Faculty of Science and Engineering School of Mathematical Sciences

MAB210
Probability and Stochastic Modelling 1 Section 3
Problem Solving using Independence and Conditional Probability

MAB210-2-13

Section 3

Preliminaries: some exercises

Question 1 Suppose a neutron passing through plutonium is equally likely to produce 1, 2 or 3 other neutrons in its place. Suppose these second generation neutrons are in the same way each equally likely to produce 1, 2 or 3 third generation neutrons independently of each other. What is the value of where is the maximum possible number of third generation neutrons? Calculate the probability of neutrons in the third generation for . Question 2 A number of years ago, the following statement appeared in the Courier Mail.
Forty percent of women work part time, while nine percent of men work part time. From this it follows that thirty-two percent of fulltime workers are women

This statement is nonsense, but identify the events in this statement, and what other percentages might be needed in order to find the percentage of fulltime workers who are women. Question 3 In P2.2, what percentage of those who contract flu were immunised?

MAB210-2-13

Section 3

Formal Lecture Materials

Problem Solving using Independence and Conditional Probability
3.1 Some problems illustrating use of Section 2 We have obtained some idea from Section 2 and Worksheet 2 how independence and conditional probability are of fundamental importance in modelling processes that involve probability. We have also seen that in tackling and solving such problems, we need to unpack the problem, identifying clearly what is known, what is unknown and what we want to find express these in ways in which we can see what is going on and possible ways of handling it this is what mathematical modelling is about use the notation and logic of events and their notation these are closely related to formal logic use our knowledge of independence and conditional probability, plus similarities to other problems, plus experience built up through doing exercises and problems identify relationships between the things we know and the things we want to find

In Section 3 we will continue to build on this experience through more examples and problems, and also build on the law of total probability to see a further use of conditional probability of enormous power and importance across many contexts and applications. We will then explore a further diversity of problems. We have already seen examples of how conditional probability and the law of total probability can be useful in investigating risk, and the extra technique of Bayes theorem below is used throughout risk analysis. The techniques of Section 2 find uses in building probability models over time, over stages, and in unpacking and tackling situations with inter-relationships between events that can be quite complex. The next three examples illustrate these types of uses. Example 1 Suppose a binary signal has to pass through a number of stages where it may be changed at each stage with a probability (and therefore remained unchanged with a probability of ). A signal starts as a 0. What is the probability after passing through 2 stages that it is still 0?

MAB210-2-13

Section 3

Pr(0 at stage 2 | 0 initially) = Pr(0 to 0 at stage 1, 0 to 0 at stage 2 | 0 initially) + Pr(0 to 1 at stage 1, 1 to 0 at stage 2 | 0 initially) = Pr(0 at 2 | 0 at 1) Pr(0 at 1 | 0 initially) +Pr(0 at 2 | 1 at 1) Pr(1 at 1 | 0 initially) = = Note that this is the same as ( . ) if and only if .

This is another example of the law of total probability that we saw in Section 2. It could be called "partitioning and conditioning" and the technique is used again and again in building models. In its simplest form the law of total probability is as follows: Suppose that we have event B which is of interest and another event . Then we can partition B into the part in and the part in , and then we can condition on and . B B B r B r B r B r r B r since B and B are dis oint

r B

The number of "partitioning" events can be any number, and the process can be repeated in more complex situations. We will see more of the above example in Section 4 where we will see how to investigate the process over many stages. Example 2

MAB210-2-13

Section 3

The following is an example of what is called random Mendelian mating. Suppose one of the genes associated with the control of carbohydrate metabolism exhibits two alleles, a dominant allele W and a recessive allele w. If the probabilities of the WW, Ww and ww genotypes in the present generation are , , and , respectively, for both males and females, what are the chances that an individual in the next generation will be a ww? Example 3 Two species of trees are growing in an area. The tables below show the probabilities of at least certain numbers of young trees of each species appearing in a 400m2 section. Species A
Number of young trees in section, Pr(at least ) 1 0.9 2 0.7 3 0.2 4 0.1

Species B
Number of young trees in section, Pr(at least ) 1 0.9 2 0.8 3 0.75 4 0.6 5 0.4 6 0.2 7 0.1 8 0.05

The number of young trees of species A appearing in a section is independent of the number of young trees of species B appearing in the section. It is judged by forestry management that viable sections will have either at most 2 trees of species A and at most 7 trees of species B, or at most 3 trees of species A and at most 4 trees of species B. If a section is not naturally viable, intervention is necessary. What is the probability that a section does not need intervention?

