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02 ES Probability Theory

The document discusses key concepts in probability theory, including: 1) Probability is defined as the chance of an event occurring and is expressed as a fraction or decimal between 0 and 1. A random experiment produces different outcomes under similar conditions. 2) A sample space contains all possible outcomes of an experiment. Events are subsets of outcomes. The probability of an event is the number of favorable outcomes divided by the total number of outcomes. 3) Compound events involve unions and intersections of other events. The addition law states that for mutually exclusive events, the probability of their union is the sum of their individual probabilities.
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0% found this document useful (0 votes)
60 views22 pages

02 ES Probability Theory

The document discusses key concepts in probability theory, including: 1) Probability is defined as the chance of an event occurring and is expressed as a fraction or decimal between 0 and 1. A random experiment produces different outcomes under similar conditions. 2) A sample space contains all possible outcomes of an experiment. Events are subsets of outcomes. The probability of an event is the number of favorable outcomes divided by the total number of outcomes. 3) Compound events involve unions and intersections of other events. The addition law states that for mutually exclusive events, the probability of their union is the sum of their individual probabilities.
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02 : Probability Theory (1)

02. Probability Theory


Humans not only bet money when they gamble, but also bet their lives by engaging in
unhealthy activities such as smoking, drinking, using drugs, and exceeding the speed limit when
driving. Many people don’t care about the risks involved in these activities since they do not
understand the concepts of probability. On the other hand, people may fear activities that involve
little risk to health or life because these activities have been sensationalized by the press and
media. The most underestimated categories include deaths from diseases such as diabetes,
strokes, tuberculosis, asthma, and stomach cancer (although cancer in general is overestimated).
Statistics Today
The question then is, Would you feel safer if you flew across the United States on a
commercial airline or if you drove? How much greater is the risk of one way to travel over the
other?
In his book Probabilities in Everyday Life, John D. McGervey states that the chance of
being killed on any given commercial airline flight is almost 1 in 1 million and that the chance of
being killed during a transcontinental auto trip is about 1 in 8000. The corresponding
probabilities are 1/1,000,000 = 0.000001 as compared to 1/8000 = 0.000125. Since the second
number is 125 times greater than the first number, you have a much higher risk driving than
flying across the United States.
Probability as a general concept can be defined as the chance of an event occurring. In
any situation in which one of a number of possible outcomes may occur, the theory of
probability provides methods for quantifying the chances or likelihoods associated with the
various outcomes.
Basic Terminology in Probability
In general, probability is the chance something will happen. Probabilities are expressed as
fractions ( 1/6, ½ , 8/9 ) or as decimals (0.167, 0.500, 0.889) between zero and one. Assigning a
probability zero means that something can never happen; a probability 1 indicates that something
will always happen.
(1) A Random experiment
An experiment which produces different results even though it is repeated a large number
of times under essentially similar conditions is called a random experiment
(2) Sample Space
The set S of all possible outcomes of a random experiment is called a Sample space. An
element in S, is called a sample point.
(i) inspecting a light bulb, S = {defective, non-defective}
(ii) Rolling a die, S = {1,2,3,4,5,6}
(iii) Measuring a tensile strength of wire, S : 50%, to 90%, say
(iv) Counting daily traffic accidents in a city. S : the integers in some intervals.
(v) Asking for opinion about a new car model. S = {Like, Dislike, Undecided}

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (2)

(3) An Event
An event A is a collection of simple events. or, in other words, a subset of the Sample
space S. The empty set  is called the impossible event, and S, the sample space is called the
certain or sure event.
(4) A Simple Event
A simple event is the most basic outcome of a random experiment.
(5) The Probability of an Event
The probability of event A is defined as
n(A) no. of favourable cases to A
P(A) = =
n(S) Total possible cases
This is a classical approach.
We observe that
(i) 0 ≤ P(A) ≤ 1
(ii) P() = 0
(iii) P(S) = 1
These are called the Axioms of probability.
Examples (1)
A candy dish contains one yellow and two red candies. You close your eyes, choose two
candies one at a time from the dish, and record their colours. What is the probability that both
candies are red?
solution
We are available one yellow and two red candies.
Two of them can be selected in the following number of
ways.
S = { RR, RY, YR }
This is the sample space.
1
So the probability that both are red =
3
(6) Compound Events (Union and Intersections)
An event can often be viewed as a composition of two or more other events. Such events
are called Compound Events. For example AB, AB.
(i) The union A  B of A and B consists of all points in A or B or both.
(ii) The intersection A  B of A and B consists of all points in both A and B.
(7) Addition Law for Mutually Exclusive Events
We know that two events are mutually exclusive when AB = . Consequently, for two
mutually exclusive events A and B
P(AB) = P() = 0

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (3)

