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Fundamental of Probability Theory

The document provides an overview of fundamental probability concepts including: - Probability is a numerical measurement of the likelihood of an event occurring under conditions of uncertainty. - A random experiment is one that can be repeated under similar conditions but with unpredictable outcomes. - The sample space is the set of all possible outcomes, and events are subsets of the sample space. - Mutually exclusive events cannot occur simultaneously. - The axioms of probability define it as a function assigning values between 0 and 1, with the entire sample space equaling 1. - The total probability theorem states the probability of the union of two events equals the sum of individual probabilities minus the probability of their intersection.

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0% found this document useful (0 votes)
337 views12 pages

Fundamental of Probability Theory

The document provides an overview of fundamental probability concepts including: - Probability is a numerical measurement of the likelihood of an event occurring under conditions of uncertainty. - A random experiment is one that can be repeated under similar conditions but with unpredictable outcomes. - The sample space is the set of all possible outcomes, and events are subsets of the sample space. - Mutually exclusive events cannot occur simultaneously. - The axioms of probability define it as a function assigning values between 0 and 1, with the entire sample space equaling 1. - The total probability theorem states the probability of the union of two events equals the sum of individual probabilities minus the probability of their intersection.

Uploaded by

Rahul Kumar
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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M Fundamentals of Probability Theory M-401

Syllabus: Axiomatic definition of probability, Conditional Probability, Independent events and related
problems, Baye‟s theorem (Statement only) & its application.

Probability: A numerical measurement of the “chance” of occurring some event under “uncertainty”.
What is Uncertainty?
Equation Solving Tossing a Coin

3y+2x=10 A coin is tossed once

Question:
• What will be the value of y when x=2? Answer: 2 ⇒ Certainty

• What face of the coin will turn up? Answer: Not sure ⇒ Uncertainty

Random Experiment: An experiment which may be repeated a large number of times under very
nearly identical conditions and the possible outcome of any particular observation is unpredictable but all
the possible outcomes can be described prior to its execution.

For example, the experiment of tossing a coin is a random experiment as the possible outcomes are „tails‟
or „heads‟ but the outcome of a particular tossing cannot be predicted.

Sample points: The outcomes of a random experiment.


Sample space: The set of all sample points.

Event: Any subset of the sample space.


For example, suppose a coin is tossed once. Then

(i) Sample points are H and T.


(ii) Sample space, S= {H,T}.
(iii) {}, {H}, {T}, {H,T} are the events. {} is the impossible event and {H,T} is the certain event.

Mutually Exclusive Events: Two events 𝐴 and 𝐵 are called mutually exclusive if they have no
common sample points and we write 𝐴 ∩ 𝐵 = ϕ.

For example, if a coin is tossed twice then S={HH,HT,TH,TT}. Suppose 𝐴={HH} and 𝐵={TT}. Then 𝐴
and 𝐵 are mutually exclusive.

Axiomatic definition of probability: [WBUT 2005]

Let S be the sample space of a random experiment E and ∑ be the class of all events. Let 𝑃 be a function
from ∑to the set of real numbers satisfying the following axioms:

Axiom I. 𝑃(𝐴) ≥ 0 for each event 𝐴 in ∑.

Axiom II. 𝑃 𝑆 = 1.

Axiom III. If 𝐴1 , 𝐴2 , … be a finite or infinite sequence of pairwise mutually exclusive events then
M Fundamentals of Probability Theory M-401

𝑃 𝐴1 ∪ 𝐴2 ∪ … = 𝑃 𝐴1 + 𝑃 𝐴2 + ⋯

Then for any event 𝐴 the real number 𝑃(𝐴) is called its probability.

Total Probability Theorem: For any two events 𝐴 and 𝐵

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵) [WBUT 2007]

Proof: Let 𝑛(S) denote the number of sample points in the sample space 𝑆. Let 𝐴 and 𝐵 be two events of
𝑆 and 𝑛(𝐴) is the number of sample points in 𝐴 and 𝑛(𝐵), the number of sample points in 𝐵.

Then clearly,

𝑛 𝐴 ∪ 𝐵 = 𝑛 𝐴 + 𝑛 𝐵 − 𝑛(𝐴 ∩ 𝐵)

Dividing both sides by 𝑛(S) we get

𝑛 𝐴∪𝐵 𝑛 𝐴 𝑛 𝐵 𝑛(𝐴∩𝐵)
𝑛(S)
= 𝑛(S)
+ 𝑛(S) − 𝑛(S)
which implies 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵).

