Chapter 1 Probability and Its Properties

Probability is usually defined as the mathematics of chance. Although probability theory was
initially the product of questions posed by gamblers about their odds in the various games of
chance, most people are familiar with some aspects of probability by observing or investigating.
Nowadays probability theory plays an increasingly greater role in many fields.

1.1 Basic probability concepts

The subject of probability can be traced back to the 17th century when it arose out of the study
of gambling games. As we see, the range of applications extends beyond games into business
decisions, insurance, law, medical tests, and the social sciences.
Since pre-historic times, mankind has been aware of some phenomena, such as daily sunrises
and sunsets, tides at sea shores, phases of the moon, seasonal changes in weather, annual flooding
of the Yellow River and etc. These inevitable phenomena under certain condition are the so called
deterministic phenomena. However, mankind has also noticed other phenomena, such as results
of coin tosses, results of rolling dice, results of horse races, prediction of the highest and lowest
temperature tomorrow and etc. We call them random phenomena for that the outcome may vary
with some potential law. We are more concerned with the random phenomenon in this course.
One of the most basic concepts in probability and statistics is that of a random experiment.
Let’s look at the following experiments.
E1: Tossing a fair coin, observing conditions of frontage H and the reverse side T.
E2: Tossing a fair coin three times, observing conditions of frontage H and the reverse side T.
E3: Tossing a fair coin three times, observing times of H.
E4: Rolling a fair die, observing the number that shows on the top.
E5: Recording the number of traffic accidents which occurred in a specified location of Beijing
within a certain period of time.
E6: Recording the lifetime of an electronic device, or of an electrical appliance, etc.
E7: Recording the highest and the lowest score of a course.
For the experiments above, they have the following characteristics:
(1) They can be repeated under the same condition(s);
(2) For each experiment, the possible outcomes are not unique, but we can know all the possible
outcomes in advance;
(3) We don’t know what results will appear before the experiment.
Although a more precise definition is possible, we will restrict ourselves here to the
experiment which satisfy the above three set of conditions is a random experiment. The
probability theory is one of the subjects to study random phenomena and random experiments are
for the purpose. We study random experiments in mathematical way and find the laws of
probability theory.

Definition 1.1.1 (Sample Space) The sample space of an experiment is a set of all possible
outcomes (points). The elements in the sample space are called sample points. The sample space
1
is denoted by S or Ω and sample points are denoted by e1 , e2 , … , e𝑛𝑛 , … or ω1 , ω2 , … , ω𝑛𝑛 , … etc.
Example 1.1.1 Let us recall the previous seven random experiments E1-E7. We can write their
sample spaces as follow:
(1) S1 = {H, T}; (2) S2 = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT};
(3) S3 = {0,1,2,3}; (4) S4 = {1,2,3,4,5,6}; (5) S5 = {0,1,2,3, ⋯ }; (6) S6 = {t|t ≥ 0};
(7) S7 = {(n1 , n2 )|0 ≤ n1 ≤ n2 ≤ 100, n1 , n2 are integers}.
In the sample spaces discussed previously, we have seen that sample spaces may consist of
finitely many sample points, or countably infinite many points, or as many sample points as there
are in a nondegenerate finite or infinite interval in the real line, which interval may also be the
entire real line.
It is important to point out that, for a given random experiment, the associated sample space
is not unique and its construction depends upon the point of view adopted as well as the questions
to be answered. Consider the above experiments E2 and E3, the sample spaces S2 and S3 are
entirely different because they are determined by the purpose of the experiments.
For an experiment, we don’t always care about the whole sample space, but we often
consider a subset of the sample space. This leads to the following definition.
Definition 1.1.2 (Event) An event is a collection or any subset of outcomes/elements from the
sample space S. We usually use capital letters to denote an event.
An event A occurs (or happens) if the outcome of the random experiment (that is, the sample
point ω) belongs in A. For experiment, Let A=“points occur are even numbers” be an event of E4,
we say the event A has occurred if we get one of the points 2, 4 and 6.
An event consisting of one sample point only is called a simple event and composite
otherwise. Sample space S always occurs, and is called the sure event or certainty. Null set Φ
does not contain any elements, and we call it an impossible event or impossibility.
Example 1.1.2 Consider E2. Let event A1 =”The first time is T”, so
A1 = {THH, THT, TTH, TTT}. If A2 =”Three times have the same side”, then A2 = {HHH, TTT}.