Thus, when events A and B are mutually exclusive, then


P(AB) = P(A) + P(B)
Generalization let the events a, B and C are mutually exclusive, then
P(ABC) = P(A) + P(B) + P(C)
Examples (2)
Determine the probability of drawing either a three of clubs or a six of diamonds from an
ordinary deck of 52 playing cards? ( Chapter 2“Probability and Statistics” by Schaum’s Outline Series)
Solution
P(a three of clubs or a six of diamonds) = P(a three of clubs) + P(a six of diamonds)
Let Event A : a three of clubs and Event B : a six of diamonds, so we are required
P(AB) = P(A) + P(B)
1 1 1
= + =
52 52 26
Examples (3)
An automobile manufacturer is concerned about a possible recall of its best-selling four-
door sedan. If there were a recall, there is 0.25 probability that a defect is in the brake system,
0.18 in the transmission, 0.17 in the fuel system, and 0.40 in some other area. What is the
probability that the defect is the brakes or the fueling system if the probability of defects in both
systems simultaneously is 0.15?
Solution
Let A be the event that a defect is in the brakes,
B be the event that defect is in the transmission
and C be the event that defect is in fuel system.
P(ABC) = P(A)+P(B)+P(C)
= 0.25 + 0.17 + 0.15
= 0.57
(8) Additive Law for not Mutually Exclusive Events
The probability of the union of events A and B is the sum of the probabilities of events A
and B minus the probability of the intersection of events A and B, i.e.
P(AB) = P(A) + P(B)  P(AB)
Examples (4)
(i) Find the probability that on a single draw from a pack of playing cards we draw a
spade or a face card or both.
(ii) A fair dice is rolled once. You win Rs.5/- if the outcome is either even or divisible
by 3. What is the probability of winning the game?
(iii) A customer enters a food store. The probability that the customer buys (a) bread is
0.60 (b) milk is 0.50 and (c) both bread and milk is 0.30. What is the probability
that the customer would by either bread or milk or both?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (4)

(9) Complementary Events



The complementary of an event A is the event A that occurs when A does not occur., i.e.
the event consisting of all simple events that are not in event A. We will denote the complement

of A by Ac or A.
(10) Complementary Relationships
The sum of the probabilities of complementary events equals 1. That is

P(A)+P(A) = 1
Examples (5)
In Example (1), What is the probability that there are no defects in either the brakes or the
fueling system?
Solution
(a) P[(AC)c ] = 1 − P(AC)
= 1 − {0.25 + 0.15}
= 1 − 0.40 = 0.60
Examples (6)
If the probability that a person lives in an industrialized country f the world is , find the
probability that a person does not live in an industrialized country.
Solution
P(not living in an industrialized country) = 1 − P(living in an industrialized country)
1 4
=1− =
5 5
Examples (7)
A fair coin is tossed ten times and the up face is recorded after each toss. What is the
probability of event A: {observe at least one head}
Solution
Since we know the probability of the complement of A, we use
the relationship for the complementary events:

P(A) = 1 – P(A)
1
=1-
1024
1023
=
1024
= .999
That is, we are virtually certain of observing at least one head in
10 tosses of the coin.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (5)

Examples (8)
There are three alternative roots A, B or C each with some probability of being blocked.
What is the probability I can get to work?
The probability of me not being able to get work is the probability of all three being
blocked. So the probability of me being able to get to work is
P(A clear or B clear or C clear) = 1 – P(A blocked and B blocked and C
blocked)
e.g. if P(A blocked) == 1/10, P(B blocked) = 3/5, P(C
blocked) = 5/9
then
P(can get to work) = P(A clear or B clear or C clear)
= 1 – P(A blocked and B blocked and C blocked
1 3 5 1 29
=1-   =1- =
10 5 9 30 30
(11) Properties of Events
If A and B are two events then they may be
(i) Equally Likely
(ii) Exhaustive
(iii) Mutually Exclusive
(i) Equally Likely Events
Two events A and B are said to be equally likely, when one event is as likely to occur as
the other. In other words, each event should occur in equal number in repeated trials. For
example when a fair coin is tossed, the head is as likely to appear as the tail.
(ii) Exhaustive Events
Events are said to be collectively exhaustive, when the union of mutually exclusive
events is the entire sample space S. A group of mutually exclusive and exhaustive events is
called a partition of the sample space. For instance, event A and Ac form a partition as they are
mutually exclusive and their union is the entire sample space.
(iii) Mutually Exclusive Events
Two events A and B of a single experiment are said to be mutually exclusive or disjoint if
and only if they cannot both occur at the same time.
(12) Unions and Intersections of 3 Events
The probability rules can be extended to three or more events. For three mutually
exclusive events A, B, and C, the probability that A occurs or B occurs or C occurs is the
probability P(A  B  C) defined as:
P(ABC) = P(A) + P(B) + P(C)
For three events that are not mutually exclusive,
P(ABC) = P(A) + P(B) + P(C) − P(A  B) − P(A  C) − P(B  C) + P(A  B  C)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (6)

