Chapter II: Probability and Statistics

Chapter II
Introduction to probability Theory

Introduction:
Probability allows us to quantify the variability in the outcome of an experiment
whose exact out come cannot be predicated with certainty.

Basic terminology
We begin by defining some standard terms.

An experiment is a process of measurement or observation, in a laboratory,

in a factory, on the street, in nature or wherever. Our interest is an experiment
that involves randomness, chance effects so that we cannot predict a result
exactly.

A trial is a single performance of an experiment. Its result is called an

outcome or a sample point. N trials of them give a sample of size n consisting
of n sample points.
The sample space, Ω, is a set of all possible outcomes of an experiment.
The subsets of Ω are called events.
Example
a) Flipping a fair coin, Ω={Head, Tail}
b) Rolling a die, Ω = {1, 2, 3, 4, 5, 6}
c) Inspecting a life bulb, Ω = {defective, non defective}
d) Measuring tensile strength of wire Ω = the set of numbers in some
interval
e) Counting daily traffic accidents in A.A: Ω the integers in some interval
f) Asking for opinion about anew care mode Ω = {like, dislike, undecided}
Definition
i. Equally likely
A set of events is said to be equally likely if one of them cannot be expected to
happen in preference to another.

For example, in tossing a coin, the turning up of the head or the tail is equally
likely.
ii. Mutually exclusive
A set of events is said to be mutually exclusive if the occurrence of one of them
precludes the occurrence of all others.
For example, in tossing a coin either head turns up or the tail and both cannot
happen at the same time that is there are two mutually exclusive cases.
iii. Exhaustive
A set of events is said to be exhaustive if it includes all the possible events.

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 Chapter II: Probability and Statistics
For example, in throwing a coin there are two exhaustive cases either the
head or the tail.
iv. Unions, Intersections, complements of events

In connection with basic probability laws we shall need the following concepts
and facts about events (subsets) A, B, C, . . . of a given sample space Ω.

Union: Let A and B be events

A  B of A and B consist of all points in A or in B or in both.
A  B = {x| x  A or x  B}
Intersection Let A and B be events
A  B of A and B consist of all points that are in both A and B.
If A and B have no common, we write A  B =  (empty set). And we call A and
B mutually exclusive (or disjoint) because the occurrence of A
excludes that of B(and conversely)
The complement: Let A be an event.
Ac or A’ of A consists of all point in Ω not in A. Thus AA’ =, AA’=Ω
Remark: Unions and intersections of more than two events are defined
similarly.
The union = A1  A2  . . .  An of events A1, A2, . . ., An consists of all
points
that are in at least one Ai.

Similarly, for the union A1A2. . . of infinitely many subsets:

A1, A2, . . . of an infinite sample Ω (that is Ω consists of infinitely many points).

The intersection = A1  A2  . . .  An of events A1, A2, . . ., An

Consists of the points that are in each of these events. Similarly for the
intersection A1  A2 . . . of infinitely many subset of Ω.
METHODS OF ENUMARATION/COUNTING PRINCIPLES
Theorem 1: multiplication of choices or Multiplication Theorem
If sets A1, A2, . . ., Ak contain, respectively; n1, n2, . . ., nk elements, then there
are n1.n2.... nk ways of choosing first an element of A 1, then an element of A 2,. .
. and finally an element of Ak
Example 1:
In how many different ways can a union local with a membership of 25 choose
a vice president and a president?

Solution: since the vice president can be chosen in 25 ways, and,

subsequently, the president in 24 ways, there are altogether 25x24 =600
ways in which the whole choice can be made.

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 Chapter II: Probability and Statistics

Example 2: In a test consists of 12 true–false questions, in how many different

ways can a student mark the test paper with one answer to each question?

Solution Since each question can be answered in two ways, there are
altogether

The rule for the multiplication of choices is often used when several choices are
made from one set and we are concerned with the order in which they are
made.

In general, if r objects are chosen from a set of n distinct objects, any

particular arrangement or order of these objects is called Permutation.

Definition
A Permutation of a given things (elements or objects) is an arrangement of
these things in a row in some order.

