Chapter 2

Probability
 LEARNING OBJECTIVES
• Understand and describe sample spaces and events
• Interpret probabilities and use probabilities of outcomes
to calculate probabilities of events in discrete sample
spaces
• Calculate the probabilities of joint events such as
unions and intersections from the probabilities of
individual events
• Interpret and calculate conditional probabilities of
events
• Determine the independence of events and use
independence to calculate probabilities
• Use Bayes’ theorem to calculate conditional
 Sample Space and Events
• An experiment is any
action or process that
generates observations
• The sample space of an
experiment, denoted S, is
the set of all possible
outcomes, or sample
points.
• Example: Toss a fair coin 3
times in a row
– The sample space has 8
sample points.
– S={HHH, THH, HHT, THT,
HTH, TTH, HTT, TTT}
• An event is a subset of the
sample space S
• Example: look at 3 different
events of previous example
– The event of 3 heads,
• A= {HHH}
– The event of 2 heads,
• B={HHT, HTH, THH}
– The event that the last toss is a
head,
• C={HHH, HTH, THH, TTH}
 Set Relations
• Suppose S is the • The union of two events
universal set, with two A and B, denoted by
subsets, A and B A∪B, and read “A or
• A set, A, is a subset of B,” is the event
B if all elements of A consisting of all
belong to B, A⊂B elements that are either
in A, in B, or in both
• Or the union A∪B = { x
S
| x ∈ A or x ∈ B}
B A

S
A B
 Set Relations-Cont.
• The intersection of two • The complement of an
events A and B, denoted by event A, denoted by A´,
A∩B, and read “A and B, ” is the set of all elements
is the event consisting of in S that are not
all elements that are in both contained in A
• The intersection A∩B={x |
x ∈A and x ∈B} is the
subset of S which contains S A´
A
all elements that are in both
A&B
S A B
 Set Relations-Cont.
• Sets A and B are • Any number of sets,
mutually exclusive or A1, A2, A3,… are
disjoint, if and only if mutually exclusive if
A∩B = Ø, or events A and only if Ai∩Aj = Ø
& B have no elements for i≠j.
in common • A1 ∩A2 = Ø A2 ∩ A3 = Ø
• A1 ∩ A3= Ø A2 ∩ A4 = Ø
• A1 ∩ A4 = Ø A3 ∩ A4 = Ø
S
A B S
A1 A2

