PROBABILITY

PROBABILITY
▪ Sample Space
▪ Events
▪ Counting Sample Points
▪ Probability of an Event
▪ Additive Rules
▪ Conditional Probability
▪ Bayes’ Rule
 PROBABILITY OF AN EVENT
Probability
➢ The likelihood of the occurrence of an event
resulting from statistical experiments.
 PROBABILITY OF AN EVENT
Definition 2.9
➢ The probability of an event A is the sum of the weights
of all sample points in A. Therefore,
0 ≤ P(A) ≤ 1,
P(∅) = 0, and P(S) = 1.
Furthermore, if A1, A2, A3, ... is a sequence of mutually
exclusive events, then
P(A1 ∪ A2 ∪ A3 ∪…) = P(A1) + P(A2) + P(A3) +…
 PROBABILITY OF AN EVENT
Example 2.18:
A coin is tossed twice. What is the probability that at least 1 head
occurs?
S = { HH, HT, TH, TT }

➢ If the coin is balanced, each of the outcomes in the sample

space is equally likely to occur.
Let w = the weight of each sample point
𝟏
Then 4 w = 1, or w = 𝟒
 PROBABILITY OF AN EVENT
Example 2.18:
A coin is tossed twice. What is the probability that at least 1 head
occurs?
S = { HH, HT, TH, TT }

Let A = the event that at least 1 head occurs

A = ( HH, HT, TH)

𝟏 𝟏 𝟏 𝟑
P(A) = + + =
𝟒 𝟒 𝟒 𝟒
 PROBABILITY OF AN EVENT
Example 2.19:
A die is loaded in such a way that an even number is twice as likely
to occur as an odd number. If E is the event that a number less than
4 occurs on a single toss of the die, find P(E).
S = { 1, 2, 3, 4, 5, 6 } E = {1, 2, 3 }
Let w = the weight of each sample point
1 2 1 𝟒
Chance of an odd number = w
P(E) = + + =
9 9 9 𝟗
Chance of an even number = 2w

𝟏
Then 9w = 1, or w = 𝟗
 PROBABILITY OF AN EVENT
Example 2.20:
From example 2.19, let A be the event that an even number turns
up and let B be the event that a number divisible by 3 occurs. Find
P(A ∪ B) and P (A ∩ B).
S = { 1, 2, 3, 4, 5, 6 }
A = {2, 4, 6 } B = {3, 6 }
A ∪ B = { 2, 3, 4, 6 }
2 1 2 2 𝟕
P(A ∪ B ) = + + + =
9 9 9 9 𝟗
 PROBABILITY OF AN EVENT
Example 2.20:
From example 2.19, let A be the event that an even number turns
up and let B be the event that a number divisible by 3 occurs. Find
P(A ∪ B) and P (A ∩ B).
S = { 1, 2, 3, 4, 5, 6 }
A = {2, 4, 6 } B = {3, 6 }
A∩B ={6}
𝟐
P(A∩B ) =
𝟗
 PROBABILITY OF AN EVENT
Rule 2.3
If an experiment can result in any one of N different
equally likely outcomes, and if exactly n of these
outcomes correspond to event A, then the
probability of event A is
𝒏
P(A) = .
𝑵
 PROBABILITY OF AN EVENT
Example 2.21:
A statistics class for engineers consists of 25 industrial, 10 mechanical,
10 electrical, and 8 civil engineering students. If a person is randomly
selected by the instructor to answer a question, find the probability that
the student chosen is (a) an industrial engineering major and (b) a civil
engineering or an electrical engineering major.
Let I, M, E and C = the students majoring in industrial,
mechanical, electrical, and civil engineering, respectively
𝟐𝟓 𝟏𝟖
a) P(I) = b) P(C U E) =
𝟓𝟑 𝟓𝟑
 PROBABILITY OF AN EVENT
Example 2.22:
In a poker hand consisting of 5 cards, find the probability of holding 2
aces and 3 jacks.

E = { 2 aces, 3 jacks}

𝟒! 𝟒!
naces = (𝟒𝟐 ) = 𝟐!𝟐!
=6 njacks = (𝟒𝟑 ) = 𝟑!𝟏!
=4

n = naces njacks = (6) (4) = 24

 PROBABILITY OF AN EVENT
Example 2.22:
In a poker hand consisting of 5 cards, find the probability of holding 2
aces and 3 jacks.