Examples (9)
Suppose that a family is leaving on a summer vacation in their camper and that M is the
event that they will experience mechanical problems, T is the event that they will receive a ticket;
for committing a traffic violation, and V is the event: that they will ar-rive at a campsite
with no vacancies. Referring to the Venn diagram of Figure, we can state in words the events
represented by the following regions:
(a) region 5:
(b) region 3;
(c) regions 1 and 2 together:
(d) regions 4 and 7 together;
(e) regions 3, (7. and 6 together.
(f) Find the probability of MTV
Problem 2.19 Page 40 Book:- “Probability and Statistics for
Engineers” by Walpole
Examples (10)
A survey has been taken on methods of
computer travel. Each respondent was asked to check BUS, TRAIN or AUTOMOBILE as a
major method of traveling to work. More than one answer was permitted. The results reported
were as follows: TRAIN 30 people, TRAIN 35 people, AUTOMOBILE 100 people, BUS and
TRAIN 15 people, BUS and AUTOMOBILE 15 people, TRAIN and AUTOMOBILE 20 people
and all three methods 5 people. How many people completed a survey form.
Examples (11)
A survey of 500 television watchers produced the following information: 285 watch
football games, 195 watch hockey games, 115 watch basketball games, 45 watch football and
basketball games, 70 watch football and hockey games, 50 watch hockey and basketball games,
and 50 do not watch any of the three kinds of the games.
a) How many people in the survey watch all three kinds of games?
b) How many people watch exactly one of the games?
Source:- Chapter 1, Sec. 1.2 Book: “Discrete Mathematical Structures” by Bernard Kolman, Prentice Hall.
Examples (12)
Give a collectively exhaustive list of the possible outcomes of tossing two dice. Also give
the probability for each of the totals 1, 2, 5, 6, 7, 10 and 11 in the rolling of two dice:.
Solution
An exhaustive list of all possible outcomes of tossing two dice:
S = { (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) }
P(1) = 0/36 = 0, P(2) = 1/36, P(5) = 4/36, P(6) = 5/36, P(7) = 6/36, P(10) = 3/36, P(11) = 2/36

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (7)

(13) Conditional Probability


Now if we say that the event B had already taken place and we consider the probability of
A
A. We denote it as P( ) , called the conditional probability of A and is given by
B
A P(AB)
P( ) =
B P(B)
i.e. the conditional probability of A given that the event B has occurred first.
OR the conditional probability of A whenever the event B occurs first
Examples (13)
In rolling of two fair dice, let A be the event that the sum of the dots is divisible by 4 and
B be the event that the sum of the dots is even. Find the probability of A given that B occurs first
Solution
Required probability of A is the conditional probability under the condition of B
A P(AB)
i.e. P( ) =
B P(B)
9
36 9 1
= = =
18 18 2
36
Examples (14)
The concept of conditional probability has countless applications in both industrial and
biomedical applications. Consider an industrial process in the textile industry in which strips of a
particular type of cloth are being produced. These strips can be defective in two ways, length and
nature of texture. For the case of the latter, the process of identification is very complicated. It is
known from historical information on the process that 10% of strips fail the length test, 5% fail
the texture test, and only 0.8% fail both tests. If a strip is selected randomly from the process and
a quick measurement identifies it as failing the length test, what is the probability that it is
texture defective?
Example 2.34 Page 60 Book:- “Probability and Statistics for Engineers” by Walpole
Solution
Consider the events: L : length defective, and T : texture defective
Thus, given that the strip is length defective:, the probability that this strip is texture
defective is given by
P(TL) 0.008
P(T / L) = = = 0.08
P(L) 0.1
Thus, the knowledge given by the conditional probability provides considerably more
information than merely knowing P{T).
Examples (15)
A man tosses two fair dice. What is the conditional probability that the sum of two dice will be 7,
given that,(i) the sum is odd,(ii) the sum is greater than 6,(iii) the two dice had the same out come?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (8)

Solution
The sample space S for this experiment consists of the following 36 equally likely out
comes;
S = { (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) }
Let A = {the sum is 7},
B = {the sum is odd}
C = {the sum is greater than 6}, and
D = {the two dice had the same outcomes}.
Then
A = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
B = {(1,2), (1,4), (1,6), (2,1), (2,3), (2,5),
(3,2), (3,4), (3,6), (4,1), (4,3), (4,5),
(5,2), (5,4), (5,6), (6,1), (6,3), (6,5)},
C = {(1,6), (2,5), (2,6), (3,4), (3,5), (3,6), (4,3),
(4,4), (4,5), (4,6), (5,2), (5,3), (5,4), (5,5),
(5,6), (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)},
D = {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)},
AB = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AC = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AD = 
3 18
So, P(A) = , P(B) = ,
36 36
21 6
P(C) = , P(D) =
36 36
6 6
P(AB) = , P(AC) = ,
36 36
P(AD) = 0
Hence using the definition of conditional probability, we get
P(AB) 3 36 1
P(A/B) = =  =
P(B) 36 18 3
P(AC) 3 36 2
P(A/C) = =  =
P(C) 36 21 7
P(AD) 36
P(A/D) = =0 =0
P(D) 3

