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1 Probability

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1 Probability

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Abhinav Pandey
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172 Elements of Statistics

Probability

In this chapter, we shall lay the ground work for our


development of the theory of probability. We take a mathematical
approach, writing down some basic axioms which probability must
satisfy, and making deductions from these.
Basic Terminology used in Probability
In this section we shall explain the various terms which are
used in the definition of probability under different approaches.
Random Experiments : Random experiments are those
experiments whose results depend on chance.
Examples of random experiments are : tossing a coin,
throwing a die, selecting a card from a pack of playing cards, etc.
Trails : Any particular performance of the random
experiment is usually called a trails. For example, tossing a coin is
a random experiment or trails.
Outcomes : The result of a random experiment will be
called outcome.
For example -
(i) In the random experiment of tossing a coin, there are 2
possible outcomes - ‘Head’ and ‘Tails’ or in symbols H, T.
(ii) In the random experiment of throwing a six-faced die and
observing the number of points that appear, the possible
outcomes are 1, 2, 3, 4, 5, 6.
Sample Space : The set of all distinct outcomes for a
random experiment is called the sample space. Sample space is
denoted by Greek alphabet Ω or English alphabets S.
For example -
(i) When two coins are tossed together, the sample space will
be S = {HH, HT, TH, TT}.
(ii) In a simultaneous toss of a die and coin, the sample space
will be
S = {(1, H), (2, H), (3, H), (4, H), (5, H), (6, H), (1, T), (2, T), (3, T),
(4, T), (5, T), (6, T)}
Event : Any subset of the sample space is called event.For
example -
(i) In single throw of a die, the event of getting 1 is given by,
E = {1}. Clearly E S.
(ii) When a coin is tossed, we may speak of the events ‘Head’
and ‘Tail’, each of which is an elementary event.
Mutually Exclusive Event : Event are said to be
mutually exclusive when two or more of them can not occurs
simultaneously.
For example -
(i) Tossing a coin the event ‘Head’ and ‘Tail’ are mutually
exclusive event. Because in any toss either Head occurs or
Tail occurs; and the occurance of Head as well as Tail in any
toss is impossible.
(ii) In throwing a die all the 6 faces numbered 1 to 6 are mutually
exclusive since any one of these faces comes, the possibility
of other, in the same trail, is ruled out.
Exhaustive Events or Cases : The total number of
possible outcomes of a random experiment is known as the
exhastive event or cases.
For example -
(i) In tossing a coin, there are two exhastive cases viz, head and
tail.
(ii) In throwing of a die, there are 6 exhastive cases since any
one of the 6 faces 1, 2, ..., 6 may come upermost.
(iii) In drawing four cards from a pack of cards, the exhaustive
number of cases is 52C4, since 4 cards can be drawn out of
52 cards in 52C4 ways.
Favourable Events or Cases : The number of cases
favourable to an event E are called favourable cases.
For example -
(i) In throwing of two dice, the number of cases favourable to
getting the sum 8 is
(2, 6), (3, 5), (4, 4), (5, 3), (6, 2) i.e. 5
(ii) In drawing a card from a pack of cards the number of cases
favourable to drawing of an ace is 4, for drawing a spade is
13 and for drawing a black card is 26.
Equally likely Event : Two or more events are said
to be equally likely if any one of them can not be expected to occur
in preference to the other.
For example -
(i) In a random toss of an unbiased coin, head and tail are equally
likely events.
(ii) In throwing an unbiased die, all the six faces are equally
likely to come.
Independent Event : Two or more events are said to be
independent if occurence of one does not affect the occurence of
the other.
For example -
(i) In tossing an unbiased coin, the event of getting a head in
first toss is independent of getting a head in the second, third
and subsequent throws.
(ii) Increase in the population (in per cent) per year in India is
independent of increase in wheat production (in per cent)
per year in the Bhutan.
Mathematical (or Classical or a priori) Probability
If a random experiment has n possible outcomes, which are
mutually exclusive, exhaustive and equally likely, and m of these
are favourable to an event A, then the ‘probability’ of the event A
is defined as the ratio m/n. In symbols

P(A) = = ....(1.1)
Remarks 1 : Since m 0, n > 0 and m ≤ n, we get from (1.1)
: P(A) 0 and P(A) 1 0 P(A) 1.
2. Sometimes we express (1.1) by saying that ‘the odds in
favour of A are m : (n m) or the odds against A are (n m) : m.
1.2.1 Limitations of Classical Definition : (i) It is based on
feasibility of subdividing the possible outcomes of the experiment
into ‘mutually exclusive’ ‘exhaustive’ and ‘equally likely’ cases.
Unless this can be done, the formulae is inapplicable.
(ii) The definition fails, when the number of possible outcomes
is infinitely large.
Statistical (or Empirical) Probability
This approach of computing probability states that when a
random experiment is repeated a large number of times under
identical conditions where trails are independent to each other,
the desired event may occur some proportion (relative frequency)
of time. Thus, probability of an event can be approximated by
recording the relative frequency with which such on an event has
occured over a finite number of repetitions of the experiment under
identical conditions.
If in N trails an event E happens M times, then the probability
of happening of E, denoted by P(E) is given by :

P(E) = ....(1.2)
Since the probability of an event is determined through
repetitive empirical observations of experimental outcomes, it is
also known as empirical probability.
Limitations of Empirical Probability :
(i) It is based on the stability of relative frequency f/N, as N
becomes large. Hence, for its calculation a large number of
experiments are to be performed under identical conditions.
(ii) The limit in (1.2) may not attain a unique value, however
large N may be.
Subjective Probability
Subjective probabilities are based on their personal judgement,
wisdom, intution and expertise. It is a way to quantify an individuals
beliefs, assesment and judgment about a random phenomenon.
Probability assigned for the occurrence of an event may be
based on just guess or on having some idea about the relative
frequency of past occurrence of the event. This approach must be
used when either sufficient data are not available.
The subjective approach to assigning probabilities was
introduced in 1926 by Frunk Ramsey in his book. The foundation
of mathematics and other logical essays. The concept was further
developed by Bernard Koopman, Richard Good and L. Savage,
names that appeared regularly in advanced work in this field.
Professor Savage pointed out that the two resonable people
faced with the same evidence could easily come up with quite
different subjective probabilities for the same event.
Example 1 : What is the probability of obtaining ‘Head’
in a single toss of an unbiased coin ?
Solution : When a coin is tossed there are two possible
outcomes viz Head and Tail. These two outcomes are mutually
exclusive and exhaustive. Moreover, since the coin is unbiased,
the outcomes are also equally likely. Out of these two mutually
exclusive, exhaustive and equally likely outcomes, only one case
is favourable to the event ‘Head’.

