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01-Basic Probability Theory
01-Basic Probability Theory
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Sample Space and Events Cont’d…. Sample Space and Events Cont’d….
The sample space is denoted by Ω and the possible outcomes ii. Some possible events
are represented by ω i An event of obtaining even numbers
Ω = {ω1 , ω 2 , ......ω n } A = { 2 , 4, 6 }
Ω = {1 , 2, 3, 4, 5, 6 }
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C = { HH , HT , TH } A B
E F
A∪B
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Ω
EA A
A B
A∩B
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UA i = A1 U A2 U .... U An
i =1
n
IA i = A1 I A2 I ... I An
i =1
Axioms and Properties of Probability Cont’d….. Axioms and Properties of Probability Cont’d…..
The probability of an event A is a real number which satisfies the 3. Probability of the union of two mutually exclusive (disjoint)
following axioms. events is the sum of the probability of the events, i.e.,
1. Probability is a non-negative number, i.e., If A I B = Φ, then P( A U B ) = P( A) + P( B)
P ( A) ≥ 0 We can generalize axiom (3) for n pairwise mutually
2. Probability of the whole set is unity, i.e., exclusive (disjoint) events.
P ( Ω) = 1 If A1, A2, A3, …, An is a sequence of n pairwise mutually
From axioms (1) and (2), we obtain exclusive (disjoint) events in the sample space Ω such that
Ai I Aj = Φ, for i ≠ j, then
0 ≤ P( A) ≤ 1
n n
P U Ai = ∑ P( Ai )
i =1 i =1
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Axioms and Properties of Probability Cont’d….. Axioms and Properties of Probability Cont’d…..
By using the above probability axioms, other useful We can decompose the events A, B and AUB as unions of
properties of probability can be obtained. mutually exclusive (disjoint) events as follows.
1. P ( A) = 1 − P ( A)
Proof: A B
A I A = Φ ⇒ P( A U A) = P( A) + P ( A), but A U A = Ω
⇒ P(Ω) = P ( A) + P( A), P (Ω) = P( A U A)
⇒ 1 = P ( A) + P( A), P (Ω) = 1
∴ P ( A) = 1 − P ( A)
AI B AI B AI B
Axioms and Properties of Probability Cont’d….. Axioms and Properties of Probability Cont’d…..
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Axioms and Properties of Probability Cont’d….. Axioms and Properties of Probability Cont’d…..
Example-1:
For n events A1, A2, A3,…,An the above property can be
A box contains 10 identical balls numbered 0, 1, 2,…,9. A single
generalized as:
ball is selected from the box at random. Consider the following
n n n
P U Ai = ∑ P ( A j ) − ∑ P ( A j I Ak ) + .... + ( −1) n P ( A1 I A2 I ... I An ) events.
i =1 j =1 j <k
A: number of ball selected is odd
3. P ( A U B ) ≤ P ( A) + P ( B )
B: number of ball selected is multiple of 3
Proof:
C: number of ball selected is less than 5
P ( A U B ) = P ( A) + P ( B ) − P ( A I B )
Find the following probabilities.
But, P ( A I B ) ≥ 0
∴ P ( A U B ) ≤ P ( A) + P ( B ) a. P( A) d. P ( A I B)
b. P( B ) e. P ( A U B U C )
c. P (C )
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n( B) = 3 n( A U B U C ) = 9 a. P ( A U B ) c. P ( A I B ) e. P ( A U B )
b. P ( A I B ) d . P( A U B) f . P ( B)
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Axioms and Properties of Probability Cont’d….. Axioms and Properties of Probability Cont’d…..
Solution: Exercise:
a. P( A U B) = P( A) + P(B) − P( A I B) d . P( A U B) = P( A I B) = 1 − P( A I B) 1. If A I B = Φ, then show that P( A) ≤ P( B).
⇒ P( A U B) = 0.9 + 0.8 − 0.75 ⇒ P( A U B) = 1 − 0.75 2. If P( A) = P( B) = P( A I B), then show that
∴P( AU B) = 0.95 ∴ P( A U B) = 0.25
P[( A I B) U ( A I B)] = 0.
b. P( A I B) = P( A) − P( A I B) e. P( AU B) = 1− P( A) + P( AI B) 3. If P( A) = P( B) = 1, then show that P( A I B) = 1.
