EE891 STOCHASTIC

SYSTEMS

Lecture 03
 Outline

◦ Law of Total Probability

◦ Independence

◦ Bayes Theorem
The Law of Total Probability
Law of total probability in
Daily Life
◦ Given the probabilities of
◦ India cricket team winning given it plays at home
◦ India cricket team winning given it plays away
◦ What is the probability that India team wins?
◦ Given the probabilities of
◦ Packet loss in a congested channel
◦ Packet loss in a uncongested channel
◦ What is the probability of packet loss in a network?
◦ Given the
◦ Transmission Rate from 1st antenna and the probability it is selected
◦ Transmission Rate from 2nd antenna and the probability it is selected
◦ Transmission Rate from 3rd antenna and the probability it is selected
◦ What is the overall transmission rate?
 Law of total probability in Daily
Life

◦ Known is: Probability of an Event A given 𝐵 mutually

exclusive events
◦ Find the probability of event A

◦ Given the probabilities of

◦ Packet loss in a congested channel (𝐵 )
◦ Packet loss in a uncongested channel (𝐵 )
◦ What is the probability of packet loss in a network?
 The Law of Total Probability
◦ If is a set of mutually exclusive events
i.e.

◦ and the sample space is

B2

B3
B1
B4

S
 The Law of Total Probability
◦ Suppose there is an Event 𝐴, that we are interested in, as shown
in diagram below
B2

B1 A
B4

B3

◦ How to express Event 𝐴 in term of Events 𝐵𝑖 ?

 The Law of Total Probability
◦ Event 𝐴 can be expressed in term of Events 𝐵𝑖 as
𝐴 𝐴 ∩ 𝐵1 𝑈 𝐴 ∩ 𝐵2 𝑈 … 𝑈 𝐴 ∩ 𝐵

◦ What is the probability of A?

Pr 𝐴 Pr 𝐴 ∩ 𝐵1 Pr 𝐴 ∩ 𝐵2 … Pr 𝐴 ∩ 𝐵

◦ In some cases, the conditional probabilities are easier to

compute than the corresponding joint probabilities
Pr 𝐴 ∩ 𝐵 Pr 𝐴 𝐵 Pr 𝐵
◦ probabilities of
◦ (Packet loss given a congested channel (𝐵 ))-------- Pr 𝐴 𝐵
◦ (Packet loss given a uncongested channel (𝐵 ))---- Pr 𝐴 𝐵
 The Law of Total Probability
◦ Replacing the joint probabilities with conditional
probabilities yields
Pr 𝐴
Pr 𝐴 𝐵 Pr 𝐵 Pr 𝐴 𝐵 Pr 𝐵 … Pr 𝐴 𝐵 Pr 𝐵

◦ Compactly expressed as

Pr 𝐴 Pr 𝐴 𝐵 Pr 𝐵

◦ This is the Law of total probability

Law of total probability can
obtain…
◦ Given the probabilities of
◦ India cricket team winning given it plays at home
◦ India cricket team winning given it plays away
◦ What is the probability that India team wins?
◦ Given the probabilities of
◦ Packet loss in a congested channel
◦ Packet loss in a uncongested channel
◦ What is the probability of packet loss in a network?
◦ Given the
◦ Transmission Rate from 1st antenna and the probability it is selected
◦ Transmission Rate from 2nd antenna and the probability it is selected
◦ Transmission Rate from 3rd antenna and the probability it is selected
◦ What is the overall transmission rate?
 Example
◦ Company has three machines B1, B2, and B3 for making 1 kΩ resistors
◦ Each hour,
◦ B1 produces 3000 resistors
◦ B2 produces 4000 resistors
◦ B3 produces 3000 resistors
◦ It has been observed that
◦ 80% of resistors produced by B1 are not faulty (NF)
◦ 90% of resistors produced by B2 are not faulty (NF)
◦ 60% of resistors produced by B3 are not faulty (NF)
◦ Resistors are mixed together and packed for shipment
◦ What is the probability that the company ships a resistor that is not
faulty?
 Solution
◦ Let 𝐴 denote the event that a resistor is not faulty
◦ Probabilities that a resistor produced from B1, B2, B3 is not faulty is
◦ P[A|B1]=.8, P[A|B2]=.9, P[A|B3]=.6
◦ Total number of shipped resistors = 10000
◦ Probabilities that shipped resistor is from B1, B2, B3 are
◦ P[B1]=0.3, P[B2]=.4, P[B3]=.3