A3 A4
 Example:1
• For an experiment, let • Solution:
– A = {0,1,2,3,4}, • AB={0,1,2,3,4,5,6}
– B = {3,4,5,6}, and
• AC={0,1,2,3,4,5}
– C = {1,3,5}
• AB={3,4}
• Determine:
• AC={1,3}
• AB
• A´={5,6}
• AC
• {AC}´={6}
• AB
• AC
• A´
• {AC}´
 Example:2
• The rise time of a reactor is
measured in minutes (and • Solution:
fractions of times). Let the • a) A = {x | x  72.5}
sample space positive, real • b) B = {x | x  52.5}
numbers. Define the events A • c) A  B = {x | 52.5 < x <
and B as follows: 72.5}
A={x | x<72.5} and B={x | • d) A  B = {x | x > 0}
x>52.5}
• Describe each of the
following events.
• a) A´
• b) B´
• c) AB
• d) AB
 Example:3
• In an injection-molding operation,
several characteristics of each • Solution
molded part are evaluated
• Let A denote the event that a part
meets customer shrinkage
requirements, B denote the event
that a part meets customer color
requirements, and C denote the
event that a critical length meets
customer requirements
• a) Construct a Venn diagram that
includes these events and indicate
the region in the diagram in which a
part meets all customer
requirements. Shade the areas that
represent the following
• b) BC
• c) A´B
• d) AB
 Class Problem
• Disks of polycarbonate plastic • Solution:
from a supplier are analyzed for Number of samples in
scratch resistance and shock A∩B=…
resistance. The results from 100
disks are summarized below. Number of samples in A' =
…
Shock Resistance
Number of samples in A∪B
High low =…
Scratch High 70 9
Resistance low 16 5
• Let A denote the event that a disk
has high shock resistance, and let
B denote the event that a disk has
high scratch resistance. Determine
the number of disks in A∩B, A´,
and A∪B
 Interpreting Probabilities
• The assignment of a • Example: Toss a fair coin
weight between 0 and 1 to three times in a row
indicate the likelihood of – The probability of getting
the occurrence of an 3 heads P(A)= 1/8
event. – The probability of getting
2 heads P(B)=3/8
• The probability of an
– The probability that the
event is defined in terms
last toss is a head P(C) =
of an experiment and a 4/8 =1/2
sample space.
 Axioms of Probability
1. For any event A, P (A) 0
• The chance of occurring
should be at least 0
2. P(S)=1
• The maximum possible
probability is assigned to S
3. Let A1, A2, A3,…, An,… be
a finite or infinite sequence
of mutually exclusive
events. Then
P(A1∪A2∪A3…) = P (A1) +
P(A2) + P(A3)+…=∑ P(Ai)
• Example
• If an experiment has the three
possible and mutually
exclusive outcomes A, B, and
C, check in each case whether
the assignment of
probabilities is permissible:
• P(A) = 1/3, P(B)= 1/3, and
P(C) = 1/3
• P(A) = 0.64, P(B)= 0.38, and
P(C) = -.02
• P(A) =0.35, P(B)=0.52, and
P(C) =0.26
• P(A) =0.57, P(B)=0.24, and
P(C) =0.19
 Class Problem
• The sample space of a random
experiment is {a, b, c, d, e} • Solution:
with probabilities 0.1, 0.1, 0.2, • a) P(A) =
0.4, and 0.2, respectively. Let • b) P(B) =
A denote the event {a, b, c}, • c) P(A') =
and let B denote the event {c,
• d) P(AB) =
d, e}. Determine the following
• e) P(AB) =
• a) P(A)
• b) P(B)
• c) P(A')
• d) P(A∪B)
• e) P(A∩B)
 Rules of Probability
Complement Rule
• The probability of • Proof
impossible events is 0: • From axioms 3 for finite
P(Ø) =0 case, let k=2, A1=A and
• Complement rule: A2=A'
P(A´)= 1- P(A) • By definition, A∪A' =S
S A´ while A and A' are
A
mutually exclusive
• 1=P(S)=P(A∪A')=P(A)+
P(A' )
• P(A´)= 1- P(A)
 Addition Rule
• For any two events A • The probability of a
and B union of more than two
P(A1∪A2)=P(A1)+P(A2) – events
P(A1∩A2) P(A1∪A2∪A3)=
• By Venn diagram P(A1)+ P(A2)+ P(A3)
+P(A1∩A2∩A3)
-P(A1∩A2)
-P(A2∩A3)
-P(A1∩A3)
 Example: 1
• If P(A) =0.3, P(B)=0.2, • Solution
and P(AB) =0.1, • a) P(A') = 1- P(A) = 0.7
determine the following • b) P(AB) = P(A) + P(B) -
probabilities P(AB) = 0.3+0.2 - 0.1 = 0.4
• a) P(A´) • c) P(A´B)+ P(AB) = P(B).
• b) P(AB) Therefore, P(A´B)= 0.2 -
• c) P(A´B) 0.1 = 0.1
• d) P(AB´) • d) P(A) = P(AB) + P(AB´)
Therefore, P(AB´) = 0.3 -
• e) P[(AB)´] 0.1 = 0.2
• f) P(A´B) • e) P((AB) ') =1 - P(AB)=
1 - 0.4 = 0.6
• f) P(A´B)= P(A') + P(B) -
P(A´  B)= 0.7 + 0.2 - 0.1 =
0.8 from part c
 Example:2
