Probability

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INTRODUCING

PROBABILITY
Terms
• Random Experiment
• Trial
• Outcome
• Sample Space or Event Space
• Event
✓Simple Event
✓Compound Events
• Complement of an event
Random Experiment

Random Experiment : All outcomes of the experiment


are known but which outcome will occur at a particular
trial or execution of the experiment is unknown.
An Outcome is the particular result of an
experiment.

Random Experiment: A fair die is cast.


Possible outcomes: The
numbers 1, 2, 3, 4, 5, 6.

An Event space or Event space is the set:


sample space is the set S={1,2,3,4,5,6}
of all these outcomes.
It is denoted by S.
Definitions continued
An Event is the
Experiment: A fair die is cast.
collection of one or
more outcomes of
Event space is the
an experiment.
set {1,2,3,4,5,6}
Mathematically it
is a subset of the
event space. Ex 1: The occurrence of an
even number in the face of
die. If A denote this event, we
write A={ 2, 4, 6}.

Definitions continued
Ex 2: For the random experiment tossing of two die.
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)}

There are 36 elements in the event space. The


elements are ordered pairs and are obtained by
taking cartesian product of 2 identical event spaces
of Ex 1.
Joint experiment of tossing a die
and a coin
• Tossing of die be random exp
𝐸1 𝑤𝑖𝑡ℎ 𝑠𝑎𝑚𝑝𝑙𝑒 𝑠𝑝𝑎𝑐𝑒 𝑆1 = 1,2,3,4,5,6
• Tossing of coin be random exp
𝐸2 𝑤𝑖𝑡ℎ 𝑠𝑎𝑚𝑝𝑙𝑒 𝑠𝑝𝑎𝑐𝑒 𝑆2 = 𝐻, 𝑇
• Joint random experiment of tossing a die
and a coin 𝐸1 x 𝐸2 with sample space
𝑆1 x 𝑆2 =
{ 1, 𝐻 , 2, 𝐻 , 3, 𝐻 , 4, 𝐻 , 5, 𝐻 , 6, 𝐻 ,
1, 𝑇 , 2, 𝑇 , 3, 𝑇 , 4, 𝑇 , 5, 𝑇 , 6, 𝑇 }
12 outcomes of the joint sample space.
Simple Events
• An event which contain only one sample point.
• An event which is a singleton set .
• Examples:
1) In tossing of a die experiment the event denoted by A:
‘getting a face 2’ is simple, we write A={2}.
2) If B denotes the event ‘getting a sum of 12’ in tossing of 2
dice, then B={(6,6)} .
3) Picking a card from pack of 52 cards: the event C denoting
the ‘king of clubs’
4) In tossing of 3 coins the event D denoting ‘no head’.
D={(T,T,T)}
Composite or compound event
• Event consisting of 2 or more event points.
• It can be decomposed into simple events.
• Examples:
• Tossing of die: event ‘odd face’ , ‘prime face’
• Tossing of 2 dice :‘sum of 11’
• Tossing of 3 coins: ‘at least one head’
• Picking a card from pack of 52 cards: ‘black king’
Impossible Events
• An event that cannot occur.
• Example:
• ‘Sum of 15’ in tossing of 2 dice
• Picking a ‘Red spade’ from pack of cards
Mutually Exclusive Events
• Two events A and B are said to be
Mutually exclusive if
AB=
• Occurence of one event rules out
occurence of the other.
• Disjoint events.
• Ex:A=”Even face” and B=”Odd face” .
Mutually Exhaustive Events
Two events A and B are said to be Mutually exhaustive
if
AB=S

• Ex:A=”Even face” and B=”Odd face”


• Ex: A=”Red Card” B=”Black Card”
Probability

A probability of an outcome is a number and


has two properties:
1. The probability assigned to each outcome is
nonnegative.
0 ≤ 𝑃 𝐴 ≤ 1 for any event A.

2. The sum of all the probabilities equals 1.


P(S) = 1
Let's roll a die once.

This is the sample space---all the possible outcomes


S = {1, 2, 3, 4, 5, 6}
probability an
event will occur

Number of ways that E can occur


P(E) =
Number of possibilities
What is the probability you will roll an even number?

