Sess 3

Chapter 2.
Probability Session 3-4
PhD. Tri Tuyen Luc
January 5, 2022
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes’ theorem
2.8 Random variables

PhD. Tri Tuyen Luc Chapter 2. Probability
2.6 Independence
Definition 1.
The conditional probability of B given A is the probability of B
in the condition that the outcome will be in event A:
P(B|A)

2.6 Independence

Definition 1.
The conditional probability of B given A is the
probability of B in the condition that the
outcome will be in event A:
P(B|A)
P(B|A) can be interpreted as the probability of event B
in the sub sample A. PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence

Definition 1.
P(B|A)
P(B|A) can be interpreted as the probability of event B in the sub sample A.
D 10 18 28
D’ 30 342 372
Total 40 360 400
F F’ Total
2.6 Independence

Definition 1.
P(B|A)
F F’ Total
D 10 18 28
D’ 30 342 372
Total 40 360 400
⇒ P(D|F) = 10/40 =
0.25

2.6 Independence

Definition 1.
P(B|A)
F F’ Total
D 10 18 28
D’ 30 342 372
Total 40 360 400

⇒ P(D|F) = 10/40 =
0.25
P(D|F′) = 18/360 = 0.05

2.6 Independence

Definition 1.
P(B|A)
F F’ Total
D 10 18 28
D’ 30 342 372
Total 40 360 400
⇒ P(D|F) = 10/40 =
0.25
P(D|F′) = 18/360 = 0.05
P(F|D) = 18/28 = 0.643

2.6 Independence

Definition 1.
P(B|A)
F F’ Total
D 10 18 28
D’ 30 342 372
Total 40 360 400
⇒ P(D|F) = 10/40 =
0.25
P(D|F′) = 18/360 = 0.05
P(F|D) = 18/28 = 0.643
P(F′|D′) = 342/372 =
0.92
2.6 Independence

2.6 Independence
Conditional probability formula
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
2.6 Independence
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0

2.6 Independence
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0
P(D ∩ F) = 10/400;
P(F) = 40/400

2.6 Independence
P(B|A) = P(A ∩ B)
P(A), (1)
with P(A) > 0.
Example 2.8: Surface
Flaws
F F’ Total
D 10 18 28
D’ 30 34 372
2
Total 40 36 400
0
P(D ∩ F) = 10/400;
P(F) = 40/400
⇒ P(D|F) = 10/400
40/400= 0.25.

2.6 Independence
Example 2.9 : Of the cars on a used car lot, 70% have air
conditioning (AC) and 40% have a CD player (CD). 20% of the
cars have both. What is the probability that a car has a CD
player, given that it has AC ?

2.6 Independence
Solution:

2.6 Independence
Solution:
P(CD|AC) = P(CD ∩ AC)

P(AC)

2.6 Independence
Solution:
P(CD|AC) = P(CD ∩ AC)
PhD. Tri Tuyen Luc Chapter 2.

=0.2 Probability
P(AC)
0.7= 0.2857
2.6 Independence
2.5 Multiplication and Total

Probability Rules PhD. Tri Tuyen Luc Chapter 2.
Probability

2.6 Independence

Probability Rules
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2) PhD.
Tri Tuyen Luc Chapter 2. Probability

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)
Example 2.10 (Machining Stages): The probability of the

first stage meets specifications is 0.9. When the first
meets the specifications, the probability of the second
stage meets requirements is 0.95. What is the probability
that both stages meet specifications?

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Solution:

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Solution:
A=“ the first stage meets the specifications”;

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Solution:
B=“ the second stage meets the specifications”.

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Solution:
We have P(A) = 0.9, P(B|A) = 0.96

2.6 Independence
Multiplication rule
P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Solution:
We have P(A) = 0.9, P(B|A) = 0.96
⇒ P(A ∩ B) = P(B|A)P(A) = 0.9 × 0.95 = 0.855.
2.6 Independence
Probability

2.6 Independence

Probability Rules
Total Probability Rule
Assume E1, E2, · · · , Ek are k mutually
exclusive and exhaustive sets (i.e E1 ∪ E2
∪ · · · ∪ Ek = S), then
P(B) = P(B ∩ E1) + P(B ∩ E2) + · · · + P(B ∩ Ek)
= P(B|E1)P(E1) + P(B|E2)P(E2) + · · · + P(B|Ek)P(Ek).
(3)

2.6 Independence
Probability

2.6 Independence

Example 2.11 (Semiconductor Contamination):
Level of
Contaminatio
n
High (H)
Medium (M)
Low (L)
Probability of Probability
What is the probabil ity that a Failure of Level
product using one of these 0.1 0.2 0.01 0.3 0.001 0.5
chips fails?