• Denote the six events • Solution:
1,2,3,4,5, and 6 associated • P(E1)=P(E3)=P(E5)=…
with tossing a six-sided die • P(E2)=P(E4)=P(E6)=…
once by E1, E2, E3, E4, E5,
and E6 • Define A={outcome is
even}= E2  E4  E6
• Suppose the die is constructed
so that any of the three even • P(A)= P(E2)+P(E4)+P(E6)=…
outcomes is twice as likely to • B={outcome ≤3}= E1E2E3
occur as any of the three odd • P(B)= P(E1)+P(E2)+P(E3)=…
outcomes
• Determine P(A) where the
event A is even
• Determine P(B) where the
event B is less than or equal to
3
 Class Problem
• Disks of polycarbonate plastic from a • Solution
supplier are analyzed for scratch
resistance and shock resistance. The • Let A denote the event
results from 100 disks are summarized that a sample has high
below. shock resistance and let B
Shock Resistance denote the event that a
High low sample has high scratch
Scratch High 70 9 resistance.
Resistance low 16 5 a) P(AB) = …
a) If a disk is selected at random, what is b) P(AB) = P(A) + P(B)
the probability that its scratch resistance
is high and its shock resistance is high? - P(AB) = …
b) b) If a disk is selected at random, what c) Because (AB) does
is the probability that its scratch not equal Ø , A and B…
resistance is high or its shock resistance
is high?
c) Consider the event that a disk has high
scratch resistance and the event that a
disk has high shock resistance. Are
these two events mutually exclusive?
 Equally Likely Outcomes
• In an experiment
consisting of N outcomes,
it is reasonable to assign
equal probabilities to all
N sample events
1  i 1 P( Ei )  i 1 p  p.N
N N
• So, p=1/N
• Example
• When two dice are
rolled separately, there
are N=36 outcomes,
which are equally likely
or P(Ei)=1/36
• Let A={sum of two
numbers=7}
• P(A)=…
 Counting Techniques
• Ability to count number of • Example
elements in the sample space – A homeowner requires
without listing actually each two types of contractors,
element plumbing and electrical
• The Product Rule for – 3 plumbing contractors
Ordered Pairs
– 3 electrical contractors
• If the first object of an ordered
– How many possible ways
pair can be selected in n1 ways,
of choosing the two types
and for each of these n1 ways
of contractors?
the second object of the pair
can be selected in n2 ways, • N= n1 n2 =3*3=9
then the number of pairs is n1
n2
 Tree Diagrams
• Used to represent pictorially • Example
all the possibilities
• Starting on the left side of the E1
diagram, for each possible E2
first element of a pair a
straight-line segment P1 E3
emanates rightward E1
• Construct another line P2 E2
segment emanating from the P3 E3
tip of the branch for each
possible choice of a second E1
element of the pair E2
• A more general Product Rule E3
• N= n1 n2 n3 … nk
 Permutations
• Any ordered sequence of k objects • Example
taken from a set of n distinct objects – Consider the set {A,B,C,D,E}
is called a permutation of size k of consisting of 5 elements
the objects – Number of permutations of
size 3?
• The number of permutations of size
– By taking 5 letters three at a
k that can be formed from the n time
objects is denoted by Pk,n – P5,3 = 5!/(5-3)! = 60
• Obtained from the general product • Class Problem
rule – Three awards will be given
• Pk,n=n(n-1)(n-2)…(n-k+2)(n-k+1) for a class of 25 graduate
• Using factorial notation students
– If each student can receive at
n(n  1)...(n  k  1)( n  k )( n  k  1)...(2)(1) most one award
Pk ,n  – How many possible
(n  k )( n  k  1)...(2)(1)
selections?
n! • P25,3=…
P 
(n  k )!
k ,n
 Combinations
• Any unordered sequence of k
objects taken from a set of n
distinct objects is called
combination of size k of the
objects
• The number of combinations
of size k that can be formed
from n distinct objects will be
n
denoted by ( k )
• Smaller than the number of
permutations because the
order is disregarded
• Example:
– Consider the set {A,B,C,D,E}
consisting of 5 elements
– Number of combinations of size
3?
– There are six permutations of
size 3 consisting of the elements
A, B, and C (3!=6)
– These six permutations are
equivalent to the single
combination {A,B,C}
– So, 60/3! =10
• In general
P n!
( )
n
 k ,n

