STB 251 Unit I-1
STB 251 Unit I-1
BASICS OF PROBABILITY
1.1 Introduction
In our daily life, we often used phrases such as 'It may rain today', or 'India may win the match' or
' I may be selected for this post.' These phrases involve an element of uncertainty. How can we
measure this uncertainty? A measure of this uncertainty is provided by a branch of Mathematics,
called the theory of probability.
1.2.1 Experiment
A set of action taken in a certain order with certain objective is known as experiment.
Experiment can be divided according to the nature of their outcome, which is as below:
i) Deterministic experiment
ii) Non-deterministic experiment
i) Deterministic experiment
An experiment whose outcome will be same whenever it is repeated under the identical condition
is known as deterministic experiment.
Examples
i) If a coin is tossed, then set of all possible outcome is {H, T}. Therefore, sample space S = {H,
T}.
ii) If a die is thrown and we are interested in the number shown at top. Then set of all possible
outcomes is {1, 2, 3, 4, 5, 6}. Therefore, sample space S = {1, 2, 3, 4, 5, 6}.
iii) An experiment consists of flipping a coin and then flipping it a second time if a head occurs.
If a tail occurs on the first flip, then a die is tossed once. Then set of all possible outcomes
that denotes the sample space is S = {HH, HT, T1, T2, T3, T4, T5, T6}
1.2.3 Event
The point of a sample space is called an event. An event is a subset of the sample space.
• S is an event of a every sample space and is called impossible event.
• S S is an event and is called sure event.
Examples
In the above example (i), H and T are the events.
In the example (ii), following are the events:
E1= getting an even number ={2,4,6}S
E2 = getting a number less than 4={1,2,3}S
E3 = getting 1 or 3={1,3}S
E4 = getting an odd number={1,3,5}S
E5 = getting a negative number={ }= S
E6 = getting a number less than 10 ={1,2,3,4,5,6} = SS
In the example (iii), getting HH, T2 or T5 are the events.
Example 1.1: From manufacturing process 3 items are taken; each item is inspected and classified
as defective (D) or non-defective (N). Write the sample space and define the following events
(i) At least 2 defectives, (ii) At most one defective, (iii) Three defectives
Solution:
This experiment has 8 possible outcomes. Thus, sample space can be defined as
S = DDD, DDN , DND, DNN , NDD, NDN , NND, NNN
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 red card is 26.
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Probability Theory
For example: If A = 1, 2, 3, 7,8 and B = 2, 3,11 , then A B = 1, 2, 3, 7,8,11 .
(ii) Intersection: The Intersection of two given events A and B, denoted by A B , is defined as
a set consisting of all those points which belong to both A and B.
i.e. A B = x : x A and x B
(iii) Disjoint Events: If two events A and B have no common point, i.e. A B = , where is
the null set. Then A and B are said to be disjoint events or mutually exclusive events.
A BB
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Basics of Probability Theory
(iv) Relative difference of Events: The relative difference of an event A from another event B,
denoted by A − B is defined as a set consisting of those elements of A which do not belong
to B. i.e. A − B = x : x A and x B
For example: If A = 1, 2, 3, 5,8 and B = 3, 5,11 , then A − B = 1, 2,8
i.e. A = S − A
( A B) C = A ( B C )
Distributive Laws
A ( B C ) = ( A B) ( A C )
A ( B C ) = ( A B) ( A C )
Complementary Laws
A A = S , A A = , A S = S , A S = A , A = A and A = .
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Probability Theory
Difference Laws
(i) A − B = A B
(ii) A − B = A − ( A B ) = ( A B ) − B
(iii) A − ( B − C ) = ( A − B) ( A − C )
(iv) ( A B) − C = ( A − C ) ( B − C )
(v) A − ( B C ) = ( A − B) ( A − C )
(vi) ( A B ) ( A − B ) = A
(vii) ( A B) ( A − B) =
De-Morgan's Law
( A B) = A B
( A B) = A B
More generally
n n
Ai = Ai
i =1 i =1
n n
Ai = Ai
i =1 i =1
Involution Law
A= A
Example 1.2: If A, B and C are three events associated with an experiment E. The following
events in context of A, B and C can be expressed as
a) Only A occurs: ( A B C )
b) A and B occur but C does not occur: ( A B C )
c) All the three events occur: ( A B C )
d) At least one occurs: ( A B C )
e) At least two occur: ( A B C ) ( A B C ) ( A B C ) ( A B C )
f) One does not occur: ( A B C ) ( A B C ) ( A B C )
g) Two do not occur: ( A B C ) ( A B C ) ( A B C )
h) None occurs: ( A B C )
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Basics of Probability Theory
Note: (i) 0 p 1, 0 q 1
Examples 1.3: Two unbiased coins are tossed. What is the probability of getting at least one
head?
