PROBABILITY

• Sample Space and Events

• Counting Techniques
• Measuring Probability
- Axioms of Probability
- Addition Rules
- Conditional Probability
- Independence
- Baye’s Theorem
Probability Experiments
A probability experiment is an action through which specific results (counts,
measurements or responses) are obtained.

Example:
Rolling a die and observing the number that is
rolled is a probability experiment.

 The result of a single trial in a probability experiment is the outcome.

 The set of all possible outcomes for an experiment is the sample space.

Example:
The sample space when rolling a die has six outcomes.
{1, 2, 3, 4, 5, 6}
Sample Space
Example:
If we examine three fuses in sequence and note the result of each examination, then
an outcome for the entire experiment is any sequence of N’s (Non-defective) and D’s
(Defective) of length 3,

 The result sample space, S = { NNN, NND, NDN, NDD, DNN, DND, DDN, DDD}
Sample Space
Example:
Two gas stations are located at a certain intersection. Each one has six gas pumps. Consider the
experiment in which the number of pumps in use at a particular time of day is determined for each of
the stations. An experimental outcome specifies how many pumps are in use at the first station and
how many are in use at the second one. One possible outcome is (2, 2), another is (4, 1)
STATION 1
0 1 2 3 4 5 6
0 (0, 0) (0, 1) (0, 2) (0, 3) (0, 4) (0, 5) (0, 6)
1 (1, 0) (1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)
2 (2, 0) (2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
STATION
2 3 (3, 0) (3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
4 (4, 0) (4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
5 (5, 0) (5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
6 (6, 0) (6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)
Events
An event consists of one or more outcomes and is a subset of the sample
space.
Events are represented by
uppercase letters.
Example:
A die is rolled. Event A is rolling an even number.

A simple event is an event that consists of a single outcome.

Example:
A die is rolled. Event A is rolling an even number.
This is not a simple event because the outcomes of event A are {2, 4, 6}.

Note: Since events are subsets, we can use the set theory hence, basic set operations
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SET OPERATIONS
1. The UNION of two events is the event that consists of all outcomes that are
contained in either of the two events. We denote the union as A ∪ B.
- the event “either A or B.”

2. The INTERSECTION of two events is the event that consists of all outcomes
that are contained in both of the two events. We denote the intersection as
A ∩ B.
- the event “both A and B”
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SET OPERATIONS
3. The COMPLEMENT of an event in a sample space is the set of outcomes in
the sample space that are not in the event. We denote the complement of the
event E as E′. The notation is also used in other literature to denote the
complement.
- the event “not A.” A
A’

4. DISJOINT OR MUTUALLY EXCLUSIVE

- Two events, A and B, such that A ∩ B = ø A B

5. NULL SET – contains no elements at all & denoted as ø

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VENN DIAGRAM
Example
 To see how sets play a role in counting, consider the following example.
 In a certain class, there are 23 majors in Psychology, 16 majors in English
and 7 students who are majoring in both Psychology and English. If there
are 50 students in the class, how many students are majoring in neither
of these subjects?
 B) How many students are majoring in Psychology alone?
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Solution
Do you see how the numbers of each region are obtained from the given information in
the problem? We start with the region represented by the intersection of Psych. And
English majors (7). Then, because there must be 23 Psych. Majors, there must be 16
Psych majors remaining in the rest of the set. A similar argument will convince you that
there are 9 students who are majoring in English alone.
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Example 2
 A survey of 100 college faculty who exercise regularly found that 45 jog, 30
swim, 20 cycle, 6 jog and swim, 1 jogs and cycles, 5 swim and cycle, How
many of the faculty are doing all the activities while 16 are not exercising the 3
exercises?

 We will solve this problem using a three-circle Venn Diagram in the

accompanying slides.

39

5 0
1
20 4 15
 V IEW
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Example 2
 A survey of 100 college faculty who exercise regularly found that 45 jog, 30
swim, 20 cycle, 6 jog and swim, 1 jogs and cycles, 5 swim and cycle, and 1
does all three. How many of the faculty members do not do any of these three
activities? How many just jog?

 We will solve this problem using a three-circle Venn Diagram in the

accompanying slides.

39

5 0
1
20 4 15
Measuring Probability - Classical Probability
Classical (or theoretical) probability is used when each outcome in a sample
space is equally likely to occur. The classical probability for event E is given by

Nu m ber of ou t com es in even t

P (E )  .
Tot a l n u m ber of ou t com es in sa m ple spa ce

Example:
A die is rolled.
Find the probability of Event A: rolling a 5.