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (9)

(14) Multiplication Law for Probability (General Rule)


If A and be any two events defined in a sample space S, then
P(AB) = P(A) P(B/A), provided P(A)  0
= P(B) P(A/B), provided P(B)  0
The conditional probability of B given A has occurred is
P(AB)
P(B/A) = , provided P(A)  0
P(A)
by multiplying both sides with P(A), we get
P(AB) = P(A) P(B/A)
This is called the general rule of multiplication for probabilities.
Examples (16)
If we randomly pick two television sets in succession without replacement from a
shipment of 240 television sets of which 15 are defective, what is the probability that they will be
both defective?
Solution
Let A denote the event that the first television picked was defective. Let B denote the
event that the second television picked was defective. Then A∩B will denote the event that both
televisions picked were defective. Using the conditional probability, we can calculate
P(AB) = P(A) P(B/A)
15 14
= 
240 239
7
=
1912
Examples (17)
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.
Reference :- Example 4.29 Book: “Elementary Statistics” by Bluman
Solution
P(H and A) = P(H  A) = P(H)  P(A/H) = (0.53)  (0.27) = 0.1431
Examples (18)
A box contains 15 items, 4 of which are defective and 11 are good. Two items are
selected. What is the probability that the first is good and second is defective?
Solution
Let A denotes the event that the first item selected is good and B, the event that the
second item is defective. Then we need to calculate the probability P(AB) = P(A).P(B/A)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (10)

11
Now P(A) =
15
Given the event A has occurred, there remains 14 items of which 4 are defective.
Therefore the probability of selecting the defective after a good has been selected,
4
i.e. P(A/B) =
14
11 4 44
Hence P(AB) = P(A).P(B/A) =  = = 0.16
15 14 210
Examples (19)
Two cards are dealt from a pack of ordinary playing cards. Find the probability that the
second card dealt is a heart?
Solution
Let H1 represents the event that the first card dealt is a heart, and H2, the event that the
second card dealt is a heart. Then
P(the second card is a heart) = P(the first card is a heart and the second card is a heart)
+ P(the first card is not a heart and the second card is a heart)
_
i.e. P(H2) = P(H1H2) + P(H1H2)
_ _
= P(H1) P(H2/H1) + P(H1) P(H2/H1)
13 12 39 13 1 13 17 1
=  +  = + = =
52 51 52 51 17 68 68 4
Exercise
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?
Exercise 24.3 (Kreyszig 10th)
(1) In rolling 3 fair dice, what is the probability of obtaining a sum not greater than 16?
Sol. There are 216 total possible cases when 3 dice are rolled. Let X denotes the sum; then
Corresponding triplet are:
For X = 3 (1,1,1), therefore P[X=3] = 1/216
For X = 4 (1,1,2), (1,2,1), (2,1,1,), Therefore P[X=4] = 3/216
For X = 5 (1,2,2), (2,1,2), (2,2,1), (1,1,3), (1,3,1), (3,1,1,) , therefore P[X = 5] = 6/216
and For X = 6
(2,2,2),(1,2,3),(1,3,2),(2,1,3),(2,3,1),(3,1,2),(3,2,1),(1,1,4),(1,4,1),(4,1,1)
therefore P[X = 6] = 10/216
Hence total required probability = 1/216 + 3/216 + 6/216 + 10/216
= 20/216 = 5/54
(2) What is the probability of obtaining at least one head in tossing six fair coins?
Sol. total possible cases = 26 = 64
Event A that at least one head is obtained

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (11)

