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Lecture5 Slides

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Lecture5 Slides

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philopateer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Additive Rules for Probability:

Happens in a single trial and requires elimination of any “double count”.


Occurrence at the same
time (in a single trial)
Theorem: If A and B are two events, then
P(A or B) = P(A) + P(B) − P(A and B).

P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

Corollary: If A and B are mutually exclusive (can’t happen at the same time), then

P(A ∪ B) = P(A) + P(B).

Corollary: If A 1 , A 2 , . . . , An are mutually exclusive, then

P(A 1 ∪ A 2 ∪ · · · ∪ A n ) = P(A 1 ) + P(A 2 ) + · · · + P(A n ).


A collection of events {A 1 ,A 2 , . . . , A n } of a sample space S is called a partition of S if
A 1 ,A 2 , . . . , A n are mutually exclusive and A 1 ∪ A 2 ∪ ·· · ∪ A n = S.

a partition is a collection of non-empty, non-overlapping subsets of a sample space whose


union is the sample space itself
Thus, we have

PHM111s - Probability and Statistics


Corollary: If A 1 , A 2 , . . . , An is a partition of sample space S, then

P(A 1 ∪ A 2 ∪ · · · ∪ A n ) = P(A 1 ) + P(A 2 ) + · · · + P(A n ) = P(S) = 1.

As one might expect, the previous theorem extends in an analogous fashion.

Example 6.7: What is the probability of getting a total of 7 or 11 when a pair of fair dice is
tossed?
Solution: Let A be the event that 7 occurs and B the event that 11 comes up. Now, a total of 7
occurs for 6 of the 36 sample points, and a total of 11 occurs for only 2 of the sample
points. Since all sample points are equally likely, we have P(A) = 1/6 and P(B) = 1/18.
The events A and B are mutually exclusive, since a total of 7 and 11 cannot both occur
on the same toss. Therefore,
1 1 2
P(A ∪ B) = P(A) + P(B) = + =.
6 18 9
This result could also have been obtained by counting the total number of points for the
event A ∪ B, namely 8, and writing
n 8 2
P(A ∪ B) = = =
N 36 9
13 13 1
Example: P(♥ or ♠) = P(♥)+ P(♠) - P(♥ and ♠) = + =
52 52 2
13 4 1 4
Example: P(♣ or K) = P(♣)+ P(K) - P(♣ and K) = + − =
52 52 52 13

Example 6.11: 9 identical cards numbered from 1 to 9. card was drawn randomly.
Let A be the event that the card has an even number.
Let B be the event that the card has a number
divisible by 4.
Let C be the event that the card has a prime number.
Calculate the probability of:
i. The occurrence of A and B (together).
ii. The occurrence of A or B.
iii. The occurrence of A only but not B.
iv. The nonoccurrence of A.
v. The occurrence of B and C together.
Solution:
S = {1, 2, 3, 4, 5, 6, 7, 8, 9} ⇒ n( S ) =
9.
A = {2, 4, 6, 8}.
B = {4, 8}.
C = {2, 3, 5, 7}.

PHM111s - Probability and Statistics


i. P(A and B together)
A  B = {4, 8} ⇒ n( A  B ) =
2
2
⇒ P( A  B) =
9
P(A or B)
A  B = {2, 4, 6, 8} ⇒ n( A  B ) =
4
4
⇒ P( A  B) =
9

ii. P(A only but not B)


A − B = {2, 6} ⇒ n( A − B ) =
2
2
⇒ P( A − B) =
9

iii. P(nonoccurrence of A)
A′ = {1, 3, 5, 7, 9} ⇒ n( A′) =
5
5
⇒ P ( A′ ) =
9

iv. P(B and C together)


B  C = φ ⇒ n( B  C ) =
0
⇒ P( A  B) =
0
B and C are mutually exclusive.
Conditional Probability
The probability of an event A occurring when it is known that some event B has occurred is called
a conditional probability and is denoted by P(A|B). The symbol P(A|B) is usually read “the
probability that A occurs given that B occurs” or simply “the probability of A, given B.”

 Consider a fair die being tossed, the event A: “6 appeared” ⇒


1
Relative to the sample space S = {1, 2, 3, 4, 5, 6}, P(A) =
.
6
 Suppose that the die has already been tossed, and event B occurred: “Even number appeared”
What’s the chance of A now?
1
Relative to the sample space S’ = {2, 4, 6}, P(A) = .
3
1 1
P(A, Relative to S ) = ⇒ P(A) = .
6 6
1 1
P(A, Relative to S’) = ⇒ P(A|B) = .
3 3
1 1 / 6 P( A  B)
= =
P(A|B) = ,
3 3/ 6 P( B)
PHM111s - Probability and Statistics
Definition: The conditional probability of B, given A, denoted by P(B|A), is defined by
P( A  B)
P(B|A) = , provided P(A) > 0.
P( A)
Example 6.12: 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.
Solution: (a) The probability that a plane arrives on time, given that it departed on time, is
P ( A  D) 0.78
P(A|D) = = = 0.94 .
P( D) 0.83
(b) The probability that a plane departed on time, given that it has arrived on time, is
P( D  A) 0.78
P(D|A) = = = 0.95 .
P( A) 0.82
Also, The probability that the flight arrives on time, given that it did not depart on time will be
P( A | D′) :
P( A  D′) 0.82 − 0.78
=P( A | D′) = = 0.24
P( D′) 0.17
As a result, the probability of an on-time arrival is diminished severely in the presence of the
additional information.