Corollary:

(i) If two events 𝐴 and 𝐵 are mutually exclusive then 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 as 𝑃 𝐴 ∩ 𝐵 =


𝑃 𝜙 = 0.
(ii) If two events 𝐴 and 𝐵 are independent then 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵).
(iii) If 𝐴𝑐 is the complementary event of 𝐴 then 𝑃 𝐴𝑐 = 1 − 𝑃(𝐴).

Proof of Corollary (iii): Since the events 𝐴 and 𝐴′ are mutually exclusive, we have 𝐴 ∪ 𝐴′ = S and
𝐴 ∩ 𝐴𝑐 = ∅.

∴ from the total probability theorem we get

𝑃 𝐴 ∪ 𝐴𝑐 = 𝑃 𝐴 + 𝑃 𝐴𝑐 − 𝑃(𝐴 ∩ 𝐴𝑐 ) ⇒ 𝑃 S = 𝑃 𝐴 + 𝑃 𝐴𝑐 − 𝑃(∅) ⇒ 1 = 𝑃 𝐴 + 𝑃 𝐴𝑐 − 0

Hence 𝑃 𝐴𝑐 = 1 − 𝑃(𝐴).

Review Questions

Example 1. What is the chance that a leap-year selected at random will contain 53 Sundays?

[WBUT 2002]

Solution: A leap-year=366 days=52×7+2 days=52 complete weeks+2 extra days. Now 52 complete
weeks must contain 52 Sundays whatever may be the beginning day of the leap-year. So it is a certain
case. The uncertainty lies in the two extra days and it leads to the following probable cases:

(i) Sunday+Monday
(ii) Monday+Tuesday
(iii) Tuesday+Wednesday
(iv) Wednesday+Thursday
M Fundamentals of Probability Theory M-401

(v) Thursday+Friday
(vi) Friday+Saturday
(vii) Saturday+Sunday

We see that there are 7 possible combinations of the two extra days out of which two combinations [(i) &
(vii)] are favourable for getting 1 extra Sunday, i.e., in total 53 Sundays.

Therefore, the required probability is 2/7.

Example 2. If A and B be two mutually exclusive events then P A ∪ B =? [WBUT 2006]

Solution: Since the events A and B are mutually exclusive, 𝐴 ∩ 𝐵 = ∅ and so 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝜙 = 0.


Therefore, from the total probability theorem we get

𝑃 𝐴∪𝐵 = 𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵 = 𝑃 𝐴 +𝑃 𝐵 −0 = 𝑃 𝐴 +𝑃 𝐵 .

Example 3. What is the condition for two events A and B to be independent? [WBUT 2006]

Solution: The condition for two events 𝐴 and 𝐵 to be independent is that 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵).

Example 4. If 𝑃(𝐴) = 1/2, 𝑃(𝐵) = 1/3 and 𝑃(𝐴 ∩ 𝐵) = 1/4 then 𝑃 𝐴 ∪ 𝐵 =? [WBUT 2007]

Solution: We know for two events 𝐴 and 𝐵,


1 1 1 7
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = 2 + 3 − 4 = 12

Example 5. If 𝑃 𝐴 = 0.4, 𝑃 𝐵 = 0.3 and 𝑃 𝐴 ∩ 𝐵 = 0.2, find 𝑃 𝐴′ ∩ 𝐵 . [WBUT 2006]

Solution: We know for two events 𝐴 and 𝐵,

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = 0.4 + 0.3 − 0.2 = 0.5

∴ 𝑃 𝐴′ ∩ 𝐵 = 𝑃 𝐴 ∪ 𝐵 − 𝑃 𝐴 = 0.5 − 0.4 = 0.1.


1 1
Example 6. If 𝑃 𝐴 ∩ 𝐵 = 2, 𝑃 𝐴𝑐 ∩ 𝐵𝑐 = 3 & 𝑃 𝐴 = 𝑃 𝐵 = 𝑝 then 𝑝 =? [WBUT 2006, 2009]

Solution: We know for two events 𝐴 and 𝐵,


1 1
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = 𝑝 + 𝑝 − = 2𝑝 −
2 2

1 1 1 1
Again 𝑃 𝐴𝑐 ∩ 𝐵𝑐 = 3 ⇒ 𝑃 𝐴 ∪ 𝐵 𝑐
=3 ⇒1−𝑃 ∪𝐵 =3 ⇒𝑃 ∪𝐵 =1−3

1 1 7
∴ 2𝑝 − 2 = 1 − 3 ⇒ 𝑝 = 12

Example 7. If A and B are independent events, show that Ac and Bc are also independent.

