CHAPTER THREE
ELEMENTARY PROBABILITY
THEORY
April 04, 2024
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3.1 sample space and events
Random experiment is an experiment in
which the outcome cannot be determined or
predicted exactly in advance.
Event: A collection of one or more outcomes
in a statistical experiment. We denote with
capital letters
Simple Event: An event that consists of
exactly one outcome in a statistical
experiment.
Sample Space: The set of all simple events
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Cont.…
EXAMPLE 1: A coin is tossed twice
S= {(H,H),(H,T),(T,H),(T,T)
E= {(H,H),(T,H)} the event that the second toss was a
head
EXAMPLE 2: tossing a die
S={1,2,3,4,5,6}
E={2,4,6} the event that the number is even
EXAMPLE 3: choosing a point from the interval (0,1).
S=(0,1)
E=(1/3,1/2)
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Set operation
Union : an outcome is in if it is neither in E or
in F.
Intersection : an outcome is in if it is in both E
and F.
Mutually exclusive: E and F are mutually
exclusive if
Example: roll die
: outcome is below 3
: outcome is above 4
Complement outcome that is not in E.
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Theorem: Important elementary set theory results
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3.2 probability of an event
The probability of event with sample space is a
number assigned to that satisfies the following
1) For any sequence of events which are mutually
exclusive
Theorem:- If A is an event in a discrete sample
space S, then P(S) equals the sum of the
probabilities of the individual outcomes
comprising A.
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Cont…
Example 1:- Roll a fair die, 6 equally likely
outcome
Example 2:- E: the outcome is even.
properties
1)
2) Any event E and F (may not mutually
exclusive)
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Theorem
Suppose that we have a random experiment
with sample space and probability function
and and are events. Then we have the
following results:
I. If subset of then
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3.3 conditional probability
Definition:- If , the conditional probability of
given , denoted by , is
Example 1:- flip a coin twice
: the first flip is .
Example 2:- Suppose cards numbered one
through ten are placed in a hat, mixed up, and then
one of the cards is drawn at random. If we are told
that the number on the drawn card is at least five,
then what is the conditional probability that it is
ten?
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3.4 independent events
Definition:-Two events A and B are said to
independent if If in addition, , independence is
equivalent to the condition
Example:- a coin is tossed and a dice is rolled
simultaneously. What is the probability of a tail and
a 6 coming at the output
Solution:- since and
probability of a tail coming in the toss and getting
a 6 in dice is
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3.5 Random variables and expectation
A random variable is a function from the
sample space of an experiment to the set of real
numbers.
Example 1:- for the random variable
corresponding to the sum is
And in general
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Cont…
Example 2:- Suppose that a coin is flipped
three times. Let X(t) be the random variable
that equals the number of heads that appear
when t is the outcome. Then X(t) takes on the
following values:
That is:
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Expectation of discrete random variable
Definition: Let be a discrete random variable
with possible values and probability mass
function (pmf) p(x).The expected value of is
is a weighted average of the possible values
that can take on.
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Cont…
Example:- Flip a coin 3 times. Let be the number of
heads. Find
Solution:
+ )
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Cont…
Theorem:- let X and Y are random variable on
the sample space S and a and b are real number,
then
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THE END
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