To find a formula for the total number of permutations of r objects selected

from a set
of n distinct objects, we observe that the first selection is made from the whole
set of n
objects, the second section is made from the (n – 1) objects which remain after
the first
selection has been made,. . . and the r th selection is made from the n-(r-1)
objects
which remain after the first r-1 selection have been made. Therefore by the
rule for the
multiplication of choices, the total number of permutations of r objects selected
form a
set of n distinct objects is: nx(n-1)x(n-2)x. . .x(n-(r-1)= for r = 1, 2, 3, . . ., n

Definition: n! = nx(n -1)x(n -2)x . . . x3x2x1 (read as “ n factorial”) and 0! = 1

To express the formula for interms of factorials, we multiply and divide by

(n – r)! so hat getting,

Theorem
Different things
The number of permutations of n different things taken all at a time is n!.

Classes of equal things

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 Chapter II: Probability and Statistics
If n given things can be divided into classes of alike things differing form class
to class, then the number of permutations of these thing taken all at a time is
,where (n1 + n2 + . . . + nc = n)

A permutation of n things taken k at a time is a permutation consisting only k

of the n
given elements.

For example
There are 6 different permutations of the three letters a, b, c, taken two letters
at a
time ab, ac, bc, ba, cb, ca

A permutation of n things taken k at a time with repetition is an arrangement

obtained
by putting any given thing in the first position, any given thing, including a
repetition of
one just used, in the second and continuing until k positions are filled.

Theorem
The number of different permutations of n different things taken K at a time
without
repetition is
n(n -1) (n -2) . . . (n - k+1) = and with repetition is nk

Example 1:
In how many different ways can one make a first, second, third and fourth
choice
among 12 firms leasing construction equipment?
Solution
For n = 12 and r = 4, the formula yields 12P4 = 12 .11. 10. 9 = 11, 880

Example 2:
In a coded telegram the letters are arranged in group of five letters, called
words. From
the above theorem one can see that the number of different such words is
265 = 11,881,376 and that the number of different such words containing each
letter
no more than once is =26.25.24.23.22 = 7,893,600

There are many problems in which we must find the number of ways in which r
objects

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 Chapter II: Probability and Statistics
can be selected from a set of n objects but we do not care about the order in
which
the selection is made.

In general, there is r! Permutations of any r objects we select form a set of n

distinct
objects. So, the nPr permutations of r objects, selected from a set of n objects,
contains
each set of r objects r! times.

Therefore, to find the number of ways in which r objects can be selected from a
set of
n distinct objects, also called the number of combinations of n objects taken r
at a
time and denoted by nCr or , we divide nPr by r! and get
Theorem: Principle of Combination
The number of combinations of n objects taken r at a time. The number of
ways in
which r objects can be selected form a set of n distinct objects is Or , in

factorial notation, =
Example 1:
In how many different ways can 3 of 20 laboratory assistants be chosen with an
experiment?
Solution For n = 20 and r = 3, the first formula for yields =

For the present purpose is defined only if n is a positive integer and

if r is an integer 0  r  n. However, we can define quite generally for

any real number n and for any nonnegative integer r.

Properties of combination rules

The numbers have many interesting properties only two of which we
mention here (unless otherwise stated, we assume n to be a positive integer
and r an integer, 0  r  n)
a.) Proof.
When we choose r out of n things we are at the same time ” leaving behind” (n
–r) things, and hence choosing r out of n is equivalent to choosing (n – r) out of
n.

b.) Proof.
Let us single out any one of the n objects, say the first one, a 1 in choosing r
objects,

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 Chapter II: Probability and Statistics
either a1 is included or it is excluded, but not both. Hence in counting the
number of
ways we may choose r objects, we may apply the addition principle referred to
earlier.
If a1 is excluded, then we must choose the desired r objects from the remaining
(n – 1) objects and there are ways of doing this. If a1 is to be included,
then only (r – 1) more objects must be chosen from the remaining (n–1)
objects and this can be done in ways. Thus the required number is
the sum of these two with number is the sum of these two which verities (b).
Example 2:
In how many different ways can the director of research laboratory Choose 2
chemists
from among 7 applicants and 3 physicists form among 9 applicants?
Solution: The 2 chemists can be chosen in = 21 ways and the 3

physicists can be chosen in = 84 ways. By the multiplication rule, the

whole section can be made in 21. 84 = 1,764 ways.

Probability
If a coin is tossed, then heads H and tails T will appear about equally often. We
say
that H and T are “Equally likely.

