Chapter 4

Probability

 EXPERIMENT
Any process which generates
well-defined outcomes.
 Examples of experiments
Experiment Experimental
Outcomes

Toss a coin Head, Tail

Roll a die 1, 2 , 3 , 4, 5 , 6
Play a football game Win, lose, tie
 Sample Space

The set of all possible outcomes of a

random experiment is called the sample
space. The symbol S will be used to
denote the sample space.
 Sample Space
- An Example -

What is the sample space for a roll

of a single six-sided die?

S = [1, 2, 3, 4, 5, 6]
 EVENT
An event is a set of one or more
outcomes of a random experiment.
Examples
Throwing of a die and getting 1or 2 or 3
or 6 is an event.
Tossing of a coin and getting head or tail
is an event.
 Mutually Exclusive

If the events A and B have no common basic

outcomes, they are mutually exclusive and their
intersection A B is said to be the empty set
indicating that A B cannot occur.
More generally, the K events E1, E2, . . . , EK
are said to be mutually exclusive if every pair of
them is a pair of mutually exclusive events.
 Venn Diagrams

Venn Diagrams are drawings, usually

using geometric shapes, used to depict
basic concepts in set theory and the
outcomes of random experiments.
Intersection of Events A and B
(Figure 4.1)

S S

A AB B A B

(a) AB is the striped area (b) A and B are Mutually Exclusive

 Collectively Exhaustive

Given the K events E1, E2, . . ., EK in the

sample space S. If E1 E2 . . . EK = S,
these events are said to be collectively
exhaustive.
 Complement

Let A be an event in the sample space S.

The set of basic outcomes of a random
experiment belonging to S but not to A is
called the complement of A and is
denoted by A.
 Venn Diagram for the
Complement of Event A
(Figure 4.3)

A A
 PROBABILITY
Probability is a ratio measuring
the likelihood or chance that an
event will happen.
 Classical Probability

The probability of an event A is

NA
P(A)
N
where NA is the number of outcomes that satisfy the
condition of event A and N is the total number of
outcomes in the sample space.
 EXAMPLE
20 discs are marked with the numbers 1 to
20 inclusive. They are placed in a box and
one disc is drawn from it. What is the
probability that the number on the disc
will be a multiple of 5?
 Probability Postulates
Let S denote the sample space of a random experiment, Oi,
the basic outcomes, and A, an event. For each event A
of the sample space S, we assume that a number P(A)
is defined and we have the postulates
1. If A is any event in the sample space S

0 P( A) 1
2. Let A be an event in S, and let Oi denote the basic
outcomes. Then
P( A) P(Oi )
A
where the notation implies that the summation
extends over all the basic outcomes in A.
3. P(S) = 1
 EXAMPLE
A machine produce parts with three parts
per batch. For each batch, let Ai be the
event the i parts are good, i =0, 1, 2, 3.
Suppose that P(A0)= 1/64, P(A1)= 9/64 ,
and P(A2)=27/64. Find the value of P(A3).
 Mutually Exclusive
The events A and B are said to be mutually
exclusive if they cannot happen at the same time.

A B .
P( AUB ) P( A ) P( B )
 Probability Rules

Let A be an event and A its complement.

The the complement rule is:

P( A ) 1 P( A)
 EXAMLLE
A box contains 8 red counters and 12
white ones. A counter is drawn from the
box. Determine the probabilities that:
(a) the counter will be red,
(b) the counter will not be red.
 EXAMPLE
If C is the event that a certain manager
will be in her office on a given afternoon
and D is the event that she will be at
home, P(C) = 0.48 and P (D) = 0.27, find
the value of, the probability that she will
be neither in her office nor in home.
Assume that home and office are different
places.
 Probability Rules

The Addition Rule of Probabilities:

Let A and B be two events. The probability
of their union is

P( A B) P( A) P( B) P( A B)
 Probability Rules
Venn Diagram for Addition Rule
(Figure 4.8)

P( A B) P( A) P( B) P( A B)
P(AB)

A B

=
P(A) P(B) P(AB)

A B + A B - A B
 EXAMPLE
A survey of subscribers to Forbes magazine
showed that 45% use computers during the past
12 months for business reasons, 54% used
computers during the past 12 months for
personal reasons, and 30% used computers
during the past 12 months for both business and
personal reasons.
What is the probability that a subscriber used
computer during the past 12 months for
business or personal reasons?
 Probability Rules