Let S be a sample space of an experiment E, and A, B, A1 , A2 , A3 , ⋯ are subsets of S.

Definition 1.1.3 (Subevent) If A ⊂ B, we call the event B contains the event A or the event A is
the subevent of B. This means that the occurring of event A inevitably leads to the occurring of
the event B.
If A ⊂ B and B ⊂ A, then A = B. We call that the two events A and B are equal.
Definition 1.1.4 (Intersection) The intersection of two events A and B, denoted by the symbol
A ∩ B = {x|x ∈ A and x ∈ B}, is the event containing all elements that are common to A and B.
We often say that A ∩ B = AB is a multiplicative event of event A and event B, and A ∩ B
occurs if and only if A occurs and B occurs.
Definition 1.1.5 (Disjoint or Mutually exclusive events) Two events A and B are mutually
exclusive, or disjoint, if A ∩ B = Φ that is, if A and B have no elements in common. This means
that event A and event B can’t occur at the same time.
More generally, the events A1 , A2 , ⋯ are said to be pairwise disjoint or mutually exclusive if
and only if Ai ∩ Aj = ∅, whenever i ≠ j.

Definition 1.1.6 (Union) The union of the two events A and B, denoted by the symbol A ∪ B =
{x|x ∈ A or x ∈ B}, is the event containing all the elements that belong to A or B or both. And we

2
call that A ∪ B is an additive event of event A and event B, and A ∪ B occurs if and only if A
occurs or B occurs.
Definition 1.1.7 (Difference) The difference A − B (or A \ B) of events A and B contains all
sample points that belong to A but not to B, i.e. A − B = {x|x ∈ A and x ∉ B}, and A − B occurs
if and only if A occurs and B doesn’t occurs.
Definition 1.1.8 (Complement) The complement of an event A with respect to S is the subset of
all elements of S that are not in A. We denote the complement of A by the symbol A , A’ or Ac .
There are other standard results about sets which are often useful in probability theory. Here
are some of them. Suppose A, B, C are events.
(1) Commutative law: A ∪ B = B ∪ A, A ∩ B = B ∩ A.
(2) Associative law: A ∪ (B ∪ C) = (A ∪ B) ∪ C; A ∩ (B ∩ C) = (A ∩ B) ∩ C.
(3) Distributive law: A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C);
A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C).
(4) De Morgan’s law: �������
A∪B=A �∩B �; �������
A∩B=A �∪B �.
(5) A useful formula: A − B = A ∩ B � = A − AB.
When studying mutual relations between composite events in the same sample space, it is
often helpful to use Venn diagrams, where the sample space S is represented by a rectangle, while
its subsets represent events.
Example 1.1.3 Let A, B and C be three events. Please represent the following events by A, B, C.
(1) At least one of A, B, C occurs;
(2) Event A occurs, and at least one of B and C doesn’t occur;
(3) Only one of A, B, C doesn’t occur.
Solution: (1) A ∪ B ∪ C; (2) A(B � ∪ C� ); (3) A
�BC ∪ AB�C ∪ ABC� .
Example 1.1.4 Let the sample space S = {x|0 ≤ x ≤ 3} . Event A = {x|1 < 𝑥𝑥 ≤ 2} and
B = {x|1.5 ≤ x < 2.5}. Then (1) A �B = {x|2 < 𝑥𝑥 < 2.5 }; (2) A ∪ B � = {x|0 ≤ x ≤ 2 or 2.5 <
���� = {x|0 ≤ x < 1.5 𝑜𝑜𝑜𝑜 2 < 𝑥𝑥 ≤ 3}; (4) �������
𝑥𝑥 ≤ 3}; (3) AB A ∪ B = {x|0 ≤ x ≤ 1 or 2.5 ≤ x ≤ 3}.

1.2 Axioms and properties of probability

Probability is a number associated with an event that is intended to represent its “likelihood,”
“chance of occurring,” “degree of certainty,” and so on.
In many problems, the probability that some specific outcome of a process will be obtained
can be interpreted to mean the relative frequency with which that outcome would be obtained if
the process were repeated a large number of times under similar conditions.
n
Definition 1.2.1(Frequency) The frequency of an event A is defined by f n ( A) = A , where n A
n
is the number of times that occurs.
The frequency of an event A has the following properties:
(1) 0 ≤ f n ( A) ≤ 1 ;

(2) f n ( S ) = 1 , where S is sample space;

(3) If A1 , A2 , , Am are mutually exclusive events, then we have

3
 f n ( A1 ∪ A2 ∪  ∪ Am ) = f n ( A1 ) + f n ( A2 ) +  + f n ( Am ) .

