CHAPTER 2

Axioms of Probability
2.1. Sample Space and Events

• We will have a sample space, denoted S (sometimes Ω, or U ) that consists of all possible outcomes
from an experiment.
 Example1:
∗ Experiment: Roll two dice,
∗ Sample Space: S = would be all possible pairs made up of the numbers one through six.
List it here.{(i, j) : i, j = 1, . . . 6}. 36 points.
 Example 2:
∗ Experiment: Toss a coin twice
∗ S = {HH, HT, T H, T T }}
 Example3:
∗ Experiment: Measuring the number of accidents of a random person before they had
turn 18.
· S = {0, 1, 2, . . . }
 Others:
∗ Let S be the possible orders in which 5 horses nish in a horse race;
∗ Let S be the possible price of some stock at closing time today; or S = [0, ∞) ;
∗ The age at which someone dies, S = [0, ∞) .
• Events: An event A is a subset of S . In this case we use the notation A ⊂ S , to mean A is a
subset of S.
 A ∪ B : points in S such that is in A OR B OR BOTH.
 A ∩ B , points in A AND B . (you may also see AB )
0
 Ac is the compliment of A, the points Sn NOT in A T.n(you may also see A )
 Can extend to A1 , . . . , An events. i=1 Ai and i=1 Ai .

10
 2.1. SAMPLE SPACE AND EVENTS 11


• Example1: Roll two dice.
 Example of an Events
 E =the two dies come up even and equal {(2, 2) , (4, 4) , (6, 6)}
 F = the sum of the two dice is 8. {(2, 6) , (3, 5) , (4, 4) , (5, 3) , (6, 2)}.
 E ∪ F = {(2, 2) , (2, 6) , (3, 5) , (4, 4) , (5, 3) , (6, 2) , (6, 6)}
 E ∩ F = {(4, 4)}.
 F c all the 31 other ways that does not include {(2, 6) , (3, 5) , (4, 4) , (5, 3) , (6, 2)}.
• Example2: S = [0, ∞) age someone dies.
 Event A = person dies before they reached 30.
∗ A = [0, 30).
 Interpret Ac = [30, ∞)
∗ The person dies after they turned 30.
 B = (15, 45). Do A ∪ B, A ∩ B and so on.
• Properties: Events also have commutative and associate and Distributive laws.
• What is A ∪ Ac ? = S .
• DeMorgan's Law:
c
 (A ∪ B) = Ac ∩ B c .Try to draw a picture
c
 (A ∩ B) = Ac ∪ B c .
c c
 This works for general A1 , . . . , An : (∪n n c n n c
i=1 Ai ) = ∩i=1 Ai and (∩i=1 Ai ) = ∪i=1 Ai .
• The empty set ∅ = {} is the set that has nothing in it.
• A and B are disjoint if A ∩ B = ∅.
 In Probability we may say that events A and B are mututally exclusive if they are disjoint.
 mutually exclusive means the same thing as disjoint
 2.2. AXIOMS OF PROBABILITY 12

2.2. Axioms of Probability

• Let E be an event. How do we dened the probability of an event?

