PROBABILITY OF AN EVENT

Definition 1.8
The probability of an event A is the sum of the weights of all sample points in A. Therefore,
0  P(A)  1, P() = 0, and P(S) = 1

Theorem 1.9
If in an experiment can result in any one of N different equally likely outcomes, and if exactly n of these
outcomes corresponds to event A, then the probability of event A is
n
P  A 
N
Theorem 1.10
If A and B are any two events, then
P  A  B   P ( A)  P ( B )  P  A  B 
Corollary 1 IF A and B are mutually exclusive, then
P  A  B   P ( A)  P ( B )
Corollary 2 If A1, A2, A3, ….., An are mutually exclusive, then
P A1  A2  A3 ......  An   P( A1 )  P( A2 )  P( A3 )  .....  P( An )
Corollary 3 If A1, A2, A3, ….., An is a partition of a sample space S, then
P A1  A2  A3 ......  An   P ( A1 )  P ( A2 )  P ( A3 )  .....  P ( An )  P ( S )  1

Theorem 1.11
For three events A, B, and C
P A  B  C   P( A)  P( B)  P(C )  P A  B   P A  C   P B  C   P A  B  C 

Theorem 1.12
If A and A’ are complementary events, then
P(A) + P(A’) = 1
Problems

1. Suppose that in a senior college class of 500 students it is found that 210 smoke, 258 drink
alcoholic beverages, 216 eat between meals; 122 smoke and drink alcoholic beverages, 83 eat
between meals and drink alcoholic beverages, 97 smoke and eat between meals, and 52 engage
in all three of these bad health practices. If a member of this senior class is selected at random,
find the probability that the student
a. smokes but does not drink alcoholic beverages;
b. eats between meals and drink alcoholic beverages but doesn’t smoke;
c. neither smoke nor eats between meals.

2. In a poker hand consisting of 5 cards, find the probability of holding

a. 3 aces
 b. 4 hearts and 1 club
c. “quadro”

CONDITIONAL PROBABILITY

Definition 1.9
The conditional probability of B, given A, denoted by P(B/A), is defined by
P( A  B)
P  B A  , if P(A) >0
P ( A)
Definition 1.10
Two events A and B are independent if and only if
P(BA) = P(B) and P(AB) = P(A).
Otherwise, A and B are dependent.

Theorem 1.13 (Multiplicative Rule)

If in an experiment the events A and B can both occur, then
P ( A  B )  P ( A) P ( B A)

Theorem 1.14
Two events A and B are independent if and only if
P ( A  B )  P ( A) P ( B )

Theorem 1.15
If, in an experiment, the events A 1, A2, A3,…., An can occur, then
P  A1  A2  A3  ......  Ak   P ( A1 ) P ( A2 A1 ) P( A3 A1  A2 )....P ( Ak A1  A2  A3  ......  Ak 1 )
If the events A1, A2, A3,….., Ak are independent, then
P  A1  A2  A3  ......  Ak   P ( A1 ) P( A2 ) P ( A3 )....P ( Ak )

Problems
 1. The probability that a doctor correctly diagnoses a particular illness is 0.7. Given that the doctor
makes an incorrect diagnosis, the probability that the patient enters a law suit is 0.90. What is
the probability that the doctor makes an incorrect diagnosis and the patient sues?
2. One bag contains 4 white balls and 3 black balls, and the second bag contains 3 white balls and 5
black balls. One ball is drawn at random from the second bag and is placed unseen in the first
bag. What is the probability that the ball now drawn from the first bag is white?

Theorem 1.16 (Theorem of Total Probability or the rule of elimination)

If the events B1, B2,…, Bk constitute a partition of the sample space S such that P(Bi)  0 for I = 1, 2, …., k,
then for any event A of S,

k k
P( A)   P( Bi  A)  P( Bi ) P ( A Bi )
i 1 i 1

Theorem 1.17 (Baye’s Rule)

If the events B1, B2,…, Bk constitute a partition of the sample space S such that P(Bi)  0 for I = 1, 2, …., k,
then for any event A in S, such that P(A)  0,

P ( Br  A) P ( Br ) P ( A / B r )
P( Br / A)  k
 k
, for r = 1, 2, 3, . . . , k.
 P( B
i 1
i  A)  P( B ) P( A / B ))
i 1
i i

Problem

A truth serum given to a suspect is known to be 90% reliable when the person is guilty and 99% reliable
when the person is innocent. In other words, 10% of the guilty are judged innocent by the serum and 1
% of the innocent are judged guilty. If the suspect was selected from a group of suspect of which only
5% have ever committed a crime, and the serum indicates that he is guilty, what is the probability that
he is innocent?