There are 3 ways to get an even number, rolling a 2, 4 or 6


3 1
P ( Even number ) = =
6 2
There are 6 different numbers on the die.
Equally Likely Events

• Events with same probability


• Examples:
• In tossing of 2 dice: ‘getting at least 1
tail’:{(T,H),(H,T),(T,T)} and ‘getting at
least one head’ : {(T,H),(H,T),(H,H)} }
• Picking ‘a black card’ and ‘a red card’ from
a pack of cards
The word and in probability means the intersection of two events.
What is the probability that you roll an even number and
a number greater than 3?
E = rolling an even number F = rolling a number greater than 3
2 1 How can E occur? {2, 4, 6}
P(E  F ) = =
6 3 How can F occur? {4, 5, 6}
E  F = {2, 4, 6}  {4,5, 6} = {4, 6}

The word or in probability means the union of two events.


What is the probability that you roll an even number or a
number greater than 3?

4 2 E  F = {2, 4, 6}  {4,5, 6} = {2, 4,5, 6}


P(E  F ) = =
6 3
This is read "E complement" and is the set of all
E elements in the sample space that are not in E

P ( E ) = 1− P ( E )
If we know the probability of rain is 20% or 0.2
then the probability of the complement (no rain)
is 1 - 0.2 = 0.8 or 80%

De Morgan’s Rule :
1.) Ac U Bc=(A∩B)c 2.)Ac∩Bc =(AUB)c
=>P(AcUBc)=P((A∩B)c) =>P(Ac∩Bc)=P((AUB)c)
=>P(Ac UBc)=1-P(A∩B) =>P(Ac∩Bc)=1-P(AUB)
OR, P(Ac +Bc)=1-P(AB) =>P(AcBc) = 1-P(A+B)
ADDITION RULE/ Theorem of total
probability
For any two events E and F,
P(EF) = P(E) + P(F) - P(EF)
Let's look at a Venn Diagram to see why this is true:

If we count E
EE FF
and then count F,

we've counted the things in both twice


so we subtract off the intersection
(things in both).
ADDITION RULE for Mutually
Exclusive Events
If E and F are mutually exclusive events,
P(EF) = P(E) + P(F)

Mutually exclusive means the events are disjoint.

This means E  F = 
Let's look at a Venn Diagram to see why this is true:

You can see that since


E F there are not outcomes
in common, we won't be
counting anything twice.
Addition Rule
• Q.1)What is the probability that a randomly
chosen card from a pack of cards will be a
King or Heart?
• Q.2)Of 1000 assembled components , 10
have working defect and 20 have a
structural defect.There is good reason to
believe that no component has both
defects.What is the probability that a
randomly chosen component will have
either type of defect?
• ans..)16/52 and 0.03
Complement
• Q.3)From a computer tally based on employer
records, the personnel manager of a large
manufacturing firm finds that 15 % of firm's
employees have M.Com degree and 25% MCA
degree. He also discovers 5% have both M.Com
and MCA. If an employee is selected at random ,
then what is the probability of selecting a person
who has neither M.Com nor MCA?

