19U401- CO1 Probability

Probability deals with unpredictability and randomness, and probability theory is the branch of
mathematics that is concerned with the study of random phenomena. A random phenomenon is
one that, under repeated observation, yields different outcomes that are not deterministically
predictable. However, these outcomes obey certain conditions of statistical regularity whereby
the relative frequency of occurrence of the possible outcomes is approximately predictable.
Examples of these random phenomena include the number of electronic mail (e-mail) messages
received by all employees of a company in one day, the number of phone calls arriving at the
university‟s switchboard over a given period, the number of components of a system that fail
within a given interval, and the number of A‟s that a student can receive in one academic year.

Noise is an unwanted signal. A message transmitted from a source passes through a channel
where it is subject to different kinds of random disturbances that can introduce errors in the
message received at the sink. That is, channel noise corrupts messages

Since noise is a random signal, one of the performance issues is the probability that the received
message was not corrupted by noise. Thus, probability plays an important role in evaluating the
performance of noisy communication channels.

According to the preceding definition, the fundamental issue in random phenomena is the idea of
a repeated experiment with a set of possible outcomes or events. Associated with each of these
events is a real number called the probability of the event that is related to the frequency of
occurrence of the event in a long sequence of repeated trials of the experiment

Random experiment

In probability, an experiment is any process of trial and observation. An experiment whose

outcome is uncertain before it is performed is called a random experiment.
Examples:

Experiment: Toss a coin three times and note the sequence of heads and tails.

S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}

Experiment: Toss a coin three times and note the number of heads.

S = {0, 1, 2, 3}

Experiment: Count the number of voice packets containing only silence produced from a group of N speakers in
a 10-ms period.

S= { 0, 1, 2, ...... , N}

Experiment: A block of information is transmitted repeatedly over a noisy channel until an error-free block
arrives at the receiver. Count the number of transmissions required.

S= { 0, 1, 2, ...... }

 {H}—rolling the die and getting heads,

 {T}—rolling the die and getting tails,
 {H,T}—rolling the die and getting either heads or tails.
Sample space is {H, T }

Event Space =

Probability
Probability is used to quantify the likelihood, or chance, that an outcome of a random
experiment will occur. “The chance of rain today is 30%‟‟ is a statement that quantifies our
feeling about the possibility of rain. The likelihood of an outcome is quantified by assigning a
number from the interval [0, 1] to the outcome (or a percentage from 0 to 100%). Higher numbers
indicate that the outcome is more likely than lower numbers. A 0 indicates an outcome
will not occur. A probability of 1 indicates an outcome will occur with certainty.
Classical Definition

Additive rule

Mutually exclusive events

Two events, A and B are said to be mutually exclusive if they cannot occur together. i.e. if the occurrence of one
of the events precludes the occurrence of all others, then such a set of events is said to be mutually exclusive.

Example. In tossing a die, both head and tail cannot happen at the same time

Note: If A and B are mutually exclusive, A ∩ B = φ and then P(A ∩ B) = P(φ) = 0

Equally Likely Events: If one of the events cannot be expected to happen in preference to another, then such
events are said to be Equally Likely Events.( Or) Each outcome of the random experiment has an equal chance of
occuring. Ex. In tossing a coin, the coming of the head or the tail is equally likely.
Problems

1. A sample of two printed circuit boards is selected without replacement from a

batch. Describe the (ordered) sample space for each of the following batches:

(a) The batch contains 90 boards that are not defective, 8 boards with minor defects,
and 2 boards with major defects

(b) The batch contains 90 boards that are not defective, 8 boards with minor defects, and
1 board with major defects.

Let g denote a good board, m a board with minor defects, and j a board with major defects.

(a) S = {gg, gm, gj, mg, mm, mj, jg, jm, jj}
(b) S ={gg,gm,gj,mg,mm,mj,jg,jm}
2. A computer system uses passwords that are six characters, and each character is one of the
26 letters (a–z) or 10 integers (0–9). Uppercase letters are not used. Let A denote the event that a
password begins with a vowel (either a, e, i, o, or u), and let B denote the event that a password
ends with an even number (either 0, 2, 4, 6, or 8). Suppose a hacker selects a password at
random. Let C be the event password starts with a consonant. Determine the following
probabilities:

(a) P(A) (b) P(B) c) P(C) (d) P(A B) (e) P(A B) (f) P(A C) g) P(A C)

(a) 5/36 (b) 5/36 (c) 21/36

(d) P ( A  B )  P ( A) P ( B )  25 / 1296

(e) P ( A  B )  P ( A)  P ( B )  P ( A) P ( B )  10 / 36  25 / 1296

(f) P ( A  C ) = 0

(g) P(A  C)= P ( A)  P ( C ) = 5/36+ 21/36

Independent events

Two events are said to be independent, if happening or failure of one does not affect the happening or failure of
the other.

