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Topic 3 Probability Spaces-1

The document discusses the fundamental concepts of probability, including sample spaces, events, and their relationships through unions, intersections, and complements. It introduces Venn diagrams for visualizing these relationships and outlines the axioms of probability, providing examples and exercises to illustrate the principles. Additionally, it covers the calculation of probabilities and the relationships between events, including the additive rule and the behavior of complementary events.

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0% found this document useful (0 votes)
3 views20 pages

Topic 3 Probability Spaces-1

The document discusses the fundamental concepts of probability, including sample spaces, events, and their relationships through unions, intersections, and complements. It introduces Venn diagrams for visualizing these relationships and outlines the axioms of probability, providing examples and exercises to illustrate the principles. Additionally, it covers the calculation of probabilities and the relationships between events, including the additive rule and the behavior of complementary events.

Uploaded by

nanyonjo shadia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability Spaces

3.1 Elements of Probability


3.1.1 Sample Space and Events
The theory of probability pertains to the various possible outcomes that might
be obtained and the possible events that might occur when an experiment
is performed. The term experiment is used in probability theory to describe
virtually any process whose outcome is not known in advance with certainty.
Some examples of experiments include:
1. Tossing a coin
2. Rolling a die
3. Measuring heights of students
4. Shu✏ing a deck of cards
The set of all possible outcomes of an experiment is known as the sample
space of the experiment and is denoted by S. Some examples are the following:
1. If the outcome of an experiment consists in the determination of the sex of
a newborn child, then
S = {g, b}
where the outcome g means that the child is a girl and b that it is a boy.
2. When a six-sided die is rolled, the sample space can be regarded as
containing the six numbers 1,2,3,4,5,6. Symbolically, we write

S = {1, 2, 3, 4, 5, 6}

3. If the experiment consists of the running of a race among the seven horses
having post positions 1, 2, 3, 4, 5, 6, 7, then

S = {all orderings of (1, 2, 3, 4, 5, 6, 7)}

The outcome (2, 3, 1, 6, 5, 4, 7) means, for instance, that the number 2 horse
is first, then the number 3 horse, then the number 1 horse, and so on.

1
2 Elements of Probability & Statistics– MTH1202

Any subset E of the sample space is known as an event. That is, an event is
a set consisting of possible outcomes of the experiment. If the outcome of the
experiment is contained in E, then we say that E has occurred. Some examples
of events are the following:
In Example 1 if E = {g}, then E is the event that the child is a girl. Similarly, if
F = {b}, then F is the event that the child is a boy.
In Example 3 if

E = {all outcomes in S starting with a 3}

then E is the event that the number 3 horse wins the race.
For any two events E and F of a sample space S, we define the new event
E [ F, called the union of the events E and F, to consist of all outcomes that are
either in E or in F or in both E and F. That is

E [ F = {x 2 S|x 2 E or x 2 F}

Similarly, for any two events E and F, we may also define the new event E \ F,
called the intersection of E and F, to consist of all outcomes that are in both E
and F. That is
E \ F = {x 2 S|x 2 E and x 2 F}
Event E \ F will occur only if both E and F occur. If E \ F = ; (null), implying
that E and F cannot both occur, then E and F are said to be mutually exclusive.
For any event E, we define the event Ec , referred to as the complement of E,
to consist of all outcomes in the sample space S that are not in E. That is, Ec will
occur if and only if E does not occur. In Example 1 if E = {b} is the event that the
child is a boy, then Ec = {g} is the event that it is a girl. Also note that since the
experiment must result in some outcome, it follows that Sc = ;.
For any two events E and F, if all of the outcomes in E are also in F, then we
say that E is contained in F and write E ⇢ F (or equivalently, F E). Thus if
E ⇢ F , then the occurrence of E necessarily implies the occurrence of F. If E ⇢ F
and F ⇢ E, then we say that E and F are equal (or identical) and we write E = F.
We can also define unions and intersections of more than two events. In
particular, the union of the events E1 , E2 , . . . , En , denoted either by E1[E2 [. . .[En
[n
or by Ei , is defined to be the event consisting of all outcomes that are in
i=1
Ei for at least one i = 1, 2, . . . , n. Similarly, the intersection of the events Ei ,
i = 1, 2, . . . , n, denoted E1 \ E2 \ . . . \ En , is defined to be the event consisting of
those outcomes that are in all of the events Ei , i = 1, 2, . . . , n. In other words, the
union of the Ei occurs when at least one of the events Ei occurs; the intersection
occurs when all of the events Ei occur.

Example 1 A family with exactly three children is selected at random and the sexes of
the children are recorded in the sequence of birth. Using the letter M for male and F for
female, (i) List the sample space (ii) List the event E =(first born is a male).
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 3

Example 2 Let E, F, and G be three events. Find the expressions for the events of E, F
and G so that (i)E only occurs (ii) both E and G but not F occur (iii) at least one of the
three events occur (iv) all the three events occur (v)exactly two of them occur (vi) atmost
two of them occur (vii) none of the events occur.

3.1.2 Venn Diagrams and the Algebra of Events


A graphical representation of events is very useful for illustrating logical
relations among them is the Venn diagram. The sample space S is represented
as consisting of all the points in a large rectangle, and the events E, F, G, . . ., are
represented as consisting of all the points in given circles within the rectangle.
Events of interest can then be indicated by shading appropriate regions of
the diagram. For instance, in the three Venn diagrams shown in Figure 3.1, the
shaded areas represent respectively the events E [ F, E \ F, and Ec . The Venn
diagram of Figure 3.2 indicates that E ⇢ F.