E = { 2 aces, 3 jacks}
𝟓𝟐!
n = naces njacks = (6) (4) = 24 N= (𝟓𝟐
𝟓 ) = 𝟓!𝟒𝟕!
= 2, 598, 960

𝒏 𝟐𝟒
P(E) = = = 0.9 x 10-5
𝑵 𝟐,𝟓𝟗𝟖,𝟗𝟔𝟎
 ADDITIVE RULES
• Theorem 2.7
If A and B are two events, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
 ADDITIVE RULES
Example 2.23:
The probability that Paula passes mathematics is 2/3, and the
probability that she passes English is 4/9. If the probability of passing
both courses is 1/4, what is the probability that Paula will pass at least
one of these courses?
P(M) = 2/3 P(E) = 4/9

P(M∩E) = 1/4 P(M∪E) = ?

𝟐 𝟒 𝟏 𝟑𝟏
P( M∪ E) = + - =
𝟑 𝟗 𝟒 𝟑𝟔
 ADDITIVE RULES
• Theorem 2.7
If A and B are two events, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

• Corollary 2.1
If A and B are mutually exclusive, then
P(A ∪ B) = P(A) + P(B).
 ADDITIVE RULES
Example 2.24:
What is the probability of getting a total of 7 or 11 when a pair of dice
are tossed?
Let A = event that a total of 7 occurs
Let B = event that a total of 11 occurs
A = {(1,6),(2,5),(3,4),(4,3),(5,2),(6,1)} B = {(5,6),(6,5)}
n1 = 6 ; n2 = 6 N = n1n2 = (6)(6) = 36
𝟔 𝟏 𝟐 𝟏
P(A) = = P(B) = =
𝟑𝟔 𝟔 𝟑𝟔 𝟏𝟖
 ADDITIVE RULES
Example 2.24:
What is the probability of getting a total of 7 or 11 when a pair of dice
are tossed?
A = {(1,6),(2,5),(3,4),(4,3),(5,2),(6,1)} B = {(5,6),(6,5)}
❖ Events A and B are mutually exclusive since a total of 7 or 11 cannot both
occur on the same toss
𝟔 𝟏 𝟐 𝟏
P(A) = = P(B) = =
𝟑𝟔 𝟔 𝟑𝟔 𝟏𝟖
𝟏 𝟏 𝟐
P(A∪B) = + =
𝟔 𝟏𝟖 𝟗
 ADDITIVE RULES
• Theorem 2.7
If A and B are two events, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

• Corollary 2.2
If A1, A2,...,An are mutually exclusive, then
P(A1∪A2∪…∪An) = P(A1) + P(A2) +…+ P(An).
 ADDITIVE RULES
• Theorem 2.7
If A and B are two events, then
P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

• Corollary 2.3
If A1, A2,...,An is a partition of sample space S, then
P(A1∪A2∪…∪An) = P(A1)+P(A2)+…+P(An) = P(S) = 1.
 ADDITIVE RULES
Example 2.25:
If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a
person purchasing a new automobile will choose the color green, white,
red or blue, what is the probability that a given buyer will purchase a new
automobile that comes in one of those colors?

P(G) = 0.09 P(W) = 0.15 P(R) = 0.21 P(B) = 0.23

P( G ∪ 𝐖 ∪ R ∪ B ) = 0.09 + 0.15 + 0.21 + 0.23 = 0.68

 ADDITIVE RULES
• Theorem 2.8
For three events A, B, and C,
P(A ∪ B ∪ C) = P(A) + P(B) + P(C)
− P(A ∩ B) − P(A ∩ C) − P(B ∩ C) + P(A ∩ B ∩ C).

• Theorem 2.9
If A and A’ are complementary events, then
P(A) + P(A’) = 1.
 ADDITIVE RULES
Example 2.26:
If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7,
8 or more cars on any given work day are, 0.12, 0.19, 0.28, 0.24, 0.10,
and 0.07, what is the probability that he will service at least 5 cars on his
next day at work?

