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Probability

The likelihood of the occurrence of an event resulting from such a statistical

experiment is evaluated by means of a set of real numbers, called weights or
probabilities, ranging from 0 to 1.

To every point in the sample space we assign a probability such that the sum
of all probabilities is 1. If we have reason to believe that a certain sample point
is quite likely to occur when the experiment is conducted, the probability
assigned should be close to 1. On the other hand, a probability closer to 0 is
assigned to a sample point that is not likely to occur.

Definition: Probabilities of an event A is the sum of the weights of all sample

points in A. Therefore

0 ≤ P(A) ≤ 1, P(∅) = 0, P(S) = 1

Furthermore, if �1 �2 �3 is a sequence of mutually exclusive events, then

P(�1 ��2 ��3 �) = �(�1 ) + �(�2 ) + �(�3 ) + . . . .

Example: A coin is tossed twice. What is the probability that at least 1 head
occur?
If A represents the event of at least 1 head occurring, then

1 1 1 3
A = {HH, HT, TH} and P(A) = 4 + 4 + 4 = 4

Rule: If an experiment can result in any one of N different equally likely

outcomes, and if exactly n of those outcomes correspond to event A, then the
probability of an event A is

n
P(A) =
N

Example 1: A box contains 500 envelopes of which 75 contain $100 in cash,

150 contain $25 and 275 contain $10. An envelope may be purchased for $25.
What is the sample space for different amounts of money? Assign probabilities
to the sample points and then find the probability that the first envelope
purchased contains less than $100.

S = { $10, $25, $100}

A = {10}
B = {$25}
C = {100}
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275
P(A) = = 0.55
500
150
P(B) = = 0.30
500
75
P(C) = = 0.15
500

17
P(A ∪ B) = P(A) + P(B) = 0.55 + 0.30 =
20

Example 2: In a poker hand consisting of 5 cards, find the probability of holding 3 aces and 2 queens

The number of ways of being dealt 3 aces from 4 cards

4!
4C3 = =4 {HDC, HDS, CSD, HCS}
3!1!

The number of ways of 2 queens being dealt

4!
4C2 = = 6 {HD, HS, HC, DS, DC, SC}
2!2!

The total number ways to arrange the 5 card in the poker, all of which are equally
likely
52!
52C5 = =2,598,960
5!47!

The probability of getting 2 queens and 3 aces in a 5-card poker hand is

n = 6 x 4 = 24
24
P(C) = = 0.9 x 10−5
2,598,960

If the outcome of an experiment are not equally likely to occur, according to the
relative frequency definition of probability, the true probabilities would be fractions
of heads and tails that occur in the long run

The use of intuition, personal belief and other indirect information in arriving at
probabilities is referred to as the subjective definition of probability

Some examples: find the probability that the password is “ABCDE” if letters cannot
be repeated

The possible passwords are now arrangement of 5 objects taken from 26. Thus the
order is important.

26!
Thus 26P5 = (26−5)!
= 7,893,600 (number in sample space)
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1
P(α) =
7,893,600

3. What is the probability of choosing 14 hearts from a standard deck of 52 playing

cards?
0

4. The following table gives the percentage of toys sold in a department store toy’s
section according to the ages for which the toys are appropriate

Age(Years) Percentage of toys sold

Under 3 15%
3-5 22%
6-9 27%
10-12 14%
Over 12 22%

What is the probability that a toy is purchased for someone

(a) 6 years old or older
(b) 12 years old or younger

(c) Between 3 and 9 years old

(d) Between 6 and 12 years old

a. P = . 27 + . 14 + . 22 = 0.63
b. P = 0.15 + 0.22 + 0.27 + 0.14 = 0.78
c. P = 0.22 + 0.27 = 0.49
d. P = 0.27 + 0.14 = 0.41

1. Additive Rule

Several important laws that frequently simplify the computation of probabilities

follow. The first, called the additive rule, applies to the union of events

Theorem 2.7: If A and B are two events, then

P(AUB) = P(A) + P(B) − P(A ∩ B)

