Probability & Random Variables.

LECTURE 3
(Probability) Chapter 2 (2.5,2.6)
Instructor: Mariam Saleem

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In Lecture 3:
3.1 Additive Rule for Probability
3.2 Complementary Theorem
3.3 Conditional Probability

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Addition Rule of Probability (for A and B)

If A and B are any two events (non-mutually exclusive) , then

P(A or B) = P(A) + P(B) P(A and B)
P(AB)=P(A)+P(B)P(AB).

If A and B are any two events (mutually exclusive) , then

P(A or B) = P(A) + P(B)
P(AB)=P(A)+P(B)
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Example

John is going to graduate from an industrial engineering department in a

university by the end of the semester. After being interviewed at two companies
he likes, he assesses that his probability of getting an o er from company A is
0.8, and his probability of getting an o er from company B is 0.6. If he believes
that the probability that he will get oers from both companies is 0.5, what is the
probability that he will get at least one oer from these two companies?

Using the Additive Rule,

we have P(AB)=P(A)+P(B)P(AB)=0 .8+0 .60.5=0 .9.

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Example

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

tossed?

Let A be the event that 7 occurs and B the event that 11 comes up. Now, a total of 7
occurs for 6 of the 36 sample points, and a total of 11 occurs for only 2 of the sample
points. Since all sample points are equally likely, we have P(A) = 1/6 and P(B) =
1/18. The events A and B are mutually exclusive, since a total of 7 and 11 cannot
both occur on the same toss. Therefore,
P(AB)=P(A)+P(B)= 1/6 +1/18= 2/9.
P(AB)= n /N = 8/36=2/9.
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Additive Rule for more then 2 events

(A,B and C)
For three events A, B, and C,

P(ABC)=P(A)+P(B)+P(C)P(AB)P(AC)P(BC)+P(ABC).

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Example

If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a person
purchasing a new automobile will choose the color green, white, red, or blue, what
is the probability that a given buyer will purchase a new automobile that comes in
one of those colors?

Let G, W, R, and B be the events that a buyer selects, respectively, a green, white, red,
or blue automobile. Since these four events are mutually exclusive, the probability is
P(GW RB)=P(G)+P(W)+P(R)+P(B) =0 .09 + 0.15 + 0.21 + 0.23 = 0.68.

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Example
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 the different amounts of money?
Assign probabilities to the sample points and then find the probability
that the first envelope purchased contains than $100.
S = {$10, $25, $100} with weights 275/500 = 11/20, 150/500 = 3/10, and 75/500 =
3/20, respectively. The probability that the first envelope purchased contains less
than $100 is equal to

11/20 + 3/10 = 17/20.

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Complementary Theorem
If A and A are complementary events, then
P(A)+P(A)=1

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Examples

If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or

more cars on any given workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10,
and 0.07, what is the probability that he will service at least 5 cars on his next day
at work?

Let E be the event that at least 5 cars are serviced. Now, P(E)=1 P(E), where E is
the event that fewer than 5 cars are serviced. Since
P(E)=0 .12 + 0.19 = 0.31,
it follows from Complementary Theorem that P(E)=10.31 = 0.69.

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Examples
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, under fill, and C, overfill. Generally, the practice of under filling is that
which one hopes to avoid. Let P(B) = 0.001 while P(A) = 0.990.
(a) Give P(C).
P(C) = 1 P(A) P(B) = 1 0.990 0.001 = 0.009
(b) What is the probability that the machine does not under fill?
P(B) = 1 P(B) = 1 0.001 = 0.999;

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Contd.
(c) What is the probability that the machine either overfills or under
fills?
P(B) + P(C) = 0.01.

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Assignment 1
Chapter 2
Problems (2.50,2.52,2.53,2.57,2.58,2.59,2.60,2.61,2.69 ,
2.70)
Submission Date: Tuesday 24th March,2015 12.00 pm

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Conditional Probability
Conditional Probability contains a condition that may limit the sample space for
an event.
Consider two events A and B, The conditional probability is represented by using
the notation and reads as the probability of event B, given event A

P ( B A)
P(A and B)
P(B | A)
P ( A) 0
P(A)
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Contd.
Similarly, the probability that event A occurs if we know for certain
that event B will occur is called conditional probability.
The conditional probability of A given B is denoted:

P(A/B)
P(A and B)
P(A | B)
P(B)
Read as the probability of A given B

P(B) 0

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Examples
Find P(own a kitten| female)

female
male

yes
8
5

no
6
7

14 females; 13
males

The condition female limits the sample space to 14 possible outcomes.

