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Statistics and Probability For Science and Engineering
Statistics and Probability For Science and Engineering
2.66
Statistics 3601 Dr. Staffan Fredricsson Probability Page 11
Addition/Union Rules
A A B B A
) ( ) ( ) ( ) (
) ' ( ) ( ) ( ) ( ) ' (
) ' ( ) ( ) ' (
)} ' ( and ) ( and ) ' ( events exclusive {mutually
)] ' ( ) ( ) ' [( ) (
B P B A P A P B A P
B A P B A P B A P B A P B A P
B A P B A P B A P
B A B A B A
B A B A B A P B A P
+ =
+ + + =
= + + =
=
= =
) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (
: shown that be can it Similarly,
C B A P C B P C A P B A P C P B P A P C B A P + + + =
) ( ) ( ) ( then
), ( events exclusive mutually are and If : y probabilit of axiom 3rd he Remember t
B P A P B A P
B A B A
+ =
= |
Statistics 3601 Dr. Staffan Fredricsson Probability Page 12
Exercise 2-78
| =
+ =
B A B A
B P B A P A P B A P
N
N
E event P
e
Exclusive Mutually ,
) ( ) ( ) ( ) (
) (
use will We : Note
2.78
Statistics 3601 Dr. Staffan Fredricsson Probability Page 13
Conditional Probability
To this point, we have discussed the Probability of Events that may result
from a Random Experiment
It is sometimes useful to discuss the Conditional Probability of an Event A
that may result from a Random Experiment, given that the Event B
occurred.
For example, when considering epidemic illness in a population, consider
the Random Experiment that we randomly draw a single individual from
the population of a county. We may be interested in the Conditional
Probability of the Event Individual has illness, given that the Event
Individual was inoculated has occurred.
Conditional Probability can be viewed as the Probability in a modified
Random Experiment, consisting only of the Outcomes that satisfy the
Condition
A B B A
Statistics 3601 Dr. Staffan Fredricsson Probability Page 14
Conditional Probability P(A|B)
Tree diagram for classified parts:
05 . 0
360
18
) ' | (
25 . 0
40
10
) | (
1 . 0
400
40
) (
07 . 0
400
28
) (
= =
= =
= =
= =
F D P
F D P
F P
D P
A B B A
Example: 400 parts classified by (visual) surface flaws and (functionally) defective
372
28
Statistics 3601 Dr. Staffan Fredricsson Probability Page 15
Conditional Sample Space Redefined
) | ( ) ( ) | ( ) ( ) (
: ) Rule" tion Multiplica " (aka on" Intersecti the of y Probabilit " calculate to used be can This
) (
) (
) | (
) (
) (
) | (
: y Probabilit l Conditiona
B A P B P A B P A P B A P
A P
B A P
A B P
B P
B A P
B A P
= =
A B B A
A B B A
Statistics 3601 Dr. Staffan Fredricsson Probability Page 16
Exercise 2-90 a, d, e
) (
) (
) | (
) (
use will We : Note
B P
B A P
B A P
N
N
E event P
e
2-90.
Statistics 3601 Dr. Staffan Fredricsson Probability Page 17
(Statistically) Independent Events
false all or true all either are equations These : Note
) ( ) ( ) (
or ) ( ) | (
or ) ( ) | (
: iff t" Independen " called are Events Two
t Independen ally) (Statistic are and Events the
say that We . Event in is Outcome y that the Probabilit the
affect not does Event in is Outcome that the knowledge case, In this
]
) (
) (
[generally ) ( ) | (
y Probabilit l Conditiona the cases, some In
=
=
=
= =
B P A P B A P
B P A B P
A P B A P
B A
B
A
A P
A B P
B P A B P
Statistics 3601 Dr. Staffan Fredricsson Probability Page 18
Exercise 2-136 (p. 55)
) ( ) ( ) ( ) (
) ( ) ( ) ( t Independen
use will We : Note
B P B A P A P B A P
B P A P B A P
+ =
=
2-136.
Statistics 3601 Dr. Staffan Fredricsson Probability Page 19
Total Probability Rule
) ' ( ) ' | ( ) ( ) | ( ) (
) ' ( ) ( ) (
exclusive] [mutually ) ' ( ) (
A P A B P A P A B P B P
A B P A B P B P
A B A B B
+ =
+ =
=
) ( ) | ( ... ) ( ) | ( ) ( ) | (
) ( ... ) ( ) ( ) (
events exhaustive and exclusive mutually , , .... , , for Similarly,
2 2 1 1
2 1
2 1
k k
k
k
E P E B P E P E B P E P E B P
E B P E B P E B P B P
E E E
+ + + =
= + + + =
Statistics 3601 Dr. Staffan Fredricsson Probability Page 20
Exercise 2-105
) ' ( ) ' | ( ) ( ) | ( ) (
Rule y Probabilit Total the use shall We
:
A P A B P A P A B P B P
Note
+ =
2.105.
Statistics 3601 Dr. Staffan Fredricsson Probability Page 21
Probability - Summary
) ( ) | ( ... ) ( ) | ( ) ( ) | ( ) (
: then events, exhaustive and exclusive mutually , , .... , , If
) ( ) ( ) (
: then events t independen B and A If
) ( ) ( ) (
: then events, exclusive mutually B and A If
) ( ) ( ) ( ) (
) (
) (
) | (
: Generally
2 2 1 1
2 1
k k
k
E P E B P E P E B P E P E B P B P
E E E
B P A P B A P
B P A P B A P
B A P B P A P B A P
B P
B A P
B A P
+ + + =
=
+ =
+ =
=
Statistics 3601 Dr. Staffan Fredricsson Probability Page 22
Next Lecture
Plan for next lecture:
Cover Sections 2.7, 3.1-3.4
(Bayes Theorem, Discrete Random Variables)
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