Lecture 02 IUB MAT 212

Lecture Notes on
MAT 212 Probability & Statistics for Science & Engineering
Lecture 2
Probability
Introduction
We will now proceed to begin our formal discussion on the subject topic of our
course. Normally there are two path along which we can proceed. In the first path, we
can discuss descriptive statistics, and then we discuss probability, and show the
relationship between them. In the second way we be begin with the concepts of
probability, and then move to descriptive statistics as it would appear naturally.
We would choose the second path, as that would give us better mathematical insight
into both probability as well as statistics.
So we try to answer the first question: what is probability? Before we answer this
question, we look into some background by looking at some examples, especially
from science and engineering.
Take a simple example of turning on the light. If you turn the switch on, are you
absolutely sure that the light will come on? The answer is obviously no. There are
many things that can go wrong. The switch itself can be defective; there can be no
electricity; the connecting wires can be out of order; the bulb itself can be burnt (if it
is a fluorescent light, more things can be wrong)! No matter how little are the
chances, all these events can happen! Therefore, there is a chance if we turn the lights
on, it would not come on. Study of probability helps us to understand these chances
and helps us reduce the possibilities of non-events.
Let us consider another example. You turn on your computer. What are the chances
that it will operate correctly? There is a chance no matter how small that the
computer will not operate correctly. This example is perhaps a little more critical than
our first example. Consider further the instance of a computer controlling the take-off
of an airplane. Can you afford the computer to become in-operational during take-off?
Can you leave the take-off of an airplane to a chance of the computer not-working?
We mentioned about a quality control system in a factory. We accept the fact that a
production line would manufacture defective items. The objective of the quality
control system is to stop the defective item from being shipped out. If all goes well, a
defective item would be stopped by the quality control system. What might also
Lecture Notes on
Probability and Statistics
Independent University, Bangladesh
20
Probability
happen is (i) a defective item passes through inspection; (ii) a non-defective item is
stopped by inspection. There are possibilities that these events might happen. Study of
probability helps us to design effective quality control systems.
We discuss one last example before we start the discussion on our topic. This time we
discuss a queuing system. We take the example of a telephone switching system. An
important question here is what should be the capacity of the system. This depends
upon call arriving rates, and length of calls. Both the call arrival rates and the length
of calls have a pattern; hence probabilistic. Therefore, the capacity of the system
depends upon both these probabilistic systems.
Preliminary concepts, simple events
To evaluate probability, we define three terms: experiment, space, and event.
Definition: An experiment is a process that leads to a predictable, or unpredictable
outcome.
Definition: Space is defined as all possible outcome of an experiment.
Definition: An event is defined as one particular outcome of an experiment.
Example 2.1
We would like to investigate the rolling a 6-faced dice.
Experiment: Rolling of a 6-faced dice
Space: {1, 2, 3, 4, 5, 6}
Event A: 6 is not observed.
Example 2.2
Experiment : flipping of two coins
Space : {hh, ht, th, tt}
Event B: at least one head is observed
With probability, we determine What is the likelihood that an event would happen.
We denote this by p(A), p(B), etc.
There are two methods to computer probability. The first method, called the relative
frequency approach, assumes that the experiment has earlier been conducted for a
large number of times. In this case the probability is defined as
p ( A) =
No. of times event A occured

No. of times the experiment was conducted
Example 2.3
Lecture Notes on
Probability
21
1000 items were inspected from a production line, and 17 were found defective. If an
item is inspected at random, what is the probability of finding the item defective?
We have conducted the experiment of inspection 1000 times, and we observed the
event 17 times. Therefore
17
p(defective item) =
= 0.17
1000
Example 2.4
A team standing at a street intersection counts the types of automobiles passing
through the intersection. They find that there were 32 buses, 64 auto rickshaws, 45
cars, 28 taxicabs, and 43 motorbikes. If an automobile passes through the
intersection, what is the probability that the automobile is (i) a car, (ii) motorbike?
In total there were 212 automobiles. Therefore
No. of cars passing through the intersection
45
p (car ) =
=
= 0.2123
total no. of automobiles passing through the intersection 212
No. of motorbikes passing through the intersection
43
p ( motorbike) =
=
= 0.2028
total no. of automobiles passing through the intersection 212
If all the possible outcome of an experiment is equally likely, then the probability of
an event can be given by the classical formula.
p ( A) =
No. of ways event A can occur

No. of ways the experiment can proceed
Example 2.5
A fair dice is rolled. Find the probability of (i) getting a 3; (ii) getting a number
greater than 3.
The space for this problem is S = {1, 2, 3, 4, 5, 6}. Let us define event A: the top face
is a 3. Event A can happen only if the top face is a 3; i.e. only one way. In terms of
set theory, we can write A = {1}. The experiment of rolling a dice has six possible
n( A) 1
outcomes given by the space S. Therefore p ( A) =
= .
n( S ) 6
For the second problem, define the event B: the top face is greater than 3. This event
can happen in three ways: if the top face is a 4, 5, or 6. So B = {4, 5, 6}. Therefore
n( B ) 3
p( B) =
= = 0.5 .
n( S ) 6
The interpretation of the first of these probabilities is that of the number of times the
dice will be rolled, 1/6th of those rolls are expected to result in the top face being 3;
similarly, the second result means that half of the rolls are expected to result in the top
face being greater than 3. It should be understood that these probabilities would work
for large number of rolls only. Figure 1 shows a simulation of roll-dice for the first
event. We observe as the number of rolls become, the probability of the event reaches
1/6.
Lecture Notes on
22
Probability
Example 2.6
A fair coin is tossed twice. The space S = {hh, ht, th, tt}. Let us find the probabilities
of the following events.
A: at least one head is observed.
{hh, ht , th} 3
=
p ( A) =
S
4
B: No head is observed
{tt} 1
=
p( B) =
S
4
C: only one head is observed
{ht , th} 2 1
= =
p (C ) =
S
4 2
Example 2.7
A class in probability theory consists of 6 men and 4 women. An exam is given and
the students are ranked according to their performance. Assuming that no two
students obtain the same score, (a) how many different rankings are possible? (b) If
all rankings are considered equally likely, what is the probability that women receive
the top 4 scores?
(a) Because each ranking corresponds to a particular ordered arrangement of the
10 people, we see the answer to this part is 10! = 3,628,800.
(b) Because there are 4! possible rankings of the women among themselves and 6!
possible rankings of the men among themselves, it follows from the basic
principle that there are (6!)(4!) = (720)(24)=17,280 possible rankings in which
the women receive the top 4 scores. Hence, the desired probability is
6! 4! 4 3 2 1
1
.
=
=
10! 10 9 8 7 210
Example 2.8
Let us consider an example of two rolls of a fair dice.
The space for this experiment is
(1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)

S =
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)

(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

Let us try to find the probability of the following events.
A: the two rolls are same.
From S, we can observe A = {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)}. Therefore,
n( A) 6 1
p ( A) =
=
=
n( S ) 36 6
B: the second roll is 1
Lecture Notes on
Probability
23
B = {(1,1), (2,1), (3,1), (4,1), (5,1), (6,1)}. Therefore, p( B) =
n( B ) 6 1
=
=
n( S ) 36 6
C: The sum of the two roll is 8

C = {(6,2), (5,3), (4,4), (3,5), (2,6)}. Therefore, p (C ) =
n(C ) 5
=
n( S ) 36
D : the sum of the two rolls is at least 10

D = {(4,6), (5,5), (5,6), (6,4), (6,5), (6,6)}. Therefore,
n( D ) 6 1
p( D) =
=
=
n( S ) 36 6
Example 2.9
A committee of size 5 is to be selected from a group of 6 men and 9 women. If the
selection is made randomly, what is the probability that the committee consists of 3
men and 2 women?
15
Let us assume that randomly selected means that each of the possible
5
6
combinations is equally likely to be selected. Hence, since there are possible
3
9
choices of 3 men and possible choices of 2 women, it follows that the desired
2
6 9

