Probability 1
Probability 1
Chapter I
Basics
Probability & Random Process
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PROBABILITY THEORY
Probability theory deals with the study of random
phenomena, which under repeated experiments yield different
outcomes that have certain underlying patterns about them.
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Consider a box with n white and m red balls. In this case,
there are two elementary outcomes: white ball or red ball.
n
Probability of selecting a white ball .
nm
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Cont
Note: Every point is in is not considered as valid
,1,2,3,4,5,6
as
Any Combination of the above outcomes can be
considered as an event.
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Review of Set Notation
Since probability theory relies on the concept of set
Element
Subset
Proper subset
Complement
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has subsets A, B, C,. Recall that if A is a subset
of , then A implies . From A and B, we
can generate other related subsets A B, A B, A, B,
A B | A or B
etc.
A B | A and B
and
A | A (1-4)
A
A B A B A
A B A B A
8 Fig.1.1
If A B , the empty set, then A and B are said to be
mutually exclusive (M.E).
The set difference operation is defined by A B B \ A
i.e., { | B and A}
B Fig. 1.2
A A B
A B B \ A A B
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A partition of is a collection of mutually exclusive
A1
A2
Ai Ai Aj , and A .
i (1-5)
Aj An i 1
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Set Operation
Commutative property
A B B A and A B B A
Associative
A B C A B C and A B C A B C
Distributive
A B C A B A C and
A B C A B A C
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De-Morgans Laws:
A B A B ; A B A B (1-6)
A B A B A B A B
A B A B A B
Fig.1.3
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Example: Consider the experiment where two coins are
simultaneously tossed. The various elementary events
are
1 ( H , H ), 2 ( H , T ), 3 (T , H ), 4 (T , T )
and
1 , 2 , 3 , 4 .
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PILLAI
Theory of Probability
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Axioms of Probability
For any event A, we assign a number P(A), called the
probability of the event A. This number satisfies the
following three conditions that act the axioms of
probability.
(i) P( A) 0 (Probabili ty is a nonnegativ e number)
(ii) P() 1 (Probabili ty of the whole set is unity) (1-7)
(iii) If A B , then P( A B ) P( A) P( B ).
(Note that (iii) states that if A and B are mutually exclusive (M.E.) events, the
probability of their union is the sum of their probabilities.)
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Example: In a coin tossing experiment, where the
Where
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P = P(heads) +P(tails) = 1
The following conclusions follow from these axioms:
a. Since A A , we have using (ii)
P( A A) P() 1.
But A A , and using (iii),
P( A A) P( A) P( A) 1 or P( A) 1 P( A). (1-8)
P( A B ) P( A AB ) P( A) P( AB ). (1-11)
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To compute P ( AB ), we can express B as
B B B ( A A)
( B A) ( B A) BA B A (1-12)
BA AB B A AB
From (1-13),
P( AB ) P( B ) P( AB)
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Two events, A and B are said to be Independent if the
occurrence of one event dose not affect the probability of the
other.
P( A B) P( A) P( B)
For more than two events
P( Ai A j Ak ) P( Ai ) P( A j ) P( Ak )
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Example: If two experiments ,rolling a die and tossing a
P ( H 6) P ( H ) P (6)
P ( H 6) 1 / 2 *1 / 6 1 / 12
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Example: A coin is tossed three times and the number of heads is
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Conditional Probability
Conditional probability gives us a mathematically precise way of
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Total probability Theorem
26 A2 A3
Example: A box contains 6 red and 4 green balls.
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We need P(W1 B2 ) ? We have W1 B2 W1B2 B2W1.Using the
conditional probability rule,
P(W1B2 ) P( B2W1 ) P( B2 | W1 ) P(W1 ).
But
6 6 3
P (W1 ) ,
64 10 5
and
4 4
P ( B2 | W1 ) ,
54 9
and hence
5 4 20
P (W1 B2 ) 0.25.
9 9 81
Are the events W1 and B2 independent?