Conditional Probability:
Let A and B be two events. The conditional probability
of event A, given that event B has occurred, is denoted by
the symbol P(A|B) and is found to be:

P( A B)
P( A | B)
P( B)
provided that P(B) > 0.
 Probability Rules

Conditional Probability:
Let A and B be two events. The conditional probability
of event B, given that event A has occurred, is denoted by
the symbol P(B|A) and is found to be:

P( A B)
P( B | A)
P( A)
provided that P(A) > 0.
 EXAMPLE
A bag contains 6 balls, 3 red and 3 white.
Find the conditional probability of the
event that a white ball is drawn given that
a red ball was drawn first.
 EXAMPLE
100 individuals applied for a post as a computer
programmer. 30 had previous programming
experience (E), 40 had a recognised qualification
as a computer programmer (Q) and 20 had both
a qualification and experience. Determine the
conditional probability that an applicant, chosen
at random, has a qualification given that he also
has experience.
 Probability Rules

The Multiplication Rule of Probabilities:

Let A and B be two events. The probability of
their intersection can be derived from the
conditional probability as
P( A B) P( A | B) P( B)
Also,
P( A B) P( B | A) P( A)
 Statistical Independence
Let A and B be two events. These events are said to be
statistically independent if and only if

P( A B) P( A) P( B)
From the multiplication rule it also follows that
P(A | B) P(A) (if P(B) 0)
P(B | A) P(B) (if P(A) 0)
More generally, the events E1, E2, . . ., Ek are mutually
statistically independent if and only if
P(E1 E2 EK ) P(E1 ) P(E 2 )P(E K )
 EXAMPLE
A firm has tendered for two
independent contracts. It estimates that it
has probability 0.4 of obtaining contract A
and probability 0.1of obtaining contract B.
Find the probability that the firm:
Obtain both contracts
Neither of the contracts
Obtains exactly one contract
 EXAMPLE
It is found that in manufacturing certain
article, defects of one type occur with
probability 0.1, and defects of another type
with probability 0.05.(Assume independence
between type of defects). What is the
probability that
(a)an article does not have both types of
defects?
(b) an article is defective?
(c ) an article has only 1 type of defect, given
 Bayes Theorem

Let A and B be two events. Then Bayes Theorem

states that:

P(A | B)P(B)
P( A | B)
P(A)
and

P(B | A)P(A)
P( A | B)
P(B)
 Bayes Theorem
(Alternative Statement)

Let E1, E2, . . . , Ek be mutually exclusive and

collectively exhaustive events and let A be some other
event. The conditional probability of Ei given A can
be expressed as Bayes Theorem:

P(A | E i )P(E i )
P(E i | A)
P(A | E1 )P(E1 ) P(A | E 2 )P(E 2 ) P(A | E K )P(E K )
 Bayes Theorem
- Solution Steps -

1. Define the subset events from the

problem.
2. Define the probabilities for the events
defined in step 1.
3. Compute the complements of the
probabilities.
4. Apply Bayes theorem to compute the
probability for the problem solution.
 EXAMPLE
In a factory, machines 1,2, and 3 are all
producing springs of the same length. Of their
production, machines 1,2, and 3 produce 2%,
1%, and 3% defective springs, respectively. Of
the total production of springs in the factory,
machine 1 produces 35%, machine 2 produces
25% and machine 3 produces 40%. If one spring
is selected find: (i) the probability that it is
defective, (ii) the probability that it is produced
by machine 3 given that it is defective.
 Key Words
Addition Rule of Event
Probabilities Independence for
Bayes Theorem Attributes
Bayes Theorem Intersection
(Alternative Statement) Joint Probabilities
Classical Probability Marginal Probabilities
Multiplication Rule of
Collectively Exhaustive Probability
Complement Mutually Exhaustive
Complement Rule Number of Combinations
Conditional Probability Odds Ratio
 Key Words
(continued)

Overinvolvement Ratios
Probability Postulates
Random Experiment
Relative Frequency
Probability
Sample Space
Solution Steps: Bayes
Theorem
Statistical Independence
Subjective Probability
Union