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Prob Lecture 1

This document provides an overview of key concepts in probability theory, including: 1) Random experiments and events, sample spaces, equally likely and mutually exclusive events. 2) Definitions of probability, including the ratio formula and axioms of probability. 3) Concepts like conditional probability, independence of events, and addition rules for probability. 4) Examples are provided to illustrate concepts like sample spaces, calculating probabilities of events, and solving probability problems.
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100% found this document useful (1 vote)
334 views93 pages

Prob Lecture 1

This document provides an overview of key concepts in probability theory, including: 1) Random experiments and events, sample spaces, equally likely and mutually exclusive events. 2) Definitions of probability, including the ratio formula and axioms of probability. 3) Concepts like conditional probability, independence of events, and addition rules for probability. 4) Examples are provided to illustrate concepts like sample spaces, calculating probabilities of events, and solving probability problems.
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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Probability Theory

Random experiment and event

It is an experiment which can be repeated any number of times


under the same conditions, but does not give unique result. The
result will be any one of several possible outcomes, but for each
trial, the result will not be known in advance. A random
experiment is also called a trial and the outcomes are called events.

Examples

Rolling a die is a trial, getting 2 is an event.


Tossing a coin is atrial, getting head is an event.
Probability Theory

Sample space

The set of all possible outcomes of a random experiment is called


sample space and denoted by S.

Examples

Rolling a die is a trial, sample space S = {1, 2, 3, 4, 5, 6}


Tossing a coin is atrial, sample space S = {T , H}
Probability Theory

Exhaustive events
All possible outcomes of an experiment are called Exhaustive events

Favourable events
The number of cases favourable to an event in a trial is the
number of outcomes which entail the happening of the event.

Equally likely events

Two or more events are equally likely if each of them has equal
chance of happening.
Probability Theory

Mutually exclusive events or Mutually disjoint events

Two events are said to be Mutually exclusive events if the


occurrence of any one of them excludes the occurrence of the
other in a single experiment. (or)Two events A and B are said to
be mutually exclusive events if A ∩ B = φ.

Example

If a coin is tossed, the events head(H) and tail(T) are mutually


exclusive events.
Probability Theory

Independence events

Two or more are independence if the occurrence of one does not


affect the occurrence of the other.
Dependence events

Two events are said to be dependence if the occurrence or


non-occurrence of the event in a trial affects the occurrence of the
other event in other trial.
Probability Theory

Definition of probability

Let a random experiment be repeated n times and m of them are


favorable for event A. Then the probability of the event A is
defined as
m favorable number of cases
P (A) = = .
n Total number of cases
Probability Theory

Axioms of probability

Let S be the sample space and A be an event associated with a


random experiment. Then the probability of the event , denoted by
P(A), is defined as a real number satisfying the following axioms
0 ≤ P (A) ≤ 1
P (S) = 1
If A and B are mutually exclusive events then
P (A ∪ B) = P (A) + P (B)
If A1 , A2 ...An are mutually exclusive events then
P (A1 ∪ A2 ∪ ... ∪ An ) = P (A1 ) + P (A2 ) + ... + P (An ).
Probability Theory

Theorems

The probability of the impossible event is zero. i.e P (φ) = 0



If A is the complementary event of A then P A = 1 − P (A)
Addition theorem of probability: If A and B are any two
events then P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

Note:

P (either A or B) → P (A ∪ B)

P (neither A nor B) → P A ∩ B
P (both A and B) → P (A ∩ B)
P (at least one) → P (A ∪ B)
Probability Theory

Conditional probability

The conditional probability of an event B, assuming that the event


A has happened, is denoted by P (B/A) and defined as

P (A ∩ B)
P (B/A) = , P (A) 6= 0
P (A)
Probability Theory

Independent events

Two events A and B are said to be independent if


P (A ∩ B) = P (A) P (B)

Results:

If the events A and B are independent then the events A and


B are also independent
If the events A and B are independent then the events A and
B are also independent
If the events A and B are independent then the events A and
B are also independent
Problem No. 1

If P (A/B) = 0.2 & P (B) = 0.4 then find P (A ∩ B)

Solution:
The conditional probability is

P (A ∩ B)
P (A/B) =
P (B)

⇒ P (A ∩ B) = P (B) P (A/B) = 0.2 × 0.4 = 0.08.


Problem No. 2

If A and B are independent event with P(A) = 2/5 and P(B) =


3/5, find P (A ∪ B)

Solution:
The addition theorem is

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

⇒ P (A ∪ B) = P (A)+P (B)−P (A) P (B) ( A and B are indep)


2 3 2 3 6 19
⇒ P (A ∪ B) = + − × =1− = .
5 5 5 5 25 25
Problem No. 3

What are the possible outcomes in tossing three coins at a time ?

Solution:
The sample space is

S = {(TTT ) , (TTH) , (THT ) , (THH) , (HTT ) , (HTH) , (HHT ) , (HHH)


Problem No. 4

An experiment consists of throwing two six-sided dice and


observing the number of spots on the upper faces. Determine the
following probability that (i) the sum of the spot is 3
(ii) each die shows four or more spots
(iii) the sum of the spots is not 3
(iv) neither a one nor a six appear on each die
(v) a pair of sixes appear
(vi) the sum of spots is 7
Problem No. 4

Solution:
The sample space is

{(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)
S =
(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)}
Problem No. 4

n = 36
2 1
(i) P (sum is 3) = =
36 18
Since, the favorable cases are (1.2) and (2, 1)

9 1
(ii) P (each die shows 4 or more) = =
36 4
Since, the favorable cases are
(4, 4), (4, 5), (4, 6), (5, 4), (5, 5), (5, 6), (6, 4), (6, 5), (6, 6)

1 17
(iii) P (sum is not 3) = 1 − P (sum is 3) = 1 − =
18 18
Problem No. 4

16 4
(iv ) P (neither 1 nor 6) = =
36 9
Since, the favorable cases are
(2, 2), (2, 3), (2, 4), (2, 5), (3, 2), (3, 3), (3, 4), (3, 5)
(4, 2), (4, 3), (4, 4), (4, 5), (5, 2), (5, 3), (5, 4), (5, 5).