Thus, Probability of obtaining ‘Head’ = = .


Example 2 : Two coins are tossed. Find the probability of
getting both heads or both tails.
Solution : Assuming that the coins are unbiased, there are 4
outcomes, viz HH, HT, TH, TT which are mutually exclusive,
exhaustive and equally likely. Out of these two cases, viz. HH and
TT, are favourable to the event “both heads or both tails”, Hence
by classical definition of probability,

p= = .
Example 3 : From a bag containing 10 black and 5 white balls,
a ball is drawn at random, what is the probability that it is white ?
Solution : Here total balls = 10 + 5 = 15. So total ways of
drawing one ball are 15. Now the white ball can be drawn in 5
ways. Therefore, the required probability = = .
Example 4 : In a single throw with two dice, what is the
probability of throwing 7 ?
Solution : The number of first die may appear in 6 ways.
Similarly on the second die also the number may appear in 6 ways.
Hence, the two dice may appear in 6 6 = 36 ways namely
(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).
Out of these 36 ways, those which gives desired sum 7 are
(1, 6), (2, 5), (3, 4), (4, 3), (5, 2) and (6, 1), i.e. only 6 favourable ways.

Hence, required probability = = .


Example 5 : What is the chance that a leap year selected at
random will contain 53 sundays ?
Solution : In a leap year there are 52 complete weeks and 2
days over. The following are the possible combinations for these
two ‘over’ days :
(i) Sunday and Monday;
(ii) Monday and Tuesday;
(iii) Tuesday and Wednesday;
(iv) Wednesday and Thursday;
(v) Thursday and Friday;
(vi) Friday and Saturday;
(vii) Saturday and Sunday.
Out of the above 7 possibilities, 2 viz., (i) and (vii), are
favourable to this event.
Required probability = .
Example 6 : Find the probability of throwing an even
number with a die.
Solution : Sample space, S = {1, 2, 3, 4, 5, 6} event,
A = Even number on the die
= {2, 4, 6}
n(A) = Number of favourable sample point = 3
n(S) = Number of possible sample points = 6

P(A) = = = .
Example 7 : An unbiased die is thrown. What is the probability
of (i) getting a six and (ii) getting five or six. [UPTU, 2002]
Solution : In a single throw of a die, the sample space will be
S = {1, 2, 3, 4, 5, 6}
Thus, n(S) = 6.
(i) Now, let A be the event of getting six. Then, A = {6} and
n(A) = 1

Required probability = = .
(ii) Again let B be the event of getting either 5 or 6.
Thus, B = {5, 6} and n(B) = 2

Required probability = = = .

Example 8 : Two dice are thrown, what is the probability


that none of them shows a ‘six’. [UPTU, 2009]
Solution : Here, total number of cases = 36
Number of cases in which the dices show a six = 1

Probability of getting six =


Hence, probability that none of them shows a six

=1 = .

