M.

Sabat Math 246

Probability
Part A: probability of an event

1- The probability of an event A is the sum of the weights of all sample points in A:
P(S)=1; P(∅)=0; 0≤P(A)≤1.
2- If A1, A2, ….An is a sequence of mutually exclusive events, then:
P(A1∪ A2 ….∪An) = P(A1)+P (A2)+ …+P(An).
Example1: A coin is tossed twice. What is the probability that at least one head occurs, if the
coin is balanced.
Example 2: A die is loaded in such a way that an even number is twice as likely to occur as an
odd number. If E is the event that a number less than 4 occurs on a single toss of the die. Find
P(E).
Example 3: In Example 2, let A be the event that an even number turns up and let B be the
event, that, a number divisible by 3 occurs. Find P(A ∪ B) and P(A∩ B).

Theorem: If an experiment can result in any one of N equally likely outcomes, and if exactly n
of these outcomes correspond to an event A, then the probability of A is:
𝑛 𝑛𝑏 𝑜𝑓 𝑓𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
𝑃(𝐴) = 𝑁 = 𝑛𝑏 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 .

Example 4: A statistics class for engineers consists of 25 industrial, 10 mechanical, 10

electrical, and 8 civil engineering students. If a person is randomly selected by the instructor to
answer a question, find the probability that the student chosen is (a) an industrial engineering
major, (b) a civil engineering or an electrical engineering major.
Example 5: In a hand consisting of 5 cards, find the probability of holding 2 aces and 3 jacks.

Part B: Additive rules

1- P(A ∪ B)=P(A)+P(B)- P(A∩ B)

2- If A and B are mutually exclusive then: P(A ∪ B)=P(A)+P(B)

3- If A1, ….,An are mutually exclusive (Ai∩Aj=∅ for i≠j) then:
P(A1∪ A2….∪An) = P(A1)+P(A2)+…+P(An)
4- If A1, …An is a partition of the sample space S (Ai∩Aj=∅ for i≠j and ⋃𝑖 𝐴𝑖 = 𝑆) then
P(A1∪ A2….∪An) = P(A1)+P(A2)+…+P(An)=P(S) =1.
5- For three events A, B and C
P(A∪B∪C)= P(A) +P(B) +P(C) – P(A∩B)-P(A∩C)-P(B∩C)+ P(A∩B∩C).
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Example 6: John is going to graduate from an industrial engineering department in a university

by the end of the semester. After being interviewed at two companies he likes, he assesses that
his probability of getting an offer from company A is 0.8, and the probability that he gets an
offer from company B is 0.6. If on the other hand, he believes that the probability that he will get
offers from both companies is 0.5, what is the probability that he will get at least one offer from
these two companies?
Example 7: What is the probability of getting a total of 7 or 11 when a pair of fair dice is tossed?
Example 8: If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a person
purchasing a new automobile will choose the color green, white, red, or blue, what is the
probability that a given buyer will purchase a new automobile that comes in one of those colors?

6- If A and A’ are complementary events then, P(A) + P(A’)=1

Example 9: If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or

more cars on any given workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is
the probability that he will service at least 5 cars on his next day at work?

Example 10: 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?

Part C: Conditional probability

The probability of an event B occurring when it is known that some event A has occurred is
called a conditional probability and is denoted by P(B/A). “The probability that B occurs given
that A occurs”. Is this case, the sample space is reduced to A.
𝑃(𝐴∩𝐵)
P(B/A)= 𝑃(𝐴) ; P(A)>0.
A conditional probability can be calculated using the above formula in the initial sample space S
or also by recalculating the loads of points in the restricted sample space.

Example 11: A die is tossed. The probability of getting an even number is twice the probability
of odd number. Find the probability of getting a perfect square if the toss of the die results in a
number greater than 3.
Example 12: Suppose that our sample space S is the population of adults in a small town who
have completed the requirements for a college degree.

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We shall categorize them according to gender and employment status. The data are given in
Table 2.1. One of these individuals is to be selected at random for a tour throughout the country
to publicize the advantages of establishing new industries in the town. We shall be concerned
with the following events:
M: a man is chosen,
E: the one chosen is employed.
Find the probability of choosing a man given that he is an employed.
Example 13: The probability that a regularly scheduled flight departs on time is P(D) = 0.83;
the probability that it arrives on time is P(A) = 0.82; and the probability that it departs and
arrives on time is P(D ∩ A) = 0.78. Find the probability that a plane (a) arrives on time given
that it departed on time, and (b) departed on time given that it has arrived on time.
Example 14: 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?