1
(v ) P (Pair of sixes) =
36
Since, the favorable cases are (6, 6)

6 1
(vi) P (sum is 7) = =
36 6
Since, the favorable cases are (1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)
Problem No. 5

A sari is drawn at random from a box having 6 red saris, 4 white


saris and 5 blue saris. Find the probability that it is
(i) red
(ii) not white.

Solution:
Total number of saris = 6 + 4 + 5 = 15
(i) Number of red saris = 6
P(Selecting Red sari) = 6/15
(ii) number of red and blue saris = 6 + 5 = 11
P (Not selecting white sari) = 11/15
Problem No. 6

A bag contains 4 red, 5 white and 6 black balls. What is the


probability that two balls drawn are red and black?.

Solution:
Total number of balls = 4 + 5 + 6 = 15 balls
Out of 15 balls, 2 balls can be drawn in C215 ways.
Therefore total number of exhaustive = C215
We know that
n!
Crn =
r ! (n − r )!
Number of ways of drawing 1 red ball from 4 red balls
4!
= C14 = =4
1! (3)!
Problem No. 6

Number of ways of drawing 1 black ball from 6 black balls =


6!
C16 = =6
1! (5)!

The probability of drawing 1 black and 1 red

C14 × C16 4×6 8


= = = .
C215 105 35
Problem No. 7
What is the chance that a leap year selected at random will have
53 Sundays?

Solution:
A leap year has 52 full weeks(which have 52 Sundays) and 2 extra
days. These 2 days could be
(i) Sunday and Monday
(ii) Monday and Tuesday
(iii) Tuesday and Wednesday
(iv) Wednesday and Thursday
(v) Thursday and Friday
(vi) Friday and Saturday
(vii) Saturday and Sunday
Out of these 7 possibilities, cases (i) and (vii) are favorable to
having the 53 rd Sunday.
The required probability = 2/7
Problem No. 8
In a team of communication engineers, 80% know probability
theory, 75% know information theory and 70% know both.
Calculate the % of engineers who know neither probability nor
information theory

Solution:
Let A be the event that he knows probability theory and B be the
event that he knows information theory.
Given

P (A) = 80% = 0.80, P (B) = 75% = 0.75, P (A ∩ B) = 70% = 0.70

We know that the addition theorem is

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

P (A ∪ B) = 0.80 + 0.75 − 0.70 = 0.85


Problem No. 8

Probability that who know neither probability nor information


theory. That is The required probability is

P A ∩ B = 1 − P (A ∪ B) = 0.15 (or ) 15%
Problem No. 9
The probability that a student passes in statistics examination is
2/3 and the probability that he will not pass in mathematics
examination is 5/9. The probability that he will pass in at least
one of the examination is 4/5. Find the probability that he will
pass in both the examination.

Solution:
Let A be the event of statistics exam and let B be the event of
maths exam.
Given
4 2  5
P (A ∪ B) = , P (A) = , P B =
5 3 9
We know that
 5 4
P (B) = 1 − P B = 1 − =
9 9
Problem No. 9

To find
P (A ∩ B) =?
By addition theorem

P (A ∩ B) = P (A) + P (B) − P (A ∪ B)

2 4 4 30 + 20 − 36 14
= + − = = .
3 9 5 45 45
Problem No. 10

The probability that A hits a target is 1/3 and the probability that
B hits a target is 1/5. They both fire at the target. Find the
probability that (i) A does not hit the target (ii) both hit the target
(iii) at least one of them hits the target (iv) neither hits the target.

Solution:
Let A be the event that A hits a target and let B be the event that
B hits a target.
Given
1 1
P (A) = , P (B) =
3 5
 1 2
(i) P A = 1 − P (A) = 1 − =
3 3
1 1 1
(ii) P (A ∩ B) = P (A) P (B) = × = (Since A and B are indep)
3 5 15
Problem No. 10

(iii) P (A ∪ B) = P (A) + P (B) − P (A ∩ B) by addition theorem

Since A and B are independent

P (A ∪ B) = P (A) + P (B) − P (A) P (B)

1 1 1 1 7
= + − × = .
3 5 3 5 15
 7 8
(iv ) P A ∪ B = 1 − P (A ∪ B) = 1 − = .
15 15
Problem No. 11
A husband and wife appear in an interview for two vacancies in the
same post. The probability that of husband is 1/7 and that if wifes
selection is 1/5. What is the probability that (i) both of them will
be selected (ii) only one of them will be selected (iii) none of them
will be selected.
Solution:
Let A be the event that husband’s selection and let B be the event
that wife’s selection.
Given
1 1  6  4
P (A) = , P (B) = , P A = , P B = .
7 5 7 5
(i) The probability that both of them will be selected
1 1 1
P (A ∩ B) = P (A) P (B) = × = ( A and B are indep) .
7 5 35
Problem No. 11