 We can attempt to dene a probability by the relative frequency,
 Perform an experiment (e.g. Flipping a coin)
 Perform that experiment n times and let n(E) = the number of times the event occured in n
repetitions
∗ (e.g. Flip a coin n = 1000 times, and let's say that n ({T ails}) = 551 ) Then it's
551
reasonanble to think P ({T ails}) ≈ 1000
n(E)
 So maybe we can dene the probability of an event as P (E) = limn→∞ n . But we don't
know if this limit exists, or if n(E) is even well dened!!!
 So we need a new approach.
• Probability will be a rule given by the following Axioms (Laws that we all agree on)
 A probability will be a function P (E) where the input is a set/event such that
 Axiom 1: 0 ≤ P (E) ≤ 1 for all events E .
 Axiom 2: P (S) = 1.
 Axiom 3: (disjoint property) If the events E1 , E2 , . . . are pairwise disjoint/mutually exclusive
then
∞ ∞
!
[ X
P Ei = P (Ei ) .
i=1 i=1
∗ Mutually exclusive means that Ei ∩ Ej = ∅ when i 6= j .
• Remark: Note that you take a probability of a subset of S , not of points of S. However it is
common to write P (x) for P ({x}).
 Say if the experiment is tossing a xoin. Then S = {H, T }. The probability of heads should be
written as P ({H}), but it is common to see P (H).
• Example1:
 (a) Suppose we toss a coin and they are equally likely then S = {H, T } and
1 1
∗ P ({H}) = P ({T }) =2 . We may write P (H) = P (T ) = .
2
 (b) If biased coin is tosse then one could have a dierent assignment of probability P (H) =
2 1
3 , P (T ) = 3 .
• Example2:
 Rolling a fair die, the probability space consists of S = 1, 2, 3, 4, 5, 6, each point having prob-
1
ability
6.
 We can compute the probability of rolling an even number by

P ({even}) = P ({2, 4, 6})

1
= P(2) + P (4) + P (6) =
2
where we used the rules of probability by breaking it down into a sum.

Proposition 1. (a) P (∅) = 0 Pn

(b) If A1 , . . . , An are pairwise disjoint, P (∪ni=1 Ai ) = i=1 P (Ai ).
(c) P(E c ) = 1 − P(E).
(d) If E ⊂ F, then P (E) ≤ P (F ).
(e) P (E ∪ F ) = P(E) + P (F ) − P(E ∩ F ).
• It helps to draw diagrams to prove these.
 2.2. AXIOMS OF PROBABILITY 13

• Try to prove at least some of these yourself.

Proof. (a) Let Ai = ∅ for each i which are disjoint. So

∞ ∞ ∞
!
[ X X
P (∅) = P Ai = P (Ai ) = P (∅) ,
i=1 i=1 i=1

since this would be innite sum so that P (∅) = 0 since 0 ≤ P (∅) ≤ 1.

(b) Let An+1 = An+2 = · · · = ∅ so that ∪∞ n
i=1 Ai = ∪i=1 Ai hence

P (∪ni=1 Ai ) = P (∪∞
i=1 Ai )
n
X ∞
X
= P (Ai ) + P (∅)
i=1 n=1
Xn ∞
X
== P (Ai ) + 0
i=1 n=1
n
X
= P (Ai )
i=1

(c) Use S = E ∪ Ec. By Axiom (2) we have

1 = P (S) = P (E) + P (E c ) ,
hence P(E c ) = 1 − P(E).
c
(d) If E ⊂ F, then write F = E ∪ (F ∩ E ) thus since this is disjoint

P (F ) = P (E ∪ (F ∩ E )) = P (E) + P (F ∩ E c ) ≥ P (E) + 0 = P (E) .

c

(e) Write E ∪ F = E ∪ (E c ∩ F ), (Picture of venn diagram of both )hence by disjointness again

P (E ∪ F ) = P (E) + P (E c ∩ F ) .
Now write F (with picture) as F = (E ∩ F ) ∪ (E c ∩ F ) and using disjointness

P (F ) = P (E ∩ F ) + P (E ∩ F ) =⇒ P (E c ∩ F ) = P (F ) − P (E ∩ F ) ,
c

substitute into rst equation to get

P (E ∪ F ) = P (E) + P (E c ∩ F )
= P (E) + P (F ) − P (E ∩ F ) ,
as needed. 
• Example: Uconn Basketball is playing Kentucky this year.
 Home game has .5 chance of winning
 Away game has .4 chance of winning.
 .3 that uconn wins both games.
 What's the probability that Uconn loses both games?
 Answer.
∗ Let P (A1 ) = .5 , P (A2 ) = .4 and P (A1 ∩ A2 ) = .3.
∗ We want to nd P (Ac1 ∩ Ac2 ). Simplify as much as we can:
c
P (Ac1 ∩ Ac2 ) = P ((A1 ∪ A2 ) ) by DeMorgan's Law