Definition:
Classical definition
If an event can happen in n ways which are equally likely, exhaustive and
mutually
exclusive and out of these n ways, m ways are favorable to an event A, then
P(A) = is called the probability of the happening of A.

Example 1:
What is the probability of drawing an ace from a well-shuttled deck of 52
playing cards?
Solution: there are m = 4 aces among the n = 52 cards, so we get
P=
Although equally likely possibilities are found mostly in games of chance, the
classical
probability concept applies also to a great variety of situations where gambling
devices
are used to make random selections.

Example 2:
If 3 of 20 tires in storage are defective and 4 of them are randomly chosen for

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 Chapter II: Probability and Statistics
inspection (that is, each tire has the same chance of being selected), what is
the
probability that only one of the defective tires will be included?
Solution: There are = 4,845 equally likely ways of choosing 4 of 20
times so
n = 4,845. The number of favorable outcomes is the number of ways in which
one of the defective tires and three of the non defective tires can be selected
m= = 3*680= 2040 ways

it follows that the probability is p =

The above definition takes care of many games as well as some practical
applications as
we shall see, but certainly not of all experiments, simply because in many
problems we
do not have finitely many equally likely outcomes. To arrive at more general
definition
of probability, we regard probability as the counterpart of

Relative frequency
The absolute frequency (A) of an event A in n trial is the number of times A
occurs, and the relative frequency of A in these trials is

Now if A did not occur, then (A) = 0 If A always occurred, then (A) = n, these
are the
extreme cases. Division by n gives 0  rel (A)  1 . . . (*) .

In particular for A=Ω we have (Ω) = n because Ω always occurs. Division by n

gives
rel(Ω) = 1 . . . (**)

Finally if A and B are mutually exclusive, that is, they cannot occur together,
hence the
absolute relative frequency of their union AB must be equal to the sum of the
absolute relative frequency of A and B. Division by n gives the same relation
for the
relative frequencies

rel (A  B) = rel (A) + rel(B) . . . (***) since (A  B = )

Example 1:
If records show that 294 0f 300 ceramic insulators tested were able to
withstand certain
thermal shock, what is the probability that any one untested insulator will be
able to

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 Chapter II: Probability and Statistics
withstand the thermal shock?
Solution: among the insulators tested, = 0.98 were able to withstand the
thermal
shock and we use this figure as an estimate of the probability.

We are now ready to extend the definition of probability to experiments in

which
equally likely outcomes are not available. Of course, the extended definition
should
include the above definition. Since probabilities are supposed to be the
theoretically
counterpart of relative frequencies we choose the properties in (1*), (2*) and
(*)

Axiomatic definition

Given a sample space Ω, with each event A of Ω (subset of Ω) there is

associated a
number P(A) called the probability of A, such that the following axioms of
probability
are satisfied.

For every A is Ω, 0 P(A)  1.

The entire sample space Ω has the probability P(Ω) = 1.
For mutually exclusive events A and B that is (A  B = ), P(A  B) = P(A) +
P(B)

Example 1:
If an experiment has the three possible and mutually exclusive outcomes A, B
and C,
cheek in each case whether the assignment of probabilities is permissible

P(A) = 1/3 , P(B) = 1/3, and P(C) = 1/3

P(A) = 064, P(B) = 0.38, P(C) = 0.02
P(A) = 0.35, P(B) = 0.52, P(C) =0.26
P(A) = 0.57, P(B) = 0.24, P(C) = 0.19 Left as an exercise

Basic theorems for Probability:

With the use of mathematical induction and the third axiom of probability can
be
extended to include any number of mutually exclusive events.

Theorem 1 (Generalization of the third axiom of probability)

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 Chapter II: Probability and Statistics
If A1, A2, . . ., An are mutually exclusive events in a sample space Ω, then
P(A1  A2  ...  An) = P(A1) + P(A2) + . . . + P(An)

Example 1:
The probability that a customer testing service will rate a new antipollution
device for
cars very poor, poor, fail, good, very good or excellent are 0.07, 0.12, 0.17,
0.32, 0.21
and 0.11. What are the probabilities that it will rate the device as
Very poor, poor, fail or good? Good, very good, or excellent?
Solution: since the possibilities are all mutually exclusive, direct substitution
into the
formula of the above theorem yields
(a) 0.07 + 012 + 0.17 + 0.32 = 0.68 and (b) 0.32 + 0.21 + 0.11 = 0.64