[WBUT 2002, 2005, 2007]


M Fundamentals of Probability Theory M-401

Solution: Since the events 𝐴 and 𝐵 are independent, we have 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵).

Now 𝑃 𝐴𝑐 ∩ 𝐵𝑐 = 𝑃 𝐴 ∪ 𝐵 𝑐
= 1 − 𝑃 ∪ 𝐵 = 1 − [𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 ]

= 1 − 𝑃 𝐴 − 𝑃 𝐵 − 𝑃 𝐴 𝑃(𝐵) = 1 − 𝑃 𝐴 −𝑃 𝐵 1−𝑃 𝐴

= 1−𝑃 𝐴 1−𝑃 𝐵 = 𝑃 𝐴𝑐 𝑃 𝐵𝑐

This shows that 𝐴𝑐 and 𝐵𝑐 are independent.

Example 8. Show that the probability of occurrence of only one of the events A and B is

𝑃 𝐴 + 𝑃 𝐵 − 2𝑃 𝐴 ∩ 𝐵 . [WBUT 2004, 2006]

Solution: From the Venn diagram it is clear that


𝐴𝑐 ∩ 𝐵
the probability of occurrence of one of the events 𝐴 ∩ 𝐵𝑐

𝐴 and 𝐵 is 𝑃[(𝐴 ∩ 𝐵𝑐 ) ∪ (𝐴𝑐 ∩ 𝐵)]. Since 𝐴 ∩ 𝐵𝑐


𝐴∩𝐵
and 𝐴𝑐 ∩ 𝐵 are disjoint, the required probability is given by

𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃(𝐴𝑐 ∩ 𝐵) (1)

Now, 𝐴 = 𝐴 ∩ 𝐵𝑐 ∪ (𝐴 ∩ 𝐵) and 𝐵 = 𝐴𝑐 ∩ 𝐵 ∪ (𝐴 ∩ 𝐵)

∴ 𝑃 𝐴 = 𝑃 𝐴 ∩ 𝐵𝑐 + 𝑃(𝐴 ∩ 𝐵) i.e. 𝑃 𝐴 ∩ 𝐵𝑐 = 𝑃 𝐴 − 𝑃(𝐴 ∩ 𝐵) [ ∵ 𝐴 ∩ 𝐵𝑐 and 𝐴 ∩ 𝐵 are disjoint]

𝑃 𝐵 = 𝑃(𝐴𝑐 ∩ 𝐵) + 𝑃(𝐴 ∩ 𝐵) i.e. 𝑃 𝐴𝑐 ∩ 𝐵 = 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵) [ ∵ 𝐴𝑐 ∩ 𝐵 and 𝐴 ∩ 𝐵 are disjoint]

Using these in (i) we get the required probability as

𝑃 𝐴 + 𝑃 𝐵 − 2𝑃 𝐴 ∩ 𝐵 .

Example 9. A can hit a target 4 times in 5 shots; B 3 times in 4 shots and C twice in 3 shots. They fired a
target. What is the probability that at least two shots hit? [WBUT 2006]

Solution: : Let

𝐴 be the event that A hits the target.

𝐵 be the event that B hits the target.

𝐶 be the event that C hits the target.

Then 𝑃 𝐴 = 4/5 and so 𝑃 𝐴𝑐 = 1 − 4/5 = 1/5

𝑃 𝐵 = 3/4 and so 𝑃 𝐵𝑐 = 1 − 3/4 = 1/4

𝑃 𝐶 = 2/3 and so 𝑃 𝐶 𝑐 = 1 − 2/3 = 1/3


M Fundamentals of Probability Theory M-401

Therefore, 𝑃(at least two shots hit)

