MATH F113: Probability & Statistics

Second Semester 2024-2025

Anirudh Singh Rana

Associate Professor
Department of Mathematics
BITS Pilani
January 15, 2025
Lecture 3 Summary

1. Deductions from Axioms of Probability

2. Assigning probabilities: personal beliefs, relative frequency
interpretation, classical probability

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§2.4: Conditional Probability

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Objectives

1. Define conditional probability

2. State Multiplication Rule; state and prove the Law of Total
Probability and Bayes’ theorem
3. Apply these results to calculate probabilities

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Conditional probability

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Conditional probability

For a fixed B, the conditional probability P(·|B) satisfies the axioms.

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Example 2.25

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Question
The probability that a regularly scheduled flight departs on time is 0.83,
the probability that it arrives on time is 0.82 and the probability that it
departs and arrives on time is 0.78. Find the probability that it arrives
on time, given that it did not depart on time.

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Question
The probability that a regularly scheduled flight departs on time is 0.83,
the probability that it arrives on time is 0.82 and the probability that it
departs and arrives on time is 0.78. Find the probability that it arrives
on time, given that it did not depart on time.

Solution. Let A denote the event that the flight arrives on time and D
denote the event that the flight departs on time. Then the probability
that it arrives on time, given that it did not depart on time is given by

P(A ∩ D ′ ) P(A) − P(A ∩ D) 0.82 − 0.78

P(A|D ′ ) = = = = 0.24.
P(D )′ 1 − P(D) 1 − 0.83

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Example 2.26

Determine P(A|B), P(A|B ∪ C ), P(A|A ∪ B ∪ C ), P(A ∪ B|C ).

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 P(A∩B)
1. P(A|B) = P(B) = 0.08
0.23 ≈ 0.348
2. We have
P(A ∩ (B ∪ C )) P((A ∩ B) ∪ (A ∩ C ))
P(A|B ∪ C ) = =
P(B ∪ C ) P(B ∪ C )
P(A ∩ B) + P(A ∩ C ) − P(A ∩ B ∩ C )
= (by Addition rule)
P(B) + P(C ) − P(B ∩ C )
0.08 + 0.09 − 0.05 0.12
= = ≈ 0.255
0.23 + 0.37 − 0.13 0.47

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 P(A∩(A∪B∪C )) P(A) show 0.14
3. P(A|A ∪ B ∪ C ) = P(A∪B∪C ) = P(A∪B∪C ) = 0.49 ≈ 0.286
4. We have
P((A ∪ B) ∩ C ) P((A ∩ C ) ∪ (B ∩ C )
P(A ∪ B|C ) = =
P(C ) P(C )
P(A ∩ C ) + P(B ∩ C ) − P(A ∩ B ∩ C )
= (by Addition rule)
P(C )
0.09 + 0.13 − 0.05 0.17
= = ≈ 0.459
0.37 0.37

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Multiplication rule for n events

Let A1 , . . . , An be events such that P(A1 ∩ · · · ∩ An−1 ) ̸= 0. Then

P(A1 ∩ · · · ∩ An ) = P(A1 )P(A2 |A1 ) · · · P(An |A1 ∩ · · · ∩ An−1 ).

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Question
A fuse box contains 20 fuses, of which 5 are defective. 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?

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Question
A fuse box contains 20 fuses, of which 5 are defective. 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. Let A denote the event that the first fuse is defective and let B
denote the event that the second fuse is defective. We have to determine
P(A ∩ B). By the Multiplication Rule

5 4 1
P(A ∩ B) = P(A)P(B|A) = × = .
20 19 19

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Question
Three cards are drawn in succession, without replacement, from an
standard deck of 52 cards. Find the probability that the event
A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the first card is a red
ace, A2 is the event that the second card is a 10 or jack, and A3 is the
event that the third card is greater than 3 but less than 7.

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Question
Three cards are drawn in succession, without replacement, from an
standard deck of 52 cards. Find the probability that the event
A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the first card is a red
ace, A2 is the event that the second card is a 10 or jack, and A3 is the
event that the third card is greater than 3 but less than 7.

Solution. By the Multiplication Rule for 3 events,

P(A1 ∩ A2 ∩ A3 ) = P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 )

2 8 12 8
= × × = .
52 51 50 5525

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Tree diagram for the Law of Total Probability

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Example
A test for a disease gives positive results 90% of the time when the
disease is present, and 20% of the time when the disease is absent. It is
known that 1% of the population have the disease. In a randomly
selected member of the population, what is the probability of getting a
positive test result?

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Example
A test for a disease gives positive results 90% of the time when the
disease is present, and 20% of the time when the disease is absent. It is
known that 1% of the population have the disease. In a randomly
selected member of the population, what is the probability of getting a
positive test result?