k! k!(n  k )!
k
 Class Problem
• Car dealer service 10 foreign
cars and 15 domestic cars on • Solution
a particular day • Let D3={exactly 3 of the 6
• There are only 6 mechanics cars chosen are domestic}
• If 6 cars are chosen at • P(D3)=…
random, what is the • P(D3D4 D5 D6) =…
probability that exactly 3 of
the cars are domestic and the
other cars are foreign?
• What is the probability that at
least 3 of the cars are
domestic and the other cars
are foreign?
 Conditional Probability
• Interested at the probability • Simple example concerns the
of an event occurring situation in which two events
conditional on the are mutually exclusive
knowledge that another
event has occurred • P(B|A)= P(A∩B)/P(A)=0/P(B)=0
• Let A and B be events with
P(A) 0 A B
• The conditional
probability of B given A is
P(B|A)= P(A∩B)/P(A)
• Note: P(B|A) is undefined
if P(A) =0.

A B
 Examples
• If the probability that a
research project will be
planned is 0.80 and the
probability that it will be
planned and well executed is
0.72, what is the probability
that a research project, which
is well planned, will also be
well executed?
• Solution
• P(A/B) =
P(A∩B)/P(B)=0.72/0.80=0.90
• If the probability that a
communication system will
have high fidelity is 0.81, and
the probability that it will
have high fidelity and high
selectivity is 0.18, what is the
probability that a system with
high fidelity will also have
high selectivity?
– A: A communication system
which has high selectivity
– B: A communication system
which has high fidelity
• Data: P(B)=0.81,
P(A∩B)=0.18
• P(A/B)=P(A∩B)/P(B)=
0.18/0.81=2/9
 Class Problem
• A magazine publishes three columns entitled A, B, and C
• Reading habits of a selected readers with respect to these
columns
Read regularlyA B C A∩B A∩C B∩C A∩B∩C
Probability 0.14 0.23 0.37 0.08 0.09 0.13 0.05
• P(A|B)=…
• P(A|B  C)=…
• P(A| reads at least one) = P(A|ABC)=…
• P(AB |C)=…
 Class Problem
• Disks of polycarbonate plastic from a • Solution
supplier are analyzed for scratch
resistance and shock resistance. The a) P(A) =…
results from 100 disks are summarized b) P(B) = …
below.
Shock Resistance
c) P(A/B)=…
High low d) P(B/A)=…
Scratch High 70 9
Resistance low 16 5
• Let A denote the event that a disk has
high shock resistance, and let B denote
the event that a disk has high scratch
resistance. Determine the following
probabilities.
a) P(A)
b) P(B)
c) P(A/B)
d) P(B/A)
 Multiplication Rule
• From the definition of • Solution
conditional probability, we • P(A)=the first worker
can write selected will be against the
P(A∩B)= P(A) P(B/A) new safety regulation=8/20
• Example: The supervisor of • P(B/A)=the second worker
a construction group (20 selected will be against given
workers) wants to get the that the first one is
opinion of 2 of them about against=7/19
new safety regulations. If 12 • P(A∩B)= P(A) P(B/A)=
of them favor the new – (8/20)(7/19)=14/95
regulations and the other 8
are against it, what is the
probability that both of them
chosen by the supervisor will
be against the new safety
regulation?
 Independent Events
• Two events A and B are • Example 1:
independent if and only if – What is the probability of
P(B/A)=P(B) if P(A)0 and getting two heads in two
P(A/B)=P(A) if P(B)0 flips of a balanced coin?
• P(B/A)=P(B) means the • Solution
probability of event B – (1/2)(1/2)=1/4
remains the same whether or
not event A is conditional • Example 2:
upon – If P(C)=0.65, P(D)=0.4, and
P(C∩D)=0.24, are the
• One event does not affect the events C and D
probability of the another independent?
event
• Solution
• P(A∩B)=P(A)P(B/A)=
– P(C)P(D)=(0.65)(0.4)=0.26
P(A)P(B) 0.24
 Class Problem
• Disks of polycarbonate plastic from
a supplier are analyzed for scratch • Solution:
resistance and shock resistance. The – P(A∩B)= = …
results from 100 disks are
summarized below. – P(A) = …
Shock Resistance
High low – P(B) = 79/100
Scratch High 70 9
Resistance low 16 5
• Let A denote the event that a disk
has high shock resistance, and let B
denote the event that a disk has
scratch resistance. Are events A and
B independent?
 Total Probability Rule
• Let A1, A2, A3,…, An be a
collection of mutually
exclusive events with known
probabilities which partition S
• Consider an event B with
known conditional
probabilities
A1 A2 An
B
• How to use P(Ai) and P(B/Ai)
to calculate P(B)
• Easily achieved by
B=(A1∩B)∪… ∪(An∩B)
• Events Ai∩B are mutually
exclusive
P(B)=P(A1∩B)+… P(An∩B)
=P(A1)P(B/A1)+…+P(An)P(B/An)
• Known as the law of total
probability
• Example
– Suppose that P(A/B)=0.2,
P(A/B')=0.3, and P(B)=0.8. What
is P(A)?
• Solution
P ( A)  P ( A  B )  P ( A  B )
 P ( A B ) P ( B )  P ( A B ) P ( B )
 (0.2)(0.8)  (0.3)(0.2)
 0.16  0.06  0.22
 Example
• In a certain assembly plant, • Let
three machines, B1, B2, and – A: the product is defective
B3, make 30%, 45%, and – B1=the product is made by machine B1
25%, respectively, of the – B2=the product is made by machine B2
products – B3=the product is made by machine B3
• It is known from past • P(A)=P(B1)P(A/B1)+…+P(Bn)P(A/Bn)
experience that 2%, 3%, and – P(B1)P(A/B1)=(0.3)(0.02)=0.006
2% of the products made by – P(B2)P(A/B2)=(0.45)(0.03)=0.0135
each machine, respectively, – P(B3)P(A/B3)=(0.25)(0.02)=0.005
are defective • P(A)=0.006+0.0135+0.005=0.0245
• Select a finished product
randomly
• What is the probability that it
is defective?
 Posterior Probabilities
• How to use the probabilities • From the law of total
P(Ai) and P(B/Ai) to calculate probability
the probabilities P(Ai/B)
• This is the revised P ( Ai  B )
probabilities of the events Ai P ( Ai B ) 
P( B )
conditional on the event B
• Assume P(A1), …, P(An) are 
P ( Ai ) P ( B Ai )
the prior probabilities of P( B )
events A1, …, An P ( Ai ) P ( B Ai )
• Observation of the event B 