(ii) The probability that only one of them will be selected


   
P A ∩ B̄ + P Ā ∩ B = P (A) P B̄ + P Ā P (B)
   
1 4 6 1 4 6 10 2
= × + × = + = = .
7 5 7 5 35 35 35 7
(iii) The probability that none them will be selected
Since A and B are independent
   6 4 24
P A∩B =P A P B = × = .
7 5 35
Problem No. 12

A box contains 6 red, 4 white and 5 black balls. A person draws 4


balls from the box at random. Find the probability that among the
balls drawn there is at least one ball of each color.
Solution:
The required event that in a draw of 4 balls from the box at
random, there is at least one ball of each color, we have the
following mutually exclusive cases
(i) 1R 1W 2B (ii) 2R 1W 1B (iii) 1R 2W 1B
By property, Required probability = P(i)+ P(ii)+ P(iii) =

c16 × c14 × c25 c26 × c14 × c15 c16 × c24 × c15 6 × 4 × 10


15
+ 15
+ 15
=
c4 c4 c4 1365

15 × 4 × 5 6 × 6 × 5 240 300 180 720


+ + = + + = = 0.5275
1365 1365 1365 1365 1365 1365
Problem No. 13
Three groups of children contain respectively 3 girls and 1 boy, 2
girls and 2 boys, 1 girl and 3 boys. One child is selected random
from each groups. Show that the chance that the three selected
consist of 1 girl and 2 boys is 13/32.
Solution:
The required event of getting 1 girl and 2 boys among the three
selected children can materialize in the following three mutually
exclusively cases
Group No. I II III
1 G B B
2 B G B
3 B B G
By property, Required probability = P(1)+ P(2)+ P(3)
     
3 2 3 1 2 3 1 2 1 18 6 2 13
= × × + × × + × × = + + = .
4 4 4 4 4 4 4 4 4 64 64 64 32
Problem No. 14

A and B alternatively throw a pair of dice. A wins if he throw 6


before B throws 7 and B wins if he throws 7 before A throws 6. If
A begins, show that his chance of winning is 30/61.

Solution:
Let A be event of A throwing 6, P(A) = 5/36, B be the event of B
throwing 7,P(B) = 6/36 = 1/6
A will win if he throws 6 in the first trial or third trial or fifth trial
or

P (A wins) = P A or ABA or ABABA or ABABABA or ...
Problem No. 14

  
P (A wins) = P (A )+P ABA +P ABABA +P ABABABA + ...
     
= P (A )+P A P B P (A)+P A P B P A P B P (A)+...
31 5 2 5 31 5 3 5
     
5 31 5 5
= + . + . + . + ...
36 36 6 36 36 6 36 36 6 36
" #
31 5 2 31 5 3
     
5 31 5
= 1+ . + . + . + ...
36 36 6 36 6 36 6
Since the binomial expansion is

(1 − x)−1 = 1 + x + x 2 + x 3 + ...
Problem No. 14

Here
31 5
x= .
36 6
31 5 −1
 
5
P (A wins) = 1− .
36 36 6
−1
5 61 −1
  
5 155
= 1− =
36 216 36 216
5 216 5 6 30
= × = × =
36 61 1 61 61
30
P (A wins) = .
61
Problem No. 15

A and B alternatively cut a pack of cards and the pack is well


shuffled after each cut. If A starts and the game is continued until
one cuts a diamond, what are respective chances of A and B first
cutting a diamond?

Solution:
Let A be event that A cut a diamond, P(A) = 1/4,
Let B be event that B cut a diamond, P(B) = 1/4, A can cut the
first diamond in the following mutually exclusive ways, first trial or
third trial or fifth trial or
P (A cuts the first diamond )

= P A or ABA or ABABA or ABABABA or ...
Problem No. 15

P (A cuts the first diamond )


  
= P (A ) + P ABA + P ABABA + P ABABABA + ...
     
= P (A )+P A P B P (A)+P A P B P A P B P (A)+...
Since the binomial expansion is

(1 − x)−1 = 1 + x + x 2 + x 3 + ...

P (A cuts the first diamond )


   2  3
1 3 3 1 3 3 1 3 3 1
= + . + . + . + ...
4 4 4 4 4 4 4 4 4 4
Problem No. 15
" #
3 3 2 3 3 3
     
1 3 3
= 1+ . + . + . + ...
4 4 4 4 4 4 4
Here
3 3 9
x= . =
4 4 16
9 −1
 
1
P (A cuts the first diamond ) = 1−
4 16
 −1
1 7 1 16 4
= = × = .
4 16 4 7 7
4
P (A cuts the first diamond ) = .
7
P (B cuts the first diamond ) = 1 − P (A cuts the first diamond )
4 3
P (B cuts the first diamond ) = 1 − = .
7 7
Problem No. 16

A problem is given to three students A, B, C whose chances of


1 1 1
solving it are , , respectively. What is the probability that
2 3 4
(i) the problem is solved
(ii) exactly one of them solves the problem.

Solution:
Let A, B, C be events that A, B, C respectively solve the problem.
1 1 1  1  2  3
P (A ) = , P (B ) = , P (C ) = , P A = , P B = , P C =
2 3 4 2 3 4
Problem No. 16
(i) P(The problem is not solved)
    1 2 3 1
=P A∩B ∩C =P A P B P C = × × = (A, B, C are ind
2 3 4 4
P (The problem is solved)

1 3
= 1 − P (The problem is not solved) = 1 − = .
4 4
(ii) P(exactly one of them solves the problem)
  
=P A∩B ∩C +P A∩B ∩C +P A∩B ∩C
     
= P (A) P B P C + P A P (B) P C + P A P B P (C )
     
1 2 3 1 1 3 1 2 1 1 1 1 11
= × × + × × + × × = + + = .
2 3 4 2 3 4 2 3 4 4 8 12 24
Problem No. 17

A candidate is selected for interview of management trainees for 3


companies. For the first company there are 12 candidates, for the
second there are 15 candidates and for the third there are 12
candidates. Find the chances of his getting a job in at least one of
the companies.