There is one outcome in Event A: {5}

1
P(A) =  0.167
“Probability of 6
Event A.”
Measuring Probability - Empirical Probability
Empirical (or statistical) probability is based on observations obtained from
probability experiments. The empirical frequency of an event E is the relative
frequency of event E.

F r equ en cy of E ven t E
P (E ) 
Tot a l fr equ en cy
f

n
Example:
A travel agent determines that in every 50 reservations she makes, 12 will
be for a cruise.
What is the probability that the next reservation she makes will be for a
cruise?

12
P(cruise) =  0.24
50
Law of Large Numbers
As an experiment is repeated over and over, the empirical probability of an
event approaches the theoretical (actual) probability of the event.

Example:
3
Sally flips a coin 20 times and gets 3 heads. The empirical probability is .
1 20
This is not representative of the theoretical probability which is . As the
2
number of times Sally tosses the coin increases, the law of large numbers
indicates that the empirical probability will get closer and closer to the
theoretical probability.
Probabilities with Frequency Distributions
Example:
The following frequency distribution represents the ages of 30 students in a
statistics class. What is the probability that a student is between 26 and 33
years old?

Ages Frequency, f
8
18 – 25 13 P (age 26 to 33) 
30
26 – 33 8
 0.267
34 – 41 4
42 – 49 3
50 – 57 2
 f  30
Measuring Probability - Subjective Probability
Subjective probability results from intuition, educated guesses, and estimates.

Example:
A business analyst predicts that the probability of a certain union going on
strike is 0.15.

Range of Probabilities Rule

The probability of an event E is between 0 and 1, inclusive.
That is
0  P(E)  1.

Impossible 0.5 Certain

to occur Even to occur
chance
Just for fun
Imagine one young student in his second year, studying engineering in PRMSU.
Regardless of the bulk of requirements from his course, such as reading module,
submitting assignments, upcoming quizzes and exam, he seems to be very lonely and
wanted to enter a romantic relationship. He has three ladies that he likes. The first one is
from his class. The second one is his junior which he met in an org. The last is his high
school classmate. He already experienced 5 serious relationship and 2 non serious
relationship from the 10 ladies that he pursued.
Determine whether Classical, Empirical or Subjective Probability and solve the following:
1. What is the probability that he will enter a romantic relationship if he pursue to court
his classmate only?
2. Since he is very close to his high school classmate, he pursued to court her because
he feels that he has a better chance of her to enter a relationship. What do you think
is the probability of the event?
3. Basing on his history on the matter, what is the probability that he will enter a
romantic relationship if he pursue any on the three girls?
 COUNTING TECHNIQUES
• Tree Diagram
• Multiplication Rule
• Permutations
• Combinations
Tree Diagram
• Sample spaces can also be described graphically with tree
diagrams.
• If one thing can be accomplished in different ways and after a
second thin can be accomplished in different ways, . . . , and
finally kth thing can be accomplished in different ways, then all
k things can be accomplished in the specified order in different
ways.
Tree Diagram
Example:
If a man has 2 shirts and 4 ties, then he has 2 x 4=8 ways of
choosing a shirt then a tie.
Tree Diagram
Message Delays. Each message in a digital communication system is
classified as to whether it is received within the time specified by the system
design. If three messages are classified, use a tree diagram to represent the
sample space of possible outcomes.
Each message can be received either on time or late. The possible results for
three messages can be displayed by eight branches in the tree.
A man has time to play roulette five times. He wins and losses $1 at each play.
The man begins with $2 and will stop playing before the fifth time, if he losses
all his money, or win $3 (i.e. has $5). Find the number of ways the playing can
occur. Use tree diagram to solve the problem. Use tree diagram to visualize the
scenario.
Multiplication Rule
If there are n possible outcomes for event E1 and m
possible outcomes for event E2, then there are n x m or
nm possible outcomes for the series of events E1 followed
by E2.
Area Code Example
Until a few years ago a three-digit area code was designed as follows. The first could be
any digit from 2 through 9. The second digit could be only a 0 or 1. The last could be any
digit. How many different such area codes were possible?

8 2 10 = 160 codes
 
Factorial
In how many different ways could four items be arranged in order from first to
last?