3 2
240
probability is given by =
.
1001
15

5
Example 2.10
If n people are present in a room, what is the probability that no two of them
celebrate their birthday on the same day of the year? How large need n be so that this
probability is less than ?
Because each person can celebrate his or her birthday on any one of 365 days, there
are a total of (365)n possible outcomes. (We are ignoring the possibility of someone
having been born on February 29.) Furthermore, there are (365)(364)(363) (365
n + 1) possible outcomes that result in no two of the people having the same
birthday. This is so because the first person could have any one of 365 birthdays, the
next person any of the remaining 364 days, the next any of the remaining 363, and so
on. Hence, assuming that each outcome is equally likely, we see that the desired
probability is
(365)(364(363)...(365 n + 1)
365 n
It is a rather surprising fact that when n 23, this probability is less than . That is,
if there are 23 or more people in a room, then the probability that at least two of
Lecture Notes on
24
Probability
them have the same birthday exceeds . Many people are initially surprised by this
result, since 23 seems so small in relation to 365, the number of days of the year.
365
1
However, every pair of individuals has probability
of having the same
=
2
365
365
23
birthday, and in a group of 23 people there are = 253 different pairs of
2
individuals. Looked at this way, the result no longer seems so surprising.
Exercise
2.1 A digital scale is used that provides weights to the nearest gram.
(a) What is the sample space for this experiment?
Let A denote the event that a weight exceeds 11 grams, let B denote the
event that a weight is less than or equal to 15 grams, and let C denote the
event that a weight is greater than or equal to 8 grams and less than 12
grams. Describe the following events.
(c) A B
(b ) A B
(e) A B C
(d) A
(f) (A C)
(g) A B C
(i) A B C
(h) B C
2.2 In an injection-molding operation, the length and width, denoted as X and Y,
respectively, of each molded part are evaluated. Let
A denote the event of 48 < X < 52 centimeters
B denote the event of 9 <Y < 11 centimeters
C denote the event that a critical length meets customer requirements.
Construct a Venn diagram that includes these events. Shade the areas that
represent the following:
(b) A B
(a ) A
(d) A B
(c) A B
(e) If these events were mutually exclusive, how successful would this
production operation be? Would the process produce parts with X = 50
centimeters and Y = 10 centimeters?
2.3 Four bits are transmitted over a digital communications channel. Each bit is
either distorted or received without distortion. Let Ai denote the event that the ith
bit is distorted, i = 1, 2, 3, 4.
(a) Describe the sample space for this experiment.
(b) Are the Ais mutually exclusive?
Describe the outcomes in each of the following events:
(c) A1
(d) A1
(e) A1 A2 A3 A4 (f) (A1 A2) (A3 A4)
2.4 A sample of three calculators is selected from a manufacturing line, and each
calculator is classified as either defective or acceptable. Let A, B, and C denote
Lecture Notes on
Probability
25
the events that the first, second, and third calculators respectively, are defective.
Describe each of the following events:
(b) B
(a) A
(c ) A B
(d) B C
2.5 A wireless garage door opener has a code determined by the up or down setting
of 12 switches. How many outcomes are in the sample space of possible codes?
2.6 Disks of polycarbonate plastic from a supplier are analyzed for scratch and
shock resistance. The results from 100 disks are summarized below:
shock resistance
high low
scratch
high
70
9
resistance low
16
5
Let A denote the event that a disk has high shock resistance, and let B denote the
event that a disk has high scratch resistance. Determine the number of disks in
A B, A and A B.
2.7 Samples of a cast aluminum part are classified on the basis of surface finish (in
microinches) and edge finish. The results of 100 parts are summarized as
follows:
edge finish
excellent
good
surface
excellent
80
2
finish
good
10
8
(a) Let A denote the event that a sample has excellent surface finish, and let B
denote the event that a sample has excellent edge finish. Determine the
number of samples in A B, B and A B.
(b) Assume that each of two samples is to be classified on the basis of surface
finish, either excellent or good, edge finish, either excellent or good. Use a
tree diagram to represent the possible outcomes of this experiment.
2.8 Samples of emissions from three suppliers are classified for conformance to airquality specifications. The results from 100 samples are summarized as follows:
conforms
yes
no
1
22
8
Supplier 2
25
5
3
30
10
Let A denote the event that a sample is from supplier 1, and let B denote the
event that a sample conforms to specifications. Determine the number of
samples in A B, B and A B.
2.9 The rise time of a reactor is measured in minutes (and fractions of minutes). Let
the sample space be positive, real numbers. Define the events A and B as
follows:
A = {x | x < 72.5}
and
B = {x | x > 52.5}
Describe each of the following events:
Lecture Notes on
26
Probability
(a) A
(c ) A B
(b) B
(d) A B
2.10 A sample of two items is selected without replacement from a batch. Describe
the (ordered) sample space for each of the following batches:
(a) The batch contains the items {a, b, c, d}.
(b) The batch contains the items {a, b, c, d, e, f, g}.
(c) The batch contains 4 defective items and 20 good items.
(d) The batch contains 1 defective item and 20 good items.
2.11 A sample of two printed circuit boards is selected without replacement from a
batch. Describe the (ordered) sample space for each of the following batches:
(a) The batch contains 90 boards that are not defective, 8 boards with minor
defects, and 2 boards with major defects.
(b) The batch contains 90 boards that are not defective, 8 boards with minor
defects, and 1 board with major defects.
2.12 Counts of the Web pages provided by each of two computer servers in a selected
hour of the day are recorded. Let A denote the event that at least 10 pages are
provided by server 1 and let B denote the event that at least 20 pages are
provided by server 2.
(a) Describe the sample space for the numbers of pages for two servers
graphically. Show each of the following events on the sample space graph:
(b ) A
(c) B
(d ) A B
(e) A B
2.13 The rise time of a reactor is measured in minutes (and fractions of minutes). Let
the sample space for the rise time of each batch be positive, real numbers.
Consider the rise times of two batches. Let A denote the event that the rise time
of batch 1 is less than 72.5 minutes, and let B denote the event that the rise time
of batch 2 is greater than 52.5 minutes.
Describe the sample space for the rise time of two batches graphically and show
each of the following events on a two dimensional plot:
(a) A
(b) B
(d) A B
(c) A B
2.14 Each of the possible five outcomes of a random experiment is equally likely.
The sample space is {a, b, c, d, e}. Let A denote the event {a, b, c}, and let B
denote the event {c, d, e}. Determine the following:
(a) p(A)
(b) p(B)
(d) p(A B)
(c) p(A)
(e) p(A B)
2.15 A part selected for testing is equally likely to have been produced on any one of
six cutting tools.
(a) What is the sample space?
(b) What is the probability that the part is from tool 1?
(c) What is the probability that the part is from tool 3 or tool 5?
(d) What is the probability that the part is not from tool 4?
Lecture Notes on
27
Probability
2.16 An injection-molded part is equally likely to be obtained from any one of the
eight cavities on a mold.
(a) What is the sample space?
(b) What is the probability a part is from cavity 1 or 2?
(c) What is the probability that a part is neither from cavity 3 nor 4?
2.17 Orders for a computer are summarized by the optional features that are
requested as follows:
proportion of orders
no optional features
0.3
one optional feature
0.5
more than one optional feature
0.2
(a) What is the probability that an order requests at least one optional feature?
(b) What is the probability that an order does not request more than one optional
feature?
2.18 If the last digit of a weight measurement is equally likely to be any of the digits
0 through 9,
(a) What is the probability that the last digit is 0?
(b) What is the probability that the last digit is greater than or equal to 5?
2.19 A sample preparation for a chemical measurement is completed correctly by
25% of the lab technicians, completed with a minor error by 70%, and
completed with a major error by 5%.
(a) If a technician is selected randomly to complete the preparation, what is the
probability it is completed without error?
(b) What is the probability that it is completed with either a minor or a major
error?
2.20 A credit card contains 16 digits between 0 and 9. However, only 100 million
numbers are valid. If a number is entered randomly, what is the probability that
it is a valid number?
2.21 Suppose your vehicle is licensed in a state that issues license plates that consist
of three digits (between 0 and 9) followed by three letters (between A and Z). If
a license number is selected randomly, what is the probability that yours is the
one selected?
2.22 A message can follow different paths through servers on a network. The senders
message can go to one of five servers for the first step, each of them can send to
five servers at the second step, each of which can send to four servers at the
third step, and then the message goes to the recipients server.
(a) How many paths are possible?
(b) If all paths are equally likely, what is the probability that a message passes
through the first of four servers at the third step?
shock resistance. The results from 100 disks are summarized as follows:
shock resistance
high
low
Lecture Notes on
28
Probability
scratch
high
70
9
resistance low
16
5
event that a disk has high scratch resistance. If a disk is selected at random,
determine the following probabilities:
(a) p(A)
(b) p(B)
(d) p(A B)
(c) p(A)
(f) p(A B)
(e) p(A B)
microinches) and edge finish. The results of 100 parts are summarized as
follows:
edge finish
excellent
good
surface excellent
80
2
finish good
10
8
Let A denote the event that a sample has excellent surface finish, and let B
denote the event that a sample has excellent length. If a part is selected at
random, determine the following probabilities:
(a) p(A)
(b) p(B)
(d) p(A B)
(c) p(A)
(f) p(A B)
(e) p(A B)
conforms
yes
no
1
22
8
Supplier
2
25
5
3
30
10
event that a sample conforms to specifications. If a sample is selected at random,
determine the following probabilities:
(a) p(A)
(b) p(B)
(d) p(A B)
(c) p(A)
(f) p(A B)
(e) p(A B)
Compound events
So far we have been looking into simple events. In practical applications, especially in
engineering application, it is often necessary to find probabilities of compound events.
Compound events are two, or more, events happening together. We may be looking
into two situations: anyone of the events would take place; or all the events would
take place simultaneously. For example, for the Example 2.7, we may define the
events:
A: two rolls are same
B: the sum of two rolls is at least 8
Lecture Notes on
29
Probability
Now we may want to find the probability of either A or B happening, or A and B

