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Lect 1 A
Lect 1 A
1. Basics
Probability theory deals with the study of random
phenomena, which under repeated experiments yield
different outcomes that have certain underlying patterns
about them. The notion of an experiment assumes a set of
repeatable conditions that allow any number of identical
repetitions. When an experiment is performed under these
conditions, certain elementary events i occur in different
but completely uncertain ways. We can assign nonnegative
number P(i ), as the probability of the event i in various
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ways:
Laplace’s Classical Definition: The Probability of an
event A is defined a-priori without actual experimentation
as
A B | A or B
A B | A and B
and
A | A (1-8) 5
A
A B A B A
A B A B A
Fig.1.1
• If A B , the empty set, then A and B are
said to be mutually exclusive (M.E).
• A partition of is a collection of mutually exclusive
subsets of such that their union is .
Ai Aj , and A .
i (1-9)
i 1
A1
A2
A B Ai
Aj An
Fig. 1.2 6
A B
De-Morgan’s Laws:
A B A B ; A B A B (1-10)
A B A B A B A B
A B A B A B
Fig.1.3
• Often it is meaningful to talk about at least some of the
subsets of as events, for which we must have mechanism
to compute their probabilities.
Example 1.1: Consider the experiment where two coins are
simultaneously tossed. The various elementary events are
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1 ( H , H ), 2 ( H , T ), 3 (T , H ), 4 (T , T )
and
1 , 2 , 3 , 4 .
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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) (1-13)
(iii) If A B , then P( A B ) P( A) P( B ).
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is a measure of “the event A given that B has already
occurred”. We denote this conditional probability by
P(A|B) = Probability of “the event A given
that B has occurred”.
We define
P( AB )
P( A | B ) , (1-35)
P( B )
P( AB ) P( A)
P( A | B ) P( A). (1-41)
P( B ) P( B )
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(In a dice experiment, A {outcome is 2}, B={outcome is even},
so that A B. The statement that B has occurred (outcome
is even) makes the odds for “outcome is 2” greater than
without that information).
c. We can use the conditional probability to express the
probability of a complicated event in terms of “simpler”
related events.
Let A1, A2 ,, An are pair wise disjoint and their union is .
Thus Ai Aj , and
n
A i . (1-42)
i 1
Thus
B B( A1 A2 An ) BA1 BA2 BAn . (1-43) 23
But Ai Aj BAi BAj , so that from (1-43)
n n
P( B ) P( BA ) P( B | A ) P( A ).
i 1
i
i 1
i i (1-44)
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Suppose A and B are independent, then
P( AB ) P( A) P( B )
P( A | B ) P( A). (1-46)
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:
Example 1.2: A box contains 6 white and 4 black balls.
Remove two balls at random without replacement. What
is the probability that the first one is white and the second
one is black?
Let W1 = “first ball removed is white”
B2 = “second ball removed is black” 25
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 ). (1-47)
But
6 6 3
P(W1 ) ,
6 4 10 5
and
4 4
P( B2 | W1 ) ,
54 9
and hence
5 4 20
P(W1B2 ) 0.25.
9 9 81
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Are the events W1 and B2 independent? 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
white” or B1= “first ball is black”. Note that W1 B1 ,
and W1 B1 . Hence W1 together with B1 form a partition.
Thus (see (1-42)-(1-44))
P( B2 ) P( B2 | W1 ) P(W1 ) P( B2 | R1 ) P( B1 )
4 3 3 4 4 3 1 2 42 2
,
5 4 5 6 3 10 9 5 3 5 15 5
and
2 3 20
P( B2 ) P(W1 ) P( B2W1 ) .
5 5 81
As expected, the events W1 and B2 are dependent. 27
From (1-35),
P( AB ) P( A | B) P( B). (1-48)
Similarly, from (1-35)
P( BA) P( AB )
P( B | A) ,
P( A) P( A)
or
P( AB ) P( B | A) P( A). (1-49)
P( B | Ai ) P( Ai ) P( B | Ai ) P( Ai )
P( Ai | B ) n
, (1-51)
P( B | A ) P( A )
P( B )
i i
i 1
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(b) Suppose we test the bulb and it is found to be defective.
What is the probability that it came from box 1? P( B1 | D) ?
P( D | B1 ) P( B1 ) 0.15 1 / 2
P( B1 | D) 0.8571. (1-52)
P ( D) 0.0875
Notice that initially P( B1 ) 0.5; then we picked out a box
at random and tested a bulb that turned out to be defective.
Can this information shed some light about the fact that we
might have picked up box 1?