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Probability Basics

The document is an introduction to probability, covering fundamental concepts such as sample space, events, counting methods, and basic probability rules. It explains operations on events, including union, intersection, and complement, as well as the axioms of probability. Additionally, it discusses permutations, combinations, and specific examples of calculating probabilities in various scenarios.

Uploaded by

Mohamed Kobeissi
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
2 views77 pages

Probability Basics

The document is an introduction to probability, covering fundamental concepts such as sample space, events, counting methods, and basic probability rules. It explains operations on events, including union, intersection, and complement, as well as the axioms of probability. Additionally, it discusses permutations, combinations, and specific examples of calculating probabilities in various scenarios.

Uploaded by

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

Sample Space and Events

Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

Introduction to Probability

Dr. Mohamed Kobeissi

November 24, 2020

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Sample Space and Events

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Sample Space

A sample space, denoted S, is the collection of all outcomes


when an experiment is performed

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Sample Space

A sample space, denoted S, is the collection of all outcomes


when an experiment is performed

A coin is tossed two times, the sample space is


S = {HH, HT , TH, TT }

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Sample Space

A sample space, denoted S, is the collection of all outcomes


when an experiment is performed

A coin is tossed two times, the sample space is


S = {HH, HT , TH, TT }

A coin is tossed until a head appears, what is the sample


space ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Sample Space

A sample space, denoted S, is the collection of all outcomes


when an experiment is performed

A coin is tossed two times, the sample space is


S = {HH, HT , TH, TT }

A coin is tossed until a head appears, what is the sample


space ?

S = {H, TH, TTH, TTTH, TTTTH, . . .}

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Events

An event is a set of outcomes form the sample space. The


events are usually denoted A, B, C , . . ..

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Events

An event is a set of outcomes form the sample space. The


events are usually denoted A, B, C , . . .. If we regard S as a
set, then an event is a subset of S

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Operations on events

- The union of two events A and B, denoted A ∪ B, is the set


of all outcomes that are either in A or in B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Operations on events

- The union of two events A and B, denoted A ∪ B, is the set


of all outcomes that are either in A or in B
- The intersection of two events A and B, denoted A ∩ B, is
the set of all outcomes that are both in A and in B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Operations on events

- The union of two events A and B, denoted A ∪ B, is the set


of all outcomes that are either in A or in B
- The intersection of two events A and B, denoted A ∩ B, is
the set of all outcomes that are both in A and in B
- The complement of an event A, denoted A, is the set of all
outcomes that are not in A

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

All operations on sets can be expressed in terms of union,


intersection and complement

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

All operations on sets can be expressed in terms of union,


intersection and complement

For example A \ B is the set of outcomes that are in A but not


in B;

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

All operations on sets can be expressed in terms of union,


intersection and complement

For example A \ B is the set of outcomes that are in A but not


in B; it is simple to see that A \ B = A ∩ B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Mutually exclusive events


Two events A and B are disjoint iff A ∩ B = ∅

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Mutually exclusive events


Two events A and B are disjoint iff A ∩ B = ∅

The events A1 , A2 , A3 , . . . are mutually exclusive if and only if:

Ai ∩ Aj = ∅ , i 6= j

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Partition

The events A1 , A2 , A3 , . . . form a partition of a S if and only if:

a) Ai ∩ Aj = ∅ , i 6= j

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Sample Space
Probability basics
Events
Conditional Probability and Independence
The Bayes rule

Partition

The events A1 , A2 , A3 , . . . form a partition of a S if and only if:

a) Ai ∩ Aj = ∅ , i 6= j

[
b) Ai = S
i=1

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Counting

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Combination

A selection of k objects out of n objects without repetition


and without order is called combination, denoted kn (or Cnk ),


defined by:  
n n!
=
k k!(n − k)!

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Permutation

A selection of k objects out of n objects without repetition


and with order is called permutation, denoted k Pn , defined by:
n!
k Pn =
(n − k)!

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a group of 2 persons be


formed if 5 persons are available ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a group of 2 persons be


formed if 5 persons are available ? b) In how many different
ways can a this be done if the group must contain a president
and a vice-president ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Permutation of distinct objects

The number of permutations of n distinct objects is n!

