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3.

MATHEMATICS OF PROBABILITY
Definitions of Probability
Some Rules and Theorems for Probability

Assoc Prof CHUANG POON HWEI


Office: N1-01c-92
Tel: 6790-5301
3.1 Definition of Mathematical Probability
• Classical Concept

• Relative Frequency Concept

CV2001/MT2301 Chapter3cph 2
3.1.1 Classical Concept (Finite, equally likely cases)
In a game: m equally likely possible cases

2 classes:
- w cases wins
- (m - w) cases doesn't win
w : a measure for chance to win the game
m

Laplace's Classical Definition:


The probability P(E) of an event E in a
random experiment is
w
P (E ) 
m
where w: no. of cases in which E occurs
m: no. of all equally likely cases in the experiment

CV2001/MT2301 Chapter3cph 3
Example

In tossing a fair die: 6 equally likely cases,

S = {1, 2, 3, 4, 5, 6}, m=6

E1 : Outcome is "six"
E2 : Outcome is an even number
E1 = {6} w=1
E2 = {2, 4, 6} w=3
w 1
P(E1)  
m 6

3 1
P(E2 )  
6 2

CV2001/MT2301 Chapter3cph 4
3.1.2 Relative Frequency Concept in Statistics

Most practical problems do not have finitely equally likely cases .

If perform a random experiment very often, relative frequency of


occurrence of an event E → constant
f (E )
P (E )  , when n  
n
- Probability of event E

Example: Coin Tossing

Experiment by No.of Throws No.of Heads Relative Freq.


of Heads
Buffon 4,040 2,048 0.5069
K. Pearson 12.000 6,019 0.5016
K.Pearson 24,000 12,012 0.5005

CV2001/MT2301 Chapter3cph 5
With increasing no. of tosses, the % of heads seems to fluctuate
less and less. A similar behaviour will be seen in the % of
defective items in a production under reasonably constant
conditions.

CV2001/MT2301 Chapter3cph 6
CV2001/MT2301 Chapter3cph 7
3.2 Axioms of Mathematical Probability
1. If E is any event in a sample space S, then

0  P(E)  1

2. To the entire sample space S

P(S) =1

3. For mutually exclusive events E1,E2,......En


P(E1  E2  ...  En )
 P(E1)  P(E2 )  ...  P(En )

- Addition Rule

CV2001/MT2301 Chapter3cph 8
E.X.
S  1, 2, 3, 4, 5, 6
E1  1,2, E2  3, E3  4,5.
E1  E2  E3  1,2,3,4,5

n  E1  n  E2  1 n  E3 
P  E2  
1 1
P  E1    ,  , P  E3   
n S  3 n S  6 n S  3

n  E1  E2  E3 
P  E1  E2  E3  
n S 
n  E1   n  E2   n  E3 

n S 
n  E1  n  E2  n  E3 
  
n S  n S  n S 
 P  E1   P  E2   P  E3 
1 1 1
  
3 6 3
5

6

CV2001/MT2301 Chapter3cph 9
3.4 Rules of Probability
3.4.1 Addition Rule for Arbitrary Events

If A and B are any events in a sample space S, then


P  A  B   P  A  P B   P  A  B 

Example:
A fair die is thrown twice. What is the probability of obtaining at least one “Six”?

The events, A: “six” in the 1st throw


B: “six” in the 2nd throw
Have the probabilities: 1 1
P  A  ,P B  
6 6

The event, A  B : “six” in both throws has the probability


1
P  A  B 
36
CV2001/MT2301 Chapter3cph 10
36 possible outcomes, equally likely.
n  A  6 n B   6 n  A  B   1
n  A  B   n  A  n B   n  A  B   11
n  A  B  11
P A  B  
36 36
Classical definition
n  A  n B   n  A  B 
P A  B 
36
n  A n B  n  A  B 
  
36 36 36
 P  A  P  B   P  A  B 

CV2001/MT2301 Chapter3cph 11
For 3 events, the addition rule is

P  E1  E2  E3   P  E1   P  E2   P  E3 

P  E1  E2   P  E2  E3   P  E3  E1   P  E1E2E3 

This may be extended similarly for n events.

