Probability Complete
Probability Complete
Probability Complete
If an experiment can result in any one of N different equally likely outcomes, and if exactly n of these outcomes
correspond to event A, then the probability of event A is
n
P(A) = N
a. Roll a die: Get an even number, and get a number less than 3.
b. Roll a die: Get a prime number (2, 3, 5), and get an odd number.
c. Roll a die: Get a number greater than 3, and get a number less than 3.
d. Select a student in your class: The student has blond hair, and the student has blue eyes.
e. Select a student in your college: The student is a sophomore, and the student is a business major.
f. Select any course: It is a calculus course, and it is an English course.
g. Select a registered voter: The voter is a Republican, and the voter is a Democrat.
2 Probability Theory (3)
Examples (3)
A candy dish contains one yellow and two red candies. You close your eyes, choose two candies one at a time from
the dish, and record their colors. What is the probability that (i) both candies are red (ii) one is yellow?
Solution
We are available one yellow and two red candies.
Two of them can be selected in the following number of ways.
Therefore, S = { RR, RY, YR }
1
So P(both red) = 2/3 1/2 = 3 and
2
P(one is Yellow) = P(YR) + P(RY) = 1/3 2/2 + 2/3 1/2 = 1/3 + 1/3 = 3
Note: try this example with the activity of choosing 3 candies. When we are available 5 Red and 2 Yellow
Find the probability that our selection (i) containing 2 red (ii) containing one yellow.
Exercise 2.
Two cards is drawn from an ordinary deck of 52 playing cards. Find the probability of getting. (Bluman Example 4.7)
Special case : when we draw 3 cards and finding the probability of one heart with replacement
P(one heart) = P(may be first) + P(may be second) + P(may be 3rd)
= 13/5239/5239/52 + 39/52 13/52 39/52 + 39/52 39/52 13/52
The case of without replacement
= 13/5239/5138/50 + 39/52 13/51 38/50 + 39/52 38/51 13/50
Sol. Case II (without replacement)
P(both heart) = 13/52 12/51
P(one heart) = P(may be first one) + P(second one) = 13/52 39/51 + 39/52 13/51
Exercise 3.
If a family has three children, find the probability that two of the three children are girls.
(Bluman Example 4.6)
3. Axioms of Probability
Probability is a number that is assigned to each member of a collection of events from a random experiment that
satisfies the following properties:
If S is the sample space and A is any event in a random experiment,
(i) 0 ≤ P(A) ≤ 1
(ii) P() = 0 , where is called impossible event
(iii) P(S) = 1 , where S is called sure event
(iv) For two events A and B, with AB = ,
P(AB) = P(A) + P(B)
2 Probability Theory (4)
Solution (iii)
a club, a heart, a spade or a diamond, an ace, a jack, a queen, a king
Solution (a)
The sample space is S = {1, 2, 3, 4, 5, 6}. We assign a probability of to each odd number and a probability of 2w to
each even number. Since the sum of the probabilities must be 1, we have 9w = 1 or w = 1/9. Hence, probabilities of 1/9 and 2/9
are assigned to each odd and even number, respectively. Therefore,
1 2 1 4
E = {1, 2, 3} and P(E) = 9 + 9 + 9 = 9
Solution (b)
For the events A = {2, 4, 6} and B = {3, 6}, we have
A ∪ B = {2, 3, 4, 6} and A ∩ B = {6}.
By assigning a probability of 1/9 to each odd number and 2/9 to each even number,
we have
2 1 2 2 7 2
P(A ∪ B) = 9 + 9 + 9 + 9 = 9 and P(A ∩ B) = 9
4. Complementation Rule
If the probability of an event or the probability of its complement is known, then the other can be found by
subtracting the probability from 1.
i.e. P(A) = 1 P(A)
The sum of the probabilities of complementary events equals 1. That is
i.e. P(A)+P(A) = 1
from previous example if we need
P(that the sum of the dots is odd) = 1 P(that the sum of the dots is even)
P(C) = 1 P(C) = 1 18/36 = 18/36 = 1/2
Examples (7)
If the probability that a person lives in an industrialized country of the world is 1/5 , find the probability that a person
does not live in an industrialized country. (Bluman Example 4.11)
Solution
1 4
P(not living in an industrialized country) = 1 P(living in an industrialized country) = 1 − 5 = 5
Examples (8)
Find the errors in each of the following statements:
(a) The probabilities that an automobile salesperson will sell 0, 1, 2, or 3 cars on any given day in February are,
respectively, 0.19, 0.38, 0.29, and 0.15.