= 𝑃 𝐴𝐵𝐶 ∪ 𝐴𝐵𝐶 𝑐 ∪ 𝐴𝐵𝑐 𝐶 ∪ 𝐴𝑐 𝐵𝐶

= 𝑃 𝐴𝐵𝐶 + 𝑃 𝐴𝐵𝐶 𝑐 + 𝑃 𝐴𝐵𝑐 𝐶 + 𝑃 𝐴𝑐 𝐵𝐶

= 𝑃 𝐴 𝑃 𝐵 𝑃 𝐶 + 𝑃 𝐴 𝑃 𝐵 𝑃 𝐶 𝑐 + 𝑃 𝐴 𝑃 𝐵𝑐 𝑃 𝐶 + 𝑃 𝐴𝑐 𝑃 𝐵 𝑃(𝐶)
4 3 2 4 3 1 4 1 2 1 3 2 2 1 2 1 5
= . . + . . + . . + . . = + + + =
5 4 3 5 4 3 5 4 3 5 4 3 5 5 15 10 6

Example 10. A and B throw alternatively a pair of dice. A wins if he gets 8 before B gets 5 and B wins
if he gets 5 before A gets 8. If A starts the game, find the probability that A wins. [WBUT 2006]

Solution: Let 𝑋 and 𝑌 be the events that A gets 8 and B gets 5 respectively. Then clearly

𝑋 = { 2,6 , (6,2) 3,5 , 5,3 , 4,4 } and 𝑌 = { 1,4 , 4,1 , 2,3 , 3,2 }
5 5 31
∴ 𝑃 𝑋 = 36 and hence 𝑃 𝑋 𝑐 = 1 − 36 = 36

4 4 32
𝑃 𝑌 = 36 and hence 𝑃 𝑌 𝑐 = 1 − 36 = 36

Now, A will win the game if any of the following happen:

𝑋: A gets 8 in the first attempt,

𝑋 𝑐 𝑌 𝑐 𝑋: A fails, B fails and then A gets 8,

𝑋 𝑐 𝑌 𝑐 𝑋 𝑐 𝑌 𝑐 𝑋: A fails, B fails, again A fails, B fails and then A gets 8,

............................................

and so on.

Therefore, the probability that A wins the game is given by

𝑃 𝑋 + 𝑃 𝑋𝑐 𝑌𝑐 𝑋 + 𝑃 𝑋𝑐 𝑌𝑐 𝑋𝑐 𝑌𝑐 𝑋 + ⋯
5 31 32 5 31 32 31 32 5
= 36 + 36 × 36 × 36 + 36 × 36 × 36 × 36 × 36 + ⋯

5 31 32 2 31 32 4
= 36 1 + 36
× 36 + 36
× 36 +⋯

5 1 45
= 36 × 31 32 = 76
1− ×
36 36

Example 11. A box contains 15 lamps out of which 5 are defective. 8 lamps are drawn at random in
succession without replacement. What is the probability that the 8th lamp is the 5thdefective?

[WBUT 2005, 2007, 2008]


M Fundamentals of Probability Theory M-401

Solution: The number of arrangements of 8 lamps from 15 lamps is 15C8  8! . So, number of sample
points in the sample space is 15
C8  8!

Now, the 8th lamp to be 5th defective, the first 7 positions must be filled up with 4 defective and 3 non-
defective lamps which can be done in 10C3 5 C 4  7!1! ways. 1st
2nd
This is shown in the adjacent figure. 3rd 4 defective
4 th &
3 non-defective
10
C3 5 C 4  7!1! 5th
Therefore, the required probability is = 6th
15
C8  8! 7th
One defective
8th
Example 12. A box contains 10 pair of shoes. If 8 shoes are randomly selected, what is the probability
that there is (i) no complete pair (ii) exactly one complete pair? [WBUT 2005]

Solution: 8 shoes out of 10 pairs, i.e., 20 shoes can be selected in 20C8 ways which is the number of

sample points in the sample space, say S, i.e., 𝑛(S) = 20 C8 .

(i) Now 8 pairs out of 10 pairs can be selected in 10 C8 ways. Form these 8 pairs if we select 1 shoe from
1st pair, 1 from 2nd pair, …, 1 from 8th pair then there will be no complete pair. Now from 1st pair, 1 shoe
can be chosen in 2 ways; from 2nd, in 2 ways, …, from 8th, in 2 ways. Therefore, the number of selection
of 8 shoes such that there is no complete pair is 10C8  2 8 .

10
C8  2 8
∴ the probability that there is no complete pair is =
20
C8

(ii) 1 complete pair can be selected out of 10 pairs in 10C1 ways. So we have to select 8-2=6 shoes from
remaining 10-1=9 pairs which as previous can be done in 9C 6 
6
2 ways.