P(E) = 0.28 + 0.24 + 0.10 + 0.07 = 0.69

P(E’) = 0.12 + 0.19 = 0.31

P(E) = 1 – 0.31 = 0.69

 ADDITIVE RULES
Example 2.27:
A box contains 500 envelops of which 75 contain $100 in cash, 150
contain $25, and 275 contain $10. An envelop may be purchased for
$25. Find the probability that the first envelop purchased contains less
than $100.
S = { $100, $25, $10}
𝟕𝟓 𝟑 𝟏𝟓𝟎 𝟑 𝟐𝟕𝟓 𝟏𝟏
P($100) = =
𝟓𝟎𝟎 𝟐𝟎
P($25) = =
𝟓𝟎𝟎 𝟏𝟎
P($10) = =
𝟓𝟎𝟎 𝟐𝟎

𝟑 𝟏𝟏 𝟏𝟕
P($25∪$10) = + =
𝟏𝟎 𝟐𝟎 𝟐𝟎
 ADDITIVE RULES
Example 2.28:
The probability that an American industry will locate in Munich is 0.7, the
probability that it will locate in Brussels is 0.4, and the probability that it
will locate in either Munich or Brussels or both is 0.8. What is the
probability that the industry will locate in (a) both cities? (b) neither city?

P(M) = 𝟎. 𝟕 P(B) = 𝟎. 𝟒 P(M ∪ B) = 𝟎. 𝟖

P(M∩B) = 𝟎. 𝟕 + 𝟎. 𝟒 − 𝟎. 𝟖 = 𝟎. 𝟑

P( (M∪ B)’ ) = 𝟏 − 𝟎. 𝟖 = 𝟎. 𝟐
 ADDITIVE RULES
Example 2.29:
An automobile manufacturer is concerned about a possible recall of their
best-selling four-door sedan. If there were a recall, there is 0.25 probability
that a defect is in a brake system, 0.18 in the transmission, 0.17 in the fuel
system, and 0.40 in some other area.
a) What is the probability that the defect is the brakes or the fueling
system if the probability of defects in both systems simultaneously is 0.15?
b) What is the probability that there are no defects in either the brakes or
the fueling system?

P(B) = 𝟎. 𝟐𝟓 P(T) = 𝟎. 𝟏𝟖 P(F) = 𝟎. 𝟏𝟕 P(O) = 𝟎. 𝟒𝟎

 ADDITIVE RULES
Example 2.29:
An automobile manufacturer is concerned about a possible recall of their
best-selling four-door sedan. If there were a recall, there is 0.25 probability
that a defect is in a brake system, 0.18 in the transmission, 0.17 in the fuel
system, and 0.40 in some other area.
a) What is the probability that the defect is the brakes or the fueling
system if the probability of defects in both systems simultaneously is 0.15?
P(B) = 𝟎. 𝟐𝟓 P(T) = 𝟎. 𝟏𝟖 P(F) = 𝟎. 𝟏𝟕 P(O) = 𝟎. 𝟒𝟎

P( B∪F ) = 𝟎. 𝟐𝟓 + 𝟎. 𝟏𝟕 − 𝟎. 𝟏𝟓 = 𝟎. 𝟐𝟕
 ADDITIVE RULES
Example 2.29:
An automobile manufacturer is concerned about a possible recall of their
best-selling four-door sedan. If there were a recall, there is 0.25 probability
that a defect is in a brake system, 0.18 in the transmission, 0.17 in the fuel
system, and 0.40 in some other area.
b) What is the probability that there are no defects in either the brakes or
the fueling system?
P(B) = 𝟎. 𝟐𝟓 P(T) = 𝟎. 𝟏𝟖 P(F) = 𝟎. 𝟏𝟕 P(O) = 𝟎. 𝟒𝟎
P( B∪F ) = 𝟎. 𝟐𝟓 + 𝟎. 𝟏𝟕 − 𝟎. 𝟏𝟓 = 𝟎. 𝟐𝟕
P( (B∪F)’ ) = 1 – 0.27 = 0.73
 CONDITIONAL PROBABILITY
Conditional Probability
❖ The probability of an event B occurring when it is
known that some event A has occurred
Definition 2.10
➢ The conditional probability of B, given A, denoted by
P(B|A), is defined by
P(B|A) = P(A ∩ B) /P(A) ,
provided P(A) > 0.
 CONDITIONAL PROBABILITY
Example 2.30:
Suppose that our sample space S is the population of adults in a small town who have
completed the requirements for a college degree. We shall categorize them according
to sex and employment status:
Employed Unemployed Total
Male 460 40 500
Female 140 260 400
Total 600 300 900
One of these individuals is to be selected at random for a tour throughout the
country to publicize the advantages of establishing new industries in the town.
P(M) = probability that a man is chosen P(E) = probability that the one chosen is employed
 CONDITIONAL PROBABILITY
Example 2.30:
Suppose that our sample space S is the population of adults in a small town who have
completed the requirements for a college degree. We shall categorize them according
to sex and employment status:
Employed Unemployed Total
Male 460 40 500
Female 140 260 400
Total 600 300 900
P(M) = probability that a man is chosen P(E) = probability that the one chosen is employed