Solution: Here possible cases are HH, HT, TH, TT and all these cases are mutually exclusive and
equally likely. The cases favourable to get one head are HH, HT, TH.
Let A be the event that at least one head occurs. Then
3
P ( A) =
4
Example 1.4: Find the probability of getting both red balls, when from a bag containing 5 red and
4 black balls, two balls are drawn.
(i) with replacement
(ii) without replacement
Solution: (i) Total number of balls in the bag in both the draws = 5+4 = 9
Hence, exhaustive number of cases = 9 9 = 81
Since there are 5 red balls in the bag.
Therefore, favourable number of cases = 5 5 = 25
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Probability Theory
25
Hence, probability of both red balls ( p) =
81
(ii) Total number of ways in which 2 balls out of 9 balls can be chosen (exhaustive number of
cases) = 9C2
Two red balls out of 5 red balls can take (favourable number of cases) = 5C2
5
C2 5
Hence, P (both red balls) = 9
= = 0.625
C2 18
Example 1.5: A drum contains 3 black balls, 5 red balls and 6 green balls. If 4 balls are selected
at random what is the probability that the 4 selected contain
(i) No red ball?
(ii) Exactly 1 black ball?
(iii) Exactly 1 red ball and exactly 2 green balls?
Example 1.6: What is the probability of getting 9 cards of the same suit in one hand at a game of
bridge?
Solution: One hand in the game of bridge contains 13 cards.
Therefore,
Exhaustive number of cases = 52C13
Number of ways of getting 9 cards of one suit are = 13C9
Number of ways of getting 4 cards of another suit are = 39C4
There are 4 suits in a pack of cards.
Hence favourable number of cases = 4 39C4 13C9
Therefore, probability of getting 9 cards of same suit is
4 39 C4 13 C9
p= 52
C13
Example 1.7: Twelve balls are distributed at random among three boxes. What is the probability
that the first box will contain three balls?
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Basics of Probability Theory
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Probability Theory
1.5. Four persons are chosen at random from a group of 3 men, 2 women and 4 children. Show
that the chance of exactly two of them will be children is 10/21.
n n
P Ai = P( Ai )
i =1 i =1
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Basics of Probability Theory
Example 1.9: If an unbiased die is thrown, then find the probability of following events.
i) getting an even number
ii) getting a number more than 4
Solution: Here sample space is given as
S = 1, 2, 3, 4, 5, 6
Let E1= getting an even number ={2,4,6}S
and E2 = getting a number more than 4={5,6}S
Then
3 2
P ( E1 ) = and P ( E2 ) =
6 6
Example 1.13: In the above Example 1.1, find the probability of getting
• at least 2 defectives
• at most one defective
• 3 defectives
Solution:
The sample space is given as
S = DDD, DDN , DND, DNN , NDD, NDN , NND, NNN
Let A, B and C denote the above events respectively, that is
A = {at least 2 defectives}= {DDD,DDN,DND,NDD}S
B = {at most one defective}= {DNN,NDN,NND,NNN}S
C = {3 defectives}={DDD}S
Therefore
1 1 1
P ( A) = , P ( B ) = and P ( C ) =
2 2 8
Exercises
1.6. A die is rolled. What is the probability of getting a prime number?
1.7. A die is rolled once. What is the probability that (i) the number ‘7’coming up, (ii) number
less than equal to 7.
1.8. Two coins are tossed simultaneously. Find the probability of getting
(i) at least one head, (ii) at most 1 head, (iii) no head, (iv) exactly two heads.
1.9. What is the chance that a leap year will contain 53 Sundays?
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Probability Theory
Example 1.15: How many even four-digit numbers can be formed from the digits 0, 1, 2, 5, 6,
and 9 if each digit can be used only once?
Solution:
Since the number must be even, we have only n1 = 3 (0,2,6) choices for the unit’s position
However, for a four-digit number the thousands position cannot be 0 .
Hence, we consider the units position by two parts, 0 or not 0.
if units’ position is 0 ( i.e. n1 = 1 ) we have
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Basics of Probability Theory
n2 = 5 : thousands position.
n3 = 4 : hundreds position.
n4 = 3 : tens position.
Therefore, in this case we have a total of
n3 = 4 : hundreds position.
n4 = 3 : tens position.
