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Lecture-02

Recap
• For any event 𝐴, 0 ≤ 𝑃 (𝐴) ≤ 1,
• 𝑃 (𝑆) = 1,
• If 𝐴 and 𝐵 are mutually exclusive events then
𝑃 (𝐴𝑈𝐵) = 𝑃 (𝐴) + 𝑃 (𝐵)
• If 𝐴1, 𝐴2,−−−−−−−− − is a sequence of mutually exclusive events then
𝑃 (𝐴1𝑈𝐴2𝑈 −−−−−−−− −) = 𝑃 (𝐴1) + 𝑃 (𝐴2) +−−−−−− −.
• 𝑃 (𝐴′) = 1 − 𝑃 (𝐴)
• Probability of an impossible event is 0.
i.e., 𝑃 (𝜙) = 0
• If 𝐴 and 𝐵 are events in a sample space  and 𝐴 𝐵 then
𝑃 (𝐴) ≤ 𝑃 (𝐵)
• If 𝐴 and 𝐵 are two events in a sample space , then
𝑃(𝐴𝑈𝐵) = 𝑃 (𝐴) + 𝑃 (𝐵) − 𝑃(𝐴 ∩ 𝐵)
Counting Techniques
1. The sum rule:
If a first task can be done in n1 ways and 𝑛1 𝑛2

a second task in 𝑛2 ways, and if these tasks

cannot be done at the same time. then there 𝑛1 + 𝑛2 𝑤𝑎𝑦𝑠

are 𝑛1 + 𝑛2 ways to do either task.


Example 1
• Suppose that either a member of the mathematics faculty or a
student who is a mathematics major is chosen as a representative
to a university committee. How many different choices are there
for this representative if there are 37 members of the mathematics
faculty and 83 mathematics majors and no one is both a faculty
member and a student?
Solution:
By the sum rule it follows that there are

37 + 83 = 120 possible ways to pick this representative.


Example 2

• A student can choose a computer project from one of three lists.


The three lists contain 23, 15 and 19 possible projects respectively.
How many possible projects are there to choose from?

Solution: 23 + 15 + 19 = 57 projects.
2. The product rule:
Suppose that a procedure can be broken down
into two tasks. If there are 𝑛1 ways to do the 𝑛1
𝑛1 × 𝑛2
first task and 𝑛2 ways to do the second task after 𝑤𝑎𝑦𝑠

the first task has been done, then there are 𝑛2

𝑛1 𝑛2 ways to do the procedure.


Example 3:
How many functions are there from set A to set B?

A B

Solution: To define each function we have to make


3 choices, one for each element of A. Each has 4
options (to select an element from B).

43= 64 = B| |A|
Example 4
• A homeowner doing some remodeling requires the services of
both a plumbing contractor and an electrical contractor. If there
are 12 plumbing contractors and 9 electrical contractors available
in the area, in how many ways can the contractors be chosen?

Solution:

If we denote the plumbers by 𝑃1 , 𝑃2 , … . , 𝑃12 and the electricians by


𝑄1 , 𝑄2 … … , 𝑄9 , then we wish the number of pairs of the form(𝑃𝑖 , 𝑄𝑖 ),
with and the product rule yields 𝑁 = (12)(9) = 108 possible ways
of choosing the two types of contractors.
Example 5
• A family has just moved to a new city and requires the services of
both an obstetrician and a pediatrician. There are two easily
accessible medical clinics, each having two obstetricians and three
pediatricians. The family will obtain maximum health insurance
benefits by joining a clinic and selecting both doctors from that
clinic. In how many ways can this be done?

Answer: 12
Permutations
• A Permutation is an arrangement of items in a particular order.

• Definition: A permutation of a set of distinct objects is an


ordered arrangement of these objects. An ordered arrangement of
r elements of a set is called an r-permutation.
n!
n pr  ( n  r )! where 0  r  n .
5! 5!
p3    5 * 4 * 3  60
(5  3)!
5
2!
Example 6
There are ten teaching assistants available for grading papers in a
calculus course at a large university. The first exam consists of four
questions, and the professor wishes to select a different assistant to
grade each question(only one assistant per question). In how many
ways can the assistants be chosen for grading?
Solution: n-group size=10 and k= subset size = 4.
10! 10!
The number of permutation is 𝑃10,4 = = = 5040.
10−4 ! 6!