(b) The probability that it will rain tomorrow is 0.40, and the probability that it will not rain tomorrow is 0.52.
(c) The probabilities that a printer will make 0, 1, 2, 3, or 4 or more mistakes in setting a document are,
respectively, 0.19, 0.34, −0.25, 0.43, and 0.29.
(d) On a single draw from a deck of playing cards, the probability of selecting a heart is 1/4, the probability of
selecting a black card is 1/2, and the probability of selecting both a heart and a black card is 1/8.
(Walpole 9th Exercise 2.49)
Examples (9)
A coin is tossed 4 times find the probability to have at least one head.
S = {HHHH, HHHT, HHTH, HTHH, THHH, HHTT, TTHH, HTTH, THHT, HTHT, THTH, HTTT, THTT, TTHT, TTTH, TTTT },
When we have 1 head, this may appear in 4C1 , when we have 2 heads to discuss, they may appear in 4C2 = 6, when we
discuss 3 heads to discuss, they are in 4C3 , finally 4 heads may appear in 4C4 possible ways
P(A) = P(at least one head) = 1 P(A) = 1 P(no head) = 1 ½4 = 15/16
Examples (10)
2 Probability Theory (6)
A fair coin is tossed ten times and the up face is recorded after each toss. What is the probability of event
A: {observe at least one head}
Solution
Since we know the probability of the complement of A, we use the relationship
for the complementary events:
1 1 1023
P(A) = 1 – P(A) = 1 210 = 1 - 1024 = 1024 = 0.999
That is, we are virtually certain of observing at least one head in 10 tosses of the coin.
Examples (11)
There are three alternative roots A, B or C each with probability of being
blocked 1/10, 3/5 and 5/9 respectively. What is the probability that I can get to work?
(the probability that at least one root is open)
The probability of me not being able to get work is the probability of all three
being blocked. So the probability of me being able to get to work is P(A clear or B clear
or C clear)
P(at least one root is open) = 1 P(when all are blocked) = 1 – P(A blocked and B blocked and C blocked)
1 3 5 1 29
= 1 - 10 5 9 = 1 - 30 = 30
(5) Three screws are drawn at random from a lot of 100 screws. 10 of which are defective. Find the probability of the
event that all 3 screws drawn are non defective, assuming that we draw (a) with replacement (b) without
replacement.
Sol. Defective = 10, good = 90 and total = 100
Experiment : 3 are drawn
(i) with replacement
required probability = 90/100 × 90/100 × 90/100
= (0.9)3 = 72.9%
(ii) without replacement
required probability = 90/100 × 89/99 × 88/98 = 72.65%
(6) Three boxes contain five chips each, numbered from 1 to 5 and one chip is drawn from each box. Find the probability
of the event E that the sum of the numbers on the drawn chips is greater than 4.
Sol. Box I = {1,2,3,4,5}, Box II = {1,2,3,4,5} and
Box III = {1,2,3,4,5}
one number is drawn from each box, so total possible drawl
= (5)3 = 125
event E that the sum of the numbers is greater than 4
so Ec = {(1,1,1), (1,1,2), (1,2,1), (2,1,1)}
therefore P(Ec) = 4/125
P(E) = 1 – 4/125 = 121/125
(7) A batch of 100 iron rods consists of 25 oversized rods, 25 undersized rods, and 50 rods of the desired length. If two
rods are drawn at random without replacement, what is the probability of obtaining (a) two rods of the desired length
(b) one of the desired length (c) none of the desired length (d) two undersized rods.