Figure 3.1: Venn diagrams

The operations of forming unions, intersections, and complements of events


obey certain rules not dissimilar to the rules of algebra. We list a few of these:

E [ F = F [ E, E \ F = F \ E (commutative law)
(E [ F) [ G = E [ (F [ G), (E \ F) \ G = E \ (F \ G) (associative law)
(E [ F) \ G = (E \ G) [ (F \ G), (E \ F) [ G = (E [ G) \ (F [ G) (distributive law)
E [ Ec = S, E \ Ec = ; (complementary law)

These relations are verified by showing that any outcome that is contained
in the event on the left side of the equality is also contained in the event on
the right side and vice versa. One way of showing this is by means of Venn
diagrams.
4 Elements of Probability & Statistics– MTH1202

Figure 3.2: Venn diagram

The following useful relationship between the three basic operations of form-
ing unions, intersections, and complements of events is known as DeMorgan’s
laws:
(E [ F)c = Ec \ Fc
(E \ F)c = Ec [ Fc
Example 3 An ordinary die is tossed once. Let A denote the event that the score
obtained is even, B the event that the score is less than 3, and C the event that the score
is a multiple of 3. Write down the sample space for the possible scores and elements of
events (i) Ac (ii) A \ B (iii) A [ Cc (iv) A [ B [ C (v) A \ B \ C (vi) (A \ C) [ (B \ C)
Solution: From the information given you have S = {1, 2, 3, 4, 5, 6}, A = {2, 4, 6}, B =
{1, 2}, C = {3, 6}. Therefore, (i) Ac = {1, 3, 5}, (ii) A\B = {2}, (iii) A[Cc = {1, 2, 4, 5, 6},
(iv) A [ B [ C = {1, 2, 3, 4, 6}, (v) A \ B \ C = ;, (vi) (A \ C) [ (B \ C) = {6}

3.1.3 Probability
By probability we mean a measure of how likely it is that an event will occur in
a sample space. Thus, probabilities are numbers that are assigned to each of the
elements of the sample space. The number assigned to a particular outcome of
a sample space is the proportion of times that specific outcome occurs over a
long run if an experiment is performed. For instance, if a die is rolled once then
a 4 can only occur once in the six possible outcomes and so one out of six is the
number we can assign to a 4 occurring.
We shall denote the probability of an event E in a sample space S as P(E).
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 5

Definition 1 If an experiment is repeated a large number of times N, and if the outcome


n
of an event E occurs n times out of the N, then the probability of E is P(E) = ; provided
N
N,0
For our example in tossing a die once, since 4 occurs only once out of the 6
1
possible outcomes, then P(4) = .
6

Axioms of probability
From a purely mathematical viewpoint, we shall suppose that for each event E
of an experiment having a sample space S there is a number, denoted by P(E ),
that is in accord with the following three axioms:
AXIOM 1

0  P(E)  1

AXIOM 2

P(S) = 1

AXIOM 3
For any sequence of mutually exclusive events E1 , E2 , . . .
n
[ n
X
P( Ei ) = P(Ei ), n = 1, 2, . . . , 1
i=1 i=1

These axioms will now be used to prove two simple propositions concerning
probabilities. We first note that E and Ec are mutually exclusive , and since
E [ Ec = S, we have by Axioms 2 and 3 that

1 = P(S) = P(E [ Ec ) = P(E) + P(Ec )

or equivalently, we have the following:


Proposition 1

P(Ec ) = 1 P(E)

In other words, the probability that an event does not occur is 1 minus the
probability that it does occur. For instance, if the probability of obtaining a head
on the toss of a coin is 38 , the probability of obtaining a tail must be 58 .
Our second proposition gives the relationship between the probability of the
union of two events in terms of the individual probabilities and the probability of
the intersection. This proposition is also called the additive rule of probability.
Proposition 2

P(E [ F) = P(E) + P(F) P(E \ F)


6 Elements of Probability & Statistics– MTH1202

Figure 3.3:

Proof
This proposition is most easily proven by the use of a venn diagram as shown
in Figure 3.3. As the regions I, II, and III are mutually exclusive, it follows that

P(E [ F) = P(I) + P(II) + P(III)


P(E) = P(I) + P(II)
P(F) = P(II) + P(III)

which shows that

P(E [ F) = P(E) + P(F) P(II)

and the proof is complete since II = E \ F.


Sometimes we can identify the behavior of complementarity of events using
a table of events called the the contingency table. This is given below and will
help you to compute probabilities of complementary events that are associated
with union and intersection of complements.

A
T ATc
B AT B Ac T B P(B)
Bc A Bc Ac Bc P(Bc )
P(A) P(Ac ) 1

From the table, it can be noted that

P(A) = P(A \ B) + P(A \ Bc )


P(B) = P(A \ B) + P(Ac \ B)
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 7

T S
Example 4 Events A and B are such that P(A B) = 0.4 and P(A B) = 0.7. Given
that P(A) = P(B) = x, find x.

Solution: S T
From the additive rule P(A B) = P(A) + P(B) P(A B). ) 0.7 = x + x 0.4 )
2x = 0.11 ) x = 0.055.