That is the professor could give 5040 different four question exams
without using the same assignment of graders to questions.
Combinations
• A Combination is an arrangement of items in which order does
not matter.
• Definition: The number of ways of choosing r elements from S
(order does not matter).
• An r-combination of elements of a set is an
unordered selection of r elements from the set.

C  C (n, r )
n
r  ( nr )  p ( n, r )
r!
 n!
r!( nr )!
Example 7
• To play a particular card game, each player is dealt five cards from
a standard deck of 52 cards. How many different hands are
possible?

52! 52!
52 C5   
5! (52  5)! 5!47!
52 * 51 * 50 * 49 * 48
 2,598,960
5* 4* 3* 2*1
Conditional probability
Definition:
For any two events 𝐴 and 𝐵 with 𝑃 (𝐵) > 0,
the conditional probability of 𝐴 given that 𝐵 has occurred is defined
by 𝑃 (𝐴/𝐵).
𝑷(𝑨∩𝑩)
𝑃 (𝐴/𝐵) is given by, 𝑷 (𝑨/𝑩)= ; 𝑷 (𝑩) > 𝟎.
𝑷(𝑩)

Note:
If 𝑃 𝐵 = 0 the above formula make no sense. So the conditional
probability is defined only for 𝑃 (𝐵) > 0.
Multiplication rule
• If 𝐴 and 𝐵 are any two events in a sample space, and 𝑃 (𝐴) ≠ 0, then
𝑷 (𝑨 ∩ 𝑩) = 𝑷 (𝑨). 𝑷 (𝑩/𝑨)
• If 𝐴, 𝐵 and 𝐶 are any three events in a sample space 𝑆, such that
𝑃 (𝐴) ≠ 0, and 𝑃 (𝐴 ∩ 𝐵) ≠ 0 then
𝑷(𝑨 ∩ 𝑩 ∩ 𝑪) = 𝑷(𝑨). 𝑷(𝑩/𝑨). 𝑷(𝑪/ 𝑨 ∩ 𝑩)
Example 7
• Suppose the following three boxes are given:
Box 𝑋 has 10 light bulbs of which 4 are defective.
Box 𝑌 has 6 light bulbs of which 1 are defective.
Box 𝑍 has 8 light bulbs of which 3 are defective.
A box is chosen at random, and then a bulb is randomly selected from the
chosen box.
a) Find the probability 𝑝 that the bulb is non defective.
b) If the bulb is non defective, find the probability that it came from box
𝑍.
Solution:
Here we perform a sequence of two experiments:
i. Select one of the three boxes.
ii. Select a bulb which is either defective(D) or non defective(N).
Tree diagram 2/5 D
X
1/3 N
3/5

1/6 D
1/3
Y
5/6 N

3/8 D
1/3
Z
5/8 N
Continue….

• (a) since there are three disjoint paths which lead to a non
defective bulb N, the sum of the probability of these paths gives us
the required probability. Namely
1 3 1 5 1 5
𝑝 = 𝑃 𝑁 = ∙ + ∙ + ∙ = 0.686
3 5 3 6 3 8
1 5 5
(b) 𝑃(𝑍 ∩ 𝑁)= ∙ =
3 8 24
𝑃(𝑍∩𝑁)
𝑃 (𝑍/𝑁)= ; 𝑃 𝑁 = 0.686 > 0
𝑃(𝑁)
5 75
24
= 247 = = 0.304
360 247
Independent events.
An event 𝑩 is said to be independent of an event 𝑨, if the probability that B occurs
is not influenced by whether 𝑨 has or has not occurred. In other words if
𝑷 (𝑩) = 𝑷 (𝑩/𝑨)
then 𝐴 and 𝐵 are said to be independent.
By the definition.
𝑃 (𝐴 ∩ 𝐵) = 𝑃 (𝐴). 𝑃 (𝐵/𝐴)
 𝑷 (𝑨 ∩ 𝑩) = 𝑷 (𝑨). 𝑷 (𝑩)

Moreover we shall use this as our formal definition of independence.