Sol. oversized = 25, undersized = 25, desired length = 50, total = 100
Experiment : two are drawn without replacement
50 49
(a) P(2 are of desired length) = 100 99 = 0.2474
This is the case of without replacement
50 50
(b) P(1 is of desired length) = 2100 99 = 0.505
Actually these are the two either or cases (i) 1st of desired length and 2nd is not of desired
length (ii) 1st is not of desired length and 2nd of desired length
50 49
(c) P(no of desired length) = 100 99 = 0.2474
25 24
(d) P(2 are undersized) = 100 99 = 0.0606
(8) A batch of 100 iron rods consists of 50 oversized rods, 50 undersized rods, and 100 rods of the desired length. If two
rods are drawn at random without replacement, what is the probability of obtaining (a) two rods of the desired length
(b) exactly one of the desired length (c) none of the desired length.
(7) If a certain kind of tire has a life exceeding 40,000 miles with probability 0.90. What is the probability that a set of
these tires on a car will last longer than 40,000 miles?
S = {HHHH, HHHT, HHTH, HTHH, THHH, HHTT, TTHH, HTHT, THTH, THHT, HTTH, HTTT, THTT, TTHT, TTTH, TTTT}
(i) P(one tyre will have a life time of more than 40000 miles) = 4 (0.90)(0.10) (0.10) (0.10) ans
(ii) P(two tyres will have a life time of more than 40000 miles) = 4C2 (0.90) (0.90) (0.10)(0.10)
(iii) P(at least one will have a life time of more than 40000 miles) = 1 p(no tyre having) = 1 P(all 4 not having) =
= 1 (0.10)4
(iv) P(at most one tyres will have a life time of more than 40000 miles) = P(no one having) + P(one is having) =
= (0.10) 4 + 4(0.90) (0.10)3
(v) P(all the tyres will have a life time) = (0.90) 4
(vI) P(no tyre have a life time more than 40000 miles ) = (0.10)(0.10) (0.10) (0.10) = (0.10)4
Sol. p = 0.95, i.e. the probability of a tire having life exceeding 25000 miles
P(a set of 4) = (0.90)( 0.90)( 0.90)( 0.90) = (0.90)4
(8) If a certain kind of tire has a life exceeding 25000 miles with probability 0.95. What is the probability that at least one
of the tires will last for 25000 miles?
Sol. Probability that a tire has life exceeding 25000 miles = 0.95
Let A be the event that
P(no tire has a life exceeding 25000 miles) = (0.05) 4
therefore P(at least one) = 1 (0.05)4
2 Probability Theory (8)
(11) If we inspect sheets of paper by drawing 3 sheets with replacement from every lot of 100 sheets, what is the
probability of getting 3 clean sheets although 8% of the sheets contain impurities?
Sol. p = 0.92, the probability of a sheet to contain purity; P(3 clean sheets) = (0.92) 3
Additive Law for not Mutually Exclusive Events
The probability of the union of events A and B is the sum of the probabilities of events A and B minus the probability
of the intersection of events A and B, i.e.
P(AB) = P(A) + P(B) P(AB)
Examples (12)
An automobile manufacturer is concerned about a possible recall of its best-selling four-door sedan. If there were a
recall, there is 0.25 probability that a defect is in the brake system, 0.18 in the transmission, 0.17 in the fuel system, and 0.40 in
some other area. What is the probability that the defect is the brakes or the fueling system if the probability of defects in both
systems simultaneously is 0.15?
Solution
Let A be the event that a defect is in the brakes, B be the event that defect is in the transmission and C be the event
that defect is in fuel system.
P(BF) = P(B)+P(F)P(BF) = 0.25 + 0.17 0.15 = 0.27
Exercise 4.
(i) Find the probability that on a single draw from a pack of playing cards we draw a spade or a face card or
both.
(ii) A fair dice is rolled once. You win Rs.5/- if the outcome is either even or divisible by 3. What is the
probability of winning the game?
(iii) A customer enters a food store. The probability that the customer buys (a) bread is 0.60 (b) milk is 0.50 and
(c) both bread and milk is 0.30. What is the probability that the customer would by either bread or milk or
both?