4  3  2  1 = 24
Factorial Notation
• n! is read "n factorial"

• n! is applied only when n is a whole number.

The factorial of any non-negative integer n, denoted n! is defined as

• n! is a product of n with each positive counting number less than n

1! = 1
0! = 1
• Calculating factorials:
5! = 5 • 4 • 3 • 2 • 1 = 120
3! = 3 • 2 • 1 = 6
Permutations

A permutation is an arrangement of all or part of a set of objects.

Generally, there are to be no repetitions of items within a permutation.

Example:
Consider the three letters a, b, and c. How many different permutations of the
letters a, b, c are possible?

Solution: There are six different permutations:

abc, acb, bac, bca, cab, cba.
Listing Permutation (-Permutation)
The number of permutations of n objects is n!.

In how many different ways could four items be arranged in order from first to
last?
4! = 4  3  2  1 = 24
Permutation General Formula (-Permutation)

We call n Pr , the number of permutations of n objects

taking them r at a time, is:
n!
n Pr 
n  r  !
Permutations
Example: How many different two-letter permutations of the letters a, b, c, d
are possible?

Solution: There are twelve different permutations:

ab, ac, ad, ba, ca, da, bc, bd, cb, db, cd, dc.

Example: A teacher has chosen eight possible questions for an upcoming

quiz. In how many different ways can five of these questions be chosen and
arranged in order from #1 to #5?
8!
Solution: 8P5 = = 8• 7 • 6 • 5 • 4 = 6720
3!
Distinguishable Permutations
• The number of distinct permutations of n things of which n1 are of one kind ,
n2 of a second kind, . . . nk of a kth kind is

n!
, wh er e n1  n2  n3    nk  n.
n 1 !  n 2 !  n 3 ! n k !
Example
• How many different letter arrangement can be made from the letters in the
word STATISTICS?
10 10!
( )  50, 400
3,3, 2,1,1 3!3!2!1!1!

• There are 3 copies of Harry Potter and the Philosopher's Stone, 4 copies of
The Lost Symbol, 5 copies of The Secret of the Unicorn. In how many ways
can you arrange these books on a shelf?
n! 12!
  27, 720 ways
n1!n2!n3! 4!3!5!
Example
• In a college football training session, the defensive coordinator needs to have
10 players standing in a row. Among these 10 players, there are 1 freshman, 2
sophomores, 4 juniors and 3 seniors. How many different ways can they be
arranged in a row if only their class level will be distinguished?

10!
 12, 600arrangements
1!2!4!3!
Permutation when repetition is allowed
• Say for instance, you have the digits 0, 1, 2, 3, 4, 5, 6, 7, 8, and 9 and you are
asked to find the total numbers of 6 digits passwords that can be formed using
those 10 digits and repetition is allowed.

The number of permutations in this case = 10x10x10x10x10x10 =

1,000,000ways
Circular Permutation
• The number of permutations of n objects arranged in a circle is (n-1)!

• Example: If we consider a round table and 3 persons then the number of

different sitting arrangement that we can have around the round table is an
example of circular permutation.
Solution: (n-1)! = 2! = 2

• Example: In how many ways can 5 different trees be planted in circle?

Solution: (5-1)! = 4! = 24 ways
Permutations arranged in a circle
• How many ways can 5 boys and 5 girls be arranged in a circular table if:
• A. No restrictions
• B. Boys and Girls are alternate
• C. Couples sit together
• D. Boys and Girls seat together
• E. One pair should not sit together while the rest of the couples sit together
Example Solution
How many ways can 5 boys and 5 girls be arranged in a circular table if:
• A. no restrictions

(n  1)!  (10  1)!  362,880 ways

G
• B. Boys and Girls are alternate G B
(1!x4!x5!) = 1x5x4x4x3x3x2x2x1= 2,880 ways B
B

• C. Couples sit together B G

(1 4! 25 ) = 768ways G B

G
 Example Solution
How many ways can 5 boys and 5 girls be arranged in a circular table if:
• D) Boys and Girls seat separately (meaning boys are together and girls are together)
1x1x5!x5! = 14,400ways B
B G

B
G

• E) One pair should not sit together while the rest of the
B G
couples sit together
(1 3  4! 2!4 )  1152 B G
• 1 – the boy or girl that should not be together will sit first G

• 3 – when the boy or girl was seated there are only 3 position the girl or boy must
sit
• 4! – the remaining couples that will seat
• 2!2!2!2! – the couples can alternate
Combinations

• A combination is a grouping in no particular order of items.