Example 2:
If the probability that on any workday a garage will get 10-20, 21-30, 31-40, >
40 cars
to service is 0.20, 0.35, 0.25, 0.12. Respectively. What is the probability that on
a given
workday the garage get at least 21 cars to service?
Solution: since these are mutually exclusive events, the theorem gives the
answer
0.35 + 0.25 + 0.12 = 72

Theorem 2:
If A is an event in the finite sample space Ω, P(A) equals the sum of the
probabilities of
the individual outcomes comprising A.

Proof
To prove this theorem, let E 1, E2, ... ,En be the n outcomes comprising event A,
so that
we can write A=E1E2...En since the E’s are individual outcomes they are
mutually
exclusive and by the above theorem we have
P(A) = P(E1E2…En)= P(E1)+P(E2)+...+P(En) which completes the proof.

Theorem 3: General Addition rule for probability

If A and B be any events in Ω, then P(AB) = P(A) = P(B) = P(AB)
Proof: One can verify that
AB = (AB) (A’B) (AB’)
Thus P(AB) = P(AB)+P(AB’)+P(A’B)
= [P(AB)+P(AB’)]+[P(AB)+P(A’B)]-P(AB)
= P (A)+P(B)-P(AB).
Note that when A and B are mutually exclusive so that P(A B) = 0, theorem 2
reduces

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 Chapter II: Probability and Statistics
to the third axiom of probability for this reason, we sometimes refer to the third
axiom
of probability as the special addition rule
Example 1:
If the probabilities are 0.87, 0.36 and 0.29 that, while under warranty, a new
will
require repairs on the engine, drive train, or both. What is the probability that a
car will
require one or the other or both kinds of repairs under the warranty?
Solution substituting these given values into the formula of theorem 3, we get
0.87+0.36-0.29=0.94

Note: that the general addition rule, theorem 3 can be generalized further so
that it
applies to three or more events.

Example 2: In tossing a fair die, what is the Probability of getting an odd

number or a
number less than 4?

Solution Let A be the event”odd number” and B the event “number less than
4” .
using theorem , the answer is P(AB) = -
Because AB = “odd number less than 4 “ = {1, 3}

Theorem 4: Probability rule of the complement

If A is any event in Ω, then P(A’) =1-P(A).

Proof
To prove this theorem, we make use of the fact that A and A’ are mutually
exclusive by
definition, and that AA’ = Ω. Hence, we can write
P(A) + P(A’) = P(AA’) = P(Ω) = 1, So that P(A’) = 1-PA)

As a special case we find that p()= 0

= 1 – P(Ω) since the empty set  is the complement of Ω.

Example 1:
Five coins are tossed simultaneously. Find the probability of the even A at
least one
head turns up. Assume that the coins are fair.
Solution:
Since each coin can turn up heads or tails, the sample space consists of 2 5 =
32 outcomes. Since the coins are fair, we may assign probability to each

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 Chapter II: Probability and Statistics
out come. Then the even A’ (no heads turn up) consists of only 1 out come.
Hence
P(A’) = and the answer is P(A) = 1 – P(A’) = 1 - =

Conditional probability and independent events

When we use the symbol P(A) for the Probability of A, we mean the probability
of A
given some sample space Ω. Since the choice of S is by no means always
evident, and
since there are problems in which we are interested in the probabilities of A
with
respect to more samples than one, the notation P(A|S) is used to make it clear
that we
are referring to a particular sample space, S. We read P(A|S) as the conditional
probability of A relative to S and every probability is thus a conditional
probability. Of
course, we use the simplified notation P(A) where the choice of S is clearly
understood.

Often it is required to find the probability of an event B under the condition

that an
event A occurs. This probability is called the conditional probability of B
given A
and is denoted by P (B|A).

