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Chapter 2 Page 1 of 6

Chapter 2 Probability

2.1-2.2 Some Definitions


The probability of an event is a numerical measure of how likely that event will occur.

• An experiment is a process whose outcome is unknown. Examples are flying from


Bulawayo to Harare; flipping a coin, throwing a die; taking SORS2103.
• An outcome is a result of an experiment.
• A sample space is the set of all possible distinct outcomes of an experiment. Sample
space will be denoted by S. Example is flipping a coin and the sample space S = {H, T}.
• An outcome in the sample space is called an element or a sample point.

A sample space may contain a finite number of points (elements). Examples-


Throw a die: S = {1, 2, 3, 4, 5, 6}
Throw a die until you obtain a “6”: S = {6, N6, NN6, NNN6, …}
In the second example, there are infinitely many sample points. We say that the sample space is
countably infinite. There is a one-to-one correspondence with the set of whole numbers.

The above sample spaces are discrete. If the sample space contains infinite number of sample
points (like points on a line) it is said to be continuous.

2.3 Events
Definition: An event is a subset of the sample space. We use upper case letters to denote events.
Example of throwing a die with the sample space S = {1, 2, 3, 4, 5, 6}.
A = event of throwing an odd number = {1, 3, 5}
B = event of throwing a five = {5}
An event that cannot be decomposed is called simple and an event that can be decomposed is
called compound. In the above example A is a compound event while B is a simple event.

If A and B are two events,


• Their union, A  B , is the set of all elements that are either in A, in B or in both.
• Their intersection, A  B , is the set of all elements that are in both A and B.
• The complement A is the set of all elements that are not in A.

Definition: Two events A and B are disjoint or mutually exclusive if their intersection is empty,
i.e. P( A  B ) = 0 . Events A and B are mutually exclusive if they cannot both occur together.
Problem 35 [a, c] page 52
Solution:
(a) A  B = {2, 4, 6, 8, 9}  {6, 7, 8, 9} = {6, 8, 9}
(c) B  C = {1, 2, 3, 4, 5}  {2, 4, 8} = {1, 2, 3, 4, 5, 8}

Problem 2.41 page 52


Solution:
(a) H1, H2, H3, H4, H5, H6, THH, THT, TTH, TTT
(b) A = { H1, H2, H3, H4, H5, H6, THT, TTH }
(c) B = {THT, TTH, TTT}  {H5, H6} = {THT, TTH, TTT, H5, H6}
Chapter 2 Page 2 of 6

2.4 Probability of an Event

Classical definition of Probability: Suppose a random process can result in N mutually exclusive
and equally likely outcomes and if n of these outcomes are favorable to an attribute A, then the
probability of A is given as P(A) = n/N.
Example: The probability of an odd number from throwing a die is 3/6.
The above definition works if outcomes are equally likely. Consider the following questions:
• What is the probability of a head when a biased coin is tossed?
• What is the probability that next baby at UBH Lady Rowell Maternity Hospital will be a
girl?
• What is the probability that a car traveling to Beitbridge will have an accident?
• What is the probability that Ceremonial Hall building will collapse?

Frequency definition of Probability: If a series of observations under rather uniform conditions


can be taken, the probability of an attribute A can be approximated by the relative frequency of A
in a series of observation. The probability is written as P(A) = n/N.
Example: If from 1000 births, 550 babies are girls, the probability of a girl is 550/1000.
The above definition works if the experiment can be repeated under some rather uniform
conditions. Consider the following questions:
• What is the probability that your boy/girl friend or spouse loves you?
• What is the probability that the world will end in 2023?

Subjective definition: This is the degree of belief of an individual.

We shall now give the axiomatic definition of probability which is based on some well-defined
rules. Let P(A) denotes the probability of an event A and consider a discrete sample space S.

