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Introduction To Probability: Unit II

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42 views43 pages

Introduction To Probability: Unit II

mhx
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Unit II

INTRODUCTION TO PROBABILITY

Contents

Introduction

Session 1
Basic Concepts of Probability

Session 2
Conditional Probability.

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Introduction
The basic theory of statistics is vast and includes the science of data
collection, date generation, data presentation, data analysis, and statistic, an
inference, prediction etc. Therefore, this unit is limited to the probability
theory and conditional probability. All the phenomena in the world have an
uncertainty. The probability is a measure of uncertainty. In this unit the
probability is discussed in detail. The conditional probability and
independent event are defined. Bays’ theorem, based on the conditional
probability is also discussed.
This whole unit has two sessions.
Session one introduces the basic concepts of the probability.
Session two contains the conditional probability based on the Bays’
Theorem.

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Engineering Mathematics II - Unit 2

Session 6
Basic Concepts of Probability

Contents

Introduction, p 80
6.1 Sample Space and Events, p 80
6.2 Calculating Probability, p 87
6.3 Complements, Intersections, and Unions, p 92
Answer to the Activities, p 98
Summary, p 101
Learning Outcomes, p 101

Introduction
In this section we will introduce some basic terminology of the probability
theory. Sample space and events are discussed in the first part of the section.
The properties use to compute probabilities will be discussed. Finally,
probability of compound events such as complement, union, and
intersection will be discussed.

6.1 Sample Space and Events


In order to gain an understanding of probability, it is helpful to define the
terms random experiment, sample space and the event which have a special
meaning under the field of probability.

A random experiment is a mechanism that produces a definite outcome that


cannot be predicted with certainty. The sample space associated with a

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random experiment is the set of all possible outcomes. An event is a subset


of the sample space.

Example 1

A ball is randomly selected from a bag which contains three red balls and seven
white balls.

Figure 6.1

This is a familiar example of a random experiment, an action for which all possible
outcomes can be listed, but for which the actual outcome on any given trial of the
experiment cannot be predicted with certainty. Here the possible outcomes are red
or white ball. Then the sample space of this random experiment is {Red, White}.
“A red ball will be drawn” is an example for an event regarding this
experiment.

In such a situation we wish to assign to each outcome, such as selecting red ball, a
number called the probability of the outcome that indicates how likely that
outcome will occur. Similarly, we would like to assign a probability to any event,
or collection of outcomes, which indicates how likely that event will occur if the
experiment is performed.

Example 2
Construct a sample space for the experiment that consists of tossing a single coin.

Answer:

The outcomes could be labelled H for heads and T for tails. Then the sample space
is the set S = {H, T}.

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Activity 1

a) Construct a sample space for the experiment that consists of rolling a single
die.

b) Find the events that correspond to the phrases

I) an odd number is rolled

II) a number less than three is rolled

The sample space for an experiment can also be illustrated by drawing either
a Venn diagram or a tree diagram. A Venn diagram is a picture (a closed
geometric shape such as a rectangle, a square, or a circle) that depicts all the
possible outcomes for an experiment. In a tree diagram, each outcome is
represented by a branch of the tree. Venn and tree diagrams help us to
understand the probability concepts by presenting them visually.

Example 3
Let us consider the sample space of the random event given in example 6.2

H T
T

(a) (b)

Figure 6.2 (a) Venn diagram (b) Tree diagram

Example 4
Draw the Venn and tree diagrams for the experiment of tossing a coin twice.

Answer

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This experiment can be split into two parts: the first toss and the second
toss. Suppose that the first time the coin is tossed, head is obtained. Then, on
the second toss, a head or a tail can be obtained. This gives us two
outcomes: HH (head on both tosses) and HT (head on the first toss and tail
on the second toss). Now suppose that we observe a tail on the first toss.
Again, either a head or a tail can occur on the second toss, giving the
remaining two outcomes: TH (tail on the first toss and head on the second
toss) and TT (tail on both tosses).

Thus, the sample space for two tosses of a coin is

S= {HH, HT, TH, TT}

Thus, Venn diagram and tree diagram are given in Figure 6.3

HH TH

HT TT

(a) (b)

Figure 6.3 (a) Venn diagram (b) Tree diagram

Further, the graphical representation of an event is done with a circle in


Venn diagram.

Example 5
In a group of people, some are in favor of genetic engineering and others are
against it. Two persons are selected at random from this group and asked
whether they are in favor of or against genetic engineering. How many
distinct outcomes are possible? Draw a Venn diagram and a tree diagram for
this experiment. List all the outcomes included in each of the following
events and represent them within the Venn diagram.

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(a) E1: Both persons are in favor of genetic engineering.

(b) E2: At most one person is against genetic engineering.

(c) E3: Exactly one person is in favor of genetic engineering.

Answer

Let

A = a person is against genetic engineering

F = a person is in favor of genetic engineering

This experiment has the following four outcomes:

The Venn and tree diagrams in Figure 6.4 show these four outcomes.

AA = both persons are against genetic engineering

AF = the first person is against and the second is in favor

FA = the first person is in favor and the second is against

FF = both persons are in favor of genetic engineering

E1
F AF
F
AA
FA

E2 E2

(a) (b)

Figure 6.4 (a) Venn diagram (b) Tree diagram

(a) The event “both persons are in favor of genetic engineering” will
occur if FF is obtained. Thus, E1 = {FF}

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(b) The event “at most one person is against genetic engineering” will
occur if either none or one selected is against genetic engineering.
Consequently, E2 = {AF, FA, AA}
(c) The event “exactly one person is in favor of genetic engineering” will
occur if one of the two persons selected is in favor and the other is
against genetic engineering. Hence, it includes the following two
outcomes: E3 = {AF, FA}

Activity 2

Describe a sample space that might be appropriate for an experiment in which we roll a
pair of dice. One red and one green.

a) Write sample space of this experiment.


b) Write the element of the event E: The total number of points rolled with the pair
of dice is 7.

