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01-Basic Probability Theory
01-Basic Probability Theory
Example-2:
Consider a random experiment of flipping a fair coin twice.
i. Sample space
{ HH , HT, TH, TT }
A B { : A or B} A B { : A B}
Ω
A B
E F
AB
A B { : A and B} A B { : A B}
A B
AB
A { : and A} A { : A}
Ω
EA A
A B
A B
5. Equal Events
Two events A and B are said to equal if they contain the same
outcomes and is denoted by A=B.
A i A1 A2 .... An
i 1
n
A i A1 A2 ... An
i 1
n n
P Ai P( Ai )
i 1 i 1
Semester-II, 2013/14 By Welelaw Y. 16
Axioms and Properties of Probability Cont’d…..
By using the above probability axioms, other useful
properties of probability can be obtained.
1. P ( A) 1 P ( A)
Proof:
A A P( A A) P( A) P( A), but A A
P() P( A) P( A), P() P( A A)
1 P( A) P( A), P() 1
P( A) 1 P( A)
A B
A B A B A B
P ( A) P ( A B ) P ( A B ) P(B) P( A B) P( A B)
P( A B) P(B) P( A B)
P ( A B ) P ( A) P ( A B )
iv . A B B ( A B)
iii . A B A (A B)
P( A B) P(B) P( A B)
P ( A B ) P ( A) P ( A B )
v. A B (A B) (A B) (A B)
P(A B) P(A B) P(A B) P(A B)
2. P ( A B ) P ( A) P ( B ) P ( A B )
Proof:
P ( A B ) P ( A) P ( A B )
But, P ( A B ) P ( B ) P ( A B )
P ( A B ) P ( A) P ( B ) P ( A B )
3. P ( A B ) P ( A) P ( B )
Proof:
P ( A B ) P ( A) P ( B ) P ( A B )
But, P ( A B ) 0
P ( A B ) P ( A) P ( B )
{0, 1, 2, 3, 4, 5, 6, 7, 8, 9} C {0, 1, 2, 3, 4}
A {1, 3, 5, 7, 9} A B {3, 9}
B {3, 6, 9} A B C {0, 1, 2, 3, 4, 5, 6, 7, 9}
b. P( A B) P( A) P( A B) e. P( A B) 1 P( A) P( A B)
P( A B) 0.9 0.75 P( A B) 1 0.9 0.75
P( A B) 0.15 P( A B) 0.85
c. P( A B) P( A B) 1 P( A B) f . P( B) 1 P( B)
P( A B) 1 0.95 P ( B ) 1 0.8
P( A B) 0.05 P ( B ) 0.2
P( B / A) P( A) P( A / B) P( B)
P( A / B) OR P( B / A) (4)
P( B) P( A)
We know that
P ( B) P( A B) P ( A B)
P ( B) P ( B / A) P ( A) P ( B / A) P( A) (5)
n n
P Ai P ( Ai )
i 1 i 1
Semester-II, 2013/14 By Welelaw Y. 29
Conditional Probability Cont’d…….
Let B be any event in Ω as shown below.
A2 .....
A1 An 1
B
A3 ..... An
B B ( A1 A2 .... An )
B ( B A1 ) ( B A2 ) ... ( B An )
But, Ai A j ( B Ai ) ( B A j )
P ( B ) P( B / A1 ) P ( A1 ) P( B / A2 ) P( A2 ) ... P ( B / An ) P ( An ) (8)
In short,
n n
P( B ) P ( B Ai ) P( B / Ai ) P( Ai ) (9)
i 1 i 1
Solution:
P( B) P( A B) P( A B)
P( B) P( A / B) P( B) P( A / B) P( B)
1 P ( A / B ) P( A/B )
P ( A/B) 1 P ( A / B )
A box contains two black and three white balls. Two balls are
selected at random from the box without replacement. Find the
probability that
Solution:
a. P ( B 1 B 2 ) P ( B 2 / B 1 ) P ( B 1 ) (1 / 4 )( 2 / 5 )
P ( B 1 B 2 ) 1 / 10
b. P (W 2 ) P (W 2 B 1 ) P (W 2 W 1 )
P (W 2 / B 1 ) P ( B 1 ) P (W 2 / W 1 ) P (W 1 )
( 3 / 4 )( 2 / 5 ) ( 2 / 4 )( 3 / 5 )
P (W 2 ) 3 / 5
Semester-II, 2013/14 By Welelaw Y. 35
Conditional Probability Cont’d…..
Example-4:
Solution:
First let us define the events as follows.
A : Box A is selected
P ( A) P (B ) 1 / 2
B : Box B is selected P ( D / A ) 1 / 10
D : Bulb is defective P ( D / B ) 1 / 20
a. P ( D ) P ( D / A) P ( A) P ( D / B ) P ( B )
(1 / 10 )(1 / 2) (1 / 20 )(1 / 20 )
P ( D ) 3 / 40
P ( D / A) P ( A) 1 / 20
b. P ( A / D ) (1 / 20 )( 40 / 3)
P( D) 3 / 40
P( A / D) 2 / 3
One bag contains 4 white and 3 black balls and a second bag
contains 3 white and 5 black balls. One ball is drawn from the
first bag and placed in the second bag unseen and then one ball
is drawn from the second bag. What is the probability that it is
a black ball?
Solution:
P( B2 ) P( B2 B1 ) P ( B2 W1 )
P( B2 ) P ( B2 / B1 ) P( B1 ) P ( B2 / W1 ) P(W1 )
P( B2 ) (6 / 9)(3 / 7) (5 / 9)(4 / 7)
P ( B2 ) 28 / 63
Example-1:
Example-2:
The probability that a husband and a wife will be alive 20 years
from now are given by 0.8 and 0.9 respectively. Find the
probability that in 20 years
a. both will be alive c. at least one will be alive
b. neither wi ll be alive
Semester-II, 2013/14 By Welelaw Y. 44
Independence of Events Cont’d……
Solution:
• First let us define the events as follows.
H : Husband will be alive
W : Wife will be alive
P (both) P ( H W ) (0.8)(0.9)
P (both) P ( H W ) 0.72
b. P (neither ) P( H W ) P ( H ) P (W )
P (neither ) P ( H W ) (0.2)(0.1)
P (neither ) P ( H B ) 0.02