Lecture Sheet F
Lecture Sheet F
Chapter 6
1. Introduction to Probability
2. Addition Laws of Probability
3. Conditional probability, Multiplication rule of probability, Bayes’ Theorem
1. Introduction to Probability
Example:
(i) Tossing of a coin is a trial and getting head and tail are outcomes.
(ii) Throwing of a die is a trial and obtaining 1 or 2 or 3 or 4 or 5 or 6 is an
outcome.
(iii) Drawing three balls from a bag containing 3 red and 4 black ball is a trial and
getting one red and 2 black balls is an outcome.
Example:
(i) Tossing of a fair coin,
(ii) Throwing of an unbaised die, etc.,
are the examples of random experiments.
Example:
(i) In tossing a fair coin, the exhaustive number of cases is 2, 2n =
(ii) In throwing an unbaised die, the exhaustive number of cases is 6,
(iii) In throwing two unbaised dice, the exhaustive number of cases is 6 2 36 . 6 n =
1
Example:
The sample space S for the experiment of tossing two fair coins is given by
S HH , HT , TH , TT
Here, the sample points are HH or HT or TH or TT .
The number of sample points in a sample space is generally denoted by n(S )
(5) Event:
Any statement regarding one or more of the sample point(s) of a sample space
recorded from a random experiment is known as event.
In other words, an event is a subset of the sample space.
An empty set is a subset of the sample space S , is also an event, known as
impossible event.
The sample space S is also subset of itself, is also an event, known as sure event.
Example:
Suppose a fair coin is tossed twice. Let H and T denote the head and tail of the
coin respectively. Then the sample space of the experiment is
S HH , HT , TH , TT w1 , w2 , w3 , w4 In this example, there four simple events, which
are w1 HH , w2 HT , w3 TH , and w4 TT .
Let A be the event of head of the first coin, then A HH , HT w1 , w2 . Here A is
compound event, since it contains two sample points.
Example:
(i) Suppose two fair coiuns are tosswed. Then the sapmle sapce is
S HH , HT , TH , TT
2
(8) Equally likely cases:
If all the exhaustive cases of a random experiment have equal chance to occur,
then the cases are called equally likely cases.
Example:
(i) In tossing a fair coin, the outcomes ‘head’ and ‘tail’ are equally likely.
(ii ) In throwing an unbaised die, all the six faces are equally likely.
Example:
(i) In tossing a fair coin, the outcomes ‘head’ and ‘tail’ are mutually exclusive
because if ‘head’ comes, we cann’t get tail and if ‘tail’ comes we cann’t get ‘head’.
(ii) In throwing a balalnced die, the six faces numbered 1, 2, 3, 4, 5, and 6 are
mutually excliusive.
Definition of probabilirty:
There are two definitions of probability. These are
(i) Mathematical or Classical or a Priori Probabbility.
(ii) Statistical or Empirical Probability.
m
P ( A)
n
Remarks:
(a) 0 P( A) 1
The exhaustive number of cases n and favourable cases m are non-negetive and
hence P ( A) 0.
Again m n ( favourable cases canno exceed exchaustive number of cases).
m
Therefore, P( A) 1
n
0 P ( A) 1
3
(b) Drawbacks or limitations of classical definition of probabilty:
Mainly, there are three drawbacks of classical definition of probabilty:
(i) This definition fails when the total number of possible outcomes are infinite.
(ii) This definition leaves us completely helpless when the possible outcome are
not equally likely.
(iii) It is not always possible to enumerate all the equally likely cases.
Problems/ Assignment:
Problem 1:
Consider an experiment in which two dice are tossed. Write down the sample
space and find the probabiilty that
(i) the sum of the spots on the dice is greater than 12,
(ii) the sum of spots on the dice is divisible by 3,
(iii) the sum is greater than or eqaul to 2 and is less than or equal to 12.
Solution:
The sample space S for the experiment is given by
S 1, 2, 3, 4, 5, 6 1, 2, 3, 4, 5, 6
Here
n( S ) 6 6 36
2nd die 1 2 3 4 5 6
1st die
1 S ={11 12 13 14 15 16
2 21 22 23 24 25 26
3 31 32 33 34 35 36
4 41 42 43 44 45 46
5 51 52 53 54 55 56
6 61 62 63 64 65 66}
4
Total number of cases = n =36
m 12 1
P ( A1 )
n 36 3
(iii) Let us define
A3 : the event that ‘the sum is greater than or equal to 2 and is less than or equal to
12’.