The above frequency definition of probability certainly gives substance to the concept of
probability in a way consonant with our intuition about what probability should be. However, the
conditions mentioned in the above examples are too vague to serve as the basis for a scientific
definition of probability. This leads to the so-called axiomatic definition of probability devised by
the Russian mathematician A. N. Kolmogorov.

1.2.1 Axioms definition of probability

Definition 1.2.2 Abstractly, a probability on a sample space S is a function P : A( S ) → R1 that

assigns numbers to events, where A(S ) is the set of all the events of the experiment, and the

map P(⋅) must satisfy the following three axioms.

Axiom 1 (Non-negativity) P( A) ≥ 0 for any event A;

Axiom 2 (Norming) P( S ) = 1 for the sample space S;

Axiom 3 (Countable Additivity) P( A1 ∪ A2 ∪ =

) P ( A1 ) + P ( A2 ) +  if { A1 , A2 , } is a

sequence of mutually exclusive events.

1.2.2 Properties of probability

Some basic properties of probabilities and their use.

Property 1 The probability of the impossible event is zero, i.e. P( Φ ) = 0.
Property 2 (Probability is finitely additive) Suppose A1 , A2 , ⋯ An are disjoint events, then
P(A1 ∪ A2 ∪ ⋯ ∪ An ) = P(A1 ) + P(A2 ) + ⋯ + P(An ).
Property 3 (Monotonicity) Let A, B be two event, and A ⊂ B, then P(B − A) = P(B) − P(A),
furthermore we have P(A) ≤ P(B).
Property 4 P(A) ≤ 1 for any event A.
Property 5 (Complementation) P( A) = 1 − P( A) for any event A.

Property 6 (Probability of a union of events)

P(A ∪ B) = P(A) + P(B) − P(AB) for any two events A and B.

P(A1 ∪ A2 ∪ A3 ) = P(A1 ) + P(A2 ) + P(A3 ) − P(A1 A2 ) − P(A1 A3 ) − P(A2 A3 ) + P(A1 A2 A3 ) .

More generally,
P(A1 ∪ A2 ∪ ⋯ ∪ An ) = ∑ni=1 P(Ai ) − ∑1≤i<𝑗𝑗≤𝑛𝑛 P(Ai Aj ) + ∑1≤i<𝑗𝑗<𝑘𝑘≤𝑛𝑛 P(Ai Aj Ak ) + ⋯ +
(−1)n−1 P(A1 A2 ⋯ An ).
4
Example 1.2.1 Suppose A, B are two events and P(A) = 0.4, P(B) = 0.3, P(A ∪ B) = 0.4. Find
�).
P(AB

1.3 Classical probability and counting techniques

For the so-called classical or logical interpretation of probability, the sample space
1
S = {e1 , e2 , ⋯ , en } has finite elements, and P({e1 }) = P({e2 }) = ⋯ = P({en }) = . We call this
n

kind of experiment equally likely model or classical model.

Theorem 1.3.1 A sample space of an experiment is S = {e1 , e2 , ⋯ , en }, and n elements in S are
k
all equally likely, then for any event A ⊂ S, we haveP(A) = , where k is the number of sample
n

points containing in A.

Example 1.3.1 A six-sided die is rolled twice. What is the probability that the sum of the numbers
is 7?
Solution Things get a little more interesting when we roll the die twice. If we suppose, for
convenience, that the outcomes of this experiment as (m, n), where m is the number on the first
time and n is the number on the second time. By multiplication principle, the number of elements
in the sample space is N = 6 × 6 = 36. Let A = "the sum of dice points is 7", To obtain a sum
of 7, the possibilities for the two numbers are (1,6), (2,5), (3,4), (4,3), (5,2), (6,1) and then
A = {(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)},
6 1
so k = 6, thus the probability of the event is P(A) = = .
36 6