◦ probability that the company ships a resistor that is not faulty is

obtained using total probability law

Pr 𝐴 Pr 𝐴 𝐵 Pr 𝐵 Pr 𝐴 𝐵 Pr 𝐵 Pr 𝐴 𝐵 Pr 𝐵
0.8 0.3 0.9 0.4 0.6 0.3 0.78
Independence
 Independence in real life
◦ Consider three probabilities
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟 0.01
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑡𝑒𝑠𝑡 0.10
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑡𝑒𝑠𝑡 0.0070
◦ If we know nothing about Alice, we will say there is 1%
chance she has cancer
◦ If we know that Alice tested positive, we will say there is
10% chance she has cancer
◦ If we know that Alice tested negative, we will say there is
.7% chance she has cancer

◦ We see that 2 events (cancer and test) are related in

someway
 Independence in real life
◦ Alice is worried that she might have cancer but takes a
test for malaria
◦ We have 3 possibilities
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟 0.01
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑚𝑎𝑙𝑎𝑟𝑖𝑎 𝑡𝑒𝑠𝑡 ??
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑚𝑎𝑙𝑎𝑟𝑖𝑎 𝑡𝑒𝑠𝑡 ??
◦ Cancer is not related to malaria so if malaria test comes
out positive or negative it should not matter
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟 0.01
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑚𝑎𝑙𝑎𝑟𝑖𝑎 𝑡𝑒𝑠𝑡 0.01
◦ Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑚𝑎𝑙𝑎𝑟𝑖𝑎 𝑡𝑒𝑠𝑡 0.01
◦ This implies that cancer disease is statistically independent of
malaria test result
Independence
◦ Two events are statistically independent if they do not
provide any information about each other
◦ In other words, the fact that event 𝐵 has already
happened does not affect the probability of event 𝐴
Pr 𝐴|𝐵 Pr 𝐴
◦ Implication:
Pr 𝐴|𝐵 Pr 𝐴
Pr 𝐴 ∩ 𝐵
Pr 𝐴
𝑃 𝐵

Condition for
independence

◦ Joint probability is a product of individual probabilities

Generalization of Independence
◦ The events 𝐴 , 𝐴 , … , 𝐴 are independent if any subset of
𝑘 𝑛 of these events are independent, and in addition

Pr 𝐴 , 𝐴 , … , 𝐴 Pr 𝐴 Pr 𝐴 … Pr 𝐴

◦ Eg 𝑛 3, Events 𝐴, 𝐵, 𝐶 are independent if

Pr 𝐴, 𝐵 Pr 𝐴 Pr 𝐵
Pr 𝐴, 𝐶 Pr 𝐴 Pr 𝐶
Pr 𝐵, 𝐶 Pr 𝐵 Pr 𝐶
Pr 𝐴, 𝐵, 𝐶 Pr 𝐴 Pr 𝐵 Pr 𝐶
Mutual Exclusivity and Independence
◦ Mutually exclusivity and Independence are two
separate properties of events
◦ Two events can possess any of the following properties
◦ Two events may or may not be mutually exclusive
◦ Two events may or may not be independent
◦ For two mutually exclusive events, 𝐴 and 𝐵, we have
𝐴∩𝐵 𝜙
◦ If event 𝐵 occurs, this implies that event 𝐴 has definitely
not occurred i.e. 𝑃 𝐴 𝐵 0
◦ Fact that B has already happened does affect the probability of
event A
◦ Mutually exclusive events are necessarily statistically
dependent!
Mutual Exclusivity and Independence

u4 u6

u5
u1 u3

u2
S
◦ A and C are ‘not mutually exclusive’ but are
statistically independent
◦ A and B are ‘not mutually exclusive’ and “not
independent”
 Example
◦ Consider three traffic lights encountered driving down a
road
◦ The light is assumed to be either red or green
◦ The three lights encountered might be red (r) or green (g)
◦ A possible outcome will be {rgr} which implies first and third lights
were red but the second light was green
◦ Each outcome (a sequence of three lights, each either
red or green) is equally likely