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A A∩ B B

Corollary 1. If A and B are mutually exclusive then

P(A ∪ B) = P(A) + P(B)

A∩B=0 P(A ∩ B) = P(∅) = 0

Corollary 2. If �1 , �2 ,…An are mutually exclusive , then

P(A1 ∪ A2 . . . ∪ An ) = P(A1 ) + P(A2 ) + . . . + P(An ) = P(S) = 1

Theorem For three events A, B and C

P(A ∪ B ∪ C) = P(A) + P(B) + P(C) − P(A ∩ B) − P(A ∩ C)

−P(B ∩ C) + P(A ∩ B ∩ C)

What is the probability of getting a total of 7 or 11 when a pair of dice is tossed?

1 1 2
P(A ∪ B) = P(A) + P(B) = + =
6 18 9

-----------------------------------------------------------------------------------------------------------------
Theorem: If A and A’ are complementary events, then P(A) + P(A') = 1

Example 2. The probability that an American industry will locate in Shanghai, China is
0.7, the probability that it will locate in Beijing, China is 0.4, and the probability that
it will locate in either Shanghai or Beijing or both is 0.8. What is the probability that
the industry will locate

(a) In both cities?

(b) In neither city?
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(a)
P(AUB) = P(A) + P(B) − P(A ∩ B)
P(A ∩ B) = P(A) + P(B) − P(AUB)
P(A ∩ B) = 0.7 + 0.4 − 0.8
P(A ∩ B) = 0.3

A B

0.7 0.3 0.4

(b) P(A ∪ B) = 0.8

P(A ∪ B)' = 1 − 0.8 = 0.2

3. It is common in many industrial areas to use a filling machine to fill boxes full of
product. This occurs in the food industry as well as other areas in which the product
is used in the home, for example, detergent. These machines are not perfect, and
indeed they may A, fill to specification, B, underfill, and C, overfill. Generally the
practice of underfiling is that which one hopes to avoid. Let P(B) = 0.001 while
P(A) = 0.990

(a) Give P(C)

(b) What is the probability that the machine does not underfill?
(c) What is the probability that the machine either overfills or underfills?

(a) P(C) = 1 − (P(A) + P(B)) = 1 − 0.001 − . 990 = 9 × 10−3

(b) P(B)' = 1 − P(B) = 1 − 0.001 = 0.999
(c) P(A ∪ C) = P(B) + P(C) = 0.001 + 9 × 10−3 = 0.01

Conditional Probability

The probability of an event B occurring when it is known that some event A has
occurred is called a conditional probability and is denoted by P(B|A) which can be
read as the probability of B given A
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Given:
P(A ∩ B)
P(B|A) =
P(A)
Given the population of adults in a small town who have completed the
requirements for a college degree. We shall categorized them according to gender
and employment status. The data are given in table

Categorization of the Adults in a Small Town

Employed Unemployed Total

Male 460 40 500
Female 140 260 400
Total 600 300 900

One of these individuals is to be selected at random for a tour throughout the

country to publicize the advantages of establishing new industries in the town. We
shall be concerned with the following events

M: a man is chosen
E: the one chosen is employed

Using the reduced sample space E, we find that

460
P(M|E) =
600

P(E ∩ M) n(E ∩ M/n(S)

P(M|E) = =
P(E) n(E)/n(S)
460/900 23
= =
600/900 30

Independent Events

Definition: Two events A and B are independent if and only if

P(B|A) = P(B) or P(A|B) = P(A)

Assuming the existences of the conditional probabilities. Otherwise, A and B are

dependent.

Consider an experiment in which 2 cards are drawn in succession from an ordinary

deck, with replacement. The events are defined as
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A. The first card is an ace

B. The second card is a spade

13 1 13 1
P(B|A) = = P(B) = =
52 4 52 4

That is, P(B|A) = P(B). When this is true, the events A and B are said to be
independent

Similarly the P(A|B) = P(A)

Where:
1
P(A|B) = P(A) =
13
In other words, the occurrence of B had no impact on the odds of occurrence of A

The Product Rule or the Multiplicative Rule

Theorem 1: If an experiment the events A and B can both occur, then

�(� ∩ �) = �(�)�(�|�), provided �(�) > 0

The probability that both A and B occur is equal to the probability that A occurs
multiplied by the conditional probability that B occurs given that A occurs.

