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Chapter 1 - Part 4 PDF

The document defines the law of total probability and Bayes' rule. It provides examples to illustrate how to calculate probabilities of events using the law of total probability and Bayes' rule. These include examples involving bags of marbles, insurance customers, and coin toss experiments. The document also discusses independence of events and provides examples to determine if events are independent. It defines what it means for events to be independent and conditions for three events to be mutually independent. Sample problems from the textbook are listed at the end.

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121 views27 pages

Chapter 1 - Part 4 PDF

The document defines the law of total probability and Bayes' rule. It provides examples to illustrate how to calculate probabilities of events using the law of total probability and Bayes' rule. These include examples involving bags of marbles, insurance customers, and coin toss experiments. The document also discusses independence of events and provides examples to determine if events are independent. It defines what it means for events to be independent and conditions for three events to be mutually independent. Sample problems from the textbook are listed at the end.

Uploaded by

أحمد الرقب
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
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1.

5 Law of Total Probability


Introduction

49
1.5 Law of Total Probability
Definition
Let be a partition of the sample space with
For any event we have

50
1.5 Law of Total Probability
Example 1.5.1
Three bags that each contain 100 marbles:
• Bag 1 has 75 red and 25 blue marbles;
• Bag 2 has 60 red and 40 blue marbles;
• Bag 3 has 45 red and 55 blue marbles.
One choose one of the bags at random and then pick a marble from the chosen
bag, also at random. What is the probability that the chosen marble is red?
the event of selecting a red marble
the event that Bag is selected

51
1.5 Law of Total Probability
Example 1.5.2

52
1.5 Law of Total Probability
Example 1.5.2

53
1.5 Law of Total Probability
Bayes' Rule

For any two events and , where , we have

54
1.5 Law of Total Probability
Example 1.5.3

55
1.5 Law of Total Probability
Example 1.5.3

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1.5 Law of Total Probability
Example 1.5.4
An insurance company has the following information about its customers:
• All customers insure at least one car.
• 64% of the customers insure more than one car.
• 20% of the customers insure a sports car.
• Of those customers who insure more than one car, 15% insure a sports car.
1. Given a customer insures a sports car, what is the probability that he insures
more than one car?
2. What is the probability that a randomly selected customer insures exactly one
car, and that car is not a sports car?
57
1.5 Law of Total Probability
Example 1.5.4
• 64% of the customers insure more than one car.
• 20% of the customers insure a sports car.
• Of those customers who insure more than one car, 15% insure a sports car.

1. Given a customer insures a sports car, what is the probability that he insures
more than one car?

58
1.5 Law of Total Probability
Example 1.5.4
• 64% of the customers insure more than one car.
• 20% of the customers insure a sports car.
• Of those customers who insure more than one car, 15% insure a sports car.

2. What is the probability that a randomly selected customer insures exactly one car,
and that car is not a sports car?

59
1.6 Independence
Introduction
I toss a fair coin . Let be the event that it rains tomorrow.

Two events and are independent.

60
1.6 Independence
Definition
Two events and are independent if the fact that A occurs does not affect
the probability of B occurring. This means

equivalently

61
1.6 Independence
Example 1.6.1

62
1.6 Independence
Definition
Warning!
Disjoint (mutually exclusive) Independent
Disjoint:
Independent:

Suppose and are disjoint:


If

If disjoint Not independent.

63
1.6 Independence
Remark:

1)

2) If are independent, then

a) are independent. Prove (A)

b) are independent.

c) are independent.

64
1.6 Independence
Remark:

3)

Bonus Question (to be delivered until 07.10.2020 10:00 AM): Prove 3

65
1.6 Independence
Example 1.6.2
I toss a coin repeatedly until I observe a tails. Let X be the total number of coin
tosses. Find:
a) P(X=3)
b) P(X<5)

a)

b) Or Or Or

66
1.6 Independence
Three Independent Events
Three events and are independent if all of the following conditions
hold

67
1.6 Independence
Example 1.6.2

68
1.6 Independence
Example 1.6.2

We can easily prove that:

69
1.6 Independence
Example 1.6.2

70
1.6 Independence
Example 1.6.2

71
1.6 Independence
Example 1.6.2

72
1.6 Independence
Example 1.6.2

73
1.6 Independence
Example 1.6.2

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Chapter 1: Selected Problems
Textbook:
Roy D. Yates and David J. Goodman, Probability and Stochastic Processes: A Friendly
Introduction For Electrical and Computer Engineers, third edition, Wiley, 2014.

1.2.1, 1.2.2, 1.3.1, 1.3.4, 1.3.5, 1.4.1, 1.4.2, 1.4.3, 1.5.2, 1.6.1, 1.6.5, 1.6.6, 1.6.7, 1.6.8, 1.6.9

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