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Mod 1

The document provides an introduction to probability theory, defining key concepts such as sample space, events, and various types of events including exhaustive, mutually exclusive, and independent events. It explains the mathematical definition of probability and outlines the axioms of probability, along with the addition rule for calculating probabilities of combined events. Additionally, it includes examples and worked problems to illustrate these concepts.
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0% found this document useful (0 votes)
19 views24 pages

Mod 1

The document provides an introduction to probability theory, defining key concepts such as sample space, events, and various types of events including exhaustive, mutually exclusive, and independent events. It explains the mathematical definition of probability and outlines the axioms of probability, along with the addition rule for calculating probabilities of combined events. Additionally, it includes examples and worked problems to illustrate these concepts.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Dayananda Sagar University

School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

MODULE 1: PROBABILITY
Dr. SRIKUMAR

Introduction

Sample Space and Events:


There are lots of phenomena in nature, like tossing a coin or tossing a die, whose outcomes
cannot be predicted with certainty in advance, but the set of all the possible outcomes is
known. These are what we call random phenomena or random experiments. Probability
theory is concerned with such random phenomena or random experiments.

Consider a random experiment and the definitions related to it.


Trial: It is a single performance of an experiment.
Sample space: The set of all the possible outcomes of a random experiment is called as the
sample space of the experiment and is usually denoted by S. If a sample space has finite
number of elements, then it is called as finite sample space else infinite sample space.
Event: Any subset E of the sample space S is called an event which happens as per the
favour/wish of the person who conducts experiment.

Examples for sample space:


1) Tossing of a coin (which has 1 head and 1 tail) once. Then the sample space S = {H, T}
2) Tossing of a fair coin twice. Then the sample space S = {HH, HT, TH, TT}
Once Twice

H H

T T

3) Tossing of a fair coin thrice. Then the sample space


S={HHH, HHT, HTH, HTT, THH, THT, TTH,TTT}
Once Twice Thrice

H H H
T T T

4) Tossing of a dice/die once then the sample space S = {1, 2, 3, 4, 5, 6}

1
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

Number of elements present in the sample space S is called as the order of the sample space
denoted as o(S). In the above examples o(S)=2, o(S)=4, o(S)=8 and o(S)=6 respectively.
Examples for event of the sample space:
1) Let E be the event of getting head when the coin is tossed once. E = {H} ⊂ 𝑆
2) Let E be the event of getting tail at least once when the coin is tossed twice.
E = {TH, HT, TT} ⊂ 𝑆
3) Let E be the event of getting head at least twice when the coin is tossed thrice.
E = {HHT, HTH, HHH, THH, THH, HHH} ⊂ 𝑆
4) Let E be the event of getting square of a number when the dice is thrown once.
E = {1, 4} ⊂ 𝑆
Number of elements present in the event E gives the order of the event E which is denoted as
(𝐸) . In the above examples for events 𝑜(𝐸) = 1 , (𝐸) = 3 , 𝑜(𝐸) = 6 , 𝑜(𝐸) = 4
respectively.

Definitions
Exhaustive event: An event consisting of all the various possibilities is called as an
exhaustive event.

Collectively exhaustive events: A list of events 𝐸1 , 𝐸2 , 𝐸3 , … , 𝐸𝑛 are said to be collectively


exhaustive events if 𝑬𝟏 ∪ 𝑬𝟐 ∪ 𝑬𝟑 ∪ … ∪ 𝑬𝒏 = 𝑺 (or) ⋃𝒏𝒊=𝟏 𝑬𝒊 = 𝑺

Mutually exclusive events: Two or more events are said to be mutually exclusive if the
happening of one event prevents the simultaneous happening of other events (nothing in
common).
Examples for mutually exclusive events:
1) In tossing a coin once, getting of head and tail are mutually exclusive as the occurrence of
one rule out the occurrence of other.
2) In throwing of a dice once occurrence of 1,2,3,4,5 or 6 is mutually exclusive as the
occurrence of anyone, completely rules out the occurrence of rest of the possibilities.
Independent events: Two or more events are said to be independent if the happening or non-
happening of one event does not depend upon the happening or non-happening of other
events.

2
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

Example for independent events:


1) the answers written by two or more students genuinely in a class for the same question.
2) hitting at the target by two or more participants in a shooting competition.

Mathematical definition of probability: If the outcome of a trial consists of ‘n’ mutually


exclusive, exhaustive, equally possible cases of which ‘m’ of them are favourable cases to an
event E then the probability of the happening of the event E which is denoted as P(E) or
simply as ‘p’ is equal to m/n
𝒏𝒐. 𝒐𝒇 𝒇𝒂𝒗𝒐𝒖𝒓𝒂𝒃𝒍𝒆 𝒄𝒂𝒔𝒆𝒔 𝒇𝒐𝒓 𝑬 𝒐(𝑬) 𝒎
𝑷(𝑬) = 𝒑 = = =
𝒏𝒐. 𝒐𝒇 𝒕𝒐𝒕𝒂𝒍 𝒑𝒐𝒔𝒔𝒊𝒃𝒍𝒆 𝒄𝒂𝒔𝒆𝒔 𝒐(𝑺) 𝒏

Note:
1) Probability can at most be equal to 1 as m = n
2) Since ‘m’ cases are favourable to the event E then it follows that (n-m) cases are
non-favourable to the event E which is denoted as 𝐸̅ 𝑜𝑟 𝐸′ (compliment of event E)
Thus, the probability of non-favourable to the event E is denoted as
𝑞 (𝑜𝑟) 𝑃(𝐸̅ )(𝑜𝑟) 𝑃(𝐸 ′ ) and
𝑛−𝑚
is given as 𝑞 (𝑜𝑟) 𝑃(𝐸̅ )(𝑜𝑟) 𝑃(𝐸 ′ ) = (or) 𝑃(𝐸̅ ) = 1 − 𝑃(𝐸) (or) 𝑞 = 1 − 𝑝.
𝑚
̅) = 𝟏
Thus, 𝑷(𝑬) + 𝑷(𝑬 (or) 𝒑+𝒒=𝟏 .