• The number of subsets of r elements taken from a set of n
elements at a time is:

n n!
n
Cr or Cn , r 
 r  (n  r ) ! r !
• Example: 9C3
9! 9! 362880
9C93, ¿
C 3    84
3!(9  3)! 3!6! 6(720)
Combinations
Example: A teacher has chosen eight possible questions for an upcoming
quiz. In how many different ways can five of these questions be chosen if
order makes no difference?
8!
Solution: 8C5 = 5!3 !
= 56

Example: Printed Circuit Board Layout A printed circuit board has eight
different locations in which a component can be placed. If five identical
components are to be placed on the board, how many different designs are
possible?
Combinations
Example: How many ways are there to select a subcommittee of 7 members from
among a committee of 17?
17  17 !
   19, 448
 7  10!7 !
• To play a state lottery, the player picks 6 numbers between 1 and 38. If the
player buys 5 tickets with different number combinations, find the probability
that the player will win.
When to use
Counting Rule When to use
Multiplication rule Almost all the time, multi-step event, or if the tree
diagram applies
n-Permutation (Factorial) Ranking/ordering all the elements
r-Permutation (Permutation) Some objects are assigned ranks, the rest is
ignored, order of objects matter
Circular Permutation Objects are arranged in a simple loop
Permutation with Similar Objects, Presence of identical objects;
Partition Assigning objects to groups
Combination Objects are divided into two groups;
sampling without order
Assignment
• In a high-security prison, a desperate inmate named Jack is determined to
escape. He has discovered that the gate leading to freedom is secured by a 4-
number code, but the challenge lies in the fact that the code is hidden and can
only be revealed using a special fingerprint marker. Jack has managed to
obtain this marker, and upon careful examination, he discovers that three
numbers, 2, 5, and 9, have been marked on the keypad.

• Now, Jack faces the daunting task of figuring out the correct combination from
these marked numbers. The security system is sophisticated, and only the
correct 4-number code will grant him access to the gate. List down all the
possible number combinations to unlock the code.
AXIOMS OF PROBABILITY
AXIOMS OF PROBABILITY
Probability is a set function, P(E) that assigns to every event E a number called the probability of E
such that:

Axiom 1: The probability of event is greater than or equal to zero.

P( E )  0
Axiom 2: The probability of sample space is equal to 1

P( S )  1
Axiom 3: For any number of mutually exclusive events, the following equations are valid:
P ( A  B )  P ( A)  P( B)
Mutually Exclusive Events
Two events, A and B, are mutually exclusive if they cannot occur at the same
time.
A and B

A
B A B

A and B are mutually

exclusive. A and B are not mutually
exclusive.
AXIOMS OF PROBABILITY
These axioms imply the following results

P ()  0
and for any event

P ( E ')  1  P ( E )

Furthermore, if the event E1 is contained in the event E2,

P ( E1)  P ( E 2)
 Example
1. Each of the possible five outcomes of a random experiment is equally likely. The sample space
is { a,b,c,d,e}. Let A denote the event { a, b}, and let B denote the event { c, d, e}. Determine
the following:
a. P(A) c. P(B) e. P(A’)
b. P(A⋃B) d. P(A⋂B)

Solution:
All outcomes are equally likely
(a) P(A) = 2/5
(b) P(A ⋃ B) = 1
(c) P(B) = 3/5
(d) P(A ⋂ B) = P(Æ)= 0
(c) P(A') = 3/5
 Example
2. The sample space of a random experiment is { a, b, c, d, e } with probabilities 0.1, 0.1, 0.2, 0.4,
and 0.2, respectively. Let A denote the event { a, b, c} and let B denote the event { c, d, e}.
Determine the following:
a. P(A) c. P(B) e. P(A’)
b. P(A⋃B) d. P(A⋂B)

Solution:
All outcomes are equally likely
(a) P(A) = 0.4
(b) P(A ⋃ B) = 1
(c) P(B) = 0.8
(d) P(A ⋂ B) = 0.2
(c) P(A') = 0.6
 Example
3. Orders for a computer are summarized by the optional features that are requested as follows:

Determine the following:

a. What is the probability that an order requests at least one optional feature?
b. What is the probability that an order does not request more than one optional feature?
Solution:
All outcomes are equally likely
(a) 0.5 + 0.2 = 0.7
(b) 0.3 + 0.5 = 0.8
THE ADDITION RULES
The Addition Rule
The probability that event A or B will occur is given by
P (A or B) = P (A) + P (B) – P (A and B ). NOT mutually exclusive events

If events A and B are mutually exclusive, then the rule can be simplified to
P (A or B) = P (A) + P (B).
Example:
You roll a die. Find the probability that you roll a number less than 3 or a 4.