happening. In terms of set theory, we are looking into A B and A B respectively.
To see this working in real life, we discussed the case of anti-lock brake system in the
first lecture. We had learnt that if the brake pedal is pressed, and the car is moving,
and the wheels are locked, the anti-lock system would activate. Now let us define the
events:
A: the brakes are applied
B: the car is moving
C: the wheels are locked
For the anti-lock system to activate itself we are looking for the event A B C.
We consider another simple example of someone trying to make a call from a cell
phone. Let us assume further that the call is being made to a number of another
operator. The number is dialed and is received by the nearest Base Tower
Station (BTS) of the originating operator. The call is passed to the central server for
verification of the user. If it is found that the user is clear, the call is passed to the host
operator. The host operator receives the host number, and performs verification. If the
number is found clear, the call is passed to the nearest BTS. Finally the call is passed
to the receiver. All these events are critical events. Let us define the events
A: not enough channels is available on the originating BTS
B: not enough channels is available from BTS to central server
C: not sufficient credit is available on you cell phone account
D: not enough channels is available between the two operators
E: the host number is not valid, or untraceable
F: not enough channels is available to the nearest BTS of the receiving
number
G: not enough channels is available to handle the call on the BTS
The call will fail to go through for A B C D E F G.
We learn the mechanics of compound event through an example.
Example 2.11
Let us consider an example of two rolls of a fair dice.
The space for this experiment is

(1,1) (1,2) (1,3)
(2,1) (2,2) (2,3)
(3,1) (3,2) (3,3)

S=
(4,1) (4,2) (4,3)
(5,1) (5,2) (5,3)
(6,1) (6,2) (6,3)
(1,4)
(1,5)
(2,4) (2,5)
(3,4) (3,5)
(4,4) (4,5)
(5,4) (5,5)
(6,4) (6,5)
(1,6)
(2,6)
(3,6)
(4,6)
(5,6)
(6,6)
We define two events

We want to find p(A B) and p(A B).
Lecture Notes on
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Probability
From the space S, we find

A = {(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)}, and
B = {(2,6), (3,5), (3,6), (4,4), (4,5), (4,6), (5,3), (5,4), (5,5), (5,6), (6,2), (6,3),
(6,4), (6,5), (6,6)}
From these two, we can obtain
A B = {(1,1), (2,2), (3,3), (2,6), (3,5), (3,6), (4,4), (4,5), (4,6), (5,3), (5,4),
(5,5), (5,6), (6,2), (6,3), (6,4), (6,5), (6,6)}, and
A B = {(4,4), (5,5), (6,6)}
Therefore, we can find
n( A B) 18 1
p( A B) =
=
=
n( S )
36 2
n( A B ) 3
1
p( A B) =
=
=
n( S )
36 12
We learn a more formal method for finding p(A B). We have learnt in equation (1)
in Lecture 2
n(A B) = n(A) + n(B) n(A B)
Therefore
p( A B) =
n( A B) n( A) + n( B) n( A B )
=
n( S )
n( S )
n( A) n( B) n( A B )
+
n ( S ) n( S )
n( S )
= p(A) + p(B) p(A B)

From Example 2.8, we obtain p ( A) =
(1)
6
15
3
, p( B) =
, and p( A B ) =
.
36
36
36
Combining all these, we obtain

6 15
3 15
p( A B) =
+
=
36 36 36 36
If the events A and B are disjoint, or mutually exclusive; meaning if one happens,
other would not happen, then A B = , and p(A B) = 0. For example, in the last
problem, if two events are defined as
A: first roll is 1
B: the sum of the two rolls is at least 9
Then A B = , and p(A B) = 0. Therefore, for mutually exclusive events
p(A B) = p(A) + p(B)
(2)
Exercise
2.26 If p(A) = 0.3, p(B) = 0.2 and p(A B) = 0.1, determine the following
probabilities:
Lecture Notes on
Probability
(a) p(A)
(c) p(A B)
(e) p[(A B)]
31
(b) p(A B)
(d) p(A B)
(f ) p(A B)
2.27 If A, B, and C are mutually exclusive events with p(A) = 0.3, p(B) = 0.2 and p(C)
= 0.1and determine the following probabilities:
(a) p(A B C)
(b) p(A B C)
(c) p(A B)
(d) p(A B C)
(e) p(A B C)
shock resistance
high
low
scratch
high
70
9
resistance low
16
5
(a) If a disk is selected at random, what is the probability that its scratch
resistance is high and its shock resistance is high?
(b) If a disk is selected at random, what is the probability that its scratch
resistance is high or its shock resistance is high?
(c) Consider the event that a disk has high scratch resistance and the event that a
disk has high shock resistance. Are these two events mutually exclusive?
2.29 The analysis of shafts for a compressor is summarized by conformance to
specifications.
roundness conforms
yes
no
surface finish
yes
345
5
conforms
no
12
8
(a) If a shaft is selected at random, what is the probability that the shaft
conforms to surface finish requirements?
(b) What is the probability that the selected shaft conforms to surface finish
requirements or to roundness requirements?
(c) What is the probability that the selected shaft either conforms to surface
finish requirements or does not conform to roundness requirements?
(d) What is the probability that the selected shaft conforms to both surface finish
and roundness requirements?
2.30 Cooking oil is produced in two main varieties: mono and polyunsaturated. Two
common sources of cooking oil are corn and canola. The following table shows
the number of bottles of these oils at a supermarket:
type of oil
canola
corn
type of
mono
7
13
unsaturation
poly
93
77
(a) If a bottle of oil is selected at random, what is the probability that it belongs
to the polyunsaturated category?
(b) What is the probability that the chosen bottle is monounsaturated canola oil?
Lecture Notes on
32
Probability
2.31 The shafts in Exercise 2.29 are further classified in terms of the machine tool
that was used for manufacturing the shaft.
Tool 1
roundness conforms
yes
no
surface finish yes
200
1
conforms
no
4
2
Tool 2
roundness conforms
yes
no
surface finish yes
145
4
conforms
no
8
6
(a) If a shaft is selected at random, what is the probability that the shaft
conforms to surface finish requirements or to roundness requirements or is
from Tool 1?
(b) If a shaft is selected at random, what is the probability that the shaft
conforms to surface finish requirements or does not conform to roundness
requirements or is from Tool 2?
(c) If a shaft is selected at random, what is the probability that the shaft
conforms to both surface finish and roundness requirements or the shaft is
from Tool 2?
(d) If a shaft is selected at random, what is the probability that the shaft
conforms to surface finish requirements or the shaft is from Tool 2?
Conditional probability
We introduce an important concept in this section. We have observed that in the

calculation of the probability, the assessment of the population is very important. We
would like to be as realistic as possible in assessing the population. This means that if
any additional information is available about the population, that information must be
included into the calculation. To see how this works, let us consider the vents given in
Example 2.8. We had defined two events
We found p(A) and p(B). For both these events the space was considered to be S.
Now, suppose we want to find the probability of the event A, but it is also stated that
the event B has already occurred. The situation is that a fair dice has already been
rolled twice, and we are told that the sum of the two dice is at least 8; now we want to
find the probability that both the rolls show the same number. This event is shown
symbolically as p(A | B), and is read as probability of A, given B. We will still use
the classical formula to find the probability, but what may change here is that with the
availability of the additional information about the occurrence of B, the space may
change. As in this example, we have been told that the event B has already happened.
Therefore, our space is now
B = {(2,6), (3,5), (3,6), (4,4), (4,5), (4,6), (5,3), (5,4), (5,5), (5,6), (6,2), (6,3),
(6,4), (6,5), (6,6)}
Now looking for the event A within B gives us
A = {(4,4), (5,5), (6,6)}
Lecture Notes on
Probability
33
Therefore
n( A | B ) 3
=
n( B )
15
To formalize this, we observe
n ( A | B ) n ( A B ) n( A B ) / n ( S ) p ( A B )
=
=
=
p( A | B) =
n( B )
n( B )
n ( B ) / n( S )
p( B)
Therefore
p( A B)
p( A | B) =
p( B)
or
p(A B) = p(A | B) p(B)
p( A | B) =
(3)
Example 2.12
Cold solder and wrong components are the two most common type of production
defects on printed circuit boards (PCBs) In a batch of 364 PCBs it was found that 17
have cold solder defects, 14 have wring component defects, and 8 have both cold
solder and wrong component defects. If a PCB is chosen at random, find the
probability that if a PCB is found to have a cold solder defect, it would also have
wrong component defect.
Let us define the events