2.6 Independence

Level of
Contaminatio
n
High (H)
Medium (M)
Low (L)
What is the probabil ity that a chips fails?
product using one of these Failure of Level
0.1 0.2 0.01 0.3 0.001 0.5
Let L denote the event that a chip is exposed to low levels
of contamination, then:

2.6 Independence

Level of
Contaminatio
n
High (H)
Medium (M)
Low (L)
chips fails?
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
2.6 Independence

Level of
Contaminatio
n
High (H)
Medium (M)
Low (L)
chips fails?
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
P(F|H) = 0.1, P(F|M) = 0.01, P(F|L) = 0.001.
Then,

2.6 Independence

Level of
Contaminatio
n
High (H)
Medium (M)
Low (L)
chips fails?
P(H) = 0.2, P(M) = 0.3, P(L) = 0.5 and
P(F|H) = 0.1, P(F|M) = 0.01, P(F|L) = 0.001.
Then,
P(F) = P(F|H)P(H) + P(F|M)P(M) + P(F|L)P(L) =
0.10(0.20) + 0.01(0.30) + 0.001(0.50) = 0.0235.
2.6 Independence
2.5 Multiplication and Total Probability
Rules The tree diagram of calculations in Example

2.11:

2.6 Independence

Probability Rules
The tree diagram of calculations in Example
2.11:

2.6 Independence
2.6 Independence
2.6 Independence
2.6 Independence
Definition 2 (Independence of two events).
Two events are independent if any one of the following
equivalent statements is true.

2.6 Independence
2.6 Independence
(1) P(B|A) = P(B).

2.6 Independence
2.6 Independence
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).

2.6 Independence
2.6 Independence
Two events are independent if any one of the
following equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4) PhD. Tri Tuyen Luc Chapter 2.
Probability

2.6 Independence
2.6 Independence
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
Example 2.12: Suppose a day’s production of 850 manufactured parts

contains 50 parts that do not meet customer requirements. Suppose two
parts are selected from the batch, but the first part is replaced before the
second part is selected. What is the probability that the second part is
defective (denoted as B) given that the first part is defective (denoted as A)?

2.6 Independence
2.6 Independence
Two events are independent if any one of the
following equivalent statements is true.
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)
Example 2.12: Suppose a day’s production of 850

manufactured parts contains 50 parts that do not meet
customer requirements. Suppose two parts are
selected from the batch, but the first part is replaced
before the second part is selected. What is the
probability that the second part is defective (denoted
as B) given that the first part is defective (denoted as
A)?
Solution: Because the first part is replaced prior to
selecting the second part, PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence
2.6 Independence
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)

Solution: Because the first part is replaced prior to selecting the second
part, P(A) = P(B) = 50/850; P(B|A) = P(B) = 50/580

2.6 Independence
2.6 Independence
(1) P(B|A) = P(B).
(2) P(A|B) = P(A).
(3) P(A ∩ B) = P(A) ∩ P(B) (4)

Solution: Because the first part is replaced prior to selecting the second
part, P(A) = P(B) = 50/850; P(B|A) = P(B) = 50/580
P(A ∩ B) = P(B|A)P(A) = P(B)P(A) = (50/850)2.
2.6 Independence
2.6 Independence
2.6 Independence
2.6 Independence
Definition 3 (Independence of multiple
events).
The events E1, E2, · · · , En are independent
if and only if for any subset of these events
Ei1, Ei2, · · · , Eik,
P(Ei1 ∩ Ei2 ∩ · · · ∩ Eik) = P(Ei1)P(Ei2)· · ·

P(Eik) (5) PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence
2.6 Independence
Definition 3 (Independence of multiple events).
The events E1, E2, · · · , En are independent if and only if for
any subset of these events Ei1, Ei2, · · · , Eik,
P(Ei1 ∩ Ei2 ∩ · · · ∩ Eik) = P(Ei1)P(Ei2)· · · P(Eik) (5)
Example 2.13 (Advanced Circuit):
The circuit operates only if
there
is a path of functional
devices
from left to right. The proba
bility that each device
functions
is shown on the graph.
Assume
that devices fail independently.
What is the probability that the
circuit operates?

2.6 Independence
2.6 Independence
Example 2.14 (Advanced Circuit)

2.6 Independence
2.6 Independence
Let A be the event “there
is a path through the three
units on the left”,

2.6 Independence
2.6 Independence
Let A be the event
“there
is a path through the
three
B be the event “there
is
a path through the
three
units in the middle” and C
be the remaining unit.
2.6 Independence
2.6 Independence
Let A be the event
“there
three
B be the event “there
is
a path through the three
From the dependence, P(A) = 1 − P(A′) = 1 − (0.1)3; P(B) =

1 − P(B′) = 1 − (0.05)2and obviously P(C) = 0.99.