The events are mutually exclusive.

P (roll a number less than 3 or roll a 4)
= P (number is less than 3) + P (4)
2 1 3
    0.5
6 6 6
 • Joint events are generated by applying basic set operations to individual events.
- Unions of events, such as A ∪ B ;
- Intersections of events, such as A∩B; and
- Complements of events, such as A′—are commonly of interest.

Mutually Exclusive Events

Two events, A and B, are mutually exclusive if they cannot occur at the same
time.
A and B

A
B A B

A and B are mutually A and B are not mutually

exclusive. exclusive.
Mutually Exclusive Events
Example:
Decide if the two events happening at the same time are mutually exclusive.
Event A: Roll a number less than 3 on a die. Event B: Roll
a 4 on a die.

A B
1
4
2

These events cannot happen at the same time, so the

events are mutually exclusive.
Mutually Exclusive Events
Example:
Decide if the two events are mutually exclusive.
Event A: Select a Jack from a deck of cards. Event B:
Select a heart from a deck of cards.

A J
9 2
3 10
B
J J A 7
K 4
J 5 8
6
Q

Because the card can be a Jack and a heart at the same

time, the events are not mutually exclusive.
The Addition Rule
Example:
A card is randomly selected from a deck of cards. Find the probability
that the card is a Jack or the card is a heart.
The events are not mutually exclusive because the Jack of
hearts can occur in both events.

P (select a Jack or select a heart)

= P (Jack) + P (heart) – P (Jack of hearts)
4 13 1
  
52 52 52
16

52  0.308
The Addition Rule
Example:
100 college students were surveyed and asked how many hours a week they
spent studying. The results are in the table below. Find the probability that a
student spends between 5 to 10 hours or more than 10 hours studying.

Less then More than

5 5 to 10 10 Total
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100
The events are mutually exclusive.

P (5 to10 hours or more than 10 hours) = P (5 to10) + P (10)

46 30 76
    0.76
100 100 100
The Addition Rule
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 offer from
company A is 0.8, and his probability of getting an offer from company B is 0.6.
If he believes that the probability that he will get offers from both companies
is 0.5, what is the probability that he will get at least one offer from these two
companies?
P(A) = The probability of getting an offer from company A = 0.8
P(B) = The probability of getting an offer from company B = 0.6
Is it mutually exclusive events?
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
= 0.8 + 0.6 − 0.5 = 0.9.
The Addition Rule – 3 events
More complicated probabilities, such as P (A ∪ B ∪ C), which was derived to:
The Addition Rule
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?
Solution:
Let G, W, R, and B be the events that a buyer selects, respectively, a green,
white, red, or blue automobile.
Is it mutually exclusive events?
P(G ∪ W ∪ R ∪ B) = P(G) + P(W) + P(R) + P(B)
= 0.09 + 0.15 + 0.21 + 0.23 = 0.68.
Complementary Events
The complement of Event E is the set of all outcomes in the sample space
that are not included in event E. (Denoted E′ and read “E prime.”)

P(E) + P (E′ ) = 1 P(E) = 1 – P (E′ ) P (E′ ) = 1 – P(E)

Example:
There are 5 red chips, 4 blue chips, and 6 white chips in a basket. Find the
probability of randomly selecting a chip that is not blue.

4
P (selecting a blue chip)   0.267
15
4 11
P (not selecting a blue chip) 1    0.733
15 15
Complementary Events
Example:
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.
Solution:
Let E be the event that at least 5 cars are serviced.
P(E’) = 0.12 + 0.19 = 0.31,
P(E) = 1 − 0.31 = 0.69
CONDITIONAL PROBABILITY
Conditional Probability
A conditional probability is the probability of an event occurring, given that another
event has already occurred.

Let A and B be two events such that P(A) > 0. Denote by P(B|A) the probability of B given
that A has occurred. Since A is known to have occurred, it becomes the new sample
space replacing the original S.

