1

Previous lecture
 2

Rule of conditional probability

P( A  B)
P( A | B) 
P( B)
Similarly

P (A  B )
P (B | A ) 
P (A )
 3

Note
P( A  B)
P( A | B) 
P( B)

P (A  B )  P (A | B )P (B )

Similarly

P ( A  B )  P ( B | A) P ( A)
Therfore
P ( A | B) P( B)  P( B | A) P( A)
 4

introduction Independent Events

Box contains 3 Red balls and 5 Green balls ,

2 balls are selected (with replacement )

3
P (2 nd_ R )  .
8

3
P (2nd _ R 1st _ G )  .
8
 5

introduction Independent Events

Box contains 3 Red balls and 5 Green balls ,
2 balls are selected without replacement
(one after another)

3 15 21 3
P(2nd _ Re d )     .
28 56 56 8

3
P (2nd _ R 1st _ G )  .
7
 6

Independent Events
Two events A and B are independent if the
occurrence of one does not affect the
probability of the other.
knowledge about one event does not
affect the probability of the other event.
Two events A and B are independent then
P(A|B) = P(A).
Two events which are not independent are
dependent.
 7

Independent Events
independent events:

P (A  B)
P (A | B )   P (A )
P (B )

P (A  B )  P (A )P (B )

P (A  B)
P (B | A)   P (B)
P (A)

P (A  B )  P (A )P (B )
 8

Multiplication Rule
For any pair of events:
P(A ∩ B) = P(A) * P(B|A)
For any pair of independent events:
P(A ∩ B) = P(A) * P(B)
Two events A and B are said to be
independent events if one of the
following holds: P( A | B)  P( A),
P( B | A)  P( B),
P( A  B)  P( A) P( B)
 9

Mutually exclusive
TWO EVENTS P( A B)  0
A and B P( A B)  P( A)  P(B)

NOT Mutually exclusive DEPENDENT

P( A B)  P( A) P(B A)
P( A B)  P( A)  P(B)  P( A B)
P(B) P( A B)

INDEPENDENT
P(A B)  P(A) P(B)

In general(Independent Events)
P( A1   An )  P( A1 ) P( A2 ) P( An )
 10

Independent Events
for independent events A, B Show that A, B Also independent

p A  B   p A   p B 
Given

 
p A  B  p  A  p B  
Required

 
p A  B  p  A  p  A  B 

p  A  B   p  A  p  A  p  B 

p  A  B   p  A  1  p  B  
p  A  B   p  A p  B 
 11

Independent Events
for independent events A, B Show that

P( A  B)  P( A)  P( A) P( B)

Given p  A  B   P  A  P  B 
Required P( A  B)  P( A)  P( A) P( B)

P( A  B)  P( A)  P( B)  P( A  B)
P( A  B)  P( A)  P( B)  P  A  P  B 

P( A  B)  P( A)  P( B) 1  P  A 

P( A  B)  P( A)  P( B) P A   
 12

Independent Events
for independent events A, B Show that A ,B Also independent

Given p  A  B   P  A  P  B 

Required  
p A B  P A P B   
p A  B   p A  B   1 p A  B 

p  A  B   1  P ( A)  P ( B )  P  A   P  B 

p  A  B   1  P ( A)  P ( B )(1  P  A )

p  A  B   1  P ( A) 1  P ( B ) 

p  A  B   P  A  P  B 
 13

Independent Events
If A, B and C are mutually independent events,
each one has probability 0.6. Are ( A B ) & ( A C )
independent? Why?
P (A)  P ( B )  P (C)  0.6
p  A  B   p  A   p  B   0.36
p  A C   p  A   p C   0.36
B A
0.096 0.144 0.096
p  B C   p  B   p C   0.36
0.216
p  A  B C   p  A   p  B   p C   0.216 0.144
0.144
p  A  B   p  A   p  B   p  A  p  B   0.84
 
p A  C  0.096  0.144  0.24
0.096 0.064

 
p (A  B )  (A  C )  0.144 C
 
p  A  B  p A  C  0.84  0.24  0.2016 Dependent
 14

Network flow application

A
The circuit operates if 0.9
there is a path of functional
devices from left to right.
Assume devices fail independently 0.9
and that the probability of working of each
device is as shown.
B
What is the probability that the circuit operates?
P ( A OR B )  P (A  B )
P( A  B)  P( A)  P( B)  P( A  B) for independent events A, B