A3 S
Favourable number of cases to the event A3 = m =36
Total number of cases = n =36
m 36
P ( A3 ) 1
n 36
Here A3 is a ‘certain (sure) event’.
Problem 2: The six planes of a die is numbered by 1,3,3,5,6,6 and the six planes
of another die is numbered by 2,2,4,4,5,6. Two dice are thrown simultaneously.
Write down the the sample space and find the probability that the sum of the
obtained numbers is 7.
Problem 3: Suppose three coins are tossed at a time. Write down the sample space
and find the following probability of the event that
(i) the number of heads excceds the number of tails,
(ii) the event of getting two heads,
(iii) the event of getting head in the first trial.
Solution:
The sample space S for the experiment of tossing three coins at a time is given by
S H , T H , T H , T
S H , T HH , HT , TH , TT
S HHH , HHT , HTH , HTT , THH , THT , TTH , TTT
and n( S ) 2 2 2 8
5
m 3
P ( A2 )
n 8
(iii) Let us define
A3 : the event of getting head in the first trial.
A3 HHH , HHT , HTH , HTT
Favourable number of cases to the event A3 = m = 4
Total number of cases = n =8
m 4 1
P ( A3 )
n 8 2
A B
6
Suppose,
the total number of elements in S n(S )
the favourable number of cases to the event A n( A)
the favourable number of cases to the event B n(B)
the favourable number of cases to the event A B n( A B )
Now, by the classical definition of probability, we have
n( A)
P ( A)
n( S )
n( B )
P( B)
n( S )
n( A B )
P( A B)
n( S )
From the Venn-diagram,
n( A B ) n( A) n( B ) ( A and B are mutually exclusive events)
n( A B ) n( A) n( B )
n( S ) n( S )
n( A B ) P ( A) P ( B )
n( S ) n( S ) n( S )
P ( A B ) P ( A) P ( B )
Theorem 2: If A and B are any two events and are not mutually exclusive,
then
P ( A B ) P ( A) P ( B ) P ( A B )
Proof:
Let S be the sample space of a random experiment, and A and B are two events
defined on S , and they are not mutually exclusive events. The Venn-diagram for A
and B is shown below:
Note: A Ac , B B C
Suppose,
the total number of elements in S n(S )
the favourable number of cases to the event A n( A)
the favourable number of cases to the event B n(B)
the favourable number of cases to the event A B n( A B )
7
the favourable number of cases to the event A B n( A B )
the favourable number of cases to the event A B n( A B )
the favourable number of cases to the event A B n( A B)
8
Problems/Assignment:
Problem 1: Two unbiased dice are thrown. Find the probability that
(I) first die shows 5 or sum of the upper faces is more than or equal to 8,
(ii) second die shows 4 or sum of the upper faces is more than 10.
Solution:
The sample space S for the experiment of throwing two unbiased dice is given by
2nd die 1 2 3 4 5 6
1st die
1 S ={11 12 13 14 15 16
2 21 22 23 24 25 26
3 31 32 33 34 35 36
4 41 42 43 44 45 46
5 51 52 53 54 55 56
6 61 62 63 64 65 66}
(i) Let A be the event that the first die shows 5 ; and
B be the event that sum of the upper faces of dice is more than or equal to 8.
We need P ( A B ).
Favourable cases to A are
A : 51, 52, 53, 54, 55, 56
n( A) 6
n A 6 and P ( A)
n( S ) 36
Favourable cases to B are
B : 26, 35, 36, 44, 45, 46, 53, 54, 55, 56, 62, 63, 64, 65, 66
n( B ) 15
nB 15 and P ( B )
n( S ) 36
Favourable cases to A B are
A B : 53, 54, 55, 56
n( A B ) 4
n A B 4 and P ( A B )
n( S ) 36
We have
P ( A B ) P ( A) P ( B ) P ( A B )
6 15 4
36 36 36
17
36
(ii) Let A be the event that the second die shows 4 ; and
B be the event that sum of the upper faces is more than 10.
We need P ( A B ).