However, for easier computation:


P  E1  E2  ......  En   1 P E1E 2......E n 

CV2001/MT2301 Chapter3cph 12
.

De Morgan‟s rule

E1  E2  ......  En  E 1E 2......E n
  
P E1  E2  ......  En  P E 1E 2 ......E n 
If P  A  1 P A  
P  E1  E2  ......  En   1  P (E1  E2  ......  En )


 1  P E 1E 2 ......E n 
Take any event E in a random experiment and its complement E,
E and E are mutually exclusive, and E  E  S , the sample
space of the experiment.

Using Axioms 3 and 2

   
P E  E  P  E   P E  P S   1

CV2001/MT2301 Chapter3cph 13
3.4.2 Complementation Rule:

The probabilities of an event E and its complement E in a


sample space are related by the formula

 
P E   1 P E

The formula may be used if the computation of P  E  is


simpler than that of P  E  .

CV2001/MT2301 Chapter3cph 14
Example
5 coins are tossed simultaneously. Find the probability of the event,
A: at least 1 head turns up.

Since each coin can turn up head or tail, the sample space consists of
2*2*2*2*2= 25 = 32 elements.

Assuming that the coins are fair, assign the same probability (1/32) to
each outcome.

The event A (no heads turn up) consist of only 1 outcome, P  A  


1
32

Hence  
P  A  1 P A 
31
32

CV2001/MT2301 Chapter3cph 15
CV2001/MT2301 Chapter3cph 16
Example
Cars arriving at a T-junction can turn left, or right, or U-turn. From
observations, 50% turn left, 30% turn right, and 20% U-turn.
Action of turning statistically independent to one another.

L: 1 car turns left


R: 1 car turns right
U: 1 car U-turns

CV2001/MT2301 Chapter3cph 17
(i) P(1 car makes a U-turn) = P(U) = 0.2;
P(R) = 0.3; P(L) = 0.5

(ii) 2 cars enter the junction:

P(only one car U-turns)


 2P (U ) ?
 P (UA UB )  (UA UB )
 
 P(UA UB )  P(UA UB )  P(UA UB UA UB )
 0.20.8  0.80.2  0  0.32

CV2001/MT2301 Chapter3cph 18
Another way
P(only one car U-turns)
 1  P (UA  UB )  (UA  UB )
= 1 - P( U A U B) - P(U AUB)
=1  1  0.21  0.2  0.2  0.2
= 0.32

(iii) P(at least 1 car U-turns)


 P(UA  UB )  P(UA )  P(UB )  P(UAUB )
 0.2  0.2-0.2 x 0.2  0.36

(iv) 3 cars enter junction:


P(1 turns left, 1 turns right, 1 U-turns)
 P[(LA  RB  Uc )  (RA  LB  Uc ) ]
= P(LARB Uc) + P(RALB Uc) +…
 6P(LA  RB  Uc )
 6P(LA )P(RB )P(Uc )
 6 x0.2 x 0.5 x 0.3  0.18

CV2001/MT2301 Chapter3cph 19
Conditional Probability

Example
A group of 10 A-level students may be classified by gender and their
major subject:
Male (M) Female (F)
Physics (P) 4 1
Economics(E) 2 3

The sample space is

CV2001/MT2301 Chapter3cph 20
Choose one student at random
→ the 10 outcomes are equally likely.

Consider the events:

E: the selected student takes economics.


F: the selected student is female.
P E   0.5 , P F   0.4 ,

P  E  F   0.3 , P  E  F   0.6 .

CV2001/MT2301 Chapter3cph 21
Suppose
select one student and that is female
 event F has occurred

To predict whether taking economics (E):

F has occurred, the rest of S (i.e. F ) is impossible.

The probability that event E will occur given that event F has already
occurred:
Conditional probability of E given F, P(E|F), is defined by
P (E  F )
P (E | F ) 
P (F )
The condition that F has occurred restricts the outcome of E in the
reduced sample space F.
Within F, look for E to occur also, i.e. E  F .

CV2001/MT2301 Chapter3cph 22
The conditional probability is
n E  F 
n E  F  n S  P E  F 
P E | F    
n F  n F  P F 
n S 
0.3
P E | F    0.75
0.4
3/4 of the female students take economics.

