Probability Theory: Understanding Probabilities of Events and Experiments - Prof. William , Study notes of Data Analysis & Statistical Methods

A part of lecture notes from a statistics course (sta100) on probability theory. It covers the basics of probability, including definitions of key terms such as experiment, outcome, sample space, and event. The professor uses examples of tossing coins and rolling dice to illustrate the concepts. The document also discusses the classical notion of probability and provides formulas for calculating probabilities of events.

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Pre 2010

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Prof. Thistleton STA100 Statistical Methods Lecture 5
1 | P a g e
Text Sections: Chapter 4 Sections 1
Basic Probability
One recent semester I gathered the following data on some students:
Gender
Male
Female
Owns a Pet
Yes
15
27
No
6
3
Based upon these data, do you think that there is evidence that men and women own pets at different rates?
How can we develop a theory to answer this sort of a question? Note that we’re not asking whether these
particular men and women own pets at the same rate (since they obviously do not) but whether we can infer
something about the population from which they come.
To answer questions like this we need to know a little probability. As another example, if you and I are flipping
a coin and I receive $1 for Heads while you receive $1 for Tails you might begin to suspect that I’m cheating if
I win 20 times in a row. How about 5 times? 10 times?
To get us started, consider the following experiment. I’ve taken what I believe to be a fair coin and tossed it
10,000 times. Here are my data:
#tosses
1000
2000
3000
4000
5000
7000
8000
10000
Cumulative
number of
HEADS
509
1012
1513
2016
2488
3545
4050
5059
We can start to notice a few things. First by doing a little subtracting we can see that on the first 1000 tosses I
got 509 heads, on the second I got 503, on the third 501 and so on (503, 472, 527, 530, 505, 515, and 494). Its
impossible to say exactly how many you’ll get on 1000 tosses, but they all seem to be near 500 even though it’s
possible to get as few as 0 and as many as 1.
A simple plot gives us an idea here. If we know that we have obtained 509 heads on the first 1000 tosses then at
this point we have a relative frequency of 509/1000=0.509. In general, define
And then make a plot for our data.
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Text Sections: Chapter 4 Sections 1

Basic Probability

One recent semester I gathered the following data on some students:

Gender

Male Female

Owns a Pet

Yes 15 27

No 6 3

Based upon these data, do you think that there is evidence that men and women own pets at different rates? How can we develop a theory to answer this sort of a question? Note that we’re not asking whether these particular men and women own pets at the same rate (since they obviously do not) but whether we can infer something about the population from which they come.

To answer questions like this we need to know a little probability. As another example, if you and I are flipping a coin and I receive $1 for Heads while you receive $1 for Tails you might begin to suspect that I’m cheating if I win 20 times in a row. How about 5 times? 10 times?

To get us started, consider the following experiment. I’ve taken what I believe to be a fair coin and tossed it 10,000 times. Here are my data:

#tosses 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000

Cumulative number of HEADS

We can start to notice a few things. First by doing a little subtracting we can see that on the first 1000 tosses I got 509 heads, on the second I got 503, on the third 501 and so on (503, 472, 527, 530, 505, 515, and 494). Its impossible to say exactly how many you’ll get on 1000 tosses, but they all seem to be near 500 even though it’s possible to get as few as 0 and as many as 1.

A simple plot gives us an idea here. If we know that we have obtained 509 heads on the first 1000 tosses then at this point we have a relative frequency of 509/1000=0.509. In general, define

And then make a plot for our data.

Intuitively, we think of the probability of an event (i.e. the outcome of an experiment) as the number of times an event will occur relative to the number of times the experiment is performed. Of course we have to be careful about how we denote (or think about) experiments, outcomes, and events). Given this way of thinking, a few properties of what we call probability will be obvious. Since we are counting a given number of successful outcomes and dividing by the number of trials:

Probabilities can never be negative. Probabilities can never be greater than one.

Let's start with a few loose definitions. Look these up in your book and write the definitions in the space provided.

  1. Experiment
  2. Outcome
  3. Sample Space
  4. Event

Given everything we've been discussing, how would you define the probability of obtaining HEADS on a toss

of a fair coin?

0 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000

Number of Tosses

Relative Frequency of Heads

Example

  1. What is the probability that, when you roll two fair dice, the sum will equal 5?

We first have to figure out what our sample space looks like. Denote the simple event “one on the first and one on the second” as 1,1 and so on. Then our sample space looks like:

Now decide which outcomes comprise our event. If the individual rolls must add to 5 we must be talking about 1,4 and 2,3 and 3,2 and 4,1.

And, since each of these outcomes is equally likely, at this point we can see that

  1. What is the probability that, when you roll two fair dice, the sum will equal 5 or 6?
  1. What is the probability that your roll will include exactly one even number?
  1. Finally, what is the probability that our roll will have exactly one even number or add to 5? What do we mean by “or”