10
C1  9 C 6  2 6
∴ the probability that there is exactly one complete pair is =
20
C8
M Fundamentals of Probability Theory M-401

Assignment-1.1
1 1 1
1. If 𝐴 = 2 , 𝑃 𝐵 = 3 and 𝑃 𝐴 ∩ 𝐵 = 4 then find the values of (i) 𝑃(𝐴𝑐 ) , (ii) 𝑃(𝐴 ∪ 𝐵) , (iii)
𝑃(𝐴𝑐 ∩ 𝐵), (iv) 𝑃(𝐴𝑐 ∩ 𝐵𝑐 ) and (v) 𝑃(𝐴𝑐 ∪ 𝐵).
2. Two urns contain respectively 2 red, 5 black, 7 green and 1 red, 4 black, 9 green balls. One ball is
drawn from each urn. What is the probability that both the balls are of same colour?
3. If 𝐴, 𝐵, 𝐶 are mutually independent events, show that 𝑃 𝐴 ∩ 𝐵 ∪ 𝐶 = 𝑃 𝐴 𝑃(𝐵 ∪ 𝐶).
[WBUT 2003]
4. The chances of solving a particular problem in Mathematics by A, B, C are respectively 1/2, 1/3 and
1/4. What is the probability that the problem is solved if they try independently?
5. Given 𝑃 𝐴 = 0.4 , 𝑃 𝐵 = 𝑝 and 𝑃 𝐴 ∪ 𝐵 = 0.6.
(i) Find 𝑝 so that 𝐴 and 𝐵 are independent.
(ii) Find 𝑝 so that 𝐴 and 𝐵 are mutually exclusive.
6. Two events 𝐴 and 𝐵 are such that 𝑃 𝐴 = 0.4 , 𝑃 𝐵 = 𝑥 and 𝑃 𝐴 ∪ 𝐵 = 0.7.
(i) For what value of 𝑥 are 𝐴 and 𝐵 independent?
(ii) For what value of 𝑥 are 𝐴 and 𝐵 mutually exclusive?
7. A bag contains 5 white and 4 black balls. Three balls are chosen at random. Find the probability that
at least two white balls have been selected. [WBUT 2007]
8. Three groups of children consist of 3 girls and 1 boy; 2 girls and 2 boys; 1 girl and 3 boys. One child
is selected at random from each group. Show that the chance that the three selected children
consisting of 1 girl and 2 boys is 13/32. [WBUT 2005, 2007]
9. Two persons A and B throw alternatively a pair of dice. A wins if he gets 6 before B gets 7 and B
wins if he gets 7 before A gets 6. If A begins, find his probability of winning. [WBUT 2002]
10. Two newspapers X and Y are published in a certain city. It is seen that 16% read X, 14% read Y and
5% read both the newspapers. Find the probabilities that a randomly selected person (i) does not read
any newspaper (ii) reads only Y. [WBUT 2004]
M Fundamentals of Probability Theory M-401

Conditional Probability: The conditional probability of the event 𝐴 on the hypothesis that the event 𝐵
has already occurred is denoted by 𝑃(𝐴/𝐵) and is defined by

𝑃(𝐴 ∩ 𝐵)
𝑃 𝐴/𝐵 =
𝑃(𝐵)

Multiplication Theorem: The multiplication theorem for two events A and B is given by

𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵/𝐴 = 𝑃(𝐵)𝑃 𝐴/𝐵


𝑃(𝐴∩𝐵)
Proof: We know 𝑃 𝐴/𝐵 = 𝑃(𝐵)
which gives 𝑃 𝐴 ∩ 𝐵 = 𝑃(𝐵)𝑃 𝐴/𝐵 .

𝑃(𝐴∩𝐵)
Again 𝑃 𝐵/𝐴 = and so 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵/𝐴 .
𝑃(𝐴)

Hence 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵/𝐴 = 𝑃(𝐵)𝑃 𝐴/𝐵 .

Example 13. An urn contains 4 white and 6 black balls. Two balls are drawn successively from the urn
without replacement of the first ball. If the first ball is seen to be white, what is the chance that the second
ball is also white?