P F | E   P E | F  The experiment is not symmetrical.

P E  F  0.3
P F | E     0.6
P E  0.5

Of those taking economics, 60% are female.

CV2001/MT2301 Chapter3cph 23
3.4.3 Conditional Probability, Multiplication Rule

A. The conditional probability of an event E1, given that another event


E2 has occurred (or conditional probability of E1 given E2, denoted
P E1 | E2  ) is given by
P  E1  E2  where P  E2   0
P  E1 | E2  
P  E2 

Similarly, the probability of E2 given E1 is:


P  E1  E2  where P  E1   0
P  E2 | E1  
P  E1 

CV2001/MT2301 Chapter3cph 24
B. Multiplication Rule
The probability of the joint event E1  E2 is:
P  E1  E2   P E2  P E1 | E2 
 P  E1  P  E2 | E1 
E.g. (Consider example on students)

P  E  F   P  E | F  P F   0.75  0.4  0.3


P  E  F   P  F | E  P  E   0.6  0.5  0.3

CV2001/MT2301 Chapter3cph 25
C. Statistical Independence
E1 and E 2 are statistically independent events if

P  E1  E2   P  E1  P  E2 

In which case
P  E1 | E2   P  E1  and P  E2 | E1   P  E2 

i.e. the probability of each event is not affected by (i.e. not


dependent on) the occurrence or non-occurrence of the other.

If A and B are independent events, then


A and B are independent;
A and B are independent;
A and B are independent.

CV2001/MT2301 Chapter3cph 26
Example

Toss a die, P(„3‟) = P(„5‟) = 1/6

Prob. of getting a „3‟ after getting a „5‟ in previous trial


= P(„3‟|‟5‟)
= P(„3‟) = 1/6

Outcome of each toss is independent.


Prob. of getting a „5‟ and then a „3‟ in two trials
= P(„5‟„3‟)
= P(„5‟) P(„3‟) = (1/6) (1/6) = 1/36

CV2001/MT2301 Chapter3cph 27
Example
A system S has two components, A and B. 10% of the time, both A
and B function. 15% of the time only B functions. 30% of the time,
only A functions. Check whether A and B function independently of
each other.

Given: P( A  B)  0.10, P(A B)  0.30, P(A  B)  0.15


P( A)  P( A  B)  P( A  B )  0.10  0.30  0.40
P (B )  P ( A  B )  P ( A  B )  0.10  0.15  0.25
P ( A)P (B )  (0.40)(0.25)  0.10

 A and B function independently

Also
P(A|B) = P(AB)/P(B) = 0.10/0.25 = 0.40

P(B|A) = P(AB)/P(A) = 0.10/0.40 = 0.25

CV2001/MT2301 Chapter3cph 28
Two events A and B are
Statistically Independent, if Statistically Dependent, if

P(BIA)=P(B) P(BIA)≠P(B)
Or Or
P(A and B)=P(A)P(B) P(A and B)≠P(A)P(B)

e.g. P(E )  0.5  P(E F )  0.75


P (F )  0.4  P (F E )  0.6

Thus E & F are dependent events.

P (E  F )  P (E F )P (F )  0.3
 P (E )P (F )  0.2

CV2001/MT2301 Chapter3cph 29
Example
Two fair coins are tossed, are the event “head on first coin” and
the event “head on second coin” independent?

S = { HH, HT, TH, TT }


A: head on the first coin
B: head on second coin

The 4 outcomes are equally likely, each has probability 1/4.


2 1
P  A  
A = {HH, HT} 4 2
B = {HH,TH} 2 1
P B   
4 2
A  B  HH P  A  B 
1
4

 P  A  B   P  A P B 
Events A and B are independent by definition.

CV2001/MT2301 Chapter3cph 30
3.5 Two ways of sampling from a population (Drawing
objects to obtain a sample from a given set of objects)

A. Sampling with replacement:


The object which was drawn at random is replaced back into the
given set and the set is mixed thoroughly before the next draw.

B. Sampling without replacement:


The object which was drawn is put aside.

