02 ES Probability Theory
02 ES Probability Theory
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 AB, AB.
(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 AB = . Consequently, for two
mutually exclusive events A and B
P(AB) = P() = 0
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (3)
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (4)
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(ABC) = P(A) + P(B) + P(C)
For three events that are not mutually exclusive,
P(ABC) = 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 MTV
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)
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)},
AB = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AC = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
AD =
3 18
So, P(A) = , P(B) = ,
36 36
21 6
P(C) = , P(D) =
36 36
6 6
P(AB) = , P(AC) = ,
36 36
P(AD) = 0
Hence using the definition of conditional probability, we get
P(AB) 3 36 1
P(A/B) = = =
P(B) 36 18 3
P(AC) 3 36 2
P(A/C) = = =
P(C) 36 21 7
P(AD) 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)
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(AB) = 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(H1H2) + P(H1H2)
_ _
= 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)
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)
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
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(AB) 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(AB) = P(2) + P(4) = 2/6 = 1/3
Now assume that B has occurred, the conditional probability of A given B is
(AB) 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:
(AB) 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)
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (17)
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (18)
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(WA1) + P(WA2) + P(WA3)
5 15 15
Now P(WA1) = =
10 26 52
4 5 4
P(WA2) = =
10 26 52
3 1 3
P(WA3) = =
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
Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
02 : Probability Theory (20)
12 4 4
P(BC) = P(B) P(C/B) = =
52 12 52
13 1 1
P(AC) = P(A) P(C/A) = =
52 13 52
P(ABC) = P(A) P(B/A) P(C/AB)
13 3 1 1
= =
52 13 3 52
Hence we get
13 12 4 3 4 1 1 22
P(ABC) = + + - - - + = = 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,
(AR)
P(A/R) =
P(R)
But P(AR) = 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(DE), P(E/D). Check P(D/E) = P(D) and P(E/D) = P(E). Also check P(DE)
For mutually exclusive, check P(DE) = 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