Mathematical Trails : Set Theory


The set theory was developed by the German mathematician
G. Cantor.
Sets and Elements of Sets : A set is well defined
collection of similar objects. Here by the term ‘well defined’, we
mean that is there exist any rule which help us in deciding whether
a given object belongs to the collection of the objects or not. Sets
are always denoted by capital letters of the alphabet like A, B, C,
..., X, Y, Z and their elements by small letters like a, b, c, ..., x, y, z.
The elements of a set are put in curly brackets as shown in the
following examples.
The set (V) of the vovels a, e, i, o, u of an alphabet is denoted by
V = {a, e, i, o, u}
Similarly, the set (Is) of first nine positive integer is denoted by
Is = {1, 2, 3, 4, 5, 6, 7, 8, 9}.
Methods of describing a set : There are following
methods of describing a set;
(i) Roster or Tabular form
(ii) Set builder form or statement form
(i) Roster or Tabular form of a set : In this form, all the
elements of a set are shown directly in set.
For example -
A = {a, e, i, o, u}, B = {1, 2, ........, 100}
(ii) Set builder form of a set : In this form, all the elements
are defined by a suitable statement. For example
(a) If A is a set of all the days in a week, then it is written as-
A = {x|x is a day in a week}
(b) B = {x|x N and x is divisor of 70}
= {1, 2, 5, 7, 10, 14, 35, 70}.
Remarks : Some authors use a colon : instead of vertical
bar | to separate the element from its property.
Types of sets :
Finite set : If the elements of sets are finite, the set is called
finite set.
Example : A = {3, 5, 7, 10, 12}
Then, A is clearly a finite set and n(A) = 5.
Infinite set : If the elements of set are infinite, the set is
called infinite set.
Example (i) Set of natural number
N = {1, 2, 3, 4, 5, .....}
(ii) The set of all points on a line segment is an infinite set.
Equal Set : Two set A and B are said to be equal sets if they
have the same elements, and we write A = B.
Example : If A = Set of letters in the word ‘tea’
= {x|x is letter in the word ‘tea’}
and B = Set of letters in the word ‘eat’
= {x|x is letter in the word ‘eat’}
Then, A = B.
Equivalent Sets : Two finite sets A and B are said to be
equivalent, if n(A) = n(B).
Equal sets are always equivalent. But, equivalent sets need
not be equal.
Example : Let A = {11, 13, 15} and B = {12, 14, 16}
Then n(A) = n(B) = 3
So, A and B are equivalent.
Clearly, A ≠ B
Thus, A and B are equivalent but not equal.
Subset : A set A is said to be a subset of set B if every element
of A is also an element of B, and we write, A B.
Example :
1. Let A = {1, 4, 5, 7} and B = {1, 2, 3, 4, 5, 6, 7} then
A B.
2. Let A = {1, 2, 3, 4, 5, 6, 7}, B = {2, 4, 6} and C = {1, 3,
5, 7}, then B A and C A.
Super set : If A B, then B is called a superset of A, and we
write B A.
Example : If A = {1, 4} and B = {1, 4, 5, 7} then B is called
a superset of A, i.e. B A.
Proper subset : If A B and A B then A is called a proper
subset of B and we write A B.
If there exists even a single element in A which is not in B,
then A is not a subset of B and we write, A B.
Example : Let C = {2, 3, 5} and D = {2, 3, 5, 9, 10}. Then
every element of C is an element of D.
But C D.
C D, i.e. C is a proper subset of D.
Power Set : If A is non-empty set, then P(A), whose element
are all sub-set of A, is called power set of A i.e.
P(A) = {X : X A}.
Example : Let A = {2, 3, 4}, then sub-sets will be , {2},
{3}, {4}, {2, 3}, {3, 4}, {2, 4} and {2, 3, 4}.
Hence, P(A) = { , {2}, {3}, {2, 3}, {3, 4}, {2, 4}, {2, 3, 4}}.
Universal Set : If there are some sets under consideration,
then there happens to be a set which is a super set of each one of
the given sets, such a set is known as the universal set for those
sets. We shall denote a universal set by U.
Example (i). Let A = {2, 3, 4}, B = {3, 4, 5, 6} and C = {7, 8}.
If we consider the set U = {2, 3, 4, 5, 6, 7, 8}, then clearly, U
is a superset of each of the given sets. Hence, U is the universal set.
Singleton Set : A set containing exactly one element is called
singleton set.
Some example of singleton set are given below :
(i) The sets {5} is a singleton set whose only one element
is 5.
(ii) {x : x z and x + 5 = 0} = { 5} is a singleton set.
Note that {x : x z and x2 4 = 0} = { 2, 2}, which is not a
singleton set.
Null or empty set : A set which does not contain any element
is called an empty set or null set or the void set and is denoted by
or { }. Some examples of empty set are given below :
(i) The sets {x : x N and 4 < x < 5} = ,
(ii) {x : x2 = 25 and x is an even integer} = .
Complement of a Set : Let U be a universal set and A
is a set taken from the universal set. Then = {x : x A}, i.e. set of
all those elements of universal set which do not belong to A itself,
is called complement of A. This may also be denoted C(A) or .
Let U = {1, 2, 3, 4, ....} and A = {1, 3, 5, 7, ....}, the
complement of set A is given by = {2, 4, 6, 8, ....}.
Cardinal Number of a Set : The cardinal number of a
finite set ‘A’ is the number of elements of the set A. It is denoted
by n(A).
If A = {4, 5, 6} and B = {c, d, e}, then the cardinal numbers
of set A and B are respectively given by n(A) = 3 and n(B) = 3.
Here we see that n(A) = n(B), which does not imply that A = B.
Remarks : The cardinal number of a null set is given by
n( φ ) = 0.
Diagrammatic Representation of sets : Venn diagram
A diagram of a set is
called a Venn diagram. In
these diagrams, the
universal set is represented
by a rectangular region and
its subsets by circles inside
the rectangle. We represent
disjoint sets by disjoint circles
and inter-secting sets by
intersecting circles.
In Venn diagrams, the
elements of the sets are Figure 1.1 :
written in their respective circles (Figure 1.1).
In figure 1.1, U = {1, 2, 3, 4, 5, 6, 7, 8} is the universal set of
which
A = {1, 3, 5} is a subset.
Operation of Sets
There are three basic operations on sets :
(i) Union of sets
(ii) Intersection of
sets
(iii) Differences of
sets.
Union of sets
: The union of two sets
Aand B is a set
whoseelements are either
elementof set A or
element of setB or of
denoted by both. B, which
A This set is Figure 1.2 :
read as A union B.
In statement form, this is written as follows :
A B = {x : x A or x B}
The union of two sets can be represents by a Venn diagram as
shown in Figure 1.2.
The shaded portion in
Figure 1.2 represents A B.
Example : If A = {1, 2,
3, 4, 5} and B = {4, 5, 6, 7, 8,
10, 12 }.
Then A B = {1, 2, 3, 4,
5, 6, 7, 8, 10, 12}. Figure 1.3 :
Intersection of sets : The intersection of two sets
A and B is a set whose elements are the common-elements of
sets A and B. This set is denoted by A B which is reach as A
intersection B.
In statement form, this is
written as follows :
A B = {x : x A and x B}
The shaded portion in
Figure 1.3 indicates the
intersection of A and B.
Example : If A = {4, 5,
8},
B = {5, 8, 10, 15} then
A B = {5, 8} Figure 1.4 :
We can easily see that for any two sets A and B, we have
A B=B A
Also, we can see that for any set A, we have
A A = A and A =
If the set A and B are such that A B = , then A and B are
called as disjoint sets. Venn diagram of such a set is shown in
Figure 1.4.
Example : Let A = {1, 3,
5} and B = {2, 4, 6}. Then A and
B are disjoint sets, because there
are no elements which are
common to A and B.
1.7.3 Differences of Sets
Figure 1.5 :
: The differences of two sets A and B is a set whose elements are the
elements of set A but not the elements of B. This set is denoted by
A B, which is read as A differences B.
In statement form, this is written as follows :
A B = {x : x ∈ A and x B}
The differences of two sets A and B can be represented by
Venn diagram as shown in Figure 1.5.
Example : If A = {1, 2, 3, 4, 5} and B = {4, 5, 6, 7, 8, 10, 12}
then A B = {1, 2, 3} and B A = {6, 7, 8, 10, 12}.
Laws of Algebra of Sets
Let A, B and C are any sets, then we have the following laws
of algebras of sets :
1. Commulative Laws :
(a) A B = B A
(b) A B = B A
2. Associative Laws :
(a) (A B) C = A (B C)
(b) (A B) C = A (B C)
3. Idempotent Laws :
(a) A A = A
A A=A
4. Distributive Laws :
(a) A (B C) = (A B) (A C)
(b) A (B C) = (A B) (A C)
5. De Morgan’s Laws :
(a) = A ′ ∩ B′
(b) = A ′ ∪ B′
6. De Morgan’s Laws for Diffrences :
(a) A (B C) = (A B) (A C)
(b) A (B C) = (A B) (A C)