ans:=65/100
Ans.)Let A be the event that 'person selected
has M.Com' and B be the event that 'person
selected has MCA' . Then given
P(A)=15/100 and P(B)=25/100 and
P(AB) = P(A and B) = 5 /100
• P(Ac Bc)=P(neither A nor B)
• =1-P(A or B) by De Morgans rule
• =1-P(A+B)
• =1-[ P(A)+P(B)-P(AB) ] by theorem of total
ans:=65/100 probability
• Q.4)The probability that a contractor will get a
plumbing contract is 2/3 and the probability
that he will not get an electrical contract is
5/9. If the probability of getting at least one
contract is 4/5, what is the probability that he
will get both ?
• Ans)Let A be the event that “the contractor
will get a plumbing contract” and B be the
event that “he will get an electrical contract”.
• To find P(AB) =???
• Given P(A)=2/3 and P(Bc)=5/9
and P(at least one of A or B) =
P(A+B) = 4/5.
• Hence P(B)=1- P(Bc) = 1-(5/9)=4/9
• Using theorem of total probability,we get,
P(A+B) =P(A)+P(B) - P(AB)
=>P(AB) = P(A)+P(B) - P(A+B)
= 2/3 + 4/9 - 4/5
= 14/45
Conditional Probability
• The conditional probability of an event B
given that another event A has already
occured is P(B | A).
P (A  B )
P (B | A ) =
P (A )
Theorem of Compound Probability:
• For any two events A and B the theorem
states:
P(BA)=P(B|A).P(A)
Statistically Independent Events
• Two events A and B are said to be statistically
independent or simply independent if occurence
of one (say A) does not affect and is not affected
by the occurence of the other event (say B).
• P(A∩B)=P(A).P(B) and hence by
conditional probability definition for independent
events we have
P(B | A) = P(B)
Important
• Q.5) The probability that a new marketing
approach will be successful is 0.6.The
probability that the expenditure for
developing the approach can be kept within
the original budget is 0.50. The probability
that both of these objectives will be
achieved is 0.30.What is the probability that
at least one of these objectives will be
achieved ?
Determine whether the two events are
independent or not.
• Ans) Let A be the event the new marketing
approach will be successful and
• B be the event that the expenditure for
developing the marketing approach can be kept
within the original budget.
• Given P(A)=0.6 and P(B)=0.50 and
P(A∩B)=0.30
• P(A+B)=P(A)+P(B)-P(A∩B)
=0.6+0.5-0.3=0.80
They are independent since P(A∩B)=0.30 and
P(A).P(B)=0.6x0.50=0.30
Odds for occurence of an Event
• Odds for occurence of an event A
=Odds in favour of event A
=P(A)/P(Ac)

• Odds against an event A


=P(Ac)/P(A)
• Q.7) The odds that A speaks the truth is 3:2
and the odds that B speaks the truth is 5:3.
In what percentage of cases are they likely
to contradict each other on an identical
point?
• Ans)Let X denote the event that A speaks
the truth and Y denote the event that B
speaks the truth.
• P(X)=3/5 and P(Y)=5/8
• Required prob
• = P(A speaks truth and B lies or A lies and B
speaks the truth)
• =P(X𝑌 𝑐 + X 𝑐 𝑌)
= P(X𝑌 𝑐 )+P(X 𝑐 𝑌) since they are mutually
exclusive P(E+F)=P(E)+P(F)
=P(X).P(Yc)+P(Xc).P(Y) since they are
independent P(EF)=P(E).P(F)
=19/40
Q) Boxes 1 and 2 contain respectively 3 white, 5 red
and 2 blue balls; and 5 white,4 red, 3 blue balls. If
one ball is drawn at random from each box, what is
probability that both balls are of same colour?

• P(both balls same colour)=P(both balls are white) +


P(both red) + P(both blue) [mutually exclusive]
• =P(Box 1 white)*P(box 2 white)+P(box 1
red)*P(box 2 red)+P(box 1 blue)*P(box 2 blue)
[independent]
• (3C1/10C1)*(5C1/12C1)+(5C1/10C1)*(4C1/1
2C1)+(2C1/10C1)*(3C1/12C1)
Q) There are 2 bags. The 1st one contains 3 red and 2
white ball whereas the 2nd 4 red 2 white balls. 1 ball
is taken out at random from 1st bag and put in 2nd
bag. Then a ball is chosen at random from 2nd bag.
What is the probability that this last ball is red?

• P(last ball drawn is red)=P(white ball transferred


and then last ball drawn is red)+P(red ball
transferred and then last ball drawn is red)
[mutually exclusive]
• P(white transfer)*P(red drawn last)+P(red
transfer)*P(red drawn last) [independent]
• =(2C1/5C1)*(4C1/7C1)+(3C1/5C1)*(5C1/7
C1)
Player A can hit a target 3 times in 5
shots, B 2 times in 5 shots, C 3 times in 4
shots. They fire a volley. What is
probability that 2 shots hit?
• 45%
Bayes’ Theorem

