Prob Lecture 1
Prob Lecture 1
Examples
Sample space
Examples
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.
Two or more events are equally likely if each of them has equal
chance of happening.
Probability Theory
Example
Independence events
Definition of probability
Axioms of probability
Theorems
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
P (A ∩ B)
P (B/A) = , P (A) 6= 0
P (A)
Probability Theory
Independent events
Results:
Solution:
The conditional probability is
P (A ∩ B)
P (A/B) =
P (B)
Solution:
The addition theorem is
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
Solution:
The sample space is
Solution:
The sample space is
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
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
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
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 ∪ B) = P (A) + P (B) − P (A ∩ B)
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
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
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
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
(1 − x)−1 = 1 + x + x 2 + x 3 + ...
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
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 (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
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
Solution:
Let A, B be events that the system has high fidelity and the
system has high selectivity
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
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 (A ∩ B)
P (A/B) = ⇒ P (A ∩ B) = P (B) × P (A/B)
P (B)
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
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
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 (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
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
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
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
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
By total probability,
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
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)
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
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
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
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
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
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
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
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
Given
P (E3 ) P (E /E3 )
P (E3 /E ) = 4
P
P (Ei )P (E /Ei )
i=1
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)
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
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
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