2.6 Independence
2.6 Independence
Let A be the event “there
three
B be the event “there is
a path through the three
From the dependence, P(A) = 1 − P(A′) = 1 −

(0.1)3; P(B) = 1 − P(B′) = 1 − (0.05)2and
obviously P(C) = 0.99. By the independence
assumption again, we have
P(A ∩ B ∩ C) = (1 − (0.1)3)(1 − (0.05)2)(0.99)
= 0.987. PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence

2.6 Independence

From P(A ∩ B) = P(A|B)P(B) = P(B ∩ A) = P(B|A)P(A), we
have
P(A|B) = P(B|A)P(A)
P(B), for P(B) > 0 (6)

2.6 Independence

From P(A ∩ B) = P(A|B)P(B) = P(B ∩ A) = P(B|A)P(A), we
have
P(B), for P(B) > 0 (6)
P(A|B) = P(B|A)P(A)
Definition 4 (Bayes’ theorem).

If E1, E2, · · · , Ek are k mutual exclusive and exhausted events and B is
any event,
P(Ek|B) = P(B|Ek)P(Ek)
P(B)
=P(B|Ek)P(Ek)
P(B|E1)P(E1) + P(B|E2)P(E2) + · · · + P(B|Ek)P(Ek), (7) for P(B)
> 0.
2.6 Independence

2.6 Independence
Example 2.15 (Bayesian Network): The data from test result of a
printer manufacture as follows. Printer failures (F) are associated
with three types of problems: hardware (H), software (S), and other
(such as connectors) (O), with probabilities 0.1, 0.6, and 0.3,
respectively. The probability of a printer failure given a hardware
problem is 0.9, given a software problem is 0.2, and given any other
type of problem is 0.5. If a customer enters the manufacturer’s Web
site to diagnose a printer failure, what is the most likely cause of the
problem?

2.6 Independence

problem?
Solution: We have P(H) = 0.1, P(S) = 0.6, P(O) = 0.3 for three
types of problem and P(F|H) = 0.9, P(F|S) = 0.2, P(F|O) = 0.5.
2.6 Independence

problem?
Hence P(F) = P(F|H)P(H) + P(F|S)P(S) + P(F|O)P(O) = 0.9(0.1)
+ 0.2(0.6) + 0.5(0.3) = 0.36.

2.6 Independence

problem?
+ 0.2(0.6) + 0.5(0.3) = 0.36.
⇒ P(H|F) = P (F |H)P (H)
P (F ) = 0.9(0.1)/0.36 = 0.250.

2.6 Independence

Example 2.15 (Bayesian Network): The data
from test result of a printer manufacture as
follows. Printer failures (F) are associated with
three types of problems: hardware (H), software
(S), and other (such as connectors) (O), with
probabilities 0.1, 0.6, and 0.3, respectively. The
probability of a printer failure given a hardware
problem is 0.9, given a software problem is 0.2,
and given any other type of problem is 0.5. If a
customer enters the manufacturer’s Web site to
diagnose a printer failure, what is the most likely
cause of the problem?
Solution: We have P(H) = 0.1, P(S) = 0.6, P(O) =

0.3 for three types of problem and P(F|H) = 0.9,
P(F|S) = 0.2, P(F|O) = 0.5. Hence P(F) =
P(F|H)P(H) + P(F|S)P(S) + P(F|O)P(O) = 0.9(0.1)
+ 0.2(0.6) + 0.5(0.3) = 0.36.
⇒ P(H|F) = P (F |H)P (H)
P (F ) = 0.9(0.1)/0.36 = 0.250.
P(S|F) = 0.2(0.6)/0.36 = 0.333 and P(O|F) =
0.5(0.3)/0.36 = 0.417. PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence

problem?
+ 0.2(0.6) + 0.5(0.3) = 0.36.
⇒ P(H|F) = P (F |H)P (H)
P (F ) = 0.9(0.1)/0.36 = 0.250.
P(S|F) = 0.2(0.6)/0.36 = 0.333 and P(O|F) = 0.5(0.3)/0.36 = 0.417.
Hence the most likely cause of the problem is category O.
2.6 Independence

2.6 Independence
Example 2.16: In the 2004 presidential election, exit polls from
the critical state of Ohio provided the following results:

2.6 Independence


2.6 Independence

If a randomly selected respondent voted for Bush, what is

the probability that the person has a college degree?

2.6 Independence

Example 2.16: In the 2004 presidential
election, exit polls from the critical state of
Ohio provided the following results:
If a randomly selected respondent voted for

Bush, what is the probability that the person
has a college degree?
Solution: Let C=“Collage”, B=“Bush” and
K=“Kerry”, we have PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence


Solution: Let C=“Collage”, B=“Bush” and K=“Kerry”, we have
P(C) = 0.38, P(C′) = 0.62, P(B|C′) = 0.5, P(K|C′) = 0.5, P(B|C) =
0.53, P(K|C) = 0.46. We need to calculate P(C|B).