◦ Denote the event that the 𝑛-th light was red or green by
𝑅 or 𝐺
◦ Event 𝑅 would be the set of outcomes 𝑔𝑟𝑔, 𝑔𝑟𝑟, 𝑟𝑟𝑔, 𝑟𝑟𝑟
 Example

◦ Are the events 𝑅 that the second light was red and 𝐺
that the second light was green independent?

◦ Are the events 𝑅 and 𝑅 independent?

 Solution
◦ Sample Space

◦ Probability of each outcome is

◦ Consider 3 events

◦ Note that
 Solution

◦ Comparing R2 and G2

◦ R2 and G2 are disjoint since the second light cannot have been both red and
green
◦ Since 𝑃 𝑅2 ∩ 𝐺2 𝑃 𝑅2 𝑃 𝐺2 , R2 and G2 are not independent

◦ Comparing R1 and R2

2
𝑃 𝑅1 ∩ 𝑅2
8

◦ Given that first light is red, it does not change the probability that the
second light is red
Bayes’s Theorem
 Bayes’s Theorem
◦ In a previous lecture, we saw a relation between
conditional probabilities

◦ Rearranging yields

◦ This is a special case of Bayes’s Theorem

Watch: https://www.youtube.com/watch?v=R13BD8qKeTg
 Significance of Bayes’s Theorem
◦ Cancer test
◦ Probability that a person between ages 50-60 is affected from
cancer is 1%
◦ If Bob takes a cancer test; there are 4 options
◦ Bob tests +ive given he has cancer (True positive)
◦ Bob tests -ive given he has cancer (True negative)
◦ Bob tests +ive given he doesn’t have cancer (False positive)
◦ Bob tests -ive given he doesn’t have cancer (False negative)
◦ The test has accuracy given by
◦ True positive chance is 90%
◦ False positive chance is 20%
◦ Bob took a cancer test and tested positive
◦ What is the probability that Bob has cancer?
Significance of Bayes’s Theorem

◦ Common answer:
◦ Bob tested positive & test is 90% accurate so 90%
chance that Bob has cancer

◦ We have not considered

◦ The scenario of False positive i.e. Bob doesn’t have cancer
but tested positive
◦ Nor the prior probability of Bob having cancer (Cancer is a
rare disease)

◦ So we can safely assume that the above inference is

inaccurate
 Significance of Bayes’s Theorem
◦ Bayes’s Theorem gives us a way to make statistical
inference in these scenarios by taking into account
◦ Prior probabilities of events
◦ Probability of the evidence
◦ For our example we are interested to find
Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑖𝑣𝑒 𝑡𝑒𝑠𝑡
Hypothesis Evidence
◦ Using Bayes’s Rule
Prior Probability
Posterior Probability
Pr 𝐸𝑣𝑖𝑑𝑒𝑛𝑐𝑒 𝐻𝑦𝑝𝑜𝑡ℎ𝑒𝑠𝑖𝑠 Pr 𝐻𝑦𝑝𝑜𝑡ℎ𝑒𝑠𝑖𝑠
Pr 𝐻𝑦𝑝𝑜𝑡ℎ𝑒𝑠𝑖𝑠 𝐸𝑣𝑖𝑑𝑒𝑛𝑐𝑒
Pr 𝐸𝑣𝑖𝑑𝑒𝑛𝑐𝑒
◦ Posterior probability: is the degree of belief after having accounted
for evidence
 Significance of Bayes’s Theorem
Prior Probability
◦ Using Bayes’s Rule in our example 0.01
Pr(True positive)=0.9

