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Chapter 2
Chapter 2
Chapter 2
ProbabilityI
Professor: Termeh Kousha
Fall 2017
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1 Operations on events
A random experiment is an experiment or a process for which the out-
come cannot be predicted with certainty.
The sample space (denoted S) of a random experiment is the set of all
possible outcomes. Consider a random experiment with the sample space S.
We will assume that all the events bellow are the subsets of S.
Union:
Intersection:
Complement:
DeMorgan Laws:
a)
(E1 ∪ E2 ∪ · · · ∪ En )0 occurs
= none of the events E1 , E2 , . . . , En occur
= E10 ∩ E20 ∩ . . . ∩ En0 occurs
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b)
(E1 ∩ E2 ∩ · · · ∩ En )0
= at least one of the events E1 , E2 , . . . , En occurs
= E10 ∪ E20 ∪ . . . ∪ En0 occurs
Ei ∩ Ej = ∅, for all i 6= j,
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Exhaustive Events:
E1 ∪ E2 ∪ · · · ∪ En = S.
Remark. When A and B are mutually exclusive, the event A ∩ B (“A and
B occur”) is the impossible event which is denoted by ∅ (the empty set
symbol). The probability of the impossible event is 0.
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2 Axioms of Probability:
Consider an experiment with the sample sample S. For each event E, we
can associate a real number P (E) such that:
• Positivity : P (E) ≥ 0,
• Certainty : P (S) = 1,
1. P (∅) = 0
where ∅ is the empty set (an event with no outcome).
E1 ⊆ E2 ⇒ P (E1 ) ≤ P (E2 )
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4. For all events E ⊆ S
P (E 0 ) = 1 − P (E).
Example 1. A family has 3 children. Let A be the event “they have only
boys”. Then A0 is the event “they have at least one girl”. We know that
P (A) = 1/8. Hence
P (A0 ) = 1 − 1/8 = 7/8.
a)
P (A) = P (A ∩ B) + P (A ∩ B 0 )
b)
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
c)
P (A ∪ B ∪ C)
= P (A) + P (B) + P (C)
−P (A ∩ B) − P (A ∩ C) − P (B ∩ C)
+P (A ∩ B ∩ C)
d)
P (E1 ∪ E2 ∪ . . . ∪ En )
= 1 − P [(E1 ∪ E2 ∪ . . . ∪ En )0 ]
= 1 − P (E10 ∩ E20 ∩ . . . ∩ En0 )
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Venn Diagrams:
' $
A0 A
& %
S
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Example 3. The probability that a piece of integrated circuit will have a
defective etching is 0.12, the probability that it will have a defective slot is
0.29 and the probability that it will have both defects is 0.07.
(a) What is the probability that a piece of integrated circuit will have a
defective etching but not a defective slot.
(b) What is the probability that a piece of integrated circuit will have a
defective etching or a defective slot?
(c) What is the probability that it will have neither a defective etching nor
a defective slot?
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Example 4. In a group of 100 German men, 70 have blond hair, 77 have
blue eyes and 55 have blond hair and blue eyes.
(i) What is the probability that a randomly selected man in this group
has blond hair or blue eyes?
(ii) What is the probability that the randomly selected man does not have
blond hair, but has blue eyes?
(iii) What is the probability that a randomly selected man does not have
blond hair and does not have blue eyes?