1lCounting Rules forDetermining The Number of Outcomes


Some mathematical methods are shown below, which are
often helpful for determining without direct enumeration the
number of outcomes of a random experiment or the number of
cases favourable to an event.
Fundamental Principles of Counting : The following
are the fundamental rules of counting.
Rule 1 : If an event can happen in any one of p ways and
when this has occurred another event can happen in any one of q
ways, then the number of ways in which both events can happen
in the specific order is p q = pq.
Rule 2 : If an event A can occur in the total of p ways and if
a different event B can occur in q ways, then the event A or B can
occur in p + q ways provided the two events are mutually exclusive.
Permutation : The number of permutations of three
letters A, B and C will be 3! = 6. Let us consider how the number
of permutations that are possible by taking 3 letters 2 at time. These
permutations would be AB, AC, CA, BC, CB.
In general, n distinct object taken r at a time can be arranged
in n(n 1)(n 2) ... (n r + 1) ways. This product is represented
by the symbol

= n(n 1)(n 2) ... (n r + 1) = .


Arrangement in a Line or Circle : The total number of
ways in which n distinct object can be arranged among
themselves is
(i) in a line : n! = 1 2 3 .... n
(ii) in a circle : (n 1)!
Remark : The symbols ! or is called factorial and denotes
the products of consecutive integers involved. That is
n! = 1 2 3 4 .... n
for the sake of convenience they are written in reverse order i.e.,
n! = n (n 1) (n 2) .... 3 2 1
Permutation with Repetition : The number of ways of
arranging n objects, among with p are alike, q are alike, r are
alike, etc. is

1Combinations : We observed that the possible


permutations of the three letters A, B, C where ABC, ACB, BAC,
BCA, CAB and CBA. If the order of arrangement is disregarded,
all these 6 permutations can be represented by only one
combination ABC.
The number of combination of n objects taken r at a time is
denoted by
nC =
r

Choosing balls from an urn : The total number of ways


of choosing m white balls and n black balls from an urn
containing A white and B black ball is
AC . B C
m n
Combination (any number at a time) : The total
number of ways of forming groups by taking any number from n
distinct object is
nC + nC + nC + .... + nC = 2n − 1
1 2 3 n
Suppose there are three letters A, B and C (n = 3), the number
of total combinations will be 23 1 = 7.
It can be verified as fallows :
nC = 3C = 3 = A, B, C
1 1
nC = 3C = 3 = AB, BC, CA
2 2
nC = 3C = 1 = ABC
3 3
Total = 7.
Kolmogorov’s Axioms
Let S be a sample space of a random experiment. If to each
event A of the set of all possible events of S, we associate a real
number P(A), then P(A) is called the “probability” of event A, if
the following axioms hold :
Axiom 1 : For every event A
P(A) 0, (Axiom of non-negativity)
Axiom 2 : For the sure event S
P(S) = 1, (Axiom of certainty)
Axiom 3 : For every finite or infinite sequence of disjoint
events A1, A2, .....
P(A1 A2 ....) = P(A1) + P(A2) + ....
(Axiom of additivity)
Deductions from the Axioms
Theorem 1 : The probability of the impossible event is zero,
i.e. P( ) = 0.
Proof : Any event E and the impossible event are mutually
exclusive. Also E = E.
Hence by Axiom 3,
P(E) = P(E ) = P(E) + P( )
P( ) = 0.
Theorem 2 : The probability of the complementary event is
P( ) = 1 P(E)
Proof : E and are mutually exclusive events, and E =S
Hence, P(S) = P(E ) = P(E) + P( ), By Axiom 3.
i.e., 1 = P(E) + P( )
P( ) =
1 P(E). S
Theorem 3 : The
probability of an event lies
between 0 and 1.
Proof : By Axiom 1,
0 P(A). Also from theorem 2, we have P(A) = 1 P( ). Since
P( ) is a probability, it can not be negative (Axiom 1); therefore
P(A) 1 combining both the inequalities, we get
0 P(A) 1.
Addition Theorem of Probability
Theorem 4 : If A and B are two mutually exclusive events of
a finite set of outcomes S, then
P(A B) =
P(A) + P(B) P(A B)
Proof : From the Venn diagram, we have
A B=A ( B),
where A and B are mutually disjoint.
∴ P(A B) = P[A ( B)]
= P(A) +
P( B) [By Axiom 3]
= P(A) +
[P( B) +
P(A B)] P(A B)
= P(A) +
P[( B) (A B)] P(A B)
[ ( A B) and (A B) are disjoint]
P(A B) = P(A) + P(B) P(A B).
Theorem 5 : For any two events A and B, we have
(i) P(A) = P(A B) + P(A )
(ii) P(B) = P(A B) + P( B)
Proof : (i) From the Venn diagram, we get
A = (A ) (A B)
where A and (A B) are
disjoint events.
Hence, by Axiom 3, we get
P(A) = P(A ) + P(A B)
(ii) Similarly, we have B =
(A B) ( B)
where (A B) and ( B) are
disjoint events. Hence, by Axiom 3, we get
P(B) = P(A B) + P( B).
Theorem 6 : If B A, then
(i) P(A ) = P(A) P(B),
(ii) P(B) P(A)
Proof : (i) When B A, B and (A ) are mutually exclusive
events, so that A = B (A )
P(A) = P(B) + P(A )
[By Axiom 3]
P(A ) = P(A) P(B).
(ii) P(A ) 0
P(A) P(B) 0
P(B) P(A)
Hence, B A P(B) P(A).
Remark 1 : If the events A and B are mutually disjoint, then
A B= P(A B) = P( ) = 0
P(A B) = P(A) + P(B), which is Axiom 3 of probability.
2. For three non-mutually exclusive events A, B and C, we have
P(A B C)=P(A)+P(B)+P(C) P(A B) P(B C) P(C A)
+ P(A B C).
Example 9 : The probability that a student passes a
Mathematics test is and probability that he passes both a

