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MAT 212 Probability & Statistics for Science & Engineering

Lecture 2

Probability

Introduction

We will now proceed to begin our formal discussion on the subject topic of our

course. Normally there are two path along which we can proceed. In the first path, we

can discuss descriptive statistics, and then we discuss probability, and show the

relationship between them. In the second way we be begin with the concepts of

probability, and then move to descriptive statistics as it would appear naturally.

We would choose the second path, as that would give us better mathematical insight

into both probability as well as statistics.

So we try to answer the first question: what is probability? Before we answer this

question, we look into some background by looking at some examples, especially

from science and engineering.

Take a simple example of turning on the light. If you turn the switch on, are you

absolutely sure that the light will come on? The answer is obviously ‘no’. There are

many things that can go wrong. The switch itself can be defective; there can be no

electricity; the connecting wires can be out of order; the bulb itself can be burnt (if it

is a fluorescent light, more things can be wrong)! No matter how little are the

chances, all these events can happen! Therefore, there is a chance if we turn the lights

on, it would not come on. Study of probability helps us to understand these ‘chances’

and helps us reduce the possibilities of non-events.

Let us consider another example. You turn on your computer. What are the chances

that it will operate correctly? There is a chance – no matter how small – that the

computer will not operate correctly. This example is perhaps a little more critical than

our first example. Consider further the instance of a computer controlling the take-off

of an airplane. Can you afford the computer to become in-operational during take-off?

Can you leave the take-off of an airplane to a ‘chance’ of the computer not-working?

We mentioned about a quality control system in a factory. We accept the fact that a

production line would manufacture defective items. The objective of the quality

control system is to stop the defective item from being shipped out. If all goes well, a

defective item would be stopped by the quality control system. What might also

Lecture Notes on

Probability and Statistics

Independent University, Bangladesh

20

Probability

**happen is (i) a defective item passes through inspection; (ii) a non-defective item is
**

stopped by inspection. There are possibilities that these events might happen. Study of

probability helps us to design effective quality control systems.

We discuss one last example before we start the discussion on our topic. This time we

discuss a queuing system. We take the example of a telephone switching system. An

important question here is what should be the capacity of the system. This depends

upon call arriving rates, and length of calls. Both the call arrival rates and the length

of calls have a pattern; hence probabilistic. Therefore, the capacity of the system

depends upon both these probabilistic systems.

Preliminary concepts, simple events

To evaluate probability, we define three terms: experiment, space, and event.

Definition: An experiment is a process that leads to a predictable, or unpredictable

outcome.

Definition: Space is defined as all possible outcome of an experiment.

Definition: An event is defined as one particular outcome of an experiment.

Example 2.1

We would like to investigate the rolling a 6-faced dice.

Experiment: Rolling of a 6-faced dice

Space: {1, 2, 3, 4, 5, 6}

Event A: 6 is not observed.

Example 2.2

Experiment : flipping of two coins

Space : {hh, ht, th, tt}

Event B: at least one head is observed

With probability, we determine ‘What is the likelihood that an event would happen’.

We denote this by p(A), p(B), etc.

There are two methods to computer probability. The first method, called the relative

frequency approach, assumes that the experiment has earlier been conducted for a

large number of times. In this case the probability is defined as

p ( A) =

**No. of times event A occured
**

No. of times the experiment was conducted

Example 2.3

Independent University, Bangladesh

Lecture Notes on

Probability and Statistics

Probability

21

**1000 items were inspected from a production line, and 17 were found defective. If an
**

item is inspected at random, what is the probability of finding the item defective?

We have conducted the ‘experiment of inspection 1000 times, and we observed the

event 17 times. Therefore

17

p(defective item) =

= 0.17

1000

Example 2.4

A team standing at a street intersection counts the types of automobiles passing

through the intersection. They find that there were 32 buses, 64 auto rickshaws, 45

cars, 28 taxicabs, and 43 motorbikes. If an automobile passes through the

intersection, what is the probability that the automobile is (i) a car, (ii) motorbike?

In total there were 212 automobiles. Therefore

No. of cars passing through the intersection

45

p (car ) =

=

= 0.2123

total no. of automobiles passing through the intersection 212

No. of motorbikes passing through the intersection

43

p ( motorbike) =

=

= 0.2028

total no. of automobiles passing through the intersection 212

**If all the possible outcome of an experiment is equally likely, then the probability of
**

an event can be given by the classical formula.

p ( A) =

**No. of ways event A can occur
**

No. of ways the experiment can proceed

Example 2.5

A fair dice is rolled. Find the probability of (i) getting a 3; (ii) getting a number

greater than 3.

The space for this problem is S = {1, 2, 3, 4, 5, 6}. Let us define event A: the top face

is a 3. Event A can happen only if the top face is a 3; i.e. only one way. In terms of

set theory, we can write A = {1}. The experiment of rolling a dice has six possible

n( A) 1

outcomes given by the space S. Therefore p ( A) =

= .

n( S ) 6

For the second problem, define the event B: the top face is greater than 3. This event

can happen in three ways: if the top face is a 4, 5, or 6. So B = {4, 5, 6}. Therefore

n( B ) 3

p( B) =

= = 0.5 .

n( S ) 6

The interpretation of the first of these probabilities is that of the number of times the

dice will be rolled, 1/6th of those rolls are expected to result in the top face being 3;

similarly, the second result means that half of the rolls are expected to result in the top

face being greater than 3. It should be understood that these probabilities would work

for ‘large’ number of rolls only. Figure 1 shows a simulation of roll-dice for the first

event. We observe as the number of rolls become, the probability of the event reaches

1/6.

Lecture Notes on

Probability and Statistics

Independent University, Bangladesh

2) (4.2) (2. tt}. (5.2).7 A class in probability theory consists of 6 men and 4 women.1) (2.6) S = (4. th. ht. (6.3) (1. A: the two rolls are same. Hence. An exam is given and the students are ranked according to their performance.5) (6.4) (2.1) (6. (2.2) (3.3) (5.6) (5.6)}. Let us find the probabilities of the following events.4) (4. Therefore.2) (1. The space S = {hh. Bangladesh Lecture Notes on Probability and Statistics . = = 10! 10 ⋅ 9 ⋅ 8 ⋅ 7 210 Example 2. From S.6 A fair coin is tossed twice. {hh. it follows from the basic principle that there are (6!)(4!) = (720)(24)=17.6) (3.628.800.2) (5.6) Let us try to find the probability of the following events.5) (1. The space for this experiment is (1.5) (4. th} 2 1 = = p (C ) = S 4 2 Example 2.5) (2. A: at least one head is observed.1).4) (6. (4.1) (5.4). we see the answer to this part is 10! = 3. we can observe A = {(1.1) (4.4) (5.5) (3.5) (5.3) (3. ht .2) (6.4) (3. n( A) 6 1 p ( A) = = = n( S ) 36 6 B: the second roll is 1 Independent University.1) (1.6) (2.22 Probability Example 2.6) (6.4) (1. Assuming that no two students obtain the same score.3) (2. th} 3 = p ( A) = S 4 B: No head is observed {tt} 1 = p( B) = S 4 C: only one head is observed {ht .8 Let us consider an example of two rolls of a fair dice.3) (4.280 possible rankings in which the women receive the top 4 scores.1) (3.3) (6. what is the probability that women receive the top 4 scores? (a) Because each ranking corresponds to a particular ordered arrangement of the 10 people.3). the desired probability is 6! 4! 4 ⋅ 3 ⋅ 2 ⋅ 1 1 . (b) Because there are 4! possible rankings of the women among themselves and 6! possible rankings of the men among themselves.5). (3. (a) how many different rankings are possible? (b) If all rankings are considered equally likely.