Example 1.3.2 We can randomly select a number from 100 to 999. Find the probability that it
can’t be divided exactly by 2, 3 and 5.
Solution Let A=“it can be divided exactly by 2 ”, B=“it can be divided exactly by 3 ” and C=“it
can be divided exactly by 5 ”. Then the probability that we want to find is
�B
P(A �C� ) = P(A
��������������
∪ B ∪∪ C) = 1 − P(A ∪ B ∪ C)
= 1 − [P(A) + P(B) + P(C) − P(AB) − P(AC) − P(BC) + P(ABC)]
450 300 180 150 90 60 30
=1−� + + − − − + � = 0.267.
900 900 900 900 900 900 900

Example 1.3.3 A bag contains 10 balls, of which 3 are red and 7 are green. Now let every student
randomly select a ball from the bag. Find the probability that the last three students get only a red
ball.
3
Solution From the experiment we have n = C10 , k = C31 C72 , so the probability is
k C13 C27 21
= = .
n C310 40

Example 1.3.4 Five couples take part in a party, and we randomly select four persons to play a
game. Find the probability that there is at least one couple in four persons.
Solution Let A=” there is at least one couple in four persons”, and A �=” there is no couples in
4 4
�) = 1 − 2 4C5 = 13.
four persons”. Then P(A) = 1 − P(A
C10 21
5
1.4 Conditional probability, Independence of two and several events

Suppose that we are given the information that an event B has occurred, and we want to
compute the probability that another event A occurs. The correct expression should be conditional
probability.

1.4.1 Conditional probability

Definition 1.4.1 (Conditional probability) Let A, B be two events, and P(B) > 0. Conditional
P( A ∩ B)
probability of event A given that another event B has occurred is P( A B) =
P( B)
The conditional probability P(∙ |B) is also a probability, and it satisfies the axioms and
properties in section 1.2. For example, (1) P(A|B) ≥ 0 for any event A; (2) P(S|B) = 1 for
certain event or sample space S; (3) If A1 , A2 , ⋯ , An , ⋯ is a sequence of disjoint events, then
P(⋃∞ ∞
i=1 A i |B) = ∑i=1 P(A i | B). You can verify them by yourself.
Example 1.4.1 There are 3 red balls and 1 white ball in a bag. Now we take only one ball each
time from the bag two times without replacement. Let A=“we get a red ball at the first time” and
B=“we get a red ball at the second time”. Find the conditional probability P(B|A).
P(AB) P23 1
Solution Method 1. By definition 1.4.1, we have P(B|A) = , and P(AB) = = , P(A) =
P(A) P24 2
1
3 2
, so we have P(B|A) = 2
3 = .
4 3
4
Method 2. Because event A has occurred, after the first time that we take one ball from the bag,
2
there are 2 red balls and 1 white ball in the bag, so P(B|A) = .
3

The two method’s results are the same. We can understand the meaning of the conditional
probability by Example 1.4.1.
Example 1.4.2 Let P(A) = 0.7, P(B �) = 0.6, P(AB
�) = 0.5 . Find the conditional probability
P(B|A ∪ B�).
�)
P(B(A∪B P(BA∪(BB� )) P(BA)
�) =
Solution P(B|A ∪ B = = ,
�)
P(A∪B � )−P(AB
P(A)+P(B �) � )−P(AB
P(A)+P(B �)

�) ⇒ P(BA) = P(A) − P(AB

and BA = AB = A − (A − B) = A − (AB �) = 0.7 − 0.5 = 0.2,
0.2
�) =
so we have P(B|A ∪ B = 0.25.
0.7+0.6−0.5

Theorem 1.4.1 (Multiplication Rule) If the events A and B can both occur in an experiment,
then P=
( A ∩ B ) P( A)=
P( B A) P( B) P( A B) .

Theorem 1.4.2(Multiplication Rule) If A1 , A2 , ⋯ , An are events, n ≥ 2 and

P(A1 , A2 ⋯ An−1 ) > 0, then
P(A1 , A2 ⋯ An ) = P(A1 )P(A2 |A1 )P(A3 |A1 A2 ) ⋯ P(An |A1 , A2 ⋯ An−1 ).
�) = 3 , P(B|A) = 1 , P(A|B) = 1, find the probability P(A ∪ B).
Example 1.4.3 If P(A
4 3 2

6
Example 1.4.4 There are 4 red balls and 8 white balls in a bag. We draw the ball three times
without replacement. Find the probability that the color of three balls is same.
Solution Let Ai =“take a red ball at i times”, i = 1,2,3. So the probability that we want to find is
P(A1 A2 A3 ∪ A �1 A
�2A
� 3 ) = P(A1 A2 A3 ) + P(A �1 A
�2A�3)
= P(A1 )P(A2 |A1 )P(A3 |A1 A2 ) + P(A �1 )P(A� 2 |A
�1 )P(A� 3 |A
�1 A
�2)
4 3 2 8 7 6 3
= × × + × × = .
12 11 10 12 11 10 11

The conditional probability expresses that if we are given the information that an event had
occurred, we want to know the probability of the other events. Furthermore, we can give the
concept of independence.