Therefore, in this case we have a total of
Since the two cases are mutually exclusive of each other, thus, the total number of even four-digit
numbers is 60 + 96 = 156 .
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Probability Theory
1.8.2 Permutation
A permutation is an arrangement of all or part of a set of objects.
Case I: Permutation with repetition
Suppose we have n different types of items. Then, we have n choices each time.
Now, choosing 3 of these n items, the permutations are
n n n (n multiplied 3 times)
More generally choosing r of something that has n different types, the permutations are:
n n n ... n = nr (n multiplied r times)
(There are n possibilities for the first choice, then there are n possibilities for the second choice,
and so on, multiplying each time.)
Example 1.16: A number lock consists of three combination discs and each disc consists of 10
numbers (0, 1, 2, 3, 4, 5, 6, 7, 8, 9). To open the lock one number is to be chosen from each disc.
How many permutations will be there?
Solution: 10 10 10 = 103 = 1000 permutations
Example 1.17: Consider the three letters a, b, and c. The possible permutations are:
abc, acb,bac, bca, cab, and cba
There are 6 distinct arrangements.
We can reach the same answer if we use multiplication rule
n1 n2 n3 = 3 2 1 = 3! = 6 Permutation
Example 1.18:
1. The total number of different ways in which the letters of the word “count" can be arranged is
5! = 5 4 3 2 1 = 120
It is important here that the letters are all different.
2. 6 horses run a race. The total number of possible results of this race (assuming no ties) is
6! = 6 5 4 3 2 1 = 720
3. A search engine ranks 11 websites related to a particular query in order of relevance. How
many different rankings are possible? Answer 11!
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Basics of Probability Theory
r Permutations
How many permutations of n distinct objects, taken r at a time are possible?
Or if we have n items and want to find the number of ways r items can be ordered
• We have n ways of choosing the first object.
• We then have n − 1 ways of choosing the second object and so on.
• When choosing the r-th object, we have already chosen r − 1 objects, so there are still
n − ( r − 1) = n − r + 1 possible choices.
• The total number of r permutations of a set of n distinguishable objects is
n ( n − 1)( n − 2 )( n − r + 1)
Therefore, the number of r permutations of a set of n distinguishable objects is written as
n!
n
Pr =
( n − r )!
Example 1.22: In a race with eight competitors, how many different possibilities are there for
who finishes first, second and third?
8! 8!
Solution: 8
P3 = = = 8 7 6 = 336
(8 − 3)! 5!
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Probability Theory
Example 1.23: In one year, three awards (research, teaching, and service) will be given for a class
of 25 graduate students in a statistics department. If each student can receive at most one award,
how many possible selections are there?
Solution: Since the awards are distinguishable, it is a permutation problem. The total number of
sample points is
25! 25!
25 P3 = =
( 25 − 3)! 22!
25 24 23 22!
=
22!
= 25 24 23 = 13800
1.8.3 Combination
In many problems, we are interested in the number of ways of selecting r objects from n objects
without regard to order. These selections are called combinations.
n
The number of combinations of n distinct objects taken r at a time is denoted by and is given
r
by:
n n!
= ; r = 0, 1, 2, ,n
r r ! ( n − r )!
Some results
Example 1.24: How many ways can a company select 3 candidates to interview from a short list
of 15?
15 15! 15 14 13 12!
Solution: = = = 455
3 3! (15 − 3)! (3 2 1) 12!
Exercises
1.10 In how many ways can a subcommittee of 5 be chosen from a panel of 20?
1.11 If we have 10 equal–priority operations and only 4 operating rooms are available, in how
many ways can we choose the 4 patients to be operated on first?
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Basics of Probability Theory
Since A and are mutually exclusive, therefore using axiom (iii) of probability
P ( A) = P ( A )
= P ( A) + P ( )
This implies P ( ) = 0 .
P( A) = 1 − P( A) and hence P ( A) 1 .
Proof.
We may write
𝑆
S = A A 𝐴̅
Since A and A are mutually exclusive 𝐴
events, then
P( S ) = P( A A) = P( A) + P( A)
Also
P( S ) = 1 [Axiom (ii)]
Therefore,
P( A) = 1 − P( A)
or P ( A) 1.