From this we are led to the definition

P( A  B)
P ( B | A)  providedP ( A)  0
P ( A)
Conditional Probability
Find the probability that a single toss of a die will result in a number less than 4
if (a) no other information is given and (b) it is given that the toss resulted in an
odd number.
Solution:
(a) Let B denote the event less than 4. The outcome of event B is {1, 2, 3}. The
probability is:

(b) Letting A be the event of odd number, the outcomes are {1,3,5}. We see that
P(A) =
Also, P(A B) = {1,3} =
∩ Then
Conditional Probability
Example:
100 college students were surveyed and asked how many hours a week they spent studying.
The results are in the table below. Find the probability that a student spends more than 10 hours
studying given that the student is a male.

Less then More

5 5 to 10 than 10 Total
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100

Let: Event B – the student is male

Event A – more than 10 hours of studying
A B
P (more than 10 hours|male)= P(A|B) 
B
16 / 100
  0.327
49 / 100
Conditional Probability
• 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 also texture defective?
• Solution : Consider the events
L: length defective; P(L) = 10%=.1
T: texture defective; P(T) = 5% = 0.05

P(T|L) =
INDEPENDENT EVENTS
Independent Events
Two events are independent if the occurrence of one of the events does not affect
the probability of the other event. Two events A and B are independent if any if any
one of the following equivalent statements is true
In reference to conditional
P (B |A) = P (B) or if P (A |B) = P (A).
probability
P(A ∩ B) = P(A)∙P(B)
Events that are not independent are dependent.

Example:
Decide if the events are independent or dependent.

Selecting a diamond from a standard deck of cards
(A), putting it back in the deck, and then selecting a

spade from the deck (B).
13 1 13 1 The occurrence of A does not
P (B A )   a n d P (B )   . affect the probability of B, so
52 4 52 4
the events are independent.
INDEPENDENT EVENTS
Example
Now consider an experiment in which 2 cards are drawn in succession from an ordinary
deck, with replacement. The events are defined as
A: the first card is an ace,
B: the second card is a spade.

Since the first card is replaced, our sample space for both the first and the second
draw consists of 52 cards, containing 4 aces and 13 spades.
13 1 13 1
P ( B | A)   and P( B)  
15 4 52 4
INDEPENDENT EVENTS
Example
Now consider an experiment in which 2 cards are drawn in succession from an ordinary
deck, without replacement. The events are defined as
A: the first card is an ace,
B: the second card is a spade.

What is the probability of getting a second card as spade?

Independent Events
Two events A and B are independent if

P(A ∩ B) = P(A)∙P(B)

Therefore, to obtain the probability that two independent events will both occur,
we simply find the product of their individual probabilities.
Example.
A small town has one fire engine and one ambulance available for emergencies. The
probability that the fire engine is available when needed is 0.98, and the probability that the
ambulance is available when called is 0.92. In the event of an injury resulting from a burning
building, find the probability that both the ambulance and the fire engine will be available,
assuming they operate independently.

Solution. Let A and B represent the respective events that the fire engine and the
ambulance are available.
P(A ∩ B) = P(A)P(B) = (0.98)(0.92) = 0.9016
Independent Events
The multiplicative rule can be extended to more than two-event situations.
Theorem 1: For any three events A1, A2, A3, we have

• In words, the probability that A1 and A2 and A3 all occur is equal to the
probability that A1 occurs times the probability that A2 occurs given that A1
has occurred times the probability that A3 occurs given that both A1 and A2
have occurred. The result is easily generalized to n events.

• Theorem 2: If an event A must result in one of the mutually exclusive events

A1, A2, ,An, then
Independent Events
Example.
Three cards are drawn in succession, without replacement, from an ordinary deck of playing
cards. Find the probability that the event A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the
first card is a red ace, A2 is the event that the second card is a 10 or a jack, and A3 is the
event that the third card is greater than 3 but less than 7.

Solution. First we define the events

A1: the first card is a red ace,
A2: the second card is a 10 or a jack,
A3: the third card is greater than 3 but less than 7
 THE PRODUCT RULE
OR MULTIPLICATION RULE
MULTIPLICATION RULE
P( A  B)
• Multiplying the formula of conditional probability, we obtain the
P ( B | A) 
P ( A)
following important multiplicative rule (or product rule), which enables us to
calculate the probability that two events will both occur

• The probability that two events, A and B will occur in sequence is

P (A and B) = P (A) · P (B |A).

