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8
Multiplication Law of Probability
Recall that if A and B are two events defined on a sample space S such that
P(B) > 0, then
P(A ∩ B)
P(A|B) = .
P(B)
The above equation can be cross multiplied to give a frequently useful expression for
the probability of an intersection:
P(A ∩ B) = P(B)P(A|B).
Similarly, if P(A) > 0, we have
P(A ∩ B) = P(A)P(B|A).
A similar result holds for higher-order intersections. Consider P(A ∩ B ∩ C ). By
thinking of A ∩ B as a single event, we can write
P(A ∩ B ∩ C ) = P(A ∩ B)P(C |A ∩ B)
= P(A)P(B|A)P(C |A ∩ B)
Repeating this same argument for n events, A1 , A2 , ... , An , gives a formula for
the general case:
P(A1 ∩ A2 ∩ · · · ∩ An ) = P(A1 ) · P(A2 |A1 )
(1)
· P(A3 |A1 ∩ A2 ) · · · P(An |A1 ∩ A2 ∩ · · · ∩ An−1 ).
Equation 1 is a useful formula for evaluating probabilities of intersections of
events. We call this formula as the multiplication law of probability.
Example 1. An urn contains three red chips, four blue chips, and five green chips.
Four chips are drawn sequentially and without replacement. What is the probability
of obtaining the sequence (green, red, green, blue)?
Example 2. Suppose that five good and two defective fuses have been mixed up. To
find the defective ones, we test them one by one, at random and without replacement.
What is the probability that we find both of the defective fuses in exactly three tests?
1
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