Sample spaces are usually classified according to the number of elements


that they contain. In the preceding examples sample spaces are finite
number of elements; however we may have an infinite sample space. Let us
consider the following example.
Example 6
A coin toss until a head appears for the first time. What is the sample space
of this experiment?
Answer
The head (H) can be appear on the first flip, the second flip, the third flip,
the fourth flip, … and there are infinitely many possibilities.
Thus, the sample space of this experiment is, unending sequence of
elements.
S = {H, TH, TTH, TTTH, TTTTH, TTTTTH, …}
However even here the number of elements can be matched one-to-one with
whole numbers, and in this sense the sample space is said to be countable.

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If a sample space contains a finite number of elements or an infinite through


countable number of elements, it is said to be discrete.
Let us consider the following example: An investigation is done to
determine the height of a tomato plants after two weeks of the plantation. If
we assume that the height is a variable that can be measured to any desired
degree of accuracy. There is an infinitely many possible outcomes which
cannot be countable.
For instance: {3.2, 3.12, 3.122, 3.12121212, 3.251, 3.25555, …}
Here sample space is not discrete and consists of a continuum.
If a sample space consists of a continuum, such as all the points of a line
segment or all the points in a plane, it is said to be continuous.
Example 7
Let us consider the following experiments.
1. An investigation is done to find the useful lifetime of electrical blub.
2. An investigation is done to find the number of defective items from a
box of 100 electrical blubs.
3. A blub is selected randomly from a box containing four red blubs and
two white blubs.
a) Find their sample space.
b) Are their sample spaces discrete or continuous?

Answer
1. t is the length of the bulb’s useful life in hours.
a) S1 = {t: t ≥ 0}
b) Continuous.
2.
a) S2 = {0, 1, 2, 3, 4, …, 100}
b) Discrete
3.

a) S3= {R, W}

b) Discrete

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Activity 3

If an investigator is interested to know about the weight of each fruits from a bulk.
Assume that he is able to measure the weigh in any desired degree of accuracy. He
said that the weight of a fruit from this bulk is between 4.01g to 5.02256g.

a) Find the sample space of this experiment.


b) Is this sample space countable or discrete?

As discussed above, an event is a collection of one or more of the outcomes


of an experiment. An event may be a simple event or a compound event. A
simple event is also called an elementary event, and a compound event is
also called a composite event.

Each of the final outcomes for an experiment is called a simple event. In


other words, a simple event includes one and only one outcome. Usually,
simple events are denoted by E1, E2, E3, and so forth. A compound event
consists of more than one outcome. Compound events are denoted by A, B,
C, D, and so forth.

6.2 Computing Probability


Probability, which gives the likelihood of occurrence of an event, is denoted
by P. The probability that a simple event Ei will occur is denoted by P(Ei),
and the probability that a compound event A will occur is denoted by P(A).
Probability is a numerical measure of the likelihood that a specific event
will occur.

6.2.1 Properties of probability


1. The probability of an event always lies in the range 0 to 1.
Whether it is a simple or a compound event, the probability of an event is
never less than 0 or greater than 1. Using mathematical notation, we can
write this property as follows.

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0  P( E1 )  1
0  P( A)  1
An event that cannot occur has zero probability; such an event is called an
impossible event. An event that is certain to occur has a probability equal to
1 and is called a sure event. That is,
For impossible event F: P ( F ) = 0
For sure event D: P( D) = 1
2. The sum of the probabilities of all simple events (or final
outcomes) for an experiment, denoted by  P( E ) , is always 1.
i

For an experiment, P( E1 ) + P( E 2 ) + P( E3 ) + ... = 1

Example 8
1. Consider the experiment of flip of a coin at once. The sample space of
this experiment is S = {H, T}.
Thus, P( H ) + P(T ) = 1 .
2. For the experiment of flip of a coin at twice, Then the sample space is =
{HH, HT, TH, TT}. Thus, P( HH ) + P( HT ) + P(TH ) + P(TT ) = 1 .

6.2.2 Three Conceptual Approaches to Probability


The three conceptual approaches to probability are classical probability, the
relative frequency concept of probability, and the subjective probability
concept.
Classical Probability
Many times, various outcomes for an experiment may have the same
probability of occurrence. Such outcomes are called equally likely
outcomes. The classical probability rule is applied to compute the
probabilities of events for an experiment for which all outcomes are equally
likely.
Two or more simple events that have the same probability of occurrence are
said to be equally likely outcomes (or simple events). Thus, according to the
classical probability rule, the probability of a simple event is equal to 1
divided by the total number of simple events for the experiment. This is
obvious because the sum of the probabilities of all final outcomes (simple

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events) for an experiment is 1, and all the final outcomes are equally likely.
In contrast, the probability of a compound event A is equal to the number of
outcomes favorable to event A divided by the total number of outcomes for
the experiment.
1
P( Ei ) = where S is the sample space
n( S )
n( A)
P ( A) =
n( S )
Example 9
Let us consider the experiment, that flip a die.
a) Find the probability of obtaining one.
b) Find the probability of obtaining an even number.
Answer
Sample space of this experiment is S = {1, 2, 3, 4, 5, 6}. Since these simple
events are equally likely.
a) Obtaining one is a simple event (E): {1}
1 1
Thus, P( E ) = =
n( S ) 6
b) Obtaining an even number (A) = {2, 4, 6}
n( A) 3
Thus, P( A) = =
n( S ) 6