⇒ P( A U B) = 0.9 − 0.75 ⇒ P( A U B) = 1− 0.9 + 0.75 4. If P( A) = 0.9 and P( B) = 0.8, then show that P ( A I B) ≥ 0.7
∴P( A U B) = 0.15 ∴P( AU B) = 0.85
c. P( A I B) = P( A U B) = 1 − P( A U B) f . P ( B) = 1 − P( B)
⇒ P( A I B) = 1 − 0.95 ⇒ P( B) = 1 − 0.8
∴ P( A U B) = 0.05 ∴ P ( B ) = 0.2
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n n
⇒ P U Ai = ∑ P ( Ai ) But, Ai I A j = Φ ⇒ ( B I Ai ) I ( B I A j ) = Φ
i =1 i =1
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Solution: Example-5:
First let us define the events as follows. One bag contains 4 white and 3 black balls and a second bag
A : Box A is selected contains 3 white and 5 black balls. One ball is drawn from the
⇒
P ( A) = P (B ) = 1 / 2
B : Box B is selected P ( D / A ) = 1 / 10 first bag and placed in the second bag unseen and then one ball
D : Bulb is defective P ( D / B ) = 1 / 20
is drawn from the second bag. What is the probability that it is
a. P ( D ) = P ( D / A) P ( A) + P ( D / B ) P ( B )
= (1 / 10 )(1 / 2) + (1 / 20 )(1 / 20 )
a black ball?
∴ P ( D ) = 3 / 40
Solution:
P ( D / A) P ( A) 1 / 20
b. P ( A / D ) = = = (1 / 20 )( 40 / 3)
P( D) 3 / 40 First let us define the events as follows.
∴ P( A / D) = 2 / 3
B1 : black ball is drawn from the first bag
W1 : white ball is drawn from the first bag
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3. In a certain assembly plant, three machine A, B and C make Two events A and B are said to be statistically independent if
30%, 45% and 25% of the products respectively. It is known and only if
that 2%, 3% and 5% of the products made by each machine, P ( A I B ) = P ( A) P (B )
respectively, are defective. Suppose that a finished product is
Similarly, three events A, B and C are said to be statistically
randomly selected.
independent if and only if
a. What is the probability that it is defective?
P ( A I B I C ) = P ( A ) P ( B ) P (C )
b. If the product is known to be defective, what is the
probability that it is made by machine A? Generally, if A1, A2, …, An are a sequence of independent
events, then
n n
P I Ai = ∏ P ( Ai )
i =1 i =1
ii. P( B / A) =
P( A I B ) P( A) P ( B )
= = P( B ) ⇒ P ( A I B ) = P ( A)[1 − P ( B )] = P( A) P ( B )
P( A) P ( A)
⇒ P ( B / A) = P ( B ) ∴ By the definition of independent events, A and B are independent.
Example-1: Example-2:
If A and B are independent, then show that A and B are also The probability that a husband and a wife will be alive 20 years
independent. from now are given by 0.8 and 0.9 respectively. Find the
probability that in 20 years
a. both will be alive c. at least one will be alive
b. neither wi ll be alive
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Assignment-I Assignment-I
4. The probability that a husband watches a certain television
1. Show that the probability that exactly one of the events A or B
show is 0.4 and the probability that a wife watches the show is
occurs is given by:
0.5. The probability that a husband watches the show given that
P ( A) + P( B) − 2 P( A I B )
his wife does is 0.7. Find the probability that
2. If A and B are mutually exclusive events and P(A)=0.29,
a. both of them watch the show
P(B)=0.43, then find P( A I B).
b. a wife watches the show given that her husband does
3. A box contains 3 double-headed coins, 2 double-tailed coins
c. at least one of them watch the show
and 5 normal coins. A single coin is selected at random from
the box and flipped. 5. In a shooting test, the probability of hitting the target is 1/2 for
A , 2/3 for B and 3/4 for C. If all of them fire at the target, find
a. What is the probability that it shows a head?
the probability that
b. Given that a head is shown, what is the probability that it is
a. none of them hits the target
the normal coin?
b. at most two of them hit the target
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