A: PCB has cold solder defect
B: PCB has wrong component defect
We have been asked to find p(B | A). From equation (1), we can write
p ( B A)
p ( B | A) =
p ( A)
8
17
From the given numbers, we have p ( B A) =
, and p ( A) =
. Therefore
364
364
8 / 364
8
p ( B | A) =
=
17 / 364 17
Example 2.13
Let us consider the same example of rolling a fair dice twice, as we considered in
Example 2.8. In this example let us define the events
A: the first roll shows a 1
B: The second roll also shows a 1
We would like to find p(B | A)
From equation (1), we have

p ( B A)
p ( B | A) =
p ( A)
From the space given in Example 2.8, we can write
p ( B A) 1 / 36 1
p ( B | A) =
=
=
p ( A)
1/ 6 6
Lecture Notes on
34
Probability
We notice an interesting feature of Example 2.10. From the space of the problem, we
1
1
observe p(B) = . We have already seen that find p(B | A) = . This means that for
6
6
the second roll, the additional information about the occurrence of A has no influence.
Therefore, in this case, A and B are regarded as independent events.
Definition: If the occurrence of the event A has no influence on the occurrence of the
event B, the events A and B are regarded as independent events. In this case p(A
| B) = p(A).
For independent events, equation (2) can be simplified further as

p(A B) = p(A)p(B)
(4)
Some important axioms
We have seen several examples of probability of events. We have learnt the

underlying assumption for probability that all events will have a space, and if the
experiment is repeated large number of times. From a purely mathematical viewpoint,
we will suppose that for each event E of an experiment having a sample space S there
is a number, denoted by p(E), that is in accord with the following three axioms.
Axiom 1. p(E) 0, and p(E) 1
Axiom 2. p(S) = 1
Axiom 3. For any sequence of mutually exclusive events E1, E2, . . . (that is events for
which EiEj = when i j)
n
n
p U E i = p ( Ei )
i =1 i =1
Axiom 4. For any sequence of independent events E1, E2, . . .
n
n
p I E i = E i
i =1 i =1
An important extension of axiom 3 is that for any event E, the event itself and the
complimentary event Ec are mutually exclusive. So we can write
p(S) = p(E) + p(Ec) = 1
or
p(E) = 1 p(Ec)
(5)
This equation is useful in many places.

Example 2.14
A box contains 8 red, 10 green, 6 white, and 4 blue marbles. Two marbles are drawn,
without replacement, one after another from the box. Find the probabilities of the
following events.
a) A: two blue marbles are drawn

A = {bb}
Lecture Notes on
Probability
35
The draw of first and the second draws are independent. But after the first draw,
since the marble is not put back into the box, the total number reduces. Therefore
4 3
1
p(A) = p(first blue) p(second blue) =
=
28 27 63
b) B: a green and a white marble are drawn
B: {gw, wg}
The event {gw} and {wg} are mutually exclusive. Therefore
10 6
6 10 10
p(B) = p(gw) + p(wg) =
+
=
28 27 28 27 63
c) C: no white marbles are drawn
The events can be listed as rg, rb, gb, . . . This would make the list immensely
unmanageable. We would rather handle this event in a more effective way. If we
assume that w indicate the event of drawing of a white marble, then wc would
indicate the event of not drawing a white marble. Therefore, our event is
C = {wcwc}
22 21 11
p(C) =
=
28 27 18
d) D: At least one blue marble is drawn
Once again we can list the events as br, rb, bg, gb, . . . Once again it would be
much easier to find the probability of the complimentary event Dc, the use that to
find the probability of the event D.
p(D) = 1 p(Dc) = 1 p(no blue marbles are drawn)
24 23 17
= 1 p(bcbc) = 1
=
28 27 63
The same problem can also be solved by listing the event D as
D = {bbc, bcb, bb}
Therefore
4 24 24 4
4 3 17
p(D) = p(bbc) + p(bcb) + p(bb) =
+
+
=
28 27 28 27 28 27 63
e) E: At most one white marble is drawn
The event is E = {wwc, wcw, wcwc}. Therefore
6 22 22 6
22 21 121
p(E) = p(wwc) + p(wcw) + p(wcwc) =
+
+
=
28 27 28 27 28 27 126
f) F: first marble is not green
The event is F = {gcg, gcgc}. Therefore
18 10 18 17
9
p(F) = p(gcg) + p(gcgc) =
+
=
28 27 28 27 14
g) G: second marble is white
The event is G = {wcw, ww}. Therefore
22 6
6 5
3
p(G) = p(wcw) + p(ww) =
+
=
28 27 28 27 14
h) H: the first marble is either red or green and the second marble is either green or
blue.
H = {(r g) (g b)}
4 1
8 10 10
p(H) = {p(r) + p(g)}{p(g) + p(b)} =
+
+
=
28 28 27 27 3
Example 2.15
Lecture Notes on
36
Probability
A bin contains 5 defective (that immediately fail when put in use), 10 partially
defective (that fail after a couple of hours of use), and 25 acceptable transistors. A
transistor is chosen at random from the bin and put into use. If it does not
immediately fail, what is the probability it is acceptable?
Since the transistor did not immediately fail, we know that it is not one of the 5
defectives and so the desired probability is:
p (acceptable | not defective ) =
p (acceptable not defective )

p (acceptable )
=
p (not defective )
p (not defective
where the last equality follows since the transistor will be both acceptable and not
defective if it is acceptable. Hence, assuming that each of the 40 transistors is equally
likely to be chosen, we obtain that
p (acceptable | not defective ) =
25 / 40 5
=
35 / 40 7
It should be noted that we could also have derived this probability by working
directly with the reduced sample space. That is, since we know that the chosen
transistor is not defective, the problem reduces to computing the probability that a
transistor, chosen at random from a bin containing 25 acceptable and 10 partially
25
defective transistors, is acceptable. This is clearly equal to
.
35
Example 2.16
The organization that Jones works for is running a fatherson dinner for those
employees having at least one son. Each of these employees is invited to attend
along with his youngest son. If Jones is known to have two children, what is the
conditional probability that they are both boys given that he is invited to the dinner?
Assume that the sample space S is given by S = {(b, b), (b, g), (g, b), (g, g)} and all
outcomes are equally likely [(b, g) means, for instance, that the younger child is a
boy and the older child is a girl].
The knowledge that Jones has been invited to the dinner is equivalent to knowing
that he has at least one son. Hence, letting B denote the event that both children are
boys, and A the event that at least one of them is a boy, we have that the desired
probability p(B | A) is given by
p (B | A ) =
p[(b, b)]
p( A B )
1/ 4 1
=
=
=
p ( A)
p[(b, b), (b, g ), ( g , b)] 3 / 4 3
Many readers incorrectly reason that the conditional probability of two boys given at
least one is 1/2, as opposed to the correct 1/3, since they reason that the Jones child
not attending the dinner is equally likely to be a boy or a girl. Their mistake,
however, is in assuming that these two possibilities are equally likely. Remember
that initially there were four equally likely outcomes. Now the information that at
least one child is a boy is equivalent to knowing that the outcome is not (g, g). Hence
we are left with the three equally likely outcomes (b, b), (b, g), (g, b), thus showing
that the Jones child not attending the dinner is twice as likely to be a girl as a boy.
Lecture Notes on
Probability
37
Example 2.17
Ms. Perez figures that there is a 30 percent chance that her company will set up a
branch office in Phoenix. If it does, she is 60 percent certain that she will be made
manager of this new operation. What is the probability that Perez will be a Phoenix
branch office manager?
If we let B denote the event that the company sets up a branch office in Phoenix and
M the event that Perez is made the Phoenix manager, then the desired probability is
p(B M), which is obtained as follows:
p(B M) = p(B)p(M | B) =0.30.6 = 0.18
Hence, there is an 18 percent chance that Perez will be the Phoenix manager.
Exercise
shock resistance
high
low
scratch
high
70
9
resistance
low
16
5
event that a disk has high scratch resistance. Determine the following
probabilities:
(a) p(A)
(b) p(B)
(c) p(A | B)
(d) p(B | A)
microinches) and length measurements. The results of 100 parts are summarized
as follows:
length
excellent good
surface
excellent
80
2
finish
good
10
8
denote the event that a sample has excellent length. Determine:
(a) p(A)
(b) p(B)
(c) p(A | B)
(d) p(B | A)
(e) If the selected part has excellent surface finish, what is the probability that
the length is excellent?
(f) If the selected part has good length, what is the probability that the surface
finish is excellent?
Lecture Notes on
38
Probability
2.34 The analysis of shafts for a compressor is summarized by conformance to