(6.. (6. (5. (4.5).(365 − n + 1) 365 n It is a rather surprising fact that when n ≥ 23. If the selection is made randomly.5). there are a total of (365)n possible outcomes. (6.1). this probability is less than ½.6). p( B) = n( B ) 6 1 = = n( S ) 36 6 C: The sum of the two roll is 8 C = {(6. (5. This is so because the first person could have any one of 365 birthdays. (6. n( D ) 6 1 p( D) = = = n( S ) 36 6 Example 2. (3.5). and so on. Therefore. (We are ignoring the possibility of someone having been born on February 29.10 If n people are present in a room. 1001 15 5 Example 2. it follows that the desired 2 6 9 3 2 240 probability is given by = . Therefore. p (C ) = n(C ) 5 = n( S ) 36 D : the sum of the two rolls is at least 10 D = {(4. there are (365)(364)(363)・ (365 – n + 1) possible outcomes that result in no two of the people having the same birthday. since there are possible 3 9 choices of 3 men and possible choices of 2 women. what is the probability that the committee consists of 3 men and 2 women? 15 Let us assume that “randomly selected” means that each of the possible 5 6 combinations is equally likely to be selected.. (5. if there are 23 or more people in a room.1).4). the next any of the remaining 363. Hence. the next person any of the remaining 364 days.6)}. (4. (5. Hence.3).1).4).) Furthermore. (2.1). (2.Probability 23 B = {(1. (3.1). then the probability that at least two of Lecture Notes on Probability and Statistics Independent University.2).6)}. Therefore. assuming that each outcome is equally likely. That is. we see that the desired probability is (365)(364(363). what is the probability that no two of them celebrate their birthday on the same day of the year? How large need n be so that this probability is less than ½? Because each person can celebrate his or her birthday on any one of 365 days.1)}.6).9 A committee of size 5 is to be selected from a group of 6 men and 9 women. Bangladesh .

how successful would this production operation be? Would the process produce parts with X = 50 centimeters and Y = 10 centimeters? 2. (b) Are the Ai’s mutually exclusive? Describe the outcomes in each of the following events: (c) A1 (d) A1′ (e) A1 ∩ A2 ∩ A3 ∩ A4 (f) (A1 ∩ A2) ∪ (A3 ∩ A4) 2.3 Four bits are transmitted over a digital communications channel. (a) Describe the sample space for this experiment. Each bit is either distorted or received without distortion. the length and width. Let A denote the event of 48 < X < 52 centimeters B denote the event of 9 <Y < 11 centimeters C denote the event that a critical length meets customer requirements. the result no longer seems so surprising. Looked at this way. B. Let Ai denote the event that the ith bit is distorted. Exercise 2. 365 1 However. (a) What is the sample space for this experiment? Let A denote the event that a weight exceeds 11 grams. let B denote the event that a weight is less than or equal to 15 grams. every pair of individuals has probability of having the same = 2 365 365 23 birthday. 2. 4. of each molded part are evaluated. Many people are initially surprised by this result. the number of days of the year. and let C denote the event that a weight is greater than or equal to 8 grams and less than 12 grams.1 A digital scale is used that provides weights to the nearest gram. 3. and C denote Independent University. and in a group of 23 people there are = 253 different pairs of 2 individuals. denoted as X and Y.2 In an injection-molding operation. since 23 seems so small in relation to 365. Describe the following events. respectively. i = 1. Shade the areas that represent the following: (b) A ∩ B (a ) A (d) A ∪ B (c) A′ ∪ B (e) If these events were mutually exclusive. Let A.24 Probability them have the same birthday exceeds ½. Construct a Venn diagram that includes these events. Bangladesh Lecture Notes on Probability and Statistics . (c) A ∩ B (b ) A ∪ B (e) A ∩ B ∩ C (d) A′ (f) (A ∪ C)′ (g) A ∩ B ∩ C (i) A ∪ B ∩ C (h) B′ ∩ C 2.4 A sample of three calculators is selected from a manufacturing line. and each calculator is classified as either defective or acceptable.

B and A ∪ B. Determine the number of samples in A′ ∩ B. Determine the number of samples in A′ ∩ B. Use a tree diagram to represent the possible outcomes of this experiment. How many outcomes are in the sample space of possible codes? 2. The results from 100 disks are summarized below: shock resistance high low scratch high 70 9 resistance low 16 5 Let A denote the event that a disk has high shock resistance. 2. Determine the number of disks in A ∩ B. (b) Assume that each of two samples is to be classified on the basis of surface finish. Let the sample space be positive.9 The rise time of a reactor is measured in minutes (and fractions of minutes).5 A wireless garage door opener has a code determined by the up or down setting of 12 switches. Describe each of the following events: (b) B (a) A (c ) A ∩ B (d) B ∪ C 2. either excellent or good. either excellent or good.5} and B = {x | x > 52. and third calculators respectively. 2.8 Samples of emissions from three suppliers are classified for conformance to airquality specifications.Probability 25 the events that the first. are defective. and let B denote the event that a sample conforms to specifications. The results from 100 samples are summarized as follows: conforms yes no 1 22 8 Supplier 2 25 5 3 30 10 Let A denote the event that a sample is from supplier 1. second. and let B denote the event that a disk has high scratch resistance. The results of 100 parts are summarized as follows: edge finish excellent good surface excellent 80 2 finish good 10 8 (a) Let A denote the event that a sample has excellent surface finish. 2.5} Describe each of the following events: Lecture Notes on Probability and Statistics Independent University.7 Samples of a cast aluminum part are classified on the basis of surface finish (in microinches) and edge finish. Bangladesh .6 Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance. and let B denote the event that a sample has excellent edge finish. B and A ∪ B. A′ and A ∪ B. real numbers. Define the events A and B as follows: A = {x | x < 72. edge finish.

Describe the (ordered) sample space for each of the following batches: (a) The batch contains the items {a. 8 boards with minor defects. 2. Bangladesh Lecture Notes on Probability and Statistics . b. Let A denote the event that the rise time of batch 1 is less than 72.5 minutes. Consider the rise times of two batches. (c) The batch contains 4 defective items and 20 good items.11 A sample of two printed circuit boards is selected without replacement from a batch. Describe the sample space for the rise time of two batches graphically and show each of the following events on a two dimensional plot: (a) A (b) B′ (d) A ∪ B (c) A ∩ B 2. Let A denote the event {a. Determine the following: (a) p(A) (b) p(B) (d) p(A ∪ B) (c) p(A′) (e) p(A ∩ B) 2. (d) The batch contains 1 defective item and 20 good items.26 Probability (a) A′ (c ) A ∩ B (b) B′ (d) A ∪ B 2. Describe the (ordered) sample space for each of the following batches: (a) The batch contains 90 boards that are not defective. (a) Describe the sample space for the numbers of pages for two servers graphically. f. (a) What is the sample space? (b) What is the probability that the part is from tool 1? (c) What is the probability that the part is from tool 3 or tool 5? (d) What is the probability that the part is not from tool 4? Independent University.13 The rise time of a reactor is measured in minutes (and fractions of minutes). d}.15 A part selected for testing is equally likely to have been produced on any one of six cutting tools. e. b. The sample space is {a.10 A sample of two items is selected without replacement from a batch. Show each of the following events on the sample space graph: (b ) A (c) B (d ) A ∩ B (e) A ∪ B 2. c. and let B denote the event {c. d. (b) The batch contains the items {a. b. c. g}. e}. 8 boards with minor defects. (b) The batch contains 90 boards that are not defective.14 Each of the possible five outcomes of a random experiment is equally likely. and let B denote the event that the rise time of batch 2 is greater than 52. c. e}. and 2 boards with major defects. d. d.12 Counts of the Web pages provided by each of two computer servers in a selected hour of the day are recorded.5 minutes. c}. 2. and 1 board with major defects. Let the sample space for the rise time of each batch be positive. real numbers. Let A denote the event that at least 10 pages are provided by server 1 and let B denote the event that at least 20 pages are provided by server 2. b.

3 one optional feature 0. what is the probability that yours is the one selected? 2. The senders message can go to one of five servers for the first step. (a) What is the sample space? (b) What is the probability a part is from cavity 1 or 2? (c) What is the probability that a part is neither from cavity 3 nor 4? 2. If a license number is selected randomly. what is the probability it is completed without error? (b) What is the probability that it is completed with either a minor or a major error? 2.23 Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance.5 more than one optional feature 0. completed with a minor error by 70%. However.17 Orders for a computer are summarized by the optional features that are requested as follows: proportion of orders no optional features 0. The results from 100 disks are summarized as follows: shock resistance high low Lecture Notes on Probability and Statistics Independent University.27 Probability 2. what is the probability that it is a valid number? 2.2 (a) What is the probability that an order requests at least one optional feature? (b) What is the probability that an order does not request more than one optional feature? 2.16 An injection-molded part is equally likely to be obtained from any one of the eight cavities on a mold.18 If the last digit of a weight measurement is equally likely to be any of the digits 0 through 9. each of them can send to five servers at the second step.22 A message can follow different paths through servers on a network.21 Suppose your vehicle is licensed in a state that issues license plates that consist of three digits (between 0 and 9) followed by three letters (between A and Z).20 A credit card contains 16 digits between 0 and 9. (a) How many paths are possible? (b) If all paths are equally likely. (a) If a technician is selected randomly to complete the preparation.19 A sample preparation for a chemical measurement is completed correctly by 25% of the lab technicians. what is the probability that a message passes through the first of four servers at the third step? 2. Bangladesh . and completed with a major error by 5%. only 100 million numbers are valid. and then the message goes to the recipients server. If a number is entered randomly. (a) What is the probability that the last digit is 0? (b) What is the probability that the last digit is greater than or equal to 5? 2. each of which can send to four servers at the third step.