Example 5 Given that events A and B are such that P(A [ B) = 7/8, T P(A \ B) = 1/4,
and P(Ac ) = 5/8. Find the values of (i)P(A), (ii) P(B), (iii) P(A Bc ), (iv)P(Ac [ Bc
(v)P[(A \ Bc ) [ (Ac \ B)].
Solution
(i) P(A)S= 1 P(Ac ) = 1 5/8 = 3/8.
(ii)P(A B) = P(A) + P(B) P(A \ B) ) P(B) = P(A [ B) + P(A \ B) P(A) =
7/8 + 1/4 3/8 = 3/4
(iii) P(A \ Bc ) = P(A) P(A \ B) = 3/8 1/4 = 1/8 (iv) P(Ac [ Bc ) = P(A \ B)c =
1 P(A \ B) = 1 1/4 = 3/4
(iv) P[(A \ Bc ) [ (Ac \ Bc )] = P(A \ Bc ) + P(Ac \ B) = {P(A) P(A \ B)} + {P(B)
P(A \ B)} = 1/8 + 1/2 = 5/8

Example 6 A total of 28 percent of American males smoke cigarettes, 7 percent smoke


cigars, and 5 percent smoke both cigars and cigarettes. What percentage of males smoke
neither cigars nor cigarettes?

Proposition 3 If A ⇢ B, then P(A)  P(B).

Exercise 1 1. Given that events A and B are such that : P(A) = 0 : 5; P(A[B) = 0.8
and P(A \ B) = 0.2. Find (i). P(Ac ); P(B); (ii) P(Ac \ B); P(Ac [ Bc ):
2. Events A and B are such that P(A) = 0.36, P(B) = 0.3, P(A \ Bc ) = 0.24.Find
the values of (i) P(Ac ); P(A \ B); P(Ac \ B); P(Ac \ Bc ). (ii) Find the probability
that exactly A or B occurs.
3. For a married couple, the probability that the husband will vote is 0.21 and that
the wife will vote is 0.28 and that both will vote is 0.15. What is the probability
that at least one of them will vote. [Ans 0.34]

3.1.4 Mutually Exclusive Events


Two events A and B are said to be mutually exclusive if they cannot occur
together. Thus, if two events are mutually exclusive, the probability that they
both occur is zero, that is P(A \ B) = 0. And from the additive rule of events,
P(A [ B) = P(A) + P(B). In general, if events A1 , A2 , . . . , An are mutually exclusive
then
P(A1 [ A2 [ · · · [ An ) = P(A1 ) + P(A2 ) + · · · + P(An )
Events A and B are said to be mutually exhaustive if they are mutually
exclusive and P(A [ B) = 1. That is, if A and B are mutually exhaustive, then
(A \ B) = ; and A [ B = S.
8 Elements of Probability & Statistics– MTH1202

Three events A, B and C are mutually exhaustive if they are pairwise mutually
exclusive, that is, if P(A \ B) = P(A \ C) = P(B \ C) = 0 and P(A [ B [ C) = 1.

Example 7 Events A and B are mutually exclusive such that P(A) = 0.5 and P(B) =
0.2. Find (i) P(A [ B), (ii) P(Ac \ Bc )
Solution:
(i) P(A [ B) = P(A) + P(B) = 0.5 + 0.2 = 0.7
(ii) P(Ac \ Bc ) = P(A [ B)c = 1 P(A [ B) = 1 0.7 = 0.3

Example 8 In a race, the probability that Fred wins is 0.3; the probability that Paul
wins is 0.2; and the probability that Mark wins is 0.4. Assuming that there are no dead
hits, find the probability that (a) Fred or Mark wins (b) Neither Fred nor Paul wins.
Solution:
Define Events F=Fred wins, M=Mark wins, and P=Paul wins. Then P(F)=0.3,
P(M)=0.4 and P(P)=0.2. (a) P(F [ M) = P(F) + P(M) = 0.3 + 0.4 = 0.7,
(b) P(neither Fred nor Paul)=P(F [ P)c = 1 P(F [ P) = 1 [P(F) + P(P)] =
1 (0.3 + 0.2) = 0.5

3.1.5 Conditional Probability


Consider two events A and B. At times it is impossible for any one of the two
events to occur without another. In such cases, a pre-conceived idea about one
which has occurred would help you greatly to ascertain the occurrence of the
other. The probability that an event A will occur given that another event B has
occurred (or must occur) is known as the conditional probability of A given B
and is written as P(A|B).
Regardless of whatever they stand for, the conditional probability of event A
given that B has occurred denoted by P(A|B) is

P(A \ B)
P(A|B) = , P(B) , 0
P(B)

and the conditional probability of B given A is

P(B \ A)
P(B|A) = , P(A) , 0
P(A)

From these two expressions we define the multiplicative rule of two events or
joint probability that events A and B will occur together as

P(A \ B) = P(A|B)P(B) or P(A \ B) = P(B|A)P(A).

Remarks
P(S\B) P(B)
1. P(S|B) = P(B) = P(B) =1
P(;\B)
2. P(;|B) = P(B) =0
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 9

3. If A1 , A2 , A3 , . . . , An B are mutually exclusive then


P(A1 [ A2 [ A3 [ · · · [ An ) = P(A1 |B) + P(A2 |B) + · · · + P(An |B)
X n
= P(Ai |B)
i=1

4. P(Ac |B) = 1 P(A|B) because


P(Ac \ B) P(B) P(A \ B)
P(Ac |B) = = =1 P(A|B)
P(B) P(B)
and
P(Ac \ Bc ) 1 P(A [ B)
P(Ac |Bc ) = =
P(Bc ) 1 P(B)

5. For any events A1 and A2 ,


P(A1 |B) = P(A1 \ A2 |B) + P(A1 \ Ac2 |B)
and
P(A1 [ A2 |B) = P(A1 |B) + P(A2 |B) P(A1 \ A2 |B)
6. If events A1 and A2 are such that A1 ✓ A2 then P(A1 |B)  P(A2 |B)
7. If A, B and C are any events with P(A \ B) , 0, then
P(A \ B \ C) = P(A) · P(B|A) · P(C|A \ B)
because
P(A\B\C) = P[(A\B)\C] = P(A\B).P(C|A\B) = P(A)·P(B|A)·P(C|A\B)
Hence, if A1 , A2 , . . . , An are n events, the joint probability of these events
P(A1 \A2 \· · ·\An ) = P(A1 )P(A2 |A1 )P(A3 |A1 \A2 ) · · · P(An |A1 \A2 \· · ·\An 1 )