So Ac is the event of obtaining no head


As P(A) + P(Ac) = 1
 P(A) = 1 – P(Ac)
Now Ac = {TTTTTT} that all six outcomes are tails
Therefore P(Ac) = 1/64
Hence P(A) = 1 – 1/64
= 63/64
(3) In rolling two fair dice. What is the probability of obtaining a sum greater than 10 or a
sum divisible by 6?
Sol. Two fair dice are rolled, n(S) = 36
Event A that sum is greater than 10 and event B is that sum divisible by 6
n(A) = 3, n(B) = 6 and n(AB) = 1
so P(AB) = P(A) + P(B) – P(AB)
= 3/36 + 6/36 – 1/36
= 8/36
= 2/9
(4) If a box contains 10 left handed screws and 20 right handed screws, what is the
probability of obtaining at least one right handed screw in drawing 2 screws (i) with
replacement (ii) without replacement.
(5) Three screws are drawn at random from a lot of 100 screws. 10 of which are defective.
Find the probability of the event that all 3 screws drawn are non defective, assuming that
we draw (a) with replacement (b) without replacement.
Sol. Defective = 10, good = 90 and total = 100
Experiment : 3 are drawn
(i) with replacement
required probability = 90/100 × 90/100 × 90/100
= (0.9)3
= 72.9%
(ii) without replacement
required probability = 90/100 × 89/99 × 88/98 = 72.65%
(6) Three boxes contain five chips each, numbered from 1 to 5
and one chip is drawn from each box. Find the probability of
the event E that the sum of the numbers on the drawn chips is
greater than 4.
Sol. Box I = {1,2,3,4,5}, Box II = {1,2,3,4,5} and
Box III = {1,2,3,4,5}
one number is drawn from each box, so total possible drawl
= (5)3 = 125
event E that the sum of the numbers is greater than 4
so Ec = {(1,1,1), (1,1,2), (1,2,1), (2,1,1)}
therefore P(Ec) = 4/125
 P(E) = 1 – 4/125 = 121/125
(7) A batch of 100 iron rods consists of 25 oversized rods, 25 undersized rods, and 50 rods of
the desired length. If two rods are drawn at random without replacement, what is the

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (12)

probability of obtaining (a) two rods of the desired length (b) one of the desired length (c)
none of the desired length (d) two undersized rods.
Sol. oversized = 25, undersized = 25, desired length = 50, total = 100
Experiment : two are drawn without replacement
50 49
(a) P(2 are of desired length) =  = 0.2474
100 99
This is the case of without replacement
50 50
(b) P(1 is of desired length) = 2  = 0.505
100 99
Actually these are the two either or cases (i) 1 st of desired length and 2nd is not of
desired
length (ii) 1st is not of desired length and 2nd of desired length
50 49
(c) P(no of desired length) = 1 -  = 1 - 0.2474 = 0.7526
100 99
50 49
(d) P(2 are undersized) = 100  99 = 0.2474
(8) A batch of 100 iron rods consists of 50 oversized rods, 50 undersized rods, and 100 rods
of the desired length. If two rods are drawn at random without replacement, what is the
probability of obtaining (a) two rods of the desired length (b) exactly one of the desired
length (c) none of the desired length.
(7) If a certain kind of tire has a life exceeding 40,000 miles with probability 0.90. What is
the probability that a set of these tires on a car will last longer than 40,000 miles?
Sol. p = 0.95, i.e. the probability of a tire having life exceeding 25000 miles
P(a set of 4) = (0.90)( 0.90)( 0.90)( 0.90) = (0.90)4
(8) If a certain kind of tire has a life exceeding 25000 miles with probability 0.95. What is
the probability that at least one of the tires will not last for 25000 miles?
Sol. Probability that a tire has life exceeding 25000 miles = 0.95
Let A be the event that
P(no tire has a life exceeding 25000 miles) = (0.05)4
therefore P(at least one) = 1  (0.05)4
(11) If we inspect sheets of paper by drawing 3 sheets without replacement from every lot of
100 sheets, what is the probability of getting 3 clean sheets although 8% of the sheets
contain impurities?
Sol. p = 0.92, the probability of a sheet to contain purity
P(3 clean sheets) = (0.92)3

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (13)

(15) Permutation and Combinations


Permutation and Combinations are used in finding P(A) by symbolically counting the
favourable cases and total possible cases for the event A.
Def. Permutations
Permutations of given things (elements or objects) in an arrangement of these things in a
row in some order.
Definition (1)
The number of permutations of n different thing taken all at a time is
n! = 1 . 2 . 3 . … . n (read n factorial)
Definition (2)
If n given things are divided into c classes of alike things differing from class to class,
then the number of permutations of those things taken all at a time is
n!
(n1 + n2 + … + nc = n)
n1! n2! … nc!
where nj is the number of things in the jth class
Examples (20)
for three letters a, b, c, there are 3! = 6 permutations: abc, acb, bac, bca, cab, cba
If a box contains 6 red and 4 blue balls, then the number of permutations of these balls
taken all at a time is
10!
= 210
6!  4!
Definition (3)
The number of different permutations of n different things taken k at a time without
repetitions is
n!
n (n - 1) (n - 2) … (n – k + 1) =
(n - k)!
and with repetition is
nk
Examples (21)
Suppose we arrange 3 letters using a, b, b, c, d, e, then different permutations without
repetition are:
5!
= 60
(5-3)!
and with repetitions are:
53 = 125

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (14)