Mathematics and Statistics test is . The probability that he


passes at least one test is . What is the probability that he passes
the statistics test ?
Solution : Let A and B denote the events that the student pass
a Mathematics test and Statistics test respectively. Then the usual
notations, we are given :
P(A) = , P(A B) = , P(A B) =

P(A B) = P(A) + P(B) P(A B) = + P(B)

Required probability = P(B) = +

= = .
Example 10 : An urn contains 4 white and 2 red balls. Two
balls are drawn randomly with replacement. Find the probability that
(i) both balls are white
(ii) both balls will be of the same colour
[U.P.T.U., 2009]
Solution : Here total number of balls = 6 Two balls can be
drawn out of 6 balls in 6C2 ways i.e. 15 ways. Let A be the event
that both balls are white. The number (i) of ways of selecting 2
balls out of 4 is 4C2 i.e. 6 ways.
Required probability = P(A) = .
(ii) The number of ways of selecting 2 balls out of 4 white
balls is 4C2 = 6 ways
The number of ways of selecting 2 balls out of 2 red balls is
2C = 1 way
2
Required probability = P(both balls will be of the same colour)
= +
= .
Example 11 : A card is drawn at random from a well-
shuffled pack of 52 cards. Find the probability of getting an ace or
spade.
Solution : Let A and B be the respective events of getting an
ace and a spade card clearly, n(A) = 4, n(B) = 13 and n(A B) = 1.
Also, n(S) = 52
P(A) = = , P(B) = =

and P(A B) = =
Thus the required probability
P(A B) = P(A) + P(B) − P(A B)
= + = = .
Example 12 : An urn contains 8 black, 3 white and 9 red balls.
If three balls are drawn at random. Determine the probability that
(i) all three are black
(ii) one of each colour
(iii) all three are red
Solution : Here, no. of black balls = 8
no. of white balls = 3
no. of red balls = 9
Total no. of balls = 8+ 3+ 9 = 20
Since 3 balls are drawn at random.
Therefore total no. of possible outcomes = 20C3

= = =

= 1140
(i) m = total no. of favourable cases getting all three black
balls out of 8 balls = 8C3

= = 56
∴ Required probability = = .
(ii) Let A be the event of getting one ball of each colour.
Then, using fundamental theory of counting,
m = No. of selections of 1 out of 8 black balls No. of selections
of 1 out of 3 white balls No. of selections of 1 out of 9 red balls
= 8C1 3C1 9C1 = 8 3 9 = 216

Required probability = P(A) = = .


(iii) Let A be the event of getting all 3 red balls. Then m =
total no. of favourable cases getting 3 red balls out of 9 balls
9C = = = 84
3

Required probability = P(A) = = .


Example 13 : If two dice are thrown, what is the probability
that the sum is (a) greater than 10 (b) neither 7 nor 11 ?
Solution : If S denotes the sum on the two dice, then we
want P(S > 10)
The required event can happen in the following mutually
exclusive ways :
(i) S = 11 (ii) S = 12
Hence by addition theorem of probability
P(S > 10) = P(S = 11) + P(S = 12)
In a throw of two dice, the sample space contains 62 = 36
points. The number of favourable cases can be enumerated as
follows :
S = 11 : (5, 6), (6, 5) i.e. 2 sample points

P(S = 11) =
S = 12 : (6, 6), i.e. 1 sample point

P(S = 12) =
P(S > 10) = P(S = 11) + P(S = 12)

= + = =
(b) Let A denote the event of getting the sum of 7 and B
denote the event of getting the sum of 11 with a pair of dice.
S = 7 : (1, 6), (6, 1), (2, 5), (5, 2), (3, 4), (4, 3), i.e. 6 distinct
sample points

P(A) = P(S = 7) = =
S = 11 : (5, 6), (6, 5), i.e. 2 distinct sample points

P(B) = P(S = 11) = =


Required probability = P( )
= 1 P(A B)
= 1 [P(A) + P(B)]
( A and B are disjoint events)

=1 = .
Example 14 : If from a lottery of 30 tickets, marked 1,
2, 3, ... four tickets are drawn. What is the chance that marked 1
and 2 are among them ?
Solution : The total number of ways in which 4 tickets can
be drawn from 30 tickets

= 30C4 =

= = 27405 = n

When two tickets are to be included always, remaining two


can be selected in 28C2 ways.

Thus m = 28C2 = = = 378

Hence, required probability = = = .


Example 15 : From a pack of 52 cards, 2 cards are drawn at
random. Find the probability that both are of spade.
Solution : The total number of ways in which 2 ‘cards’ can
be drawn from 52 cards

= 52C2 = =
= 1326 = n
m = number of ways in which 2 cards can be selected out of 13
cards of spade

= 13C2 = = = 78

Required probability = = = .
Example 16 : From a pack of 52 cards, 6 cards are drawn at
random. Find the probability of the following events : Three are
red and three are black cards.
Solution : Total number of ways in which 6 cards can be
drawn from 52 cards = 52C6 = n. We know that a pack of cards has
26 red and 26 black cards.
∴ m = number of ways in which 3 red and 3 black cards can
be selected
= 26C3 26C3

Required probability = = = .