9
Favourable cases to A are
A : 14, 24, 34, 44, 54, 64
n( A) 6
n A 6 and P ( A)
n( S ) 36
Favourable cases to B are B : 56, 65, 66
n( B ) 3
nB 3 and P ( B )
n( S ) 36
Favourable cases to A B are A B :
A and B are mutually exclusive events.
n( A B ) 0
n A B 0 and P ( A B )
n( S ) 36
We have
6 3 0 1
P ( A B ) P ( A) P ( B ) P A B
36 36 36 4
Problem 2: In a survey of 100 readers, it is observed that 30 read “The Daily Star’,
40 read ‘The Independent’ and 15 read both. Find probability that a reader read at
least one of the paper.
Solution: Let A be the event that a reader read ‘The Daily Star’ and
B be the event that a reader read ‘The Independent’.
Given P( A) 0.30 , P( B) 0.40 and P ( A B ) 0.15 .
We need P ( A B ).
P ( A B ) P ( A) P ( B ) P ( A B ) 0.30 0.40 0.15 0.56
Solution: Let A be the event that the student has failed in statistics course; and
B be the event that the student has failed in mathematics course.
Given P( A) 0.20 , P( B) 0.30 , and P ( A B ) 0.10
We need P ( A B ).
P ( A B ) P ( A) P ( B ) P ( A B ) 0.20 0.30 0.10 0.40
10
Solution: The program will be developed if it is properly written by any one of
them. Therefore, we need P( A B C ). Since all of them are writing independently.
1 1 1 1 1 1
P ( A B ) P ( A) P ( B ) , P ( A C ) P ( A) P (C )
2 3 6 2 4 8
1 1 1 1 1 1 1
P ( B C ) P ( B ) P (C ) , P ( A B C ) P ( A) P ( B ) P (C )
3 4 12 2 3 4 24
P ( A B C ) P ( A) P ( B ) P (C ) P ( A B ) P ( A C ) P ( B C ) P ( A B C )
1 1 1 1 1 1 1 3
2 3 4 6 8 12 24 4
Conditional probability:
Let A and B be two events defined on a sample space S . Then the conditional
probability of A given that B has already occurred is defined by
P( A B)
P( A / B) , given P ( B ) 0 (i)
P( B)
A B B A
P ( A B ) P ( B A)
P ( A B ) P ( B ).P ( A / B )
P ( A B ) P ( A).P ( B / A)
Independent events: Two events A and B are said to be independent, if and only
if P ( A B ) P ( A).P ( B ) .
11
Theorem 1: If A and B are two independent events, then (i) A and B , (ii) A and
B are independent events.
Problem 1: In a university there are 2000 students. Out of which 1500 got first
division in HSC and 500 are females. Those who got first division in HSC 300 of
them are females. A student is selected at random and found that the selected one
is female. Find the probability that she got first division in HSC examination.
Problem 2.
Consider an experiment in which two dice are tossed. Write down the sample
space. Let A be the event that the 1st die shows 4 and B be event that the 2nd die
shows odd numbers. Find P( A) , P(B) , P ( A B ) , P( A / B) , P( B / A) . Show that the
events A and B are independent.
Solution:
The sample space S for the experiment is given by
S 1, 2, 3, 4, 5, 6 1, 2, 3, 4, 5, 6
1 2 3 4 5 6
2 die
nd
1st die
1 S ={11 12 13 14 15 16
2 21 22 23 24 25 26
3 31 32 33 34 35 36
4 41 42 43 44 45 46
5 51 52 53 54 55 56
6 61 62 63 64 65 66}
12
B {(1,1), (1,3), (1,5)
(2,1), (2,3), (2,5)
(3,1), (3,3), (3,5)
(4,1), (4,3), (4,5)
(5,1), (5,3), (5,5)
(6,1), (6,3), (6,5)}
Favourable number of cases to the event B = n(B ) 18
A B {(4,1), (4,3), (4,5)}
Favourable number of cases to the event A B = n( A B ) 3
Now,
n( A) 6 1
P ( A)
N 36 6
n( B ) 18 1
P( B)
N 36 2
n( A B ) 3 1
P( A B)
N 36 12
n( A B ) 3 1
P( A / B)
n( B ) 18 6
n( A B ) 3 1
P ( B / A)
n( A) 6 2
1 1 1
We have P ( A).P ( B ) . and
6 2 12
1
P( A B)
12
P ( A B ) P ( A).P ( B )
1
Also, P ( A / B ) P ( A)
6
1
P ( B / A) P( B)
2
13
Problem 3. A bag contain 6 white and 9 black balls. Four balls are drawn at a time.