Activity 4

An ordinary die is thrown.

a) What is the sample space of this experiment?


b) Find the elements of the following events of this experiment.
I. A = Outcome is a multiple of two.
II. B = Outcome is less than to seven.
III. C = Outcome is factor of six.
c) Find the probability of above events

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Relative Frequency Concept of Probability


Suppose we want to find the probability that a shoe will land on its sole
when it is thrown in the air. To do this we could collect experimental data
by throwing the shoe a number of times and recording after every 100
throws, say, the relative frequency of successes, i.e. the number of times the
shoe landed on its sole as a proportion of the number of throws. The results
might look like this:
Table 6.1: Relative frequency of successes
Number of times shoe Number of Throws Relative
lands on sole frequency
43 100 0.43

64 200 0.32

114 300 0.38

136 400 0.34

160 500 0.32

170 600 0.283

203 700 0.29

232 800 0.29

270 900 0.3

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Figure 6.5 Relative frequency of successes

From Figure 6.5 it appears that, when the experiment is repeated a large
number of times, the relative frequency approaches a limiting value which is
around 0.3. this is defined as an experimental probability.
In general, if the number of trails is n and the number of times the event (A)
occurs is r, then
r
Relative frequency =
n
r
The probability of the event A occurs (P(A)): n lim  
n

Activity 5

An experiment is done to find the probability of obtaining head (H), when an unbiased
coin is tossed. If the investigator, perform the experiment 200 times, he has obtained
the relative frequency graph as in Figure 6.6.

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0.535
0.53
0.525

Relatuve Frequency
0.52
0.515
0.51
0.505
0.5
0.495
0.49
0 50 100 150 200
No of Throws

Figure 6.6
Find the probability of obtaining head (H), with use of relative frequency shown in
Figure 6.6.

6.3 Complements, Intersections, and Unions


In many situations of probability, we are interested in events that are
combinations of two or more events formed by taking unions, intersections
and complements.

6.3.1 Complements
The complement of an event A in a sample space S, denoted as Ac, is the
collection of all outcomes in S that are not elements of the set A. It
corresponds to negating any description in words of the event A. In Figure
6.7, shaded area represents the complement of the event A.

A Ac

Figure 6.7

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Example 10
Consider the following events connected with the experiment of rolling a
single die are,

a) E: “the number rolled is odd”


b) T: “the number rolled is greater than three.”
Find the complement of each.

Answer

Sample space of the experiment of rolling a single die: S = {1, 2, 3, 4, 5, 6}.

a) So, event E = {1, 3, 5}, then the complement Ec: S – E = {2, 4, 6}.
b) Event T = {4, 5, 6}, then the complement Tc: S – T = {1, 2, 3}.
Probability Rule for Complements

P( Ac ) = 1 − P( A)

This formula is particularly useful when difficulty occurs in finding the


probability of an event directly.

Example 11
Consider the following experiments.

Two fair coins are tossed.

Consider two events A and E defined as follows.

A: both time head appeared

E: at least one tail appeared

Then we can write an expression for the probability of occurs of event E in


terms of event A (at Venn diagram).

Figure 6.8

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Answer

The sample space of this event is S = {HH, TH, HT, TT}. Thus, the event at
least one tail is appeared E = {TH, HT, TT} = Ac.

Thus, P(E) = 1- P(A)

6.3.2 Intersection
The intersection of events A and B, denoted A ∩ B, is the collection of all
outcomes (simple events) that are elements of both sets A and B. It
corresponds to combining descriptions of the two events using the word
“and.” In Figure 6.9, shaded area represents the intersection of even A and B
(A ∩ B).

Figure 6.9: A  B

Example 12
Consider the following events connected with the experiment of rolling a
single die are,

E: “the number rolled is odd”

T: “the number rolled is greater than three.”

Find the intersection of events E and T.

Answer

Sample space of the experiment of rolling a single die: S = {1, 2, 3, 4, 5, 6}.

So, event E = {1, 3, 5}, Event T = {4, 5, 6},


then the intersection of E and T (E ∩ T) = {5}.

Example 13
A single die is rolled.

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a) Suppose the die is fair. Find the probability that obtained number is
even and greater than two.
b) Suppose the die has been “loaded” so that P (1) = 1 ∕ 12, P (6) = 3 /12,
and the remaining four outcomes are equally likely with one another.
Now find the probability that obtained number is even and greater than
two.
Answer

In both cases the sample space is S = {1,2,3,4,5,6}.

Let A is the event the number rolled is even. Then A = {2, 4, 6}. B is the
event the number rolled is greater than two. Thus. B = {2, 3, 4, 5, 6}.

Therefore, the event in question is the intersection A and B.

A ∩ B = {4,6}

a) Since the die is fair, all outcomes are equally likely, so by counting we
have P (A ∩ B) = 2 ∕ 6.
b) The information on the probabilities of the six outcomes can be
summarized as,
Outcome 1 2 3 4 5 6
Probability 1/12 p p p p 3/12

Since the sum of the probabilities of all simple events for an is always
1.
P (1) + P (2) + P(3) + P (4) + P(5) + P (6) = 1
Then,
1 3
+ p+ p+ p+ p+ =1
12 12
1
4p =1−
3
1
p=
6
1 3 5
Thus P (A ∩ B) = P(4) +P(6)= + =
6 12 12

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Activity 6

An ordinary die is thrown. Find the probability that the number obtained is,
a) An odd number
b) A prime number
c) A prime number and an odd number

6.3.3 Union
The union of events A and B, denoted A ∪ B, is the collection of all
outcomes that are elements of one or the other of the sets A and B, or of
both. It corresponds to combining descriptions of the two events using the
word “or.”