specifications:
roundness conforms
yes
no
surface finish
yes
345
5
conforms
no
12
8
(a) If we know that a shaft conforms to roundness requirements, what is the
probability that it conforms to surface finish requirements?
(b) If we know that a shaft does not conform to roundness requirements, what is
the probability that it conforms to surface finish requirements?
2.35 The following table summarizes the analysis of samples of galvanized steel for
coating weight and surface roughness:
coating weight
high
low
surface
high
12
16
roughness
low
88
34
(a) If the coating weight of a sample is high, what is the probability that the
surface roughness is high?
(b) If the surface roughness of a sample is high, what is the probability that the
coating weight is high?
(c) If the surface roughness of a sample is low, what is the probability that the
coating weight is low?
2.36 A lot of 100 semiconductor chips contains 20 that are defective. Two are
selected randomly, without replacement, from the lot.
(a) What is the probability that the first one selected is defective?
(b) What is the probability that the second one selected is defective given that
the first one was defective?
(c) What is the probability that both are defective?
(d) How does the answer to part (b) change if chips selected were replaced prior
to the next selection?
2.37 A lot contains 15 castings from a local supplier and 25 castings from a supplier
in the next state. Two castings are selected randomly, without replacement, from
the lot of 40. Let A be the event that the first casting selected is from the local
supplier, and let B denote the event that the second casting is selected from the
local supplier. Determine:
(a) p(A)
(b) p(B)
(c) p(A B)
(d) p(A B)
2.38 Continuation of Exercise 2.37. Suppose three castings are selected at random,
without replacement, from the lot of 40. In addition to the definitions of events
A and B, let C denote the event that the third casting selected is from the local
supplier. Determine:
(a) p(A B C)
(b) p(A B C)
2.39 A batch of 500 containers for frozen orange juice contains 5 that are defective.
Two are selected, at random, without replacement from the batch.
Lecture Notes on
Probability
39
(a) What is the probability that the second one selected is defective given that
the first one was defective?
(b) What is the probability that both are defective?
(c) What is the probability that both are acceptable?
2.40 Continuation of Exercise 2.39. Three containers are selected, at random, without
replacement, from the batch.
(a) What is the probability that the third one selected is defective given that the
first and second one selected were defective?
(b) What is the probability that the third one selected is defective given that the
first one selected was defective and the second one selected was okay?
(c) What is the probability that all three are defective?
2.41 A maintenance firm has gathered the following information regarding the failure
mechanisms for air conditioning systems:
evidence of gas leaks
yes
no
evidence of
yes
55
17
electrical failure no
32
3
The units without evidence of gas leaks or electrical failure showed other types
of failure. If this is a representative sample of AC failure, find the probability
(a) That failure involves a gas leak
(b) That there is evidence of electrical failure given that there was a gas leak
(c) That there is evidence of a gas leak given that there is evidence of electrical
failure
2.42 The probability is 1% that an electrical connector that is kept dry fails during the
warranty period of a portable computer. If the connector is ever wet, the
probability of a failure during the warranty period is 5%. If 90% of the
connectors are kept dry and 10% are wet, what proportion of connectors fail
during the warranty period?
2.43 Suppose 2% of cotton fabric rolls and 3% of nylon fabric rolls contain flaws. Of
the rolls used by a manufacturer, 70% are cotton and 30% are nylon. What is the
probability that a randomly selected roll used by the manufacturer contains
flaws?
2.44 In the manufacturing of a chemical adhesive, 3% of all batches have raw
materials from two different lots. This occurs when holding tanks are
replenished and the remaining portion of a lot is insufficient to fill the tanks.
Only 5% of batches with material from a single lot require reprocessing.
However, the viscosity of batches consisting of two or more lots of material is
more difficult to control, and 40% of such batches require additional processing
to achieve the required viscosity.
Let A denote the event that a batch is formed from two different lots, and let B
denote the event that a lot requires additional processing. Determine the
following probabilities:
(a) p(A)
(b) p(A)
(c) p(B | A)
(d) p(B | A)
(e) p(A B)
(f) p(A B)
Lecture Notes on
40
Probability
(g) p(B)
2.45 The edge roughness of slit paper products increases as knife blades wear. Only
1% of products slit with new blades have rough edges, 3% of products slit with
blades of average sharpness exhibit roughness, and 5% of products slit with
worn blades exhibit roughness. If 25% of the blades in manufacturing are new,
60% are of average sharpness, and 15% are worn, what is the proportion of
products that exhibit edge roughness?
2.46 Samples of laboratory glass are in small, light packaging or heavy, large
packaging. Suppose that 2 and 1% of the sample shipped in small and large
packages, respectively, break during transit. If 60% of the samples are shipped
in large packages and 40% are shipped in small packages, what proportion of
samples break during shipment?
2.47 Incoming calls to a customer service center are classified as complaints (75% of
call) or requests for information (25% of calls). Of the complaints, 40% deal
with computer equipment that does not respond and 57% deal with incomplete
software installation; and in the remaining 3% of complaints the user has
improperly followed the installation instructions. The requests for information
are evenly divided on technical questions (50%) and requests to purchase more
products (50%).
(a) What is the probability that an incoming call to the customer service center
will be from a customer who has not followed installation instructions
properly?
(b) Find the probability that an incoming call is a request for purchasing more
products.
2.48 Computer keyboard failures are due to faulty electrical connects (12%) or
mechanical defects (88%). Mechanical defects are related to loose keys (27%)
or improper assembly (73%). Electrical connect defects are caused by defective
wires (35%), improper connections (13%), or poorly welded wires (52%).
(a) Find the probability that a failure is due to loose keys.
(b) Find the probability that a failure is due to improperly connected or poorly
welded wires.
2.49 A batch of 25 injection-molded parts contains 5 that have suffered excessive
shrinkage.
(a) If two parts are selected at random, and without replacement, what is the
probability that the second part selected is one with excessive shrinkage?
(b) If three parts are selected at random, and without replacement, what is the
probability that the third part selected is one with excessive shrinkage?
2.50 A lot of 100 semiconductor chips contains 20 that are defective.
(a) Two are selected, at random, without replacement, from the lot. Determine
the probability that the second chip selected is defective.
(b) Three are selected, at random, without replacement, from the lot. Determine
the probability that all are defective.
Lecture Notes on
Probability
41
shock resistance
high
low
scratch
high
70
9
resistance
low
16
5
event that a disk has high scratch resistance. Are events A and B independent?
microinches) and length measurements. The results of 100 parts are summarized
as follows:
length
excellent good
surface
excellent
80
2
finish
good
10
8
denote the event that a sample has excellent length. Are events A and B
independent?
conforms
yes
no
1
22
8
Supplier
2
25
5
3
30
10
event that a sample conforms to specifications.
(a) Are events A and B independent?
(b) Determine p(B | A)
2.54 The probability that a lab specimen contains high levels of contamination is
0.10. Five samples are checked, and the samples are independent.
(a) What is the probability that none contains high levels of contamination?
(b) What is the probability that exactly one contains high levels of
contamination?
(c) What is the probability that at least one contains high levels of
contamination?
2.55 In a test of a printed circuit board using a random test pattern, an array of 10 bits
is equally likely to be 0 or 1. Assume the bits are independent.
(a) What is the probability that all bits are 1s?
(b) What is the probability that all bits are 0s?
(c) What is the probability that exactly five bits are 1s and five bits are 0s?
2.56 Eight cavities in an injection-molding tool produce plastic connectors that fall
into a common stream. A sample is chosen every several minutes. Assume that
the samples are independent.
Lecture Notes on
42
Probability
(a) What is the probability that five successive samples were all produced in
cavity one of the mold?
(b) What is the probability that five successive samples were all produced in the
same cavity of the mold?
(c) What is the probability that four out of five successive samples were
produced in cavity one of the mold?
2.57 The following circuit operates if and only if there is a path of functional devices
from left to right. The probability that each device functions is as shown.
Assume that the probability that a device is functional does not depend on
whether or not other devices are functional. What is the probability that the
circuit operates?
0.9
0.8
0.7
0.95
0.95
0.95
2.58 The following circuit operates if and only if there is a path of functional devices
from left to right. The probability each device functions is as shown. Assume
that the probability that a device functions does not depend on whether or not
other devices are functional. What is the probability that the circuit operates?
0.9
0.8
0.7
0.95
0.95
0.95
2.59 An optical storage device uses an error recovery procedure that requires an
immediate satisfactory readback of any written data. If the readback is not
successful after three writing operations, that sector of the disk is eliminated as
unacceptable for data storage. On an acceptable portion of the disk, the
probability of a satisfactory readback is 0.98. Assume the readbacks are
independent. What is the probability that an acceptable portion of the disk is
eliminated as unacceptable for data storage?
2.60 A batch of 500 containers for frozen orange juice contains 5 that are defective.
Two are selected, at random, without replacement, from the batch. Let A and B
denote the events that the first and second container selected is defective,
respectively.
(a) Are A and B independent events?
(b) If the sampling were done with replacement, would A and B be independent?
Lecture Notes on
Probability
43
Bayes theorem
The general multiplication rules are useful in solving many problems in which
ultimate outcome of an experiment depends on the outcomes of various intermediate
stages. Suppose, for instance, that an assembly plant receives its voltage regulators
from three suppliers, 60% from supplier B1, 30% from supplier B2, and 10% from
supplier B3. Also suppose that 95% of regulators supplied by B1, 80% of those of B2,
and 65% of those of B3 perform according to specifications. First of all, we would like
to know the probability that any one of the voltage regulator received by the plant will
work according to specification. If A denotes the event that a voltage regulator
received by the plant works according to specifications, and B1, B2, and B3 that it
comes from the respective suppliers, we can write
A = A (B1 B2 B3)
= (A B1) (A B2) (A B3)
The events B1, B2, and B3 are mutually exclusive events; therefore the event A B1, A
B2, and A B3 must also be mutually exclusive. Therefore, we can write
p(A) = p(A B1) + p(A B2) + p(A B3)
Using equation (3), we can write
p(A) = p(B1) p(A | B1) + p(B2) p(A | B2) + p(B3) p(A | B3)
(6)
Substituting the number from the problem into the above equation, we obtain
p(A) = (0.60)(0.95) + (0.30)(0.80) + (0.10)(0.65)
= 0.875
This is the probability that any one voltage regulator received by the given plant will
perform according to specifications.
We want to turn the table around and ask a question that if a voltage regulator is
known to perform according to specifications, what is the probability that the
regulator has come from a particular supplier. Symbolically, we want to determine
p(B1 | A), p(B2 | A), and p(B3 | A). To do this, we first write
p ( B1 | A) =
p ( A B1 )
p ( A)
Using equations (3) and (6), we now write
p( B1 | A) =
p( B1 ) p( A | B1 )
p( B1 ) p( A | B1 ) + p( B2 ) p( A | B2 ) + p( B3 ) p( A | B3 )
Similarly, for other quantities, we obtain
p( B2 | A) =
p ( B 2 ) p ( A | B2 )
p( B3 | A) =
p( B3 ) p( A | B3 )
Substituting all the values of probabilities, we obtain