Solution: Let 𝑊1 and 𝑊2 respectively be the events that the first drawn ball is white and the second
drawn ball is white. Then 𝑊1 ∩ 𝑊2 is the event that both the drawn balls are white.
4 3 2 4 2
Now, 𝑃 𝑊1 ∩ 𝑊2 = 10 × 9 = 15 and 𝑃 𝑊1 = 10 = 5.

𝑃 𝑊1 ∩𝑊2 2/15 1
∴ the required probability is 𝑃 𝑊2 /𝑊1 = 𝑃 𝑊1
= 2/5
= 3.

Example 14. Assuming that each child is equally likely to be a boy or a girl, what is the conditional
probability that in a family of 2 children both are boys, given that (i) the older child is a boy (ii) at least
one of the children is a boy?

Solution: Let 𝐵1 and 𝐵2 be the events that the older child is a boy and the younger child is a boy
respectively. Then
1
𝑃 𝐵1 = 2 = 𝑃 𝐵2

∴ 𝑃 𝐵1 ∩ 𝐵2 = 𝑃 𝐵1 . 𝑃 𝐵2 , since 𝐵1 and 𝐵2 are independent.


1 1 1
= . =
2 2 4

1 1 1 1 3
and 𝑃 𝐵1 ∪ 𝐵2 = 𝑃 𝐵1 + 𝑃 𝐵2 − 𝑃 𝐵1 ∩ 𝐵2 = + − . =
2 2 2 2 4

(i) Thus the probability that both children are boys given that the older is a boy is
𝑃((𝐵1 ∩𝐵2 )∩𝐵1 ) 𝑃(𝐵1 ∩𝐵2 ) 1/4 1
𝑃 (𝐵1 ∩ 𝐵2 )/𝐵1 = 𝑃 𝐵1
= 𝑃 𝐵1
= 1/2 = 2
M Fundamentals of Probability Theory M-401

(ii) The probability that both children are boys given that at least one is boy is

𝑃((𝐵1 ∩ 𝐵2 ) ∩ 𝐵1 ∪ 𝐵2 ) 𝑃(𝐵1 ∩ 𝐵2 ) 1/4 1


𝑃 (𝐵1 ∩ 𝐵2 )/ 𝐵1 ∪ 𝐵2 = = = =
𝑃 𝐵1 ∪ 𝐵2 𝑃 𝐵1 ∪ 𝐵2 3/4 3

Baye’s Theorem:

Statement: If 𝐴1 , 𝐴2 , … , 𝐴𝑛 be pair-wise mutually exclusive and exhaustive events of an experiment and


𝐵 (≠ 𝐴𝑖 , 𝑖 = 1,2, … 𝑛) be any event connected with this experiment then

𝑃 𝐴𝑖 𝑃(𝐵/𝐴𝑖 )
𝑃(𝐴𝑖 /𝐵) =
𝑃(𝐵)

where 𝑃 𝐵 = 𝑃 𝐴1 𝑃(𝐵/𝐴1 ) + 𝑃 𝐴2 𝑃(𝐵/𝐴2 ) + … . +𝑃 𝐴𝑛 𝑃(𝐵/𝐴𝑛 )

Proof: We see that 𝐵 = 𝐵 ∩ 𝑆 = 𝐵 ∩ 𝐴1 + 𝐴2 + ⋯ + 𝐴𝑛 = 𝐵 ∩ 𝐴1 + 𝐵 ∩ 𝐴2 + ⋯ + 𝐵 ∩ 𝐴𝑛

∴ 𝑃 𝐵 = 𝑃 𝐵 ∩ 𝐴1 + 𝑃 𝐵 ∩ 𝐴2 + ⋯ + 𝑃 𝐵 ∩ 𝐴𝑛 , since 𝐴𝑖 , 𝐴𝑗 (𝑖 ≠ 𝑗) are mutually exclusive.

= 𝑃 𝐴1 𝑃(𝐵/𝐴1 ) + 𝑃 𝐴2 𝑃(𝐵/𝐴2 ) + … . +𝑃 𝐴𝑛 𝑃(𝐵/𝐴𝑛 ) , by multiplication theorem.