That is,
Two events A and B are independent  𝑷 (𝑨 ∩ 𝑩) = 𝑷 (𝑨). 𝑷 (𝑩).
Exercises:
1) In the experiment of drawing a card from ordinary deck of 52 cards, let
A and B be the events of getting a heart and an ace respectively. Whether
A and B are independent?
2) Let A be the event that a family has children of both sexes and let B be
the event that a family has at most one boy.
[Assume that 𝑃 (𝐵𝑜𝑦) = 𝑃 (𝐺𝑖𝑟𝑙) = 1/2]
i) Show that A and B are independent events if a family has 3 children.
ii) Show that A and B are dependent events if a family has 2 children.
Partition
• Suppose a set is the union of mutually disjoint subsets 𝐵1 , 𝐵2 ,…..,
𝐵𝑘 that is, suppose the sets 𝐵1 , 𝐵2 ,….., 𝐵𝑘 form a partition of the set
𝑆. Furthermore, suppose 𝐴 is any subset of 𝑆.
• Therefore, 𝑆 = 𝑛𝑘=1 𝐵𝑘 .
Total Probability theorem
• Let A be an event in a sample space S, and let 𝐸1 , 𝐸2 ,….., 𝐸𝑛 be
mutually disjoint events whose union is S. Then,
• 𝑃 𝐴 = 𝑃 𝐸1 P(A/𝐸1 )+𝑃 𝐸2 P(A/𝐸2 )+……..+𝑃 𝐸𝑛 P(A/𝐸𝑛 )
• 𝑃 𝐴 = 𝑛𝑖=1 𝑃 𝐸𝑖 P(A/𝐸𝑖 )
Example 8
• Three machines A, B and C produce respectively 50%, 30% and 20% of the total
number of items of a factory. The percentages of defective out put of these machines
are 3%, 4% and 5%. If an item is selected at random, find the probability that the item
is defective.
Sol:-
Define the event
𝐸1 = the output is produce by machine A
𝐸2 = the output is produce by machine B
𝐸3 = the output is produce by machine C
Let D be the defective output
We are given P(𝐸1 ) = 0.5, P (𝐸2 ) = 0.3, P (E3) = 0.2, P (D/E1) = 0.03, P (D/𝐸2 ) = 0.04,
P(D/𝐸3 ) = 0.05
3
P(D) =

i 1
P(D/E ).P(E )
i i

= 0.5*0.03 + 0.3*0.04 + 0.2*0.05

= 0.0150 + 0.012 + 0.010

= 0.037
Bayes’ Theorem
Suppose𝐸1 , 𝐸2 , … … , 𝐸𝑛 is a partition of 𝑆 and 𝐴 be any event , then for any 𝑖 ,
where 1 ≤ 𝑖 ≤ 𝑛

P(E i /A)  n
P(A/Ei ) . P(E i )
i , and P(Ei) > 0
 P(A/E ) . P(E )
i 1
i i

Consider the factory in the proceeding Example (1) suppose an item is


selected at random and is found to be defective. Find the probability that the
item was produced by machine A.
That is, find P (𝐸1 /D).
Solution :-
We find P(E /D) 1

By Bayes’ Theorem;

P(E1 /D) 
P(D/E1 )P(E1 ) = 0.5 * 0.03
3

 P(D/E )P(E )
i i 0.5 * 0.03  0.3 * 0.04  0.2 * 0.05
i 1

= 0.015
0.037
= 15
37
Example 9
A judge is 65% sure that a suspect has committed a crime. During
the course of the trial a witness convinces the judge that there is an
85% chance that the criminal is left handed. If 23% of the
population is innocent and the suspect is also left handed with this
new information, how certain should the judge be of the guilt of the
suspect
Solution:-
Let G – be the event that the suspect is quilt
I – be the event that the suspect is innocent
A – be the event that the suspect is left handed
We are given P(G)=0.65 P(A|G)=0.85 P(A|I)=0.23 P(I)=0.35
By Bayes’ theorem

P( A | G).P(G) =
0.85 * 0.65
P( A | G).P(G)  P( A | I ).P( I ) 0.85 * 0.65  0.23 * 0.35

= 0.87
Exercise:
In a certain residential suburb, 60% of all households subscribe to
the metropolitan newspaper published in a nearby city, 80%
subscribe to the local paper, and 50% of all households subscribe to
both papers. If a household is selected at random, what is the
probability that it subscribes to
i. at least one of the two news papers.
ii. exactly one of the two news papers.
Summary
• Conditional probability
P(A  E)
P(A/E)  , P(E)  0
P(E)
• Multiplication rule
P (AB) = P (A). P (B/A)
• An event B is said to be independent of an event A then P (B) = P (B/A)
 P (AB) = P (A). P (B)
n

• Total Probability theorem P(A) =  P(A/E ).P(E )


i 1
i i

• Bayes’ Theorem
P(E i /A)  n
P(A/Ei ) . P(E i )
 i , and P(Ei) > 0
 P(A/E ) . P(E )
i 1
i i

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