2.6 Independence

P(C) = 0.38, P(C′) = 0.62, P(B|C′) = 0.5, P(K|C′) = 0.5, P(B|C) =
0.53, P(K|C) = 0.46. We need to calculate P(C|B). We have
P(B) = P(B|C)P(C) + P(B|C′)P(C′)
= 0.53(0.38) + 0.5(0.62) = 0.5114.

2.6 Independence


P(C) = 0.38, P(C′) = 0.62, P(B|C′) = 0.5, P(K|C′) = 0.5, P(B|C) =
0.53, P(K|C) = 0.46. We need to calculate P(C|B). We have
P(B) = P(B|C)P(C) + P(B|C′)P(C′)
= 0.53(0.38) + 0.5(0.62) = 0.5114.
Hence P(C|B) = P (B|C)P (C)
P (B) = 0.53(0.38)/0.5114 = 0.3938.
2.6 Independence

2.6 Independence
Example 2.17: Customers are used to evaluate preliminary
product designs. In the past, 95% of highly successful products
received good reviews, 60% of moderately successful products
received good reviews, and 10% of poor products received good
reviews. In addition, 40% of products have been highly successful,
35% have been moderately successful, and 25% have been poor
products.

2.6 Independence

Example 2.17: Customers are used to evaluate
preliminary product designs. In the past, 95% of
highly successful products received good
reviews, 60% of moderately successful products
received good reviews, and 10% of poor
products received good reviews. In addition, 40%
of products have been highly successful, 35%
have been moderately successful, and 25% have
been poor products.
(a) What is the probability that a product attains a
good review? PhD. Tri Tuyen Luc Chapter 2. Probability

2.6 Independence

products.
(a) What is the probability that a product attains a good review? (b)
If a new design attains a good review, what is the probability that it
will be a highly successful product?
2.6 Independence

products.
(c) If a product does not attain a good review, what is the
probability that it will be a highly successful product?

2.6 Independence

products.
(c) If a product does not attain a good review, what is the
probability that it will be a highly successful product?
Solution: We can summarize in the following table
Level of success
High (40%) Moderate Poor

(35%) (25%)
Good 95% 60% 10%

review

2.6 Independence
Level of success
High (40%) Moderate (35%) Poor (25%)
Good review 95% 60% 10%

2.6 Independence

Level of success

Let G be the event that a product attains a good review, H
be the event that a product is at highly successful, M be
the event that a product is at moderately successful, P be
the event that a product is at poor successful,

2.6 Independence
Level of success
Let G be the event that a product attains a good review, H be

the event that a product is at highly successful, M be the
event that a product is at moderately successful, P be the
event that a product is at poor successful,
We have P(H) = 0.4, P(M) = 0.35, P(P) = 0.25
and P(G|H) = 0.95, P(G|M) = 0.35, P(G|P) = 0.1. PhD. Tri Tuyen
Luc Chapter 2. Probability

Sess 3

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Sess 3

Uploaded by

Copyright:

Available Formats

Chapter 2.

Probability Session 3-4

PhD. Tri Tuyen Luc

2.4 Conditional Probability

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

2.4 Conditional Probability

2.4 Conditional Probability

Total 40 360 400

2.4 Conditional Probability

Total 40 360 400

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

Total 40 360 400

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

Total 40 360 400

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

Total 40 360 400

2.4 Conditional Probability

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

Conditional probability formula

2.4 Conditional Probability

Conditional probability formula

PhD. Tri Tuyen Luc Chapter 2. Probability

Conditional probability formula

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

Conditional probability formula

PhD. Tri Tuyen Luc Chapter 2. Probability

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

P(CD|AC) = P(CD ∩ AC)

PhD. Tri Tuyen Luc Chapter 2. Probability

2.4 Conditional Probability

P(CD|AC) = P(CD ∩ AC)

PhD. Tri Tuyen Luc Chapter 2.

2.5 Multiplication and Total

2.4 Conditional Probability

2.5 Multiplication and Total

2.4 Conditional Probability

2.5 Multiplication and Total Probability Rules

P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Example 2.10 (Machining Stages): The probability of the

PhD. Tri Tuyen Luc Chapter 2. Probability

2.5 Multiplication and Total Probability Rules

P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Example 2.10 (Machining Stages): The probability of the

PhD. Tri Tuyen Luc Chapter 2. Probability

2.5 Multiplication and Total Probability Rules

P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Example 2.10 (Machining Stages): The probability of the

PhD. Tri Tuyen Luc Chapter 2. Probability

2.5 Multiplication and Total Probability Rules

P(A ∩ B) = P(A|B).P(B) = P(B|A).P(A) (2)

Example 2.10 (Machining Stages): The probability of the

PhD. Tri Tuyen Luc Chapter 2. Probability

2.5 Multiplication and Total Probability Rules