n
j 1
P ( Aj ) P ( B Aj )
provides some additional
information to revise these • Known as Bayes’ Theorem
prior probabilities
• Called posterior probabilities
and conditional on the event B
 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
• Let
– 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
• Instead of asking P(A), we want
to find P(Bi/A)
• Using the Bayes’ formula
P( A ) P( B A )
P( A B)  i i

• Suppose a product is selected  P( A ) P( B A )

i n
j 1 j j

randomly and it is defective

P( B ) P( A B )
• What is the probability made P ( B A)  3 3

 P( B ) P( A B )
3 n
j 1
by machine Bi (say B3)? j j

• P(B3/A)=0.005/0.0245 = 10/49
 Prior and Posterior Probabilities
• Prior probabilities
– It is known from past experience
that 2%, 3%, and 2% of the
products made by each machine,
respectively, are defective
• Past data
– B1=the product is made by machine B1
– B2=the product is made by machine B2
– B3=the product is made by machine B3
• P(B1)=0.02
• P(B2)=0.03
• P(B3)=0.02
• Posterior probabilities
– Revision of the prior
probabilities conditional on the
event A
– A product is selected randomly
and it is defective, what is the
probability made by machine
Bi?
• P(B1/A)=0.006/0.0245 =
• P(B2/A)=0.0135/0.0245 =
• P(B3/A)=0.005/0.0245 = 10/49
 Class Problem
• A TV store sells 3 different brands of TVs
• Of its TV sales, 50% are brand 1, 30% are brand 2, and 20% are
brand 3
• Known that 25% of brand 1 requires warranty repair work,
whereas brand 2 and 3 are 20% and 10%, respectively
1. What is the probability that a selected buyer has a TV that will
need repair while under warranty?
2. If a customer returns a TV brand, what is the probability that is a
brand 1? A brand 2? A brand 3?
Solution
 Tree Diagram
P(B/A1) P(A1)=P(BA1)=0.125

P(B/A2) P(A2)=P(BA2)=0.06

Brand 2

P(B/A3) P(A3)=P(BA3)=0.02

P(B)=P[(brand1 and repair) or (brand 2 and repair) or (brand 3 and repair)] =0.205
P(B)= P(BA1)+ P(BA2)+ P(BA3)=0.125+0.06+0.02 =0.205

P(A1/B)=…
P(A2/B)=…
P(A3/B)=…
 Class Problem
• An assembly plant receives
its voltage regulators from • If A denotes the event a
three different suppliers, 60% voltage regulator received by
from supplier B1, 30% from the plant performs according
supplier B2, and 10% from to specifications and B1, B2,
supplier B3. If 95% of the B3 are the events that it comes
voltage regulators from B1, from the respective suppliers,
80% of those from B2, and then
65% of those from B3
perform according to
specifications, what is the
probability that a particular
voltage regulator which is
known to perform according
to specifications came from
supplier B3?