it is often necessary to find probabilities of compound events. If a sample is selected at random. events happening together.25 Samples of emissions from three suppliers are classified for conformance to airquality specifications.28 Probability scratch high 70 9 resistance low 16 5 Let A denote the event that a disk has high shock resistance. or all the events would take place simultaneously. If a disk is selected at random. In practical applications. and let B denote the event that a disk has high scratch resistance. for the Example 2. If a part is selected at random. and let B denote the event that a sample has excellent length. The results from 100 samples are summarized as follows: conforms yes no 1 22 8 Supplier 2 25 5 3 30 10 Let A denote the event that a sample is from supplier 1. Compound events are two. or more. especially in engineering application. and let B denote the event that a sample conforms to specifications. The results of 100 parts are summarized as follows: edge finish excellent good surface excellent 80 2 finish good 10 8 Let A denote the event that a sample has excellent surface finish.24 Samples of a cast aluminum part are classified on the basis of surface finish (in microinches) and edge finish. We may be looking into two situations: anyone of the events would take place. determine the following probabilities: (a) p(A) (b) p(B) (d) p(A ∪ B) (c) p(A′) (f) p(A′ ∩ B) (e) p(A ∩ B) Compound events So far we have been looking into simple events. we may define the events: A: two rolls are same B: the sum of two rolls is at least 8 Independent University.7. determine the following probabilities: (a) p(A) (b) p(B) (d) p(A ∪ B) (c) p(A′) (f) p(A′ ∩ B) (e) p(A ∩ B) 2. determine the following probabilities: (a) p(A) (b) p(B) (d) p(A ∪ B) (c) p(A′) (f) p(A′ ∩ B) (e) p(A ∩ B) 2. For example. Bangladesh Lecture Notes on Probability and Statistics .

Lecture Notes on Probability and Statistics Independent University. or untraceable F: not enough channels is available to the nearest BTS of the receiving number G: not enough channels is available to handle the call on the BTS The call will fail to go through for A ∪ B ∪ C ∪ D ∪ E ∪ F ∪ G.4) (2.1) (4. We had learnt that if the brake pedal is pressed. We learn the mechanics of compound event through an example.2) (1. or A and B happening.1) (2. and the wheels are locked.5) (5.5) (2.4) (3.4) (5. The space for this experiment is (1.11 Let us consider an example of two rolls of a fair dice.3) (3.5) (3.1) (1.3) (5.3) (1.4) (1.6) We define two events A: two rolls are same B: the sum of two rolls is at least 8 We want to find p(A ∪ B) and p(A ∩ B). Finally the call is passed to the receiver. If it is found that the user is clear. Let us define the events A: not enough channels is available on the originating BTS B: not enough channels is available from BTS to central server C: not sufficient credit is available on you cell phone account D: not enough channels is available between the two operators E: the host number is not valid.5) (6.6) (5.3) (6.1) (3.6) (2.6) (3. the anti-lock system would activate.5) (4. The host operator receives the host number. We consider another simple example of someone trying to make a call from a cell phone.5) (1.3) (2.2) (5. we discussed the case of anti-lock brake system in the first lecture. Bangladesh . the call is passed to the host operator.2) (2. we are looking into A ∪ B and A ∩ B respectively.6) (6.2) (3.29 Probability Now we may want to find the probability of either A or B happening.1) (6. Let us assume further that the call is being made to a number of another operator. the call is passed to the nearest BTS. The number is dialed and is received by the nearest Base Tower Station (BTS) of the originating operator.4) (6. Example 2.3) S= (4.2) (4.1) (5. The call is passed to the central server for verification of the user. All these events are critical events.2) (6.6) (4. In terms of set theory. Now let us define the events: A: the brakes are applied B: the car is moving C: the wheels are locked For the anti-lock system to activate itself we are looking for the event A ∩ B ∩ C. and the car is moving. If the number is found clear. and performs verification.4) (4. To see this working in real life.

5).4). (6. and p(A ∩ B) = 0. or mutually exclusive. (5. and A ∩ B = {(4.2). if two events are defined as A: first roll is 1 B: the sum of the two rolls is at least 9 Then A ∩ B = ∅. Bangladesh Lecture Notes on Probability and Statistics . (6.6).6). and p( A ∩ B ) = .3. p( B) = .6). (4. 36 36 36 Combining all these. (4. we can obtain A ∪ B = {(1.6)}.6). (4. We have learnt in equation (1) in Lecture 2 n(A ∪ B) = n(A) + n(B) − n(A ∩ B) Therefore p( A ∪ B) = n( A ∪ B) n( A) + n( B) − n( A ∩ B ) = n( S ) n( S ) = n( A) n( B) n( A ∩ B ) + − n ( S ) n( S ) n( S ) = p(A) + p(B) − p(A ∩ B) From Example 2.6).3).5). (3. (2.6). (3.2 and p(A ∩ B) = 0. (4. (6.6)} From these two.3).1).4).4). (6. (5.4).5).4). and p(A ∩ B) = 0. p(B) = 0.4).3). and B = {(2.5).1).5).26 If p(A) = 0. Therefore.6). we obtain 6 15 3 15 p( A ∪ B) = + − = 36 36 36 36 If the events A and B are disjoint. other would not happen. (6. (2. we obtain p ( A) = (1) 6 15 3 . in the last problem. (4. for mutually exclusive events p(A ∪ B) = p(A) + p(B) (2) Exercise 2.5). (3.4). determine the following probabilities: Independent University. (5. (5. (5.8.2). (6.1. (5.6)} Therefore.5).2). (6. (3.2). (4.3). (6. we find A = {(1. For example. (5.3).5). (6.5). then A ∩ B = ∅. (4.5).4). (2.6). (6.30 Probability From the space S. (5. (5.3). meaning if one happens. (3. (6. (5. (6.6)}. we can find n( A ∪ B) 18 1 p( A ∪ B) = = = n( S ) 36 2 n( A ∩ B ) 3 1 p( A ∩ B) = = = n( S ) 36 12 We learn a more formal method for finding p(A ∪ B). (3.

what is the probability that the shaft conforms to surface finish requirements? (b) What is the probability that the selected shaft conforms to surface finish requirements or to roundness requirements? (c) What is the probability that the selected shaft either conforms to surface finish requirements or does not conform to roundness requirements? (d) What is the probability that the selected shaft conforms to both surface finish and roundness requirements? 2.28 Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance. p(B) = 0.3. The results from 100 disks are summarized as follows: shock resistance high low scratch high 70 9 resistance low 16 5 (a) If a disk is selected at random.30 Cooking oil is produced in two main varieties: mono and polyunsaturated.Probability (a) p(A′) (c) p(A′ ∩ B) (e) p[(A ∪ B)]’ 31 (b) p(A ∪ B) (d) p(A ∩ B′) (f ) p(A′ ∪ B) 2. what is the probability that it belongs to the polyunsaturated category? (b) What is the probability that the chosen bottle is monounsaturated canola oil? Lecture Notes on Probability and Statistics Independent University.2 and p(C) = 0. B. what is the probability that its scratch resistance is high and its shock resistance is high? (b) If a disk is selected at random.29 The analysis of shafts for a compressor is summarized by conformance to specifications.27 If A. Are these two events mutually exclusive? 2. Bangladesh . and C are mutually exclusive events with p(A) = 0. what is the probability that its scratch resistance is high or its shock resistance is high? (c) Consider the event that a disk has high scratch resistance and the event that a disk has high shock resistance. The following table shows the number of bottles of these oils at a supermarket: type of oil canola corn type of mono 7 13 unsaturation poly 93 77 (a) If a bottle of oil is selected at random. roundness conforms yes no surface finish yes 345 5 conforms no 12 8 (a) If a shaft is selected at random.1and determine the following probabilities: (a) p(A ∪ B ∪ C) (b) p(A ∩ B ∩ C) (c) p(A ∩ B) (d) p(A ∪ B ∩ C) (e) p(A′ ∩ B′ ∩ C′) 2. Two common sources of cooking oil are corn and canola.