Axiomatic definition of Probability:


Axiom 1. Probability of an event is a non-negative real number, i.e. P(A)  0 for an event A.
Axiom 2. P(S) = 1.
Axiom 3. If A1 , A2 , A3 , is a finite or infinite sequence of mutually exclusive events of S,
P( A1  A2  A3  ) = P( A1 ) + P( A2 ) + P( A3 ) +

These axioms do not tell us how to assign probabilities to events, they tell us what properties
must be satisfied after such assignment. To assign probabilities, we make use of our previous
definitions (classical and frequency definitions).

Calculating probability of an event:


• List all simple events in the sample space
• Assign probability to each simple event
• Find simple events in the event of interest
• Add the simple events probabilities
Note: Each simple event probability lies between 0 and 1. The sum of all simple events
probabilities is 1.
Chapter 2 Page 3 of 6

Problem 59 page 54
Solution
P(U) = 0.15, P(Gy) = 0.24, P(M) = 0.03, P(Gen) = 0.28, P(Good) = 0.22, P(A) = 0.08
(a) P(Gy or Good) = 0.24 + 0.22 = 0.46
(b) P(U, M, or Good) = 0.15 + 0.03 + 0.22 = 0.40
(c) P(M or A) = 0.03 + 0.08 = 0.11
(d) P(U, M, Gen, or Good) = 0.15 + 0.03 + 0.28 + 0.22 = 0.68

2.5 Some Rules of Probability

1. If A and A are complementary events on a sample space S, P ( A) = 1 − P( A) ,


Proof: 1 = P(S); by axiom 2
= P(A  A )
= P(A) + P( A ); by axiom 3. Therefore, P ( A) = 1 − P( A)
2. If A and B are events in S such that A  B , P(A)  P(B).
3. For any event A, 0  P(A)  1.
4. If A and B are any two events in S, then P( A  B) = P( A) + P( B) − P( A  B) .
This is called the addition rule.
For any three events A, B, and C in S, the above formula can be extended to give
P ( A  B  C ) = P( A) + P( B) + P(C ) − P( A  B) − P( A  C ) − P( B  C ) + P( A  B  C )
Note that “at least one” means A  B for two events and A  B  C for three events in S.
5. If A and B are two events in S, P ( A) = P( A  B) + P( A  B)

Some interpretations for events A and B on a sample space S:


At least one- P( A  B)
At most one- 1 − P( A  B)
Exactly one- P( A  B ) + P( A  B) or P( A  B ) − P ( A  B )
Both A and B- P ( A  B )
None (Neither A nor B)- P ( A  B)

Problem 54 page 54
Solution:
(a) P(A) = 1 – P(A) = 1 – 0.37 = 0.63
(c) P(A  B) = P(A) + P(B) = 0.37 + 0.44 = 0.81 [Note that A and B are mutually exclusive]
(d) P(A  B) = 0.0
(e) P ( A) = P( A  B) + P( A  B) . Therefore, P(A  B  ) = P(A) – P(A  B) = 0.37 – 0 = 0.37
(f) P ( A  B) =1- P ( A  B ) =0.19
Chapter 2 Page 4 of 6

Problem 68 page 55
Solution
H = event that husband votes; W = event that wife votes;
P(H) = 0.21, P(W) = 0.28 and P(H  W) = 0.15
P(at least one) = P ( H  W ) = P( H ) + P(W ) − P( H W ) = 0.21 + 0.28 – 0.15 = 0.34

Problem 69 page 55
Solution
(a) P( A  B) = P( A) + P( B) − P( A  B) = 0.59 + 0.30 – 0.21 = 0.68
(b) P ( A  B) = 0.38 (d) P ( A  B) = 0.32
(c) P ( A  B ) = P( A) + P( B) − P( A  B) = 0.41 + 0.70 – 0.32 = 0.79
or P ( A  B ) =1- P ( A  B ) =0.79

Problem 7 page 36
Solution
rhs = 1 – P(A) – P(B) + P(A  B) = (a + b + c + d) – (a + b) – (a + c) + a = d = P ( A  B) = lhs

2.6 Conditional Probability


Definition: If A and B are two events in S with P(A) > 0, the conditional probability of B given A
P( A  B)
is P( B A) = .
P( A)
Cross multiplication leads to P( A  B) = P( A) P( B A) . This is called the multiplication rule. It
can be extended to three events A, B, and C in S. If P(A) > 0 and P(A  B) > 0, we have
P( A  B  C ) = P( A) P( B A) P(C | A  B) .