(5) Addition Law for Three Events
The probability rules can be extended to three or more events. For three mutually exclusive events A, B, and C, the
probability that A occurs or B occurs or C occurs is the probability P(A B C) defined as:
P(ABC) = P(A) + P(B) + P(C)
For three events that are not mutually exclusive,
P(ABC) = P(A) + P(B) + P(C) − P(A B) − P(A C) − P(B C) + P(A B C)
Examples (13)
A card is drawn from a deck of ordinary playing cards. What is the probability that it is a diamond, a face card or a king?
Solution
Let A = the card drawn is diamond
B = the card drawn is a face card
and C = the card drawn is a king.
Then we need
P(ABC) = P(A) + P(B) + P(C) – P(AB) – P(BC) – P(AC) + P(ABC)
13 12 4
Now P(A) = 52 , P(B) = 52 , P(C) = 52
13 3 3
P(AB) = P(A) P(B/A) = 52 13 = 52
12 4 4
P(BC) = P(B) P(C/B) = 52 12 = 52
13 1 1
P(AC) = P(A) P(C/A) = 52 13 = 52
13 3 1 1
P(ABC) = P(A) P(B/A) P(C/AB) = 52 13 3= 52
Hence we get
2 Probability Theory (9)
13 12 4 3 4 1 1 22
P(ABC) = 52 + 52 + 52 - 52 - 52 - 52 + 52 = 52 = 0.423
Examples (14)
A survey has been taken on methods of computer travel. Each respondent was asked to check BUS, TRAIN or
AUTOMOBILE as a major method of traveling to work. More than one answer was permitted. The results reported were as
follows: BUS 30 people, TRAIN 35 people, AUTOMOBILE 100 people, BUS and TRAIN 15 people, BUS and AUTOMOBILE 15
people, TRAIN and AUTOMOBILE 20 people and all three methods 5 people. How many people completed a survey form.
n(BTA) = ?
n(BTA) = n(B) + n(T) + n(A) – n(BT) n(BA) n(TA) + n(BTA)
= 30 + 35 + 100 15 15 20 + 5 = 120
(ii) n(people using exactly one source of travelling ) = ?
Examples (15)
A survey of 500 television watchers produced the following information: 285 watch football games, 195 watch hockey
games, 115 watch basketball games, 45 watch football and basketball games, 70 watch football and hockey games, 50 watch
hockey and basketball games, and 50 do not watch any of the three kinds of the games.
a) How many people in the survey watch all three kinds of games?
b) How many people watch exactly one of the games?
Source:- Chapter 1, Sec. 1.2 Book: “Discrete Mathematical Structures” by Bernard Kolman, Prentice Hall.
Solution (a) n(FHB) = n(F) + n(H) + n(B) – n(FH) n(FB) n(HB) + n(FHB)
n(FHB) = n(FHB) n(F) n(H) n(B) + n(FH) + n(FB) + n(HB)
= 450 285 195 115 + 70 + 45 + 50 = 20
6. Conditional Probability
A
Now if we say that the event B had already taken place and we consider the probability of A. We denote it as P( B ) ,
called the conditional probability of A and is given by
A P(AB)
P(A/B) = P(A|B) = P(B) = P(B)
i.e. Find the probability of A given that the event B occurs first.
OR Find the probability of A whenever the event B occurs first
Or if the event B occurs first , then find the probability of A
A
We write our requirement as P(B) , P(A/B) , or P(A|B)
Simply we read it as the probability of A given B
Activity : 2 dice are rolled
If event B : that the sum is even and Event A : that the sum is divisible by 4
If the event B is performed first, then find the probability of A
Find the probability of event A, if the event B is performed first
Find the probability of the event A given that the event B is performed first
Find the probability that the sum is divisible by 4 given that the sum is even
Find the probability that the sum is divisible by 4 whenever the sum is even
All the statements are equivalent
P(AB) 9/36 9 1
P(A/B) = P(B) = 18/36 = 18 = 2
P(A) = 9/36 = 1/4 which is called the marginal probability of A
Examples (16)
In rolling of two fair dice, let A be the event that the sum of the dots is divisible by 4 and B be the event that the sum
of the dots is even. Find the probability of A given that B occurs first
Solution
Required probability of A is the conditional probability under the condition of B
2 Probability Theory (10)
A P(AB) 9/36 9
i.e. P(A/B) = P(B ) = P(B) = = 18/36 18
P(AB)
P(B/A) = P(A)
Examples (17)
The concept of conditional probability has countless applications in both industrial and biomedical applications.
