Professional Documents
Culture Documents
Addis Ababa Science & Technology University Department of Electrical & Electronics Engineering
Addis Ababa Science & Technology University Department of Electrical & Electronics Engineering
Example-2:
Consider a random experiment of flipping a fair coin twice.
i. Sample space
{ HH , HT, TH, TT }
A B
E F
AB
A B { : A and B} A B { : A B}
A B
AB
EA A
A B
A B
5. Equal Events
Two events A and B are said to equal if they contain the same
outcomes and is denoted by A=B.
A
i 1
i A1 A2 .... An
n
A
i 1
i A1 A2 ... An
n n
P Ai P( Ai )
i 1 i 1
Semester-II, 2013/14 By Welelaw Y. 16
Axioms and Properties of Probability Cont’d…..
By using the above probability axioms, other useful
properties of probability can be obtained.
1. P ( A) 1 P ( A)
Proof:
A A P ( A A) P ( A) P ( A), but A A
P () P( A) P ( A), P () P( A A)
1 P( A) P ( A), P () 1
P( A) 1 P ( A)
A B
A B A B A B
P ( A) P ( A B ) P ( A B ) P(B) P( A B) P( A B)
P( A B) P(B) P( A B)
P ( A B ) P ( A) P ( A B )
iv . A B B ( A B)
iii . A B A (A B)
P( A B) P(B) P( A B)
P ( A B ) P ( A) P ( A B )
v. A B ( A B) ( A B) ( A B)
P( A B) P( A B) P( A B) P( A B)
2. P ( A B ) P ( A) P ( B ) P ( A B )
Proof:
P ( A B ) P ( A) P ( A B )
But, P ( A B ) P ( B ) P ( A B )
P ( A B ) P ( A) P ( B ) P ( A B )
3. P ( A B ) P ( A) P ( B )
Proof:
P ( A B ) P ( A) P ( B ) P ( A B )
But, P ( A B ) 0
P ( A B ) P ( A) P ( B )
Solution:
The sample space and the events are given by:
{0, 1, 2, 3, 4, 5, 6, 7, 8, 9} C {0, 1, 2, 3, 4}
A {1, 3, 5, 7, 9} A B {3, 9}
B {3, 6, 9} A B C {0, 1, 2, 3, 4, 5, 6, 7, 9}
Solution:
a. P( A B) P( A) P(B) P( AB) d. P( A B) P( A B) 1 P( A B)
P( AB) 0.9 0.8 0.75 P( A B) 1 0.75
P( A B) 0.95 P( A B) 0.25
c. P( A B) P( A B) 1 P( A B) f . P( B) 1 P( B)
P( A B) 1 0.95 P( B) 1 0.8
P( A B) 0.05 P ( B ) 0. 2
Exercise:
1. If A B , then show that P( A) P( B).
2. If P( A) P( B) P( A B), then show that
P[( A B ) ( A B)] 0.
3. If P ( A) P( B) 1, then show that P( A B ) 1.
4. If P( A) 0.9 and P( B) 0.8, then show that P( A B) 0.7
We know that
P( B) P( A B) P( A B)
P( B) P( B / A) P( A) P( B / A) P( A) (5)
Substituting equation (5) into equation (4), we will get
P( B / A) P( A)
P( A / B) (6)
P( B / A) P( A) P( B / A) P( A)
n n
P Ai P( Ai )
i 1 i 1
Semester-II, 2013/14 By Welelaw Y. 29
Conditional Probability Cont’d…….
Let B be any event in Ω as shown below.
A2 .....
A1 An 1
B
A3 ..... An
B B ( A1 A2 .... An )
B ( B A1 ) ( B A2 ) ... ( B An )
But, Ai A j ( B Ai ) ( B A j )
P( B) P( B / A1 ) P( A1 ) P( B / A2 ) P( A2 ) ... P( B / An ) P( An ) (8)
In short,
n n
P( B) P( B Ai ) P( B / Ai ) P( Ai ) (9)
i 1 i 1
P( B / Ai ) P( Ai )
P( Ai / B) n
(10)
P( B / A ) P( A )
i 1
i i
Solution:
P( B) P( A B) P( A B)
P( B) P( A / B) P( B) P( A / B) P( B)
1 P ( A / B ) P ( A/B )
P ( A/B ) 1 P ( A / B )
a. P ( B 1 B 2 ) P ( B 2 / B 1 ) P ( B 1 ) (1 / 4 )( 2 / 5 )
P ( B 1 B 2 ) 1 / 10
b. P (W 2 ) P (W 2 B 1 ) P (W 2 W 1 )
P (W 2 / B 1 ) P ( B 1 ) P (W 2 / W 1 ) P (W 1 )
( 3 / 4 )( 2 / 5 ) ( 2 / 4 )( 3 / 5 )
P (W 2 ) 3 / 5
Semester-II, 2013/14 By Welelaw Y. 35
Conditional Probability Cont’d…..
Example-4:
Solution:
First let us define the events as follows.
A : Box A is selected
P ( A) P (B ) 1 / 2
B : Box B is selected P ( D / A ) 1 / 10
D : Bulb is defective P ( D / B ) 1 / 20
a. P ( D ) P ( D / A) P ( A) P ( D / B ) P ( B )
(1 / 10)(1 / 2) (1 / 20)(1 / 20)
P ( D ) 3 / 40
P ( D / A) P ( A) 1 / 20
b. P ( A / D ) (1 / 20)( 40 / 3)
P( D) 3 / 40
P( A / D) 2 / 3
Example-5:
One bag contains 4 white and 3 black balls and a second bag
contains 3 white and 5 black balls. One ball is drawn from the
first bag and placed in the second bag unseen and then one ball
is drawn from the second bag. What is the probability that it is
a black ball?
Solution:
First let us define the events as follows.
B1 : black ball is drawn from the first bag
W1 : white ball is drawn from the first bag
Semester-II, 2013/14 By Welelaw Y. 38
Conditional Probability Cont’d…..
B2 : black ball is drawn from the second bag
W2 : white ball is drawn from the second bag
P( B2 ) P( B2 B1 ) P( B2 W1 )
P( B2 ) P( B2 / B1 ) P ( B1 ) P( B2 / W1 ) P(W1 )
P( B2 ) (6 / 9)(3 / 7) (5 / 9)(4 / 7)
P ( B2 ) 28 / 63
Exercise:
1. For three events A, B and C, show that:
a. P[( A B ) / C ] P[ A /( B C )]P ( B / C )
b. P ( A B C ) P[ A /( B C )]P ( B / C ) P (C )
Example-1:
If A and B are independent, then show that A and B are also
independent.
Example-2:
The probability that a husband and a wife will be alive 20 years
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
Semester-II, 2013/14 By Welelaw Y. 44
Independence of Events Cont’d……
Solution:
• First let us define the events as follows.
H : Husband will be alive
W : Wife will be alive
P (both) P ( H W ) (0.8)(0.9)
P(both) P( H W ) 0.72
b. P (neither ) P ( H W ) P ( H ) P (W )
P ( neither ) P( H W ) (0.2)(0.1)
P (neither ) P( H B ) 0.02