Probability. Robert P. Dobrow

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      Perhaps the quintessential random experiment is flipping a coin. Suppose a coin is tossed three times. Let H represent heads and T represent tails. The sample space is

normal upper Omega equals StartSet normal upper H normal upper H normal upper H comma normal upper H normal upper H normal upper T comma normal upper H normal upper T normal upper H comma normal upper H normal upper T normal upper T comma normal upper T normal upper H normal upper H comma normal upper T normal upper H normal upper T comma normal upper T normal upper T normal upper H comma normal upper T normal upper T normal upper T EndSet comma

      An event is a set of outcomes, and as such is a subset of the sample space normal upper Omega. Often, we refer to events by assigning them a capital letter near the beginning of the alphabet, such as event upper A. The event of getting all heads in three coin tosses can be written as

upper A equals left-brace Three heads right-brace equals left-brace upper H upper H upper H right-brace period

      Event upper A contains a single outcome, and clearly, upper A subset-of-or-equal-to normal upper Omega. More commonly, events include multiple outcomes. The event of getting at least two tails is

upper B equals left-brace At least two tails right-brace equals StartSet upper H upper T upper T comma upper T upper H upper T comma upper T upper T upper H comma upper T upper T upper T EndSet period

      We often desire probabilities of events. But before learning how to find these probabilities, we first learn to identify the sample space and relevant event for a given problem.

       Example 1.1 The weather forecast for tomorrow says rain. The number of umbrellas students bring to class can be considered an outcome of a random experiment. If at most each of students brings one umbrella, then the sample space is the set . The event that between 2 and 4 umbrellas are brought to class is

      Dice are often used to illustrate probability concepts. Unless stated otherwise, in this text, rolling a die refers to rolling a fair six-sided die with the usual numeric labels of the numbers 1 through 6.

       Example 1.2 Roll a pair of dice. Find the sample space and identify the event that the sum of the two dice is equal to 7.The random experiment is rolling two dice. Keeping track of the roll of each die gives the sample spaceThe event is The sample space can also be presented using an array format, where the rows denote the first roll and the columns denote the second roll. The cell entries are the sum of the row and column numbers. All 36 outcomes will be represented in the resulting cells. The event can then be identified by finding the cells that correspond to the desired criteria.

      

       Example 1.3 Yolanda and Zach are running for president of the student association. One thousand students will be voting, and each voter will pick one of the two candidates. We will eventually ask questions like, What is the probability that Yolanda wins the election over Zach by at least 100 votes? But before actually finding this probability, first identify (i) the sample space and (ii) the event that Yolanda beats Zach by at least 100 votes.(i) The outcome of the vote can be denoted as , where is the number of votes for Yolanda, and is the number of votes for Zach. Then the sample space of all voting outcomes is(ii) Let be the event that Yolanda beats Zach by at least 100 votes. The event consists of all outcomes in which , or . That is,

       Example 1.4 Diego will continue to flip a coin until heads appears. Identify the sample space and the event that it will take Diego at least three coin flips to get a head.The sample space is the set of all sequences of coin flips with one head preceded by some number of tails. That is,The desired event is . Note that in this case both the sample space and the event are infinite, meaning they contain an infinite number of outcomes.

      What does it mean to say that the probability that upper A occurs or the probability of upper A is equal to x?

      From a formal, purely mathematical point of view, a probability is a number between 0 and 1 that satisfies certain properties, which we will describe later. From a practical, empirical point of view, a probability matches up with our intuition of the likelihood or “chance” that an event occurs. An event that has probability 0 “never” happens. An event that has probability 1 is “certain” to happen. In repeated coin flips, a fair coin comes up heads about half the time, and the probability of heads is equal to one-half.

      Let upper A be an event associated with some random experiment. One way to understand the probability of upper A is to perform the following thought exercise: imagine conducting the experiment over and over, infinitely often, keeping track of how often upper A occurs. Each experiment is called a trial. If the event upper A occurs when the experiment is performed, that is a success. The proportion of successes is the probability of upper A, written upper P left-parenthesis upper A right-parenthesis.

      This is the relative frequency interpretation of probability, which says that the probability of an event is equal to its relative frequency in a large number of trials.

      There are definite limitations to constructing a rigorous mathematical theory out of this intuitive and empirical view of probability. One cannot actually repeat an experiment infinitely many times. To define probability carefully, we need to take a formal, axiomatic, mathematical approach. Nevertheless,

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