Consider an industrial process in the textile industry in which strips of a particular type of cloth are being produced. These strips
can be defective in two ways, length and nature of texture. For the case of the latter, the process of identification is very
complicated. It is known from historical information on the process that 10% of strips fail the length test, 5% fail the texture
test, and only 0.8% fail both tests. If a strip is selected randomly from the process and a quick measurement identifies it was
failing the length test, what is the probability that it is texture defective?
Example 2.34 Page 60 Book:- “Probability and Statistics for Engineers” by Walpole 9 th Ed.
Solution
Consider the events: L : length defective, and T : texture defective
0.8
P(L) = 0.10, P(T) = 0.05 , P(T L) = 100 = 0.008
Thus, given that the strip is length defective:, the probability that this strip is texture defective is given by
P(TL) 0.008
P(T / L) = P(L) = 0.1 = 0.08
(iii) If the strip fails texture test, what is the probability that it is failing length
P(TL) 0.008
P(L/T) = P(T) = 0.05 = ?
Thus, the knowledge given by the conditional probability provides considerably more information than merely
knowing P{T).
Examples (18)
A man tosses two fair dice. What is the conditional probability that the sum of two dice will be 7, given that,(i) the
sum is odd,(ii) the sum is greater than 6,(iii) the two dice had the same out come?
Solution
The sample space S for this experiment consists of the following 36 equally likely out comes;
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) }
Let A = {the sum is 7},
B = {the sum is odd}
C = {the sum is greater than 6}, and
D = {the two dice had the same outcomes}.
Then
A = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
B = {(1,2), (1,4), (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1),
(4,3), (4,5), (5,2), (5,4), (5,6), (6,1), (6,3), (6,5)},
C = {(1,6), (2,5), (2,6), (3,4), (3,5), (3,6), (4,3), (4,4), (4,5), (4,6), (5,2),
(5,3), (5,4), (5,5), (5,6), (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)},
D = {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)},
AB = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AC = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AD =
3 18 21 6
So, P(A) = 36 , P(B) = 36 , P(C) = 36 , P(D) = 36
2 Probability Theory (11)
6 6
P(AB) =36 , P(AC) = 36 , P(AD) = 0
P(AC) 3 36 2
P(A/C) = P(C) = 36 21 = 7
P(AD) 36
P(A/D) = P(D) = 0 3 = 0
(iii) P(one is defective) = P(exactly one is defective) = P(either 1 st is defective) + P(or the 2nd is defective)
1
15C 225C 15 225 225 15
1
= 240C = 240 239 + 240 239
2
(iv) P(2nd is defective) = P(1st not defective and 2nd defective) + P(1st defective and 2nd defective)
225 15 15 14
= 240 239 + 240 239
Note : If we randomly pick up / select / draw / we draw without replacement two from a shipment of 240 television
sets of which 15 are defective, what is the probability that they will be both defective?
15C
2
(i) P(both defective) = 240C
2
Let A denote the event that the first television picked was defective. Let B denote the event that the second television
picked was defective. Then A∩B will denote the event that both televisions picked were defective. Using the conditional
probability, we can calculate
15 14 7
P(AB) = P(A) P(B) = 240 239 = 1912
Exercise 5.
World Wide Insurance Company found that 53% of the residents of a city had homeowner’s insurance (H) with the
company. Of these clients, 27% also had automobile insurance (A) with the company. If a resident is selected at random, find
the probability that the resident has both homeowner’s and automobile insurance with World Wide Insurance Company.
Reference :- Example 4.29 Book: “Elementary Statistics” by Bluman
Solution
P(H and A) = P(H A) = P(H) P(A/H) = (0.53) (0.27) = 0.1431
Examples (20)
A box contains 15 items, 4 of which are defective and 11 are good. Two items are selected. What is the probability
that the first is good and second is defective?