𝐸 ∪ 𝐸 = 𝑆 ∴ 𝐸 𝑎𝑛𝑑 𝐸 are collectively exhaustive events.

𝐸 ∩ 𝐸 = 𝜙 ∴ 𝑃( 𝐸 ∩ 𝐸) = 0 i.e., 𝐸 𝑎𝑛𝑑 𝐸 are mutually exclusive events.

3) 𝑝 is referred as the probability of success whereas 𝑞 the probability of failure.

4) If 𝑃(𝐸) = 1 then the event E is called as the sure event and if the 𝑃(𝐸) = 0 then the event
E is called as the impossible event.

Examples:

1) probability of getting head when the fair coin is tossed once.

Soltn: Sample space S = {H, T} ∴ 𝑜(𝑆) = 2

Let event E: getting head when the coin is tossed once

3
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

E={H} and therefore o(E) =1


𝑜(𝐸) 1
Now, the probability of the event E of getting head is 𝑃(𝐸) = = (or) 0.5
𝑜(𝑆) 2

𝑜(𝐸) 1
Similarly, the probability of the event E of getting head is 𝑃(𝐸) = = (or) 0.5
𝑜(𝑆) 2

Here, the probability of getting head and tail when the coin is tossed once are equally likely.

(Examples for equally likely

1) when a coin is tossed twice then S={HH,HT,TH,TT}

P(HH)=P(HT)=P(TH)=P(TT)=1/4 or 0.25

2) probability of choosing a day in a week S = {Sun, M, T, W, Th, F, Sa}

P(Sun)=P(M)=P(T)=P(W)=P(Th)=P(F)=P(Sa)=1/7

Axioms of Probability (Axiomatic Definition of Probability):

If ‘S’ is a sample space and let ‘E’ be the set of all events, then to each event A in E we
associate a unique real number P=P(A) known as the probability of the event A if the
following axioms are satisfied.

These are known as the axioms of probability.

1) P(S)=1

2) For every event A in E, 𝟎 ≤ 𝑷(𝑨) ≤ 𝟏

3) Let 𝐴1 , 𝐴2 , 𝐴3 , … , 𝐴𝑛 be the mutually exclusive events of E then

𝑷(𝑨𝟏 ∪ 𝑨𝟐 ∪ 𝑨𝟑 ∪ … ∪ 𝑨𝒏 ) = 𝑷(𝑨𝟏 ) + 𝑷( 𝑨𝟐 ) + 𝑷( 𝑨𝟑 ) + ⋯ + 𝑷( 𝑨𝒏 )

Addition Rule of Probability:

If A and B are any two finite events in the sample space S, then

𝑷(𝑨 ∪ 𝑩) 𝒐𝒓 𝑷(𝑨 𝒐𝒓 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) − 𝑷(𝑨 ∩ 𝑩)

Similarly, if A, B & C are any three events in the sample space S then +

4
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

𝑷(𝑨 ∪ 𝑩 ∪ 𝑪) = {𝑷(𝑨) + 𝑷(𝑩) + 𝑷(𝑪)} − {𝑷(𝑨 ∩ 𝑩) + 𝑷(𝑨 ∩ 𝑪) + 𝑷(𝑩 ∩ 𝑪)} + 𝑷(𝑨


∩ 𝑩 ∩ 𝑪)

Suppose if A and B are any two mutually exclusive events in the sample space S then

𝑷(𝑨 ∪ 𝑩) 𝒐𝒓 𝑷(𝑨 𝒐𝒓 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) ∵ 𝐴 ∩ 𝐵 = 𝜙 ∴ 𝑃(𝐴 ∩ 𝐵) = 0


for mutually exclusive events A and B.

The above rule in probability theory is called as the Addition Rule/Law of Probability.

Note: Students are supposed to have the pre-requisite knowledge of permutation &
combination, sum rule and product rule.

Let A and B be any two events in the sample space S are said to be independent events in S
if 𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨) ⋅ 𝑷(𝑩).

Note:
1) 𝐴̅ 𝑎𝑛𝑑 𝐵̅ are independent events then 𝑷( ̅ ̅ ) = 𝑷(𝑨
𝑨∩𝑩 ̅ ) ⋅ 𝑷(𝑩
̅)
2) 𝐴̅ 𝑎𝑛𝑑 𝐵 are independent events then 𝑷( ̅ ̅ ) ⋅ 𝑷(𝑩)
𝑨 ∩ 𝑩 ) = 𝑷(𝑨
3) 𝐴 𝑎𝑛𝑑 𝐵̅ are independent events then ̅ ) = 𝑷(𝑨) ⋅ 𝑷(𝑩
𝑷(𝑨 ∩ 𝑩 ̅)

DeMorgan’s Law: ̅̅̅̅̅̅̅̅


𝑨∪𝑩=𝑨 ̅∩𝑩
̅ & ̅̅̅̅̅̅̅̅
𝑨∩𝑩= 𝑨 ̅∪𝑩
̅

Worked example problems:


1) A box contains 3 white, 5 black and 6 red balls. If a ball is drawn at random then what is
the probability that it is
(a) either red or white (b) either white or black (c) either black or red
(d) white or black or red

Soltn: Total number of balls in the box = 3 white+ 5 black + 6 red = 14


One ball has to be chosen at random. Therefore 𝑜(𝑆) = 14𝐶1 = 14
Let us consider the events in the sample space as
W: drawing white ball from the box & therefore 𝑜(𝑊) = 3𝐶1 = 3
B: drawing black ball from the box & therefore 𝑜(𝐵) = 5𝐶1 = 5
R: drawing red ball from the box & therefore 𝑜(𝑅) = 6𝐶1 = 6

5
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

𝑜(𝑅) 6
(a) The probability of drawing 1 red ball: 𝑃(𝑅) = = 14
𝑜(𝑆)
𝑜(𝑊) 3
The probability of drawing 1 white ball: 𝑃(𝑊) = = 14
𝑜(𝑆)

Here R and W are mutually exclusive events. So by the addition theorem in probability
6 3 9
𝑃(𝑅 𝑜𝑟 𝑊) = 𝑃(𝑅 ∪ 𝑊) = 𝑃(𝑅) + 𝑃(𝑊) = 14 + 14 = 14
9
∴ 𝑃(𝑅 𝑜𝑟 𝑊) = 𝑃(𝑅 ∪ 𝑊) =
14

(b) Similarly,
𝑜(𝐵) 5
The probability of drawing 1 black ball: 𝑃(𝐵) = = 14
𝑜(𝑆)
𝑜(𝑊) 3
The probability of drawing 1 white ball: 𝑃(𝑊) = = 14
𝑜(𝑆)

Here B and W are mutually exclusive events. So by the addition theorem in probability
5 3 8
𝑃(𝐵 𝑜𝑟 𝑊) = 𝑃(𝐵 ∪ 𝑊) = 𝑃(𝐵) + 𝑃(𝑊) = 14 + 14 = 14
8
∴ 𝑃(𝐵 𝑜𝑟 𝑊) = 𝑃(𝑅 ∪ 𝑊) = 14

(c) Similarly,
𝑜(𝐵) 5
The probability of drawing 1 black ball: 𝑃(𝐵) = = 14
𝑜(𝑆)
𝑜(𝑅) 6
The probability of drawing 1 red ball: 𝑃(𝑅) = = 14
𝑜(𝑆)

Here B and R are mutually exclusive events. So, by the addition theorem in probability
5 6 11
𝑃(𝐵 𝑜𝑟 𝑅) = 𝑃(𝐵 ∪ 𝑅) = 𝑃(𝐵) + 𝑃(𝑅) = 14 + 14 = 14
8
∴ 𝑃(𝐵 𝑜𝑟 𝑊) = 𝑃(𝑅 ∪ 𝑊) = 14
5 6 3
(d) 𝑃(𝐵 𝑜𝑟 𝑅 𝑜𝑟 𝑊) = 𝑃(𝐵 ∪ 𝑅 ∪ 𝑊) = 𝑃(𝐵) + 𝑃(𝑅) + 𝑃(𝑊) = 14 + 14 + 14
14
𝑃(𝐵 𝑜𝑟 𝑅 𝑜𝑟 𝑊) = 𝑃(𝐵 ∪ 𝑅 ∪ 𝑊) = 14 = 1

2) An urn/box contains 2 white and 2 green balls, and the second urn/box contains 2 white
and 4 green balls. If one ball is drawn at random from each box, then what is the probability
that they are of (i) same colour
Soltn: Total number of balls in the first box B1= 2 white+ 2 green = 4 &
Total number of balls in the second box B2= 2 white+ 4 green = 6

6
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

By data, one ball has to be drawn at random from each box


Therefore 𝑜(𝑆) = 4𝐶1 = 4 for the box B1
And 𝑜(𝑆) = 6𝐶1 = 6 for the box B2
Drawing a ball from box B1 and a ball from box B2 are mutually exclusive events.
(i) same colour: two cases arise
Case1: both are white (or) case 2: both are green
Let W1: event of getting a white ball from box B1 and therefore 𝑜(𝑊1) = 2𝐶1 = 2
W2: event of getting a white ball from box B2 and therefore 𝑜(𝑊2) = 2𝐶1 = 2
Case 1: both are white
𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙) = 𝑃(𝑊1) ∗ 𝑃(𝑊2) ………… by product rule

𝑜(𝑊1) 𝑜(𝑊2)
𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙) = ∗ for the first box B1
𝑜(𝑆) 𝑜(𝑆)

2 2 1
𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙) = 4 ∗ 6 ∴ 𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙) = 6 -------------------------(1)

Case 2: both are green


Let G1: event of getting a green ball from box B1 and therefore 𝑜(𝐺1) = 2𝐶1 = 2
G2: event of getting a green ball from box B2 and therefore 𝑜(𝐺2) = 4𝐶1 = 4
𝑃(𝑔𝑟𝑒𝑒𝑛 𝑏𝑎𝑙𝑙) = 𝑃(𝐺1) ∗ 𝑃(𝐺2) ………… by product rule

𝑜(𝐺1) 𝑜(𝐺2)
𝑃(𝑔𝑟𝑒𝑒𝑛 𝑏𝑎𝑙𝑙) = ∗ for the second box B2
𝑜(𝑆) 𝑜(𝑆)