Theorem 1.3: For any two events A and B in S, the following are true:
𝐴∩𝐵
A 𝑆
B
𝐴̅ ∩ 𝐵
𝐴 ∩ 𝐵̅
Fig 1.1
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Probability Theory
i) P( A) = P( A B) + P( A B )
ii) P( A B) = P( A) + P( A B)
iv) P( A B ) = P( A) − P( A B)
v) P( A B) = P( B) − P( A B)
vi) P( A B ) = 1 − P( A B)
Addition Theorem
Theorem 1.4: Suppose A and B are any two events in S, then
P( A B) = P( A) + P( B) − P( A B)
and B = ( A B) ( A B)
Therefore, using axiom (iii) of probability we get
P( A B) = P( A) + P( A B) (1.1)
P( B) = P( A B) + P( A B) (1.2)
Now subtracting (1.2) from (1.1), we get
P( A B) − P( B) = P( A) − P( A B)
P( A B) = P( A) + P( B) − P( A B)
Example 1.25: Two dice are thrown simultaneously. Find the probability that the sum being 6 or
same on the both dice.
Solution:
The number of points in the sample space = n ( s ) = 36
Let A be the event that sum is 6
and B is the event that number on both the dice is same.
Therefore
A = (1,5) , ( 2, 4 ) , ( 3,3) , ( 4, 2 ) , ( 5,1)
n ( A) = 5
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Basics of Probability Theory
n ( A) 5
P ( A) = =
n(S ) 36
B = (1,1) , ( 2, 2 ) , ( 3,3) , ( 4, 4 ) , (5,5) , ( 6,6 )
n ( B) = 6
n ( B) 6
P ( B) = =
n(S ) 36
and A B = ( 3,3)
n ( A B) = 1
n ( A B) 1
P ( A B) = =
n(S ) 36
Here both the events are not mutually exclusive, therefore
P ( A B ) = P ( A) + P ( B ) − P ( A B )
5 6 1 5
= + − =
36 36 36 18
Example 1.26: From a deck of 52 cards. What is the probability of picking a King or Queen?
Solution: Let A be the event that picked card is King and B be the event of picking Queen.
Therefore, probability of picking a King is
4 1
P ( A) = =
52 13
and probability of picking a Queen
4 1
P ( B) = =
52 13
A card cannot be a King and a Queen at the same time. So, events A and B are mutually
exclusive.
Therefore, probability of picking a King or Queen is
1 1 2
P ( A B ) = P ( A) + P ( B ) = + =
13 13 13
P( A B C ) = P( A) + P( B) + P(C )
− P( A B) − P( B C ) − P( A C ) + P ( A B C )
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Probability Theory
P( A B C ) = P( A) + P( B) + P(C )
Theorem 1.6: For n events A1 , A2 ,, An in S,
n n
( ) ( )
n n
P Ai = P ( Ai ) − P Ai A j + P Ai A j Ar
i =1 i =1 i j =2 i j r =3
P ( A1 A2 An ) = P ( A1 ) + P ( A2 ) ++ P ( An )
Theorem 1.7: If A and B are two events, associated with the outcomes of a random experiment
E, then probability of happening of exactly one of the events A or B is
P[( A B ) ( B A)] = P( A) + P( B) − 2 P( A B)
P[( A B ) ( B A)] = P( A B ) + P( A B)
= [ P( A) − P( A B] + [ P( B) − P( A B )]
= P( A) + P( B) − 2 P( A B)
Exercises
1.12 If A and B are two events in S, then prove that
i) If A B , the P ( A) P ( B )
ii) P ( A B ) P ( A) P ( A B ) P ( A) + P ( B )
1.13 If a football team has a 10% chance of winning this Saturday's game, a 30% chance of
winning the next Saturday's game, and a 65% chance of losing both games, what are their chances
of winning exactly once in the next two games?
1.14 If A B = , then show that P ( A) P ( B ) .
1.15 Let A and B are two events, such that P ( A) = 3 / 4 and P ( B ) = 5 / 8 . Prove that
i) P ( A B ) 3 / 4
ii) 3 / 8 P ( A B ) 5 / 8
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Basics of Probability Theory
1.16 Suppose that A and B are events for which P ( A) = x, P ( B ) = y and P ( A B ) = z. Express
each of the following in the terms of x, y and z .
(i) P ( A B ) , (ii) P ( A B ) , (iii) P ( A B ) and (iv) P ( A B )
1.17 Let A, B, and C are events such that
P ( A) = P ( B ) = P ( C ) = 1/ 4
P ( A B ) = P ( B C ) = and P ( A C ) = 1/ 8
Evaluate the probability that at least one of the events A, B or C occurs.
1.18 The probability that Ali passes Mathematics is 2/3, and the probability that he passes English
is 4/9. If the probability that he passes both courses is 1/4, what is the probability that he will be
(i) Passed at least one course?
(ii) Passed in Mathematics and fail in English?
(iii) Failed in both the subjects?