5). what is the probability that the shaft conforms to surface finish requirements or does not conform to roundness requirements or is from Tool 2? (c) If a shaft is selected at random.31 The shafts in Exercise 2.3). The situation is that a fair dice has already been rolled twice. Bangladesh Lecture Notes on Probability and Statistics . the space may change. (5.29 are further classified in terms of the machine tool that was used for manufacturing the shaft. (6. that information must be included into the calculation. and is read as ‘probability of A. let us consider the vents given in Example 2. Now.4). we have been told that the event B has already happened. now we want to find the probability that both the rolls show the same number.32 Probability 2. (5. what is the probability that the shaft conforms to surface finish requirements or the shaft is from Tool 2? Conditional probability We introduce an important concept in this section.6). (4.5). For both these events the space was considered to be S. (6. (4. (4. We had defined two events A: two rolls are same B: the sum of two rolls is at least 8 We found p(A) and p(B). the assessment of the population is very important.5).8. our space is now B = {(2.6). As in this example.6). We would like to be as realistic as possible in assessing the population. (6. what is the probability that the shaft conforms to both surface finish and roundness requirements or the shaft is from Tool 2? (d) If a shaft is selected at random.4). suppose we want to find the probability of the event A.5). (6. (6.6). given B’. We have observed that in the calculation of the probability. (3.5). (6. We will still use the classical formula to find the probability. Tool 1 roundness conforms yes no surface finish yes 200 1 conforms no 4 2 Tool 2 roundness conforms yes no surface finish yes 145 4 conforms no 8 6 (a) If a shaft is selected at random.6)} Independent University. and we are told that the sum of the two dice is at least 8. (3. (5.4).4). what is the probability that the shaft conforms to surface finish requirements or to roundness requirements or is from Tool 1? (b) If a shaft is selected at random. Therefore. This event is shown symbolically as p(A | B). but it is also stated that the event B has already occurred.2).6)} Now looking for the event A within B gives us A = {(4. (5. (5.3). but what may change here is that with the availability of the additional information about the occurrence of B. This means that if any additional information is available about the population. To see how this works.

Let us define the events A: PCB has cold solder defect B: PCB has wrong component defect We have been asked to find p(B | A). we have p ( B ∩ A) p ( B | A) = p ( A) From the space given in Example 2. we observe n ( A | B ) n ( A ∩ B ) n( A ∩ B ) / n ( S ) p ( A ∩ B ) = = = p( A | B) = n( B ) n( B ) n ( B ) / n( S ) p( B) Therefore p( A ∩ B) p( A | B) = p( B) or p(A ∩ B) = p(A | B) · p(B) p( A | B) = (3) Example 2.12 Cold solder and wrong components are the two most common type of production defects on printed circuit boards (PCBs) In a batch of 364 PCBs it was found that 17 have cold solder defects. we have p ( B ∩ A) = . and 8 have both cold solder and wrong component defects. From equation (1). In this example let us define the events A: the first roll shows a 1 B: The second roll also shows a 1 We would like to find p(B | A) From equation (1). as we considered in Example 2.Probability 33 Therefore n( A | B ) 3 = n( B ) 15 To formalize this.13 Let us consider the same example of rolling a fair dice twice.8. 14 have wring component defects. and p ( A) = . it would also have wrong component defect. Therefore 364 364 8 / 364 8 p ( B | A) = = 17 / 364 17 Example 2. Bangladesh . we can write p ( B ∩ A) p ( B | A) = p ( A) 8 17 From the given numbers. find the probability that if a PCB is found to have a cold solder defect.8. we can write p ( B ∩ A) 1 / 36 1 p ( B | A) = = = p ( A) 1/ 6 6 Lecture Notes on Probability and Statistics Independent University. If a PCB is chosen at random.

We have learnt the underlying assumption for probability that all events will have a space. For independent events. that is in accord with the following three axioms.14 A box contains 8 red. For any sequence of mutually exclusive events E1. A and B are regarded as independent events. the additional information about the occurrence of A has no influence. From a purely mathematical viewpoint. without replacement. n n p I E i = ∏ E i i =1 i =1 An important extension of axiom 3 is that for any event E. . E2. . Find the probabilities of the following events. 10 green. This means that for 6 6 the second roll. and if the experiment is repeated large number of times. . denoted by p(E). in this case. Two marbles are drawn. . a) A: two blue marbles are drawn A = {bb} Independent University. Bangladesh Lecture Notes on Probability and Statistics . Example 2. the event itself and the complimentary event Ec are mutually exclusive. For any sequence of independent events E1. . equation (2) can be simplified further as p(A ∩ B) = p(A)·p(B) (4) Some important axioms We have seen several examples of probability of events. we will suppose that for each event E of an experiment having a sample space S there is a number. one after another from the box. p(E) ≥ 0. Definition: If the occurrence of the event A has no influence on the occurrence of the event B. In this case p(A | B) = p(A). 6 white. the events A and B are regarded as independent events. and p(E) ≤ 1 Axiom 2. and 4 blue marbles. .10. We have already seen that find p(B | A) = .34 Probability We notice an interesting feature of Example 2. Therefore. So we can write p(S) = p(E) + p(Ec) = 1 or p(E) = 1 − p(Ec) (5) This equation is useful in many places. we 1 1 observe p(B) = . E2. (that is events for which EiEj = ∅ when i ≠ j) n n p U E i = ∑ p ( Ei ) i =1 i =1 Axiom 4. p(S) = 1 Axiom 3. Axiom 1. From the space of the problem.

Bangladesh .15 Lecture Notes on Probability and Statistics Independent University. bcb. This would make the list immensely unmanageable. bg. H = {(r ∪ g) ∩ (g ∪ b)} 4 1 8 10 10 p(H) = {p(r) + p(g)}·{p(g) + p(b)} = + + = 28 28 27 27 3 Example 2. then wc would indicate the event of ‘not drawing a white marble’. wcw. wg} The event {gw} and {wg} are mutually exclusive. ww}. We would rather handle this event in a more effective way. the total number reduces. bb} Therefore 4 24 24 4 4 3 17 p(D) = p(bbc) + p(bcb) + p(bb) = + + = 28 27 28 27 28 27 63 e) E: At most one white marble is drawn The event is E = {wwc. Therefore 10 6 6 10 10 p(B) = p(gw) + p(wg) = + = 28 27 28 27 63 c) C: no white marbles are drawn The events can be listed as rg. the use that to find the probability of the event D. Therefore 4 3 1 p(A) = p(first blue) · p(second blue) = = 28 27 63 b) B: a green and a white marble are drawn B: {gw. . gcgc}. gb. Therefore 6 22 22 6 22 21 121 p(E) = p(wwc) + p(wcw) + p(wcwc) = + + = 28 27 28 27 28 27 126 f) F: first marble is not green The event is F = {gcg. . . . But after the first draw. Therefore 18 10 18 17 9 p(F) = p(gcg) + p(gcgc) = + = 28 27 28 27 14 g) G: second marble is white The event is G = {wcw. . our event is C = {wcwc} 22 21 11 p(C) = = 28 27 18 d) D: At least one blue marble is drawn Once again we can list the events as br. wcwc}. Once again it would be much easier to find the probability of the complimentary event Dc.Probability 35 The draw of first and the second draws are independent. Therefore 22 6 6 5 3 p(G) = p(wcw) + p(ww) = + = 28 27 28 27 14 h) H: the first marble is either red or green and the second marble is either green or blue. since the marble is not put back into the box. rb. . Therefore. rb. p(D) = 1 − p(Dc) = 1 − p(no blue marbles are drawn) 24 23 17 = 1 − p(bcbc) = 1 − = 28 27 63 The same problem can also be solved by listing the event D as D = {bbc. gb. If we assume that w indicate the event of ‘drawing of a white marble’.

If Jones is known to have two children. That is. what is the probability it is acceptable? Since the transistor did not immediately fail.16 The organization that Jones works for is running a father–son dinner for those employees having at least one son. letting B denote the event that both children are boys. g). Each of these employees is invited to attend along with his youngest son. b). g)} and all outcomes are equally likely [(b. Hence. for instance. g ). A transistor is chosen at random from the bin and put into use. since we know that the chosen transistor is not defective. (g. (g. b)] 3 / 4 3 Many readers incorrectly reason that the conditional probability of two boys given at least one is 1/2. If it does not immediately fail. 10 partially defective (that fail after a couple of hours of use). is in assuming that these two possibilities are equally likely. (b. Independent University. (b. (g. since they reason that the Jones child not attending the dinner is equally likely to be a boy or a girl. g). g) means. Remember that initially there were four equally likely outcomes. we have that the desired probability p(B | A) is given by p (B | A ) = p[(b. 35 Example 2. b). thus showing that the Jones child not attending the dinner is twice as likely to be a girl as a boy. Now the information that at least one child is a boy is equivalent to knowing that the outcome is not (g. we know that it is not one of the 5 defectives and so the desired probability is: p (acceptable | not defective ) = p (acceptable ∩ not defective ) p (acceptable ) = p (not defective ) p (not defective where the last equality follows since the transistor will be both acceptable and not defective if it is acceptable.36 Probability A bin contains 5 defective (that immediately fail when put in use). as opposed to the correct 1/3. b). chosen at random from a bin containing 25 acceptable and 10 partially 25 defective transistors. we obtain that p (acceptable | not defective ) = 25 / 40 5 = 35 / 40 7 It should be noted that we could also have derived this probability by working directly with the reduced sample space. ( g . the problem reduces to computing the probability that a transistor. and 25 acceptable transistors. that the younger child is a boy and the older child is a girl]. Hence. The knowledge that Jones has been invited to the dinner is equivalent to knowing that he has at least one son. This is clearly equal to . b). g). and A the event that at least one of them is a boy. is acceptable. Their mistake. assuming that each of the 40 transistors is equally likely to be chosen. Bangladesh Lecture Notes on Probability and Statistics . b). however. what is the conditional probability that they are both boys given that he is invited to the dinner? Assume that the sample space S is given by S = {(b. (b. Hence we are left with the three equally likely outcomes (b. b)] p( A ∩ B ) 1/ 4 1 = = = p ( A) p[(b.