Solution:
Let A, B, C be events that first, second and third candidates
respectively get the job.
1 1 1
P (A ) = , P (B ) = , P (C ) =
12 15 12
 11  14  11
P A = ,P B = ,P C =
12 15 12
Problem No. 17

P(He does not get a job in any company)


    11 14 11
=P A∩B ∩C =P A P B P C = × × = 0.7843,
12 15 12
P(He gets a job in at least ne companies)

= P (A ∪ B ∪ C ) = 1 − P(A ∪ B ∪ C )

= 1 − P A ∩ B ∩ C = 1 − 0.7843 = 0.2157.
Problem No. 18

The odds that person X speaks the truth are 3:2 and the odds that
person Y speaks the truth are 5:3. In what percentage of cases are
they likely to contradict each other on an identical point.

Solution:
Let A, B be events that person X and Y speaks the truth.
3 5
P (A ) = , P (B ) =
5 8
Problem No. 18

P(They contradict each other)


   
= P A ∩ B + P A ∩ B = P (A) P B + P A P (B)

   
3 3 2 5 9 10 19
= × + × = + = = 0.475.
5 8 5 8 40 40 40
Percentage of cases in which they contradict each other = 47.5%
Problem No. 19

If the probability that a communication system will have high


fidelity is 0.81 and the probability that it will have high fidelity and
selectivity is 0.18, what is the probability that a system with high
fidelity will also have high selectivity?

Solution:
Let A, B be events that the system has high fidelity and the
system has high selectivity

P (A) = 0.81, P (A ∩ B) = 0.18

P(a system with high fidelity will also have high selectivity) is

P (A ∩ B) 0.18 2
P (B/A) = = = .
P (A) 0.81 9
Problem No. 20
The probability that a graduating senior will pass the certified
public accountant(CPA) examination is 0.60. The probability that
the graduating senior will both pass the CPA examination and get
a job offer is 0.40. Suppose that the student just found out that
he passed the CPA examination. What is the probability that he
will be offered a job?
Solution:
Let A, B be events that the the student will pass CPA exam and
he will get a job offer.
P (A) = 0.60, P (A ∩ B) = 0.40
P( he will be offered a job given that the student just found out
that he passed the CPA examination ) is
P (A ∩ B) 0.40 2
P (B/A) = = = .
P (A) 0.60 3
Problem No. 21

A company is considering upgrading its computer system and a


major portion of the upgradation is a new operating system. The
company has asked an engineer for evaluation of the operating
system. Suppose the probability of a favorable evaluation is 0.65.
If the probability the company will upgrade its system given a
favorable evaluation is 0.85, what is the probability that the
company will upgrade and receive a favorable evaluation?

Solution:
Let A be the event that the company will upgrade and B be the
event that it will receive a favorable evaluation. Then

P (B) = 0.65, P (A/B) = 0.85


Problem No. 21

From the conditional probability, we get

P (A ∩ B)
P (A/B) = ⇒ P (A ∩ B) = P (B) × P (A/B)
P (B)

P(he company will upgrade and receive a favorable evaluation)

P (A ∩ B) = 0.65 × 0.85 = 0.5525.


Theorem of Total probability

Statement:
If E1 , E2 , E3 ...En be a set of exhaustive and mutually exclusive
events and E is another event associated with Ei , then
Xn
P (E ) = P (Ei )P (E /Ei )
i=1
= P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + ... + P (En ) P (E /En )

Proof:
Given E1 , E2 , E3 ...En be a set of exhaustive and mutually exclusive
events and E is another event associated with Ei .
Therefore E ∩ E1 , E ∩ E2 , E ∩ E3 ...E ∩ En are mutually exclusive
events and
E = (E ∩ E1 ) ∪ (E ∩ E2 ) ∪ (E ∩ E3 ) ∪ ... ∪ (E ∩ En )
Theorem of Total probability

Hence, by addition theorem

P (E ) = P (E ∩ E1 ) + P (E ∩ E2 ) + P (E ∩ E3 ) + ... + P (E ∩ En )
n
X
P (E ) = P (E ∩ Ei )
i=1
n
X
P (E ) = P (Ei )P (E /Ei ) By conditional probability
i=1

P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + ... + P (En ) P (E /En )


Bayes theorem

Statement:
If E1 , E2 , E3 ...En be a set of exhaustive and mutually exclusive
events and E is another event associated with Ei , then

P (Ei ) P (E /Ei )
P (Ei /E ) = n , i = 1, 2, ...n
P
P (Ei )P (E /Ei )
i=1

P (Ei ) P (E /Ei )
(or ) P (Ei /E ) = , i = 1, 2, ...n
P (E )
where P(E) is the total probability.
Bayes theorem

Proof:
If E1 , E2 , E3 ...En be a set of exhaustive and mutually exclusive
events and E is another event associated with Ei , then

P (E ∩ Ei ) = P (E ) P (Ei /E ) = P (Ei ) P (E /Ei )

P (Ei ) P (E /Ei )
P (Ei /E ) = , i = 1, 2, ...n
P (E )
P (Ei ) P (E /Ei )
P (Ei /E ) = n , by total probability theorem.
P
P (Ei )P (E /Ei )
i=1
Theorem of Total probability: Problem No. 1

A factory uses the three machines, X, Y, Z to produces certain


items. Suppose the machine X produces 50% of the items, of
which 3%are defective, the machine Y produces 30%of the items,
of which 4% are defective, the machine Z produces 20% of the
items, of which 5%are defective. Find the probability that a
randomly selected item is defective.