1.19 If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or more cars
on any given workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is the
probability that he will service at least 5 cars on his next day at work?
1.20 An urn contains 9 balls, two of which are red, three blue and four black. Three balls are
drawn from the urn at random, that is every ball has an equal chance of being included in the three.
What is the probability that
(i) Three balls are of different colours.
(ii) Two balls are of the same colour and third of different.
(iii) The balls are of the same colour.
1.21 There are two urns. Urn I contains 7 white and 3 red balls. Urn II contains 5 white and 4
red balls. A ball is chosen at random from Urn I and transferred into Urn II. Then a ball is chosen
at random from Urn II. What is the probability that this ball is white?
1.22 Three group of children contain respectively 3 girls & 1 boy, 2 girls & 2 boys, 1 girl & 3
boys. One child is selected at random from each group. Find the probability of selecting 1 girl
and 2 boys.
1.23 A mixture of candies consists of 6 mints, 4 toffees, and 3 chocolates. If a person makes a
random selection of one of these candies, find the probability of getting:
(i) a mint
(ii) a toffee or chocolate.
1.24 A lot consists of 10 good articles, 4 with minor defects and 2 with major defects. Two articles
are chosen randomly (without replacement). Find the probability that
(i) exactly one is good
(ii) at most one is good
(iii) at least one is good
(iv) neither has a major defect.
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Probability Theory
(𝐴 ∩ 𝐵)
A B
Let two fair dice are tossed and two events A and B are defined as below:
Then
(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)
𝐴 = {(5, 5), (4, 6), (6, 4)} (2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
𝐵 = {(2, 1), (3, 1), … , (6, 5)} 𝑆=
(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)}
Hence,
3 15 1
P ( A) = , P ( B) = , P ( A B) =
36 36 36
and P ( B | A) = 1/ 3 [Sample space now reduces to 3 (i.e. of A) and only one of these consists B]
Similarly, P ( A | B ) = 1/15
P ( A | B) =
(1/ 36 ) = P ( A B )
(15 / 36) P ( B)
and
P ( B | A) =
(1/ 36 ) = P ( A B )
( 3 / 36 ) P ( A)
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Basics of Probability Theory
Theorem 1.8: For any two events A and B, which are associated with a random experiment E.
P ( A B)
P ( A | B) = , P ( B) 0
P ( B)
P ( A B)
and P ( B | A) = , P ( A) 0 ,
P ( A)
where 𝑃(𝐴|𝐵) represents the conditional probability of occurrence of A when B has already
occurred. Similarly, 𝑃(𝐵|𝐴) represents the conditional probability of occurrence of B when A has
already occurred.
Proof. Let the sample space contains N occurrences of which nA occurrences belong to the event
A and nB occurrences belong to event B. Further, let n AB be the number of occurrences favourable
to the compound event ( A B) .
P( A B)
P( A | B) = , P( B) 0.
P( B)
Similarly
P( A B)
P( B | A) = , P( A) 0.
P( A)
Theorem 1.9: Conditional probability satisfies the axioms of probability.
Proof. Let A and B are two events in the sample space S.
We know that
P( A B)
P( B | A) = , P( A) 0 .
P( A)
Then
P( A B)
(i) P( B | A) = 0 as P( A B) 0 .
P( A)
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Probability Theory
P( A S ) P( A)
(ii) P( S | A) = =
P( A) P( A)
P( S | A) = 1
(iii) Let B1 and B2 are the partition of the sample space S and A be any event in S,
B1 B2
A
Therefore,
( B1 B2 ) A = ( B1 A) ( B2 A)
P [( B1 B2 ) A] = P [( B1 A) ( B2 A)]
P[( B1 B2 ) A] = P( B1 A) + P( B2 A)
P[( B1 B2 ) A] P( B1 A) P( B2 A)
or = +
P( A) P( A) P( A)
P [( B1 B2 ) | A] = P( B1 | A) + P( B2 | A)
P( A B C ) P( A B C )
Proof. P ( ( A B ) | C ) + P ( ( A B ) | C ) = +
P (C ) P (C )
P( A B C ) + P( A B C ) P( A C )
= =
P (C ) P (C )
= P( A | C ) .
Theorem 1.11: For any three events A, B and C in S, such that B C and P ( A) 0. Show that
P ( B | A) P(C | A)
P ( A C ) P[( A B C ) ( A B C )]
Proof. P (C | A) = =
P ( A) P ( A)
P( A C ) P( A B C ) P( A B C )
P (C | A) = = +
P ( A) P ( A) P ( A)
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Basics of Probability Theory
P ( B C A) P ( B C A)
= +
P ( A) P ( A)
= P( B C | A) + P( B C | A)
= P( B | A) + P( B C | A) [ B C B C = B]
P( B | A) P(C | A) [ P( B C | A) 0] .
