1.

5 Independent Events
Definition 1. Two events A, B are said to be independent if P(AB)=P(A)P(B).
Definition 2. Events are said to be mutually independent if

for any and any integers

Example 1. Flipping 3 fair coins, get and are the events that the 1st , the
2nd, and the 3rd coin comes up head, respectively.
Then, we have

So, and are independent. Similarly, the other two pairs and
are also independent. Moreover, and are mutually independent since
Example 2. Tossing 2 fair dice. Set A=“ the number shown in 1st die”, B=“the
number shown in 2nd die”.
Then, we have

So, and are not independent. Meanwhile,

So, and are independent.

Example 3. An urn contains 4 ball numbered 1,2,3,4. Draw a ball randomly from
the urn. Let

We have

However,

So, and are not mutually independent even they are pairwise independent.
1.6 Total Probability Theorem and Bayes’ Theorem
Given n mutually exclusive events satisfy that

Then for any event

Theorem 1.

Theorem 2.

Proof of Theorem 1. It is easy to see that

So, for any event

Example 1. A part machine may be selected from 3 manufactories with probability
respectively. The part functions properly during a
period of time with probability 0.2, 0.3, 0.3, respectively. Let =“event that the
part chosen works properly”. Find P(A).

Solution Let M1=“event that the chosen part was from the manufactory 1”,
M2=“event that the chosen part was from the manufactory 2”,
M3=“event that the chosen part was from the manufactory 3”,
A=“event that the chosen part works properly”.
So, M1+M2+M3=S, and
P(A)=P(M1)P(A|M1)+P(M2)P(A|M2)+P(M3)P(A|M3)
=(0.2) (0.25)+(0.3) (0.5)+(0.3) (0.25)=11/40.
Example 2. A box contains 10 marbles (4 reds, 6 blues). Draw two marbles
from the box one by one. Let R1, R2 be events of getting a red in the first,
and in the second draw, respectively. Find P(R1 R2), P(R2), ?

Answer:
P(R1 R2)=P(R1)P(R2|R1)=(4/10) (3/9)=2/15.

P(R2)=P(R2|R1) P(R1)+P(R2| ) P( )=(4/10) (3/9)+(4/9) (6/10)=2/5.

P(R2| ) P( (4/9) (6/10)

Example 3. A simple binary communication channel carries messages by only two
signals, say 0 and 1. Assume that, for a given binary channel, 40% of time a 1 was
transmitted; the probability that a 0 transmitted is correctly received is 0.9, and
the probability that a 1 transmitted is correctly received is 0.95.
a) Find the probability that a 1 being received.
b) Given a 1 is received, find the probability that 1 was transmitted.

Solution: Let A=“event that a 1 is transmitted”, B=“ event that a 1 is received”.

a) (0.4) (0.95)+(0.6) (0.1)=0.44.
Example 4. A cancer diagnostic test is 95% accurate both on those who have
cancer and on those who do not. If 0.005 of the population actually does have
cancer, compute the probability that a particular individual has cancer, given that
the test indicates that he/she has cancer.
Solution.
Example 5. Consider two urns. The first contains two white and seven black
balls, and the second contains five white and six black balls. Flip a fair coin, then
draw a ball from the first urn or the second urn depending on whether the
outcome was a head or a tail, respectively. What is the conditional probability that
the outcome of the toss was a head given that a white ball was selected?
Solution.
Let H=“event that the coin comes up a head”,
W=“event that the drawn ball is white”.
Example 6. A laboratory blood test is 95 percent effective in detecting a certain
disease when it is, in fact, present. However, the test also yields a “false positive”
result for 1 percent of the healthy person tested. (That is, if a healthy person is
tested, then with probability 0.01, the test result will imply he has the disease.) If
0.5 percent of the population actually has the disease, what is the probability a
person has disease given that the test result is positive?

Solution: Let D=“event that the chosen person has disease”,

Example 7. In answering the question of a multiple-choice test a student either
knows the answer or guesses. Let p be the probability that she knows the answer,
and (1-p) the probability that she guesses. Assume that a student who guesses at
the answer will be correct with probability 1/m, where m is the number of
multiple-choice alternatives. What is the conditional probability that the student
knew the answer to a question given that she answered it correctly?

Solution. Let K=“event that the student knows the answer”,

C=“event that the answer is correct”.
Example 8. A quality control record panel of transistors gives the results shown in
the Table below when classified by manufacturer and quality.
Let one transistor be selected at random. What is the probability of it being:
a) From manufacturer A with acceptable quality?
b) Acceptable given that it is from manufacturer C?
c) From manufacturer B given that it is marginal?

Manufacturer Quality
Acceptable Marginal Unacceptable Total

A 128 10 2 140
B 97 5 3 105
C 110 5 5 120