= 1 − P (A1 ∪ A2 ) , by Proposition 1c
 2.2. AXIOMS OF PROBABILITY 14

∗ Using Proposition 1e, we have

P (A1 ∪ A2 ) = .5 + .4 − .3 = .6,
c
Hence P (A1 ∩ Ac2 ) = 1 − .6 = .4 as needed.
 2.3. EQUALLY LIKELY OUTCOMES 15

2.3. Equally Likely Outcomes

• In many experiments, a probability space consists of nitely many points, all with equally likely
probabilities.
1
 Basic example was a tossing a coin P (H) = P (T ) = 2
 Fair die: P (i) = 61 for i = 1, . . . , 6.
• In this case from Axiom 3 we have that
number of outcomes in E
P (E) = .
number of outcomes in S
• Example1: What is the probability that if we roll 2 dice, the sum is 7?
 Answer: There are 36 total outcomes , of which 6 have a sum of 7:
∗ E = ”sum is 7” = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}. Since they are all equally
6
likely, the probability is P (E) = 6·6 = 16 .
• Example 2: If 3 balls are randomly drawn from a bowl containing 6 white and 5 black balls,
what is the probability that one ball is white and the other two are black?
 Method 1: (regard as a ordered selection)
W BB + BW B + BBW
P (E) =
11 · 10 · 9
6·5·4+5·6·4+5·4·6 120 + 120 + 120 4
= = = .
990 990 11
 Method2: (Regard as unordered set of drawn balls)
  
6 5
(1 white) (2 black) 1 2 4
P (E) =   =   = .
11 11 11
3 3
• We can always choose which way to regard our experiements.
• Example 3 A committee of 5 is to selected from a group of 6 men and 9 women. What is probability
consistsd of 3 men and 2 women   

6  9 
3 2
 Answer: Easy men·women
all =   240
= 1001 .

15 
5
• Example 4: Seven balls are randomly withdrawn from an urn that contains 12 red, 16 blue, and
18 green.
 (b) Find probability that  at least 2 red balls are withdrawn;
 Ans: Let E be this event then P (E) = 1−P (E c ), P (at least 2 red) = 1−P (drawing 0 or 1 balls).
Now
    
16 + 18 = 34 12 34
7 1 6
P (drawing 0 or 1 red balls) =   +   .
46 46
7 7
• Explanation of Poker/Playing cards : Ranks and suits,etc!
 There are 52 cards in a standard deck of playing cards. The poker hand is consists of ve
cards. There are 4 suits : heats, spades, diamonds, and clubs (♥♠♦♣). The suits diamonds
 2.3. EQUALLY LIKELY OUTCOMES 16

and hearts are red while clubs and spades are black. In each suit there are 13 ranks : the
numbers 2, 3 . . . , 10, the face cards, Jack, Queen, King, and the Ace(not a face card).
• Example 5: What is the probability that in a poker hand (5 cards out of 52) we get exactly 4 of
a kind?   
4 4
 Answer: Consider 4 aces and 1 king: AAAK = . But JJJJ3 is the same
4 1
probability.
∗ Thus there are 13 ways to pick the rst rank, and 12 ways to pick the second rank

[choice of ranks] [given rank how to choose a hand]

P (4 of a kind) =  
52
5
   
4 4
13 · 12 ·
4 1
=   ≈ .0000139
52
5
• Example 6: What is the probability that in a poker hand (5 cards out of 52) we get a straight.
(no straight ushes, can't be of the same suit)
 Answer: Consider: A-2-3-4-5-6-7-8-9-10-J-Q-K-A- There are 10 possible straights.
∗ Given a straight Say A2345: There are 4 · 4 · 4 · 4 · 4 − (of the same suit) = 45 − 4.
[choice of straight] [given striaght how to choose a hand]
P (Straight) =  
52
5