Exercise
A president and a treasurer are to be chosen from a student club consisting of 50 people.
How many different choices of officers are possible if
(a) there are no restrictions;
(b) A will serve only if he is president;
(c) B and C will serve together or not at all:
(d) D and E will not serve together?
Example 2.18 page 44 Walpole

Combinations
The number of different combinations of n different things taken, k at a time, without
repetition, is
 n n! n(n-1)…(n − k+1)
 = =
 k k! (n - k)! 1.2.…k
 n + k − 1
and the number of those combinations with repetition is  
 k 
Examples (22)
Combinations of letters {a, b, c, d, e} taken 2 at a time
Without repetition: 5! / 3! 2! = 10 and
With repetition: 6! / 4! 2! = 15
Exercise
In a fuel economy study, each of 3 race cars is tested using 5 different brands of gasoline
at 7 test sites located in different regions of the country. If 2 drivers are used in the study, and
test runs are made once under each distinct set of conditions, how many tests, runs are needed?
Problem 2.29 page 47 , “Probability and Statistics” by Walpole

(20) Independent Events


Events A and B are independent if the occurrence of B does not alter the probability that
A has occurred, i.e., events A and B are independent if
P(A/B) = P(A)
When events A and B are independent it will also be true that
P(B/A) = P(B)
Events that are not independent are said to be dependent.
Examples (23)
Consider an experiment of tossing a fair coin twice and recording the up face on each toss.
The following events are defined:
A: {first toss is a head}
B: {second toss is a head}
Does knowing that event A has occurred affect the probability that B will occur?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (15)

Solution
Intuitively the answer should be no, since what occurs on the first toss should in no way affect
what occurs on the second toss. The sample space for this experiment is:
S = {HH, TH, HT, TT} and A = { HH, HT}, B = { HH, TH}
Each of these simple events has a probability of ¼. Thus,
P(B) = P(HH) + P(TH) = ¼ + ¼ = ½
and P(A) = P(HH) + P(HT) = ¼ + ¼ = ½
Now, what is P(B/A)?
P(AB) P(HH) 1/4 1
P(B/A) = = = = P(B)
P(A) P(A) 1/2 2
We can now see that P(B) = ½. Knowing that the first resulted in a
head does not affect the probability that the second toss will be a head.
Hence the two events A and B are independent.
Examples (24)
Consider the experiment of tossing a fair die and define the following events
A = {observe an even number}
B = {observe a number less than or equal to 4}
Are events A and B are independent?
Solution
We first calculate
P(A)= P(2) + P(4) + P(6) = ½
P(B)= P(1) + P(2) + P(3) + P(4) = 4/6 = 2/3
P(AB) = P(2) + P(4) = 2/6 = 1/3
Now assume that B has occurred, the conditional probability of A given B is
(AB) 1/3
P(A/B) = = = ½ = P(A)
P(B) 2/3
Therefore the events A and B are independent.
Note that if we calculate the conditional probability of B given A, our conclusion is the same:
(AB) 1/3
P(B/A) = = = 2/3 = P(B)
P(A) 1/2
Exercise
Let A be the event that a family is known to have at most one boy and B be the event
that a family is known to have children of both sex.
(i) If a family has three children then show that A and B are independent
(ii) If a family has four children then show that A and B are dependent
Reference: “Theory of probability and Statistics” by Sher Muhammad Ch and Shehzad Ahmad.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (16)

(16) Multiplication Law Independent Events


Frequently the nature of an experiment suggests that two events A and B should be assumed
independent. This is the case, for example, if a manufacturer receives a circuit board from each of two
different suppliers, each board is tested on arrival, and A¼{first is defective} and B¼{second is
defective}. If P(A) = 0.1, it should also be the case that P(A|B)¼.1; knowing the condition of the second
board shouldn’t provide information about the condition of the first. So we compute P(A  B) when the
events are independent as
P(AB) = P(A)  P(B)
Examples (25)
It is known that 30% of a certain company’s washing machines require service while
under warranty, whereas only 10% of its dryers need such service. If someone purchases both a
washer and a dryer made by this company, what is the probability that both machines need
warranty service? What is the probability that neither machine needs service?
Solution
(i) P(A  B) = P(A)  P(B) = 0.30  0.10 = 0.03
(ii) P(Ac  Bc) = P(Ac)  P(Bc) = 0.70  0.90 = 0.63
Examples (26)
During winter, Mr. Fazal experiences difficulty in starting his two cars. The probability
that the first car starts is 0.80 and the probability that the second car starts is 0.40. There is a
probability of 0.30 that both the cars start.
(i) define the events involved and use probability notation to show the probability
information given above.
(ii) What is the probability that at least one car starts?
(iii) What is the probability that Mr. Fazal cannot start either of the two cars.
Solution
(i) We denote
Event A: that first car starts
Event B: that second car starts
Event AB: that both cars start
Event AB: that either of the two cars start, so
Event ABc: that A starts but B cannot start
Event Ac B: that B starts but A cannot start
Hence given information is
P(A) = 0.80  P(Ac) = 0.20
P(B) = 0.40  P(Bc) = 0.60
P(AB) = 0.30
(ii)
Ac Bc = (AB)c denote the event that no car starts
Therefore 1- P( (AB)c ) denotes that at least one car starts