Independent Events

1 1
Example: In the die-tossing experiment, we note that P(A|B) = whereas P(A) = . That is,
3 6
P(A|B) ≠ P(A), indicating that A depends on B.

Now consider an experiment in which 2 cards are drawn in succession from an ordinary deck,
with replacement (⇒A and B are independent). The events are defined as
A: the first card is an ace,
B: the second card is a spade.
13 1 13 1
P(B|A) = = and P(B) = = .
52 4 52 4
That is, P(B|A) = P(B). When this is true, the events A and B are said to be independent.

Example: Suppose we have 2 questions; the first one is T/F, the second is MCQ with five choices.
1 1
P(Guess Answer in T/F) = , P(Guess Answer in MCQ) =
2 5
1 1 1
P(T/F) * P(MCQ) = * = = P(T/F and MCQ)
2 5 10

PHM111s - Probability and Statistics


Example:
4
w/o replacement P(Q|9) = ⇒ dependent,
51
4 1
w/ replacement P(Q|9) = P(Q) = = ⇒ independent,
52 13
3
w/o replacement P(Q|Q) = ,
51
4 1
w/ replacement P(Q|Q) = = ,
52 13
13
w/o replacement P(♥|J♦) = ,
51
13
w/ replacement P(♥|J♦) = ,
52

Definition 2.11: Two events A and B are independent if and only if


P(B|A) = P(B) or P(A|B) = P(A),
assuming the existences of the conditional probabilities. Otherwise, A and B are dependent.
The condition P(B|A) = P(B) implies that P(A|B) = P(A), and conversely.

The Product Rule, or the Multiplicative Rule for Probability:

Multiplicative rule (or product rule), enables us to calculate the probability that two events will
both occur (in successive trials).

Theorem: If in an experiment the events A and B can both occur, then


 P( A) P( B | A), in general
P(A ∩ B) = 
 P( A) P( B), if A, B are independent
Since the events A ∩ B and B ∩ A are equivalent, it follows that we can also write

P(A ∩ B) = P(B ∩ A) = P(B)P(A|B).

Example 6.13: Suppose that we have a fuse box containing 20 fuses, of which 5 are defectives. If
2 fuses are selected at random and removed from the box in succession without
replacing the first, what is the probability that both fuses are defective?
Solution: We shall let D 1 be the event that the first fuse is defective and D 2 the event that the
second fuse is defective; Hence,
 5  4  1
without replacing the first ⇒ P(D 1 ∩ D 2 ) = P(D 1 ) P(D 2 | D 1 )=    = .
 20  19  19
with replacing the first (independent) ⇒ P(D 1 ∩ D 2 ) = P(D 1 ) P(D 2 | D 1 ) = P(D 1 ) P(D 2 | D 1 )

PHM111s - Probability and Statistics


 5  5  1
=    = .
 20  20  16
Example 6.14: One bag contains 4 white balls and 3 black balls, and a second bag contains 3
white balls and 5 black balls. One ball is drawn from the first bag and placed unseen
in the second bag. What is the probability that a ball now drawn from the second bag
is black?
Solution: Let B 1 , B 2 , and W 1 represent, respectively, the drawing of a black ball from bag 1, a
black ball from bag 2, and a white ball from bag 1. We are interested in the union of the
mutually exclusive events B 1 ∩ B 2 and W 1 ∩ B 2 . The various possibilities and their
probabilities are illustrated in the following figure.
P[(B 1 ∩ B 2 ) or (W 1 ∩ B 2 )] = P(B 1 ∩ B 2 ) + P(W 1 ∩ B 2 )
= P(B 1 )P(B 2 |B 1 ) + P(W 1 )P(B 2 |W 1 )
 3  6   4  5  38
=    +    = .
 7  9   7  9  63