MAB210-2-13

Section 3

3.2 Bayes' theorem Bayes theorem is another example of using conditional probabilities. It builds on the law of total probability to find a reverse or inverse conditional probability. The theorems first explicit statement in 8 was due to Laplace but its name comes from the Reverend Thomas Bayes whose 1763 paper, published after his death, had outlined the result. He intended it as a way of finding certain kinds of inverse probabilities and as such it is a fairly straightforward application of conditional probability. It is unlikely the reverend realized just how useful it would be in the modern era of risk analysis. A particular philosophical interpretation of Bayes theorem has given rise to a theory of statistical inference called Bayesian, in which models include prior beliefs about the situation and then use data to produce posterior beliefs. It is unlikely Reverend Bayes had any inkling of what his simple but powerful formula would lead to. We will see Bayes theorem through examples. Example 4 Suppose only three factories, A, B, C, make a certain type of battery, with A supplying 50% of the market and B and C each half of the rest. If the probability of a defective battery from A, B, C, is 0.1, 0.08, 0.07, respectively, what is the probability that a defective battery was made in A? Example 5 Consider Example 2 in the Section 2 notes of a diagnostic test for a condition that is present in 8% of the population. The test has been found to be 95% reliable when the condition is present, and 90% reliable when the condition is not present. What is the probability the condition is present if the test says it is?

MAB210-2-13

Section 3

3.3 General situation Consider the general situation where we know the probabilities of where

and the 's are all disjoint. Also we know the conditional probabilities of another event B given each of the 's. Then B B B r B r B and r B r B r B r r B r B is obtained as above, so this gives us: Bayes Theorem r B r B r B r r r B r r B r B r B r B r r B r since

r B

r B

r B

Example 6 bringing it together 1. Lady Moneypenny has a cat and a butler. The butler hates the cat and the probability that he would kill it, if left alone with it, is 1 2. However, the butler is a busy man, so the probability that the butler would end up alone with the cat when it is not with her Ladyship is only 1 5. Moreover, the cat is rather stupid; if not attended by her Ladyship and not in the company of the butler, the probability that it will have an accident and die is 1 4. Lady Moneypenny is called away to a fete. On her return, the cat is dead. What is the probability that the butler killed the cat? You may assume that if the cat was with the butler when it died, it did not die accidentally. 2. Fred is a beagle sniffer dog at a cargo handling depot. Fred is 95% reliable in detecting contraband substances when they are present, and also has a MAB210-2-13 Section 3 7

probability of only 0.005 of indicating the presence of contraband substances when they are not present. (i) If Fred indicates that contraband substances are present in 1% of cargoes he inspects, show that the probability, , that a cargo contains contraband substances is 0.0053. Using this value of , obtain the probability of contraband substances in a cargo if Fred indicates their presence. Freds younger brother ete is still being trained. Pete is currently 90% reliable in detecting contraband substances when they are present, and has a probability of 0.01 of indicating the presence of contraband substances when they are not present. If Fred and Pete share the work, what proportion could Pete be allowed to do if it is desired to keep the percentage of cargoes inspected further because a dog indicates the presence of contraband substances, to 1.2%. [Again use the value of of 0.0053] Example 7 (i) A new marketing campaign for an existing product that currently has 5% of the market, runs an advertisement in newspapers. Based on circulation and previous survey information, the marketing company states that the probability an arbitrary person sees the ad is 60%. During the newspaper ad campaign, the buyers of the product were asked if they had seen the ad. 75% replied that they had. Assume that for those who did not see the ad, the probability of buying the product is still 5%. Show that the probability that a person who saw the ad buys the product is 10%. (ii) The campaign now extends to include ads on TV. Based on (i) above, we assume that a person who sees the newspaper ad but not the TV ad has a probability of 10% of buying the product. It is considered that a person who sees the TV ad but not the newspaper ad has a probability of 30% of buying the product, and that those who see both newspaper and TV ads have a probability of 35% of buying the product. As in (i), the probability that a person who sees no ads buys the product is 5%, and the probability that a person sees the newspaper ad is still 60%. It is also assumed that a person has a probability of 60% of seeing the TV ad, independently of whether they see the newspaper ad. What is the probability that a person who buys the product saw the TV ad but not the newspaper ad?

(ii) (iii)

MAB210-2-13

Section 3