18th century, an English reverend Thomas Bayes


Later Laplace refined his work and gave it the name Baye's Theorem.
Bayes’ Theorem
Suppose that B1, B2, B3,. . . , Bn represent n
mutually exclusive and collectively exhaustive
events of a random experiment. Let A is another
arbitrary event. For any number, k, with 1  k 
n, we have the formula:
𝑃 𝐴 𝐵𝑘 ⋅ 𝑃 𝐵𝑘
𝑃 𝐵𝑘 𝐴 = 𝑛
σ𝑖=1 𝑃 𝐴 𝐵𝑖 ⋅ 𝑃 𝐵𝑖
𝑃 𝐴 𝐵𝑘 ⋅ 𝑃 𝐵𝑘
=
𝑃 𝐴 𝐵1 ⋅ 𝑃 𝐵1 + 𝑃 𝐴 𝐵2 ⋅ 𝑃 𝐵2 + ⋯ + 𝑃 𝐴 𝐵𝑛 ⋅ 𝑃 𝐵𝑛
𝑃 𝐵𝑘 ∩ 𝐴
=
𝑃 𝐴
Remember
• What does Bayes’ Formula helps to find?
– Helps us to find: 𝑃 𝐵𝑘 |𝐴

for some : 0 ≤ 𝑘 ≤ 𝑛
– By having already known:

𝑃 𝐴|𝐵1 , 𝑃(𝐴|𝐵2 ). . . 𝑃(𝐴|𝐵𝑛 )


Example 8:
• Three jars contain colored balls as described in the table below.
Jar # Red White Blue
1 3 4 1
2 1 2 3
3 4 3 2

Question:
One jar is chosen at random and a ball is selected. If
the ball is red, what is the probability that it came
from the 2nd jar?
Example
• We will define the following events:
– J1 is the event that first jar is chosen
– J2 is the event that second jar is chosen
– J3 is the event that third jar is chosen
– R is the event that a red ball is selected
Finding our Probability:
Our original problem was:
One jar is chosen at random and a ball is selected. If the ball
is red, what is the probability that it came from the 2nd jar?

𝑃 𝐽2 ∩ 𝑅 𝑃 𝐽2 ∩ 𝑅
𝑃 𝐽2 |𝑅 = =
𝑃 𝑅 𝑃 𝐽1 ∩ 𝑅 + 𝑃 𝐽2 ∩ 𝑅 + 𝑃 𝐽3 ∩ 𝑅
𝑃 𝑅| 𝐽2 𝑃(𝐽2 )
=
𝑃 𝑅 | 𝐽1 𝑃(𝐽1 ) + 𝑃 𝑅 | 𝐽2 𝑃(𝐽2 ) + 𝑃 𝑅 | 𝐽3 𝑃(𝐽3 )

1 1 1
6∗3 18 12
= = = ≈ 0.17
3 1 1 1 4 1 1 1 4 71
∗ + ∗ + ∗ + +
8 3 6 3 9 3 8 18 27
Question 9
All tractors made by a company are produced on one
of three assembly lines, named Red, White, and
Blue. The chances that a tractor will not start when
it rolls off of a line are 6%, 11%, and 8% for lines
Red, White, and Blue, respectively. 48% of the
company’s tractors are made on the Red line and
31% are made on the Blue line.
(i)What fraction of the company’s tractors do not start
when they roll off of an assembly line?
(ii)What is the probability that a tractor came from the
red company given that it was defective?
Define Events
• Let R be the event that the tractor was made by the red
company
• Let W be the event that the tractor was made by the white
company
• Let B be the event that the tractor was made by the blue
company
• Let D be the event that the tractor won’t start
• (i) The fraction of the company’s tractors that do not start
when rolled off the assembly line? i.e., P(D)=?
• (ii)What is the probability that a tractor came from the red
company given that it was defective?
𝑃 𝑅∩𝐷
i.e., 𝑃 𝑅|𝐷 = =?
𝑃 𝐷
Extracting the Information
• In terms of probabilities for the events we’ve defined, this
what we know:
𝑃 𝑅 = 0.48, 𝑃 𝑊 = 0.21, 𝑃 𝐵 = 0.31,
𝑃 𝐷|𝑅 = 0.06, 𝑃 𝐷|𝑊 = 0.11, 𝑃 𝐷|𝐵 = 0.08
Now, since the event D can be partitioned into 3 mutually exclusive
and exhaustive events: 𝑃 𝐷 ∩ 𝑅 , 𝑃 𝐷 ∩ 𝑊 , 𝑎𝑛𝑑 𝑃 𝐷 ∩ 𝐵
∴ 𝑖 𝑃 𝐷 =𝑃 𝐷∩𝑅 +𝑃 𝐷∩𝑊 +𝑃 𝐷∩𝐵
=𝑃 𝐷 𝑅 𝑃 𝑅 +𝑃 𝐷 𝑊 𝑃 𝑊 +𝑃 𝐷 𝐵 𝑃 𝐵
= 0.06 ∗ 0.48 + 0.11 ∗ 0.21 + 0.08 ∗ 0.31 = 0.0767