Pr 𝑡𝑒𝑠𝑡 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟

Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡
Pr 𝑡𝑒𝑠𝑡
Pr(evidence)

◦ Pr 𝑡𝑒𝑠𝑡 =Pr 𝑡𝑒𝑠𝑡|𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑡𝑒𝑠𝑡|𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟

◦ Note that
Prior Probability

Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡 ∝ Pr 𝑐𝑎𝑛𝑐𝑒𝑟

◦ And
1
Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡 ∝
Pr 𝑒𝑣𝑖𝑑𝑒𝑛𝑐𝑒
 Significance of Bayes Theorem
◦ Impact of prior probability?
◦ Consider an ideal situation where probability of having
cancer is zero i.e.
Pr 𝑐𝑎𝑛𝑐𝑒𝑟 0
◦ Now in this situation, Bob takes a cancer test and test
positive
◦ What will be the conclusion from the test result?
◦ Cancer is impossible to occur so test is incorrect and
Pr 𝑐𝑎𝑛𝑐𝑒𝑟| 𝑖𝑣𝑒 0
◦ This result is only possible if we take into account the prior
probability
◦ So, considering the prior probability help us to make a more
accurate inference
 Significance of Bayes’s Theorem
Prior Probability
◦ Using Bayes’s Rule in our example 0.01
Pr(True positive)=0.9

Pr 𝑡𝑒𝑠𝑡 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟

Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡
Pr 𝑡𝑒𝑠𝑡
Pr(evidence)

◦ Pr 𝑡𝑒𝑠𝑡 =Pr 𝑡𝑒𝑠𝑡|𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑡𝑒𝑠𝑡|𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟

◦ Note that
Prior Probability

Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡 ∝ Pr 𝑐𝑎𝑛𝑐𝑒𝑟

◦ And
1
Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡 ∝
Pr 𝑒𝑣𝑖𝑑𝑒𝑛𝑐𝑒
 Significance of Bayes Theorem
◦ Impact of probability of evidence?

◦ In our example, probability of evidence is

Pr 𝑡𝑒𝑠𝑡 =Pr 𝑡𝑒𝑠𝑡|𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑡𝑒𝑠𝑡|𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟
0.01 (very small) 0.99 (very large)

◦ Pr(+test) is large if Pr(False positive) is large indicating that our

test has very poor accuracy
◦ So, we cannot trust the outcome of the test
◦ Hence the Pr(Hypothesis|Evidence) i.e. Pr(cancer|+test) comes
out to be low
 Significance of Bayes Theorem
◦ Impact of probability of evidence?

◦ In our example, probability of evidence is

Pr 𝑡𝑒𝑠𝑡 =Pr 𝑡𝑒𝑠𝑡|𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑡𝑒𝑠𝑡|𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑛𝑜 𝑐𝑎𝑛𝑐𝑒𝑟
0.99 (very large) 0.01 (small)

◦ If Pr(cancer) is large eg Pr(cancer)→ 1 indicating that a large

population suffers from cancer

Pr 𝑡𝑒𝑠𝑡 𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟

Pr 𝑐𝑎𝑛𝑐𝑒𝑟 𝑡𝑒𝑠𝑡 →1
Pr 𝑡𝑒𝑠𝑡|𝑐𝑎𝑛𝑐𝑒𝑟 Pr 𝑐𝑎𝑛𝑐𝑒𝑟
Bayes’s Theorem in Communications
◦ Mobile is sending data to the basestation (BS)
◦ Mobile transmits either 1 or 0 with equal probability
◦ Transmitted bit is denoted by 𝑏
𝒓
◦ Received signal at BS is 𝑟

𝒃 𝟎, 𝟏
 Bayes’s Theorem in Communications
◦ In communications, we are always interested to detect
the transmitted bit from the received signal