2 4 1
𝑃(𝑔𝑟𝑒𝑒𝑛 𝑏𝑎𝑙𝑙) = 4 ∗ 6 ∴ 𝑃(𝑤ℎ𝑖𝑡𝑒 𝑏𝑎𝑙𝑙) = 3 -------------------------(2)

Either case 1 exists or case 2 therefore by sum rule (can also be treated as mutually exclusive
events) we have by addition theorem
P (same colour) = P (white ball) +P (green ball), from (1) & (2)
P (same colour) = 1/6 + 1/3 therefore P (same colour) = ½ or 0.5

7
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

(3) 5 balls are drawn at random from a bag of 6 white and 4 black balls. What is the chance
that 3 of them are white and 2 are black.
Soltn: Total no of balls in the bag = 6 white + 4 black = 10
By data, 5 balls are to be drawn at random from the bag
Therefore 𝑜(𝑆) = 10 𝐶5 = 252 --------------------------------------------(1)
Let W and B be the events in the sample space S such that
W: getting white ball therefore 𝑜(𝑊) = 6𝐶3 ---------------------------(2)
& B: getting black ball therefore 𝑜(𝐵) = 4𝐶2 ------------------------(3)
Therefore, the number of ways of getting 3 white and 2 black balls (apply product rule)

8
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

= 6𝐶3 ∗ 4𝐶2 = 120 ways.


Therefore, the probability of getting 3 white and 2 black balls from bag containg 10balls from
which 5 has to draw at random are
P (3 white and 2 black) = 𝑃(𝑊) ∗ 𝑃(𝐵)
6𝐶3 ∗4𝐶2 120
P (3 white and 2 black) = =
10 𝐶5 252

therefore P (3 white and 2 black) = 10/21 or 0.4762

4) Suppose the manufacturer’s specifications for the length of a certain type of computer cable
are 2000 ± 10 mm. In this industry, it is known that small cable is just as likely to be defective
(not meeting specifications) as large cable. That is the probability of randomly producing a
cable with length exceeding 2010 mm is equal to the probability of producing a cable with
length smaller than 1990 mm. The probability that the production procedure meets
specifications is known to be 0.99.
(a) What is the probability that a cable selected randomly is too large?
(b) What is the probability that a randomly selected cable is larger than 1990 mm.?
Soltn: Let the events
M: cable meeting the specifications

9
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

S: cable not meeting the specifications which is small


L: cable not meeting the specifications which is large
By data, P(M) = 0.99 = p and q = 1 − p = 0.01
By data, P(S) = P(L)
(a) 𝐏(𝐒) = 𝐏(𝐋) = 𝟎. 𝟎𝟏/𝟐 = 𝟎. 𝟎𝟎𝟓
(b) Let X be the length of the randomly selected cable which meets the specifications
𝑃(1990 ≤ 𝑋 ≤ 2010) = 𝑃(𝑀) = 0.99
𝑃(𝑋 < 1990) + 𝑃(𝑋 ≥ 1990) = 1 ∵ 𝑝 + 𝑞 = 1
0.005 + 𝑃(𝑋 ≥ 1990) = 1
∴ 𝑷(𝑿 ≥ 𝟏𝟗𝟗𝟎) = 𝟎. 𝟗𝟗𝟓
Aliter:
𝑃(𝑋 ≥ 1990) = 𝑃(𝑀) + 𝑃(𝐿)
𝑃(𝑋 ≥ 1990) = 0.99 + 0.005)
∴ 𝑷(𝑿 ≥ 𝟏𝟗𝟗𝟎) = 𝟎. 𝟗𝟗𝟓

Note: Playing deck of cards contain 52 different cards. It has 4 suits


(1) Spade (♠) – consists of 13 cards (numbered 1 to10 along with a King, a Queen and a Jack)
(2) Heart (♥) - consists of 13 cards (numbered 1 to10 along with a King, a Queen and a Jack)
(3) Diamonds (♦) - consists of 13 cards (numbered 1 to10 along with a King, a Queen and a
Jack)
(4) Club (♣) - consists of 13 cards (numbered 1 to10 along with a King, a Queen and a Jack)

10
Dayananda Sagar University
School of Engineering
Devarakaggalahalli, Harohalli, Ramanagara District, Karnataka-562 112

DEPARTMENT OF MATHEMATICS

Each suit has 13 cards (Ace or numeral 1 for superiority, numbered 2 to10 along with a King,
a Queen and a Jack).

Conditional Probability:
Definition: Let A and B be two events. Probability of the happening of the event B when the
event A has already happened is called the conditional probability and it is denoted by 𝑃(𝐵|𝐴)
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑜𝑐𝑐𝑢𝑟𝑒𝑛𝑐𝑒 𝑜𝑓 𝑏𝑜𝑡ℎ 𝐵 𝑎𝑛𝑑 𝐴
➢ 𝑃(𝐵|𝐴) = 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑜𝑐𝑐𝑢𝑟𝑒𝑛𝑐𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑔𝑖𝑣𝑒𝑛 𝑒𝑣𝑒𝑛𝑡 𝐴

(1st event-------→ A and 2nd event------→B)


𝑃(𝐴∩𝐵) 𝑃(𝐴∩𝐵)
➢ 𝑃(𝐵|𝐴) = , 𝑤ℎ𝑒𝑟𝑒 𝑃(𝐴) > 0 and 𝑃(𝐴/𝐵) = , 𝑤ℎ𝑒𝑟𝑒 𝑃(𝐵) > 0.
𝑃(𝐴) 𝑃(𝐵)