Since the event � ∩ � ��� � ∩ � are equivalent

Then

P(A ∩ B) = P(B ∩ A) = P(B)P(A|B)

Example: One bag contains 4 white balls and 3 black balls, and a second bag contains
3 white balls and 5 white balls. One ball is drawn from the first bag and placed
unseen in the second bag. What is the probability that a ball now drawn from the
second bag is black.

It can be illustrated :

P(B1 ∩ B2 ) or (W1 ∩ B2 ) = P(B1 ∩ B2 ) + P(W1 ∩ B2 )

= P(B1 )P(B2 |B1 ) + P(W1 )P(B2 |W1 )
3 6 4 5 38
= 9
+ 9
= 63
7 7
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Theorem 2: Two events A and B are independent if and only if

P(A ∩ B) = P(A)P(B)

Therefore, to obtain the probability that two independent events will both occur, we
simply find find the product of their individual probabilities.

Example: An electrical system consists of four components as illustrated in figure

0.8

0.9 0.9

A B

0.8

The system works if components A and B work and either of the components C or D
D
works. The reliability(probability of working) of each component is also shown in the
figure. FInd the probability (a) the entire system works and (b) the component Cdoes
not work, given that the entire system works. Assume that the four components
work independently.

(a) The probability that the entire system work if

P[A ∩ B ∩ (C ∪ D)] = P(A)P(B)P(CUD)

= P(A)P(B)[1 − P(C' ∩ D')]
= P(A)P(B)[1 − P(C')P(D')]
= (0.9)(0.9)[1 − (1 − 0.8)(1 − 0.8)]
= 0.7776

Miscellaneous examples

1. A random sample of 200 adults are classified below by sex and their level of
education attained.

Education Male Female

Elementary 38 45
Secondary 28 50
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College 22 17

If a person is picked at random from this group, find the probability that
(a) The person is male, given that the person has a secondary education

Let M be the event for male F for female, E for elementary, B secondary and C for
College.

�(�∩�) �(�∩�)/�(�)
Then P(M|S)=
�(�)
= �(�)/�(�)
28/200 28 14
= = =
78/200 78 39

(b) The person does not have a college degree, given that a person is a female

P(E∪B)∩F n((E∪B)∩F/n(S)
Then P((E ∪ B)|F) = =
P(F) n(F)/n(S)
95/200
= = 0.848
112/200

2. A town has two fire engines operating independently. The probability that a
specific engine is available when needed is 0.96

(a) What is the probability that neither is available when needed?

Let A denote that 1st specific engine is available when needed

Let B denote that 2nd specific engine is available when needed

P(A' ∩ B') = P(A')P(B') = 0.04 x 0.04 = 0.0016

(b) What is the probability that a fire engine is available when needed?

P(AUB) = 1 − P(A' ∩ B') = 0.9984

3. The probability that a doctor correctly diagnoses a particular illness is 0.7. Given
that the doctor makes an incorrect diagnoses, the probability that the patient files a
lawsuit is 0.9. What is the probability that the doctor makes an incorrect diagnosis
and the patient sues

P(A|B) = 0.9
P(B') = 0.3

P(A ∩ B) = P(A|B)P(B) = 0.9 x 0.3 = 0.27

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4. In a certain college , 14% of students take programming and design classes, and
67% take design class. What is the probability that a student taking design also take
programming

P(A ∩ B) = 0.14
P(B) = 0.67
P(A ∩ B) 0.14
P(B|A) = =
P(B) 0.67
P(B|A) = 0.21

Resource:

Probabilities and Statistics for Engineers and Scientist (Ronald Walpole and Raymond
Myers)
Essential Mathematics for the modern world(Rizaldi Nocon, Ederlina Nocon)