Example 9 Given that events A and B are such that P(A) = 0.6, P(B) = 0.2 and
P(A|B) = 0.5. Find (i) P(A \ B), (ii)P(B|A), (iii)P(Ac |Bc ).
Solution:
(i) P(A \ B) = P(A|B) · P(B) = 0.5 ⇥ 0.2 = 0.1
P(A\B)
(ii) P(B|A) = P(A) = 0.1/0.6 = 1/6
P(Ac \Bc ) P(A[B)c 1 P(A[B) 1 [P(A)+P(B) P(A\B)] 1 (0.6+0.2 0.1)
(iii)P(Ac |Bc ) = P(Bc ) = P(Bc ) = 1 P(B) = 1 P(B) = 1 0.2 =
0.3/0.8 = 3/8
Example 10 A basket contains 20 mangoes of which 5 are bad. If two mangoes are
selected at random in succession without replacement of the first one, what is the
probability that both are bad?
Solution:
Define events: A =first one is bad, B= second one is bad. Then P(A) = 5/20 = 1/4 and
P(B|A) = 4/19. The probability that both are bad is given by P(A\B) = P(B|A)·P(A) =
4/19 ⇥ 1/4 = 1/19.
10 Elements of Probability & Statistics– MTH1202

Example 11 The probability that a student wakes up early is 0.83 and the probability
that he arrives at school on time is 0.92. The probability that he wakes up early and
arrives on time is 0.78. Find the probability that the student (a) arrives on time given
that he wakes up (b) wakes up early given that he arrives on time.

Solution:
Define events A = wakes up early, B = arrives on school on time and C = wakes up early
and arrives on time. Then P(A) = 0.83 P(B) = 0.92 and P(A \ B) = 0.78. Therefore,
P(A\B) P(A\B)
(a) P(B|A) = P(A) = 0.78/0.83 = 0.94 (b) P(A|B) = P(B) = 0.78/0.92 = 0.85

Example 12 A coin is flipped twice. If we assume that all four elements in the
sample space S = {(H, H), (H, T), (T, H), (T, T)} are equally likely to occur, what is the
probability that both flips result in heads, given that the first flip resulted in a head?
Solution:
Define events E = {(H, H)}= both flips result in heads, and F = {(H, H), (H, T)}=the
P(E\F) P(H,H) 1/4
first result in a head. Then P(E|F) = P(F) = P[(H,H)or(H,T)] = 1/4+1/4 = 1/2

Example 13 A bag contains 10 white, 5 yellow and 10 black marbles. A marble is


chosen at random from the bag and it is noted that it is not black. What is the probability
that it was yellow?
Solution:
Define events: A = event that the marble selected is yellow and Bc = the event that the
P(A\Bc )
marble is not black. Then P(A) = 5/25 and P(B) = 10/25. Thus P(A|Bc ) = P(Bc ) =
5/25
1 10/25 = 1/3

3.1.6 Independent Events


Consider two situations where you are at a party and another where it will
rain. Note that your being at a party does not stop the rain. We say that the
two are independent events. That is, the occurrences of one does not a↵ect the
occurrences of the other.

Definition 2 Two events A and B are said to be independent if the occurrence of one
does not a↵ect or hinder the occurrence of the other. Thus, events A and B are said to be
independent if

P(A \ B) P(A \ B)
P(A|B) = = P(A) and P(B|A) = = P(B)
P(B) P(A)

. This implies that two events are independent if P(A \ B) = P(A) · P(B).

Definition 3 Three events A, B and C are said to be pairwise independent if each


pair of events chosen from A, B, C are independent, that is, A and B are independent,
B and C and A and C are independent. If in addition to being pairwise independent
P(A \ B \ C) = P(A) · P(B) · P(C), we say that they are totally independent.
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 11

Remarks
1. If A, B, C are independent events, then P(A \ B \ C) = P(A) · P(B) · P(C) and
in general, if events A1 , A2 , . . . , An are independent then

P(A1 \ A2 \ · · · \ An ) = P(A1 ) · P(A2 ) · · · \ An

2. If A, B, C are independent events, so are A and B [ C because

P[A \ (B [ C)] =P[(A \ B) [ (A \ C)]


=P(A \ B) + P(A \ C) P(A \ B \ C)
=P(A) · P(B) + P(A \ C) P(A \ B \ C)
=P(A) · P(B) + P(A) · P(C) P(A) · P(B \ C)
=P(A) · [P(B) + P(C) P(B \ C)]
=P(A) · P(B [ C)

3. If A, B are independent events then so are A and Bc , for if

P(A \ B) = P(A) · P(B)

then

P(A \ Bc ) =P(A) P(A \ B)


=P(A) [P(A) · P(B)]
=P(A)[1 P(B)] = P(A) · P(Bc )

4. If A and B are independent so are Ac and Bc . For if

P(A \ B) = P(A) · P(B)

then

P(Ac \ Bc ) =P(A [ B)c = 1 P(A [ B)


=1 [P(A) + P(B) P(A \ B)]
=1 P(A) P(B) + P(A) · P(B)
=1 P(A) P(B)[1 P(A)]
=[1 P(A)] · [1 P(B)]
=P(Ac ) · P(Bc )

