LECTURE 4

Independent events

An event B is said to be independent from an event A if appearance of the event A does not change
the probability of the event B, i.e. if the conditional probability of the event B is equal to its
unconditional probability:
PA(B) = P(B) (*)

Since P(A)  PA(B) = P(B)  PB(A), by using (*) we have P(A)  P(B) = P(B)  PB(A) and
consequently PB(A) = P(A), i.e. the event A does not depend from the event B.
Thus, if an event B does not depend from an event A then the event A does not depend from the
event B; this means that the property of independence is mutual.

For independent events theorem of multiplication P(AB) = P(A)  PA(B) has the following form:

P(AB) = P(A)  P(B) (**)

i.e. the probability of joint appearance of two independent events is equal to the product of the
probabilities of these events. The equality (**) is accepted as a definition of independent events.
Two events are independent if the probability of their joint appearance is equal to the product of
the probabilities of these events; otherwise they are dependent.
At practice one concludes on independence of events on the sense of a problem. For example, the
probability of hit in a target by each of two guns does not depend on that whether another gun has
hit in the target, therefore the events «the first gun has hit in the target» and «the second gun has
hit in the target» are independent.

Example. Find the probability of joint hit in a target by two guns if the probability of hit in the
target by the first gun (the event A) is equal to 0,8; and by the second gun (the event B) – 0,7.
Solution: The events A and B are independent, therefore by theorem of multiplication, the required
probability P(AB) = P(A)  P(B) = 0,8  0,7 = 0,56.

Remark. If events A and B are independent, the events A and B , A and B, A and B are also
independent.
Proof of Remark:
A  AB  AB  P( A)  P( AB)  P( AB)  P( AB)  P( A)  P( B).
Then we have P( AB)  P( A)  [1  P( B)]  P( A)  P( B), i.e. the events A and B are
independent. 

Several events are pairwise independent if each two of them are independent. For example, events
A, B and C are pairwise independent if the events A and B, A and C, B and C are independent.
Several events are independent in union (or just independent) if each two of them are independent
and each event and all possible products of the rest events are independent. For example, if events
A1, A2 and A3 are independent in union then the events A1 and A2, A1 and A3, A2 and A3, A1 and
A2A3, A2 and A1A3, A3 and A1A2 are independent.
Let's underline that a pairwise independence of several events does not imply their independence
in union in general, i.e. the demand of independence of events in union is stronger than the demand
of their pairwise independence.

Example. There are 4 coloured balls in an urn: one ball is coloured in red colour (A), one ball is
coloured in blue colour (B), one ball is coloured in black colour (C) and one ball – in all these three
colours (ABC). Find the probability that a ball extracted at random from the urn has red colour.
Since two of four balls have red colour, P(A) = 2/4 = 1/2. Reasoning analogously, we have P(B) =
1/2, P(C) = 1/2. Assume now that the taken ball has blue colour, i.e. the event B has already
happened. Is the probability that the extracted ball has red colour changed, i.e. is the probability
of the event A changed? One ball of two balls having blue colour has also red colour, therefore the
probability of the event A is still equal to 1/2. In other words, the conditional probability of the
event A calculated in assumption that the event B has happened is equal to its unconditional
probability. Consequently, the events A and B are independent. By analogy we have that the events
A and C, B and C are independent. Thus, the events A, B and C are pairwise independent. Are these
events independent in union? Let the extracted ball have two colours, for example, blue and black.
What is the probability that this ball has also red colour? Since only one ball is coloured in all three
colours, therefore the taken ball has also red colour. Thus, assuming that the events B and C have
happened, we have the event A will necessarily happen. Consequently, this event is reliable and
its probability is equal to 1. In other words, the conditional probability PBC(A) = 1 of the event A
is not equal to its unconditional probability P(A) = 1/2. Thus, the pairwise independent events A,
B and C are not independent in union.

Corollary. The probability of joint appearance of several events that are independent in union is
equal to the product of the probabilities of these events:

P(A1A2…An) = P(A1)  P(A2)  … P(An).

Remark. If events A1, A2, …, An are independent in union, then the opposite to them events
A1 , A2 , …, An are also independent in union.

Example. Find the probability of a joint appearance of heads at tossing two coins.
Solution: The probability of appearance of heads on the first coin (the event A) P(A) = 1/2. The
probability of appearance of heads on the second coin (the event B) P(B) = 1/2. The events A and
B are independent; therefore the required probability by theorem of multiplication is equal to:
P(AB) = P(A) P(B) = 1/2  1/2 = 1/4.

