessary to describe probability with respect to continuous sample spaces.

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Equally likely outcomes (uniform model)

Equally likely outcomes (uniform model): If a random phenomenon had k possible outcomes, all equally likely , then each individual outcome has probability 1/k. The probability of any event A is: P(A) = {count of outcomes in A} / {count of outcomes in S} = |A| / k.

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Example: Probabilities of Events

A random experiment has a sample space {w,x,y,z}. These outcomes are not equally-likely; their probabilities are: 0.1, 0.3, 0.5, 0.1. Event A ={w,x}, event B = {x,y,z}, event C = {z} P(A) = _______ P(B) = _______ P(C) = _______ P(A) = _____ and P(B) = ____ and P(C) = ______ Since event AB = {x}, then P(AB) = _____ Since event AUB = {w,x,y,z}, then P(AUB) = ______ Since event AC = {null}, then P(AC ) = ________
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Axioms of Probability
Probability is a number that is assigned to each member of a collection of events from a random experiment that satisfies the following properties: 1. P(S) = 1 2. 0 P(E) 1, for any event E 3. For each two events E1 and E2 with E1E2 = , P(E1UE2) = P(E1) + P(E2) addition rule These imply that: P() =0 ; P(E) = 1 P(E) complement rule If E1 is contained in E2, then P(E1) P(E2).
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Probability Rules
Joint events are generated by applying basic set operations to individual events, specifically: Unions of events, A U B Intersections of events, A B Complements of events, A

Probabilities of joint events can often be determined from the probabilities of the individual events that comprise it. And conversely.

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Birthday Problem
What is the smallest number of people you need in a group so that the probability of 2 or more people having the same birthday is greater than 1/2? Answer: 23 No. of people 23 30 40 60 Probability .507 .706 .891 .994

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Birthday Problem
A={at least 2 people in the group have a common birthday} A = {no one has common birthday}
:P ( A') 364 363 365 365

3 people 23 people

: 364 363 343 P ( A') . 498 365 365 365 so P ( A ) 1 P ( A ' ) 1 . 498 . 502
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Probability rules
Addition Rule for Mutually Exclusive Events: Recall that two events A and B are mutually exclusive (or disjoint) events if they have no outcomes from S in common If A and B are mutually exclusive events, then P(A or B) = P(A) + P(B)

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Probability rules
General Addition Rule: For any two events A and B

P(A or B) = P(A) + P(B) P(A and B)

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Probability rules
Multiplication Rule for independent events. Two events, A and B are independent if the occurrence of one does not affect the probability that the other one will occur. If A and B are independent then P(A and B) = P(A) P(B).

Remark on independence: The fact that a coin tossed with my left hand comes up T rather than H, does not influence the outcome of a coin tossed with my right hand. The probability of falling on the street is NOT independent of whether it has snowed. These events are dependent.
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Some examples
Example1: We roll a 6-sided die. The sample space (set of all possible outcomes) S = ____ The simple events are:___________. The event A that the outcome is {3} is _______. Example 2. We roll a die, and the event of interest, E, is obtaining an odd number. That is E 1,3,5. What is the probability of this event ? Let F 2,4,6 . What is the probability of F?

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