Solution
Let A denotes the event that the first item selected is good and B, the event that the
second item is defective. Then we need to calculate the probability P(AB) = P(A).P(B/A)
11
Now P(A) = 15
Given the event A has occurred, there remains 14 items of which 4 are defective. Therefore the probability of
selecting the defective after a good has been selected,
4
i.e. P(A/B) = 14
11 4 44
Hence P(AB) = P(A).P(B/A) = 15 14 = 210 = 0.16
Examples (21)
Two cards are dealt from a pack of ordinary playing cards. Find the probability that the second card dealt is a heart?
Solution
Let H1 represents the event that the first card dealt is a heart, and H2, the event that the
second card dealt is a heart. Then
P(the second card is a heart) = P(the first card is a heart and the second card is a heart)
+ P(the first card is not a heart and the second card is a heart)
_
i.e. P(H2) = P(H1H2) + P(H1H2)
13 12 39 13 1 13 17 1
P(H2) = 52 51 + 52 51 = 17 + 68 = 68 = 4
Exercise
A box of fuses contains 20 fuses, of which 5 are defective. If 3 of the fuses are selected at random and removed from
the box in succession without replacement, what is the probability that all three fuses are defective?
9. Independent Events
Events A and B are independent if the occurrence of B does not alter the probability that A has occurred, i.e., events A
and B are independent if
P(A/B) = P(A)
When events A and B are independent it will also be true that
P(B/A) = P(B)
Events that are not independent are said to be dependent.
Multiplication Law
P(AB) = P(A) P(B/A)
P(AB) = P(B) P(A/B)
2 Probability Theory (13)
We can now see that P(B) = ½. Knowing that the first resulted in a head does not affect the probability that the
second toss will be a head. Hence the two events A and B are independent.
2 Probability Theory (14)
Examples (25)
Consider the experiment of tossing a fair die and define the following events
A = {observe an even number}
B = {observe a number less than or equal to 4}
Are events A and B are independent?
Solution
We first calculate
P(A)= P(2) + P(4) + P(6) = ½
P(B)= P(1) + P(2) + P(3) + P(4) = 4/6 = 2/3
P(AB) = P(2) + P(4) = 2/6 = 1/3
Now assume that B has occurred, the conditional probability of A given B is
(AB) 1/3
P(A/B) = P(B) = 2/3 = ½ = P(A)
Examples (26)
The probability that a regularly scheduled flight departs on time is P(D) = 0.83; the probability that it arrives on time is
P(A) = 0.82; and the probability that it departs and arrives on time is P(D ∩A) = 0.78. Find the probability that a plane (a) arrives
on time, given that it departed on time, and (b) departed on time, given that it has arrived on time. (Walpole 9th Example 2.34, Page 63)
Solution
P(DA) 0.78
P(flight arrives on time, given that it departed on time) = P(A/D) = P(D) = 0.83 = 0.94
P(DA) 0.78
P(flight departed on time, given that it arrived on time) = P(D/A) = P(A) = 0.82 = 0.95
Reference: “Theory of probability and Statistics” by Sher Muhammad Ch and Shehzad Ahmad.
Examples (27)
It is known that 30% of a certain company’s washing machines require service while under warranty, whereas only
10% of its dryers need such service. If someone purchases both a washer and a dryer made by this company, what is the
probability that both machines need warranty service? What is the probability that neither machine needs service?
Solution
(i) P(A B) = P(A) P(B) = 0.30 0.10 = 0.03
P(AB) 0.03
P(A/B) = P(B) = 0.10 = 0.30 = P(A)
P(AB) 0.03
P(B/A) = P(A) = 0.30 = 0.10 = P(B)
P(AB) 0.24
P(A/B) = P(B) = 0.40 = 0.60
_
P(B) = 1 – P(B) = 1 – 0.40 = 0.60
The event A and B are independent as
P(A/B) = 0.60 = P(A)
P(B/A) = 0.40 = P(B)
and P(AB) = 0.24 = (0.60) (0.40) = P(A) P(B)
Examples (29)
Let A and B be two events associated with an experiment. Suppose that
P(A) = 0.5 and P(AB) = 0.6. Find P(B) if
(i) A and B mutually exclusive?