◦ This maybe mathematically represented as

Hypothesis Evidence

◦ If this probability is high then we decide bit 1 was

transmitted

◦ Using Bayes’s Rule

Pr 𝑅𝑥 𝑠𝑖𝑔 𝑇𝑥 𝑏𝑖𝑡 1 Pr 𝑇𝑥 𝑏𝑖𝑡 1
Pr 𝑇𝑥 𝑏𝑖𝑡 1 𝑅𝑥 𝑠𝑖𝑔
Pr 𝑅𝑥 𝑠𝑖𝑔
 Bayes’s Theorem in Communications
Pr 𝑅𝑥 𝑠𝑖𝑔 𝑇𝑥 𝑏𝑖𝑡 1 Pr 𝑇𝑥 𝑏𝑖𝑡 1
Pr 𝑇𝑥 𝑏𝑖𝑡 1 𝑅𝑥 𝑠𝑖𝑔
Pr 𝑅𝑥 𝑠𝑖𝑔

◦ The Denominator is obtained using Law of Total Prob.

Pr 𝑅𝑥 𝑠𝑖𝑔 =Pr 𝑅𝑥 𝑠𝑖𝑔|𝑇𝑥 𝑏𝑖𝑡 1 Pr 𝑇𝑥 𝑏𝑖𝑡 1
Pr 𝑅𝑥 𝑠𝑖𝑔|𝑇𝑥 𝑏𝑖𝑡 0 Pr 𝑇𝑥 𝑏𝑖𝑡 0

◦ Generally, Pr 𝑇𝑥 𝑏𝑖𝑡 1 =Pr 𝑇𝑥 𝑏𝑖𝑡 0 0.5 implying

Pr 𝑅𝑥 𝑠𝑖𝑔 0.5 Pr 𝑅𝑥 𝑠𝑖𝑔|𝑇𝑥 𝑏𝑖𝑡 1 Pr 𝑅𝑥 𝑠𝑖𝑔|𝑇𝑥 𝑏𝑖𝑡 0
 Bayes’s Theorem in Communications
Pr 𝑅𝑥 𝑠𝑖𝑔 𝑇𝑥 𝑏𝑖𝑡 1 Pr 𝑇𝑥 𝑏𝑖𝑡 1
Pr 𝑇𝑥 𝑏𝑖𝑡 1 𝑅𝑥 𝑠𝑖𝑔
Pr 𝑅𝑥 𝑠𝑖𝑔
◦ Prior Probability: Pr 𝑇𝑥 𝑏𝑖𝑡 1
◦ If the transmitter is transmitting only zeros then
Pr 𝑇𝑥 𝑏𝑖𝑡 1 0
◦ Implying
Pr 𝑇𝑥 𝑏𝑖𝑡 1 𝑅𝑥 𝑠𝑖𝑔 0
◦ And the receiver will decide that a 0 is transmitted.
◦ If prior probability is not considered then

◦ And a receiver might decide that Tx bit = 1 even though

only zeros are being transmitted.
 Bayes’s Theorem
◦ Generalization: The actual Bayes’s Theorem
◦ For the experiment discussed previously
B2

B1 A
B4

B3

◦ What is the probability of a partition event given event A

has occurred
◦ What is the probability of cancer given test is positive
◦ What is the probability that tx bit =1 given the received signal
 Bayes’s Theorem

◦ Probability of a partition event given event A has

occurred is
Pr 𝐵 𝐴

◦ Using Pr B A Pr A B , we have
Pr 𝐴 𝐵 Pr 𝐵
Pr 𝐵 𝐴
Pr 𝐴

◦ Using total law of probability

Pr 𝐴 𝐵 Pr 𝐵
Pr 𝐵 𝐴
∑ Pr 𝐴 𝐵 Pr 𝐵
 Bayes’s Theorem
Pr 𝐴 𝐵 Pr 𝐵
Pr 𝐵 𝐴
∑ Pr 𝐴 𝐵 Pr 𝐵