Example. There are 3 boxes containing 10 items each. There are 8 standard items in the first box,
7 – in the second and 9 – in the third box. One takes at random on one item from each box. Find
the probability that all three taken items will be standard.
Solution: The probability that a standard item has been taken from the first box (the event A) P(A)
= 8/10 = 0,8. The probability that a standard item has been taken from the second box (the event
B) P(B) = 7/10 = 0,7. The probability that a standard item has been taken from the third box (the
event C) P(C) = 9/10 = 0,9. Since the events A, B and C are independent in union, the required
probability (by theorem of multiplication) is equal to:
P(ABC) = P(A)  P(B)  P(C) = 0,8  0,7  0,9 = 0,504.

Probability of appearance of at least one event

Let as a result of a trial n events independent in union or some of them (in particular, only one or
none) can appear, so that the probabilities of appearance of each of the events are known. How
can we find the probability that at least one of these events will happen? For example, if as a result
of a trial three events can appear, then an appearance of at least one of these events means an
appearance of either one, or two, or three events. The answer on the posed question is given by the
following theorem.
Theorem. The probability of appearance of at least one of the events A1, A2, …, An independent in
union is equal to the difference between 1 and the product of the probabilities of the opposite
events A1 , A2 ,..., An :
 P(A) = 1 – q1q2…qn

where A is the appearance of at least one of the events A1, A2, …, An; P( Ai )  qi , i  1, n .
Partial case. If the events A1, A2, …, An have the same probability which is equal to p then the
probability of appearance of at least one of these events:

P(A) = 1 – qn

where A is the appearance of at least one of the events A1, A2, …, An ;

P( Ai )  q  1  p, i  1, n .

Example. The probabilities of hit in a target at shooting by three guns are the following: p1 = 0,8;
p2 = 0,7; p3 = 0,9. Find the probability of at least one hit (the event A) at one shot by all three guns.
Solution: The probability of hit in the target by each of the guns doesn’t depend on results of
shooting by other guns, therefore the considered events A1 (hit by the first gun), A2 (hit by the
second gun) and A3 (hit by the third gun) are independent in union. The probabilities of events
which are opposite to the events A1, A2 and A3 (i.e. the probabilities of misses) are equal
respectively:
q1 = 1 – p1 = 1 – 0,8 = 0,2; q2 = 1 – p2 = 1 – 0,7 = 0,3;
q3 = 1 – p3 = 1 – 0,9 = 0,1.
The required probability P(A) = 1 – q1q2q3 = 1 – 0,2  0,3  0,1 = 0,994.

Example. There are 4 flat-printing machines at typography. For each machine the probability that
it works at the present time is equal to 0,9. Find the probability that at least one machine works at
the present time (the event A).
Solution: The events «a machine works» and «a machine doesn’t work» (at the present time) are
opposite, therefore the sum of their probabilities is equal to 1: p + q = 1. Consequently, the
probability that a machine doesn’t work at the present time is equal to q = 1 – p = 1 – 0,9 = 0,1.
The required probability P(A) = 1 – q4 = 1 – (0,1)4 = 0, 9999.

Example. A student looks for one formula necessary to him in three directories. The probability
that the formula is contained in the first, second and third directories, is equal to 0,6; 0,7 and 0,8
respectively. Find the probability that the formula is contained:
a) only in one directory (the event A);
b) only in two directories (the event B);
c) in all the directories (the event C);
d) at least in one directory (the event D);
e) neither of the directories (the event E).
Solution: Consider elementary events and their probabilities:
А1 – the formula is in the first directory, P ( A1 )  0,6; P( A1 )  1  0,6  0,4;
А2 – the formula is in the second directory, P( A2 )  0,7; P( A2 )  1  0,7  0,3;
А3 – the formula is in the third directory, P( A3 )  0,8; P( A3 )  1  0,8  0,2.