(ii) A and B independent?
(iii) P(A/B) = 0.4
Solution
when A and B are mutually exclusive, then
P(AB) = P(A) + P(B)
i.e. 0.60 = 0.50 + P(B)
P(B) = 0.10
(ii) When A and B are independent, we have
P(AB) = P(A) + P(B) – P(AB)
P(AB) = P(A) + P(B) – P(A) P(B) (because P(AB) = P(A) P(B) )
= P(A) + P(B) [1 – P(A)]
or 0.60 = 0.50 + P(B) [1 – 0.50]
or 0.10 = 0.5 P(B)
or P(B) = 0.20
P(AB) P(A) + P(B) - P(AB)
(iii) P(A/B) = P(B) = P(B) because P(AB) = P(A) + P(B) P(AB)
(e) Are the events “a defective part” and “produced by machine A” mutually exclusive events? Explain.
Ref.: “Statistics for Management” by R I Levin and D S Rubin
Hints:
Define the events; D: a part tested is defective, E: a part is produced by machine A
Given information: P(D) = 0.10, P(E) = 0.30, P(D/E) = 0.15
Find P(DE), P(E/D). Check P(D/E) = P(D) and P(E/D) = P(E). Also check P(DE)
For mutually exclusive, check P(DE) = 0
Discussion 2
Bayes method can be applied when sample information E may have been produced by any one of k mutually exclusive
states of nature (or population), A1 ,A2, … ,Ak.
Section A Section B Section C Section D
Boys 45 boys 40 boys 30 boys 50
Girls 5 girls 8 girls 10 girls 12
P(G) = ¼ 5/50 + ¼ 8/48 + ¼ 10/40 + ¼ 12/62
called the law of total probability
Or Law of Elimination
Activity : a student is selected from the class
(a) Find the probability that this student is a girl
(b) If the selected student is a girl, what is the probability that she is from section A
P(G) = ¼ 5/50 + ¼ 8/48 + ¼ 10/40 + ¼ 12/62 called the law of total probability
= P(A) P(G/A) + P(B) P(G/B) + P(C) P(G/C) + P(D) P(G/D) Or Law of Elimination
P(G) = P(AG) + P(BG) + P(CG) + P(DG)
Actually G = (AG) (BG) (CG) (DG)
(i) If the selected student is a girl, what is the probability that she is from section A
P(AG) ¼ 5/50
P(A/G) = P(G) = ¼ 5/50 + ¼ 8/48 + ¼ 10/40 + ¼ 12/62
i.e. probability of section A whenever/ given that / if a girl is selected
P(D/G) = Probability of section D if the selected student is a girl
Examples (31)
A construction company employs three sales engineers. Engineer 1, 2 and 3 estimate the cost of 30%, 20% and 50%
respectively, of all jobs bid by the company. For j = 1, 2, 3, define Aj to be the event that a cost is estimated by Engineer j and
define E to be the event that a serious error is made in estimating the cost. The following probabilities are known to describe
the error rates of the engineers:
P(E/A1) = 1% = 0.01 P(A1) = 30% = 0.30
P(E/A2) = 3% = 0.03 P(A2) = 20% = 0.20
P(E/A3) = 2% = 0.02 P(A3) = 50% = 0.50
E = (A1E) (A2E ) (A3 E)
P(E) = P[(A1E) (A2E ) (A3 E)]
= P(A1E) + P(A2E ) + P(A3 E)
P( E) = P(A1) P(E/A1) + P(A2) P(E/A2) + P(A3) P(E/A3)
2 Probability Theory (17)
Remarks
If a particular bid results in a serious error in estimating the job costs, which engineer was responsible? (Of course, we
cannot answer this question with certainty, but statisticians who favor Bayesian logic would employ for making this inference)
Bayes method can be applied when sample information E may have been produced by any one of k mutually
exclusive states of nature (or population), A1 ,A2, … ,Ak.