then the desired probability is p(B ∩ M). and let B denote the event that a sample has excellent length. Determine the following probabilities: (a) p(A) (b) p(B) (c) p(A | B) (d) p(B | A) 2. What is the probability that Perez will be a Phoenix branch office manager? If we let B denote the event that the company sets up a branch office in Phoenix and M the event that Perez is made the Phoenix manager. which is obtained as follows: p(B ∩ M) = p(B)p(M | B) =0. what is the probability that the surface finish is excellent? Lecture Notes on Probability and Statistics Independent University. The results of 100 parts are summarized as follows: length excellent good surface excellent 80 2 finish good 10 8 Let A denote the event that a sample has excellent surface finish.32 Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance. Exercise 2. there is an 18 percent chance that Perez will be the Phoenix manager. she is 60 percent certain that she will be made manager of this new operation. If it does.17 Ms. Perez figures that there is a 30 percent chance that her company will set up a branch office in Phoenix.33 Samples of a cast aluminum part are classified on the basis of surface finish (in microinches) and length measurements. The results from 100 disks are summarized as follows: shock resistance high low scratch high 70 9 resistance low 16 5 Let A denote the event that a disk has high shock resistance.6 = 0. what is the probability that the length is excellent? (f) If the selected part has good length.18 Hence.Probability 37 Example 2.3×0. and let B denote the event that a disk has high scratch resistance. Bangladesh . Determine: (a) p(A) (b) p(B) (c) p(A | B) (d) p(B | A) (e) If the selected part has excellent surface finish.

without replacement.37. Determine: (a) p(A ∩ B ∩ C) (b) p(A ∩ B ∩ C′) 2.34 The analysis of shafts for a compressor is summarized by conformance to specifications: roundness conforms yes no surface finish yes 345 5 conforms no 12 8 (a) If we know that a shaft conforms to roundness requirements. what is the probability that it conforms to surface finish requirements? 2. without replacement from the batch.36 A lot of 100 semiconductor chips contains 20 that are defective. without replacement. In addition to the definitions of events A and B. Determine: (a) p(A) (b) p(B) (c) p(A ∪ B) (d) p(A ∩ B) 2. Bangladesh Lecture Notes on Probability and Statistics . Two castings are selected randomly. Let A be the event that the first casting selected is from the local supplier. what is the probability that the surface roughness is high? (b) If the surface roughness of a sample is high.38 Continuation of Exercise 2.35 The following table summarizes the analysis of samples of galvanized steel for coating weight and surface roughness: coating weight high low surface high 12 16 roughness low 88 34 (a) If the coating weight of a sample is high. what is the probability that the coating weight is low? 2.38 Probability 2. from the lot of 40. Independent University. Two are selected. and let B denote the event that the second casting is selected from the local supplier. Suppose three castings are selected at random. without replacement. at random. (a) What is the probability that the first one selected is defective? (b) What is the probability that the second one selected is defective given that the first one was defective? (c) What is the probability that both are defective? (d) How does the answer to part (b) change if chips selected were replaced prior to the next selection? 2. Two are selected randomly. from the lot.37 A lot contains 15 castings from a local supplier and 25 castings from a supplier in the next state. from the lot of 40. let C denote the event that the third casting selected is from the local supplier.39 A batch of 500 containers for frozen orange juice contains 5 that are defective. what is the probability that the coating weight is high? (c) If the surface roughness of a sample is low. what is the probability that it conforms to surface finish requirements? (b) If we know that a shaft does not conform to roundness requirements.

Three containers are selected.43 Suppose 2% of cotton fabric rolls and 3% of nylon fabric rolls contain flaws. and let B denote the event that a lot requires additional processing. Bangladesh . find the probability (a) That failure involves a gas leak (b) That there is evidence of electrical failure given that there was a gas leak (c) That there is evidence of a gas leak given that there is evidence of electrical failure 2. If 90% of the connectors are kept dry and 10% are wet. If the connector is ever wet.Probability 39 (a) What is the probability that the second one selected is defective given that the first one was defective? (b) What is the probability that both are defective? (c) What is the probability that both are acceptable? 2. Of the rolls used by a manufacturer. from the batch.42 The probability is 1% that an electrical connector that is kept dry fails during the warranty period of a portable computer.39. and 40% of such batches require additional processing to achieve the required viscosity. 3% of all batches have raw materials from two different lots. at random. However.40 Continuation of Exercise 2. 70% are cotton and 30% are nylon. Determine the following probabilities: (a) p(A) (b) p(A′) (c) p(B | A) (d) p(B | A′) (e) p(A ∩ B) (f) p(A ∩ B′) Lecture Notes on Probability and Statistics Independent University. This occurs when holding tanks are replenished and the remaining portion of a lot is insufficient to fill the tanks.44 In the manufacturing of a chemical adhesive. Let A denote the event that a batch is formed from two different lots. what proportion of connectors fail during the warranty period? 2. Only 5% of batches with material from a single lot require reprocessing.41 A maintenance firm has gathered the following information regarding the failure mechanisms for air conditioning systems: evidence of gas leaks yes no evidence of yes 55 17 electrical failure no 32 3 The units without evidence of gas leaks or electrical failure showed other types of failure. without replacement. What is the probability that a randomly selected roll used by the manufacturer contains flaws? 2. the viscosity of batches consisting of two or more lots of material is more difficult to control. (a) What is the probability that the third one selected is defective given that the first and second one selected were defective? (b) What is the probability that the third one selected is defective given that the first one selected was defective and the second one selected was okay? (c) What is the probability that all three are defective? 2. If this is a representative sample of AC failure. the probability of a failure during the warranty period is 5%.

and 5% of products slit with worn blades exhibit roughness. (a) If two parts are selected at random. Independent University. 60% are of average sharpness. or poorly welded wires (52%). what proportion of samples break during shipment? 2.50 A lot of 100 semiconductor chips contains 20 that are defective. from the lot. Determine the probability that all are defective. from the lot. and without replacement. improper connections (13%). without replacement. 40% deal with computer equipment that does not respond and 57% deal with incomplete software installation. (b) Three are selected. what is the probability that the third part selected is one with excessive shrinkage? 2. what is the proportion of products that exhibit edge roughness? 2. (b) Find the probability that a failure is due to improperly connected or poorly welded wires. The requests for information are evenly divided on technical questions (50%) and requests to purchase more products (50%). (a) Two are selected. Of the complaints.45 The edge roughness of slit paper products increases as knife blades wear.48 Computer keyboard failures are due to faulty electrical connects (12%) or mechanical defects (88%). 3% of products slit with blades of average sharpness exhibit roughness.49 A batch of 25 injection-molded parts contains 5 that have suffered excessive shrinkage. Mechanical defects are related to loose keys (27%) or improper assembly (73%). light packaging or heavy. 2. respectively. Suppose that 2 and 1% of the sample shipped in small and large packages. Electrical connect defects are caused by defective wires (35%). and in the remaining 3% of complaints the user has improperly followed the installation instructions. If 60% of the samples are shipped in large packages and 40% are shipped in small packages.40 Probability (g) p(B) 2. Bangladesh Lecture Notes on Probability and Statistics . without replacement. 2. what is the probability that the second part selected is one with excessive shrinkage? (b) If three parts are selected at random.47 Incoming calls to a customer service center are classified as complaints (75% of call) or requests for information (25% of calls). at random. (a) Find the probability that a failure is due to loose keys. and 15% are worn.46 Samples of laboratory glass are in small. (a) What is the probability that an incoming call to the customer service center will be from a customer who has not followed installation instructions properly? (b) Find the probability that an incoming call is a request for purchasing more products. and without replacement. break during transit. at random. If 25% of the blades in manufacturing are new. Only 1% of products slit with new blades have rough edges. large packaging. Determine the probability that the second chip selected is defective.