Exercise
1. Define probability. What are its limitations ?
2. State and prove addition theorem of probability.
[UPTU, 2006-07]
3. Give the mathematical and statistical definitions of probability.
4. How is the theory of probability helpful in managerial
decisions under risk and uncertainty. [UPTU, 2001-02]
5. Explain the fundamental concepts of probability.
6. Define - (i) Sample space, (ii) Event
(iii) Mutually exclusive event (iv) Independent event.
7. Define subjective probability.
8. Explain the classical definition of probability.
9. Explain the concepts of independent and dependent event in
probability.
10. Distinguish between ‘mutually exclusive events’ and
‘complementary events’.
11. A six faced die is rolled. What is the probability of (i) getting
a six, (ii) getting either 5 or 6. [UPTU, 2001]
12. A bag contains 8 red and 5 white balls. Two balls are drawn
at random. Find the probability that both the balls are white.
13. What is the probability that a non-leap year selected at random
will contain (i) 53 Sunday, (ii) 53 Friday or 53 Saturday.
14. If 30% of the households in a certain city have electric iron
and 40% have electric stoves and if 25% of those who have
both electric irons and stoves. Find the probability of
households who have electric irons or electric stoves.
[UPTU, 2001]
15. A University has to select an examiner from a list of 50
persons; 20 of them women and 30 men, 10 of them knowing
science and 40 not, 15 of them being university professors
and 35 not. What is the probability of the university selecting
a science-knowing women university professor.
[UPTU, 2000-01, 2002-03]
16. Two balls are drawn from a bag containing 10 red and 8
black balls. Find the chance that (i) they both are red only
and (ii) one red and one black.
[UPTU, 2002-03]
17. A card is drawn from a pack of cards. Find the probability of
drawing an ace or a black or a club card.
18. What is the probability of getting more than 10 in a single
throw of two dice ?
[UPTU, 2003-04, 2006-07]
19. A bag contain 8 black and 5 white balls. Two balls are drawn
at random. Find the probability that both the balls are white.
[UPTU, 2003-04]
20. Two dice are tossed. What is the probability that the total of
the numbers on the dice is 8 ?
21. Two cards are drawn at random from a pack of 52 cards.
What is the probability that the cards drawn are both kings ?
22. A bag contains 20 balls numbered from 1 to 20. Find the
probability that a ball drawn is a multiple of 3 or 5.

Answers
11. (i) , (ii)

12.
13. (i) , (ii)
14. 45%
15.

16.

17.

18.

19.

20.

21.

22.
196 Elements of Statistics

Conditional Probability

In this chapter we develop the technique of conditional


probability to deal with cases where events are dependent.
Conditional Probability
If the occurence of one event, say B, is influenced by the
occurence of another event A, then the two events A and B are
known as dependent events. For example, the chance that a patient
with some disease survives that next year depends upon the current
status of his disease. Such probability is called conditional probability.
Let B an event with non-zero probability, and let A be any event.
The conditional probability of A given B is defined as -

P(A|B) =
Remark 1 : Vertical bar in the notation. This is P(A|B), not
P(A/B) or P(A\B).
2. The definition only applies in the case where P(B) is not
equal to zero, since we have to divide by it, and this would make no
sense if P(B) = 0.
Example 2.1 : Two dice are thrown. Find the probability
that the sum of the numbers in the two dice is 11, given that the
first die shows six.
Solution : The total number of ways = 36.
Then the event A that the sum of numbers is 11 given by
A = {(5, 6,), (6, 5)}
and the event B that first die shows 6 is
B = {(6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}
Thus, P(A) = , P(B) =

Also, = {(6, 5)} and P( )=


P(A|B) = Probability of A when B has occurred
= Probability that sum is 11 when first die shows 6.

= = = .
Example 2 : In a class 40% students read chemistry, 25%
mathematics and 15% both mathematics and chemistry. One student
is selected at random, Find the probability that :
(i) He reads chemistry, if it is known that he reads mathematics.
(ii) He reads mathematics, if it is known that he reads chemistry.
Solution : Let A and B denote the set of students reading
chemistry and mathematics respectively then, we are given that
P(A) = , P(B) = and P( )=
(i) The required probability is

P(A|B) = = = =
(ii) The required probability is
P(B|A) = = = =

Multiplication Theorem of Probability


Theorem 1 : For two events A and B,
P( ) = P(A) . P(B|A), P(A) > 0
= P(B) . P(A|B)] P(B) > 0 ....(2.1)
Proof : In the usual notations, we have
P(A) = ; P(B) =

and P( )= ....(1)
for the conditional event A|B, the favourable outcomes must be
one of the sample points of B, i.e., for the event A|B, the sample
space is B. Hence,
P(A|B) =
Rewriting (1), we get
P( )= = P(B).P(A|B) ....(2)

Similarly, we get from (1)


P( )= = P(A).P(B|A) ....(3)

from (2) and (3) we get the result (2.1).


Proposition 1 : Let A and B be events with P(B) ≠ 0.
Then A and B are independent if and only if P(A|B) = P(A).
Proof : The words ‘if and only if’ tell us that we have two
jobs to do; we have to show that if A and B are independent, then
P(A|B) = P(A) : and that if P(A|B) = P(A), then A and B are
independent.
So first suppose that A and B are independent. Remember
that this means that P( ) = P(A).P(B). Then

P(A|B) = = = P(A),
that is, P(A|B) = P(A), as we had to prove.
Now suppose that P(A|B) = P(A). In other words,

= P(A),
using the definition of conditional probability. Now clearing fraction
gives
P( ) = P(A).P(B)
which is just what the statement ‘A and B are independent’ means.
This proposition is most likely what peopel have in mind when
they say ‘A and B are independent means that B has no effect on
A.
Remark : If A and B are mutually exclusive events with
positive probabilities,
= P( ) = P( ) = 0 ....(1)
Further by compound probability theorem, we have
P( ) = P(A).P(B|A) = P(B).P(A|B) ....(2)
Since P(A) 0; P(B) 0 from (1) and (2), we get
P(A|B) = 0 P(A), P(B|A) = 0 P(B)
A and B are dependent events.
Hence, two mutually exclusive events with positive
probabilities are always dependent events.
However, if A and B are independent event with P(A) 0,
P(B) 0, then
P( ) = P(A).P(B) 0
A and B can not be mutually exclusive events. Hence, two
independent events can not be mutually exclusive events.
Example 3 : A university has to select an examiner from a
list of 50 persons : 20 of them women and 30 men, 10 of them knowing
science and 40 not, 15 of them being university professors and 35
not. What is the probability of the university selecting a science-
knowing women university professor ? [UPTU, 2001, 2003]
Solution : Let
A = the event of selecting woman
B = the event of selecting person knowing science
C = the event of selecting a professor

Thus, P(A) = , P(B) = , P(C) =


Hence, the probability of the university selecting a science
knowing women university professor is
= P(A) . P(B) . P(C)

= = .
Example 4 : The probabilities of A, B, C solving a problem
are , and respectively. If all the three try to solve the
problem simultaneouly, find the probability that the problem will be
solved. [UPTU, 2002]

Solution : Given that P(A) = , P(B) = and P(C) = .