Find the probability for the first draw to give 4 white and the second to give 4
black balls in each of the following cases:
(i) The balls are replaced before the second draw.
(ii) The balls are not replaced before the second draw.
Solution: Let
A be the event that the first drawing gives 4 white balls, and
B be the event that second drawing gives 4 black balls.
With replacement:
P ( A B ) P ( A).P ( B / A)
P ( A).P ( B ), as B is independent of A
6C 9C 6
4 4
15C4 15C4 5426
Without replacement:
P ( A B ) P ( A).P ( B / A)
6C 9C 3
4 4
15C4 11C4 715
14
Theorem 3: Bayes’ Theorem
Statement: Let H1 , H 2 , H 3 , ..., H n be n mutually exclusive events associated
with a sample space S with P ( H i ) 0 , (i 1, 2, ..., n) and they form a partition of
n
S. Consider an arbitrary event E which is a subset of UH
i 1
i such that P( E ) > 0 , then
P( H i ) P( E / H i ) P( H i E )
P( H i / E ) n
P( E )
P( H ) P( E / H )
i 1
i i
n
Since E U H i , (i.e., E ( H1 H 2 H 3 ... H n ) the event E can happen in any of
i 1
E ( H 1 E ) ( H 2 E ) ( H 3 E ) ... ( H n E ) ( H i E H i , i 1, 2, ..., n )
P ( E ) P[( H 1 E ) ( H 2 E ) ( H 3 E ) ... ( H n E )]
P ( E ) P ( H 1 E ) P ( H 2 E ) P ( H 3 E ) ... P ( H n E )
= P ( H1 ) P ( E / H1 ) P ( H 2 ) P ( E / H 2 ) P ( H 3 ) P ( E / H 3 )) ... P ( H n ) P ( E / H n )
n
= P( H i ) P( E / H i ) (2)
i 1
P( H i ) P( E / H i ) P( H i E )
P( H i / E ) n
, Hence proved.
P( E )
P( H ) P( E / H )
i 1
i i
Note:
(i) The following terminologies are also used when the Bayes’ theorem is applied:
15
Hypotheses: The events H1 , H 2 , H 3 , ..., H n are called the hypotheses.
Problem 5. There are two identical boxes containing respectively 4 white and 3
red balls, 3 white and 7 red balls. A box is chosen at random and a ball is drawn at
random from it. If the ball is white, what is the probability that it is from the first
box?
Solution: Let
H1 : the event that the first box is chosen
H 2 : the event that the second box is chosen
E : the event of getting a white ball
1
Now, P ( H1 ) P ( H 2 ) ( As the boxes are identical and are chosen at random)
2
and
4 3
1 4 1 3
P( E / H1 ) , P( E / H 2 )
7 7 10 10
1 1
We want P( H1 / E ) .
16
P H 1 E P ( H 1 ).P ( E / H 1 )
P( H1 / E )
P( E ) P( E )
E ( H1 E ) ( H 2 E )
P ( E ) P[( H 1 E ) ( H 2 E )]
P( E ) P( H1 E ) P( H 2 E )
1 4 1 3
P( E ) P( H1 ) P( E / H1 ) P( H 2 ) P( E / H 2 ) = . + .
2 7 2 10
Therefore,
P ( H 1 E ) P ( H 1 ).P ( E / H 1 ) P ( H 1 ).P ( E / H 1 )
P( H1 / E ) =
P( E ) P( E ) P ( H 1 ).P ( E / H 1 ) P ( H 2 ).P ( E / H 2 )
1 4
.
2 7 40
1 4 1 3 61
. .
2 7 2 10
Problem 6. In an urn there are 4 white and 5 black balls and in another urn there
are 3 white and 4 black balls. The selection of an urn is equally likely. A ball is
selected from an urn and found that it is white. Find the probability that (i) it is
selected from urn-1, (ii) it is selected from urn-2.
Problem 7. A computer centre has 100 computers which are collected from three
companies A, B, and C. The collected computers from these companies are 50, 30
and 20 respectively. The probabilities of trouble which is faced in these computers
daily are 0.15, 0.20 and 0.25 respectively. One day during work a computer is
found defective. What is the probability that it is collected from company A?
17