Solution:
Let E1 , E2 , E3 be the events that an item produce by the machines
X, Y and Z respectively. Let E be the event that an item is
defective. Then

P (E1 ) = 0.5, P (E2 ) = 0.3, P (E3 ) = 0.2


Theorem of Total probability: Problem No. 1

The probability of drawing an defective item produce by X is given


by
P (E /E1 ) = 0.04
Similarly
P (E /E2 ) = 0.03, P (E /E3 ) = 0.05
By total probability,

P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )

= (0.5) (0.03) + (0.3) (0.04) + (0.2) (0.05)


= 0.015 + 0.012 + 0.01 = 0.037
⇒ P (E ) = 0.037.
Theorem of Total probability: Problem No. 2

A bolt is manufactured by 3 machines A, B and C. A turns out


twice as many items as B and machine B and C produce equal
number of items. 2%of bolts produced by A and B are defective
and 4% of bolts produced by C are defective. All bolts are put in
to 1 stock pile. And 1 is chosen from this pile. What is the
probability that it is defective.

Solution:
Let E1 , E2 , E3 be the events that an item produce by the machines
A, B and C respectively. Let E be the event that an item is
defective. Then

P (E1 ) = 0.5, P (E2 ) = 0.25, P (E3 ) = 0.25


Theorem of Total probability: Problem No. 2

The probability of drawing an defective item produce by A is given


by
P (E /E1 ) = 0.02
Similarly
P (E /E2 ) = 0.02, P (E /E3 ) = 0.04
By total probability,

P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )

= (0.5) (0.02) + (0.25) (0.02) + (0.25) (0.04)


= 0.01 + 0.005 + 0.01 = 0.025
⇒ P (E ) = 0.025.
Theorem of Total probability: Problem No. 3

An urn contains 10 white and 3 black balls. Another urn contains


3 white and 5 black balls. Two balls are drawn at random from the
first urn and put in to second urn then 1 ball is taken at random
from the later. What is the probability that it is a white ball?.

Solution:
The two balls transferred may be both white balls or both black
balls or 1 white ball and 1 black ball.
Let E1 be the event of drawing 2 white balls from the first urn,
Let E2 be the event of drawing 2 black balls from the first urn
and Let E3 be the event of drawing 1 white ball and 1 black ball
from the first urn.
Clearly E1 , E2 , E3 are exhaustive and mutually exclusive events.
Let E be the event of drawing a white ball from the second urn
after transfer. Then
Theorem of Total probability: Problem No. 3

c210 15 c23 1 c110 × c13 10


P (E1 ) = 13
= , P (E 2 ) = 13
= , P (E 3 ) = 13
=
c2 26 c2 26 c2 26
P( drawing a white ball / 2 white balls have been transferred)
= P( drawing a white ball / urn II contains 5 white balls and 5
black balls) = 5/10
Similarly
3 4
P (E /E2 ) = , P (E /E3 ) =
10 10
By total probability,
P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
     
15 5 1 3 10 4 59
P (E ) = × + × + × =
26 10 26 10 26 10 130
59
⇒ P (E ) = .
130
Theorem of Total probability: Problem No. 4

In 1984, there will be three candidates for the position of principal


Mr. Chatterji, Mr. Ayangar and Dr. Singh- whose chances of
getting the appointment are in the proportion 4 : 2 : 3
respectively. The probability that Mr. Chatterji if selected will
introduce co-education in the college is 0.3. The probability that
Mr. Ayangar and Dr. Singh doing the same are respectively 0.5
and 0.8. What is the probability that there will be co-education in
the college in 1984?

Solution:
Let E1 be the event that Mr. Chatterji becomes principal,
Let E2 be the event that Mr. Ayangar becomes principal
and Let E3 be the event that Dr. Singh becomes principal.
Let E be the event that there is a co-education.
Theorem of Total probability: Problem No. 4

Given
4 2 3
P (E1 ) = , P (E2 ) = , P (E3 ) =
9 9 9
The probability that Mr. Chatterji if selected will introduce
co-education in the college is 0.3. Similarly

P (E /E1 ) = 0.3, P (E /E2 ) = 0.5, P (E /E3 ) = 0.08

By total probability,

P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )


     
4 2 3
P (E ) = × 0.3 + × 0.5 + × 0.08 = 0.5111
9 9 9
⇒ P (E ) = 0.5111.
Theorem of Total probability: Problem No. 5
In a coin tossing experiment, if the coin shows head, 1 die is
thrown and the result is recorded. But if the coin shows tail, 2 dice
are thrown and their sum is recorded. What is the probability that
the recorded number will be 2?
Solution:
When a single die is thrown, P(2) = 16
When two dice are thrown, P(2) = P(getting 2 as sum with 2
1
dice) = 36
By total probability,

P (2) = P (H) P (2/H) + P (T ) P (2/T )


   
1 1 1 1 7
P (2) = × + × =
2 6 2 36 72
7
⇒ P (2) =
72
Bayes theorem: Problem No. 1

In a bolt factory machines A, B, C manufacture respectively 25%,


35% and 40% of the total of their output 5, 4, 2 percent are
defective bolts. If a bolt is drawn at random from the product and
is found to be defective, what are the probabilities that it was
manufactured by machine A, B and C?