The problem will be solved if at least one of them solves the
problem. Thus we have to calculate the probability of occurrence
of at least one of three events A, B, C, i.e., .
= 1− = 1 P( )
= 1 P( ) . P( ) . P( )
[ A, B, C are mutually independent , and are
mutually independent]
=1

=1 =1 = .

Example 5 : A bag contain 5 red and 3 black balls are


drawn at random one after the other without replacement. Find the
probability that both balls drawn are black.
Solution : Probability of drawing a black ball in the first
attempt is

P(B1) = =
Probability of drawing the second ball given that the first ball
drawn is black

P(B2|B1) =

= =
The probability that both balls drawn are black is given by

= P(B1) P(B2|B1) = = .

Pairwise Independent Events


Several events A 1, A2, ..... A n are said to be “pairwise
independent”, if every pair of these events are independent; i.e.
P(Ai Aj) = P(Ai) P(Aj)
for all values of i, j = 1, 2, ....., n (i j)
For example, Three events A, B, C will be said to be pairwise
independent if every one of the following relations holds :
P(A B) = P(A) . P(B)
Conditional Probability 201
P(A C) = P(A) . P(C)
P(B C) = P(B) . P(C).
2.4 Bayes’ Theorem
Bayes’ theorem is useful in revising the original (prior)
probability estimates of known outcomes based on additional
information about these outcomes. The new estimate of original
probabilities of outcomes in view of additional information is called
revised or posterior probabilities. Bayes’ theorem which was given
Thomas Bayes, a British Mathematician, in 1763, provides a means
for making these probability calcualtions.
Theorem 2.3 : Bayes’ Theorem. If E1, E2, ..., En are mutually
disjoint events with P(Ei) 0, (i = 1, 2, ..., n), then for any arbitrary

event A which is a subset of , such that P(A) > 0, we have

= =

Proof : Suppose E1, E2, ..., En represent n mutually exclusive


and collectively exhaustive events with marginal probabilities P(E1),
P(E2), ....., P(En). Let an arbitrary event, B occured with probability,
P(B) 0. The conditional probabilities P(A|E 1), P(A|E2), .....,
P(A|En) for event A are also known.
The poseterior probabilities, P(Ei|A) of event Ei given the
information that outcome A has occurred are determined by using
the formula :

P(Ei|A) = ...(2.2)

The formula (2.2) is called Bayes’ theorem. The posterior


probabilities P(Ei|A), given that event A has occurred are the
conditional probabilities of event Ei, Since events E1, E2, ....., En
are mutually exclusive and collectively exhaustive, the event A is
bound to occur with either of events E1, E2, ....., En.
That is,
A = (E1 A) (E2 A) ... (En A)
P(A) = P[(E1 A) (E2 A) ..... (En A)]
As (E1 A), (E2 A), ....., (En A) we mutually exclusive
events, therefore
P(A) = P(E1 A) + P(E2 A) + ..... + P(En A)
= P(E 1 ).P(A|E 1 ) + P(E 2 ).P(A|E 2 ) + ..... +
P(En).P(A|En)

=
using formula (2.2) for a particular event i, we have

P(Ei|A) = =

= .

Example 6 : In 2017 there will be three candidates for the


positions of the principal - Dr. Singh, Dr. Rao and Dr. Joshi
whosechances of getting the appointment are the proportion 4
: 2 : 3respectively. The probability that Dr. Singh if selected
wouldintroduce co-education in the college is 0.3. The
probabilities ofDr. Rao and Dr. Joshi doing the same are
(i) What is the probability that there will be co-education
respectively in0.8.
0.5 and the
college in 2018 ?
(ii) If there is co-education in the college 2018, what is the
probability that Dr. Joshi is the principal.
Solution : Let us define the following events :
A : Introdution of co-education;
E1 : Dr. Singh is selected as principal;
E2 : Dr. Rao is selected as principal;
E3 : Dr. Joshi is selected as principal;
Then we are given :
P(E1) = , P(E2) = , P(E3) =
P(A|E1) = 0.3, P(A|E2) = 0.5 and P(A|E3) = 0.8
(i) The required probability that there will be co-education in
the college in 2018 is given by :

P(A) =

= P(E1).P(A|E1) + P(E2).P(A|E2) + P(E3).P(A|E3)

= 0.3 + 0.5 + 0.8

=
(ii) The required probability is given by Bayes’ Rule, by

P(E3|A) = = = .

Example 7 : In a factory, machine A, B and C manufacture


25%, 35% and 40% of the total bolts produced of the total of their
out put, 5%, 4%, 2% are defective bolts. A bolt is drawn at random
from the produced and is found to be defective. What are the
probabilities that it was manufactured by machine A or B or C ?
Solution : Let E1, E2 and E3 denotes the events that the
bollts are produced by factory A, B and C respectively and let E be
the event of the item being defective. Then, we have

P(E1) = , P(E2) = , P(E3) =


and P(E|E1) = Probability that the bolt manufactured by machine A
is defective =

Similarly, P(E|E2) = and P(E|E3) =


Now, by Bayes’ theorem, the probability that the bolt is
manufactured by machine A given that it is defective.
P(E1|E) =

= =

Similarly, P(E2|E) = and P(E3|E) = .