Definition:
If A and B are any events in Ω and P(B) ≠ 0, the conditional probability of A
given B is P(A|B) =

Similarly, the conditional probability of B given A is (P(B|A) = , (p(A) ≠

0)
Theorem 5: multiplication rule
If A and B are events in a sample space Ω and P(A) ≠ 0, then
P(AB) = P(A)P(B|A) = P(B)P(A|B)
Example 1:
If the probability that a communication system will have fidelity is 0.81 and the
probability that it will have high fidelity and high selectivity is 0.18, what is the
probability that a system with high fidelity will have high selectivity?
Solution

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 Chapter II: Probability and Statistics
If A is the event that a communication system has high selectivity and B is the
event
that it has high fidelity, we have P(B)=0.81 and P(AB)=0.18 and substitution
into the
formula yields

Example 2:
From a city population, the probability of selecting a male or a smoker is ,a

male smoker is , and a male, if a smoker is already selected is . Find the

probability of selecting (a) a non-smoker, (b) a male, and (c) a smoker, if a
male is first selected.

Solution Let A: a male is selected B: a smoker is selected.

We are given
P(AB) = , P(AB) = , P(A|B)=

The probability of selecting a non-smoker is P(B’) = 1–P(B) =

[since P(A|B) = ], thus P(B’)= 1- =

The probability of selecting a male (by addition theorem) is:
P(A)= P(AB)+P(AB)-P(B)=
The probability of selecting a smoker if a male is first selected is

Example 3:
60% of the employees of the Tech Corporation are college graduates. Of these,
10%
are in sales. Of the employees who did not graduate from College, 80%t is in
sales.
What is the probability
a) An employee selected at random is in sales?
b) An employee selected at random is neither in sales nor a college graduate?

Solution Let A be an event that an employee is a college graduate and

B be an event that an employee is in sales
We are given: P(A) = 0.60 P(B|A) = 0.10 and P(B|A’) = 0.80
The probability that an employee is in sales is
P(B) = P(AB)+P(A’B)
= P(A)xP(B|A) + P(A’)xP(B|A’)
= 0.60 x 0.10 + 0.40 x 0.80 = 0.38

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 Chapter II: Probability and Statistics
The probability that an employee is neither in sales nor a college graduate is :
P(A’  B’)=P((A  B)’) = 1- P(A  B)
= 1 – (P(A) + P(B) – P(A  B))
= 1 – [P(A) + P(B) – P(A)P(B|A)]
= 1- [0.60 + 0.38 – 0.60 x 0.10
= 0.08
Example 4:
A die is thrown twice and the sum of the numbers appearing is observed to be
6. What
is the conditional probability that the number 4 has appeared at least once?
Solution: Let  be the sample space n() = 6 x 6 = 36
Let A be the event that the number 4 has appeared at least once and
B the event that the sum of the numbers is 6
A = {(4, 1), (1, 4), (4, 2), (2, 4), (4, 3) , (3, 4) (4, 4), (4, 5), (5, 4) , (4, 6) , (6, 4)}
B = {(1, 5) , (5, 1), (2, 4), (4, 2) , (3, 3)}
A  B = {(2, 4), (4, 2)}
Hence n (A) = 11, n(B) = 5 and n(A  B) =2. It is required to find P(A|B)
Now
Example 5:
In producing screws, let A mean “Screw too slim” and B ” screw too short”.
Let P(A) = 0.1 and let the conditional probability that a slim crew is also too
short be
P(B|A) = 0.2. What is the probability that a screw that we pick randomly
from the
lot produced will be both too slim and too short?
Solution
P(A  B) = P(A)xP(B|A) = 0.1x0.2 = 0.02

Definition: Independence of events

Two events A and B are called independent if the occurrence or non-occurrence
of A
does not affect the probability of happening of B; otherwise they are
dependent. Or
If A and B are any two events in a sample space, , we say that A is
independent of B
iff P(A|B)=P(A) and P(B|A)=P(B), but as it can be shown that B is independent
of A
whenever A is independent of B.

Theorem 6
Two events A and B are independent events if and only if P(A  B) =
P(A)xP(B).
Thus, the probability that two independent events will both occur is simply the
product

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 Chapter II: Probability and Statistics
of their probabilities. This theorem is sometimes used as the definition of
independence; in any case, it may be used to determine whether two given
events are
independent.
Assuming P(A) 0, P(B)≠ 0 , we see from the above discussion that
P(A|B) = P(A), P(B|A) = (B). (*)
This means that the probability of A does not depend on the occurrence or non-
occurrence of B and conversely.