Lecture Notes on
44
Probability
p ( B1 | A) =
0.60 0.95
= 0.651
0.60 0.95 + 0.30 0.80 + 0.10 0.65
p ( B2 | A) =
0.30 0.80
= 0.274
0.60 0.95 + 0.30 0.80 + 0.10 0.65
p ( B3 | A) =
0.10 0.65
= 0.074
0.60 0.95 + 0.30 0.80 + 0.10 0.65
We should use care to interpret the above result. As an example if we consider the
supplier B2, our input data tells us that 30% of the items are supplied by them, of
which 80% work according to specification. The above result tells us that if a voltage
regulator, that is working according to specifications, is chosen at random, there is a
27.4% possibility that the item has been delivered by B2. Similar interpretations can
be made for other suppliers also.
In many texts, p(B1 | A) is referred as a-priori probability, and p(A | B1) is referred to
as a-posteriori probability.
The method used to solve the preceding example can be easily generalized.
For a particular experiment, let the space, S be
S = {A1, A2, . . . An}
The events A1, A2, etc are all mutually exclusive. Further, let B be an arbitrary event in
the S. Then, we can write
B = B S = B (A1 A2 . . . An) = (B A1) (B A2) . . .
(B An)
Since A1, A2 are all mutually exclusive events, for p(B), we can write
p(B) = p(B A1) + p(B A2) + . . . + p(B An)
Now using equation (3)
p(B) = p(B | A1) p(A2) + p(B | A2) p(A2) + . . . + p(B | An) p(An)
=
p( B | A ) p( A )
i =1
Our target is to find p(Aj | B), which we write as

p( A j B) p( B A j )
p( B | A j ) p( A j )
p( A j | B) =
=
= n
p( B)
p( B)
p( B | Ai ) p( Ai )
(7)
i =1
Example 2.18
Four technicians regularly make repairs when breakdowns occur on an automated
production line. Technician A services 20% of the breakdowns, makes an incomplete
repair 1 time in 20; technician B services 60% of the breakdowns, makes an
incomplete repair 1 in 10; technician C services 15% of the breakdowns, makes an
incomplete repair 1 in 10; and technician D services 5% of the breakdowns, and
make an incomplete repair 1 time in 20. If the supervisor detects an incomplete
Lecture Notes on
45
Probability
repair, find the probability of that incomplete repair being done by each technician.
Let us define E be the event that the repair was incomplete, T1 that the initial repair
was done by A, T2 that the initial repair was done by B, T3 that the initial repair was
done by C and T4 that initial repair was done by D. We will be using equation (7) for
our problem. Therefore, let us find the denominator first.
n
p( E | T ) p(T ) = p( E | T ) p(T ) + p( E | T ) p(T )

i =1
+ p ( E | T3 ) p (T3 ) + p ( E | T4 ) p (T4 )
= (0.20)(0.05) + (0.60)(0.10) + (0.15)(0.10) + (0.05)(0.05)
= 0.0875
Therefore
p (T1 | E ) =
p ( E | T1 ) p (T1 )
n
p( E | T ) p(T )
i =1
p (T2 | E ) =
p ( E | T2 ) p (T2 )
p( E | T ) p(T )
p ( E | T3 ) p (T3 )
p( E | T ) p(T )
i
p ( E | T4 ) p (T4 )
p( E | T ) p(T )
i
(0.60)(0.10)
= 0.6857
0.0875
(0.15)(0.10)
= 0.1714
0.0875
(0.05)(0.05)
= 0.0286
0.0875
i =1
i =1
p (T4 | E ) =
(0.20)(0.05)
= 0.1143
0.0875
i =1
p (T3 | E ) =
Example 2.19
A laboratory test is 99% effective in detecting a certain disease when it is, in fact,
present. However, the test also yields a false positive result for 1% of the healthy
persons tested. If 0.5% of the population actually has the disease, what is the
probability a person has the disease given that his test result is positive?
Let D be the event that the tested person has the disease and E the event that his test
results are positive. The desired probability p(D | E) is obtained by
p( D | E ) =
p( E | D) p( D)
p( E | D) p( D) + p( E | D c ) p( D c )
(0.99)(0.005)
= 0.3322
(0.99)(0.005) + (0.01)(0.995)
Thus only 33% of those persons whose test results are positive actually have the
disease. Since most people are often surprised at this result, it is probably worthwhile
to present a second argument which, though less rigorous than the foregoing, is
Lecture Notes on
46
Probability
probably more revealing. We do that now.