P( B A) P (C A) ,
which implies
P( B | A).P( A) P(C | A).P( A) ,
or P ( B | A) P (C | A) .
Theorem 1.12: For any two events A and B in S. If P ( A | B ) P ( A) , then show that
P ( B | A) P ( B )
Proof. Given that
P ( A | B ) P ( A) ,
which implies
P( A B)
P( A)
P( B)
P( B A)
or P( B) [ A B = B A] .
P( A)
Example 1.27: Suppose that a computing lab has 100 computers. 60 of these are Windows (W)
based while others are Linux (L) based, 70 of these computers are new (N) while others are old
(O) and 10 old computers are Linux based. A student enters in the Lab, picks a computer at random
and discovers that it is new. What is the probability that it is Windows based?
Solution:
W L Total
N 40 30 70
O 20 10 30
Total 60 40 100
We want to compute P (W | N ) .
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Probability Theory
Therefore,
P (W N ) 40 /100 4
P (W | N ) = = =
P(N ) 70 /100 7
Exercises
1.25 A student is applying for admission in [Link]. and [Link].(H). He estimates that he has chance
of 0.3 of being selected for [Link]. and 0.6 of being selected in [Link].(H). He also guesses that the
probability of selection of both the courses is 0.2. What is the probability of selection in [Link].
if he has been selected for [Link].(H)?
1.26 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 arrive on time is 0.78. Find the
probability that a plane
a) Arrives on time given that it departed on time
b) Departed on time given that it has arrived on time.
If A1 and A2 are two events, associated with the random experiment E, such that P ( A1 ) 0 and
P ( A2 ) 0 , then from the definition of conditional probability, we have
P ( A1 A2 ) = P ( A2 | A1 ) P ( A1 )
or equivalently
P ( A1 A2 ) = P ( A1 | A2 ) P ( A2 )
P ( A1 A2 A3 ) = P ( A3 | A1 A2 ) P ( A1 A2 )
= P ( A1 ) P ( A2 | A1 ) P ( A3 | A1 A2 )
P ( A1 A2 A3 An )
= P ( A1 ) P ( A2 | A1 ) P ( A3 | A1 A2 ) P ( An | A1 A2 An−1 )
26
Basics of Probability Theory
Example 1.28: A lot consists of 20 defective and 80 non-defective items. Two items are chosen
at random without replacement. What is the probability that both items are defective?
Therefore,
19 1 19
P( A1 A2 ) = P ( A2 | A1 ) P ( A1 ) = = .
99 5 495
Example 1.29: Three cards are drawn in succession, without replacement, from an ordinary deck
of cards. Find the probability that the events ( A1 A2 A3 ) occurs, where
A1 : The first card is a red ace.
A2 : The second card is 10 or a jack.
A3 : The third card is greater than 3 but less than 7.
Solution: We have
2 8 12
P( A1 ) = , P ( A2 | A1 ) = and P ( A3 | A1 A2 ) =
52 51 50
Therefore,
P( A1 A2 A3 ) = P( A1 ) P( A2 | A1 ) P( A3 | A1 A2 )
2 8 12 8
= = .
52 51 50 5525
Example 1.30: A box of fuses contains 20 fuses, of which 5 are defective. If 3 of the fuses are
selected at random and removed from the box in succession without replacement, what is the
probability that all three fuses are defective?
Solution: Let A be the event that the first fuse selected is defective. Let B be the event that the
second fuse selected is defective. Let C be the event that the third fuse selected is defective. The
probability that all three fuses selected are defective is
5 4 3 1
P( A B C ) = P ( A) P ( B | A) P(C | A B ) = =
20 19 19 114
27
Probability Theory
P ( A B) 1/ 6 1
P ( A | B) = = = = P ( A)
P ( B) 1/ 3 2
P ( A B) 1/ 6 1
and P ( B | A) = = = = P ( B)
P ( A) 1/ 2 3
Definition
An event B is said to be independent of event A, if the conditional probability of B given A [i.e.
P ( B | A) ] is equal to the unconditional probability of B. Therefore,
P ( B | A) = P ( B )
Similarly, if A is independent of B, then
P ( A | B ) = P ( A)
Now from the multiplication theorem of probability
P ( A B ) = P ( B | A) P ( A) = P ( A | B ) P ( B )
implies
P ( A B ) = P ( B ) P ( A) = P ( A) P ( B )
Corollary 1.1: If two events A and B are in the sample space S. Then following hold
i) If A and B are independent, then A and B are also independent.
ii) If A and B are independent, then A and B are also independent.