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (17)

i.e. 1- P( (AB)c ) = 1 – P(Ac Bc)


= 1 – {P(Ac)  P(Bc) }
= 1 – (0.20  0.60)
= 1 – 0.12
= 0.88
alternatively we find the probability:
P(ABc) + P(Ac B) + P(AB) = 0.800.60 + 0.200.40 + 0.800.40 = 0.88
Examples (27)
_
Given P(A) = 0.60, P(B) = 0.40, P(AB) = 0.24, find P(A/B), P(AB), P(A/B), P(B/A),
_
P(B). What is the relation between A and B?
Solution
Given P(A) = 0.60, P(B) = 0.40, and P(AB) = 0.24. Then
P(AB) 0.24
P(A/B) = = = 0.60
P(B) 0.40
P(AB) = P(A) + P(B) – P(AB)
= 0.60 + 0.40 – 2024 = 0.76
_
_ P(AB) P(A) - P(AB) 0.60 - 0.24 0.36
P(A/B) = = = = 0.60
P(B) 1 - P(B) 1 - 0.4 0.60
P(BA) 0.24
P(B/A) = = = 0.40
P(A) 0.60
_
P(B) = 1 – P(B) = 1 – 0.40 = 0.60
The event A and B are independent as
P(A/B) = 0.60 = P(A)
P(B/A) = 0.40 = P(B)
and P(AB) = 0.24 = (0.60) (0.40) = P(A) P(B)
Examples (28)
Let A and B be two events associated with an experiment. Suppose that
P(A) = 0.5 and P(AB) = 0.6. Find P(B) if
(i) A and B mutually exclusive?
(ii) A and B independent?
(iii) P(A/B) = 0.4
Solution
when A and B are mutually exclusive, then
P(AB) = P(A) + P(B)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (18)

i.e. 0.60 = 0.50 + P(B)


 P(B) = 0.10
When A and B are independent, we have
P(AB) = P(A) + P(B) – P(AB)
= P(A) + P(B) – P(A) P(B)
= P(A) + P(B) [1 – P(A)]
or 0.60 = 0.50 + P(B) [1 – 0.50]
or 0.10 = 0.5 P(B)
or P(B) = 0.20
P(AB) P(A) + P(B) - P(AB)
(iii) P(A/B) = =
P(B) P(B)
0.50 + P(B) - 0.60
or 0.40 =
P(B)
or 0.40P(B) = P(B) – 0.10
or 0.10 = 0.60 P(B)
 P(B) = 1/6 = 0.17
Examples (29)
Indicate whether each of the following statements is true or false, indicate why.
(i) If P(A/B) = 0, then A and B are mutually exclusive.
(ii) If P(A/B) = 0, then A and B are independent.
(iii) If P(A/B) = P(B/A), then P(A) = P(B).
(iv) If A and B are independent, then P(A) = P(B).
Solution
(i) the statement is true.
(ii) The statement is false. If A and B are independent, then P(A/B) = P(A)
(iii) the statement is true.
(iv) The statement is false “Independent” does not mean that two events have equal
probabilities.
Examples (30)
An urn contains 10 white and 3 black balls. Another contains 3 white and 5 black balls.
Two balls are transferred from first urn and placed into second and then one ball is taken from
the latter. What is the probability that it is a white ball?
Solution
Let A be the event that two balls are drawn from the first urn and transferred into second
urn. Then A can occur in the following three mutually exclusive ways:
A1 = 2 white balls
A2 = 1 white ball and I blackball
A3 = 2 black balls

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (19)

10 9 15
Thus P(A1) =  =
13 12 26
10 3 5
P(A2) =  =
13 12 26
3 2 1
and P(A3) =  =
13 12 26
The second urn after having transferred 2 balls from the first urn, contains
(i) 5 white and 5 black balls (2 white balls transferred)
(ii) 4 white and 6 black balls (1 white and 1 black ball transferred)
(iii) 3 white and 7 black balls (2 black balls transferred)
Let W represent the event that a white ball is drawn from the second urn after
having transferred 2 balls from the first urn. Then
P(W) = P(WA1) + P(WA2) + P(WA3)
5 15 15
Now P(WA1) =  =
10 26 52
4 5 4
P(WA2) =  =
10 26 52
3 1 3
P(WA3) =  =
10 26 260
Hence the required probability is
15 4 3 98
P(W) = + + = = 0.3769
52 52 260 260
Examples (31)
A card is drawn from a deck of ordinary playing
cards. What is the probability that it is a diamond, a face
card or a king?
Solution
Let A = the card drawn is diamond
B = the card drawn is a face card
and C = the card drawn is a king.