Figure 6.10: A ∪ B
In Figure 6.8, shared area represents the union of event A and B (A ∪ B).
Example 15
Consider the following events connected with the experiment of rolling a
single die are,

E: “the number rolled is odd”

T: “the number rolled is greater than three.”

Find the union of events E and T.

Answer

Sample space of the experiment of rolling a single die: S = {1, 2, 3, 4, 5, 6}.

So, event E = {1, 3, 5}, Event T = {4, 5, 6},


then the intersection of E and T (E ∪ T) = {1, 3, 4, 5, 6}.

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Probability rule for union


The following Additive Rule of Probability is used to calculating the
probability of A ∪ B.

P ( A  B ) = P ( A) + P ( B ) − P ( A  B )

Example 16
19 2 4
The events A and B are such that P ( A) = , P( B) = and P ( A  B) = .
30 5 5
Find P ( A  B ) .

Answer

4 19 2
= + − P( A  B)
5 30 5
19 2 4
P( A  B) = + −
30 5 5
19 + 2 * 6 − 4 * 6
=
30
7
=
30

Activity 7

In a group of 20 people, 4 out of the 7 women and 2 out of 13 men wear glasses. What
is the probability that a person chosen at random from the group is a man or someone
who wears glasses?

6.3.4 Mutually Exclusive Events


If an event A can occur and event B can occur but not both A and B can
occur, then the two events A and B are said to be mutually exclusive events.

Thus, P ( A  B) = 0

P( A  B) = P( A) + P( B)

6.3.5 Exhaustive Events

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If two events A and B are such that A  B = S then, P( A  B) = 1 and the


events A and B are said to be exhaustive.

Activity 8

Let events A and B are both mutually exclusive and exhaustive. Find the relationship
between event A and B.

Answers to the Activities.

Activity 1

a) The outcomes could be labeled according to the number of dots on the top
face of the die. Then the sample space is the set S = {1,2,3,4,5,6}.

b) II) The outcomes that are odd are 1, 3, and 5, so the event that
corresponds to the phrase “an odd number is rolled” is the set {1,3,5}, which it is natural
to denote by the letter E. We write E = {1,3,5}.

II) The event that corresponds to the phrase “a number three than

three is rolled” is the set T = {1,2}.

Activity 2

a. S = { (1,1), (1,2), (1,3), (1,4), (1,5), (1,6)


(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)

(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)

(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)

(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)

(6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}

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b. E=Total number of points rolled with the pair of die is 7.


={x+y=7|x is the point gain from red die and y is the point gain from green
die}={(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}

Activity 3

S = {4.01, …, 5.02256}

Continuous

Activity 4

a. S={1, 2, 3, 4, 5, 6}
b. A= {2, 4, 6}, B= {1, 2, 3, 4, 5, 6}=S, C={2, 3, 1, 6}
n( A) 3
c. P( A) = = = 0 .5
n( S ) 6
n( B ) 6
P( B) = = =1 thus, B is a certain event
n( S ) 6

n(C ) 4
P(C ) = = = 0.6667
n( S ) 6

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Activity 5

r
The probability of obtaining head(H)= lim   and the graph suggest that
n
n

relative frequency is limiting to 0.5.


Thus, the probability of obtaining head (H) = 0.5.

Activity 6

S= {1, 2, 3, 4, 5, 6}

3
a. A= {1, 3, 5} thus, P ( A) = = 0.5
6
3
b. B= { 2, 3, 5} thus, P( B) = = 0.5
6
2
c. A  B = {3, 5} thus, P( A  B) = = 0.3333
6

Activity 7

n( S ) = 20, n(W ) = 7, n(W  G ) = 3, n( M ) = 13, n( M  G ) = 2


13
P( M ) =
20
n(G ) = n(W  G ) + n( M  G ) = 5
5
P(G ) =
20
2
P( M  G ) =
20
P( M  G ) = P( M ) + P(G ) − P( M  G )
13 5 2 16
= + − = = 0.2
20 20 20 20

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Activity 8

A and B, mutually exclusive.


P( A  B) = 0
P( A  B) = P( A) + P( B)
A and B exhaustive,
P( A  B) = P( S ) = 1
P( A) + P( B) = 1
P( A) = 1 − P( B)
P( A) = P( B )
A = B
Therefore, event A is the complement of event B.

Summary
• Probability as a measure of uncertainty may be defined using the a
priori and relative frequency definitions.
• In computing probabilities involving more than one event, the
addition law of probability is useful.
P( A  B) = P( A) + P( B) − P( A  B)

• For mutually exclusive events A and B,


P ( A  B ) = P ( A) + P ( B )

• For exhaustive events A and B,


P( A  B) = 1

Learning Outcomes
At the end of this session the student should be able to

• Explain the basic concepts of the probability


• Find the probability of simple event and compound events.

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Session 7
Conditional Probability

Contents

Introduction, p 102
7.1 Conditional Probability, p 102
7.2 Independence, p 109
7.3 Conditioning, p 114
Answer to the Activities, p 116
Summary, p 119
Learning Outcomes, p 120

Introduction
Up to now we have discussed basic concept of probability. In this session
we will discuss conditional probability and independent events. These
topics, although very important on their own, will also give us the
background needed for finding 𝑃(𝐴 𝑎𝑛𝑑 𝐵). When we cannot easily use
logic and counting, we will begin with a logical definition of conditional
probability.