➢ 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵|𝐴) ⋅ 𝑃(𝐴) and 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴|𝐵) ⋅ 𝑃(𝐵) this is called as


the Multiplication rule of probability
➢ Special case: If A and B are independent events (i.e.,) 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ⋅ 𝑃(𝐵),
then
𝑃(𝐴)⋅𝑃(𝐵)
➢ 𝑃(𝐵|𝐴) = = 𝑃(𝐵) (i.e., the probability of the 2nd event)
𝑃(𝐴)

𝑃(𝐴)⋅𝑃(𝐵)
➢ 𝑃(𝐴|𝐵) = = 𝑃(𝐴) (i.e., the probability of the 2nd event)
𝑃(𝐵)

And thus, we get back the conditions for two events to be independent 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ⋅
𝑃(𝐵).

Worked Example Problems:


1) The probability that it is Friday and that a student is absent is 0.03. Since there are 5 school
days in a week, the probability that it is Friday is 0.2. What is the probability that a student is
absent given that today is Friday?
P(Friday and Absent) 0.03
Solution: P(Absent|Friday) = = = 0.15
P(Friday) 0.2

2) A jar contains black and white marbles. Two marbles are chosen without replacement. The
probability of selecting a black marble and a white marble is 0.34, and the probability of
selecting a black marble on the first draw is 0.47. What is the probability of selecting a white
marble on the second draw, given that the first marble drawn was black?
P(white and black) 0.34
Solution: P(white|black) = = 0.47 = 0.72
P(black)

3) The probability of raining on Sunday is 0.07. If today is Sunday, then find the probability of
rain today?

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Solution:
Let P(rain) be the probability of rain and P(Sunday) be the probability of Sunday.
1
Then, P(Sunday) = 7 ; P(rain and Sunday)=0.07
P(rain and Sunday) 0.07
P(rain|Sunday) = = 0.14 = 0.49
P(Sunday)

4) A coin is flipped twice. Assuming that all four points in the sample space are equally likely.
What is the conditional probability that both flips land on heads, given that (a) the first flip
lands on heads? (b) at least one flip lands on heads?
Solution:
➢ Sample space S={{HH},{HT},{TH},{TT}}
➢ By data all four points in the sample space are equally likely
i.e P(HH)=P(HT)=P(TH)=P(TT)=1/4 or 0.25
1
➢ Let A be the event that both flips land on heads : A={HH} ; P(A)= 4
2 1
➢ Let B be the event that first flip land on heads : B={HT,HH} ; P(B)= =
4 2
3
➢ Let C be the event that at least one flip land on heads : C={HH,HT,TH}; P(C)= 4
1 1
➢ 𝐴 ∩ 𝐵 = {HH} : P(𝐴 ∩ 𝐵)= ; A ∩ C = {HH} : P(𝐴 ∩ 𝐶)=
4 4
1
𝑃(𝐴∩𝐵) 𝟏
➢ (a) P(A|B) = = 4
1 = 𝒐𝒓 𝟎. 𝟓𝟎
𝑃(𝐵) 𝟐
2

1
𝑃(𝐴∩𝐶) 4 𝟏
(b) P(A|C) = = 3 = 𝒐𝒓 𝟎. 𝟑𝟑𝟑.
𝑃(𝐶) 𝟑
4

5) Rahul is undecided as to whether to take a mathematics course or a chemistry course. He


estimates that his probability of receiving an A grade would be 1/2 in a mathematics course
and 2/3 in a Chemistry course. If Rahul decides to base his decision on the flip of a fair coin,
what is the probability that
(a) he gets an A in chemistry? (b) he gets an A in mathematics?
Solution:
1
➢ Let the event C:Rahul takes chemistry so P(C)= and similarly
2
1
➢ Let the event M: Rahul takes mathematics so P(M)= 2

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➢ Let A be the event that he gets an A grade in whatever course he takes.


2
➢ The probability that he gets an A grade when he takes chemistry: P(A|C) = 3

(1st event is taking chemistry and 2nd event is scoring A grade)


1
➢ The probability that he gets an A grade when he takes mathematics: P(A|M) = 2

(1st event is taking mathematics and 2nd event is scoring A grade)


(a) Then, the probability that he gets an A in chemistry:
(here events A and C both are happening)
1 2 1
𝑃(𝐴 ∩ 𝐶) = P(C). P(A|C) = ⋅ = 3 𝑜𝑟 𝟎. 𝟑𝟑
2 3

(b) Then, the probability that he gets an A in mathematics:


(here events A and M both are happening)
1 1 1
𝑃(𝐴 ∩ 𝑀) = P(M). P(A|M) = ⋅ = 4 𝑜𝑟 𝟎. 𝟐𝟓
2 2

(6) Joe is 80% certain that his missing key is in one of the two pockets of his hanging jacket,
being 40% certain it is in the left-hand pocket and 40% certain it is in the right- hand pocket.
If a search of the left-hand pocket does not find the key, what is the conditional probability that
it is in the other pocket?
Solution:
➢ Let P(L) be the probability that the key is in the left hand pocket, P(L)=0.4
➢ Let P(R) be the probability that the key is in the right hand pocket, P(R)=0.4
➢ The probability that the key is in right pocket given that it is not in left pocket,
̅
𝑃(𝑅∩𝐿 ) 𝑃(𝑅) 𝑃(𝑅) 0.4
P(R|𝐿̅) = 𝑃(𝐿̅) = 𝑃(𝐿̅) = 1−𝑃(𝐿) = 1−0.4 = 0.6667