Then we need

P(ABC) = P(A) + P(B) + P(C) – P(AB) – P(BC) – P(AC) + P(ABC)


13 12 4
Now P(A) = , P(B) = , P(C) =
52 52 52
13 3 3
P(AB) = P(A) P(B/A) =  =
52 13 52

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (20)

12 4 4
P(BC) = P(B) P(C/B) =  =
52 12 52
13 1 1
P(AC) = P(A) P(C/A) =  =
52 13 52
P(ABC) = P(A) P(B/A) P(C/AB)
13 3 1 1
=   =
52 13 3 52
Hence we get
13 12 4 3 4 1 1 22
P(ABC) = + + - - - + = = 0.423
52 52 52 52 52 52 52 52
Examples (32)
Three urns of the same appearance are given as follows:
Urn A contains 5 red and 7 white balls
Urn B contains 4 red and 3 white balls
Urn C contains 3 red and 4 white balls
An urn is selected at random and a ball is drawn from that urn.
(i) What is the probability that the ball drawn is red?
(ii) If the ball drawn is red, what is probability that it came from urn A?
Solution
Here we first select one of the three urns and then we draw a ball, which is either red (R)
or white (W). In other words, we perform a sequence of two experiments. This process is
described by the probability tree diagram (as shown on the right) , in which each branch of the
tree give the respective probability.
1 5 5
Now the probability of selecting urn A, for instance, and then a red ball (R) is  =
3 2 36
because the probability that any particular path of the tree occurs is, by the multiplication
law, the product of the probability of each branch of the path.
Now the probability of drawing a rd ball is given by the relation
P(R) = P(A) P(R/A) + P(B) P(R/B) + P(C) P(R/C)
As there are three mutually exclusive paths leading to the drawing of a red ball.
1 5 1 4 1 3
Hence P(R) =  +  + 
3 12 3 7 3 7
119
= = 0.4722
12
Here we need the probability that the urn A is selected, given that ball drawn is red, that
is, P(P/A). By definition,
(AR)
P(A/R) =
P(R)
But P(AR) = probability that earn A is selected and a red ball is drawn is

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (21)

1 5 5
=  =
3 12 36
5/36 35
Hence P(A/R) = =
119/252 119
= 0.294
Examples (33)
In a study involving a manufacturing process, the probability was 0.10 that a part tested
was defective and a probability that a part was produced on machine A was 0.30. Given that a
part was produced on machine A, there is 0.15 probability that it is defective.
(a) What is the probability that a part tested is both defective and produced by
machine A?
(b) If a part is found to be defective, what is the probability that it came from
machine A?
(c) Is finding a defective part independent of its being produced on machine A?
Explain.
(d) What is the probability of the part being either defective or produced by machine
A?
(e) Are the events “a defective part” and “produced by machine A” mutually
exclusive events? Explain.
Ref.: “Statistics for Management” by R I Levin and D S Rubin
Hints:
Define the events; D: a part tested is defective, E: a part is produced by machine A
Given information: P(D) = 0.10, P(E) = 0.30, P(D/E) = 0.15
Find P(DE), P(E/D). Check P(D/E) = P(D) and P(E/D) = P(E). Also check P(DE)
For mutually exclusive, check P(DE) = 0
Example (1)
The probability that Mr. Khan will get an offer on the first job he applied for is 0.5 and
the probability that he will get an offer on the second job he applied for is 0.6. He thinks that the
probability that he will get an offer on both jobs is 0.15.
(i) Define the events involved and use probability notation to show the probability
information.
(ii) What is the probability that Mr Khan gets an offer on the second job given that he
receives an offer for the first job.
(iii) What is the probability that Mr Khan gets an offer on at least one of the jobs he
applied for.
(iv) What is the probability that Mr Khan gets an offer only of the job he applied for?
(v) Are the jobs offers independent? Explain.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (22)

Examples (34)
Suppose the manufacturer specifications of the length of a certain type of computer cable
are 2000 ± 10 millimeters. In this industry, it is known that small cable is just as likely to be
defective (not meeting specifications) as large cable. That is, the probability of randomly
producing a cable with length exceeding 2010 millimeters is equal to the probability of
producing a cable with length smaller than 1990 millimeters. The probability that the production
procedure meets specifications is known to be 0.99.
(a) What is the probability that a cable selected randomly is too large?
(b) What is the probability that a randomly selected cable is larger than 1990
millimeters?
Example 2.32 page 55 “Probability and Statistics” by Walpole

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore

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