1.4.2 Independence

Definition 1.4.2 (Independent events) Any two events A and B are independent events if and
only if P(A|B) = P(A). Otherwise the events A and B are dependent.
If A and B are independent and P(A)P(B) > 0, i.e. P(A|B) = P(A) then
P(AB) P(AB) P(AB)
= P(A) ⇔ = P(A) ⇔ = P(B) ⇔ P(B|A) = P(B),
P(B) P(B) P(A)

thus B and A are independent, that is to say the independence of two events is symmetric.
Definition 1.4.3 (Independent events) Events A and B are independent if and only if
P(AB) = P(A)P(B).
P(AB)
Proof Events A and B are independent ⇔ P(A|B) = P(A) ⇔ = P(A) ⇔ P(AB) =
P(B)

P(A)P(B).
� and B, A
�, A
Theorem 1.4.3 If events A and B are independent, then the events A and B � and B
�
are all independent events.
Definition 1.4.4 The three events A, B and C are independent if
P( A ∩ B) =
P ( A) P ( B ) , P ( A ∩ C ) =
P ( A) P (C ) , P ( B ∩ C ) =
P ( B ) P (C ) ,

and P( A ∩ B ∩ C ) =P ( A) P ( B ) P (C ) .

If A, B and C are independent events, we say that { A, B, C} is an independent set of events.

Furthermore we can generalize the concept of independence to more events.

Definition 1.4.5 The set of events { A1 , A2 ,  , An } is called mutually independent if for every

subset { A , A , , A } ( k ≥ 2)
i1 i2 ik of { A1 , A2 ,  , An } ,
P( Ai1 ∩ Ai2 ∩  ∩ Aik ) =
P( Ai1 ) P( Ai2 ) P( Aik ) .

We can get the following two properties.

(1) If events A1 , A2 , ⋯ , An are mutually independent, then any part of A1 , A2 , ⋯ , An are
mutually independent.
(2) If events A1 , A2 , ⋯ , An are mutually independent, then the new event group which any
event in A1 , A2 , ⋯ , An is replaced by its complement are also mutually independent.
7
Example 1.4.5 Alice has two red pens, one green pen, and one blue pen. She chooses two pens
without replacement. Let A be the event that she chooses exactly one red pen, and B the event that
she chooses exactly one green pen.
If the pens are called R1, R2, G, B, then S={ R1R2, R1G, R1B, R2G, R2B, GB }
A={ R1G, R1B, R2G, R2B }and B={ R1G, R2G, GB }
We have P(A) = 4/6 = 2/3, P(B) = 3/6 = 1/2, P(A∩B) = 2/6 = 1/3 = P(A)P(B), so A and B are
independent.
Example 1.4.6 An electrical system consists of n parallel connected components. Suppose all
components work independently and the probability of each component works is 0.95. Find the
smallest number n such that the probability of the system works is at least 0.9999.
Solution Let Ai =“the i-th component works”, i = 1,2, ⋯ , n. Then
P(“the system works”) = P(A1 ∪ A2 ∪ ⋯ ∪ An ) = 1 − P(A �����������������������
1 ∪ A2 ∪ ⋯ ∪ An )
� � � )
= 1 − P(A1 A2 ⋯ An = 1 − P(A1 � �
)P(A �
2 ⋯ P(A n )
)
= 1 − �1 − P(A1 )��1 − P(A2 )� ⋯ �1 − P(An )� = 1 − (1 − 0.95)n = 1 − 0.05n
So 1 − 0.05n ≥ 0.9999 ⇒ 0.05n ≤ 0.0001 ⇒ n ≥ 3.07 , because n is an integer, then the
smallest n is 4.
Example 1.4.7 Let events A and B are independent, and P(A) = 0.3, P(B) = 0.4. Find the
probability P(A ∪ B).
Solution P(A ∪ B) = P(A) + P(B) − P(AB) = P(A) + P(B) − P(A)P(B) = 0.3 + 0.4 − 0.3 ×
0.4 = 0.58.
Example 1.4.8 Suppose 0 < 𝑃𝑃(A) < 1. Prove that events A and B are independent if and only if
P(B|A) = P(B|A �).
P(AB) � B)
P(A
�) ⇔
Proof P(B|A) = P(B|A = �)P(AB) = P(A)P(A
⇔ P(A �B) ⇔ �1 − P(A)�P(AB) =
P(A) �)
P(A

P(A)P(B − AB) ⇔ �1 − P(A)�P(AB) = P(A)�P(B) − P(AB)� ⇔ P(AB) = P(A)P(B) ⇔

A, B are indpendent.