Answer. Let R denote the event of getting a positive result and D denote
the event that the disease is present.

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Example
A test for a disease gives positive results 90% of the time when the
disease is present, and 20% of the time when the disease is absent. It is
known that 1% of the population have the disease. In a randomly
selected member of the population, what is the probability of getting a
positive test result?

Answer. Let R denote the event of getting a positive result and D denote
the event that the disease is present.

P(R) = P(R|D)P(D) + P(R|D ′ )P(D ′ )

= (0.9 × 0.01) + (0.2 × 0.99) = 0.207

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Conditional Probability: Rainy Day Problem

Problem: From past data:

• P(R1 ) = 0.4 (Probability of rain today).

• P(R2 |R1 ) = 0.5 (Rain tomorrow given rain today).
• P(R2 |R1′ ) = 0.3 (Rain tomorrow given no rain today).

Questions: 1. What is P(R1 ∩ R2 )? 2. What is P(R2′ ) (Sunny day

tomorrow)?
Solution:

• P(R1 ∩ R2 ) = P(R1 ) · P(R2 |R1 ) = 0.4 · 0.5 = 0.2.

• P(R2′ ) = P(R1 ) · P(R2′ |R1 ) + P(R1′ ) · P(R2′ |R1′ ).
• P(R2′ ) = (0.4 · 0.5) + (0.6 · 0.7) = 0.62.

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Probability of Drawing a Red Ball

Pólya urn: An urn contains R red balls and B blue balls. After each
draw, the ball is replaced along with one additional ball of the same
color. We want to prove P(Rn ) = R+B R
, where Rn is the event that the
n-th ball is red.

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Step 1: Second Draw Using Conditional Probability

For n = 2, apply the law of total probability:

P(R2 ) = P(R2 | R1 )P(R1 ) + P(R2 | B1 )P(B1 ).

• If first ball is red: P(R2 | R1 ) = R+B+1 ,

R+1

• If first ball is blue: P(R2 | B1 ) R

= R+B+1 .

Substituting these into the formula:

R(R + B + 1) R
P(R2 ) = = .
(R + B)(R + B + 1) R +B

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Step 2: Inductive Hypothesis

Assume P(Rn ) = R
R+B for some n.

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Step 3: Inductive Step

For the (n + 1)-th draw:

P(Rn+1 ) = P(Rn+1 | Rn )P(Rn ) + P(Rn+1 | Bn )P(Bn ).

Substituting known values:

R
P(Rn+1 ) = .
R +B

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Monty Hall Problem: Strategy Comparison

Problem: An urn contains a car behind one door and goats behind the
other two. The contestant picks a door, Monty opens another revealing a
goat, and the contestant decides to switch or stay with their choice.
We define two mutually exclusive events:

• Event A: Car is behind the first door chosen by the player.

• Event B: Car is behind a door not initially chosen by the player.

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Strategy 1: Player Switches Doors

Event A (Car behind initial door): - The player loses if they switch.

P(win after switching | Event A) = 0

Event B (Car behind another door): - The player wins if they switch.

P(win after switching | Event B) = 1

Total Probability of Winning After Switching:

1 2 2
   
P(win after switching) = 0 × + 1× =
3 3 3

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Strategy 2: Player Stays with Original Choice

Event A (Car behind initial door): - The player wins if they stay.

P(win after staying | Event A) = 1

Event B (Car behind another door): - The player loses if they stay.

P(win after staying | Event B) = 0

Total Probability of Winning After Staying:

1 2 1
   
P(win after staying) = 1 × + 0× =
3 3 3

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Conclusion

• Switching doors: Probability of winning = 2

3
• Staying with original choice: Probability of winning = 1
3

Conclusion: Always switch to maximize your chances of winning the car.

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Definition of Independent Events

Independent Events: Two events A and B are independent if the

occurrence of one does not affect the probability of the other.

P(A ∩ B) = P(A) · P(B)

Equivalently:

P(A | B) = P(A) provided P(B) > 0

P(B | A) = P(B) provided P(A) > 0

Examples: 1. Tossing two coins: The outcome of one coin does not
affect the other. 2. Rolling two dice: The result of one roll does not
influence the other.

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Example (contd.)
A test for a disease gives positive results 90% of the time when the
disease is present, and 20% of the time when the disease is absent. It is
known that 1% of the population have the disease. A randomly chosen
person receives a positive test result. What is the probability they have
the disease?

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Example (contd.)
A test for a disease gives positive results 90% of the time when the
disease is present, and 20% of the time when the disease is absent. It is
known that 1% of the population have the disease. A randomly chosen
person receives a positive test result. What is the probability they have
the disease?
P(R|D)P(D)
Answer. P(D|R) = P(R) = 0.9×0.01
0.207 = 0.0435

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