Theorem of Total Probability:


Statement: Let A1, A2, . . ., An be a set of collectively exhaustive and mutually exclusive events
of the sample space S with P(Ai) ≠ 0 for each i. If A (any event of S) is a subset of union of Ai
denoted by

( 𝐴 ⊂ ⋃𝑛𝑖=1 𝐴𝑖 = 𝑆) ,

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( 𝑨𝟏 ∪ 𝑨𝟐 ∪ ⋯ ∪ 𝑨𝒏 = 𝑺 (𝒄𝒐𝒍𝒍𝒆𝒄𝒕𝒊𝒗𝒆𝒍𝒚 𝒆𝒙𝒉𝒂𝒖𝒔𝒕𝒊𝒗𝒆 𝒆𝒗𝒆𝒏𝒕𝒔)


𝑨𝟏 ∩ 𝑨𝟐 ∩ ⋯ ∩ 𝑨𝒏 = 𝝓 (𝒎𝒖𝒕𝒖𝒂𝒍𝒍𝒚 𝒆𝒙𝒄𝒍𝒖𝒔𝒊𝒗𝒆 𝒆𝒗𝒆𝒏𝒕𝒔)
)
then
𝑷(𝑨) = P(𝑨𝟏 )P(A|𝑨𝟏 ) + P(𝑨𝟏 )P(A|𝑨𝟐 ) + ⋯ + P(𝑨𝒏 )P(A|𝑨𝒏 )
𝑷(𝑨) = ∑𝒏𝒊=𝟏 P(𝑨𝒊 )P(A|𝑨𝒊 )
This is called as Theorem of Total Probability.

Worked Example Problems:


1) Three machines A, B and C produce respectively 50%, 30% and 20% of the total number
of items of a factory. The percentage of defective output of these machines are 3%, 4% and
5%. If an item is selected at random, find the probability that the item is defective.

Solution: Let D be the event that the selected item is defective. Let A,B,C be the event that the
item is manufactured by machine A, B and C respectively.

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Baye’s theorem on conditional probability (theorem of inverse probability)


Statement: Let A1, A2, . . ., An be a set of collectively exhaustive and mutually exclusive events
of the sample space S with P(Ai) ≠ 0 for each i . If A (any event of S) is a subset of union of Ai
denoted by (A ⊂ ⋃𝑛𝑖=1 𝐴𝑖 ) with P(A) ≠ 0 then

P(𝑨𝒊 )P(A|𝑨𝒊 ) P(𝑨𝒊 )P(A|Ai)


𝑷(𝑨𝒊 |𝑨) = ∑𝒏 =
𝒊=𝟏 P(𝑨𝒊 )P(A|Ai) 𝑷(𝑨)

Worked Example Problems:


1) A bin contains 3 different types of disposable flashlights. Suppose that 20 percent of the
flashlights in the bin are type 1, 30 percent are type 2 and 50 percent are type 3. The
probability that a type 1 flashlight will give more than 100 hours of use is 0.7, with the
corresponding probabilities for type 2 and type 3 flashlights being .4 and .3, respectively.
i) What is the probability that a randomly chosen flashlight will give more than 100
hours of use?
ii) Given that a flashlight lasted over 100 hours, what is the conditional probability that
it was a type j flashlight, j=1,2,3?
Solution:
➢ Let A be the event that the flashlight will give more than 100 hours of use which are in
the bin and Let F1, F2, F3 be the event that a type 1, 2, 3 flashlight, respectively, is
chosen(here 1st events are------→ F1 , F2 , F3 and 2nd event-----→ A)

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➢ P(F1) = 20/100 = 0.2; P(F2) = 30/100 = 0.3; P(F3) = 50/100 = 0.5.


➢ P(A| F1)=0.7; P(A| F2)=0.4; P(A| F3)=0.3
i) By the theorem of total probability,
𝑷(𝑨) = 𝑷(𝑨|𝑭𝟏 ) ⋅ 𝑷(𝑭𝟏 ) + 𝑷(𝑨|𝑭𝟐 ) ⋅ 𝑷(𝑭𝟐 ) + 𝑷(𝑨|𝑭𝟑 ) ⋅ 𝑷(𝑭𝟑 )
𝑃(𝐴) = (0.2)(0.7) + (0.3)(0.4) + (0.5)(0.3) = 0.41
(i.e.,) there is 41% chance that the flashlight will last for more than 100 hours.

(ii) By Baye’s theorem,


P(F1)P(A|F1) P(F1)P(A|F1) (0.2)(0.7) 0.14 14
➢ (ii) P(F1|A) = ∑3𝑖=1 P(Fi)P(A|Fi)
= = = 0.41 = 41 = 0.341
𝑃(𝐴) 0.41

P(F2)P(A|F2) P(F2)P(A|F2) (0.3)(0.4) 0.12 12


➢ P(F2|A) = ∑3 = = = 0.41 = 41 = 0.292
𝑖=1 P(Fi)P(A|Fi) 𝑃(𝐴) 0.41

P(F3)P(A|F3) P(F3)P(A|F3) (0.5)(0.3) 0.15 15


➢ P(F3|A) = ∑3 = = = 0.41 = 41 = 0.365
𝑖=1 P(Fi)P(A|Fi) 𝑃(𝐴) 0.41

2) In a class 70% are boys and 30% are girls. 5% of boys, 3% of the girls are irregular to the
classes. What is the probability that the irregular student is a girl or a boy?
Soltn: Let the events,
B: boys in the class & G: girls in the class
A: event of selecting an irregular student

