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Lecture 3 Stat 2

This lecture covers key concepts in probability theory, including independent and dependent events, and the rules for calculating probabilities. It explains the multiplication rule for both independent and dependent events and introduces conditional probability with examples. Additionally, it discusses theorems related to total probability and Bayes' rule, providing practical examples to illustrate these concepts.

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0% found this document useful (0 votes)
17 views25 pages

Lecture 3 Stat 2

This lecture covers key concepts in probability theory, including independent and dependent events, and the rules for calculating probabilities. It explains the multiplication rule for both independent and dependent events and introduces conditional probability with examples. Additionally, it discusses theorems related to total probability and Bayes' rule, providing practical examples to illustrate these concepts.

Uploaded by

bdelrhman808
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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STAT2

Lecture 3: Probability Theory II


Addition and Multiplication Rules,
Conditional Probability
Dependent and Independent Events
 Two events are independent if the occurrence of one does not
affect the probability of the other one’s occurring.
 Otherwise, the two events are dependent.
Note
• Here the two events need not be subsets of the same
sample space.
Examples of Independent Events
 Flipping a coin and getting a head and rolling a die and getting a 2.
 Rolling one die and getting a 1 and rolling another die and getting a 6.
 Drawing a card and getting a king, replacing it, and drawing another card
and getting a queen.
Examples of Dependent Events
• Drawing a card from a deck, not replacing it, and then drawing another card.
• Studying well and getting high grades 

2
Multiplication Rule for Independent Events
• Let E1 and E2 be independent events, then
P( E1 and E 2) P( E1) P( E 2)
• The multiplication rules can be used to find the
probability of two or more events that occur in
sequence.

3
Example 7
A coin is flipped and a die is rolled. Find the probability
of getting a head on the coin and a 2 on the die.
Solution
•Let E1 be the event of flipping a coin and getting a
head.
•Let E2 be the event of rolling a die and getting a 2.
•E1 and E2 are independent events.
 P ( E1 and E 2) P ( E1) P ( E 2)
(1 / 2)(1 / 6)
1 / 12

4
Example 8
An urn contains 3 red balls, 2 blue balls, and 5 white
balls. A ball is selected and its color noted. Then it is
replaced. A second ball is selected and its color noted.
Find the probability of each of these.
(a) Selecting 2 blue balls.
(b) Selecting a blue ball and then a white ball.
(c) Selecting a red ball and then a blue ball.
Solution
•Note that all events are independent,
(a) P(blue and blue) = (2/10)(2/10) = 2/50
(b) P(blue and white) = (2/10)(5/10) = 1/10
(c) P(red and blue) = (3/10)(2/10) = 3/50 5
Example 9
A game is played by drawing four cards from an
ordinary deck and replacing each card after it is drawn.
Find the probability that at least one ace is drawn.
Solution
•Let E be the event of drawing no aces.
Then
E is the event of drawing at least one ace.
48 48 48 48
P( E ) 
52 52 52 52
20736

28561
 P ( E ) 1  P ( E ) 0.27
6
Example 10
Approximately 9% of men have a type of color
blindness that prevents them from distinguishing
between red and green. If 3 men are selected at
random, find the probability that all of them will have
this type of red-green color blindness.
Solution
Let C denote red-green color blindness. Then

7
Example 11

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Multiplication Rule for Dependent Events
• When two events A and B are dependent, then the
probability of both occurring is
P(A and B) = P(A |B) P(B) = P(B |A) P(A)
Where, P(B\A) is the conditional probability of B, i.e. the probability of
occurring of B given that A has occurred already.

Note
• The given rule here of conditional probability is the second rule of the
multiplication rules.
• The multiplication rules are given in two cases according to whether
the events are independent or dependent.
• Two events A and B are independent if : P(A |B) = P(A)
• If A and B are independent, then P(A and B) = P(B)P(A) = P(A)P(B).
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Conditional probability
The probability of the occurrence of one event, A, given that another event B
is known to be true or have already occurred.
P(A|B) = P(A and B)/P(B) or P(B\A) = P(A and B)/P(A)

10
Examples of Conditional probability

• The probability that El-Ahly wins a football


match when playing well is 95%
• If The probability that a lazy student wakes
up early (or a lazy doctor )in summer is
10%
• What we are given here is a conditional
probability

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Example 12

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Example 13
In a hospital unit there are 8 nurses and 5 physicians;
7 nurses and 3 physicians are females. If a staff
person is selected, find the probability that the subject
is a nurse knowing that it is male.
Solution
Staff Females Males Total
Nurses 7 1 8
Physicians 3 2 5
Total 10 3 13
• P(nurse \ male)
= P(nurse and male)/ P(male )
= 1/3
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Example 14
A card is drawn from an ordinary deck of cards; find the probability
that the card is a heart in the following cases
(i) We are given that the card is a red card.
(ii) We know that the card is an ace.
(iii) We know nothing about the card

14
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Example 15
World Wide Insurance Company found that 53% of the
residents of a city had homeowner’s insurance (H) with
the company. Of these clients, 27% also had
automobile insurance (A) with the company. If a
resident is selected at random. Find the probability that
the resident has both homeowner’s and automobile
insurance with World Wide Insurance Company.
Solution

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Example 16
If the probability that the weather is rainy and cold is
0.07 and the probability that the weather is cold is
0.20, what is the probability that it rains in a cold day.
Solution
Applying the conditional probability rule

P(rain and cold) 0.07


P(rain\cold)=  0.35
P(cold) 0.20

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Note
• We should distinguish between the probability of (rainy and cold)
which is 0.07 days of the year, and the probability of (rainy when
we know it is cold). In the second case, we are already in the
yellow circle, and asking about the probability of being in the orange
part of it.
• The probability of (rainy when we know it is cold) is thus given by

orange 0.07 of year 7


  0.35
yello 0.20 of year 20

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Example 17

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Example 18

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Theorem 1: (Theorem of total probability)
If the events A1 , A2 ,..., Ak constitute a Partition of the
sample space, such that i 1,2,..., k , for P( Ai )  0. Then
for any event B in S
k
P( B)  P( B / Ai ) P( Ai )
i 1

Theorem 1: (Bay’s Rule)


Let the hypotheses of theorem 1 hold. If P( B)  0
Then
P ( B / Ai ) P ( Ai )
P ( Ai / B )  k

 P( B / A ) P( A )
i 1
i i

for i 1,2,..., k
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Example 19
If we are storing electronic chips. The storing conditions are
either good or the chips have been exposed to high level of
contamination. It is known from previous data that 10% of the
stored chips fail when exposed to high levels of
contamination, while at good conditions of storing only 0.5%
of the products fail. If the good conditions for storing are
guaranteed 98% of the times. Find the probability that a
product fails.
Solution
•Let E be the event that a product fail.
•Let F1 be the event that storing conditions are good.
•Let F2 be the event that a product has been exposed to a
high level of contamination.
•Then we have:

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Solution
• P(E\F1) = 0.005
• P(E\F2) = 0.1
• P(F1) =0.98
• P(F2)= 1- P(F1) =0.02
• Applying the total probability rule,
• P(E)= P(F1).P(E\F1) + P(F2).P(E\F2)
=0.98(0.005)+ 0.02(0.1) = 0.0069

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Points to Remember
1. Mutually exclusive events.
2. “or” and “and”.
3. Addition rules.
4. Dependent and independent events.
5. Multiplication rule for independent events.
6. Multiplication rule for dependent events.
7. Conditional Probability.
8. Total probability rule.

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