10 · 45 − 4
=   ≈ .0039
52
5
• Example 7: What is the probability that in a poker hand (5 cards out of 52) we get a Full House.
(3 and a 2 of a kind)
 Answer: It would be [3 of a kind][2 of a kind]. AAAKK or KKAAA are dierent!Choose suit:
13 · 12.
 Then once we choose within each group there

[choice of rank] [3 of a kind] [2 of a kind]

P (Full House) =  
52
5
  
4 4
13 · 12
3 2
=   ≈ .0014.
52
5
• Example 8: (Birthday Problem) In a class of 32 people, what is the probability that at least two
people have the same birthdays? (We assume each day is equally likely.)
 Answer: Let the rst person have a birthday on some day. The probability that the second
364
person has a dierent birthday will be
365 . The probability that the third person has a
 2.3. EQUALLY LIKELY OUTCOMES 17

363
dierent birthday from the rst two people is
365 . So the answer is
P (at least 2 people) = 1 − P (Everyone dierent birthday)
365 364 363 (365 − 31)
= 1− · · ···
365 365 365 365
364 363 334
= 1−1· · ··· ≈ 0.752374.
365 365 365
 Really High!!!
 CHAPTER 3

Independence
3.1. Independent Events

Definition. We say E and F are independent events if

P (E ∩ F ) = P (E) P (F ) .
• Example1: Suppose you ip two coins.
 The event that you get heads on the second coin is independent of the event that you get tails
on the rst.
 This is why: Let At be the event of getting is tails for the rst coin and Bh is the event
of getting heads for the second coin, and we assume we have fair coins (although this is not
necessary), then

1
P (At ∩ Bh ) = , list out all outcomes
4
11 1
P (At ) P (Bh ) = = .
22 4
• Example2: Experiment: Draw a card from an ordinary deck of cards
 Let A = draw ace, S = draw a spade.
∗ These are independent events since you're taking one at a time, so one doesn't eect the
other. To see this using the denition we have compute
1 1
∗ P (A) P (S) = 13 4.
1
∗ White P (A ∩ S) = 52 since there is only 1 Ace of spades.

Proposition 2. If E and F are independent, then E and Fc are independent.

Proof. Draw a Venn Diagram to help with the computation, but note that

P (E ∩ F c ) = P (E) − P (E ∩ F )
= P (E) − P (E) P (F )
= P (E) (1 − P (F ))
= P (E) P (F c ) .

• Remark: Independence and mutually exclusive, are two dierent things!

Definition. We say E, F, G are independent if E, F are independent, E, G are independent, F, G are

independent, and P (E ∩ F ∩ G) = P (E) P (F ) P (G).
• Example: Experiment is you roll two dice:
 Dene the following events:

18
 3.1. INDEPENDENT EVENTS 19

 S7 = {sum is 7}
 A4 = {rst die is a 4}
 B3 = {second die is a 3}
 Are the events S7 , A4 , B3 independent?
∗ Compute

1
P (S7 ∩ A4 ∩ B3 ) = P ({(4, 3)}) =
36
but

6 11 1
P (S7 ) P (A4 ) P (B3 ) = = .
36 6 6 36 · 6
• Remark: This generalizes to events A1 , . . . , A n . We say events
T A1 , . . . , An are independent if for
r Qr

all subcollections i1 , . . . , ir ∈ {1, . . . , n} we have that P j=1 Aij = j=1 P Aij .
• Example:
 An urn contains 10 balls: 4 red and 6 blue.
 A second urn contains 16 red balls and an unknown number of blue balls.
 A single ball is drawn from each urn. The probability that both balls are the same color is
0.44.
 Question: Calculate the number of blue balls in the second urn.
 Solution: Let Ri = even that a red ball is drawn from urn i and let Bi =event that a blue
ball is drawn from urn i.
∗ Let x be the number of blue balls in urn 2,
∗ Note that drawing from urn 1 and independent from drawing from urn 2. They are
completely dierent urns! They shouldn't eect the other.
∗ Then

 [ 
.44 = P (R1 ∩ R2 ) (B1 ∩ B2 ) = P (R1 ∩ R2 ) + P (B1 ∩ B2 )
= P (R1 ) P (R2 ) + P (B1 ) P (B2 ) , by independence
4 16 6 x
= + .
10 x + 16 10 x + 16

∗ Solve for x! You will get x = 4.