If A and B are independent events P{A/B]=P[A}

Problems:
1. A maintenance firm has gathered the following information regarding the failure
mechanisms for air conditioning systems: The units without evidence of gas leaks or
electrical failure showed other types of failure. If this is a representative sample of AC
failure, find the probability
(a) That failure involves a gas leak
(b) That there is evidence of electrical failure given that there was a gas leak
(c) That there is evidence of a gas leak given that there is evidence of electrical failure

(a) P(gas leak) = (55 + 32)/107 = 0.813

(b) P(electric failure | gas leak) = (55/107)/(87/107) = 0.632

(c) P(gas leak | electric failure) = (55/107)/(72/107) = 0.764

2. An Internet packet travels from its source to router 1, from router 1 to router 2, and from router 2
to its destination. If routers drop packets independently with probability p, what is the probability
that a packet is successfully transmitted from its source to its destination?

Solution.
A packet is successfully transmitted if and only if neither router drops it.
let Di denote the event that the packet is dropped by router i=1,2.
Let S denote the event that the packet is successfully transmitted.
Then S occurs if and only if the packet is not dropped by router 1 and it is not dropped by router 2.
P(S)

Theorem 1.10: Law of total Probability

Let B1, B2, …, BN be mutually exclusive events whose union equals the
sample space S, and suppose each of Bi „s has nonzero probability of
occurrence, and let A be event associated with all B‟s then

P(A)= i P(A | Bi) * P(Bi)

Proof:

EventsB1, B2, …, BN are mutually exclusive events whose union equals the sample space S. We
refer to these sets as a partition of S.
Theorem 1.11: Bayes Theorem

Let B1, B2, …, BN be mutually exclusive events whose union equals the sample space S, where all the
events B1, B2, …, BN have nonzero probability of occurrence and they form a partition of S. Let A be
any event associated with S, then according to Baye‟s theorem

Problems:

1.

An insurance company rents 35% of the cars for its customers from agency I and 65% from agency II. If
8% of the cars of agency I and 5% of the cars of agency II break down during the rental periods, what is
the probability that a car rented by this insurance company breaks down?

2.

A student buys 1000 integrated circuits (ICs) from supplier A, 2000 ICs from supplier B, and 3000 ICs
from supplier C. He tested the ICs and found that the conditional probability of an IC being defective
depends on the supplier from whom it was bought. Specifically, given that an IC came from supplier A,
the probability that it is defective is 0.05; given that an IC came from supplier B, the probability that it
is defective is 0.10; and given that an IC came from supplier C, the probability that it is defective is
0.10. If the ICs from the three suppliers are mixed together and one is selected at random, what is the
probability that it is defective ? Given that a randomly selected IC is defective, what is the probability
that it came from supplier A? Given that a randomly selected IC is defective, what is the probability that
it came from supplier B? Given that a randomly selected IC is defective, what is the probability that it
came from supplier C?

Solution:

Let A, B, and C, denote ICs came from supplier A, B and C respectively.

Let D denote IC is defective

3.

A research says , the overall risk of developing lung cancer is about 0.1%. Among the 20% of the
population who are smokers, the risk is about 0.4%. What is the risk that a non-smoker will develop
lung cancer?

Solution:

in other words, a 250 in a million risk.

4.

Suppose traffic engineers have coordinated the timing of two traffic lights to encourage a run of green
lights. In particular, the timing was designed so that with probability 0.8 a driver will find the second
light to have the same color as the first. Assuming the first light is equally likely to be red or green,
what is the probability P[G 2] that the second light is green? Also, what is P[W], the probability that
you wait for at least one light? Lastly, what is P[G1|R2], the conditional probability of a green first light
given a red second light?

5. A university has twice as many undergraduate students as graduate students. Twenty five percent of
the graduate students live on campus, and 10% of the undergraduate students live on campus.

a. If a student is chosen at random from the student population, what is the probability that the
student is an undergraduate student living on campus?
b. If a student living on campus is chosen at random, what is the probability that
the student is a graduate student?
Solution:
The proportion of undergraduate students in the population is 2/3,
and the proportion of graduate students is 1/3.
Let G denotes graduate students,
U denotes undergraduate students,
ON denotes living on campus,
and OFF denotes living off campus.

a)
b)

Reliability

Independent trials can also be used to describe reliability problems in which we would like to
calculate the probability that a particular operation succeeds. The operation consists of n
components and each component succeeds with probability p, independent of any other
component. Let Wi denote the event that component i succeeds. There are two basic types of
operations
Problem:
An operation consists of two redundant parts. The first part has two components in series (W1
and W2) and the second part has two components in series (W 3 and W4). All components
succeed with probability p = 0.9. Draw a diagram of the operation and calculate the probability
that the operation succeeds.

We can create an equivalent component, W5, with probability of success p5 by observing that
for the combination of W1 and W2,

P [W5] = p5 = P[W1W2] = p2 = 0.81

Similarly, the combination of W3 and W4 in series produces an equivalent component, W6, with
probability of success p6 = p5 = 0.81.

The entire operation then consists of W5 and W6 in parallel which is also shown in Figure.

The success probability of the operation is

P [W] = 1 - (1 - p5)2 = 0.964

Review Problems
1. Two coins are tossed. Let A denote the event “at most one head on the two tosses,” and let B
denote the event “one head and one tail in both tosses.” Are A and B independent events?
2.

Proof

Similarly for other two cases can be proved

Hint: Use
3.

Solution:

Similarly obtain (c) and (d) can be obtained from b) and c)