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Basic counting rule

If an experiment has n1 outcomes, and if another experiment


has n2 outcomes, then the total number of outcomes is n1 × n2

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a team of 2 men and 3


women be formed if 5 men and 7 women are available ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a team of 2 men and 3


women be formed if 5 men and 7 women are available ? b) In
how many ways can this be done if one man and one woman
refuse to be together in the team ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a group of 10 persons be


seated in a row ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can a group of 10 persons be


seated in a row ? b) In how many ways can this be done if 3
of them insist to be next to each other ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

Permutation of indistinguishable objects

The number of permutations of n objects, from which n1 are


the same, n2 are the same, ..., and nk are the same, with
n1 + n2 + . . . + nk = n is:
n!
n1 ! × n2 ! × . . . × nk !

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

How many different words can be formed by using the letters


of the word MISSISSIPPI ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can 15 students be seated in 3


classes of size 5 each ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics Permutation and Combination
Conditional Probability and Independence
The Bayes rule

a) In how many different ways can 15 students be seated in 3


classes of size 5 each ? b) In how many ways can this be done
if two of the students, Asma and Maya, want to be in the
same class room ?

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Probability basics

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Probability axioms

A probability is an application P : S → [0, 1] satisfying the


following properties:
a) P(φ) = 0

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Probability axioms

A probability is an application P : S → [0, 1] satisfying the


following properties:
a) P(φ) = 0
b) P(S) = 1

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Probability axioms

A probability is an application P : S → [0, 1] satisfying the


following properties:
a) P(φ) = 0
b) P(S) = 1
c) For every set A1 , A2 , A3 , . . . of mutually exclusive events:
X
P(A1 ∪A2 ∪A3 . . .) = P(Ai ) = P(A1 )+P(A2 )+P(A3 )+. . .

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Basic rules of probability

Let A and B be two events of a sample space S


a) union rule: P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Basic rules of probability

Let A and B be two events of a sample space S


a) union rule: P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
b) complement rule: P(A) = 1 − P(A)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

For example P(A \ B) = P(A) − P(A ∩ B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

The union formula for three events


Let A, B and C be three events of a sample space S, then:
P(A ∪ B ∪ C ) = P(A) + P(B) + P(C ) − P(A ∩ B) − P(A ∩ C )
−P(B ∩ C ) + P(A ∩ B ∩ C )

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

The inclusion-exclusion formula

More generally, if A1 , A2 , . . . , An are n events, then


X n X
P(A1 ∪ A2 ∪ . . . ∪ An ) = P(Ai ) − P(Ai ∩ Aj ) +
i=1 1≤i<j≤n
X
n−1
P(Ai ∩ Aj ∩ Ak ) − . . . + (−1) P(A1 ∩ A2 ∩ . . . ∩ An )
1≤i<j<k≤n

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability axioms
Probability basics
Basic rules of probability
Conditional Probability and Independence
The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Conditional Probability and Independence

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Conditional probability

Let A and B be two events with P(B) > 0. The conditional


probability of A given B, denoted by P(A|B), is defined by

P(A ∩ B)
P(A|B) =
P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

A die is rolled. Find the probability of having 4 given that the


die show up a number greater than or equal to 3

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: Let B be an event with P(B > 0). The conditional


probability P(·|B) is a probability

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: Let B be an event with P(B > 0). The conditional


probability P(·|B) is a probability

Proof:
P(φ ∩ B) P(φ)
a) P(φ|B) = = =0
P(B) P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: Let B be an event with P(B > 0). The conditional


probability P(·|B) is a probability

Proof:
P(φ ∩ B) P(φ)
a) P(φ|B) = = =0
P(B) P(B)
P(S ∩ B) P(B)
b) P(S|B) = = =1
P(B) P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events,

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events, then


P((A1 ∪ A2 ∪ A3 ∪ . . .) ∩ B)
P(A1 ∪ A2 ∪ A3 . . . |B) =
P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events, then


P((A1 ∪ A2 ∪ A3 ∪ . . .) ∩ B)
P(A1 ∪ A2 ∪ A3 . . . |B) =
P(B)
P((A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B) ∪ . . .)
=
P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events, then


P((A1 ∪ A2 ∪ A3 ∪ . . .) ∩ B)
P(A1 ∪ A2 ∪ A3 . . . |B) =
P(B)
P((A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B) ∪ . . .)
=
P(B)
P(A1 ∩ B) P(A2 ∩ B) P(A3 ∩ B)
= + + + ...
P(B) P(B) P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events, then


P((A1 ∪ A2 ∪ A3 ∪ . . .) ∩ B)
P(A1 ∪ A2 ∪ A3 . . . |B) =
P(B)
P((A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B) ∪ . . .)
=
P(B)
P(A1 ∩ B) P(A2 ∩ B) P(A3 ∩ B)
= + + + ...
P(B) P(B) P(B)
= P(A1 |B) + P(A2 |B) + P(A3 |B) + . . .