• Example (Gambler's Ruin)(Used in Finance or Actuarial Science)
 Experiment: Suppose you toss a fair coin repeatedly and independently. If it comes up heads,
you win a dollar, and if it comes up tails, you lose a dollar. Suppose you start with $50.
What's the probability you will get to $200 before you go broke?
 Answer: It's actuallly easier if we generalize the problem.
∗ Let p(x) be the probability you get 200 before 0 if you start with x dollars.
∗ We know p(0) = 0 and p(200) = 1. So by the law of total probability

p(x) = P (Win 200 before 0)

= P (H) P (Win 200 before 0 | H) + P (H c ) P (Win 200 before 0 | H c)
1 1
= p (x + 1) + p (x − 1) .
2 2
 3.1. INDEPENDENT EVENTS 20

∗ Rearrange the function to get

2p(x) = p (x − 1) + p (x + 1) ⇐⇒ p(x) + p(x) = p (x − 1) + p (x + 1)

⇐⇒ p(x) − p (x − 1) = p (x + 1) − p(x)
p(x) − p (x − 1) p (x + 1) − p(x)
⇐⇒ = .
x − (x − 1) (x + 1) − x

∗ This tellls you that the slows are constant. What does that tell you about p(x)? It's a
line!
x
· Thus we must have p(x) = 200 .
1
∗ Thus p(50) = 4.
• Example (A variation of Gambler's ruin)
 Problem: Suppose we are in the same situation, but you are allowed to go arbitrarily far in
debt. Let p(x)be the probability you ever get to $200. What is a formula for p(x)?
∗ Answer: Just as before p(x) = 12 p(x + 1) + 12 p(x − 1). So that p(x) is linear.
∗ But now all we have is that p(200) = 1 and linear and domain is (−∞, 200).
∗ Draw a graph: Now the slope, or p0 (x) can't be negative, or else we would have it that
p(x) > 1 for x ∈ (−∞, 200).
· The slope can't be positive or else we would get p(x) < 0 for x ∈ (−∞, 200).
∗ Thus we must have that p(x) ≡ constant. Hence p(x) = 1 for all x ∈ (−∞.200).
∗ Sol: So we are certain to get $200 if we cna get into debt.
 Method2:
∗ Just compute There is nothing special about the gure 200. Another way of seeing this
is to compute as above the probability of getting to 200 before −M and then letting
M → ∞.
· We would get p(x) is a line with p(−M ) = 0 and p(200) = 1 so that

1−0
p(x) − 0 = (x − (−M ))
200 − (−M )

x+M
and letting M →∞ wee see that p(x) = 200+M → 1.
• Example: Experiment: Roll 10 dice.
 What is the probability that exactly 4 twos will show if you roll 10 dice?
 Answer: These are independent. The probability that the 1st, 2nd, 3rd, and 10th dice will
1 3 5 7



show a three and the other 6 will not is
6 6 .
 Independence is used here: the probability is 16 16 16 65 65 56 65 65 56 61 . Note that the probability
that the 10th, 9th, 8th, and 7th dice will show a two and the other 6 will not has the same
probability.
1 4 5 6



 So to answer our original question, we take 6 6 and multiply it by the number of ways
 
10
of choosing 4 dice out of 10 to be the ones showing the twos. There are ways to do
3
 
10 1 4

5 6


this
4 6 6 .
• This is an example of Bernoulli trials, or the Binomial distribution.
 3.1. INDEPENDENT EVENTS 21