Solution:
Let E1 , E2 , E3 be the events that an bolt produce by the machines
A, B and C respectively. Let E be the event that an bolt is
defective. Then
25 35 40
P (E1 ) = 25% = , P (E2 ) = 35% = , P (E3 ) = 40% =
100 100 100
Bayes theorem: Problem No. 1

The probability of drawing an defective bolt produce by A is given


by
5
P (E /E1 ) =
100
Similarly
4 2
P (E /E2 ) = , P (E /E3 ) =
100 100
By Baye’s theorem, given that the bolt is defective.
P(Bolt was manufactured by machine A)

P (E1 ) P (E /E1 )
P (E1 /E ) = 3
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 1

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )

5 25
100 ×
=   100   
25 5 35 4 40 2
× + × + ×
100 100 100 100 100 100
125 125 25 25
= = = ⇒ P (E1 /E ) =
125 + 140 + 80 345 69 69
P(Bolt was manufactured by machine B)

P (E2 ) P (E /E1 )
P (E2 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
Bayes theorem: Problem No. 1

35 4
×
P (E2 /E ) =    100 100   
25 5 35 4 40 2
× + × + ×
100 100 100 100 100 100

140 140 28 28
= = = ⇒ P (E2 /E ) =
125 + 140 + 80 345 69 69
P(Bolt was manufactured by machine C)

P (E3 /E ) = 1 − [P (E1 /E ) + P (E2 /E )]


 
25 28 53 16 16
P (E3 /E ) = 1 − + =1− = ⇒ P (E3 /E ) =
69 69 69 69 69
Bayes theorem: Problem No. 2
A factory produces certain type of output by three machines. The
respective daily production figure are machine A: 3000 units,
machine B: 2500 units and machine C: 4500 units. Past experience
shows that 1% of the output produced by machine A is defective.
The corresponding fractions of defectives for the other two
machines are 1.2 and 2.0 percent. An item is drawn at random
from the days production and is found to be defective. What is the
probability that it comes from the output of (a) machine A (b)
machine B (c) machine C.

Solution:
Let E1 , E2 , E3 be the events that an item produce by the machines
A, B and C respectively. Let E be the event that an item is
defective. Then
3000 2500 4500
P (E1 ) = = 0.3, P (E2 ) = = 0.25, P (E3 ) = = 0.45
10000 10000 10000
Bayes theorem: Problem No. 2

The probability of drawing an defective item produce by A is given


by
P (E /E1 ) = 0.01
Similarly
P (E /E2 ) = 0.012, P (E /E3 ) = 0.02
By Baye’s theorem, given that the item is defective.
P(Item was manufactured by machine A)

P (E1 ) P (E /E1 )
P (E1 /E ) = 3
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 2

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
0.3 × 0.01
=
(0.3 × 0.01) + (0.25 × 0.012) + (0.45 × 0.02)
0.003 0.003
= = = 0.20 ⇒ P (E1 /E ) = 0.2
0.003 + 0.003 + 0.009 0.015
P(Item was manufactured by machine B)
P (E2 ) P (E /E1 )
P (E2 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
0.25 × 0.012
=
(0.3 × 0.01) + (0.25 × 0.012) + (0.45 × 0.02)
0.003 0.003
= = = 0.20 ⇒ P (E2 /E ) = 0.2
0.003 + 0.003 + 0.009 0.015
Bayes theorem: Problem No. 2

P(Item was manufactured by machine C)

P (E3 /E ) = 1 − [P (E1 /E ) + P (E2 /E )]

P (E3 /E ) = 1 − (0.2 + 0.2) = 1 − 0.4 = 0.6 ⇒ P (E3 /E ) = 0.6.


Bayes theorem: Problem No. 3
Mr. Martin, credit manager, knows that the company uses three
methods to encourage collection of delinquent accounts. From
past collection records, he learns that 70% of the accounts are
called on personally, 20% are phoned and 10% are sent a letter.
The probabilities of collecting an overdue amount from an account
with the three methods are 0.75, 0.60 and 0.65 respectively. Mr
Martin has just received payment from a past due account. What
is the probability that this account (i)was called on personally? (ii)
received a phone call? (iii) received a letter?

Solution:
Let E1 be the event that the account is called on personally, Let E2
be the event that the account is phoned and Let E3 be the event
that the account is send a letter. Let E be the event that overdue
amount is collected from the account. Then
P (E1 ) = 0.70, P (E2 ) = 0.20, P (E3 ) = 0.10
Bayes theorem: Problem No. 3

The probability of collecting an overdue amount from an account


with the three method are given by

P (E /E1 ) = 0.75, P (E /E2 ) = 0.60, P (E /E3 ) = 0.65

By Baye’s theorem,
(i) P(The account that paid a past due account was called on
personally)
P (E1 ) P (E /E1 )
P (E1 /E ) = 3
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 3

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
0.70 × 0.75
=
(0.70 × 0.75) + (0.20 × 0.60) + (0.10 × 0.65)
0.525 0.525
= = = 0.7394 ⇒ P (E1 /E ) = 0.7394
0.525 + 0.12 + 0.065 0.710
(ii) P(The account that paid a past due account was called on
phoned)
P (E2 ) P (E /E1 )
P (E2 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
0.20 × 0.60
=
(0.70 × 0.75) + (0.20 × 0.60) + (0.10 × 0.65)
0.12 0.12
= = = 0.1690 ⇒ P (E1 /E ) = 0.1690
0.525 + 0.12 + 0.065 0.710
Bayes theorem: Problem No. 3

(iii) P(Bolt was manufactured by machine C)

P (E3 /E ) = 1 − [P (E1 /E ) + P (E2 /E )]

P (E3 /E ) = 1−(0.7394 + 0.1690) = 0.0916 ⇒ P (E3 /E ) = 0.0916.