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

c) Let A1 , A2 , A3 , . . . be mutually exclusive events, then


P((A1 ∪ A2 ∪ A3 ∪ . . .) ∩ B)
P(A1 ∪ A2 ∪ A3 . . . |B) =
P(B)
P((A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B) ∪ . . .)
=
P(B)
P(A1 ∩ B) P(A2 ∩ B) P(A3 ∩ B)
= + + + ...
P(B) P(B) P(B)
= P(A1 |B) + P(A2 |B) + P(A3 |B) + . . .
therefore P(·|B) satisfies the axioms of probability

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

The rules of probability thus apply to conditional probability;

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

The rules of probability thus apply to conditional probability;


for example, P(A|C ) = 1 − P(A|C )

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

The multiplication rule

a) P(A ∩ B) = P(A|B) × P(B) = P(B|A) × P(A)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

The multiplication rule

a) P(A ∩ B) = P(A|B) × P(B) = P(B|A) × P(A)

b) P(A1 ∩ . . . ∩ An ) = P(A1 ) × P(A2 |A1 ) × P(A3 |A1 ∩


A2 ) . . . × P(An |A1 ∩ A2 ∩ . . . ∩ An−1 )

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

A shipment of 12 similar microcomputers to a retail outlet


contains 3 that are defective. The computers are selected at
random and tested, one at a time, until all defective are found.
Find the probability that the third defective is found on the
seventh trial

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Independence of two events

Two events A and B are independent if and only if

P(A|B) = P(A) or P(B|A) = P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Proposition: Two events A and B are independent if and only


if P(A ∩ B) = P(A) × P(B)

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: If A and B are independent, then so are:


a) A and B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: If A and B are independent, then so are:


a) A and B
b) A and B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Property: If A and B are independent, then so are:


a) A and B
b) A and B
c) A and B

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

Independence of n events

If n events A1 , A2 , . . . , An are mutually independent, then

P(A1 ∩ A2 ∩ . . . ∩ An ) = P(A1 ) × P(A2 ) × . . . × P(An )

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Conditional probability
Probability basics
Independence
Conditional Probability and Independence
The Bayes rule

A town has 3 fire engines operating independently. The


probability that a specific engine is available when needed is
0.95. Find the probability that a fire engine is available when
needed

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

Total probability formula

Let A1 , A2 , . . . , An be a partition of a sample space S, with


P(Ai ) > 0 for i = 1, 2, . . . , n. Then for any event B,
n
X
P(B) = P(Ai )P(B|Ai )
i=1

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

Bayes rule
Let A1 , A2 , . . . , An be a partition of a sample space S, with
P(Ai ) > 0 for i = 1, 2, . . . , n, and let B be any event with
P(B) > 0. Then for any j = 1, 2, . . . , n
P(B|Aj )P(Aj )
P(Aj |B) = n
X
P(Ai )P(B|Ai )
i=1

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

In a lot of 10 processors of type A, 2 are defective, and in a lot


of 10 processors of B, only one is defective. 30% of lots are of
type A and 70% are of type B. A lot is chosen at random then
3 processors are selected at random and without replacement
form this lot
a) Find the probability that exactly one processor is defective
among the 3

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

Let A ={the processors selected are of type A}, B ={the


processors selected are of type B}, and Let P ={exactly one
processor is defective among the 3}

Dr. Mohamed Kobeissi Introduction to Probability


Sample Space and Events
Counting
Probability basics
Conditional Probability and Independence
The Bayes rule

b) Given that one processor is defective among the 3, what


is the probability that its the only defective in the lot ?

Dr. Mohamed Kobeissi Introduction to Probability

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