Example 14 The probability that a student passes Mathematics is 0.98 and the
probability that he passes English is 0.92. Find the probability that he passes both.
Solution:
Define events: A=passes Mathematics, B = passes English. Then P(A) = 0.98 and
P(B) = 0.92. The probability that he passes both P(A \ B) = P(A) · P(B) = 0.98 ⇥ 0.92 =
0.9016.
12 Elements of Probability & Statistics– MTH1202

Example 15 Events A and B are independent. If P(A \ B) = 1/3, and P(A [ B) = 5/6,
find possible values of (i) P(A) and (ii)P(B).
Solution:
Let P(A) = x and P(B) = y. Since A and B are independent, then P(A \ B) =
P(A) · P(B) = 1/3 = xy. Also P(A [ B) = P(A) + P(B) P(A \ B) ) 5/6 = x + y xy.
Solve these equations simultaneously to get 6y2 7y + 2 = 0. This gives, either
y = 2/3 ) x = 1/2, or y = 1/2 ) x = 2/3. Thus, either P(A) = 1/2 and P(B) = 2/3,
or P(A) = 2/3 and P(B) = 1/2.

Example 16 A fair coin is tossed twice. Let A denote the event that a head is obtained
on the first toss, B the event that a head is obtained on the second toss, and C the event
that exactly one head is obtained for both tosses. Discuss the independence of A,B and C.
Solution:
Define events S = {(H, H), (H, T), (T, H), (T, T)}, A = {(H, H), (H, T)}, B = {(H, H), (T, H)},
and C = {(H, T), (T, H)}. Then P(A) = 1/2, P(B) = 1/2 and P(C) = 1/2. Since
A \ B) = {H, H}, then P(A \ B) = 1/4 = P(A) · P(B). Hence A and B are independent.
Similarly P(A \ C) = P(A) · P(C) and P(B \ C) = P(B) · P(C); implying that A and C are
independent and B and C are independent. Therefore A, B, C are pairwise independent.
We note that A \ B \ C = ;, implying that P(A \ B \ C) , P(A) · P(B) · P(C) = 1/8.
Hence, A, B, C are not totally independent. Thus pairwise independence does not imply
independence.

Example 17 Three people decided to enter a marathon race. Their respective probabili-
ties that will complete the marathon are 0.9,0.7 and 0.6. Find the probability that at
least two will complete the marathon. Assume that the performances of each other are
independent.
Solution
Define events: A = First person completes the marathon, B =Second person completes
the marathon, C =Third person completes the marathon. Then P(A) = 0.9, P(B) = 0.7
and P(C) = 0.6. P(all complete the marathon)=P(A \ B \ C) = P(A).P(B).P(C) =
0.9 ⇥ 0.7 ⇥ 0.6 = 0.378. Also P(two out of three complete the marathon)=P(A \ B \ Cc ) +
P(A\Bc \C)+P(Ac \B\C) = P(A)·P(B)·P(Cc )+P(A)·P(Bc )·P(C)+P(Ac )·P(B)·P(C) =
0.9 ⇥ 0.7 ⇥ 0.4 + 0.9 ⇥ 0.3 ⇥ 0.6 + 0.1 ⇥ 0.7 ⇥ 0.6 = 0.456

3.1.7 Law of Total Probability and Bayes’ Rule


Law of Total Probability
Suppose events A1 , A2 , . . . , An form a partition of S. That is, the events are
mutually disjoint and their union is all of S

S = A1 [ A2 [ · · · [ An

Then for any other event B in S, we have

P(B) = P(A1 ) ⇥ P(B|A1 ) + P(A2 ) ⇥ P(B|A2 ) + · · · + P(An ) ⇥ P(B|An )


B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 13

Figure 3.4:

Proof
Because the Ai are all disjoint, the sets {B \ Ai }ni=1 are all disjoint . Moreover,
these sets union to B because
n
[ n
[
B=B\S=B\ Ai = (B \ Ai )
i=1 i=1

So by the additive rule and the multiplication principle, we have


n
[ n
X n
X
P(B) =P( (B \ Ai )) = P(B \ Ai ) = P(Ai ) ⇥ P(B|Ai )
i=1 i=1 i=1
=P(A1 ) ⇥ P(B|A1 ) + P(A2 ) ⇥ P(B|A2 ) + · · · + P(An ) ⇥ P(B|An )

Bayes’ Rule
Given that B has occurred, the probability of a partition event A j is given by

P(A j \ B) P(A j ⇥ P(B|A j ))


P(A j |B) = =
P(B) P(A1 ) ⇥ P(B|A1 ) + · · · + P(An ) ⇥ P(B|An )

Example 18 Among Kentucky registered voters, 30% are Republican, 50% are Demo-
crat, and 20% are Other. The percentages that support the President among these
groups are respectively 0.10, 0.80, and 0.60.

1. What percentage of KY registered voters support the President?

2. If one supports the President, then what is the probability that one is a Democrat?
14 Elements of Probability & Statistics– MTH1202

3. If one does not support the President, then what is the probability that one is a
Republican?

Solution:
1. Here the partition is A1 = R, A2 = D, andA3 = O. Let S denote those that
support the president. Then, by the law of Total Probability, we have

P(S) =P(R) ⇥ P(S|R) + P(D) ⇥ P(S|D) + P(O) ⇥ P(S|O)


=0.30 ⇥ 0.10 + 0.50 ⇥ 0.80 + 0.20 ⇥ 0.60
=0.55

So 55% currently support the president.