Since 0.5% of the population actually has the disease, it follows that, on the average,
1 person out of every 200 tested will have it. The test will correctly confirm that this
person has the disease with a probability of 0.99. Thus on the average, out of every
200 person test, the test will correctly confirm that 0.99 person has the disease. On
the other hand, out of 199 healthy people, the test will incorrectly state that
199 0.01 of these people have the disease. Hence for every 0.99 diseased person
that the test correctly states ill, there are 1.99 healthy persons that the test incorrectly
states ill. Hence the proportion of time that the test result is correct when it states that
the person is ill is
0.99
=
= 0.3322
0.99 + 1.99
Example 2.20
Consider two urns. The first contains two white and seven black balls, and the
second contains five white and six black balls. We flip a fair coin and then draw a
ball from the first urn or the second urn depending on whether the outcome was
heads or tails. What is the conditional probability that the outcome of the toss was
heads given that a white ball was selected?
Let W be the event that a white ball is drawn, and let H be the event that the coin
comes up heads. The desired probability P(H|W) may be calculated as follows:
p( H | W ) =
p ( H W ) p (W | H ) p ( H )
=
p (W )
p (W )
21
p(W | H ) p( H )
22
92
=
=
=
c
c
2
1
5
1
67
p(W | H ) p( H ) + p(W | H ) p( H )
+
9 2 11 2
Example 2.21
In answering a question on a multiple-choice test, a student either knows the answer
or she 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 a student knew the answer to a question
given that she answered it correctly?
Let C and K denote, respectively, the events that the student answers the question
correctly and the event that she actually knows the answer. To compute
p( K | C ) =
p( K C )
p (C )
we first note that

p ( K C ) = p (C | K ) p ( K ) = p 1 = p
Lecture Notes on
47
Probability
To compute the probability that the student answers correctly, we condition on

whether or not she knows the answer. That is,
p(C) = p(C | K )p(K )+p(C | Kc)p(Kc) = p + (1/m)(1 p)
Hence, the desired probability is given by

p
p( K | C ) =
p+
1
(1 p )
m
mp
1 + (m 1) p
1
, then the probability that a student knew the
2
5
answer to a question she correctly answered is .
6
Thus, for example, if m = 5, p =
Exercise
2.61 Software to detect fraud in consumer phone cards tracks the number of
metropolitan areas where calls originate each day. It is found that 1% of the
legitimate users originate calls from two or more metropolitan areas in a single
day. However, 30% of fraudulent users originate calls from two or more
metropolitan areas in a single day. The proportion of fraudulent users is 0.01%.
If the same user originates calls from two or more metropolitan areas in a single
day, what is the probability that the user is fraudulent?
2.62 Semiconductor lasers used in optical storage products require higher power
levels for write operations than for read operations. High-power-level operations
lower the useful life of the laser.
Lasers in products used for backup of higher speed magnetic disks primarily
write, and the probability that the useful life exceeds five years is 0.95. Lasers
that are in products that are used for main storage spend approximately an equal
amount of time reading and writing, and the probability that the useful life
exceeds five years is 0.995. Now, 25% of the products from a manufacturer are
used for backup and 75% of the products are used for main storage.
Let A denote the event that a lasers useful life exceeds five years, and let B
denote the event that a laser is in a product that is used for backup.
Determine the following:
(a) p(B)
(b) p(A | B)
(d) p(A B)
(c) p(A | B)
(f) p(A)
(e) p(A B)
(g) What is the probability that the useful life of a laser exceeds five years?
(h) What is the probability that a laser that failed before five years came from a
product used for backup?
2.63 Customers are used to evaluate preliminary product designs. In the past, 95% of
highly successful products received good reviews, 60% of moderately
successful products received good reviews, and 10% of poor products received
Lecture Notes on
48
Probability
good reviews. In addition, 40% of products have been highly successful, 35%
have been moderately successful, and 25% have been poor products.
(a) What is the probability that a product attains a good review?
(b) If a new design attains a good review, what is the probability that it will be a
highly successful product?
(c) If a product does not attain a good review, what is the probability that it will
be a highly successful product?
2.64 An inspector working for a manufacturing company has a 99% chance of
correctly identifying defective items and a 0.5% chance of incorrectly
classifying a good item as defective. The company has evidence that its line
produces 0.9% of nonconforming items.
(a) What is the probability that an item selected for inspection is classified as
defective?
(b) If an item selected at random is classified as non-defective, what is the
probability that it is indeed good?
2.65 A new analytical method to detect pollutants in water is being tested. This new
method of chemical analysis is important because, if adopted, it could be used to
detect three different contaminantsorganic pollutants, volatile solvents, and
chlorinated compoundsinstead of having to use a single test for each
pollutant. The makers of the test claim that it can detect high levels of organic
pollutants with 99.7% accuracy, volatile solvents with 99.95% accuracy, and
chlorinated compounds with 89.7% accuracy. If a pollutant is not present, the
test does not signal. Samples are prepared for the calibration of the test and 60%
of them are contaminated with organic pollutants, 27% with volatile solvents,
and 13% with traces of chlorinated compounds.
A test sample is selected randomly.
(a) What is the probability that the test will signal?
(b) If the test signals, what is the probability that chlorinated compounds are
present.
Review exercise
2.66 A box contains three marbles one red, one green, and one blue. Consider an
experiment that consists of taking one marble from the box, then replacing it in
the box and drawing a second marble from the box. Describe the sample space.
Repeat for the case in which the second marble is drawn without first replacing
the first marble.
2.67 An experiment consists of tossing a coin three times. What is the sample space
of this experiment? Which event corresponds to the experiment resulting in
more heads than tails?
2.68 Two dice are thrown. Let E be the event that the sum of the dice is odd, let F be
the event that the first die lands on 1, and let G be the event that the sum is 5.
Describe the events E F, E F, F G, E Fc , E F G.
Lecture Notes on
49
Probability
2.69 Let E, F, G be three events. Find expressions for the events that of E, F, G
(a) only E occurs;
(b) both E and G but not F occur;
(c) at least one of the events occurs;
(d) at least two of the events occur;
(e) all three occur;
(f) none of the events occurs;
(g) at most one of them occurs;
(h) at most two of them occur;
(i) exactly two of them occur;
(j) at most three of them occur.
2.70 Find simple expressions for the events
(a) E Ec;
(b) E Ec;
(c) (E F)(E Fc);
(d) (E F)(Ec F)(E Fc);
(e) (E F)(F G).
2.71 Prove that
(a) p(E Fc) = p(E ) p(E F)
(b) p(Ec Fc) = 1 p(E) p(F) + p(E F )
2.72 Show that the probability that exactly one of the events E or F occurs is equal to
p(E) + p(F) 2p(E F).
2.73 A group of 5 boys and 10 girls is lined up in random order that is, each of the
15! permutations is assumed to be equally likely.
(a) What is the probability that the person in the 4th position is a boy?
(b) What about the person in the 12th position?
(c) What is the probability that a particular boy is in the 3rd position?
2.74 A town contains 4 television repairmen. If 4 sets break down, what is the
probability that exactly 2 of the repairmen are called? What assumptions are you
making?
2.75 A woman has n keys, of which one will open her door. If she tries the keys at
random, discarding those that do not work, what is the probability that she will
open the door on her kth try? What if she does not discard previously tried keys?
2.76 A closet contains 8 pairs of shoes. If 4 shoes are randomly selected, what is the
probability that there will be (a) no complete pair and (b) exactly 1 complete
pair?
2.77 Of three cards, one is painted red on both sides; one is painted black on both
sides; and one is painted red on one side and black on the other. A card is
randomly chosen and placed on a table. If the side facing up is red, what is the
probability that the other side is also red?
Lecture Notes on
50
Probability
2.78 A couple has 2 children. What is the probability that both are girls if the eldest is
a girl?
2.79 Fifty-two percent of the students at a certain college are females. Five percent of
the students in this college are majoring in computer science. Two percent of the
students are women majoring in computer science. If a student is selected at
random, find the conditional probability that
(a) this student is female, given that the student is majoring in computer science;
(b) this student is majoring in computer science, given that the student is female.
2.80 A total of 500 married working couples were polled about their annual salaries,
with the following information resulting.
Husband
Wife
Less than $25,000
Less than $25,000