Then we will discuss about the independence events. At the end of the
session we will discuss about the Total probability theory and Bayes’
theory.

7.1 Conditional Probability


This is one of the most important concepts in all of the probability theory.
Its importance is twofold. First one is, if we interest to calculate probability

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when some partial information is available for the results of the experiment
which we concern. On the other hand, as a kind of a bonus, it often turns
out that the easiest way to compute the probability of an event is to first
“condition” on the occurrence or nonoccurrence of secondary event.

For example, suppose we toss a standard balanced die. A priori, the


1
probability of landing on 5 is . But suppose that we had the extra
6
information that the die has landed on a prime number. Then, the die could
have only landed on 2, 3, or 5 and so, given this extra information, the
1
probability that the die landed on 5 is .
3

7.1.1 Conditional Probability Definition


Let P ( B )  0 . Given an event 𝐵, the probability that the event 𝐴 happens
given that event 𝐵 has occurred is defined and denoted by,

P( A  B)
P( A B) = .
P( B)

Example 7.1
A container contains 12 defective, 4 partially defective and 24 acceptable
transistors. A transistor is chosen at random from the container and put in to
use. If it does not immediately fail, what is the probability it is acceptable?

Answer

First step: Identify the sample space

𝑆 = {𝐴, 𝑇𝐷, 𝑃𝐷}, where 𝐴: Acceptable, 𝑇𝐷: Totally defective, 𝑃𝐷: Partially
defective

Second step: Find the probabilities of the outcome:

No of acceptable transistors 24
P(A) = =
Total no of Transisters 40

No of defective transistors 4
P(TD) = =
Total no of Transisters 40

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No of partially defective transistors 12


P(PD) = =
Total no of Transisters 40

Third step: Define the events of the interest

It does not immediately fail →It is not defective (i.e. it may be partially
defective or acceptable one)

𝐸1 : It is not a defective transistor

𝐸2 : It is an acceptable transistor

So we are asked about the probability that the chosen transistor is acceptable
given that it is not a defective transistor.

That is,

P( E1  E 2 ) P( Not a defective  Acceptable)


P( E 2 E1 ) = =
P( E1 ) P( Not a Defective)
24
P(Acceptable) 40 24
= = = = 0.67
P( Not a Defective) 12 + 24 36
40 40

Example 2
To protect, Tomato, Chilly or Brinjal crops from getting infected by
bacterial wilt, the soil beds are sterilized by burning which is agronomic
method. The success rate of this method is 80% and 2% partial success rate
is observed. A Brinjal plant is chosen at random from a plantation which
used the agronomic method discussed above to protect from the bacterial
wilt. If it does not immediately fail, what is the probability it is an infected
plant?

Answer

First step: Identify the sample space

𝑆 = {𝑆, 𝑃𝑆, 𝑁𝑆}, where 𝑆: Success, 𝑃𝑆: Partially Success, 𝑁𝑆: Not Success

Second step: Find the probabilities of the outcome:

P(S) = 0.8

P(PS) = 0.02

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P(NS) = 1-P(S)-P(PS) = 0.18

Third step: Define the events of the interest

It does not immediately fail →It may be success or partially success

𝐸1 : It is partially success or success

𝐸2 : It is Infected (Partially success or not success)

So we are asked about the probability that the chosen Brinjal plant is
infected by the bacterial wilt given that the agronomic method is success or
partially success.

That is,
P( E1  E 2 )
P( E 2 E1 ) =
P( E1 )
P(agronomic method is partially success or succcess Infected)
=
P(agronomic method success or partially success)

P(agronomic method is partially success) 0.02 0.02


= = =
P(agronomic method success or partially success) 0.8 + 0.02 0.82

= 0.0244

Example 3
Avian coccidiosis, a poultry disease is estimated to cost poultry industry
number of million yearly. A poultry scientist is testing a new vaccine to
remedy the problem. The following data show the result of the exposure of
birds to the vaccine. The question to be solved is, what is the probability,
that a bird selected randomly will be infected given that it is vaccinated?

Table 7.1: The result of the exposure of birds to the vaccine

Result of Treatment
Exposure
Vaccinated Not vaccinated Total

Infected 22 44 60

Non infected 78 56 134

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Total 100 100 200

Solution

Before we complete the conditional probabilities, Let define following


events,

𝐼 = Bird is infected

𝑉 = Bird is vaccinated

Because each cell of the table indicates the intersection of two events, we
are able to compare following probabilities.

22
P( I  V ) = P(Infected and Vaccinated) =
200
44
P( I  V ) = P(Infected and not Vaccinated) =
200
78
P( I   V ) = P( Not infected and Vaccinated) =
200
56
P( I   V ) = P(Not infected and not Vaccinated) =
200

Table 7.2: Probabilities of each events

Result of Treatment
Exposure
Vaccinated Not vaccinated Marginal
Probabilities

Infected 0.11 0.22 0.33

Non infected 0.39 0.28 0.67

Marginal 0.5 0.5 1


Probabilities

Marginal probabilities refer to the sum of joint probabilities of each separate


event. The marginal probability of 0.33 and 0.67 indicated that 33% of the

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birds are infected, and 67% are not infected. The marginal probabilities of
0.5 and 0.5 indicated that 50% are vaccinated and 50% are not vaccinated.