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➢ P(B)=70/100 = 0.7 and P(G)=30/100=0.3


➢ Let A be the event of selecting an irregular student.
➢ P(A|B)=5/100=0.05 and P(A|G)=3/100=0.03

By the theorem of total probability, we have


𝑷(𝑨) = 𝑷(𝑨|𝑩) ⋅ 𝑷(𝑩) + 𝑷(𝑨|𝑮) ⋅ 𝑷(𝑮)
𝑷(𝑨) = (𝟎. 𝟎𝟓 ∗ 𝟎. 𝟕) + (𝟎. 𝟎𝟑 ∗ 𝟎. 𝟑) = 𝟎. 𝟎𝟒𝟒 ……………………………………(1)
By Baye’s theorem,
𝑃(𝐴|𝐺 )⋅𝑃(𝐺)
𝑃(𝐺|𝐴) = 𝑃(𝐴)

0.03∗0.3
𝑃(𝐺|𝐴) = = 0.2045 ……………………………………….(2)
0.044

𝑃(𝐴|𝐵 )⋅𝑃(𝐵)
𝑃(𝐵|𝐴) = 𝑃(𝐴)

0.05∗0.7
𝑃(𝐵|𝐴) = = 0.7955 ……………………………………...(3)
0.044

By applying addition/sum rule using eqns. (2) and (3), we get

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𝑃 = 0.2045 + 0.7955 = 0.999.

3) In a bolt factory there are four machines A, B, C, D manufacturing respectively 20%, 15%,
25%, 40% of the total production. Out of these 5%, 4%, 3%, 2% are defective. If a bolt drawn
at random was found defective what is the probability that it was manufactured by

(i) A or D? (ii) A or B or D (iii) A or B or C (iv) B or C.

Soltn: Probability that the bolt is manufactured by A, B, C, D:


P(A)=20/100 = 0.2, P(B)=15/100=0.15, P(C)=25/100=0.25, P(D)=40/100=0.4
(here 1st event ----→ machines manufacturing bolts and 2nd event -----→ defect in
manufacturing)
Let X be the event of selecting a defective bolt.
P(X|A) = 5/100=0.05, P(X|B) = 4/100=0.04, P(X|C) = 3/100=0.03, P(X|D) =
2/100=0.02
To compute: P((A U D) | X)
Since A and D are mutually exclusive events, P((A U D) | X) = P(A|X)+ P(D|X)
(By addition theorem in probability theory for mutually exclusive events A and D in
the sample space S: 𝑃(𝐴 ∪ 𝐷) = 𝑃(𝐴) + 𝑃(𝐷))
By Baye’s theorem,
P(A)P(X|A) (0.2)(0.05)
P(A|X)=P(A)P(X|A)+ P(B)P(X|B)+P(C)P(X|C)+P(D)P(X|D) = (0.2)(0.05)+(0.15)(0.04)+(0.25)(0.03)+(0.4)(0.02)

(0.01)
= = 0.317
0.0315
P(D)P(X|D) (0.4)(0.02)
P(D|X)= P(A)P(X|A)+ P(B)P(X|B)+P(C)P(X|C)+P(D)P(X|D) = (0.2)(0.05)+(0.15)(0.04)+(0.25)(0.03)+(0.4)(0.02)

(0.008)
= = 0.253
0.0315

P( (A U D) | X) = P(A|X)+ P(D|X) = 0.317+0.253=0.57

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4) A bag contains three coins, one of which is two headed and the other two are normal and
fair. A coin is chosen at random from the bag and tossed four times in succession.

i) Find the probability that head turns up each time.


ii) Given that head turns up each time in succession, what is the probability that it was the
two headed coin?
Soltn:
Let C1 be the two headed coin and C2, C3 be the normal coins.
Probability that the chosen coin is C1, C2 , C3 is P(C1)=1/3 , P(C2)=1/3, P(C3)=1/3.
(1st event -------→ choosing a coin C1, C2 and C3 and 2nd event ------→E: tossing a coin 4
times in succession to get head)
➢ Let E be the event of getting 4 heads in succession.
➢ P(E|C1) = 1 because C1 is a two headed coin (Getting a head {H} is the sure
event).
11 11 1 11 1 1 1
➢ P(E|C2) = 2 2 2 2= 16 and P(E|C3) = 2 2 2 2= 16 , because P({H}) = ½ in a normal
coin.
➢ (i) To compute: P(E) = P(C1) P(E|C1) + P(C2)P(E|C2)+ P(C3)P(E|C3)
1 1 1 1 1 18 3
= 3(1) + 16 (3) + 16 (3) = 48 = 8.

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1
P(C1)P(E|C1) (1) 8
➢ (ii) To compute: P(C1 | E) = = 3
3 = 9.
𝑷(𝑬)
8

(here 1st event -----→E and 2nd event ----→ C1)

5) A company manufactures ball pens in two colors blue & red and make packets of 10 pens
with 5 pens of each color. In a particular shop it was found that after sales, packet 1 contained
3 blue and 2 red pens, packet 2 contained 3 blue and 5 red pens. On the demand of a customer
for a pen, the packet was drawn at random and a pen was taken out. It was found blue. Find the
probability that (i) packet 1 was selected. (ii) packet 2 was selected.

Soltn:(here 1st event -----→ chosing packets E1 , E2 and 2nd event -------→ B chosing blue
pen)

➢ Let E1 , E2 be the event of selecting packet 1, 2 respectively and Let B be the event of
selecting a blue pen .