Of the 14 females, 8 own a kitten.
Therefore, P(own a kitten | female) equals

8
14

Examples
Find P(wash the dishes | male)

female
male

yes
7
7

no
6
8

13 females; 15
males

The condition male limits the sample space to 15 possible outcomes.

Of the 15 males, 7 did the dishes.
Therefore, P(wash the dishes | male)

7
15

Lets Try This One

Using the data in the table, find the probability that a sample of not
recycled waste was plastic. P(plastic | non-recycled)
The given condition limits the
sample space to non-recycled
waste.
A favorable outcome is
non-recycled plastic.
20.4
P(plastic | non-recycled) =
48.9 + 10.1 + 9.1 + 20.4 + 67.8
=

20.4
156.3

0.13
The probability that the non-recycled waste was plastic is about 13%.

Example : Researchers asked people who exercise regularly whether they jog or walk.
Fifty-eight percent of the respondents were male. Twenty percent of all respondents were
males who said they jog. Find the probability that a male respondent jogs.

Relate: P( male ) = 58%

P( male and jogs ) = 20%
Define: Let A = male.
Let B = jogs.
Write:

P( A and B )
P( A )

P( B | A ) =
0.2
=
0.58

Substitute 0.2 for P(A and B) and 0.58 for P(A).

0.344

Simplify.

The probability that a male respondent jogs is about 34%.

BOOK
EXAMPLES
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Example 2.34

probability that a regularly scheduled flight departs on time is P(D) = 0.83; the
The
probability that it arrives on time is P(A) = 0.82; and the probability that it departs and
arrives on time is P(D A) = 0.78.

Find the probability that a plane

(a) Arrives on time, given that it departed on time

P(A|D)=

== 0.94.

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Contd.

b)Departed on time, given that it has arrived on time.

P(D|A)=
= = 0.95.

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Contd.
c) The
probability that it arrives on time, given that it did not depart on time.
P(A|D)=

== 0.24.

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Example 2.35

Consider
an industrial process in the textile industry in which strips of a particular type of

cloth are being produced. These strips can be defective in two ways, length and nature of
texture. For the case of the latter, the process of identification is very complicated. It is known
from historical information on the process that 10% of strips fail the length test, 5% fail the
texture test, and only 0.8% fail both tests. If a strip is selected randomly from the process and a
quick measurement identifies it as failing the length test, what is the probability that it is
texture defective?

Consider the events

L: length defective, T: texture defective.

Given that the strip is length defective, the probability that this strip is texture defective is
given by

P(T|L) = = 0.08
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Exercise
Questions
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2.74

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2.75
A random sample of 200 adults are classified below on the basis of their level of education
attained.
Education

Male

Female

Elementary

38

45

Secondary

28

50

College

22

17

If a person is picked at random from this group, find the probability that
(a) the person is a male, given that the person has a secondary education;
Consider the events: M: a person is a male; S: a person has a secondary education; C: a person
has a college degree.
P(M | S) = 28/78 = 14/39;

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Contd.

(b) the person does not have a college degree, given that the person is a female
P(C | M) = 95/112.

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2.78
In the senior year of a high school graduating class of 100 students, 42 studied mathematics,
68 studied psychology, 54 studied history, 22 studied both mathematics and history, 25 studied
both mathematics and psychology, 7 studied history but neither mathematics nor psychology,
10 studied all three subjects, and 8 did not take any of the three. Randomly select a student
from the class and find the probabilities of the following events.
(a) A person enrolled in psychology takes all three subjects.
P(All subjects/Psychology) = 10/68
(b) A person not taking psychology is taking both history and mathematics.
P(H M | P)

= P(HMP)/P(P)
= 12/32

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2.78
In the senior year of a high school graduating class of 100 students, 42 studied mathematics,
68 studied psychology, 54 studied history, 22 studied both mathematics and history, 25 studied
both mathematics and psychology, 7 studied history but neither mathematics nor psychology,
10 studied all three subjects, and 8 did not take any of the three. Randomly select a student
from the class and find the probabilities of the following events.
(a) A person enrolled in psychology takes all three subjects.
P(All subjects/Psychology) = 10/68
(b) A person not taking psychology is taking both history and mathematics.
P(H M | P)

= P(HMP)/P(P)
= 12/32

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