P( A  B)  P( A)  P( B)  P  A  P  B 
P (A  B )  0.9  0.9  (0.9)2  0.99
If more than two devices(in parallel) the solution is difficult
 15

Network flow application

A
another solution(easier) 0.9

0.9
P (A  B )  1  P (No_Operation)
B

P (A  B )  1  P A  B  No_Operation=all
devices failed

   
P (A  B )  1  P A  P B

P (A  B )  1  0.1 0.1  0.99

 16

Network flow application

A
0.9
P (A  B  C )  1  P (No_Operation) B
0.8

C
0.7

     
P (A  B  C )  1  P A  P B  P C

P (A  B C )  1  0.1 0.2  0.3  0.994

 17

Network flow application

A B
0.9 0.9

P (Circuit Operates )  P (A W ork  B W ork )

P (A And B )  P (A  B ) for independent events A, B

p A  B   p A   p B 

p  A  B   0.9  0.9  0.81

 18

Network flow application

In the reliability network in the Figure shown. The probability that each
Device D i is working is Pi , i  1, 2, 3, 4, 5
All the devices are working independently.
Find the probability that
(a) there is a flow from A to B.
(b) there is a flow from A to B given that the device D1 is working.
(c) there is a flow from A to B given that the device D1 is not working.

P1

P4
B
A P2
P5

P3
 19

Network flow application

Find the probability that
(a) there is a flow from A to B.

p  flow   1  (1  P1 )(1  P2 )(1  P3 ) 1  (1  P4 )(1  P5 )

1  (1  P1 )(1  P2 )(1  P3 )  1  (1  P4 )(1  P5 ) 

P1

P4
B
A P2
P5

P3
 20

Network flow application

Find the probability that
(b) there is a flow from A to B given that the device D1 is working.

P  flow   1  (1  P4 )(1  P5 ) 

P1

P4
B
A P2
P5

P3
 21

Network flow application

Find the probability that
(c) there is a flow from A to B given that the device D1 is not working.

p  flow   1  (1  P2 )(1  P3 ) 1  (1  P4 )(1  P5 ) 

P1

P4
B
A P2
P5

P3
 22

Network flow application

Find the probability that
(c) there is a flow from A to B given that the device D1 is not working.

p  flow   1  (1  P2 )(1  P3 ) 1  (1  P4 )(1  P5 ) 

P1

P4
B
A P2
P5

P3
 23

Network flow application

•The relay network shown operates if and only if
there is a closed path of relays from A to B.
Assume that relays fail independently and that the probability
of failure of each relay is as shown.
What is the probability that the relay network operates?

0.2

A B
0.4 0.4 0.1

0.3
 24

Network flow application

The shown systems operates if and only if there is a path of functional devices
from point a to point b . Devices A, B, C and D fail independently with probabilities
of failure 0.1, 0.2, 0.2 and 0.15, respectively.
Given the two connections, and , shown in figure.
i)Determine what is the best connection? Give reasons to your Answer.
ii) For the system chosen in part (i), if the system does not work,
what is the probability that B does not work?

System 1 System 2

A B
A C
a b a b
C D B D
 25

Network flow application

26
 27

Network flow application

The shown systems operates if and only if there is a path of functional devices
from point a to point b . Devices A, B, C and D fail independently with probabilities
of failure 0.1, 0.2, 0.2 and 0.15, respectively.
Given the two connections, and , shown in figure.
i)Determine what is the best connection? Give reasons to your Answer.
ii) For the system chosen in part (i), if the system does not work,
what is the probability that B does not work?
System 1 System 2

A B
A C
a b a b
C D B D

P ( F | B ) P ( B ) P ( F | B ) P( B )
P( B | F )  
P( F ) 1  P( F )