To compute the conditional probability that a bird is infected given that the
bird is vaccinated, we have

P( I  V )
P( I V ) = .
P(V )

From Table 7.2, P ( I  V ) is 0.11and note that from the marginal


probabilities we have the probability that a bird is vaccinated is 0.5.

Therefore, the conditional probability is,

P( I  V ) 0.11
P( I V ) = = = 0.22 .
P(V ) 0.5

The conditional probability solution states that a given bird is vaccinated


there is a 22% chance to infect.

Now we may rearrange the formula of the conditional probability in a useful


way.

7.1.2 Multiplication Rule


If we multiply the expressions on both sides of the formula of the
conditional probability definition, by 𝑃(𝐵), we obtain the following
multiplication rule.

Theorem

If 𝐴 and 𝐵 are any two events in a sample space 𝑆 and P ( B )  0 ,


then
P( A  B) = P( B)  P( A B) .

In words, the probability that 𝐴 and 𝐵 will both occur, is given by the
product of the probability of 𝐵 and the conditional probability of 𝐴 given 𝐵.
Alternatively, If P ( A)  0 , the probability that B and A will both occur is the

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product of the probability of 𝐴 and the conditional probability of 𝐵 given 𝐴;


symbolically, P( A  B) = P( A)  P( B A) .

Activity 1

Commercial aircraft used for flying in instrument conditions are required to have at
least one of the two radios (radio 01 and radio 02) in working condition. Assume that for
a typical flight, the probability of the failure radio 01 is 0.0034. There is a 60% chance of
the failure of radio 2, when radio 1 is failure. What is the probability that a particular
flight will be safe?

The above theorem can easily be generalized so that it applies to more than
two events; for instance, for three events we have

Theorem 7.1

If 𝐴, 𝐵 and 𝐶 are any three events in a sample space 𝑆 such that


P ( A  B )  0 , then

P( A  B  C ) = P( A)  P( B A)  P(C A  B)

Proof.

Writing A  B  C as ( A  B )  C and using the formula of the theorem


twice, we get

P( A  B  C ) = P(( A  B)  C )
= P[( A  B)  C ]
= P( A  B).P(C A  B)
= P( A)  P( B A).  P(C A  B)

Activity 2

1. A fair six-sided die is tossed twice. What is the probability that a five will
occur at least once?

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2. Four of the light bulbs in a box of ten bulbs are defective. If two bulbs are
selected at random without replacement and tested.
i). What is the probability that exactly one defective bulb is found?
ii). What is the probability that both two are defective?

7.2 Independent Events


We say, the two events 𝐴 and 𝐵 are independent, if the occurrence or
nonoccurrence of either one does not affect the probability of the occurrence
of the other.

Symbolically, two events 𝐴 and 𝐵 are independent if P( B A) = P( B) and

P( A B) = P( A) , and it can be shown that either of these equalities implies

the other when both of the conditional probabilities exist, that is, when
neither 𝑃(𝐴) nor 𝑃(𝐵) equals zero.

Now, if we substitute 𝑃(𝐵) for P( B A) into the formula of Theorem 7.1, we

get

P( A  B) = P( A)  P( B A)
= P( A)  P( B)

Thus,

Definition of independent events:

Two events A and B are independent if and only if,

P( A  B) = P ( A)  P( B)

In the derivation of the formula of above definition, we assume that P( B A)

exists and hence, that P ( A)  0 . For mathematical convenience, we shall let


the definition apply also when P ( A) = 0 and/or P ( B ) = 0 .

If two events are not independent, they are said to be dependent.

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Example 4
Let 𝐴 and 𝐵 are independent events from the same sample space 𝑆. Then
show that following pairs of events are also independent.

1. Ac and 𝐵.
2. 𝐴 and B c .
𝐴
3. Ac and B c .
Answer

1. Since A  B  A, 𝐵

P ( A  B c ) = P ( A − ( A  B )) Figure 1
= P ( A) − P ( A  B )
= P ( A) − P ( A) P ( B )
= P ( A)(1 − P ( B ))
= P ( A) P ( B c )

2. Since A  B  A,

P( B  A c ) = P( B \ A  B) 𝐴
= P( B) − P( A  B)
= P( B) − P( A) P( B) 𝐵
= P( B)(1 − P( A))
= P( B) P( A c )
Figure 2

3.
P( A c ) P( B c ) = (1 − P( A))(1 − P( B))
= 1 − ( P( A) + P( B) − P( A  B))
= 1 − P( A  B)
= P(( A  B) c ) By the De Morgan laws
= P( A c  B c )
Example 5
If a player throws two fair dice, what is the probability of obtaining a double
one?

Solution

Probability of obtaining of one from first die = 𝑃(𝐷1 = 1) = 1/6

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Probability of obtaining of one from second die = 𝑃(𝐷2 = 1) = 1/6

These events are independent, because the result from one die has no effect
at all on the result from the other die.

Thus, the probability of obtaining a double one

1 1 1
P ( D1=1  D 2=1) = P ( D1=1) P ( D 2=1) =  = .
6 6 36

The extend version of the above definition of the independence for more
than two events can be expressed as follows.

Definition

The events A1 , A2 , ..., An are independent if for any choice of k (2  k  n)

indexes {i1 , i2 , ..., ik } we have

P( Ai1  Ai2  ...  Aik ) = P( Ai1 )  P( Ai2 )  ...  P( Aik )

Activity 3

A nationwide survey showed that 65% of all children in the United States dislike
eating vegetables. If 4 children are chosen at random, what is the probability that all 4
dislike eating vegetables? (Round your answer to the nearest percent.)

Now we are going to talk about conditioning of events in a sample space.