Independent events:
Two events A and B are independent if and only if P(B/A) =P(B) or P(A/B) =P(A) provided the
existence of conditional probabilities. In such case, P(A ∩ B)=P(A).P(B). These three definitions
are equivalent.
Otherwise, A and B are dependent.

Example 15: Are the events failing the length test and failing the texture test of the example 14
independent?

Part D: Multiplicative rule

If in an experiment, the events A and B can both occur, then

P(A ∩ B)=P(B/A).P(A)=P(A/B).P(B)

Example 16: Suppose that we have a fuse box containing 20 fuses, of which 5 are defective. If
2 fuses are selected at random and removed from the box in succession without replacing the
first, what is the probability that both fuses are defective?
Example 17: One bag contains 4 white balls and 3 black balls, and a second bag contains 3
white balls and 5 black balls. One ball is drawn from the first bag and placed unseen in the
second bag. What is the probability that a ball now drawn from the second bag is black?
Example 18: A small town has one fire engine and one ambulance available for emergencies.
The probability that the fire engine is available when needed is 0.98, and the probability that the
ambulance is available when called is 0.92. In the event of an injury resulting from a burning
building, find the probability that both the ambulance and the fire engine will be available.
Suppose that the availabilities of the two engines are independent.

General case:

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If in an experiment, the events A1, A2, … Ak can occur, then:

P(A1∩ A2….∩Ak)=P(A1).P(A2/A1). P(A3/ A1∩ A2)….P(AK/ A1∩ A2…∩ Ak-1).

If the events are independent, then P(A1∩ A2….∩Ak) = P(A1).P(A2)….P(Ak)

Example 19: Three cards are drawn in succession, without replacement, from an ordinary deck
of playing cards. Find the probability that the event A1 ∩A2 ∩A3 occurs, where A1 is the event
that the first card is a red ace, A2 is the event that the second card is a 10 or a jack, and A3 is the
event that the third card is greater than 3 but less than 7.
Example 20: A coin is biased so that a head is twice as likely to occur as a tail. If the coin is
tossed 3 times, what is the probability of getting 2 tails and 1 head?

Part E: Baye’s Rule

Theorem of total probability or elimination rule:

If the events B1, B2,….Bk constitute a partition of the sample space S such that P(Bi)>0 for all
i=1,…,k, then for any event A of S,
𝑘 𝑘

𝑃(𝐴) = ∑ 𝑃(𝐵𝑖 ∩ 𝐴) = ∑ 𝑃(𝐵𝑖 ) . 𝑃(𝐴⁄𝐵𝑖 )

𝑖=1 𝑖=1
= 𝑃(𝐵1 ) ∗ 𝑃(𝐴⁄𝐵1 ) + 𝑃(𝐵2 ) ∗ 𝑃(𝐴⁄𝐵2 ) + ⋯ 𝑃(𝐵𝑘 ) ∗ 𝑃(𝐴⁄𝐵𝑘 )
Baye’s Rule:
Reversing the conditioning:
𝑃(𝐵𝑗 ∩ 𝐴) 𝑃(𝐵𝑗 ) ∗ 𝑃(𝐴⁄𝐵𝑗 )
𝑃(𝐵𝑗 ∕ 𝐴) = = 𝑘
𝑃(𝐴) ∑𝑖=1 𝑃(𝐵𝑖 ) . 𝑃(𝐴⁄𝐵𝑖 )

P(A/B1) A
B1
P(B1)
...
P(B2) P(A/B2)
B2 A
S

P(Bk)
.... A
P(A/Bk)
Bk A

Example 21: In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and
25%, respectively, of the products. It is known from past, experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
a) Now, suppose that a finished product is randomly selected. What is the probability that it is
defective?

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b) Suppose that a product was randomly selected and it is defective. What is the probability that,
this product was made by machine B1?
Example 22: A manufacturing firm employs three analytical plans for the design and
development of a particular product. For cost reasons, all three are used at varying times. In fact,
plans 1, 2, and 3 are used for 30%, 20%, and 50% of the products respectively. The "defect rate"
is different for the three procedures as follows:
P(D/P1)=0.01, P(D/P2) = 0.03. P (D/ P3) = 0.02, where P(D/Pj) is the probability of a defective
product , given plan j. If a random product was observed and found to be defective, which plan
was most likely used and thus responsible?

Remarks