2. Applying Bayes’ Rule, we obtain

P(D) ⇥ P(S|D) 0.50 ⇥ 0.80 ¯


P(D|S) = = = 0.72
P(S) 0.55

3. Using the fact that P(Sc |R) = 1 P(S|R) = 0.90 and applying Bayes’ Rule, we
obtain
P(R) ⇥ P(Sc |R) 0.30 ⇥ 0.90
P(R|Sc ) = = = 0.60
P(Sc ) 0.45

Example 19 Three professors A, B, C are nominated for the post of Dean of Science.
Their respective probabilities of being elected are 0.3, 0.5 and 0.2. If Professor A is
elected the probability that the Mathematics Department gets a new computer is 0.8
and if B is elected is 0.1 and if C is elected is 0.3. The Head of Mathematics goes away
to London and learns that the department has received a new computer. (a) Find the
probability of Mathematics Department getting a new computer, (b) The probability of
professors A, B, C are elected if Mathematics Department got a new computer.
Solution:
Define events A = professor A is elected, B= professor B is elected, C = professor C is
elected, and D = Mathematics Department gets a new computer. Then P(A) = 0.3,
P(B) = 0.5 and P(C) = 0.2. P(D/A) = 0.8, P(D/B) = 0.1 and P(D/C) = 0.3. (a) Using
the law of total probabilities, P(D) = P(D/A)P(A) + P(D/B)P(B) + P(D/C)P(C) = 0.35
(b) By Bayes’ Theorem,
P(A\D) P(D/A).P(A)
P(A/D) = P(D) = P(D) = 0.8 ⇥ 0.3/0.35 = 24/35
P(B\D) P(D/B)P(B)
P(B/D) = P(D) = P(D) = 0.1 ⇥ 0.5/0.35 = 1/7
P(C\D) P(D/C)P(C)
P(C/D) = P(D) = P(D) = 0.3 ⇥ 0.2/0.35 = 6/35

Example 20 A motorist travels regularly from one town to another. On each occasion
he chooses a route at random from four possible routes. From his experience the
probabilities of completing the journey under three hours via those routes are 0.5, 0.8,
0.9 and 0.9 respectively. Given that on a certain occasion he completed the journey in
under three hours. Calculate the probability that he travelled by the first of the four
routes.
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 15

Solution:
Define events A1 = he travelled by first route, A2 = he travelled by second route, A3 =
he travelled by third route and A4 = he travelled by fourth route. Let E = he completed
the journey in under three hours. Since he chooses the routes at random then P(A1 ) =
P(A2 ) = P(A3 ) = P(A4 ) = 1/4. And P(E/A1 ) = 0.5, P(E/A2 ) = 0.8, P(E/A3 ) = 0.9
and P(E/A3 ) = 0.9. You need to find P(A1 /E). First find P(E).
\
P(E) = P(A1 \ E) + P(A2 \ E) + P(A3 \ E) + P(A4 E)
= P(E/A1 ).P(A1 ) + P(E/A2 ).P(A2 ) + P(E/A3 ).P(A3 ) + P(E/A4 ).P(A4 )
= 0.5 ⇥ 0.25 + 0.8 ⇥ 0.25 + 0.9 ⇥ 0.25 + 0.9 ⇥ 0.25 = 0.775

and P(A1 \ E) = P(E/A1 ).P(A1 ) = 0.5 ⇥ 0.25 = 0.125.


P(A1 \E)
Therefore P(A1 /E) = P(E) = 0.125/0.775 = 5/31

3.1.8 Permutations and Combinations and Probability


3.1.9 Basic Principle of Counting
If r experiments that are to be performed are such that the first one may result
in any of n1 possible outcomes, and if for each of these n1 possible outcomes
there are n2 possible outcomes of the second experiment, and if for each of the
possible outcomes of the first two experiments there are n3 possible outcomes
of the third experiment, and if,. . ., then there are a total of n1 · n2 · · · nr possible
outcomes of the r experiments.
As an illustration of this, let us determine the number of di↵erent ways
n distinct objects can be arranged in a linear order. For instance, how many
di↵erent ordered arrangements of the letters a, b, c are possible? By direct
enumeration we see that there are 6; namely, abc, acb, bac, bca, cab, cba. Each one
of these ordered arrangements is known as a permutation. Thus, there are 6
possible permutations of a set of 3 objects. This result could also have been
obtained from the basic principle, since the first object in the permutation can
be any of the 3, the second object in the permutation can then be chosen from
any of the remaining 2, and the third object in the permutation is then chosen
from the remaining one. Thus, there are 3 · 2 · 1 = 6 possible permutations.
Suppose now that we have n objects. Similar reasoning shows that there are

n(n 1)(n 2) · · · 3 · 2 · 1

di↵erent permutations of the n objects. It is convenient to introduce the notation


n!, which is read "n factorial" for the foregoing expression. That is

n! = n(n 1)(n 2) · · · 3 · 2 · 1

Thus, for instance, 1! = 1, 2! = 2 · 1 = 2, 3! = 3 · 2 · 1 = 6, 4! = 4 · 3 · 2 · 1 = 24, and


so on. It is convenient to define 0! = 1.

Definition 4 The number of ways of arranging n unlike objects is n! = n(n 1)(n 2)...1
16 Elements of Probability & Statistics– MTH1202

Example 21 Mr. Jones has 10 books that he is going to put on his bookshelf. Of these,
4 are mathematics books, 3 are chemistry books, 2 are history books, and 1 is a language
book. Jones wants to arrange his books so that all the books dealing with the same subject
are together on the shelf. How many di↵erent arrangements are possible?

Solution:
There are 4!3!2!1! arrangements such that the mathematics books are first in
line, then the chemistry books, then the history books, and then the language
book. Similarly, there are 4! possible orderings of the subjects. Hence the desired
answer is 4!4!3!2!1! = 6912

Example 22 How many di↵erent number plates can be formed if each is to contain
three letters A, B, C followed by three digits 2, 3, 4?