Similarly, m events A1, A2, . . , Am are called independent if

P(A1  A2 . . .  Am )= P(A1)xP(A2)x . . .xP(Am)

Accordingly, three events A, B and C are independent if

P(A  B) = P(A)xP(B), P(C  B) = P(B)xP(C), P(C  A) = P(C)xP(A) P(ABC) =
P(A)P(B)P(C)

Example 1:
What is the probability of getting two heads in two flips of a balanced coin?
Solution: Since the probability of heads is ½ for each flip and the two flips are
independent the probability ½x½ = ¼

Example 2:
Two cards are drawn at random form an ordinary deck of 52 playing cards what
is the
probability of getting two aces if

a) The first card is replaced before the second card is drawn (Sampling with
replacement);
b) The first card is not replaced before the second card is drawn (Sampling
without replacement).

Solution
a) Since there are four aces among the 52 cards, we get
b) Since there are only three aces among the 51 cards that remain after one
ace has been removed from the deck, we get

Note that . Therefore, the assumption of independence as stated in

the theorem above is violated when sampling is without replacement.

Example 3:
If P(C)=0.65, P(D)=0.40 and P(CD)=0.24. Are the events C and D
independent?
Solution: Since P(C)xP(D) = (0.65)(0.40) =0.26 and not 0.24, thus, the two
events are
not independent.

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 Chapter II: Probability and Statistics

In the preceding example we have used the assigned probabilities to check if

two events
are independent. The concept of independence can be and frequently is
employed when
probabilities are assigned to events that concern unrelated parts of the
experiment.

Example on addition and multiplication Theorems

Example 4:
The odds that a 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 : X speaks the truth
B: Y speaks the truth
Then A’ and B’ represent the complement any events that X and Y tell a lie
respectively. We are given
P(A) =  P(A’) = 1 -

And P(B) =  P(B’) = 1 -

The event E that X and Y contradict each other on an identical point can
happen in the
following mutually exclusive ways:
X speaks the truth and Y tells a lie that is event A  B’ happens
X tells a lie and Y speaks the truth that is event A’  B happens
Hence by addition theorem, the required probability is given by
P(E) = P(A  B’) + P(A’  B)
= P(A) x P(B’) + PIA’) x P(B) since A and B are independent)
= = 0.475
Hence A and B are likely to contradict each other on any identical point in
47.5% of the
cases.

Example 5:
A box contains six red, four white and five black balls. A person draws four balls
from the
box at random. Find the probability that among the balls drawn there is at
least one ball
of each color.
Solution:- Let E be the event that 4 balls drawn from the box at random there
is at least
one ball of each color can happen in the following mutually disjoint ways.

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 Chapter II: Probability and Statistics
i.) 1 red, 1 white , 2 black
ii.) 1 red, 2white , 1 black
iii.) 2red, 1 white, 1black
Hence by addition theorem of probability the required probability is given by

P(E) = P(i) + P(ii) + P(iii)

=

= [6  4 10 + 15  4 5 + 6  6 5]

= [240 + 300 + 180]= 0.5275

Example 6
For two events A and B, let P(A)=0.4 and P(B)=P and P(AB)=0.6 Find the
probability, P such that A and B are independent
Solution: Since we know that A and B are independent. Therefore
P(AB)=P(A)xP(B)=0.4P
P(AB) = P(A)+P(B)-P(AB) implies that 0.6 = 0.4+P – 0.4P
0.2 = 0.6P  p =1/3
Example 7
Let A and B be two mutually exclusive events. In experiment, if P(A’) = 0.65,
P(AB) =
0.65 and P(B) = P , find the probability P.
Solution P(A’) = 0.65, then P(A) = 1-0.65 = 0.35. Since A and B are mutually
exclusive,
P(A  B) = 0. Now, P(AB) = P(A)+ P(B), which implies that
0.65 = 0.35 + P  P = 0.3

Example 8:
Suppose that in an experiment, two events A and B are non-mutually exclusive
events. If
P(A)=¼, P(B)=2/5 and P(AB)=½. Find the values of the probabilities P(AB)
and
P(AB’)?
solution P(AB) = Probability of occurrence of A and B together
P(AB’) = probability of occurrence of A but not B
Therefore P(AB) + P(AB’)=P(A)=¼
Now P(AB) = P(A)+P(B)–P(AB)
½ = ¼ + 2/5 – P(A  B) which implies that P(AB) =

Thus P(A  B’) = P(A) – P(A  B)

Example 9:
Suppose that an office has 10 calculating machines. Some of which are
electronic (E),

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 Chapter II: Probability and Statistics
while the others are manual (M) and some are new (N) while others are used
(U). Their
distribution is given below.