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Our common sense says No. To verify this we need to compute
P(B2). Of course the fate of the second ball very much depends on
that of the first ball. The first ball has two options: W1 = first ball
is red or B1= first ball is green. Note that W1 B1 , and
Hence W1 together with B1 form a partition.
P( B2 ) P( B2 | W1 ) P(W1 ) P( B2 | R1 ) P( B1 )
4 3 3 4 4 3 1 2 42 2
,
54 5 6 3 10 9 5 3 5 15 5
and
2 3 20
P ( B2 ) P (W1 ) P ( B2W1 ) .
5 5 81
P( B A) P( A B)
P( B | A) ,
P( A) P( A)
P( A B) P( B | A) P( A).
P ( A | B ) P ( B ) P ( B | A) P ( A).
P( B | A)
P( A | B ) P( A)
P( B )
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Suppose A and B are independent, then
P( A B) P( A) P( B)
P( A | B) P( A).
P( B) P( B)
Thus if A and B are independent, the event that B has occurred does not
shed any more light into the event A. It makes no difference to A
whether B has occurred or not. An example will clarify the
situation:
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Example: The probability that a cell in a wireless system is
overloaded is 1/3. Given that it is overloaded, the probability
of a blocked call is 0.3. Given that it is not overloaded, the
probability of a blocked call is 0.1. Find the conditional
probability that the system is overloaded given that your call
is blocked.
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Soln:
1 2
P (O) P (O ) c
3 3
P ( B | O ) 0.3
P ( B | O ) 0.1
c
P (O | B ) ?
P ( B | O) P (O )
P (O | B )
P ( B | O ) P (O) P( B | O ) P (O )
c c
1
0.3 *
P (O | B ) 3 0.6
1 2
0.3 * 0.1*
33 3 3
Examples:
1. A letter of the alphabet (az) is generated at
a, b, c, d , e, f , g , h, i, g , k , l , m, n, o, p,
.
q, r , s, t , u, v, w, x, y, z
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Probability of any letter,
1
P(i ) .
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{a, e, i, o, u} an event consisting five outcomes.
P( A) 1 / 26 1 / 26 1 / 26 1 / 26 1 / 26
5 / 26.
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2. Two boxes B1 and B2 contain 100 and 200 light bulbs
respectively. The first box (B1) has 15 defective bulbs
and the second 5. Suppose a box is selected at random
and one bulb is picked out.
(a) What is the probability that it is defective?
Solution: Note that box B1 has 85 good and 15 defective
bulbs. Similarly box B2 has 195 good and 5 defective
bulbs. Let D = Defective bulb is picked out.
Then
15 5
P ( D | B1 ) 0.15, P ( D | B2 ) 0.025.
100 200
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Since a box is selected at random, they are equally
likely.
1
P ( B1 ) P ( B2 ) .
2
we obtain
P( D) P( D | B1 ) P( B1 ) P( D | B2 ) P( B2 )
1 1
0.15 0.025 0.0875.
2 2
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(b) Suppose we test the bulb and it is found to be
P( D | B1 ) P( B1 ) 0.15 1 / 2
P( B1 | D) 0.8571.
P ( D) 0.0875
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3) Suppose box 1 containers x white balls and y black
balls, and box 2 containers w white balls and z black.
One ball of unknown color is transferred from box 1 to
box 2 and then a ball is drawn from the second box.
What is the probability that it will be white?
Soln: If a ball is not transferred from box 1 to box 2 then
w
P (W )
w z
z
P( z )
w z
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If we consider probablity of the second ball being white, then
A { the drawn ball is white}
B {the transferr ed ball is white}
C {the transferr ed ball is black}
P(A) {the probabilit y of event A given the transferr ed ball is white} or
{the probabilit y of event A given the transferr ed ball is white}
P( A) P( A / B) * P( B) P( A / C ) * P(C )
a b
(( ) * ( w 1) /( w z 1)) (( ) * ( w /( w z 1)))
ab ab
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