𝑃 𝑅∩𝐷 𝑃 𝐷 𝑅 ∗𝑃 𝑅 0.06 ∗ 0.48


𝑖𝑖 𝑃 𝑅 𝐷) = = =
𝑃 𝐷 𝑃(𝐷) 0.0767
= 0.3755
Solved Examples
Q.10) Of 10 electric bulbs 3 are defective but it is
not known which is defective. In how many ways
can 3 bulbs be selected? Find the probability of
selecting at least 1 defective bulb?

Ans1.) 3 bulbs out of 10 can be selected in


10 C =120 ways.
3
2nd part:
Case 1:Exactly 1 defective : 7C2x 3C1=63 ways.
Case 2: Exactly 2 defective: 7C1x3C2=21 ways.
Case 3:Exactly 3 defective:3C3=1 way.
Hence total number of selections =63+21+1=85 ways.
P(at least one defective bulb)=85/120.
• Q.11)Tickets are numbered from 1 to 100.
They are well shuffled and a ticket is drawn
at random. What is the probability that the
ticket drawn has :
• i)an even number?
• ii)a multiple of 5?
• iii)a number greater than 75?
• iv)a square number?
• Since any one of the 100 tickets can be drawn. so
total number of outcomes=100
• i)Let A be the event of getting an even numbered
ticket.Then number of outcomes favourable to
A=50.
Hence P(A)=50/100
• ii)Let B be the event of getting a multiple of 5
numbered ticket.
B={5,10,15,20,...95,100}.
Then number of outcomes favourable to B=20.
Hence P(B)=20/100
• iii)Let C be the event of getting a number greater
than 75.
C={76,77,...99,100}.
Then number of outcomes favourable to C=25.
Hence P(C)=25/100.
• iv)Let D be the event of getting a number which is
a square.
D={1,4,9,16,25,36,49,64,81,100}.
Then number of outcomes favourable to D=10.
Hence P(D)=10/100.
• Q.12) An MBA applies for job in 2 firms X and
Y. The probability of his being selected in firm X
is 0.7 and being rejected at firm Y is 0.5. The
probability of at least one of his application being
rejected is 0.6. What is the probability that he will
be selected by one of the firms ?
• P(A)=0.7 => P(Ac)=1-0.7=0.3
• P(B)=0.5 => P(Bc)=1-0.5=0.5
• P(at least one of Ac or Bc)=P(Ac U Bc)=0.6
• We know, P(Ac U Bc)=P((A∩B)c)
=>P(Ac U Bc)=1- P(A∩B)
=>P(A∩B)=1-P(Ac U Bc)
=>P(A∩B)= 1-0.6 = 0.4
• P(AUB)=P(A)+P(B)-P(A∩B)
=0.7+0.5-0.4 = 0.8
1 3 1
Q.13) If 𝑃 𝐴 = ,𝑃 𝐵 = ,𝑃 𝐴∩𝐵 = ,
2 5 3
𝑓𝑖𝑛𝑑: 𝑖 𝑃 𝐴 ∪ 𝐵 , 𝑖𝑖 P Ac ∩ 𝐵𝑐 iiiP Ac ∪ 𝐵𝑐 ,
iv P A ∩ 𝐵𝑐 (v)P(A/B) (vi)P Ac /𝐵𝑐