= P( A) P( B )
Therefore, A and B are independent.
(ii) P( A B ) = P( A B)
= 1 − P( A B)
= 1 − [ P( A) + P( B) − P( A B)]
= 1 − P( A) − P( B) + P( A) P( B) [since A and B are independent]
= [1 − P( A)][1 − P( B)]
= P ( A) P ( B )
P( Ai A j ) = P( Ai ) P( A j ) for every i j
Further, events A1, A2 ,..., An are said to be mutually independent, if
P( A1 A2 ... An ) = P( A1 ) P( A2 ) ... P( An )
Example 1.31: Consider an experiment in which 2 cards are drawn in succession from ordinary
deck, with replacement. The events are defined as
A: the first card is an ace
B: the second card is a spade.
Show that A and B are independent.
Solution: Here
4 1 13 1 1
P ( A) = = , P ( B) = = and P ( A B ) = .
52 13 52 4 52
Since P ( A B ) = P ( A) P ( B )
Example 1.32: A urn contains four tickets bearing numbers 1234, 2341, 3412 and 4123 and one
ticket is drawn. Let A, B and C be the event as follows:
A: I digit of the ticket drawn is 1 or 4.
B: II digit of the ticket drawn is 2 or 4.
C: III digit of the ticket drawn is 3 or 4.
Solution: We have
1
P( A) = P( B) = P(C ) =
2
1234
1
P( A B) = = P( A B) = P( B C )
4
1
P( A B C ) = 2341
4
Obviously, A, B and C are pairwise independent but
P( A B C ) P ( A) P ( B ) P (C ) .
3412
Thus, A, B, C are not mutually independent.
4123
Example 1.33: Let A, B and C are random events in a sample space S. If A, B and C are pairwise
independent and A is independent of ( B C ) , then show that A, B and C are mutually
independent.
P( A B) = P( A) P( B)
P( A C ) = P( A) P(C )
P( B C ) = P( B) P(C )
P[ A ( B C )] = P( A) P( B C )
Now consider
P[ A ( B C )] = P[( A B) ( A C )]
= P( A B) + P( A C ) − P( A B C )
30
Basics of Probability Theory
This implies
P( A B C ) = P( A) P( B) + P( A) P(C ) − P( A) P( B C )
= P( A) P( B) + P( A) P(C ) − P( A)[ P( B) + P(C ) − P( B C )]
= P( A) P( B) + P( A) P(C ) − P( A)[ P( B) + P(C ) − P( B) P(C )]
= P( A) P( B) P(C )
Thus, A, B and C are mutually independent.
Example 1.34: A box consists of some defective and non-defective items. Three items are drawn
at random with replacement. Construct sample of the drawn items. Suppose that A be the event
that drawn items are mixture of defective and non-defective and B the event there is at most one
defective item. Show that A and B are independent.
31
Probability Theory
Exercises
1.29 A problem in mathematics is given to three students A, B, and C whose chance of solving it
are 1/2, 3/4 and 1/4 respectively. What is the probability that
i) Problem will be solved.
ii) Exactly one of them will solve.
1.30 Let A and B be two events associated with an experiment. Suppose P ( A) = 0.4 while
P ( A B ) = 0.7 . Let P ( B ) = p . For what choice of p
a) A and B are mutually exclusive
b) A and B are independent
1.31 In the below two figures probability of the closing of each relay of the circuit is p. If all the
relays function independently, what is the probability that a current exit between terminal L and
R?
(i)
1 2
L R
3 4
(ii)
1 2
L 5 R
3 4
1.34 If C is independent of two mutually exclusive events A, B, then show that C is independent
of ( A B).
32
Basics of Probability Theory
S
𝐵1 𝐵5
𝐵3
𝐵6
𝐵4 A
𝐵2
𝐵𝑘
The events B1, B2 ,, Bk represent a partition of the sample space S of a random experiment E, if
i) Bi B j = for every i j
k
ii) Bi = S
i =1
iii) P ( Bi ) 0 for every i
A = ( A B1 ) ( A B2 ) ( A Bk )
( )
It may be noted that some of the events A B j , j = 1, 2,, k may be empty, but this does not
invalidate the above decomposition.