P(E∩M) 𝟒𝟔𝟎 𝟐𝟑
P(M|E) = = =
𝑷(𝑬) 𝟔𝟎𝟎 𝟑𝟎
 CONDITIONAL PROBABILITY
Definition 2.11
➢ Two events A and B are independent if and only if
P(B|A) = P(B) or P(A|B) = P(A),
assuming the existences of the conditional
probabilities. Otherwise, A and B are dependent.
 CONDITIONAL PROBABILITY
• Theorem 2.10
If in an experiment the events A and B can both occur,
then
P(A ∩ B) = P(A)P(B|A),
provided P(A) > 0.
❖ Can be written as P(A ∩ B) = P(B ∩ A) = P(B)P(A|B).
It does not matter which event is referred to as A and which
event is referred to as B.
 CONDITIONAL PROBABILITY
Example 2.32:
A fuse box contains 20 fuses, of which 5 are defective. If 2 fuses are
selected at random and removed from the box in succession without
replacing the first, what is the probability that both fuses are
defective?
Let A – the first fuse is defective
Let B – the second fuse is defective
𝟓 𝟏 𝟒
P(A) = = P(B|A) =
𝟐𝟎 𝟒 𝟏𝟗
𝟏 𝟒 𝟏
P(A∩B) = (𝟒 ) 𝟏𝟗 = 𝟏𝟗
 CONDITIONAL PROBABILITY
Example 2.33:
One bag contains 4 white balls
and 3 black balls, and a second
bag contains 3 white balls and 5
black balls. One ball is drawn
from the first bag and placed
unseen in the second bag. What
is the probability that a ball now
drawn from the second bag is
black?
 CONDITIONAL PROBABILITY
Example 2.33:
One bag contains 4 white balls and 3 black balls, and a second bag
contains 3 white balls and 5 black balls. One ball is drawn from the
first bag and placed unseen in the second bag. What is the probability
that a ball now drawn from the second bag is black?
𝟑 𝟔 𝟒 𝟓
P(B1) = →P(B2 |B1) = 𝟗
P(W1) = →P(B2 |W1) = 𝟗
𝟕 𝟕
 CONDITIONAL PROBABILITY
• Theorem 2.11
Two events A and B are independent if and only if
P(A ∩ B) = P(A)P(B).
Therefore, to obtain the probability that two
independent events will both occur, we simply find the
product of their individual probabilities.
 CONDITIONAL PROBABILITY
Example 2.34:
A small town has one fire engine and one ambulance available for
emergencies. The probability that the fire engine is available when
needed is 0.98, and the probability that the ambulance is available when
called is 0.92. In the event of an injury resulting from a burning building,
find the probability that both the ambulance and the fire engine will be
available, assuming they operate independently.
➢ Let A and B represent the respective events that the fire engine
and the ambulance are available.

P(A ∩ B) = P(A)P(B) = (0.98)(0.92) = 0.9016

 CONDITIONAL PROBABILITY
• Theorem 2.12
If, in an experiment, the events A1, A2,...,Ak can occur, then

P(A1 ∩ A2 ∩…∩ Ak)

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

If the events A1, A2,...,Ak are independent, then

P(A1 ∩ A2 ∩…∩ Ak) = P(A1) P(A2)·…P(Ak).