A Person enters the office, picks a machine at random and discovers that it is
new. What
is the probability that it is electric?
Solution: .
Remarks
All probabilities can be interpreted as conditional probability since with
reference to
unrestricted sample space,  we have
P(A|) =
Conditional probability satisfies the four axioms of probability, that is, P(A|B) 
0 for all A
and P(|B) =1

, where A1,A2,…,An, are pairwise mutually Exclusive

events.

From , we obtain P(AB)=P(A|B)P(B), sometimes known as

multiplication theorem of probability.
The multiplication theorem can be generalized to more than two events in
the
following ways.
P(A1A2 . . . An) = P(A1) P(A2|A1) P(A3|(A1  A2)) . . . P(An |(A1 A2  … An-1))
Example 10:
Suppose a lot consists of 20 defective and 80 non-defective items. If we choose
two items
at random without replacement, what is the probability that both items are
defective?
Solution: Let A be the event that the first item selected is defective
B be the event that the second item selected is defective
P(A  B) = P(A) P(B/A) =
Example 11:
Three balls are drawn successively from an urn containing 6 red (R) , 4 white
(W) and 5

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 Chapter II: Probability and Statistics
black (B) balls. Find the probability that they are drawn without replacement in
the order
R, W and B?
Solution P(R  W  B) = P(R)xP(W|R)xP(B|(RW))

Total Probability

Let the events B1, B2, B3, . . ., Bn are from an exhaustive portion of a sample
space  and
let A be any event with respect to . now we can write A as union of pair wise
mutually
exclusive events as
P(A) = P(AB1) + P(AB2) + . . . + P(ABn).

Each term P(ABi) may be expressed as P(A|B i)P(Bi) and hence we obtain what
is called
theorem on total probability.

P(A) = =P(A|B1)P(B1)+P(A|B2)P(B2)+. . .+P(A|Bn)P(Bn)

Example 12:

Three factories manufacture a certain item; say the factories are 1, 2 and 3. It
is known
that 1 turns out twice as many items as 2 and that 2 and 3 turn out the same
number of
items (during a specified production period). It is also known that 2% of the
items
produced by 1 and by 2 are defective, while 4% of those manufactured by 3
are defective.
All the items produced are put into one stockpile and there one item is chosen
at random,
what is the probability that this item is defective?

Solution: Let A be an event that the item selected is defective.

B1 be an event that the item selected came from factory 1.
B2 be an event that the item selected came from factory 2.
B3 be an event that the item selected came from factory 3.

By total probability: P(A) = P(A|B 1)P(B1)+P(A|B2)P(B2)+P(A|B3)P(B3). Further we

are given
that, P(B1) = ½ , P(B2) = ¼ , P(B3) = ¼

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 Chapter II: Probability and Statistics
P(A|B1) = P(A|B2) = 0.02, P(A|B3) = 0.04. Thus,

Baye’s Theorem

If B1 , B2, .. ., Bn are events which make an exhaustive Partition of sample

space,  and if
A is any event in , then

Proof: from the theorem on total probability,

Now by conditional probability,

P(Bi|A) = and P(Bi A) = P(Bi) P(A|Bi)

P(Bi|A) =

Example 1:
Suppose that a ball is drawn from one of two urns depending upon the
outcomes of a fair
die. If the die shows a 1 or 2, the ball is drawn from urn I (u 1) which contains 7
red and 3
white balls; otherwise it is drawn from urn II (U 2) which contains 4 red and 5
white balls.
Given that a red ball is drawn. What is the probability that it comes from U 1?
U2?
Solution U1 be the event that the ball came from U1
U2 be the event that the ball came from u2

P(U1|R) = = =

P(u2|R) = =

Example 2:
From the previous example what is the probability that the defective item
came from
factor 1? From factor 2?

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 Chapter II: Probability and Statistics
Solution P(B1|A) = = 0.40

Note Baye’s theorem is often referred as a theorem on the probability of

causes.

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