Assume the bits are independent. The results from 100 disks are summarized as follows: shock resistance high low scratch high 70 9 resistance low 16 5 Let A denote the event that a disk has high shock resistance. and let B denote the event that a disk has high scratch resistance. and let B denote the event that a sample has excellent length.56 Eight cavities in an injection-molding tool produce plastic connectors that fall into a common stream. Assume that the samples are independent.54 The probability that a lab specimen contains high levels of contamination is 0.52 Samples of a cast aluminum part are classified on the basis of surface finish (in microinches) and length measurements. The results from 100 samples are summarized as follows: conforms yes no 1 22 8 Supplier 2 25 5 3 30 10 Let A denote the event that a sample is from supplier 1.55 In a test of a printed circuit board using a random test pattern. The results of 100 parts are summarized as follows: length excellent good surface excellent 80 2 finish good 10 8 Let A denote the event that a sample has excellent surface finish.Probability 41 2. (a) What is the probability that all bits are 1s? (b) What is the probability that all bits are 0s? (c) What is the probability that exactly five bits are 1s and five bits are 0s? 2. and let B denote the event that a sample conforms to specifications. (a) What is the probability that none contains high levels of contamination? (b) What is the probability that exactly one contains high levels of contamination? (c) What is the probability that at least one contains high levels of contamination? 2. an array of 10 bits is equally likely to be 0 or 1. (a) Are events A and B independent? (b) Determine p(B | A) 2. Are events A and B independent? 2.51 Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance.10. Lecture Notes on Probability and Statistics Independent University. Five samples are checked.53 Samples of emissions from three suppliers are classified for conformance to airquality specifications. Bangladesh . and the samples are independent. A sample is chosen every several minutes. Are events A and B independent? 2.

What is the probability that the circuit operates? 0. that sector of the disk is eliminated as unacceptable for data storage. Assume that the probability that a device is functional does not depend on whether or not other devices are functional.8 0.95 2. Two are selected. respectively.8 0.7 0.59 An optical storage device uses an error recovery procedure that requires an immediate satisfactory readback of any written data.57 The following circuit operates if and only if there is a path of functional devices from left to right.9 0. The probability each device functions is as shown. without replacement.95 0.98. would A and B be independent? Independent University. The probability that each device functions is as shown. Assume the readbacks are independent. If the readback is not successful after three writing operations. Let A and B denote the events that the first and second container selected is defective.42 Probability (a) What is the probability that five successive samples were all produced in cavity one of the mold? (b) What is the probability that five successive samples were all produced in the same cavity of the mold? (c) What is the probability that four out of five successive samples were produced in cavity one of the mold? 2. (a) Are A and B independent events? (b) If the sampling were done with replacement.7 0. from the batch. Assume that the probability that a device functions does not depend on whether or not other devices are functional.9 0. What is the probability that the circuit operates? 0.58 The following circuit operates if and only if there is a path of functional devices from left to right.95 0. What is the probability that an acceptable portion of the disk is eliminated as unacceptable for data storage? 2.60 A batch of 500 containers for frozen orange juice contains 5 that are defective.95 0.95 0.95 2. the probability of a satisfactory readback is 0. at random. Bangladesh Lecture Notes on Probability and Statistics . On an acceptable portion of the disk.

80) + (0. B2. If A denotes the event that a voltage regulator received by the plant works according to specifications. and B3 that it comes from the respective suppliers.60)(0. To do this. we want to determine p(B1 | A). Suppose. and 10% from supplier B3. we can write A = A ∩ (B1 ∪ B2 ∪ B3) = (A ∩ B1) ∪ (A ∩ B2) ∪ (A ∩ B3) The events B1.Probability 43 Bayes’ theorem The general multiplication rules are useful in solving many problems in which ultimate outcome of an experiment depends on the outcomes of various intermediate stages. Bangladesh . and 65% of those of B3 perform according to specifications. Symbolically. We want to turn the table around and ask a question that if a voltage regulator is known to perform according to specifications.95) + (0. 60% from supplier B1. Also suppose that 95% of regulators supplied by B1.65) = 0. B2. for instance. we obtain p( B2 | A) = p ( B 2 ) ⋅ p ( A | B2 ) p( B1 ) ⋅ p( A | B1 ) + p( B2 ) ⋅ p( A | B2 ) + p( B3 ) ⋅ p( A | B3 ) p( B3 | A) = p( B3 ) ⋅ p( A | B3 ) p( B1 ) ⋅ p( A | B1 ) + p( B2 ) ⋅ p( A | B2 ) + p( B3 ) ⋅ p( A | B3 ) Substituting all the values of probabilities. we obtain p(A) = (0. First of all.875 This is the probability that any one voltage regulator received by the given plant will perform according to specifications. that an assembly plant receives its voltage regulators from three suppliers. 80% of those of B2. what is the probability that the regulator has come from a particular supplier. and A ∩ B3 must also be mutually exclusive. A ∩ B2. we first write p ( B1 | A) = p ( A ∩ B1 ) p ( A) Using equations (3) and (6).30)(0. therefore the event A ∩ B1. we would like to know the probability that any one of the voltage regulator received by the plant will work according to specification. for other quantities. Therefore. we obtain Lecture Notes on Probability and Statistics Independent University. we can write p(A) = p(A ∩ B1) + p(A ∩ B2) + p(A ∩ B3) Using equation (3). and B1. 30% from supplier B2. and B3 are mutually exclusive events. we now write p( B1 | A) = p( B1 ) ⋅ p( A | B1 ) p( B1 ) ⋅ p( A | B1 ) + p( B2 ) ⋅ p( A | B2 ) + p( B3 ) ⋅ p( A | B3 ) Similarly.10)(0. p(B2 | A). we can write p(A) = p(B1) p(A | B1) + p(B2) p(A | B2) + p(B3) p(A | B3) (6) Substituting the number from the problem into the above equation. and p(B3 | A).

let the space. Bangladesh Lecture Notes on Probability and Statistics . and make an incomplete repair 1 time in 20. our input data tells us that 30% of the items are supplied by them. If the supervisor detects an incomplete Independent University. .30 × 0.30 × 0.44 Probability p ( B1 | A) = 0. + p(B ∩ An) Now using equation (3) p(B) = p(B | A1) p(A2) + p(B | A2) p(A2) + . ∪ An) = (B ∩ A1) ∪ (B ∩ A2) ∪ .30 × 0.274 0.18 Four technicians regularly make repairs when breakdowns occur on an automated production line.80 = 0.60 × 0. . and p(A | B1) is referred to as a-posteriori probability. For a particular experiment. ∪ (B ∩ An) Since A1. . etc are all mutually exclusive.651 0. makes an incomplete repair 1 in 10. . let B be an arbitrary event in the S. The method used to solve the preceding example can be easily generalized.60 × 0. makes an incomplete repair 1 in 10.65 p ( B2 | A) = 0. for p(B).95 + 0. The above result tells us that if a voltage regulator.80 + 0.4% possibility that the item has been delivered by B2. Then. is chosen at random. A2.10 × 0. . makes an incomplete repair 1 time in 20.80 + 0. there is a 27. technician B services 60% of the breakdowns.65 We should use care to interpret the above result. of which 80% work according to specification. An} The events A1.80 + 0.30 × 0.95 = 0. we can write p(B) = p(B ∩ A1) + p(B ∩ A2) + .60 × 0. Technician A services 20% of the breakdowns. A2.65 p ( B3 | A) = 0. p(B1 | A) is referred as a-priori probability.95 + 0. technician C services 15% of the breakdowns. . .60 × 0. which we write as p( A j ∩ B) p( B ∩ A j ) p( B | A j ) p( A j ) p( A j | B) = = = n p( B) p( B) ∑ p( B | Ai ) p( Ai ) (7) i =1 Example 2. In many texts.074 0.10 × 0. Similar interpretations can be made for other suppliers also.65 = 0.10 × 0.10 × 0. + p(B | An) p(An) = n ∑ p( B | A ) p( A ) i =1 i i Our target is to find p(Aj | B). As an example if we consider the supplier B2. and technician D services 5% of the breakdowns. . that is working according to specifications. we can write B = B ∩ S = B ∩ (A1 ∪ A2 ∪ . . A2 are all mutually exclusive events. . Further. . S be S = {A1.95 + 0.

15)(0.05)(0. n ∑ p( E | T ) p(T ) = p( E | T ) p(T ) + p( E | T ) p(T ) i =1 i 1 i 1 2 2 + p ( E | T3 ) p (T3 ) + p ( E | T4 ) p (T4 ) = (0. the test also yields a ‘false positive’ result for 1% of the healthy persons tested. what is the probability a person has the disease given that his test result is positive? Let D be the event that the tested person has the disease and E the event that his test results are positive.10) + (0.20)(0. Therefore. Let us define E be the event that the repair was incomplete.995) Thus only 33% of those persons whose test results are positive actually have the disease.05)(0. Since most people are often surprised at this result. Bangladesh . If 0.6857 0. T2 that the initial repair was done by B.1714 0. in fact.99)(0. let us find the denominator first.0286 0. We will be using equation (7) for our problem. T1 that the initial repair was done by A.10) = 0.05) = 0.005) = 0.05) + (0.5% of the population actually has the disease.0875 i n i =1 p (T3 | E ) = i = i Example 2.19 A laboratory test is 99% effective in detecting a certain disease when it is.60)(0.0875 = (0.20)(0.10) = 0.005) + (0. The desired probability p(D | E) is obtained by p( D | E ) = = p( E | D) p( D) p( E | D) p( D) + p( E | D c ) p( D c ) (0. though less rigorous than the foregoing.3322 (0. However.01)(0. T3 that the initial repair was done by C and T4 that initial repair was done by D.10) + (0.15)(0. is Lecture Notes on Probability and Statistics Independent University.1143 0.0875 = (0.05) = 0.60)(0.0875 Therefore p (T1 | E ) = p ( E | T1 ) p (T1 ) n ∑ p( E | T ) p(T ) i =1 p (T2 | E ) = p ( E | T2 ) p (T2 ) ∑ p( E | T ) p(T ) p ( E | T3 ) p (T3 ) ∑ p( E | T ) p(T ) i p ( E | T4 ) p (T4 ) ∑ p( E | T ) p(T ) i (0. present.99)(0. find the probability of that incomplete repair being done by each technician. it is probably worthwhile to present a second argument which.0875 i n i =1 = i n i =1 p (T4 | E ) = i (0.05) = 0.45 Probability repair.