212
More than $25,000

198
More than $25,000

36
54
Thus, for instance, in 36 of the couples the wife earned more and the husband
earned less than $25,000. If one of the couples is randomly chosen, what is
(a) the probability that the husband earns less than $25,000;
(b) the conditional probability that the wife earns more than $25,000 given
that the husband earns more than this amount;
(c) the conditional probability that the wife earns more than $25,000 given
that the husband earns less than this amount?
2.81 There are two local factories that produce radios. Each radio produced at factory
A is defective with probability .05, whereas each one produced at factory B is
defective with probability 0.01. Suppose you purchase two radios that were
produced at the same factory, which is equally likely to have been either factory
A or factory B. If the first radio that you check is defective, what is the
conditional probability that the other one is also defective?
2.82 A red die, a blue die, and a yellow die (all six-sided) are rolled. We are
interested in the probability that the number appearing on the blue die is less
than that appearing on the yellow die which is less than that appearing on the red
die. (That is, if B (R) [Y] is the number appearing on the blue (red) [yellow] die,
then we are interested in p(B < Y < R).)
(a) What is the probability that no two of the dice land on the same number?
(b) Given that no two of the dice land on the same number, what is the
conditional probability that B < Y < R?
(c) What is p(B < Y < R)?
(d) If we regard the outcome of the experiment as the vector B, R, Y, how many
outcomes are there in the sample space?
(e) Without using the answer to (c), determine the number of outcomes that
result in B < Y < R.
(f ) Use the results of parts (d) and (e) to verify your answer to part (c).
2.83 You ask your neighbor to water a sickly plant while you are on vacation.
Without water it will die with probability 0.8; with water it will die with
Lecture Notes on
Probability
51
probability 0.15. You are 90 percent certain that your neighbor will remember to
water the plant.
(a What is the probability that the plant will be alive when you return?
(b) If it is dead, what is the probability your neighbor forgot to water it?
2.84 Two balls, each equally likely to be colored either red or blue, are put in an urn.
At each stage one of the balls is randomly chosen, its color is noted, and it is
then returned to the urn. If the first two balls chosen are colored red, what is the
probability that
(a) both balls in the urn are colored red;
(b) the next ball chosen will be red?
2.85 A total of 600 of the 1,000 people in a retirement community classify
themselves as Republicans, while the others classify themselves as Democrats.
In a local election in which everyone voted, 60 Republicans voted for the
Democratic candidate, and 50 Democrats voted for the Republican candidate. If
a randomly chosen community member voted for the Republican, what is the
probability that she or he is a Democrat?
2.86 Each of 2 balls is painted black or gold and then placed in an urn. Suppose that
each ball is colored black with probability 12, and that these events are
independent.
(a) Suppose that you obtain information that the gold paint has been used (and
thus at least one of the balls is painted gold). Compute the conditional
probability that both balls are painted gold.
(b) Suppose, now, that the urn tips over and 1 ball falls out. It is painted gold.
What is the probability that both balls are gold in this case? Explain.
2.87 Each of 2 cabinets identical in appearance has 2 drawers. Cabinet A contains a
silver coin in each drawer, and cabinet B contains a silver coin in one of its
drawers and a gold coin in the other. A cabinet is randomly selected, one of its
drawers is opened, and a silver coin is found. What is the probability that there
is a silver coin in the other drawer?
2.88 Prostate cancer is the most common type of cancer found in males. As an
indicator of whether a male has prostate cancer, doctors often perform a test that
measures the level of the PSA protein (prostate specific antigen) that is
produced only by the prostate gland. Although higher PSA levels are indicative
of cancer, the test is notoriously unreliable. Indeed, the probability that a
noncancerous man will have an elevated PSA level is approximately .135, with
this probability increasing to approximately .268 if the man does have cancer. If,
based on other factors, a physician is 70 percent certain that a male has prostate
cancer, what is the conditional probability that he has the cancer given that
(a) the test indicates an elevated PSA level;
(b) the test does not indicate an elevated PSA level?
Repeat the preceding, this time assuming that the physician initially believes
there is a 30 percent chance the man has prostate cancer.
2.89 Suppose that an insurance company classifies people into one of three classes
good risks, average risks, and bad risks. Their records indicate that the
Lecture Notes on
52
Probability
probabilities that good, average, and bad risk persons will be involved in an
accident over a 1-year span are, respectively, 0.05, 0.15, and 0.30. If 20 percent
of the population are good risks, 50 percent are average risks, and 30
percent are bad risks, what proportion of people have accidents in a fixed
year? If policy holder A had no accidents in 1987, what is the probability that he
or she is a good (average) risk?
2.90 A pair of fair dice is rolled. Let E denote the event that the sum of the dice is
equal to 7.
(a) Show that E is independent of the event that the first die lands on 4.
(b) Show that E is independent of the event that the second die lands on 3.
2.91 The probability of the closing of the ith relay in the circuits shown is given by pi
, i = 1, 2, 3, 4, 5. If all relays function independently, what is the probability that
a current flows between A and B for the respective circuits?
1
B
4
5
(a)
5
3
4
(b)
4
B
3
5
2
(c)
2.92 An engineering system consisting of n components is said to be a k-out-of n

system (k n) if the system functions if and only if at least k of the n
components function. Suppose that all components function independently of
each other.
(a) If the ith component functions with probability pi , i = 1, 2, 3, 4, compute the
probability that a 2-out-of-4 system functions.
(b) Repeat (a) for a 3-out-of-5 system.
2.93 Five independent flips of a fair coin are made. Find the probability that
(a) the first three flips are the same;
(b) either the first three flips are the same, or the last three flips are the same;
(c) there are at least two heads among the first three flips, and at least two tails
among the last three flips.
2.94 Suppose that n independent trials, each of which results in any of the outcomes
0, 1, or 2, with respective probabilities .3, .5, and .2, are performed. Find the
probability that both outcome 1 and outcome 2 occur at least once. (Hint:
Consider the complementary probability.)
Lecture Notes on
Probability
53
2.95 A parallel system functions whenever at least one of its components works.
Consider a parallel system of n components, and suppose that each component
independently works with probability 1/2. Find the conditional probability that
component 1 works, given that the system is functioning.
2.96 A certain organism possesses a pair of each of 5 different genes (which we will
designate by the first 5 letters of the English alphabet). Each gene appears in 2
forms (which we designate by lowercase and capital letters). The capital letter
will be assumed to be the dominant gene in the sense that if an organism
possesses the gene pair xX, then it will outwardly have the appearance of the X
gene. For instance, if X stands for brown eyes and x for blue eyes, then an
individual having either gene pair XX or xX will have brown eyes, whereas one
having gene pair xx will be blue-eyed. The characteristic appearance of an
organism is called its phenotype, whereas its genetic constitution is called its
genotype. (Thus 2 organisms with respective genotypes aA, bB, cc, dD, ee and
AA, BB, cc, DD, ee would have different genotypes but the same phenotype.) In
a mating between 2 organisms each one contributes, at random, one of its gene
pairs of each type. The 5 contributions of an organism (one of each of the 5
types) are assumed to be independent and are also independent of the
contributions of its mate. In a mating between organisms having genotypes aA,
bB, cC, dD, eE, and aa, bB, cc, Dd, ee, what is the probability that the progeny
will (1) phenotypically, (2) genotypically resemble
(a) the first parent;
(b) the second parent;
(c) either parent;
(d) neither parent?
2.97 Three prisoners are informed by their jailer that one of them has been chosen at
random to be executed, and the other two are to be freed. Prisoner A asks the
jailer to tell him privately which of his fellow prisoners will be set free, claiming
that there would be no harm in divulging this information because he already
knows that at least one of the two will go free. The jailer refuses to answer this
question, pointing out that if A knew which of his fellow prisoners were to be
set free, then his own probability of being executed would rise from 13 to
12because he would then be one of two prisoners. What do you think of the
jailers reasoning?
2.98 Although both my parents have brown eyes, I have blue eyes. What is the
probability that my sister has blue eyes?
Lecture Notes on

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Lecture Notes on

MAT 212 Probability & Statistics for Science & Engineering

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No. of times event A occured

No. of ways event A can occur

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(3,1) (3,2) (3,3) (3,4) (3,5) (3,6)

(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)

(6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

B = {(1,1), (2,1), (3,1), (4,1), (5,1), (6,1)}. Therefore, p( B) =

C: The sum of the two roll is 8

D : the sum of the two rolls is at least 10

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Independent University, Bangladesh

Independent University, Bangladesh

Independent University, Bangladesh

Now we may want to find the probability of either A or B happening, or A and B

The space for this experiment is

(3,1) (3,2) (3,3)

(6,1) (6,2) (6,3)

We define two events

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From the space S, we find

= p(A) + p(B) p(A B)

Combining all these, we obtain

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We introduce an important concept in this section. We have observed that in the

Let us define the events

From equation (1), we have

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For independent events, equation (2) can be simplified further as

Some important axioms

We have seen several examples of probability of events. We have learnt the

This equation is useful in many places.

a) A: two blue marbles are drawn

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p (acceptable not defective )

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2.34 The analysis of shafts for a compressor is summarized by conformance to

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Independent University, Bangladesh

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Using equations (3) and (6), we now write

Similarly, for other quantities, we obtain

Substituting all the values of probabilities, we obtain

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Our target is to find p(Aj | B), which we write as

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p( E | T ) p(T ) = p( E | T ) p(T ) + p( E | T ) p(T )

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probably more revealing. We do that now.

we first note that

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To compute the probability that the student answers correctly, we condition on

Hence, the desired probability is given by

Thus, for example, if m = 5, p =

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Independent University, Bangladesh

Independent University, Bangladesh

Less than $25,000

More than $25,000

More than $25,000

Independent University, Bangladesh