 CONDITIONAL PROBABILITY
Example 2.36:
Three cards are drawn in succession, without replacement, from an ordinary deck of
playing cards. Find the probability that the event A1∩A2∩A3 occurs, where A1 is the
event that the first card is a red ace, A2 is the event that the second card is a 10 or a
jack, and A3 is the event that the third card is greater than 3 but less than 7.
➢ A1: the first card is a red ace,
➢ A2: the second card is a 10 or a jack,
➢ A3: the third card is greater than 3 but less than 7.
P(A1) = 2/52 P(A2|A1) = 8/51 P(A3|A1∩ A2) = 12/50
𝟐 𝟖 𝟏𝟐 𝟖
P(A1 ∩ A2 ∩ A3) = P(A1)P(A2|A1)P(A3|A1 ∩ A2) = ( )( )( )=
𝟓𝟐 𝟓𝟏 𝟓𝟎 𝟓𝟓𝟐𝟓
 CONDITIONAL PROBABILITY
Definition 2.12
A collection of events A = {A1, …, An} are mutually
independent if for any subset of A, Ai1 ,...,Aik , for k ≤ n,
we have P(Ai1 ∩…∩ Aik ) = P(Ai1 )…P(Aik ).
 BAYE’S RULE
• Theorem 2.13 (Theorem of total probability or the rule of elimination)
If the events B1, B2,...,Bk constitute a partition of
the sample space S such that P(Bi) ≠0 for i = 1,
2,...,k, then for any event A of S,

𝑘 𝑘
P(A) = 𝑖=1 P(Bi ∩ A) = 𝑖=1 P(Bi)P(A|Bi)
σ σ
 BAYE’S RULE
• Theorem 2.13 (Theorem of total probability or the rule of elimination)
𝑘 𝑘
P(A) = 𝑖=1 P(Bi ∩ A) = 𝑖=1 P(Bi)P(A|Bi)
σ σ
 BAYE’S RULE
Example 2.37:
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and
25%, respectively, of the products. It is known from past experience that 2%, 3%, and
2% of the products made by each machine, respectively, are defective. Now, suppose
that a finished product is randomly selected. What is the probability that it is
defective?
A: the product is defective, B2: the product is made by machine B2
B1: the product is made by machine B1 B3: the product is made by machine B3
 BAYE’S RULE
Example 2.37:
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and
25%, respectively, of the products. It is known from past experience that 2%, 3%, and
2% of the products made by each machine, respectively, are defective. Now, suppose
that a finished product is randomly selected. What is the probability that it is
defective?
A: the product is defective, B2: the product is made by machine B2
B1: the product is made by machine B1 B3: the product is made by machine B3

P(A) = (0.3)(0.02) + (0.45)(0.03) + (0.25)(0.02) = 0.0245

 BAYE’S RULE
• Theorem 2.14 (Baye’s Rule)
If the events B1, B2,...,Bk constitute a partition of the
sample space S such that P(Bi)≠ 0 for i = 1, 2,...,k,
then for any event A in S such that P(A) ≠ 0,
 BAYE’S RULE
Example 2.38:
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and 25%, respectively,
of the products. It is known from past experience that 2%, 3%, and 2% of the products made by each
machine, respectively, are defective. Now, suppose that a finished product is randomly selected. What
is the probability that it is defective? If a product was chosen randomly and found to be defective, what
is the probability that it was made by machine B3?

A: the product is defective, B2: the product is made by machine B2

B1: the product is made by machine B1 B3: the product is made by machine B3
 BAYE’S RULE
Example 2.38:
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%, and 25%, respectively,
of the products. It is known from past experience that 2%, 3%, and 2% of the products made by each
machine, respectively, are defective. Now, suppose that a finished product is randomly selected. What
is the probability that it is defective? If a product was chosen randomly and found to be defective, what
is the probability that it was made by machine B3?

A: the product is defective, B2: the product is made by machine B2

B1: the product is made by machine B1 B3: the product is made by machine B3

(0.25)(0.02) 𝟏𝟎
= =
0.0245 𝟒𝟗