➢ P(E1)=1/2 ; P(E2)=1/2

➢ P(B| E1)=3/5 ; P(B| E2)=3/8

➢ To find: P(E1 |B)

➢ By Baye’s theorem,
1 3
P(E1)P(B|E1) ( )( ) 0.3
➢ P(E1 |B) = P(E )P(B|E )+ P(E )P(E|B ) = 1 3
2 5
1 3 = 0.3+0.1875
1 1 2 2 ( )( )+( )( )
2 5 2 8

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0.3
= = 0.615
0.4875

6) The chance that a doctor will diagnose a disease correctly is 60%. The chance that a patient
will die after correct diagnose is 40% and the chance of death by wrong diagnosis is 70%. If a
patient dies, what is the chance that his disease was diagnosed (i) correctly (ii) wrongly?

Soltn: (here 1st event ---------diagnosing the disease and 2nd event ------→ death of a
patient)

Let A: be the event of correct diagnosis and B=A’ : be the event of wrong diagnosis

P(A)=60/100 = 0.6, P(B)=1-P(A)=0.4

Let E: be the event that the patient dies.

P(E|A) = 40/100=0.4, P(E|B)=70/100=0.7

To compute: (i) P(A |E)

By Baye’s theorem,
P(A)P(E|A)
P(A |E) = , 𝑷(𝑬) = P(A)P(E|A)+ P(B)P(E|B)=0.52
P(E)

P(A)P(E|A) (0.6)(0.4)
P(A |E) = P(A)P(E|A)+ P(B)P(E|B) = (0.6)(0.4)+(0.4)(0.7) = 𝟎. 𝟒𝟔𝟏𝟓

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(i) P(B |E)

By Baye’s theorem,
̇ .𝑷(𝑩)
𝑷(𝑬|𝑩)
P(B |E) = , 𝑷(𝑬) = P(A)P(E|A)+ P(B)P(E|B)
P(E)

̇ .𝑷(𝑩)
𝑷(𝑬|𝑩) (0.7)(0.4)
P(B |E) = P(A)P(E|A)+ P(B)P(E|B) = (0.6)(0.4)+(0.4)(0.7) = 𝟎. 𝟓𝟑𝟖𝟒𝟔

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Practice Problems:

1) Three major parties A, B, C are contending for power in the elections of a state and the
chance of their winning the election is in the ratio 1: 3: 5. The parties A, B, C respectively have
probabilities of banning the online lottery 2/3, 1/3, 3/5. What is the probability that there will
be a ban on the online lottery in the state? What is the probability that the ban is from the party
C?
(ans: 14/27 or 0.518518 )

2) A laboratory blood test is 95% effective in detecting a certain disease when it is, in fact,
present . however, the test also yields a ”false positive” result for 1% of the healthy person
tested. If 0.5% of the population actually has the disease, what is the probability that a person
has the disease given that the test result is positive?

(ans: 0.0147, 0.32313)

3) In answering a question on a multiple-choice test, a student either knows the answer or


guesses. Let p be the probability that the student knows the answer and 1-p be the probability
that the student guesses . Assume that a student who guesses at the answer will be correct with
probability 1/m, where m is the number of multiple-choice alternatives. What is the conditional
probability that a student knew the answer to a question given that he or she answered its
correctly?

(ans: {(m-1)p+1}/m, pm/{(m-1)p+1} )

4) Suppose a drug test is 99% sensitive and 99% specific. That is, the test will produce 99%
true positive results for drug users and 99% true negative results for non-drug users. Suppose
that 0.5% of people are users of the drug. If a randomly selected individual tests positive, what
is the probability that he is a user?

(ans: 0.01490, 0.33221)

5) An insurance company believes that people can be divided into two classes : those who are
accident prone and those who are not. The company’s statistics show that an accident-prone
person will have an accident at sometime within a fixed 1-year period with probability 0.4,
whereas this probability decreases to 0.2 for a person who is not accident prone. If we assume

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that 30 percent of the population is accident prone, what is the probability that a new
policyholder will have an accident within a year of purchasing a policy? Also find what is the
probability that he or she is accident prone?

(ans: 0.26, 0.46153 )

6) In a certain day care 30% of the children have grey eyes, 50% have blue and 20% eyes are
in other colours. One day they play a game together. In first run, 65% of the grey eye ones,
82% of the blue eyes and 50% of the children with other eye were selected. Now if a child is
selected randomly from the class and we know that the child was not in the first game, what is
the probability that the child has blue eyes?

(ans: 0.705, 0.295, 0.30508)

7) Suppose there are coloured balls distributed in three boxes in quantities as given by the table
below. A box is selected at random. From that box a ball is selected at random. How likely is
it that a red ball is drawn? What is the probability that the red ball is from box 3?

(ans: 0.33577, 0.29752 )

(8) A paint store chain produces and sells latex and semigloss paints. Based on a 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? (ans: 0.525 and 0.85714)

Hint:
A1 → Buying Latex, A2 → Buying Semigloss, A → Buying roller
P( A1 ) = 0.75, P( A2 ) = 1 − P( A1 ) = 0.25
P( A / A1 ) = 60% = 0.6, P( A / A2 ) = 30% = 0.3
P( A1 ) P( A / A1 )
P( A1 / A) =
P( A1 ) P( A / A1 ) + P( A2 ) P( A / A2 )
0.75  0.6
= = 0.857
0.75  0.6 + 0.25  0.3

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