 If we have n independent trials, where the probability of success if p. The probability that
there are k successes in n trials is
 
n n−k
pk (1 − p) .
k
 CHAPTER 4

Conditional Probability and Independence

4.1. Conditional Probabilities

• Suppose there are

 200 men, of which 100 are smokers,
 100 women, of which 20 are smokers.
120
 Question1: What is the probability that a person chosen at random will be a smoker?
300
 Question2: Now, let us ask, what is the probability that a person chosen at random is a smoker
20
given that the person is a women?
100 right?
∗ Note this is
# (women smokers) P (women and a smoker)
= .
# (women) P (woman)
• Thus we make the following denition:

Definition. If P (F ) > 0, we dene

P (E ∩ F )
P (E | F ) = .
P (F )
Now P (E | F ) is read the probability of E given F .
• Note that P (E ∩ F ) = P (E | F ) P (F )!
• This is the conditional probability that E occurs given that F has already occured!
• Remark: Suppose P (E | F ) = P(E) , i.e. knowing F doesn't help predict E . Then this implies
P(E∩F )
that E and F are independent of each other. Rearranging P (E | F ) =
P(F ) = P (E) we see that
P (E ∩ F ) = P(E)P(F ).
• Example1: Experiment: Roll two dice.
 (a) What is the probability the sum is 8?
5
∗ Solution: Note that A = {(2, 6), (3, 5), (4, 4), (5, 3), (6, 2)} 36 .
so we know P (A) =
 (b) What is the probability that the sum is 8 given that the rst die shows a 3? (In other
words, nd P (A | B))
∗ Solution: Let B = {rst die shows three}.
1
∗ P (A ∩ B) = P ({(3, 5)}) = 36 is probability that the rst die shows a 3 and the sum is
8
∗ Finally we can compute

1/36 1
P (A | B) = P (sum is 8 | 1st is a 3) = = .
1/6 6
• Remark: When computing P (E | F ), Sometime its easier to work with the reduced sample space
F ⊂ S.
22
 4.1. CONDITIONAL PROBABILITIES 23

 Note in the previous example when we computed

P (sum is 8 | 1st is a 3)

we could have worked in the smaller sample space of {1st is a 3} = {(3, 1) , (3, 2) , (3, 3) , (3, 4) , (3, 5) , (3, 6)}.
Since only (3, 5) begins with a 3 and has the sum of 8, then the probability is

total number of outcomes in the event 1

= .
total number of outcomes in new sample space 6
• Example2: Experiment: Suppose a box has 3 red marbles and 2 black ones. We select 2 marbles.
 Question: What is the probability that second marble is red given that the rst one is red?
∗ Answer:
· R1 = {First marble is is red },
· R2 = {Second marble is red}, then
P (R1 ∩ R2 )
P (R2 | R1 ) =
P (R1 )
 
5
(2 red) (0 black) /
2
=
3/5
    
3 2 5
/
2 0 2
=
3/5
3/10 1
= = .
3/5 2
∗ Solution 2:
· We could have done the same example more easiely if we look at the new sample
space S 0 = {R, R, B, B} thus P (R2 | R1 ) = P0 ({drawing
2 1
4 = 2. red}) =
• Example3: Landon is 80% sure he forgot his textbook at the Union or Monteith buildings. 40%
sure that it is at the union, and 40% sure that it is at Monteith. Given that Landon already went
to Monteith and noticed his textbook not there, what is the probability that it's at the Union?
 Solution:

P (U ∩ M c )
P (U nion | N ot Monteith) =
P (M c )
P (U )
= , since U ⊂ Mc
1 − P (M )
4/10 2
= = .
6/10 3
• Example4: Suppose that Annabelle and Bobby each draw 13 cards from a standard deck of 52.
Given that Sarah has exactly two aces, what is the probability that Bobby has exactly one ace?
 Solution: Let A be the event Annabelle has two aces," and let B be the event Bobby has
exactly one ace." Again, we want
  P (B | A), so we calculate
  and
P(A)  P(A ∩ B). Annabelle
52 4 48
could have any of possible hands. Of these hands, · will have exactly
13 2 11
 4.1. CONDITIONAL PROBABILITIES 24

two aces, so
   
4 48
·
2 11
P (A) =   .
52
13
Now the number of ways in which Annabelle can have a certain hand and Bobby can have a
   
52 39
certain hand is · , and the number of ways in which A and B can both occur
13 13
       
4 48 2 37
is · · · . so
2 11 1 12
       
4 48 2 37
· · ·
2 11 1 12
P(A ∩ B) =     .
52 39
·
13 13

Therefore,
    
4 ·
48 ·
2   37
 · 
2 11 1 12
  

52 ·
39 
P (A ∩ B) 13 13
P (B | A) = =   
P(A) 
4 ·
48 
2 11
 

52 
13
   
2 37
·
1 12
=   .
39
13

• P (B | A) = P(A∩B)
Note that since
P(A) then P (A ∩ B) = P(A)P (B | A).
 In general: If E1 , . . . , En are events then

P (E1 ∩ E2 ∩ · · · ∩ En ) = P (E1 ) P (E2 | E1 ) P (E3 | E1 ∩ E2 ) · · · P (En | E1 ∩ E2 ∩ · · · ∩ En−1 ) .

• Example5:
 Experiment: Suppose an urn has 5 White balls and 7 Black balls. Each ball that is selected is
returned to the urn along with an additional ball of the same color. Suppose draw 3 balls.
 Part (a): What is the probability that you get 3 white balls.
∗ Then

P (3 white balls) = P (1st W) P (2nd W | 1st W) P (3nd W | 1st & 2ndW)

5 6 7
=
12 13 14
 4.1. CONDITIONAL PROBABILITIES 25

 Part (b): What is the probability of getting 1 white ball.

P (1 white ball) = P (W BB) + P (BW B) + P (BBW )

5·7·8
= 3 .
12 · 13 · 14
• Note that
P (E ∩ F ) = P (E | F ) P (F )
• Example 6: Phan wants to take a Biology course or a Chemistry course. Given that the students
take Biology, the probability that they get anA is is 54 . While the probability of getting an A given
1
that the student took Chemistry is
7 . If Phan makes a decision on the course to take randomly,
what's probability of getting an A in Chem?
 Solution: Let B = {Takes Biology} and C = {Takes Chemistry} and A = {"gets an A"},
then

P (A ∩ C) = P (C) P (A | C)
1 1 1
= · = .
2 7 14
• Example 7: A total of 500 married couples are poled about salaries:
Wife Husband makes less than 25,000 Husband makes more than 25,000

 Less than $25,000 212 198

More than $25,000 36 54
 Part (a): Find the probability that a Husband earns less than 25,000?
212+36
∗ Answer:
500
 Part (b): Find P (wife makes > 25, 000 | Husband makes > 25, 000)
54/500 54
∗ Answer: (198+54)/500 = 252 = .214
 Part (c): Find P (wife makes > 25, 000 | Husband makes < 25, 000)
36/500
∗ Answer: (248)/500 = .145.
 4.2. BAYES'S FORMULA 26

4.2. Bayes's Formula

• Sometimes it's easier to compute a probability once we know something has or has not happened.
• Note that we can compute,

P (E) = P (E ∩ F ) + P (E ∩ F c )
= P (E | F ) P (F ) + P (E | F c ) P (F c )
= P (E | F ) P (F ) + P (E | F c ) (1 − P (F )) .
• This formula is called: The Law of Total Probability:

P (E) = P (E | F ) P (F ) + P (E | F c ) (1 − P (F ))
• The following problem will describe the types of problems of this section.
• Example1: Insurance company believes
 The probability that an accident prone person has an accident within a year is .4.
 The probability that Non-accident prone person has an accident with year is .2.
 30% of the population is accident prone.
 Part (a): Find P (A1 ) where A1 =new policy holder will have an accident within a year?
∗ Let A = {Policy holder IS accident prone.}

P (A1 ) = P (A1 | A) P (A) + P (A1 | Ac ) (1 − P (A))

= .4 (.3) + .2 (1 − .3)
= .26
 Part (b): Suppose new policyholder has accident with one year. What's probability that he
or she is accident prone?