Bayes’ rule demonstrates one way that probability can be used to make statistical inferences while traditional
methods of statistical inference use probability in a slightly different way. Now we state Bayes’ theorem.
Baye’s Theorem
Statement
If the events A1, A2, … , Ak form a partition of a sample space S, that is, the events Ai are mutually exclusive and their
union is S, and if B is any other event of S such that it can occur only if one of the Ai occurs, then for any i,
P(Aj) P(B/Aj)
P(Aj/B) = j = 1, 2, 3, … , k.
P(Aj) P(B/Aj)
Proof
By the multiplication law of probabilities,
we have
P(BAi) = P(B) P(Ai/B)
= P(Ai) P(B/Ai)
Equating the equivalent relation of P(BAi) and solving for P(Ai/B),
we get
P(Aj) P(B/Aj)
P(Aj/B) = P(B) ________(1)
1 1 1 2 1 2
P(W) = 3 3 + 3 3 + 3 4
P(CW)
P(C/W) = P(W)
P(CW)
=
P(A) P(W/A) + P(B) P(W/B) + P(C) P(W/C)
P(C) P(W/C)
=
P(A) P(W/A) + P(B) P(W/B) + P(C) P(W/C)
1 2
3 4
= 1 1 1 2 1 2
33 + 3 3 + 3 4
Solution:
The probability of selecting an Urn is 1/3.
1
i.e. P(A) = P(B) = P(C) = 3
1 2 2 2
3.4 12 12 1
= 1 1 1 2 1 2= = =
1 2 1 1 3
3.3+3.3+3.4 9+9+6 2
Examples (33)
1
There are three coins, identical in appearance, one of which is ideal and the other two biased with probabilities 3 and
2
3 respectively for a head. One coin is taken at random and tossed twice. If head appears both the times, what is the probability
that the ideal coin was tossed?
Solution
Let A1 denotes the event that the ideal coin is selected.
A2 denotes the event that the 2nd coin is selected.
A3 denotes the event that the 3rd coin is selected.
1
Then P(A) = P(B) = P(C) = 3
Again, let E denote the event that head appears both the times when the coin is tossed twice. Then P(E/A1) =
1 1 1
2.2=4
1 1 1
P(E/A2) = 3 . 3 = 9 and
2 2 4
P(E/A3) = 3 . 3 = 9
2 Probability Theory (19)
1 1
3.4 1/12 1 108 9
= = 29/108 = 12 29 = 29
1 1 1 1 1 4
3.4+3.9+3.9
Exercises
(1) In a certain college, 4% of the men and 1% of the women are taller than 6 feet. Further more, 60% of the
students are the women. Now if a student is selected at random and is taller than 6 feet, what is the
probability that the student is a woman?
(2) Three cooks A, B and C, bake a special kind of cake, and with respective probabilities 0.02, 0.03, and 0.05 it
fails to rise. In the restaurant where they work, A bakes 50 % of these cakes, B 30 % and C 20 %. What
proportion of ‘failures’ does A cause?
(3) The stock of a warehouse consists of boxes of high, medium and low quality light bulbs in respective
proportions: 1 : 2 : 2. The probability of bulbs of three types being unsatisfactory is 0.0, 0.1 and 0.2
respectively. If a box is chosen at random and two bulb in it are tested and found to be satisfactory, what is
the probability that it contains bulbs (1) of high quality, (2) of medium quality, (3) of low quality?
Examples (34)
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and 25%, respectively, of the products. It
is known from past experience that 2%, 3%, and 2% of the products made by each machine, respectively, are defective. Now,
suppose that a finished product is randomly selected. What is the probability that it is defective?
Example 4.41 Page 75 Book:- “Probability and Statistics for Engineers” by Walpole
Exercise 6.
A paint-store chain produces and sells latex and semigloss paint. Based on long-range sales, the probability that a
customer will purchase latex paint is 0.75. Of those that purchase latex paint, 60% also purchase rollers. But only 30% of
semigloss paint buyers purchase rollers. A randomly selected buyer purchases a roller and a can of paint. What is the
probability that the paint is latex? (Walpole 9th Ed Exercise 2.101)