Since ( A B1 ) ( A B2 ) ( A Bk ) are pair wise mutually exclusive, therefore
P ( A) = P ( A B1 ) + ( A B2 ) ++ ( A Bk )
= P ( A | B1 ) P ( B1 ) + P ( A | B2 ) P ( B2 ) ++ P ( A | Bk ) P ( Bk )
Example 1.36: A certain item is manufactured by three factories A, B and C. It is known that A
turns out twice as many as B, and that B and C turn out the same number of items. It is also known
that 2% of the items produced by A and by B are defective, while 4% of those manufactured by C
are defective. All the items produced are put into one stockpile and then one item is chosen at
random. What is the probability that this item is defective?
33
Probability Theory
and P ( D | C ) = 0.04
Then
P ( D ) = P ( D A) P ( D B ) P ( D C )
= P ( D | A) P ( A) + P ( D | B ) P ( B ) + P ( D | C ) P ( C )
1 1 1
= 0.02 + 0.02 + 0.04 = 0.025
2 4 4
1.15 Bayes' Theorem
Statement: Let B1, B2 ,, Bk be the partition of the sample space S and A be any event in S.
Applying the definition of conditional probability, we have
P ( A | Bi ) .P ( Bi )
P ( Bi | A ) = ; i = 1, 2, , k
j =1P
k
( A | B j ) .P ( B j )
is called Bayes' theorem.
k k
Proof: Since A S or A B j as B j = S .
j =1 j =1
Then, we have
k
A = A Bj
j =1
( )
k
or A = A Bj (By distributive law)
j =1
k
P( A) = P A B j ( )
j =1
( )
k
= P A Bj (By axiom 3 of probability)
j =1
34
Basics of Probability Theory
k
P ( A) = P ( B j ) P ( A | B j )
j =1
Also, we have
P( A Bi ) = P( A) P( Bi | A) = P( Bi ) P( A | Bi ) ,
which implies
P( A | Bi ) P( Bi )
P( Bi | A) = k
, i = 1, 2,..., k .
P( A | B j ) P( B j )
j =1
Example 1.37 (Refer to Example 1.36): An item is chosen at random and found to be defective.
What is the probability that it is manufactured by factory A, factory B and factory C.
Solution: Here we have to compute P ( A | D ) , P ( B | D ) and P (C | D) . Therefore,
P ( D | A) P ( A)
P ( A | D) =
P ( D | A) P ( A) + P ( D | B ) P ( B ) + P ( D | C ) P ( C )
0.02 0.5
= = 0.4
0.02 0.5 + 0.02 0.25 + 0.04 0.25
Similarly, P ( B | D ) and P (C | D) can be computed.
Exercises
1.35 In a bolt factory, machines A, B and C manufacture respectively 25%, 35% and 40% of all
total. Of their output 5, 4, 2 percent are defective bolts. A bolt is drawn at random from the
product and is found to be defective. What is the probability that it was manufactured by machines
A, B and C.
1.36 In a city 95% of the people, who travel by road, use a car, only 5% travel by bus. Probability
that a journey by car will be completed within schedule time is 0.9, that for a bus the probability
0.2. If a person completes his journey in time. What is the probability that he travelled by car?
1.37 The content of three urns which contains white, blue and red balls are as below:
Urn I: 1W 2B 3R
Urn II: 2W 1B 1R
Urn III: 4W 5B 3R
One urn is chosen at random and two balls are drawn. They are found to be white and red. What
is the probability that they come from Urn I, II or III.
1.38 A table has two drawers each at its left and right corners. Left corner has a gold coin in one
drawer and silver coin in the other drawer, while right corner has a gold in each drawer. One
corner is picked randomly, then a drawer is chosen at random from the picked corner. The coin in
that drawer is found to be gold. What is probability that the coin is from the right corner?
35
Probability Theory
1.39 0.5 % of men and 0.1% of women are known to be colour blind. Assuming that the
population ratio of male to female is 13:12. A person is selected at random and found to be colour
blind. What is the probability that the person is a female?
1.40 The chances that Doctor Lal will diagnose a disease X correctly is 60%. The chances 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 Dr Lal, who had disease X, died. What is the probability that his
disease was diagnosed correctly?
1.41 There are three candidates for the position of principal. Mr. X, Y and Z, whose chances of
getting appointment are in the proportion of 4:2:3 respectively. The probability that Mr. X, if
appointed will introduce co-education in the college is 0.3. The probability of Mr. Y and Mr. Z
doing the same are 0.5 and 0.8, respectively. What is the probability that
(i) The co-education will be introduced in the college.
(ii) If co-education is introduced, then what is the probability that it is introduced by Mr. X,
Mr. Y and Mr. Z?
36