Now
𝑃 𝐵 ∩ 𝐴𝑖 𝑃 𝐴𝑖 𝑃 𝐵/𝐴𝑖 𝑃 𝐴𝑖 𝑃(𝐵/𝐴𝑖 )
𝑃 𝐴𝑖 /𝐵 = = =
𝑃 𝐵 𝑃 𝐵 𝑃 𝐴1 𝑃(𝐵/𝐴1 ) + 𝑃 𝐴2 𝑃(𝐵/𝐴2 ) + … . +𝑃 𝐴𝑛 𝑃(𝐵/𝐴𝑛 )

Example 15. Three identical urns contain respectively 3 white, 4 black balls; 4 white, 5 black balls and
2 white, 3 black balls. An urn is selected at random and a ball is drawn from it. If the ball drawn is white,
what is the probability that the second urn is chosen? [WBUT 2007]

Solution: Let 𝐸1 , 𝐸2 and 𝐸3 be the events that a ball is drawn from 1st, 2nd and 3rd urn respectively.

Let 𝑊 be the event that the ball drawn is white. Then


1
𝑃 𝐸1 = 3 = 𝑃 𝐸2 = 𝑃 𝐸3

Now
3 4 2
𝑃 𝑊/𝐸1 = 7 , 𝑃 𝑊/𝐸2 = 9 , 𝑃 𝑊/𝐸3 = 5

∴ by Baye‟s theorem, the required probability

𝑃 𝐸2 . 𝑃 𝑊/𝐸2
𝑃 𝐸2 /𝑊 =
𝑃 𝐸1 . 𝑃 𝑊/𝐸1 + 𝑃 𝐸2 . 𝑃 𝑊/𝐸2 + 𝑃 𝐸3 . 𝑃 𝑊/𝐸3
M Fundamentals of Probability Theory M-401

1 4
= 3×9 =
140
1 3 1 4 1 2 401
3×7+3×9+3×5

Example 16. In a bolt factory, machines A, B, C manufacture respectively 25%, 35% and 40% of the
total production out of which 5%, 4% and 2% are defective bolts produced by machines A, B and C
respectively. One bolt is drawn at random from a day‟s production and is found to be defective. What
is the probability that it was produced by machine A? [WBUT 2003, 2012]

Solution: Let 𝐸1 , 𝐸2 and 𝐸3 be the events that a bolt is manufactured by machine 𝐴, 𝐵 and 𝐶
respectively. Let 𝐷 be the event that the bolt drawn is defective. Then
25 35 40
𝑃 𝐸1 = , 𝑃 𝐸2 = , 𝑃 𝐸3 =
100 100 100

Now
5 4 2
𝑃 𝐷/𝐸1 = 100 , 𝑃 𝐷/𝐸2 = 100 , 𝑃 𝐷/𝐸3 = 100

∴ by Baye‟s theorem, the required probability

𝑃 𝐸1 . 𝑃 𝐷/𝐸1
𝑃 𝐸1 /𝐷 =
𝑃 𝐸1 . 𝑃 𝐷/𝐸1 + 𝑃 𝐸2 . 𝑃 𝐷/𝐸2 + 𝑃 𝐸3 . 𝑃 𝐷/𝐸3
25 5
× 25
= 100 100 =
25 5 35 4 40 2 69
100 × 100 + 100 × 100 + 100 × 100

Example 17. There are two boxes, the first box containing 3 white and 7 black balls and the second box
containing 7 white and 3 black balls. One box is chosen at random and two balls are drawn from it. Find
the probability that both the balls are white. Also, if both the balls are white, find the probability that the
first box was chosen.

Solution: Let

𝐴 be the event that balls are drawn from the first box

𝐵 be the event that balls are drawn from the second box

𝑊 be the event that the two drawn balls are white.


1
Then 𝑃 𝐴 = 2 = 𝑃(𝐵)

3𝐶 7𝐶
𝑃 𝑊/𝐴 = 10 2 = 1/15 and 𝑃 𝑊/𝐵 = 10 2 = 7/15
𝐶2 𝐶2

1 1 1 7 4
∴ 𝑃 𝑊 = 𝑃 𝐴 𝑃 𝑊/𝐴 + 𝑃 𝐵 𝑃 𝑊/𝐵 = 2 . 15 + 2 . 15 = 15

Again, by Baye‟s theorem we get


M Fundamentals of Probability Theory M-401

1 1
𝑃 𝐴 𝑃 𝑊/𝐴 . 1
𝑃 𝐴/𝑊 = = 2 15 =
𝑃 𝑊 4 8
15

Example 18. The probabilities of X, Y and Z being manager are in the ratio 4:2:3 respectively. The
probabilities that the bonus scheme will be introduced if X, Y, Z become manager are 3/10, 1/2, 4/5
respectively. Given that „bonus‟ has been introduced, find the probability that Y has been appointed as the
manager?

