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Chapter 10. Introducing Probability . The probability of any outcome of a random variable is an expected (not observed) proportion. Idea of Probability. Probability is the science of chance behavior Chance behavior is unpredictable in the short run , but is predictable in the long run
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Chapter 10 Introducing Probability BPS Chapter 10
The probability of any outcome of a random variable is an expected (not observed) proportion Idea of Probability • Probability is the science of chance behavior • Chance behavior is unpredictable in the short run, but is predictable in the long run • The probability of an event is its expected proportion in an infinite series of repetitions BPS Chapter 10
How Probability BehavesCoin Toss Example Eventually, the proportion of heads approaches 0.5 BPS Chapter 10
How Probability Behaves“Random number table example” The probability of a “0” in Table B is 1 in 10 (.10) Q: What proportion of the first 50 digits in Table B is a “0”? A: 3 of 50, or 0.06 Q: Shouldn’t it be 0.10? A: No. The run is too short to determine probability. (Probability is the proportion in an infinite series.) BPS Chapter 10
Probability Models • Probability models consist of two parts: • Sample Space (S) = the set of all possible outcomes of a random process. • Probabilities for each possible outcome in sample space S are listed. Probability Model “toss a fair coin” S = {Head, Tail} Pr(heads) = 0.5 Pr(tails) = 0.5 BPS Chapter 10
Rules of Probability BPS Chapter 10
Rule 1 (Possible Probabilities) Let A ≡ event A 0 ≤ Pr(A) ≤ 1 Probabilities are always between 0 and 1. Examples: Pr(A) = 0 means A never occurs Pr(A) = 1 means A always occurs Pr(A) = .25 means A occurs 25% of the time BPS Chapter 10
Rule 2 (Sample Space) Let S ≡ the entire Sample Space Pr(S) = 1 All probabilities in the sample space together must sum to 1 exactly. Example: Probability Model “toss a fair coin”, shows that Pr(heads) + Pr(tails) = 0.5 + 0.5 = 1.0 BPS Chapter 10
Rule 3 (Complements) Let Ā≡ the complement of event A Pr(Ā) = 1 – Pr(A) A complement of an event is its opposite For example: Let A ≡ survival then Ā ≡ death If Pr(A) = 0.95, then Pr(Ā) = 1 – 0.95 = 0.05 BPS Chapter 10
Rule 4 (Disjoint events) Events A and B are disjoint if they are mutually exclusive. When events are disjoint Pr(A or B) = Pr(A) + Pr(B) Age of mother at first birth (A) under 20: 25% (B) 20-24: 33% (C) 25+: 42% } Pr(B or C) = 33% + 42% = 75% BPS Chapter 10
Discrete Random Variables Discrete random variables address outcomes that take on only discrete (integer) values Example: A couple wants three children. Let X ≡ the number of girls they will have This probability model is discrete: BPS Chapter 10
This is the density model for random numbers between 0 and 1 Continuous Random Variables Continuousrandom variables form a continuum of possible outcomes. • Example Generate random number between 0 and 1 infinite possibilities. • To assign probabilities for continuous random variables density models (recall Ch 3) BPS Chapter 10
Area Under Curve (AUC) The AUC concept (Chapter 3) is essential to working with continuous random variables. Example: Select a number between 0 and 1 at random. Let X ≡ the random value. Pr(X< .5) = .5 Pr(X >0.8) = .2 BPS Chapter 10
Normal Density Curves Introduced in Ch 3: X~N(µ, ). ♀ Height X~N(64.5, 2.5) → Standardized Z~N(0, 1) Z Scores BPS Chapter 10
68-95-99.7 Rule • Let X ≡ ♀height (inches) • X ~ N (64.5, 2.5) • Use 68-95-99.7 rule to determine heights for 99.7% of ♀ • μ± 3σ= 64.5 ± 3(2.5) = 64.5 ± 7.5 = 57 to 72 If I select a woman at random a 99.7% chance she is between 57" and 72" BPS Chapter 10
Calculating Normal Probabilities when 68-95-99.7 rule does not apply Recall 4 step procedure (Ch 3) A: State B: Standardize C: Sketch D: Table A BPS Chapter 10
Illustration: Normal Probabilities What is the probability a woman is between 68” and 70” tall? Recall X ~ N (64.5, 2.5) A: State: We are looking for Pr(68 < X < 70) B: Standardize Thus, Pr(68 < X < 70) = Pr(1.4 < Z < 2.2) BPS Chapter 10
Illustration (cont.) C: Sketch D: Table A: Pr(1.4 < Z < 2.2) = Pr(Z < 2.2) − Pr(Z < 1.4) = 0.9861 − 0.9192 = 0.0669 BPS Chapter 10