99 person has the disease. out of every 200 person test. it follows that.99 = = 0. We flip a fair coin and then draw a ball from the first urn or the second urn depending on whether the outcome was heads or tails. out of 199 healthy people. 1 person out of every 200 tested will have it.01 of these people have the disease. The first contains two white and seven black balls. the events that the student answers the question correctly and the event that she actually knows the answer. The test will correctly confirm that this person has the disease with a probability of 0. To compute p( K | C ) = p( K ∩ C ) p (C ) we first note that p ( K ∩ C ) = p (C | K ) p ( K ) = p ⋅ 1 = p Independent University. a student either knows the answer or she guesses.99. there are 1. and let H be the event that the coin comes up heads. Thus on the average. We do that now. Let p be the probability that she knows the answer and 1 − p the probability that she guesses. the test will incorrectly state that 199 × 0. On the other hand.20 Consider two urns. Bangladesh Lecture Notes on Probability and Statistics . respectively. Since 0.21 In answering a question on a multiple-choice test.99 healthy persons that the test incorrectly states ill. What is the conditional probability that a student knew the answer to a question given that she answered it correctly? Let C and K denote. where m is the number of multiple-choice alternatives.3322 0.46 Probability probably more revealing.99 diseased person that the test correctly states ill. the test will correctly confirm that 0. Hence for every 0.5% of the population actually has the disease. on the average.99 + 1. Assume that a student who guesses at the answer will be correct with probability 1/m. and the second contains five white and six black balls.99 Example 2. What is the conditional probability that the outcome of the toss was heads given that a white ball was selected? Let W be the event that a white ball is drawn. Hence the proportion of time that the test result is correct when it states that the person is ill is 0. The desired probability P(H|W) may be calculated as follows: p( H | W ) = p ( H ∩ W ) p (W | H ) p ( H ) = p (W ) p (W ) 21 p(W | H ) p( H ) 22 92 = = = c c 2 1 5 1 67 p(W | H ) p( H ) + p(W | H ) p( H ) + 9 2 11 2 Example 2.

and the probability that the useful life exceeds five years is 0.47 Probability To compute the probability that the student answers correctly. That is. The proportion of fraudulent users is 0. 95% of highly successful products received good reviews. p = Exercise 2. Bangladesh . In the past. If the same user originates calls from two or more metropolitan areas in a single day.62 Semiconductor lasers used in optical storage products require higher power levels for write operations than for read operations. High-power-level operations lower the useful life of the laser. and let B denote the event that a laser is in a product that is used for backup.95. 30% of fraudulent users originate calls from two or more metropolitan areas in a single day. and the probability that the useful life exceeds five years is 0. It is found that 1% of the legitimate users originate calls from two or more metropolitan areas in a single day.63 Customers are used to evaluate preliminary product designs. Lasers in products used for backup of higher speed magnetic disks primarily write.61 Software to detect fraud in consumer phone cards tracks the number of metropolitan areas where calls originate each day. 60% of moderately successful products received good reviews. if m = 5. we condition on whether or not she knows the answer. However. Determine the following: (a) p(B) (b) p(A | B) (d) p(A ∩ B) (c) p(A | B′) (f) p(A) (e) p(A ∩ B′) (g) What is the probability that the useful life of a laser exceeds five years? (h) What is the probability that a laser that failed before five years came from a product used for backup? 2.01%. Lasers that are in products that are used for main storage spend approximately an equal amount of time reading and writing. 25% of the products from a manufacturer are used for backup and 75% of the products are used for main storage. 6 Thus.995. p(C) = p(C | K )p(K )+p(C | Kc)p(Kc) = p + (1/m)(1 − p) Hence. what is the probability that the user is fraudulent? 2. then the probability that a student knew the 2 5 answer to a question she correctly answered is . Now. Let A denote the event that a laser’s useful life exceeds five years. for example. the desired probability is given by p p( K | C ) = p+ 1 (1 − p ) m = mp 1 + (m − 1) p 1 . and 10% of poor products received Lecture Notes on Probability and Statistics Independent University.

if adopted. and chlorinated compounds with 89. what is the probability that it will be a highly successful product? 2. Bangladesh Lecture Notes on Probability and Statistics . then replacing it in the box and drawing a second marble from the box. what is the probability that it is indeed good? 2. The makers of the test claim that it can detect high levels of organic pollutants with 99. one green. the test does not signal. The company has evidence that its line produces 0.5% chance of incorrectly classifying a good item as defective.67 An experiment consists of tossing a coin three times. volatile solvents. what is the probability that chlorinated compounds are present. E ∩ Fc . Let E be the event that the sum of the dice is odd. let F be the event that the first die lands on 1. what is the probability that it will be a highly successful product? (c) If a product does not attain a good review. (a) What is the probability that a product attains a good review? (b) If a new design attains a good review.95% accuracy. (a) What is the probability that the test will signal? (b) If the test signals. In addition. Consider an experiment that consists of taking one marble from the box. and one blue. 40% of products have been highly successful. A test sample is selected randomly. and chlorinated compounds—instead of having to use a single test for each pollutant. F ∩ G. (a) What is the probability that an item selected for inspection is classified as defective? (b) If an item selected at random is classified as non-defective. 2. Independent University.65 A new analytical method to detect pollutants in water is being tested. and let G be the event that the sum is 5.7% accuracy. Samples are prepared for the calibration of the test and 60% of them are contaminated with organic pollutants. Describe the sample space. volatile solvents with 99. Review exercise 2.68 Two dice are thrown. E ∩ F ∩ G. Describe the events E ∩ F. This new method of chemical analysis is important because.66 A box contains three marbles — one red.64 An inspector working for a manufacturing company has a 99% chance of correctly identifying defective items and a 0. it could be used to detect three different contaminants—organic pollutants.48 Probability good reviews. E ∪ F. 35% have been moderately successful. Repeat for the case in which the second marble is drawn without first replacing the first marble.9% of nonconforming items. and 25% have been poor products. If a pollutant is not present. What is the sample space of this experiment? Which event corresponds to the experiment resulting in more heads than tails? 2. 27% with volatile solvents. and 13% with traces of chlorinated compounds.7% accuracy.

If 4 shoes are randomly selected. (h) at most two of them occur. F. (f) none of the events occurs.70 Find simple expressions for the events (a) E ∪ Ec. G (a) only E occurs. one is painted red on both sides. A card is randomly chosen and placed on a table. Find expressions for the events that of E. what is the probability that exactly 2 of the repairmen are called? What assumptions are you making? 2. (b) both E and G but not F occur. (c) at least one of the events occurs. 2. (e) (E ∪ F)(F ∪ G). and one is painted red on one side and black on the other. If she tries the keys at random. discarding those that do not work. 2. (a) What is the probability that the person in the 4th position is a boy? (b) What about the person in the 12th position? (c) What is the probability that a particular boy is in the 3rd position? 2. 2.71 Prove that (a) p(E ∩ Fc) = p(E ) − p(E ∩ F) (b) p(Ec ∩ Fc) = 1 − p(E) − p(F) + p(E ∩ F ) 2.74 A town contains 4 television repairmen. (j) at most three of them occur. (i) exactly two of them occur. of which one will open her door. Bangladesh . what is the probability that there will be (a) no complete pair and (b) exactly 1 complete pair? 2. (g) at most one of them occurs. one is painted black on both sides. (c) (E ∪ F)(E ∪ Fc).69 Let E. (e) all three occur. each of the 15! permutations is assumed to be equally likely. what is the probability that she will open the door on her kth try? What if she does not discard previously tried keys? 2. (d) (E ∪ F)(Ec ∪ F)(E ∪ Fc).73 A group of 5 boys and 10 girls is lined up in random order — that is. G be three events. If 4 sets break down.72 Show that the probability that exactly one of the events E or F occurs is equal to p(E) + p(F) – 2p(E ∩ F).49 Probability 2. what is the probability that the other side is also red? Lecture Notes on Probability and Statistics Independent University. If the side facing up is red.75 A woman has n keys. (b) E ∩ Ec.76 A closet contains 8 pairs of shoes.77 Of three cards. F. (d) at least two of the events occur.