Example 6.16: Three cards are drawn in succession, without replacement, from an ordinary deck
of playing cards. Find the probability that the event A 1 ∩ A 2 ∩ A 3 occurs, where A 1
is the event that the first card is a red ace, A 2 is the event that the second card is a 10
or a jack, and A 3 is the event that the third card is greater than 3 but less than 7.
Solution: First we define the events
A 1 : the first card is a red ace,
A 2 : the second card is a 10 or a jack,
A 3 : the third card is greater than 3 but less than 7.
Now
2 8 12
P(A 1 ) = , P(A 2 |A 1 ) = , P(A 3 |A 1 ∩ A 2 ) = ,
52 51 50
and hence, P(A 1 ∩ A 2 ∩ A 3 ) = P(A 1 )P(A 2 |A 1 )P(A 3 |A 1 ∩ A 2 )

PHM111s - Probability and Statistics


 2  8  12  8
= =    .
 52  51  50  5525
Total Probability or (the rule of elimination)
Theorem: If the events A 1 ,A 2 , . . . , A k constitute a partition of the sample space S such that P(A i )
≠ 0 for i = 1, 2, . . . , k, then for any event B of S,
k k
=P(B)
=i 1 =i 1
∑=
P( Ai  B) ∑ P( A ) P( B | A )
i i

Example 6.17: In a certain assembly plant, three machines, A 1 , A 2 , and A 3 , 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?
Solution: Consider the following events:
B: the product is defective,
A 1 : the product is made by machine A 1 ,
A 2 : the product is made by machine A 2 ,
A 3 : the product is made by machine A 3 .
Applying the rule of elimination, we can write

P(B) = P(A 1 )P(B|A 1 ) + P(A 2 )P(B|A 2 ) + P(A 3 )P(B|A 3 ).

Referring to the tree diagram, we find that the three branches give the probabilities
P(A 1 )P(B|A 1 ) = (0.3)(0.02) = 0.006,
P(A 2 )P(B|A 2 ) = (0.45)(0.03) = 0.0135,
P(A 3 )P(B|A 3 ) = (0.25)(0.02) = 0.005,
and hence
P(B) = 0.006 + 0.0135 + 0.005 = 0.0245.
Bayes’ Rule:
Instead of asking for P(B) in the previous example, by the rule of elimination, suppose that we
now consider the problem of finding the conditional probability P(A i |B).
In other words, suppose that a product was randomly selected and it is defective. What is the
probability that this product was made by machine A i ? Questions of this type can be answered by
using the following theorem, called
PHM111s - Probability and Statistics
Theorem: (Bayes’ Rule) If the events A 1 ,A 2 , . . . , A k constitute a partition of the sample space S
such that P(Ai) ≠ 0 for i = 1, 2, . . . , k, then for any event B in S such that P(B) ≠ 0,
P( Ar  B ) P ( Ar ) P( B | Ar )
= P(A r |B) = k k
for r = 1, 2, . . . , k.
=i 1 =i 1
∑ P( Ai  B) ∑ P( Ai ) P( B | Ai )
Example 6.18: With reference to the previous example, if a product was chosen randomly and
found to be defective, what is the probability that it was made by machine A 3 ?
Solution: Using Bayes’ rule to write
P( A3 ) P( B | A3 )
P(A 3 |B) =
P( A1 ) P( B | A1 ) + P( A2 ) P( B | A2 ) + P( A3 ) P( B | A3 )
and then substituting the probabilities calculated in the previous example, we have
0.005 0.005 10
=
P(A 3 |B) = = .
0.006 + 0.0135 + 0.005 0.0245 49
In view of the fact that a defective product was selected, this result suggests that it
probably was not made by machine A 3 .
Example 6.19: A manufacturing firm employs three analytical plans for the design and
development of a particular product. For cost reasons, all three are used at varying
times. In fact, plans 1, 2, and 3 are used for 30%, 20%, and 50% of the products,
respectively. The defect rate is different for the three procedures as follows:
P(D|P 1 ) = 0.01, P(D|P 2 ) = 0.03, P(D|P 3 ) = 0.02,
where P(D|P j ) is the probability of a defective product, given plan j. If a random
product was observed and found to be defective, which plan was most likely used
and thus responsible?
Solution: From the statement of the problem
P(P 1 ) = 0.30, P(P 2 ) = 0.20, and P(P 3 ) = 0.50,
we must find P(P j |D) for j = 1, 2, 3. Bayes’ rule shows:
P( P1 ) P( D | P1 )
P(P 1 |D) =
P( P1 ) P( D | P1 ) + P( P2 ) P( D | P2 ) + P( P3 ) P( D | P3 )
(0.30)(0.01) 0.003
= = = 0.158
(0.30)(0.01) + (0.20)(0.03) + (0.50)(0.02) 0.019
Similarly,
(0.03)(0.20) (0.02)(0.50)
= P(P 2 |D) = 0.316 and = P(P 3 |D) = 0.526
0.019 0.019
The conditional probability of a defect given plan 3 is the largest of the three; thus, a
defective for a random product is most likely the result of the use of plan 3.

PHM111s - Probability and Statistics

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