◦ This is known as the Bayes’s theorem

◦ Pr 𝐵 is referred to as the apriori probability of event 𝐵

◦ Pr 𝐵 𝐴 is referred to as the aposteriori probability of

event 𝐵 given A.
 Example
◦ Company has three machines B1, B2, and B3 for making 1 kΩ resistors
◦ Each hour,
◦ B1 produces 3000 resistors
◦ B2 produces 4000 resistors
◦ B3 produces 3000 resistors
◦ It has been observed that
◦ 80% of resistors produced by B1 are not faulty
◦ 90% of resistors produced by B2 are not faulty
◦ 60% of resistors produced by B3 are not faulty
◦ Resistors are mixed together and packed for shipment
◦ What is the probability that a not faulty resistor, within the shipped
resistors, came from machine B3?
 Solution
◦ We have to find
Pr 𝐵3 not faulty resist𝑜𝑟
◦ Using Bayes’s therorem
Pr 𝐴 𝐵3 Pr 𝐵3
Pr 𝐵3 𝐴
Pr 𝐴
◦ Probabilities that a resistor produced from B1, B2, B3 is not faulty
◦ P[A|B1]=.8, P[A|B2]=.9, P[A|B3]=.6
◦ Total number of shipped resistors = 10000
◦ Probabilities that shipped resistor is from B1, B2, B3 are
◦ P[B1]=0.3, P[B2]=.4, P[B3]=.3
 Solution
◦ probability that the company ships a not faulty resistor is obtained
using total probability law

Pr 𝐴 Pr 𝐴 𝐵 Pr 𝐵 Pr 𝐴 𝐵 Pr 𝐵 Pr 𝐴 𝐵 Pr 𝐵
0.8 0.3 0.9 0.4 0.6 0.3 0.78

◦ Answer: Pr 𝐵3 𝐴 0.23, Pr 𝐵1 𝐴 0.31 and Pr 𝐵2 𝐴 0.46

◦ Machine B3 produces 23% of the not faulty resistors

◦ Machine B1 produces 31% of the not faulty resistors
◦ Machine B2 produces 46% of the not faulty resistors
Sequential Experiments and
Tree Diagrams
 Sequential Experiments and
Tree Diagrams
◦ Many experiments consist of a sequence of
subexperiments
◦ The procedure followed for each subexperiment may
depend on the results of the previous subexperiments
◦ Use a tree diagram to represent the sequential nature of
the subexperiments
◦ Tree is composed of nodes and branches
◦ Each node corresponds to an outcome of the experiment
◦ The probabilities on the branches leaving any node add up to 1
◦ It is natural to model conditional probabilities in terms of
sequential experiments and to illustrate them with tree
diagrams
 Example
◦ Company has three machines B1, B2, and B3 for making 1 kΩ resistors
◦ Each hour,
◦ B1 produces 3000 resistors
◦ B2 produces 4000 resistors
◦ B3 produces 3000 resistors
◦ It has been observed that
◦ 80% of resistors produced by B1 are not faulty
◦ 90% of resistors produced by B2 are not faulty
◦ 60% of resistors produced by B3 are not faulty
◦ Resistors are mixed together and packed for shipment
◦ What is the probability that the company ships a resistor that is not
faulty?
 Solution
◦ Let denote the event that a resistor is not faulty

◦ Probabilities that a resistor produced from B1, B2,

B3 is not faulty is
◦ P[A|B1]=.8, P[A|B2]=.9, P[A|B3]=.6

◦ Total number of shipped resistors = 10000

◦ Probabilities that shipped resistor is from B1, B2, B3

are
◦ P[B1]=0.3, P[B2]=.4, P[B3]=.3
Example
◦ Traffic engineers have coordinated two traffic lights
◦ Probability that a driver finds the second light to have
the same color as the first is 0.8
◦ First light is equally likely to be green

1. What is the probability that the second light is green?

2. What is the probability that you wait for at least one
light?
3. What is the conditional probability of getting a green
signal first given the second signal was is red?