P (A ∩ A1 )
P (A | A1 ) =
P (A1 )
P (A) P (A1 | A)
=
.26
(.3) (.4) 6
= = .
.26 13
• In general:
 So in Part (a) we had to break a probability into two cases: If F1 , . . . , Fn are mutually exclusive
Sn
events such that they make up everythinn S= i=1 Fi then
n
X
P (E) = P (E | Fi ) P (Fi ) .
i=1
∗ This is called Law of Total Probability.
 In Part (b), we wanted to nd a probability of a separate conditional event: then
P (E | Fj ) P (Fj )
P (Fj | E) = Pn .
i=1 P (E | Fi ) P (Fi )
∗ This is known as Baye's Formula
∗ Note that the denominator of the Bayes's formula is the Law of total probability.
• Example2: Suppose the test for HIV is
 98% accurate in both directions
 0.5% of the population is HIV positive.
 4.2. BAYES'S FORMULA 27

 Question: If someone tests positive, what is the probability they actually are HIV positive?
 Solution: Let T+ = {tests positive} , T− = {tests negative}, while + = {actually HIV positive,}
− = {actually negative}.
∗ Want
P (+ ∩ T+ )
P (+ | T+ ) =
P (T+ )
P (T+ | +) P (+)
=
P (T+ | +) P (+) + P (T+ | −) P (−)
(.98) (.005)
=
(.98) (.005) + .02 (.995)
= 19.8%.
• Example3: Suppose
 30% of the women in a class received an A on the test
 25% of the men/or else received an A.
 60% of the class are women.
 Question: Given that a person chosen at random received an A, what is the probability this
person is a women?
∗ Solution: Let A the event that a students receives an A. Let W =being a women,
M =not a women. Want

P (A | W ) P (W )
P (W | A) = , by Bayes's
P (A | W ) P (W ) + P (A | M ) P (M )
.3 (.6) .18
= = ≈ .64.
.3 (.6) + .25 (.4) .28
• (General Baye's Theorem) Here's one with more than 3 possibilities:
• Example4: Suppose in Factory with Machines I,II,III producing Iphones
 Machines I,II,III produce 2%,1%, and 3% defective iphones, respectively.
 Out of total production, Machines I makes 35% of all Iphones, II -25%, III - 40%.
 If one Iphone is selected at random from the factory,
 Part (a): what is probability that one Iphone selected is defective?

P (D) = P (I) P (D | I) + P (II) P (D | II) + P (III) P (D | III)

= (.35) (.02) + (.25) (.01) + (.4) (.03)
215
= .
10, 000
 Part (b): What is the conditional prob that if an Iphone is defective, that it was produced by
machine III?

P (III) P (D | III)
P (III | D) =
P (D)
(.4) (.03) 120
= = .
215/10, 000 215
• Example5: In a Multiple Choice Test, students either knows the answer or randomly guesses the
answer to a question.
 Let m =number of choices in a question.
 4.2. BAYES'S FORMULA 28

 Let p = the probability that the students knows the answer to a question.
 Question: What is the probability that the student actually knew the answer, given that the
student answers correctly.
 Solution:
 Let K = {Knows the answer} and C = {Answer's correctly}. Then

P (C | K) P (K)
P (K | C) =
P (C | K) P (K) + P (C | K c ) P (K c )
1·p mp
= 1 = .
1 · p + m (1 − p) 1 + (m − 1)p