Consider the following contingency table for a class of 12 students.


Gender Junior (Ju) Senior (Se) Graduate (Gr)
Male (M) 2 4 1 7
Female (F) 1 2 2 5
3 6 3 12
P(M) = 7/12; P(Se) = 6/12; P ( M  Se) = 4/12; P( M Se) = 4/6 by using the contingency table.
P( M  Se) 4 6 4
By using the formula, P( M Se) = =  = .
P( Se) 12 12 6

2.7 Independent Events


Definition: Two events A and B are independent if and only if P( A  B) = P( A) P( B) .
The above implies that P( A B) = P( A) or P( B A) = P( B) .
If A and B are independent, so also are A and B  , A and B, and A and B  .
Chapter 2 Page 5 of 6

Events A1 , A2 , , Ak are independent if and only if the probability of the intersection of any 2, 3,
…, k of these events equals the product of their respective probabilities. For this case, we say the
events are mutually independent.

Two or more events are pairwise independent if any pair Ai and A j (i  j) are independent.
Note that events can be pairwise independent without being mutually independent. Consider the
following example: P(A) = 0.2, P(B) = 0.4, P(C) = 0.3, P(A  B) = 0.08, P(A  C) = 0.06,
P(B  C) = 0.12 and P(A  B  C) = 0.04.

Definition: Events A and B are mutually exhaustive if P(A  B) = 1.0.

Problem 89 page 57
Solution
110 120
Number of ways to select 3 good eggs is C3 ; Number of ways to select any 3 eggs is C3
110 120
P(shipment) = C3 / C3 = 110(109)(108)/[120(119)(118)] = 0.76848

Problem 96 page 57
Solution
(a) P(HHH) = (0.52)3 = 0.140608
(b) P(TTH) = (0.48) 2 (0.52) = 0.119808

2.8 Bayes’ Theorem


If the events B1 , B2 , …, and Bk constitute a partition of the sample space S and P( Bi ) > 0 for i =
k k
1, 2, …, k, then for any event A in S, P ( A) =  P ( Bi  A) =  P ( Bi ) P ( A | Bi ) [total probability]
i =1 i =1

P ( Br  A) P ( Br ) P ( A | Br )
Also, if P(A) > 0, then P ( Br | A) = = k , for r = 1, 2, …, k.
 P( Bi ) P( A | Bi )
P ( A)
i =1

The last result is called Bayes’ Theorem.

Problem 108 page 58


Solution
H = event that adults over 50 have diabetes, D = event that health service diagnosed a person as
having diabetes. P(H) = 0.08, P(D|H) = 0.95, P(D| H  ) = 0.02
(a) P(D) = P(D  H) + P(D  H  ) = P(H)P(D|H) + P( H  )P(D| H  ) = 0.08(0.95) + 0.92(0.02)
= 0.0944
(b) P(H|D) = P(H  D)/P(D) = 0.08(0.95)/0.0944 = 0.8051

H 0.95
0.08
D

0.92 0.02
H`
Chapter 2 Page 6 of 6

Problem 110 page 59

P(M|U) = 0.01, P(M|V) = 0.05, P(M|W) = 0.03; P(U) = 0.3, P(V) = 0.4, P(W) = 0.3
(a) P(M) = P(M  U) + P(M  V) + P(M  W) = P(U)P(M|U) + P(V)P(M|V) + P(W)P(M|W)
= 0.3(0.01) + 0.4(0.05) + 0.3(0.03) = 0.032
(b) P(U|M) = P(M  U)/P(M) = 0.3(0.04)/0.032 = 0.375
(c) If there is a mistake in a mail order, what is the probability that it was made by V?
P(V|M) = P(M  V)/P(M) = 0.4(0.05)/0.032 = 0.625

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