Express all the events A–E by the elementary events and their negations, and apply the above-
stated theorems:
a) A  A1  A2  A3  A1  A2  A3  A1  A2  A3 ,
 P( A)  P( A1  A2  A3 )  P( A1  A2  A3 )  P( A1  A2  A3 ) 
 P( A1 )  P( A2 )  P( A3 )  P( A1 )  P( A2 )  P( A3 )  P( A1 )  P( A2 )  P( A3 ) 
 0,6  0,3  0,2  0,4  0,7  0,2  0,4  0,3  0,8  0,188.
b) B  A1  A2  A3  A1  A2  A3  A1  A2  A3 ,
P( B)  P( A1  A2  A3 )  P( A1  A2  A3 )  P( A1  A2  A3 ) 
 P( A1 )  P( A2 )  P( A3 )  P( A1 )  P( A2 )  P( A3 )  P( A1 )  P( A2 )  P( A3 ) 
 0,6  0,7  0,2  0,6  0,3  0,8  0,4  0,7  0,8  0,452.
c) C  A1  A2  A3 ,
P(C )  P( A1  A2  A3 )  P( A1 )  P( A2 )  P( A3 )  0,6  0,7  0,8  0,336.
d) P( D)  1  P( A1 )  P( A2 )  P( A3 )  1  0,4  0,3  0,2  0,976.
e) E  A1  A2  A3 , P( E )  0,4  0,3  0,2  0,024.

Glossary
independent events – независимые события
mutual – взаимный; independent in union – независимые в совокупности
flat-printing machine – плоскопечатная машина
directory – справочник

Exercises for Seminar 4

4.1. The probability that a shooter hit in a target at one shot is equal to 0,9. The shooter has made
3 shots. Find the probability that all 3 shots will strike the target.

4.2. A coin and a die are tossed. Find the probability of joint appearance of the following events:
«the coin lands on heads» and «the die lands on 6».

4.3. What is the probability that at tossing three dice 6 aces will appear at least on one of the dice
(the event А)?
The answer: 0,421.

4.4. There are 8 standard items in a batch of 10 items. Find the probability that there is at least one
standard item among two randomly taken items.

4.5. Two dice are rolled. What is the conditional probability that at least one lands on 6 given that
the dice land on different numbers?

4.6. The probability of hit in a target by the first shooter at one shot is equal to 0,8, and by the
second shooter – 0,6. Find the probability that the target will be struck only with one shooter.
The answer: 0,44.

4.7. The probability to receive high dividends under shares at the first enterprise – 0,2; on the
second – 0,35; on the third – 0,15. Determine the probability that a shareholder having shares of
all the enterprises will receive high dividends:
a) only at one enterprise;
b) at least on one enterprise (a share – акция).
The answer: a) 0,4265; b) 0,558.
4.8. The first brigade has 6 tractors, and the second – 9. One tractor demands repair in each brigade.
A tractor is chosen at random from each brigade. What is the probability that:
a) both chosen tractors are serviceable;
b) one of the chosen tractors demands repair (serviceable – исправный).
The answer: a) 20/27; b) 13/54.

Exercises for Homework 4

4.9. There are items in two boxes: in the first – 10 (3 of them are standard), in the second – 15 (6
of them are standard). One takes out at random on one item from each box. Find the probability
that both items will be standard.
The answer: 0,12.

4.10. There are 3 television cameras in a TV studio. For each camera the probability that it is
turned on at present, is equal to p = 0,6. Find the probability that at least one camera is turned on
at present (the event А).
The answer: 0,936.

4.11. What is the probability that at least one of a pair of dice lands on 6, given that the sum of the
dice is 8?
The answer: 0,4.

4.12. 10 of 20 savings banks are located behind a city boundary. 5 savings banks are randomly
selected for an inspection. What is the probability that among the selected banks appears inside
the city:
a) 3 savings banks; b) at least one?
The answer: a) 0,348; b) 0,984.

4.13. There are 16 items made by the factory № 1 and 4 items of the factory № 2 at a collector.
Two items are randomly taken. Find the probability that at least one of them has been made by the
factory № 1.
The answer: 92/95.

4.14. Three buyers went in a shop. The probability that each buyer makes purchases is equal to
0,3. Find the probability that:
a) two of them will make purchases;
b) all three will make purchases;
c) only one of them will make purchases.
The answer: a) 0,189; b) 0,027; c) 0,441.

4.15. Three students pass an exam. The probability that the exam will be passed on "excellent" by
the first student is equal to 0,7; by the second – 0,6; and by the third – 0,2. What is the probability
that the exam will be passed on "excellent" by:
a) only one student; b) two students;
c) at least one; d) neither of the students?
The answer: a) 0,392; b) 0,428; c) 0,904; d) 0,096.

4.16. Three shots are made in a target. The probability of hit at each shot is equal to 0,6. Find the
probability that only one hit will be in result of these shots.
The answer: 0,288.