7.2.1 Conditioning
Let 𝐸 and 𝐹 be two events in a same sample space. Thus we can be express
the event 𝐸 as,
E = (E  F )  (E  F c )

Figure 3: Venn diagram for events


𝐸 and 𝐹

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A point, in order to be in event 𝐸, it must either be in both 𝐸 and 𝐹 (i.e. in


( E  F ) ) or be in 𝐸 but not in 𝐹 (i.e. in ( E  F c ) ). But we know that events

( E  F ) and ( E  F c ) are mutually exclusive events, that is

(E  F )  (E  F c ) =  .
Thus we can say,
P( E ) = P( E  F ) + P( E  F c )
By conditional probability theory,
P( E ) = P( E | F ) P( F ) + P( E | F c ) P( F c )
Here it states that the probability of the event 𝐸 is a weighted average of
conditional probability of 𝐸 given that 𝐹 has not occurred and 𝐸 given that
𝐹 has occurred. This is very useful formula, for its use often enables us to
determine the probability of an event by first “conditioning” on whether or
not some second event has occurred. That is, there are many instances where
it is difficult to compute the probability of an event directly, but it is
straightforward to compute it once we know whether or not some second
event has occurred.
Example 8
A survey of young adults under 30 years of age in Central province
indicates that 25% of them are regular smokers. Medical records indicate
that 74% of regular smokers will eventually develop lung cancer whereas
the percentage is only 18% for non-smokers. What percentage of today’s
young adults in the Central province will eventually develop lung cancer?
Solution:
Let 𝑅: the event that a randomly selected young adult under 30 years of
age is a regular smoker.
𝐶: the event that a person will eventually develop lung cancer.

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Figure 4

Now the given information can be summarized as:

𝑃(𝑅) = 0.25 𝑃(𝑅 𝐶 ) = 0.75

𝐶 𝐶
𝑃 ( ) = 0.74 𝑃( ) = 0.18
𝑅 𝑅𝐶
The required result is obtained as,

𝐶 𝐶
𝑃(𝐶) = 𝑃 ( ) 𝑃(𝑅) + 𝑃 ( 𝐶 ) 𝑃(𝑅 𝐶 )
𝑅 𝑅
= (0.74 × 0.25) + (0.18 × 0.75)

= 0.320

32% of today’s young adults will eventually develop lung cancer.

7.2.2 The law of total probability theory


The above equation that we discussed in conditioning can be generalized as
following way. Suppose that S is portioned into mutual exclusive and
exhaustive events F1 , F2 ,..., Fn . 𝐹1 𝐹2

That is
𝐹3
n
S = F1  F2  ...  Fn =  Fi 𝐹𝑛
i =1

F j  Fk =  , For j  k and 1  j , k  n

𝐹𝑖

Figure 5: Exclusive and Exhaustive

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In other word, exactly one of the events F1 , F2 ,..., Fn must occur.

Thus,

n
E = ( E  F1 )  ( E  F2 )  ...  ( E  Fn ) = ( E  Fi )
i =1

Here E  Fi , i=1,2,…,n are mutually exclusive events. Thus,

n
P( E ) = P( E  F1 ) + P( E  F2 ) + ...P( E  Fn ) =  P( E  Fi )
i =1

Here we can use the definition of conditional probability.


n n
P( E ) =  ( E  Fi ) =  P( E | Fi ) P( Fi )
i =1 i =1

Hence in above equation for given events F1 , F2 ,..., Fn (only one must

occur), we compute 𝑃(𝐸) by first conditioning one which one of the Fi

occurs. Thus, it states, 𝑃(𝐸) is equal to weighted average of P( E | Fi ) ,

where each term being weighted by the probability of the event on which it
is conditioned.

Thus the Total Probability Theorem can be express as,

If the sample space 𝑆 is partitioned into the set of mutually exclusive and
exhaustive events F1 , F2 ,..., Fn , then

n n
P( E ) =  ( E  Fi ) =  P( E | Fi ) P( Fi ) .
i =1 i =1

Suppose now that event 𝐸 has occurred and we are interested in determine
which one of F j also occurred. The following rule gives the probability that

the F j event occurs given that the event E has occurred.

7.3 Bayes’ Rule


Let F1 , F1 , ..., Fn be pair-wise disjoint events in the sample space 𝑆, then

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P( E  F j ) P( E | F j ) P( F j )
P( Fj | E ) = = n
P( E )  P( E | Fi ) P( Fi )
i =1

Example 9
A lamp produced by The Upuls’ Company was found to be defective. There
are three factories (𝐴, 𝐵, 𝐶) where such lamps are manufactured. A Quality
Control Manager is responsible for investigating the source of found
defects. This is what he knows about the company’s lamp production and
the possible source of defects:

Factory % of total production Probability of


defective lamps

𝐴 0.35 0.015

𝐵 0.35 0.010

𝐶 0.30 0.020

If a randomly selected lamp is defective, what is the probability that the


lamp was manufactured in factory𝐹2 ?

Solution:

𝐹1 : Lamp produces in Factory𝐴.

𝐹2 : Lamp produces in Factory𝐵.

𝐹3 : Lamp produces in Factory𝐶.