given that the student is female. What is the probability that both are girls if the eldest is a girl? 2.000 given that the husband earns less than this amount? 2. what is the conditional probability that the other one is also defective? 2. if B (R) [Y] is the number appearing on the blue (red) [yellow] die.50 Probability 2.) (a) What is the probability that no two of the dice land on the same number? (b) Given that no two of the dice land on the same number.000.05. Five percent of the students in this college are majoring in computer science. which is equally likely to have been either factory A or factory B.000 212 More than $25. whereas each one produced at factory B is defective with probability 0. (f ) Use the results of parts (d) and (e) to verify your answer to part (c).83 You ask your neighbor to water a sickly plant while you are on vacation.8.01. Suppose you purchase two radios that were produced at the same factory. what is (a) the probability that the husband earns less than $25. If one of the couples is randomly chosen. how many outcomes are there in the sample space? (e) Without using the answer to (c). Bangladesh Lecture Notes on Probability and Statistics . Without water it will die with probability 0.82 A red die.79 Fifty-two percent of the students at a certain college are females. If the first radio that you check is defective.81 There are two local factories that produce radios. for instance. what is the conditional probability that B < Y < R? (c) What is p(B < Y < R)? (d) If we regard the outcome of the experiment as the vector B. If a student is selected at random. then we are interested in p(B < Y < R). 2. Husband Wife Less than $25.000 given that the husband earns more than this amount. with water it will die with Independent University.000 198 More than $25. We are interested in the probability that the number appearing on the blue die is less than that appearing on the yellow die which is less than that appearing on the red die. (That is. Two percent of the students are women majoring in computer science. find the conditional probability that (a) this student is female. given that the student is majoring in computer science. and a yellow die (all six-sided) are rolled.78 A couple has 2 children. 2.000. (b) this student is majoring in computer science. determine the number of outcomes that result in B < Y < R.000 Less than $25. with the following information resulting.000 36 54 Thus. a blue die. R. in 36 of the couples the wife earned more and the husband earned less than $25. (b) the conditional probability that the wife earns more than $25. Each radio produced at factory A is defective with probability . Y. (c) the conditional probability that the wife earns more than $25.80 A total of 500 married working couples were polled about their annual salaries.

15. Suppose that each ball is colored black with probability 12. one of its drawers is opened. are put in an urn. this time assuming that the physician initially believes there is a 30 percent chance the man has prostate cancer.87 Each of 2 cabinets identical in appearance has 2 drawers. based on other factors.268 if the man does have cancer. In a local election in which everyone voted. and a silver coin is found. doctors often perform a test that measures the level of the PSA protein (prostate specific antigen) that is produced only by the prostate gland. what is the probability your neighbor forgot to water it? 2. and it is then returned to the urn. now. the probability that a noncancerous man will have an elevated PSA level is approximately . and that these events are independent. and bad risks. 2. Although higher PSA levels are indicative of cancer. (b) Suppose.85 A total of 600 of the 1. If the first two balls chosen are colored red. Compute the conditional probability that both balls are painted gold. (a) Suppose that you obtain information that the gold paint has been used (and thus at least one of the balls is painted gold). It is painted gold. As an indicator of whether a male has prostate cancer. its color is noted. Their records indicate that the Lecture Notes on Probability and Statistics Independent University. a physician is 70 percent certain that a male has prostate cancer. Cabinet A contains a silver coin in each drawer. and cabinet B contains a silver coin in one of its drawers and a gold coin in the other. Bangladesh .89 Suppose that an insurance company classifies people into one of three classes — good risks. average risks.88 Prostate cancer is the most common type of cancer found in males. (b) the test does not indicate an elevated PSA level? Repeat the preceding. each equally likely to be colored either red or blue.84 Two balls. and 50 Democrats voted for the Republican candidate. If. that the urn tips over and 1 ball falls out. At each stage one of the balls is randomly chosen. what is the probability that she or he is a Democrat? 2. what is the probability that (a) both balls in the urn are colored red. Indeed. A cabinet is randomly selected.000 people in a retirement community classify themselves as Republicans. If a randomly chosen community member voted for the Republican. (a What is the probability that the plant will be alive when you return? (b) If it is dead. What is the probability that both balls are gold in this case? Explain. what is the conditional probability that he has the cancer given that (a) the test indicates an elevated PSA level. while the others classify themselves as Democrats.86 Each of 2 balls is painted black or gold and then placed in an urn.135. with this probability increasing to approximately . 60 Republicans voted for the Democratic candidate. 2. (b) the next ball chosen will be red? 2. You are 90 percent certain that your neighbor will remember to water the plant.Probability 51 probability 0. What is the probability that there is a silver coin in the other drawer? 2. the test is notoriously unreliable.

and at least two tails among the last three flips. compute the probability that a 2-out-of-4 system functions. i = 1.” 50 percent are “average risks.2. or 2. (Hint: Consider the complementary probability. (b) either the first three flips are the same.) Independent University. and . 4. 0. respectively.3. and 0. 2. and bad risk persons will be involved in an accident over a 1-year span are. what is the probability that he or she is a good (average) risk? 2. what is the probability that a current flows between A and B for the respective circuits? 1 2 3 A B 4 5 (a) 1 1 2 A 5 3 4 (b) B A 4 B 3 5 2 (c) 2.” and 30 percent are “bad risks.5. 2. Let E denote the event that the sum of the dice is equal to 7.30. 2.94 Suppose that n independent trials. 2. are performed.91 The probability of the closing of the ith relay in the circuits shown is given by pi . (c) there are at least two heads among the first three flips. If 20 percent of the population are “good risks.92 An engineering system consisting of n components is said to be a k-out-of n system (k ≤ n) if the system functions if and only if at least k of the n components function. with respective probabilities . Find the probability that (a) the first three flips are the same. 0.05. If all relays function independently. 3. average. (b) Show that E is independent of the event that the second die lands on 3. (b) Repeat (a) for a 3-out-of-5 system. (a) If the ith component functions with probability pi . Suppose that all components function independently of each other.90 A pair of fair dice is rolled. (a) Show that E is independent of the event that the first die lands on 4. .52 Probability probabilities that good. i = 1.15. 3.93 Five independent flips of a fair coin are made. 5. Bangladesh Lecture Notes on Probability and Statistics . 4. 1. each of which results in any of the outcomes 0. 2. or the last three flips are the same. Find the probability that both outcome 1 and outcome 2 occur at least once.” what proportion of people have accidents in a fixed year? If policy holder A had no accidents in 1987.

(2) genotypically resemble (a) the first parent. (Thus 2 organisms with respective genotypes aA. (d) neither parent? 2. pointing out that if A knew which of his fellow prisoners were to be set free. then his own probability of being executed would rise from 13 to 12because he would then be one of two prisoners. cC. ee would have different genotypes but the same phenotype. at random. Consider a parallel system of n components. What do you think of the jailer’s reasoning? 2. What is the probability that my sister has blue eyes? Lecture Notes on Probability and Statistics Independent University. ee. Dd. then it will outwardly have the appearance of the X gene. The characteristic appearance of an organism is called its phenotype.96 A certain organism possesses a pair of each of 5 different genes (which we will designate by the first 5 letters of the English alphabet). claiming that there would be no harm in divulging this information because he already knows that at least one of the two will go free. The 5 contributions of an organism (one of each of the 5 types) are assumed to be independent and are also independent of the contributions of its mate.Probability 53 2. Each gene appears in 2 forms (which we designate by lowercase and capital letters). then an individual having either gene pair XX or xX will have brown eyes. dD. DD. Prisoner A asks the jailer to tell him privately which of his fellow prisoners will be set free. bB. 2. and aa.95 A parallel system functions whenever at least one of its components works.) In a mating between 2 organisms each one contributes. Find the conditional probability that component 1 works. The capital letter will be assumed to be the dominant gene in the sense that if an organism possesses the gene pair xX. what is the probability that the progeny will (1) phenotypically. cc. (c) either parent. and the other two are to be freed. whereas one having gene pair xx will be blue-eyed. given that the system is functioning. and suppose that each component independently works with probability 1/2. cc. one of its gene pairs of each type. if X stands for brown eyes and x for blue eyes.97 Three prisoners are informed by their jailer that one of them has been chosen at random to be executed. BB. Bangladesh . bB. I have blue eyes.98 Although both my parents have brown eyes. (b) the second parent. ee and AA. In a mating between organisms having genotypes aA. dD. cc. For instance. whereas its genetic constitution is called its genotype. eE. The jailer refuses to answer this question. bB.

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