Example 8 : Bag A contains 2 white and 3 red balls and
bag B contains 4 white and 5 red balls. One ball is drawn at random
from one of the bags and is found to be red. Find the probability
that it was drawn from bag B.
Solution : Let E1 and E2 be the events that the ball is drawn
from the “bag A” and “bag B” respectively. These two events are
equally likely and mutually exclusive, so P(E1) = P(E2) = . Further
let A be the event that the drawn ball is red. Then we are to find
P(E2|A).
Now P(A|E1) = , P(A|E2) =
Now by Bayes theorem
P(E2|A) =

= = .
Exercise
1. What is conditional probability ?
2. Distinguish between pairwise independence and mutual
independence of events.
3. When are two events said to be “independent” ?
4. State and prove the Multiplication Theorem of probability.
How is the result modified when the events are independent ?
5. State and prove Bayes’ theorem.
6. A man wants to marry a girl having qualities : white
complexion - the probability of getting such girl is 1 in 20.
Handsome dowry - the probability of getting 1 in 50. Modern
style - the probability is 1 in 100.
Find out the probability of his getting married to such girl,
who has all the three qualities.
7. The chance that doctor A will diagnose a disease X correctly
is 60%. The chance that a patient will die by his treatment
after correct diagnosis is 40% and the chance of death by
wrong diagnosis is 70%. A patient of doctor A, who has disease
X, died. What is the chance that his disease was diagnosed
correctly ?
8. Suppose that coloured balls are distributed in three
indistinguishable boxes as follows :
Box I Box II Box III
2 Red 5 Red 3 Red
3 white 2 white 4 white
5 Blue 3 Blue 3 Blue
A box is selected at random, from which a ball is taken out at
random and it is found to be red. What is the probability that
box III was selected ?
9. The probabilities of A, B and C becoming managers are ,

and respectively. The probabilities that the Bonus


Scheme will be introduced if A, B and C becomes managers
are 0.3, 0.5 and 0.8 respectively. What is the probability that
Bonous Scheme will be introduced.
10. A speaks truth 4 out of 5 times. A die is tossed. He reports
that there is six. What is the chance that actually there was six ?

Answers
6. 0.00001

7.

8.

9.

10.
Objective Questions

1. If P(N|M) = P(N), then the two events M and N are :


(a) equally likely (b) dependent
(d) independent (d) none of these
2. If P(M N) = 0.20 and P( ) = 0.6, then P(M|N) is :
(a) 0.26 (b) 0.50 (c) 0.12 (d) 0.3
3. If P(M N) = 0.5, P(M) = 0.7, P(N) = 0.6, the value of
P(N|M) is :
(a) (b) (c) (d) none of these
4. If P(M) = 0.7, P(N|M) = 0.6, then P(M N) is :
(a) 0.10 (b) 0.07 (c) 0.06 (d) 0.42

5. If P(M) = , P(N) = , P(M|N) = , then P(N|M) is equal to :

(a) (b) (c) (d)


6. The conditional probability of B given A is :

(a) P(A) (b) (c) (d) P(A) . P(B)


7. If A and B be two events such that :

P(A) = , P(B) = and P(A B) = . Then P(B|A) is :

(a) (b) (c) (d) none of these


8. Two coins are tossed. What is the conditional probability of
getting two heads given that at least one coin shows a head ?

(a) (b) (c) (d) none of these


9. P(N|M) is defined only when :
(a) M is a possible event (b) M is a sure event
(c) N is a sure event (d) none of these
10. Two coins are tossed simultaneously. What is the probability
that the second coin would show a tail given that the first
coin has shown a head ?
(a) (b) (c) (d) none of these
11. If P(A) = a, P(B) = b and P(A B) = c, then the expression
of P( ) in terms of a, b and c is :
(a) a + b + c (b) 1 a − b + c (c) 1 + a b c (d) a b c
12. A pair of dice is thrown together and the sum of points of the
two dice is noted to be 10. What is the probability that one of
the two dice has shown the point 4 ?

(a) (b) (c) (d) none of these

13. If P(A) = , P(B) = and P(A B) = , then find P( |B)


:

(a) (b) (c) (d)


14. The theory of compound probability states that for any two
events A and B :
(a) P(A B) = P(A) P(B) (b) P(A B) = P(A) .
P(B|A)
(c) P(A B) = P(A) P(B|A)
(d) P(A B) = P(A) + P(B) P(A B)

15. P(A) = , P(B) = and P(A B) = . Find P(B|A) :

(a) (b) (c) (d) none of these

16. Given that P(A) = , P(B) = , P(AB) = , what is


P( | )

(a) (b) (c) (d)


17. If one event is unaffected by the outcome of another event,
the two events are said to be :
(a) mutually exclusive (b) dependent
(c) independent (d) all of these
18. The simple probability of an occurence of an event is called
the :
(a) marginal probability (b) conditional probability
(c) joint probability (d) none of these
19. A bag contain 4 red and 6 white balls. Two draws are made
without replacement. What is the probability that both the
balls are red :

(a) (b) (c) (d) none of these


20. P(A|B) is defined only when :
(a) B is certain event (b) A is certain event
(c) A is an impossible event (d) B is not an impossible event
21. If P(A B) = 0.20 and P(B) = 0.80, then P(A|B) is :
(a) 0.50 (b) 0.25 (c) 0.75 (d) none of these
22. If P(A B) = P(A), then events A and B are :
(a) mutually exclusive (b) dependent
(c) independent (d) none of these
23. Bayes’ theorem is useful in :
(a) revising probability estimates
(b) computing sequential probabilities
(c) computing conditional probabilities
(d) none of these
24. Two events A and B are statistically independent when :
(a) P(A B) = P(A) P(B) (b) P(A|B) = P(A)
(c) P(A B) = P(A) + P(B) (d) both (a) and (b)
25. If P(A B) = 0, then the events A and B are :
(a) independent (b) dependent
(c) equally likely (d) none of these

Answers
1. (c) 2. (b) 3. (a) 4. (d) 5. (c) 6. (c) 7. (b)
8. (c) 9. (a) 10. (a) 11. (b) 12. (c) 13. (c) 14. (b)
15. (b) 16. (d) 17. (c) 18. (a) 19. (c) 20. (d) 21. (a)
22. (d) 23. (a) 24. (d) 25. (d)

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