Definition 5 The number of ways of arranging in a line, n objects of which r are alike
is n!
r! . The number of ways of arranging n objects, p of one type, q of another type, and r
n!
of another type is
p!q!r!

Example 23 In how many ways can the letters of the word STATISTICS be arranged?
(50400)

Example 24 In how many ways can 4 BIC pens, 5 red HB pencils and 3 writing pads
be arranged in a line? (27720)

Example 25 In how many ways can letters of the word MATHEMATICS be arranged
(i) in a line, (4989600) (ii) if the word must start with S? (453600) (iii) if the word
must start and end with M? 2⇥1⇥9! 2!2! = 181440.

Example 26 In how many ways can the letters in the word KEVIN be arranged if the
words must start with E and end in I.
Solution:
In the word KEVIN you have 5 letters. If you are to start with E and end in I, then E is
fixed at the start and I at the end, and there are 3 letters remaining that can be arranged
in 3! ways. Since E can be arranged in only one way and I in only one way, you will
have 1! ⇥ 1! ⇥ 3! = 6.

3.1.10 Application to Probability


Example 27 If the letters of the word CALCULATOR are arranged in a line, find
the probability that the word begins with C and ends in A. Solution: The number of
letters in the word CALCULATOR is 10 in which we have 2C, 2A and 2L. Therefore,
10!
n(S) = 2!2!2! = 453600.
To begin with C and end with A, there are two Cs and two As. These can be arranged
among themselves in 2! ways each. This leaves 6 letters to arrange in which there are
2Ls. Thus the word that start with C and end in A can be got in 2! ⇥ 2! ⇥ 6!
2! = 1440
1440
ways. Therefore, P(word begins with C and ends with A)= 453600 .
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 17

Example 28 In how many ways can the letters of the word MANAGEMENT be
rearranged so that the two As do not appear together?
Solution:
There are a total of 10 letters in which there are 2Ms, 2As, 2Es, 2Ns and the rest of the
letters appear once. The number of ways to arrange these letters is

10!
= 226800
2!2!2!2!
Now, assume that two A i.e AA as single letter, total 9 letters.no. of ways to
arrange these 9 letters where two ’A’ always together is

9!
= 45360
2!2!2!
no. of ways of arrangement where two ’A’ do not come together = 226800
45360 = 181440.

Example 29 (a) How many numbers greater than 40,000 can be formed from the digits
2,3,4,5,6 if each digit is used once? (b) How many of these end with 2? (c) What is the
probability that the number is divisible by 5?
Solution:
(a) If the number is to be greater than 40,000, it must start with 4,5 or 6. In whichever
case, that is, whether you start with a 4,5, or 6, it leaves you with four numbers to
arrange, which can be arranged in 4! ways. Since there are three numbers to start with
and the rest can be arranged in 4! ways after the first choice, you will have 3 ⇥ 4! = 72
numbers greater than 40,000.
(b)To find those that end with 2, you have to note that they must start with either 4,5 or
6. Once you have taken one to start with, and there is only one way to end with a 2, then
you have three numbers to arrange in 3! ways. Therefore, you will have 3 ⇥ 1 ⇥ 3! = 18
numbers greater than 40,000 and end in 2.
(c)If out of the numbers given, one is to be divisible by 5, it must end in 5. So it must
now start with 4 or 6. Thus we get 2 ⇥ 1 ⇥ 3! = 12 numbers. Thus the probability that
12 1
it is divisible by 5, P(divisible by 5)= = .
72 6

Definition 6 The number os ways of arranging n unlike objects in a circle when


clockwise and anticlockwise arrangements are di↵erent is (n 1)!. Here, you fix one
object out of n. Then you are remaining with (n 1). Arrange the (n 1) objects about
the fixed one to get (n 1)! ways. If the clockwise and anticlockwise arrangements are
(n 1)!
the same then the number of ways is 2

Example 30 The number of ways of arranging 5 people on a circular dining table is


4! = 24 ways.

Example 31 The number of ways of arranging 5 di↵erent-colour beads on a ring is


4!
2 = 12
18 Elements of Probability & Statistics– MTH1202

Example 32 In how many ways can 3 men and 3 women be seated at a round table if
(a)no restriction is imposed (b) each woman is to be between two men (c) two particular
women must sit together (d) two particular women must not sit together (e) all women
must sit together (f) there is exactly one person between two particular women?
Solution:
(a) Total six persons can be seated at a round table in 5! = 120 ways.
(b) Three men can be seated first at the round table in 2! = 2 ways. Then the three
women can be seated in 3 gaps in 3! = 6 ways. Hence the required number of ways
= 2 ⇥ 6 = 12
(c) Temporarily treating two particular women as one big fat woman, five persons
can be seated at a round table in 4! = 24 ways. However these two women can be
arranged within themselves in 2! = 2 ways. Hence the required number of arrangements
= 24 ⇥ 2 = 48.
(d) As out of total 120 arrangements, there are 48 ways in which these two women sit
together, the required number of arrangements = 120 48 = 72.
(e) Temporarily treating three women as one person, four persons can be arranged at
round table in 3! = 6 ways. Further, these 3 women can be arranged among themselves
in 3! = 6 ways. Hence the required number of arrangements is 6 ⇥ 6 = 36.
(f) Temporarily leave aside two particular women. The remaining 4 persons can be
seated in 3! = 6 ways. Now these two particular women may be seated "around" any of
4 persons, and further the two can be arranged within themselves in 2 ways. Hence the
required number of arrangements is 24 ⇥ 6 = 48

Example 33 One white, one blue, one red and two yellow beads are to be threaded on a
ring to make a bracelet. Find the probability that the red and white beads are next to
each other.
Solution:
The total number of beads is 5. Arrangement on a ring is circular and the clockwise and
anticlockwise are the same. Since they are two yellows, the number of ways of arranging
4!
the beads is 2⇥2! = 6. If red and white are next to each other, the number of ways of
arranging them is 2! and then there are 3 more to arrange in 3! ways but on a ring with
2!3!
two yellows to give 2⇥2! = 3 ways. Therefore, P(the red and white are next to each other
3 1
)= 6 = 2 .