Bayes theorem: Problem No. 4
When the economic situation is high a certain economic indicator
rises with probability 0.6. When the economic situation is medium
a certain economic indicator rises with probability 0.3. When the
economic situation is low a certain economic indicator rises with
probability 0.1. The economic is high 15% of the time, it is
medium 70% of the time and it is low 15% of the time. Given that
the indicator has just gone up, What is the probability that the
economic situation is high?

Solution:
Let E1 be the event that the economy is high, Let E2 be the event
that the economy is medium and Let E3 be the event that the
economy is low. Let E be the event that the economy indicator
rises. Then

P (E1 ) = 0.15, P (E2 ) = 0.70, P (E3 ) = 0.15


Bayes theorem: Problem No. 4

The probability of economy indicator rises with high, medium and


low are given by

P (E /E1 ) = 0.6, P (E /E2 ) = 0.3, P (E /E3 ) = 0.1

By Baye’s theorem,
P(The economic situation is high given that the indicator has gone
up)
P (E1 ) P (E /E1 )
P (E1 /E ) = 3
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 4

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )

0.15 × 0.60
=
(0.15 × 0.60) + (0.70 × 0.3) + (0.15 × 0.1)
0.09 0.09
= = = 0.2857
0.09 + 0.21 + 0.015 0.315
⇒ P (E1 /E ) = 0.2857.
Bayes theorem: Problem No. 5

An urn contains 5 balls. Two balls are drawn and found to be


white. What is the probability that all the balls are white?

Solution:
Since 2 white balls have been drawn out from the bag, Let E1 be
the event of the bag contains 2 white balls, Let E2 be the event
ofthe bag contains 3 white balls, Let E3 be the event ofthe bag
contains 4 white balls and Let E4 be the event of the bag contains
5 white balls respectively. Let E be the event of drawing 2 white
balls.
Since E1 , E2 , E3 , E4 are equally likely events. Then
1 1 1 1
P (E1 ) = , P (E2 ) = , P (E3 ) = , P (E4 ) =
4 4 4 4
Bayes theorem: Problem No. 5

Given
2C2 1 3C 3
P (E /E1 ) = = , P (E /E2 ) = 2 =
5C2 10 5C2 10
4C2 6 5C
P (E /E3 ) = = , P (E /E4 ) = 2 = 1
5C2 10 5C2
By Baye’s theorem,
P(All balls are white)

P (E4 ) P (E /E4 )
P (E4 /E ) = 4
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 5

P (E4 /E ) =
P (E4 ) P (E /E4 )
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 ) + P (E4 ) P (E /E4 )
1
4 × 1
P (E4 /E ) = 1 1
 1 3 1 6
 1

4 × 10 + 4 × 10 + 4 × 10 + 4 ×1
0.25
P (E4 /E ) =
(0.25 × 0.1) + (0.25 × 0.3) + (0.25 × 0.6) + (0.25 × 1)
0.25 0.25
= = = 0.5
0.025 + 0.075 + 0.15 + 0.25 0.5
⇒ P (E4 /E ) = 0.5
Bayes theorem: Problem No. 6

Suppose a student committee in a college consists of the following,


30% are freshmen of whom 10% own a car, 40% are super seniors
of whom 20% own a car, 20% are juniors of whom 40% own a car,
10% are seniors of whom 60% own a car. A student is selected
randomly from the committee (a) Find the probability that a
student own a car. (b) If the student own a car, find the
probability that the student is a junior.

Solution:
Let E1 be the event of freshmen, Let E2 be the event of super
senior, Let E3 be the event of junior and Let E4 be the event of
senior respectively. Let E be event of students who own a car.
Then

P (E1 ) = 0.3, P (E2 ) = 0.4, P (E3 ) = 0.2, P (E4 ) = 0.1


Bayes theorem: Problem No. 6

Given

P (E /E1 ) = 0.1, P (E /E2 ) = 0.2, P (E /E3 ) = 0.4, P (E /E4 ) = 0.6

(a) By total probability theorem, P( a student own a car)

P (E ) = P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 )

+P (E3 ) P (E /E3 ) + P (E4 ) P (E /E4 )


P (E ) = (0.3 × 0.1) + (0.4 × 0.2) + (0.2 × 0.4) + (0.1 × 0.6)
P (E ) = 0.03 + 0.08 + 0.08 + 0.06 = 0.25
Bayes theorem: Problem No. 6

(b)By Baye’s theorem,


If the student own a car, the probability of the student is a junior.

P (E3 ) P (E /E3 )
P (E3 /E ) = 4
P
P (Ei )P (E /Ei )
i=1

P (E3 ) P (E /E3 ) 0.2 × 0.4 0.08


P (E3 /E ) = = = = 0.32
P (E ) 0.25 0.25
Bayes theorem: Problem No. 7

The contents of urn I, II and III are as follows : 1 white, 2 black


and 3 red balls; 2 white, 1 black and 1 red balls; 4 white, 5 black
and 3 red balls. One urn is chosen at random and two balls drawn.
They happen to be white and red. What is the probability that
they come from urns I, II and III?