• If event A and B are independent, then the rule can be simplified to

P (A and B) = P (A) · P (B).

.
MULTIPLICATION RULE
Example:
Two cards are selected, without replacement, from a deck. Find the probability
of selecting a diamond, and then selecting a spade

Because the card is not replaced, the events are dependent.

P (diamond and spade) = P (diamond) · P (spade |diamond).

13 13 169
    0.064
52 51 2652
MULTIPLICATION RULE
Example:
Suppose that we have a fuse box containing 20 fuses, of which 5 are defective. If
2 fuses are selected at random and removed from the box in succession without
replacing the first, what is the probability that both fuses are defective?

Let A be the event that the first fuse is defective and

B the event that the second fuse is defective;
then we interpret A ∩ B as the event that A occurs and then B occurs after A has
occurred.
The probability of first removing a defective fuse is 1/4;
the probability of removing a second defective fuse from the remaining 4 is 4/19.

 1  4  1
P( A  B)      
 4   19  19
MULTIPLICATION RULE
Example:
One bag contains 4 white balls and 3 black balls, and a second bag contains 3 white balls
and 5 black 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?

Let B1, B2, and W1 represent, respectively, the drawing of a black ball from bag 1, a
black ball from bag 2, and a white ball from bag 1. We are interested in the union of the
mutually exclusive events B1 ∩ B2 and W1 ∩ B2.
Total Law of Probability

Geometric illustration of the total probability rule.

BAYE’S THEOREM
Baye’s Rule
Bayes’ Rule is a simple formula relating the values of P(A|B) and P(B|A).
It has several forms and interesting consequences.
By the definition of conditional probability
P( A  B)
P( A | B) 
P( B)
P ( B  A)
P ( B | A) 
P ( A)

Thus,
P( B | A) P( A)
P( A | B) 
P( B)
A probability tree depicting the multiplication rule
Baye’s Rule
Example:
An individual has 3 different email accounts. Most of her messages, in fact 70%, come into
account #1, whereas 20% come into account #2 and the remaining 10% into account #3. Of the
messages into account #1, only 1% are spam, whereas the corresponding percentages for
accounts #2 and #3 are 2% and 5%, respectively. What is the probability that a randomly
selected message is spam?

To answer this question, let’s first establish some notation:

A = {message is from account # } for i = 1, 2, 3, B = {message is spam}

P ( B )  (0.01)(0.70)  (0.02)(0.20)  (0.05)(0.1)  0.016

Baye’s Rule
Example:
In a certain assembly plant, three machines, B1, B2, and B3, make 30%, 45%,
and 25%, respectively, of the products. It is known from past experience that 2%,
3%, and 2% of the products made by each machine, respectively, are defective.
Now, suppose that a finished product is randomly selected. What is the
probability that it is defective?
Solution : Consider the following events:
A: the product is defective,
B1: the product is made by machine B1,
B2: the product is made by machine B2,
B3: the product is made by machine B3.
Applying the rule of elimination, we can write
P(A) = P(B1)P(A|B1) + P(B2)P(A|B2) + P(B3)P(A|B3)
Baye’s Rule

Referring to the tree diagram

P(B1)P(A|B1) = (0.3)(0.02) = 0.006,
P(B2)P(A|B2) = (0.45)(0.03) = 0.0135,
P(B3)P(A|B3) = (0.25)(0.02) = 0.005,
and hence
P(A) = 0.006 + 0.0135 + 0.005 = 0.0245
 Baye’s Rule
Example:
A manufacturing firm employs three analytical plans for the design and development
of a particular product. For cost reasons, all three are used at varying times. In fact,
plans 1, 2, and 3 are used for 30%, 20%, and 50% of the products, respectively. The
defect rate is different for the three procedures as follows:

P(D|P1) = 0.01, P(D|P2) = 0.03, P(D|P3) = 0.02,

where P(D|Pj) is the probability of a defective product, given plan j.

If a random product was observed and found to be defective, which plan was most
likely used and thus responsible for defective product?
 Baye’s Rule
Solution :
Solution : P(P1) = 0.30, P(P2) = 0.20, and P(P3) = 0.50, we must find P(Pj |D) for j = 1, 2, 3.

The conditional probability of a defect given plan 3 is the largest of the three;
thus a defective for a random product is most likely the result of the use of plan
3.