1.5 Law of total probability and Bayes’ theorem

The law of total probability is closely related to the Bayes’ theorem. It is a powerful result by
a mathematician named Bayes.
Definition 1.5.1 (Partition) Let S be a sample space of an experiment E, and events
B1 , B2 , ⋯ , Bn forms a partition of the sample space S, if the following conditions hold:
(1)Bi Bj = ∅, i ≠ j, i, j = 1,2, ⋯ , n; (2) B1 ∪ B2 ∪ ⋯ ∪ Bn = S.

Theorem 1.5.1(Law of total probability) Let A be any event, and the events B1 , B2 , ⋯ , Bn form
a partition of the sample space S with P(Bi ) > 0 for all i. Then
n
P(A) = P(B1 )P(A|B1 ) + P(B2 )P(A|B2 ) + ⋯ + P(Bn )P(A|Bn ) = ∑ P( A B ) P( B )
i =1
i i

Example 1.5.1 There are 5 red balls and 4 white balls in the first bag, and 4 red balls and 5 white
balls in the second bag. We take 2 balls from the first bag, and put them in the second bag, then
we take a ball from the second bag. Find the probability that the ball we take from the second bag
8
is white.
Solution Let A=”the ball taking from the second bag is white”, and B1 =”take 2 white balls from
the first bag”, B2 =” take a white ball and a red ball from the first bag”, B3 =” take 2 red balls
from the first bag”
P(A) = P(B1 )P(A|B1 ) + P(B2 )P(A|B2 ) + P(B3 )P(A|B3 ).
C24 1 C14 C15 10 C25 5
We pay attention to P(B1 ) = = , P(B2 ) = = , P(B3 ) = =
C29 6 C29 18 C29 18

7 6 5
and P(A|B1 ) = , P(A|B2 ) = , P(A|B3 ) = . So
11 11 11

1 7 10 6 5 5 53
P(A) = × + × + × = .
6 11 18 11 18 11 99
Theorem 1.5.2 (Bayes’ theorem) Let S be a sample space and A is any event of an experiment
E. The events B1 , B2 , ⋯ , Bn are a partition of the sample space S, and P(A) > 0, 𝑃𝑃(Bi ) > 0, 𝑖𝑖 =
1,2, ⋯ , n, then we have
P( Bi ∩ A) P( Bi ) P( A Bi ) P( Bi ) P( A Bi )
=
P( Bi A) = = n .
∑ P( A Bi ) P( Bi )
P( A) P( A)
i =1

Example 1.5.2 There is a kind of components which be made by factory A and factory B. The
market share of the components made by factory A is 0.8, and by factory is 0.2. Defective rate of
factory A is 0.001, and factory B is 0.003. Now we buy a component, and we have known that the
component is defective, what is the probability that is made by factory A and factory B
respectively?
Solution Let A=“ the component is defective”, B=“ the component is made by factory A”, and
�=“ the component is made by factory A”. From the example we know P(B) = 0.8, P(A|B) =
B
0.001, and P(B �) = 0.2, P(A|B�) = 0.003. So
P(A) = P(B)P(A|B) + P(B �)P(A|B �) = 0.8 × 0.001 + 0.2 × 0.003 = 0.0014.
By Bayes’ formula we have
0.8×0.001
P(B|A) = �|A) = 0.2×0.003 = 0.4286.
= 0.5714, P(B
0.0014 0.0014