Solution:
Let E1 be the event that urn I is chosen, Let E2 be the event that
urn II is chosen and Let E3 be the event that urn III is chosen. Let
E be the event of getting 1 white ball and 1 red ball. Then
1 1 1
P (E1 ) = , P (E2 ) = , P (E3 ) =
3 3 3
Bayes theorem: Problem No. 7

1C1 × 3C1 1
P (E /E1 ) = =
6C2 5
2C1 × 1C1 1
P (E /E2 ) = =
4C2 3
4C1 × 3C1 2
P (E /E3 ) = =
12C2 11
By Baye’s theorem,
P(Urn I was chosen given that the balls are white and red)

P (E1 ) P (E /E1 )
P (E1 /E ) = 3
P
P (Ei )P (E /Ei )
i=1
Bayes theorem: Problem No. 7

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
1 1
×
P (E1 /E ) =    3 5  
1 1 1 1 1 2
× + × + ×
3 5 3 3 3 11
1
1
P (E1 /E ) = 15
= 15
1 1 2 33 + 55 + 30
+ +
15 9 33 495
1
1 495 33
= 15 = × =
118 15 118 118
495
33
⇒ P (E1 /E ) =
118
Bayes theorem: Problem No. 7
P(Urn II was chosen given that the balls are white and red)
P (E2 ) P (E /E1 )
P (E2 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 ) + P (E3 ) P (E /E3 )
1 1
3 × 3
P (E2 /E ) =      
1 1 1 1 1 2
× + × + ×
3 5 3 3 3 11
1 1
P (E2 /E ) = 9 = 9
1 1 2 33 + 55 + 30
+ +
15 9 33 495
1
1 495 55
= 9 = × =
118 9 118 118
495
55
⇒ P (E2 /E ) =
118
Bayes theorem: Problem No. 7

P(Urn III was chosen given that the balls are white and red)

P (E3 /E ) = 1 − [P (E1 /E ) + P (E2 /E )]


 
33 55 88 30
P (E3 /E ) = 1 − + =1− =
118 118 118 118
30
⇒ P (E3 /E ) =
118
Bayes theorem: Problem No. 8

For a certain binary, communication channel, the probability that a


transmitted ’0’ is received as a ’0’ is 0.95 and the probability that
a transmitted ’1’ is received as ’1’ is 0.90. If the probability that a
’0’ is transmitted is 0, find the probability that (i) a ’1’ is received
and (ii) a ’1’ was transmitted given that a ’1’ was received.

Solution:
Let E1 be the event of transmitting ’1’, E1 be the event of
transmitting ’0’, E2 be the event of receiving ’1’, E2 be the event
of receiving ’0’. Given
 
P E1 = 0.4, P (E2 /E1 ) = 0.9 and P E2 /E1 = 0.95

Hence 
P (E1 ) = 0.6 and P E2 /E1 = 0.05
Bayes theorem: Problem No. 8

(i) By total probability theorem, P(a ’1’ is received)


 
P (E2 ) = P (E1 ) × P (E2 /E1 ) + P E1 × P E2 /E1

= (0.6 × 0.9) + (0.4 × 0.05) = 0.54 + 0.02 = 0.56


⇒ P (E2 ) = 0.56.
(ii) By Baye’s theorem, P(a ’1’ was transmitted given that a ’1’
was received)

P (E1 ) × P (E2 /E1 )


P (E1 /E2 ) =
P (E2 )

0.6 × 0.9 0.54 27


= = = = 0.96
0.56 0.56 28
⇒ P (E1 /E2 ) = 0.96
Bayes theorem: Problem No. 9

There are 3 true coins and 1 false coin with ’head’ on both sides.
A coin is chosen at random and tossed 4 times. If ’head’ occurs all
the 4 times, what is the probability that the false coin has been
chosen and used?
Solution:
3
P(T) = P(the coin is a true coin) =
4
1
P(F) = P(the coin is a false coin) =
4
Let A = Event of getting all heads in 4 times. Then
1 1 1 1 1
P (A/T ) = × × × = and P (A/F ) = 1
2 2 2 2 16
Bayes theorem: Problem No. 9

By Baye’s theorem, P(the false coin has been chosen and used)

P (F ) × P (A/F )
P (F /A) =
P (F ) × P (A/F ) + P (T ) × P (A/T )

1
×1 16
= 4  =
1 3 1 19
×1 + ×
4 4 16
16
⇒ P (F /A) =
19
Bayes theorem: Problem No. 10

Box I contains 1 white and 999 red balls. Box II contains 1 red and
999 white balls. A ball is picked from a randomly selected box, if
the ball is red, what is the probability that it came from box I?

Solution:
Let E1 be the event that selecting box I, Let E2 be the event that
selecting box II. Let E be the event that selecting a ball which is
red. Then
1 1
P (E1 ) = , P (E2 ) =
2 2
999 1
P (E /E1 ) = , P (E /E2 ) =
1000 1000
Bayes theorem: Problem No. 10

By Baye’s theorem, P(Red ball came from box I)

P (E1 ) P (E /E1 )
P (E1 /E ) =
P (E1 ) P (E /E1 ) + P (E2 ) P (E /E2 )

1 999
×
P (E1 /E ) =  2 1000
  
1 999 1 1
× + ×
2 1000 2 1000
999 999
2000 999 2000 999
= = 2000 = × = = 0.999
999 1 1000 2000 1000 1000
+
2000 2000 2000
⇒ P (E1 /E ) = 0.999.
THANK YOU

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