Basic rules of probability provides the underlying foundation for
statistics. We will learn the basic rules of probability and understand
the chance of some interesting daily life events (e.g., diagnostic test
results, Powerball winning chance, birthday match, etc.) in this part of
the course.
Concepts
Experiment: Any observable occurrence
with uncertain results that can be repeated.
Sample space: The collection of all
possible outcomes of an experiment.
Event: Any set of outcomes of an
experiment.
Simple event: An event with only one
outcome.
Null event: An event without any
outcomes.
Example 1. Identify the sample space and
some events in the following experiments.
- Flip a coin three times and note whether it lands on heads or
tails.
- Draw a card from a deck of cards.
- Roll a pair of six-sided dice and note the sides facing up.
- The union of two events \(A\) and \(B\) is denoted by \(A\cup B\).
- The intersection of two events \(A\) and \(B\) is denoted by \(A\cap B\).
- Events \(A\) and \(B\) are
disjoint (mutually exclusive) if they cannot
simultaneously occur.
- The complement of event \(A\), denoted by \(A^c\), consists of all outcomes in which
event \(A\) does not occur.

Example 2. For each experiment in Example
1, provide two events and find their union/intersection/complements. Are
they disjoint?
Probability Rules
If each outcome (simple event) has the same probability of occurring
in an experiment, then the probability of an event \(A\), denoted by \(P(A)\), is calculated by \[ P(A) = \dfrac { \mbox{Number of simple events in
$A$}} {\mbox{Total number of simple events in the sample space}}
\]
Example 3. Randomly pick a card from a 52
card deck.
- What is the probability of drawing a heart \(\heartsuit\)?
- What is the probability of drawing an ace?
- What is the probability of drawing a face card?
Example 4. Roll a pair of fair dice. What
is the probability of getting a sum of 8?
Example 5. What is the probability of
having two boys in a family of three children? (Assuming the chance of
having a boy and a girl is the same.)
Basic probability rules:
- \(0 \le P(A) \le 1\).
- \(P(S) = 1\), where \(S\) stands for the sample space.
- Complement rule: \(P(A) + P(A^c) =
1\).
- Addition rule: \(P(A\cup B) = P(A) + P(B)
- P(A\cap B)\).
Example 6. Roll a pair of fair dice.
- Let \(A\) be the total is at least
4, find \(P(A)\).
- Let \(B\) be the total is at most
10, find \(P(B)\).
Example 7. Pick a card from a deck.
- Find the probability that the card is a diamond or a face card.
- Find the probability that the card is a red card or an ace.
Ross 4.3. A certain retail establishment accepts
either the American Express or the VISA credit card. A total of 22
percent of its customers carry an American Express card, 58 percent
carry a VISA credit card, and 14 percent carry both. What is the
probability that a customer will have at least one of these cards?
Types of Probability Methods
- Classical methods: Theories.
- Empirical methods: Simulations.
- Subjective methods: Personal judgement.
The Law of Large Numbers
As the number of repetitions of a probability experiment increases,
the proportion with which a certain outcome is observed gets closer to
the probability of the outcome.