Example 1.5.3 Approximately 1% of women aged 40–50 years have breast cancer. A woman
with breast cancer has a 90% chance of a positive test from a mammogram, while a woman
without has a 10% chance of a false-positive result. What is the probability that a woman has
breast cancer given that she just had a positive test?
Solution Let B = “the woman has breast cancer” and A = “a positive test.” We want to calculate P
(B|A). By the Bayes’ formula
P( B  A) P( B) P( A B) 0.01 ⋅ 0.9 1
=
P( B A) = = =
P( A) P( B) P( A B) + P( B ) P( A B ) 0.01 ⋅ 0.9+0.99 ⋅ 0.1 12
or a little less than 9%. This situation comes about because it is much easier to have a positive
result from a false-positive for a healthy woman, which has probability 0.099, than from a woman
with breast cancer having a positive test, which has probability 0.009.
This answer is somewhat surprising. Indeed, when 95 physicians were asked the question
“What is the probability a woman has breast cancer given that she just had a positive test?”, their
average answer was 75%. The two statisticians who carried out this survey indicated that

9
physicians were better able to see the answer when the data were presented in frequency format.
Ten out of 1,000 women have breast cancer. Of these 9will have a positive mammogram.
However, of the remaining 990 women without breast cancer, 99 will have a positive test, and
again we arrive at the answer 9/(9 + 99).

Example 1.5.4 Three factories make 20%, 30%, and 50% of the computer chips for a company.
The probability of a defective chip is 0.04, 0.03, and 0.02 for the three factories. We have a
defective chip. What is the probability that it came from Factory 1?
Solution Let Bi be the event that the chip came from factory i and A the event that the chip is
defective. We want to compute P (B1|A). Adapting the computation from the two previous
examples to the fact that there are now three Bi ,
P (B1 ∩ A) = P (B1)P (A|B1) = 0.2 ・ (0.04) = 0.008
P (B2 ∩ A) = P (B2)P (A|B2) = 0.3 ・ (0.03) = 0.009
P (B3 ∩ A) = P (B3)P (A|B3) = 0.5 ・ (0.02) = 0.010
From this it follows that
P( Bi ) P( A B1 ) 0.008 8
=
P( B1 A) = =
n
0.008 + 0.009 + 0.010 27
∑ P( A Bi ) P( Bi )
i =1

Exercises

1.1 Of two gas stations I and II located at a certain intersection, I has five gas pumps and II has
six gas pumps. On a given time of a day, observe the numbers x and y of pumps in use in
stations I and II, respectively.
(i) Write out the sample space S for this experiment.
(ii) Consider the events A, B, C, and D, defined as follows, and express them in terms of
sample points.
A = “three pumps are in use in station I,”
B = “the number of pumps in use in both stations is the same,”
C = “the number of pumps in use in station II is larger than that in station I,”
D = “the total number of pumps in use in both stations is not greater than 4.”
1.2 At a certain busy airport, denote by A, B, C, and D the events defined as follows:
A = “at least 5 planes are waiting to land,” B = “at most 3 planes are waiting to land,”
C = “at most 2 planes are waiting to land,” D = “exactly 2 planes are waiting to land.”
In terms of the events A, B, C, and D and, perhaps, their complements, express the following
events: E = “at most 4 planes are waiting to land,” F = “at most 1 plane is waiting to land,”
G = “exactly 3 planes are waiting to land,” H = “exactly 4 planes are waiting to land,”
I = “at least 4 planes are waiting to land.”
1.3 Answer true or false. Justify your answer.
(i) If A and B are distinct events (i,e., A ≠ B ) such that A and B C are disjoint, then AC and B
are also disjoint.
(ii) If A and B are disjoint, then AC and B C are also disjoint.
(iii) If A and B are disjoint, and also B and C are disjoint, then A and C are disjoint.

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(iv) If A and B are both contained in C, then C C ⊂ AC  B".
(v) If A is contained in B, C is contained in D , and B is disjoint from D, then A is disjoint from C.
(vi) If A  B C = B C ,then B ⊂ AC .
1.4 In a group of 1000 students of a certain college, 60 take French, 417 take calculus, and 509
take statistics. Moreover, 20 take French and calculus, 17 take French and statistics, and 147
take statistics and calculus. However, 196 students do not take any of these three subjects.
Determine the number of students who take French, calculus, and statistics.
1.5 Select a card at random from a well shuffled poker deck. Let A = “face card” and B = “red
suited card”. What is the probability we get a face card or a red suited card?
1.6 There are two boxes, and 3 white balls and 2 red balls in the first box, and 4 white balls and 4
red balls in the second box. Now take a ball from the first box and put in the second box
randomly, then take a ball from the second box randomly.
(1) Find the probability that taking from the second box is a white ball;
(2) If we have known that the ball taking from the second box is white, find the probability
that the ball taking from the first box is also white.
1.7 Henry has 6 gold coins, 4 silver coins and 3 bronze coins in my pocket. He takes out three
coins at random. What is the probability that they are all of different material? What is the
probability that they are all of the same material?
1.8 Consider a well-shuffled deck of 52 cards, and suppose we draw at random three cards.
What is the probability that at least one is an ace?
1
1.9 Let A, B, C be three events, and P(A) = P(B) = P(C) = , P(AB) = P(BC) = 0 ,
4