Solution: Let 𝐸1 , 𝐸2 and 𝐸3 be the events that X, Y and Z be manager respectively.

Let 𝐵 be the event that the bonus is introduced. Then


4 2 3
𝑃 𝐸1 = 9 , 𝑃 𝐸2 = 9 , 𝑃 𝐸3 = 9

Now
3 1 4
𝑃 𝐵/𝐸1 = 10 , 𝑃 𝐵/𝐸2 = 2 , 𝑃 𝐵/𝐸3 = 5

∴ by Baye‟s theorem, the required probability

𝑃 𝐸2 . 𝑃 𝐵/𝐸2
𝑃 𝐸2 /𝐵 =
𝑃 𝐸1 . 𝑃 𝐵/𝐸1 + 𝑃 𝐸2 . 𝑃 𝐵/𝐸2 + 𝑃 𝐸3 . 𝑃 𝐵/𝐸3

2 1
× 5
= 9 2 =
4 3 2 1 3 4 23
× + × + ×
9 10 9 2 9 5

Example 19. The chance that a doctor will diagnose a certain disease correctly is 60%. The chance that
a patient will die by his treatment after correct diagnosis is 40% and the chance of death by wrong
diagnosis is 70%. A patient of the doctor who had the disease dies. What is the probability that the disease
was diagnosed correctly?

Solution: Let 𝐸1 be the event denoting “the disease was correctly diagnosed by the doctor”

and 𝐸2 be the event denoting “a patient who has the disease dies”. Then
60 3 3 2
𝑃 𝐸1 = 100 = 5 and so 𝑃 𝐸1 ′ = 1 − 5 = 5

40 2 70 7
∴ 𝑃 𝐸2 /𝐸1 = 100 = 5 and 𝑃 𝐸2 /𝐸1 ′ = 100 = 10

∴ by Baye‟s theorem, the required probability

3 2
𝑃 𝐸1 . 𝑃 𝐸2 /𝐸1 × 6
𝑃 𝐸1 /𝐸2 = = 5 5 =
𝑃 𝐸1 . 𝑃 𝐸2 /𝐸1 + 𝑃 𝐸1 ′ . 𝑃 𝐸2 /𝐸1 ′ 3 2 2 7
× + × 13
5 5 5 10
M Fundamentals of Probability Theory M-401

Assignment-1.2

1. Two identical urns contain respectively 4 white, 3 red balls and 3 white, 7 red balls. One urn is chosen
at random and a ball is drawn from it. Find the probability that the ball is white. Also, if the ball drawn
is white, find the probability that it is from the first urn.
2. The probabilities of X, Y and Z becoming the Principal of a college are respectively 0.3, 0.5 and 0.2.
The probabilities that “Student Aid-Fund” will be introduced in the college if X, Y and Z become
Principal are 0.4, 0.6 and 0.1 respectively. Given that “Student Aid-Fund” has been introduced, find
the probability that Y has been appointed as the Principal. [WBUT 2004]
3. There were three candidates A, B and C for the position of a manager whose chances of getting the
appointment are in the proportion 4:2:3. The probability that A, if selected, would launch a new
product in the market is 0.3. The probabilities of B and C doing the same are 0.5 and 0.8 respectively.
What is the probability that the new product was launched in the market by C? [WBUT 2006]
4. Three identical boxes, I, II and III contain respectively 4 white and 3 red balls; 3 white and 7 red
balls; 2 white and 3 red balls. A box is chosen at random and a ball is drawn from it .If the ball is
found to be white, what is the probability that box II is selected? [WBUT 2007]
5. Urn I has 2 white and 3 black balls, Urn II has 4 white and 1 black balls and Urn III has 3 white and 4
black balls. One urn is selected at random and a ball is drawn from it. If the ball drawn is white, what
is the chance that Urn I was selected? [WBUT 2010]
6. A speaks the truth 3 times out of 4 and B 7 times out of 10. They agree in their statement that from a
bag containing 6 balls of different colours a white ball has been drawn. Find the probability that the
statement is true.
7. A student has to answer a multiple choice type question with 5 alternatives. What is the probability
that the student know the answer, given that he answered it correctly? Assume that the probability that
he knows the correct answer is 𝑝.

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