3.1.11 Permutations
In the previous subsection, we were interested in arranging all the objects given.
Now, we consider arranging a few of the objects leaving out the other. Consider
the number of ways of placing 3 of the letters A, B, C, D, E in 3 empty places. The
number of possibilities of filling the first place is 5 ways, the second 4 and the
third 3. All together, there are 5 ⇥ 4 ⇥ 3 ways of arranging 3 letters taken from
5 letters. This is the number of permutations of 3 objects taken out of 5 and is
written as 5 P3 . So 5 P3 = 5 ⇥ 4 ⇥ 3 = 60. Note that

5 ⇥ 4 ⇥ 3 ⇥ 2 ⇥ 1 5! 5!
5⇥4⇥3= = =
2⇥1 2! (5 3)!
B.K. Nannyonga, H.W. Kayondo, N. Muyinda, & B.N. Kirenga c 19

Definition 7 An ordered arrangement of r distinct objects is called a permutation.


The number of permutations or ordered arrangements of n distinct (di↵erent or unlike)
objects taken r at a time, called "n permutation r" and written as n Pr is given by
n
Pr = (nn!r)!

The number of arrangements of all n unlike objects (that is, n objects taken
from from n) is n Pn = (n n!n)! = n!
0! = n!

3.1.12 Combinations
Definition 8 The number of combinations of n objects taken r at a time is denoted !by
n n! n
Cr and is defined by n Cr = . Note that n Cr is sometimes denoted by .
r!(n r)! r

!
n
Thus represents the number of di↵erent groups of size r that can be selected
r
from a set of size n when the order of selection is not considered relevant.

Example 34 Out of 5 Mathematicians and 7 Physicists, a committee of 2 Mathemati-


cians and 3 Physicists is to be formed. In how many ways can this be done if (a) any
Mathematician and any Physicist is to be included. (b) one particular Physicist must be
on the committee (c) two particular Mathematicians cannot be on the committee.
Solution:
(a) 2 Mathematicians out of 5 can be chosen in 5 C2 ways; 3 Physicists out of 7 can be
chosen in 7 C3 ways. The total number =5 C2 ⇥7 C3 = 10 ⇥ 35 = 350 ways.
(b) 2 Mathematicians out of 5 can be chosen in 5 C2 ways, 2 additional Physicists
out of 6 (since one is already particular) can be chosen in 6 C2 . The total number
=5 C3 ⇥6 C2 = 10 ⇥ 15 = 150 ways.
(c)2 Mathematicians out of 3 (since two must not be on) can be chosen in 3 C2
ways. 3 Physicists out of 7 can be chosen in 7 C3 ways. The total number is
3
C2 ⇥7 C3 = 3 ⇥ 35 = 105 ways.

3.1.13 Application of Combinations to Probability


Example 35 A committee of size 5 is to be selected from a group of 6 men and 9 women.
If the selection is made randomly, what is the probability that the committee consists of
3 men and 2 women?
Solution: !
15
Let us assume that randomly selected means that each of the possible combinations
5
!
6
is equally likely to be selected. Hence, since there are possible choices of 3 men
3
20 Elements of Probability & Statistics– MTH1202

!
9
and possible choices of 2 women, it follows that the desired probability is given by
2
! !
6 9
3 2 240
! =
15 1001
5

Example 36 A box contains eight red, three white and nine blue balls. If three balls
are drawn at random, determine the probability that (a) all the three are red, (b) all the
three are white (c) two are red and one is white (d) at least one is white (e) one of each
colour is drawn (f) the balls are drawn in order red, white and blue.
Solution:
(a) Total number of balls, = 8 + 3 + 9 = 20. If three balls are chosen at random we have
20
C3 .
8
P(all 3 are red) = 20CC33 = 1140
56
3
C3 1
(b) P(all 3 are white) = 20 C
3
= 1140
8
C2 ⇥3 C1 84
(c) P(choosing 2 red and 1 white) = 20 C
3
= 1140
17
C3 680
(d) at least one white -first get probability no white. P(no white)= 20 C
3
= 1140 .
680 460
Then P(at least one white )=1-P(no white)=1 1140 = 1140
8
C1 ⇥3 C1 ⇥9 C1 216
(e) P(one of each colour) = 20 C
3
= 1140
P(one of each colour) 1 216 3
(f )P(are in order, red, white, blue)= 3! = 6 ⇥ 1140 = 95

Example 37 Three letters are selected at random from the word BIOLOGY. Find the
probability that the selection (a) does not contain the letter O, (b) contains both of the
letters O.
Solution:
First find the total number of selections of the three letters. Since there are two Os, we
form words with (i) no letter, (ii) 1 letter O and (iii) 2 letter Os
(i) If the selection has no O, it is taken from B,I,L,G,Y and the number of ways of
selecting three from these letters =5 C3 = 10 ways
(ii)If the selection has one letter O, then we chose 2 other letters from B,I,L,G,Y in
5
C2 = 10 ways
((iii) If the selection has two Os, we must choose 1 other letter from B,I,L,G,Y in 5 C1 =
5 ways. Thus, the total number of ways to choose the three letters =10+10+5=25.
(a)P(word does not contain letter O)= 10 5
25 (b) P(word contains 2 letter Os)= 25 .

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