Total probability theorem

Statement:
If are mutually exclusive and exhaustive events and is any event in
then is called the total probability of event and

That is ∑
Proof:
is any event in Given are mutually exclusive and exhaustive events.

Since are mutually exclusive, are

also mutually exclusive events.

[ ] { }

∑ …(1)

By using the conditional probability,

Using equation (2) in equation (1),

∑
Bayes Theorem:

If are mutually exclusive and exhaustive events such that

and is any event in and is any event in which then

∑
Proof:

is any event in

Since are mutually exclusive, are

also mutually exclusive events.

[ ] { }

∑ …(1)

By using the conditional probability,

Using equation (2) in equation (1),

By using the conditional probability,

Using equation (2) and (3) in equation (4),

∑
Example: 1
Bag 1 contains 8 red and 4 blue balls and bag 2 contains 5red and 10 blue balls. One bag
is selected at random and two balls are drawn from it. Find the probability that both balls
are red.
Solution:
be the event of selecting bag1 and be the event of choosing bag 2.
Let be the event of drawing 2 red balls.
Our aim is to find
Given: One bag is chosen at random.

The probability drawing 2 red balls from bag 1 if the bag 1 is chosen

The probability drawing 2 red balls from bag 2 if the bag 2 is chosen.

By using total probability theorem,

[ ]

Example: 2.
A factory has two machines I and II. Machine I produces 40% of the output and Machine II
produces 60% of the output. Further 4% of the items produced by the machine I are
defective and 5% produced by Machine II are defective. If an item is drawn at random, find
the probability that it is a defective item.
Solution:
Let be the event that the items are produced by the machine I and be the event that
the items are produced by the machine II.
Let be the event of drawing a defective item.
Our aim is to find the probability that the item drawn is defective. That is to find
Given:

By using total probability,

Example: 3