1
P(AC) = . Find the probability that at least one of A, B, C occurs.
8
�) = 0.3, P(B) = 0.4, P(AB
1.10 Let P(A �) = 0.5, find the conditional probability P(B|A ∪ B
�).
1 1 1
1.11 Suppose P(A) = , P(B|A) = , P(A|B) = , find the probability P(A ∪ B).
4 3 2

1.12 Find the probability P(A ∪ B) if P(A) = 0.5, P(B) = 0.6 and P(B|A) = 0.8.
1.13 Peter and Tom shoot at a target independently, the probability that Peter hits the target is 0.6
and Tom is 0.5. Now we have known that the target has been hit, find probability that the
target was hit by Peter.
1.14 Suppose events A and B are independent. Prove A � and B� are independent too.
1.15 Suppose events A and B are independent, P(B) = 0.5, P(A − B) = 0.3. Find the probability
P(B − A).
1.16 Suppose events A and B are independent and A and C are independent, BC = Φ, if
1 1
P(A) = P(B) = , P(AC|AB ∪ C) = , find P(C).
2 4

1.17 A random taxi is chosen among all those passing through Tian-An-Men Square on a certain
day. The probability that the taxi is red is 3/100, the sex that the driver is female is 1/5; and
the probability that the taxi is red and the driver is female is 1/50. Find the conditional
probability that the driver is female given that the taxi is red
1.18 Tom has 5 keys, in which two of them can open the door. Now he takes a key randomly and
tries to open the door, find the probability that he opens the door at the third time.

11
1.19 Four people translate a password independently, the probability that each person can
translate this password is 0.2, 0.3, 0.5, 0.7, respectively, find the probability that the password
can be translated.
1.20 There are three machines A, B and C in the workshop to produce the same product, their
defective rates are 0.2, 0.3, 0.1, respectively, the ratio of the number of products they produce
is 2:3:5. Now we randomly take a product and the product has been detected, we have known
that the product is defective, find the probability that the product was produced by factory B.
1.21 In market, two factories A and B make 60% and 40% of a kind of electronic component
respectively. It is known from past experience that 1% and 2% of the components made by
each factory are defective. Now we buy a component randomly in the market, and we have
known that the component is defective, find the probability that the component is made by
factory A.
P(A)
�) =
1.22 Suppose AB = Φ and 0 < 𝑃𝑃(B) < 1, prove P(A|B .
1−P(B)

1.23 If events A, B, C are independent, prove that A ∪ B and C are independent.

1.24 If P(A) = 0.4, P(B) = 0.2, and P(C) = 0.3, calculate the probability P(A ∪ B ∪ C), if
the events A, B, and C are: (i) Pairwise disjoint. (ii) Independent.
1
1.25 If for the events A, B, and C, it so happens that P(A) = P(B) = P(C) = , P(AB) =
2

1 1
P(BC) = P(AC) = and P(ABC) = , determine whether or not these events are
4 6

independent. Justify your answer.

1.26 Suppose that 1 in 1000 of the population is a carrier of the disease. Suppose also that the
probability that a carrier tests negative is 1%, while the probability that a non-carrier tests
positive is 5%. (A test achieving these values would be regarded as very successful.) (1) A
patient has just had a positive test result. What is the probability that the patient is a carrier?
(2) A patient has just had a negative test result. What is the probability that the patient is a
carrier?
1.27 Electric current is transmitted from point A to point B, provided at least one of the circuits
#1 through #n here is closed. It is assumed that the n circuits close independently of each
other and with respective probabilities p1, . . . , pn.

Determine the following probabilities:

(i) No circuit is closed. (ii) At least one circuit is closed. (iii) Exactly one circuit is closed.
(iv) How do the expressions in parts (i)–(iii) simplify if p1 = … =pn = p?
(v) What are the numerical values in part (iv) for n = 5 and p = 0.6?

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