Probability Theory

Mohamed I. Riffi

Islamic University of Gaza

Table of contents

1. Chapter 1 Probability
Conditional probability

1
Chapter 1 Probability
Conditional probability

Definition
The conditional probability of an event A, given that event B has
occurred, is defined by

P(A ∩ B)
P(A|B) = ,
P(B)

provided that P(B) > 0.

Example
If P(A) = 0.4, P(B) = 0.5, and P(A ∩ B) = 0.3, then
P(A|B) = 0.3/0.5 = 0.6; P(B|A) = P(A ∩ B)/P(A) = 0.3/0.4 = 0.75

2
Conditional probability

Example
A pair of fair four-sided dice is rolled and the sum is determined. Let A
be the event that a sum of 3 is rolled, and let B be the event that a sum
of 3 or a sum of 5 is rolled. In a sequence of rolls, find the probability
that a sum of 3 is rolled before a sum of 5 is rolled.

Solution
We need to compute the conditional probability of a sum of 3 given that
a sum of 3 or 5 has occurred; that is, the conditional probability of A
given B is
P(A ∩ B) P(A) 2/16 2
P(A|B) = = = =
P(B) P(B) 6/16 6

3
Conditional probability

4
Conditional probability

Remark
That conditional probability satisfies the axioms for a probability
function, namely, with P(B) > 0,

(a) P(A|B) ≥ 0
(b) P(B|B) = 1
(c) if A1 , A2 , A3 , . . . are mutually exclusive events, then

P(A1 ∪ A2 ∪ · · · ∪ Ak |B) = P(A1 |B) + P(A2 |B) + · · · + P(Ak |B),

for each positive integer k, and

P(A1 ∪ A2 ∪ · · · |B) = P(A1 |B) + P(A2 |B) + · · · ,

for an infinite, but countable, number of events.

5
Conditional probability

Let E be an event with P(E ) > 0. Then

• Note that P(A0 |E ) = 1 − P(A|E ).

• If events A and B are such that A ⊂ B, then P(A|E ) ≤ P(B|E ).
• For each event A, P(A|E ) ≤ 1.
• If A and B are any two events, then

P(A ∪ B|E ) = P(A|E ) + P(B|E ) − P(A ∩ B|E ).

• If A, B, and C are any three events, then

P(A ∪ B ∪ C |E ) =P(A|E ) + P(B|E ) + P(C |E ) − P(A ∩ B|E )

− P(A ∩ C |E ) − P(B ∩ C |E ) + P(A ∩ B ∩ C |E ).

6
Conditional probability

Example
At a county fair carnival game there are 25 balloons on a board, of which
10 balloons are yellow, 8 are red, and 7 are green. A player throws darts
at the balloons to win a prize and randomly hits one of them. Given that
the first balloon hit is yellow, what is the probability that the next
balloon hit is also yellow?

Solution
A: the first balloon hit is yellow
B: that the second balloon hit is yellow

9
P(B|A) =
24
10 9 3
P(A ∩ B) = P(A)P(B|A) = · =
25 24 20

7
Conditional probability

Definition
The probability that two events, A and B, both occur is given by the
multiplication rule,
P(A ∩ B) = P(A)P(B|A),
provided P(A) > 0 or by

P(A ∩ B) = P(B)P(A|B)

provided P(B) > 0.

8
Conditional probability

Example
A bowl contains seven blue chips and three red chips. Two chips are to
be drawn successively at random and without replacement. Compute the
probability that the first draw results in a red chip (A) and the second
draw results in a blue chip (B).

Solution
3 7
P(A) = and P(B|A) =
10 9
3 7 7
P(A ∩ B) = P(A)P(B|A) = · =
10 9 30
The probability of drawing a red chip on each of the two draws is
3 7



3 2 1 1
P(R1 ∩ R2 ) = · = or P(R1 ∩ R2 ) = 2 10
0 =
10 9 15 2
15

9
Conditional probability

Example
From an ordinary deck of playing cards, cards are to be drawn
successively at random and without replacement. Find the probability
that the third spade appears on the sixth draw.

Solution
Let A: two spades in the first five cards drawn
B: a spade on the sixth draw
13 39



2 3 11
P(A) = 52

= 0.274 and P(B|A) = = 0.234
5
47
Therefore, P(A ∩ B) = P(A)P(B|A) = (0.274)(0.234) = 0.064

10
Conditional probability

The multiplication rule can be extended to three or more events. In the

case of three events, using the multiplication rule for two events, we have

P(A ∩ B ∩ C ) = P ((A ∩ B) ∩ C )
= P(A ∩ B)P(C |A ∩ B).

But
P(A ∩ B) = P(A)P(B|A).
Hence,
P(A ∩ B ∩ C ) = P(A)P(B|A)P(C |A ∩ B).
In general,

P(A1 ∩A2 · · · ∩ Ak )
= P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 ) · · · P(Ak |A1 ∩ · · · ∩ Ak−1 ).

11
Conditional probability

Example
Four cards are to be dealt successively at random and without
replacement from an ordinary deck of playing cards. What is the
probability of receiving, in order, a spade, a heart, a diamond, and a club?

Solution
A1 : the first selected card is a spade
A2 : the first selected card is a heart
A3 : the first selected card is a diamond
A4 : the first selected card is a club

P(A1 ∩ A2 ∩ A3 ∩ A4 ) = P(A1 )P(A2 |A1 )P(A3 |A1 ∩ A2 )P(A4 |A1 ∩ A2 ∩ A3 )

13 13 13 13
= · · ·
52 51 50 49

12
Conditional probability

Example
A grade school boy has five blue and four white marbles in his left pocket
and four blue and five white marbles in his right pocket. If he transfers
one marble at random from his left to his right pocket, what is the
probability of his then drawing a blue marble from his right pocket?

Solution
Let BL, BR, and WL denote drawing blue from left pocket, blue from
right pocket, and white from left pocket, respectively.

P(BR) = P(BL ∩ BR) + P(WL ∩ BR)

= P(BL)P(BR|BL) + P(WL)P(BR|WL)
5 5 4 4 41
= · + · =
9 10 9 10 90
13
Conditional probability

Example
Exercise 1.3-15. An urn contains eight red and seven blue balls. A second
urn contains an unknown number of red balls and nine blue balls. A ball
is drawn from each urn at random, and the probability of getting two balls
of the same color is 151/300. How many red balls are in the second urn?

Example
Exercise 1.3-16. Bowl A contains three red and two white chips, and
bowl B contains four red and three white chips. A chip is drawn at
random from bowl A and transferred to bowl B. Compute the probability
of then drawing a red chip from bowl B.

HW-3:1.3-1, 1.3-2, 1.3-3, 1.3-4, 1.3-5, 1.3-7, 1.3-9, 1.3-10, 1.3-11

14