𝐷: Lamp is Defective

Then we have,

𝑃(𝐹1 ) = 0.35 𝑃(𝐹2 ) = 0.35 𝑃(𝐹3 ) = 0.30

𝐷 𝐷 𝐷
𝑃 ( ) = 0.015 𝑃 ( ) = 0.010 𝑃 ( ) = 0.020
𝐹1 𝐹2 𝐹3

If a randomly selected lamp is defective, the probability that the lamp was

𝐹2
= 𝑃( )
𝐷
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Engineering Mathematics II – Unit 2

manufactured in factory 𝐹2

Then By Bayes’ rule,

P( D | F2 ) P( F2 ) P( D | F2 ) P( F2 )
P( F2 | D) = =
n
 P( D | Fi ) P( Fi ) P( D | F1 ) P( F1 ) + P( D | F2 ) P( F2 ) + P( D | F3 ) P( F3 )
i =1

(0.010)(0.35)
=
(0.015)(0.35) + (0.010)(0.35) + (0.020)(0.30)

= 0.2373

Answers to the Activities

Activity 1

𝑅1 : Failure radio 01

𝑅2 : Failure radio 02

Then we have,

𝑃(𝑅1 ) = 0.0034, 𝑃(𝑅2 |𝑅1 ) = 0.6

𝑃(𝑅1 ∩ 𝑅2 ) = 𝑃(𝑅1 ) ∙ 𝑃(𝑅2 |𝑅1 )

= 0.0034 × 0.6

= 0.00204
𝑃(Flight will be safe) = 𝑃(at least one radio is working)

= 1 − 𝑃((𝑅1 ∩ 𝑅2 ))

= 1 − 0.00204

= 0.99796

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Activity 2

1. Consider the event that a 5 occurs at least once.

1 2 3 4 5 6
1
2
3
4
5
6

11
𝑃(Five will occur at least one) =
36
2. 𝐷 : Defective bulb
𝑁𝐷: Non Defective bulb
Let’s build the tree diagram.

3 𝐷
9

4 𝐷 6
10 9
𝑁𝐷
4
𝐷
9
6
10 𝑁𝐷

5
9 𝑁𝐷
(i) 𝑃(Exactly one defective bulb is found) 4 6 6 4 8
=( × )+( × ) =
10 9 10 9 15

(ii) 𝑃(Both of them are defective) 4 3 2


=( × )=
10 9 15

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Activity 3

Here we have given the probability that a child dislike the vegetable as 0.65 (65%).
And now we are asking about the probability that all of the randomly selected four
children dislike vegetables.

P (First child dislike vegetable) = 0.65

P (Second child dislike vegetable) = 0.65

P (Third child dislike vegetable) = 0.65

P (Four child dislike vegetable) = 0.65

P(all the children dislike vegetable)= P (1st child dislike ∩ 2nd child dislike ∩
3rd child dislike ∩ 4th dislike) =

0.65 × 0.65 × 0.65 × 0.65 = 0.654

Review Questions

1. Suppose that in an adult population the proportion of people who are both
overweight and suffer hypertension is 0.09; the proportion of people who are not
overweight but suffer hypertension is 0.11; the proportion of people who are
overweight but do not suffer hypertension is 0.02; and the proportion of people who
are neither overweight nor suffer hypertension is 0.78. An adult is randomly
selected from this population.
a) Find the probability that the person selected suffers hypertension given that he
is overweight.
b) Find the probability that the selected person suffers hypertension given that he
is not overweight.
c) Compare the two probabilities just found to give an answer to the question as
to whether overweight people tend to suffer from hypertension.
2. What is meant by two mutually exclusive events? Give one example of two
mutually exclusive events and another example of two mutually nonexclusive
events.
3. Briefly explain the meaning of independent and dependent events. Suppose A and
B are two events. What formula can you use to prove whether A and B are
independent or dependent

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Summary
• Let 𝐴 and 𝐵 are any two events in a sample space 𝑆 and 𝑝(𝐵) ≠ 0.
Then, the conditional probability that event 𝐴 happens given that the
event 𝐵 has occurred is defined by
𝑃(𝐴 ∩ 𝐵)
𝑃 (𝐴 |𝐵 ) =
𝑃(𝐵)

• Multiplication rule: The probability that event 𝐴 and 𝐵 both happens


𝑃(𝐴 ∩ 𝐵),
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵) ∙ 𝑃(𝐴|𝐵).

• Independent Events: If the occurrence or non-occurrence of either


event 𝐴 or 𝐵 does not affect the probability of the occurrence of the
other, we say 𝐴 and 𝐵 are independent events.
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ∙ 𝑃(𝐵).

• Conditional Independence: If 𝐴1 , 𝐴2 and 𝐵 are events in the same


sample space 𝑆 with A1  A2 =  , Then

P( A1  A2 B) = P( A1 B) + P( A2 B).

• Conditioning: Let 𝐸 and 𝐹 be two events in sample space. Then


P( E ) = P( E | F ) P( F ) + P( E | F c ) P( F c ).

• Total probability Theory: If a sample space 𝑆 is portioned into


mutual exclusive and exhaustive events F1 , F2 ,..., Fn ,Then
n n
P( E ) =  ( E  Fi ) =  P( E | Fi ) P( Fi ) .
i =1 i =1

• Bayes’ Rule: Let F1 , F1 , ..., Fn be pair-wise disjoint events in the

sample space 𝑆, Then


P( E  F j ) P( E | F j ) P( F j )
P( Fj | E ) = = n
P( E )  P( E | Fi ) P( Fi )
i =1

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Learning Outcomes
At the end of this session the student should be able to

• Identify the real world situations which can be applying conditional


probability.
• Identify independent events
• Compute the probabilities of events when conditional probability is
given.
• Compute conditional probabilities when it has been given the
individual probabilities.
• Compute the probabilities associates with independent events.
• Solve the real-world problems by applying, total probability
theorem, Bayes’ theorem in useful way.

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