Ans (i) 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 ∩ 𝐵 = 12 + 35 − 13 = 23
30
23 7
𝑖𝑖 𝑃 𝐴𝑐 ∩ 𝐵𝑐 = 𝑃( 𝐴 ∪ 𝐵 𝑐 ) = 1 − 𝑃 𝐴 ∪ 𝐵 = 1 − =
30 30
1 2
𝑖𝑖𝑖 𝑃 𝐴𝑐 ∪ 𝐵𝑐 = 𝑃 𝐴 ∩ 𝐵 𝑐 = 1−𝑃 𝐴∩𝐵 =1 − =
3 3
2
𝑖𝑣 𝑃 𝐵𝑐 = 1 − 𝑃 𝐵 =
5
1 1 1
𝑃 𝐴∩ 𝐵𝑐 =𝑃 𝐴 −𝑃 𝐴∩𝐵 = − =
2 3 6
1
𝑃 𝐴∩𝐵 3
𝑣 𝑃(𝐴/𝐵)= = 3 = 5/9
𝑃 𝐵
5
7
𝑃 𝐴𝑐 ∩𝐵𝑐 7
(vi) P Ac /𝐵𝑐 = = 30
2 =
P 𝐵𝑐 12
5
Problems of successive drawing
with or without replacement
Q6)
Q14)

Q15)
Q16)
Q17)
Q 18) One urn contains 2 white and 2 black balls, a second
urn contains 2 white and 4 black balls.
(i) If one ball is chosen from each urn, what is the probability
that they will be of the same colour?
(ii) If an urn is selected at random and one ball is drawn from
it, what is the probability that it will be a white ball?
Question 19:
• Medical case histories indicate that different illnesses
may produce identical symptoms. Suppose a
particular set of symptoms, say “H” occurs only when
one of the three illness : A,B, or C occurs, with
probabilities 0.01, 0.005 and 0.02 respectively. The
probability of developing the symptoms H, given an
illness A,B,C are 0.90, 0.95, 0.75 respectively.
Assuming that an ill person shows the symptom H,
what is the probability that a person has illness A ?
Hints:
• P(A)=0.01, P(B)=0.005 , P(C)=0.02
• P(H|A)=0.90
• P(H|B)=0.95
• P(H|C)=0.75
• P(A|H)= ?
𝑃(𝐻|𝐴). 𝑃(𝐴)
=
𝑃(𝐻|𝐴)𝑃(𝐴) + 𝑃(𝐻|𝐵)𝑃(𝐵) + 𝑃(𝐻|𝐶)𝑃(𝐶)

Ans= 0.313
Question 20:
• In a post office, 3 clerks are assigned to process an
incoming mail. The clerk A, processes 25% ,clerk B
processes 30% and clerk C 40% of the mail. Clerk A
has an error rate of 0.05, clerk B has an error rate of
0.04 and clerk C has error rate of 0.02. A mail is
selected at random from the day's output and is found
to have an error. The postmaster wants to know who
among the 3 clerks is most likely to be responsible for
the error.
Given
• P(A)=0.25
• P(B)=0.30
• P(C)=0.40
• P(E|A)=0.05
• P(E|B)=0.04
• P(E|C)=0.02
• HINT : Find which value is more : P(A|E) or
P(B|E) or P(C|E) applying Baye's theorem for each time.
The clerk corresponding to highest value has high probability
of error.
Answers
• P(A|E)=0.37
• P(B|E)=0.40
• P(C|E)=0.23
• Clerk B has highest chances of making an
error.
Question 21
• One card from a pack of 52 cards is lost. Two
cards are drawn from the pack and are found to
be of clubs suite. Find the probability that the
lost card is also of club suite.
• Let A be the event that the two cards drawn belong to
club suite.
Let B1,B2,B3,B4 be events that the lost card belong to
club, spade, heart and diamond suite respectively.
Required Probability= P(B1|A)=?
Calculate Probabilities
• P(B1)=P(B2)=P(B3)=P(B4)=13/52
• P(A|B1)=12C2/51C2
• P(A|B2)=P(A|B3)=P(A|B4)=13C2/51C2
• Required Probability
=P(B1|A)
=11/50
Please refer to pdf file
“Probability Practice”for more
sums to practice

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