CV2001/MT2301 Chapter3cph 31
Example

A box contains 10 screws; 3 of them are defective. 2


screws are drawn at random. Find the probability of the
event that neither of the 2 screws is defective.

E1: 1st screw drawn is non-defective.


E2: 2nd screw drawn is non-defective.
7
P(E1 ) 
10
because each screw has the same probability of being
drawn.

CV2001/MT2301 Chapter3cph 32
B. Sampling without replacement
If E1 has occurred, 9 screws are left, of which 3 are defective.

P  E2 | E1  
6 2

9 3
By multiplication rule
P  E1E2   P (E2 / E1 )P (E1 ) 
7 2 7
 
10 3 15

A. Sampling with replacement


The situation at the 2nd draw is the same as the 1st draw.
P  E2 | E1   P  E2   P  E1   0.7
E1 and E2 are independent, and
P  E1  E2   P  E1  P  E2   0.7  0.7  0.49

CV2001/MT2301 Chapter3cph 33
C. For 3 events, the multiplication rule is

P(E1 E2 E3) = P(E1 | E2 E3) P(E2 | E3) P(E3)


or
P(E1 E2 E3) = P(E1 E2 | E3) P(E3)

and for statistically independent events


P(E1E2 E3) = P(E1) P(E2) P(E3)

CV2001/MT2301 Chapter3cph 34
All mathematical rules pertaining to probability apply to
conditional probability, defined within the reduced sample
space, A.
P(E1  E2 )  P(E1 )  P(E2 )  P(E1  E2 )

 P(E1 E2|A) = P(E1|A) + P(E2|A) – P(E1E2|A)

P(E )  1  P(E )
 P(E|A) = 1 – P( E |A)

P(E1E2) = P(E1| E2)P(E2)

 P(E1E2|A) = P(E1|E2|A)P(E2|A)

CV2001/MT2301 Chapter3cph 35
Example
For a steel frame with two footings, each footing may settle 5
cm. The probability of settlement in each footing is 0.1. The
probability of a footing settling, given that the other footing has
settled, is 0.8.

(a) A: footing A settles


B: footing B settles

→ 4 possible combinations, mutually exclusive,


A  B : both A and B settle
A  B : A does not settle, B settles
A  B : A settles, B does not settle
A  B : both A and B do not settle

Given: P(A) = P(B) = 0.1


P(A|B) = P(B|A) = 0.8

CV2001/MT2301 Chapter3cph 36
(b) The probability of settlement:
(i.e. either A or B or both will settle)

P(AB) = P(A) + P(B) – P(AB)


= P(A) + P(B) – P(B|A)P(A)
= 0.1 + 0.1 – (0.8)(0.1)
= 0.12

Probability of only one footing settles:

P[( A  B)  ( A  B)]  P ( A  B )  P ( A  B )
 P ( A)P (B A)  P (B )P ( A B )
 P ( A)[1  P (B A)]  P (B )[(1  P ( A B )]
 0.1(1  0.8)  0.1(1  0.8)
 0.04

CV2001/MT2301 Chapter3cph 37
Conditional Probability (Summary)

P(E1  E2 )
P(E1 E2 )  where P(E2 )  0
P(E2 )

P(E1  E2 )
P(E2 E1)  where P(E1)  0
P(E1)

If P(E1 | E2 )  P(E1)  E1 & E2 dependent events


P(E2 | E1)  P(E2 )

Example: P(E) = 0.5, P(E|F) = 0.75


E & F are dependent events

CV2001/MT2301 Chapter3cph 38
Multiplication Rule
P (E1  E2 )  P (E1 E2 )P (E2 )
 P (E2 E1 )P (E1 )

if P (E1 E2 )  P (E1 ) & P (E2 E1 )  P (E2 ),


E1 & E2 statistically independent event
 P(E1  E2 )  P(E1)P(E2 )

Sampling Events are Statistically

with Replacement independent


without Replacement dependent

CV2001/MT2301 Chapter3cph 39
Example
A box contains 10 screws, 4 of which are defective. 3 screws
are drawn at random with replacement. Find the probability that

(a) all the 3 screws are defective


(b) only the third screw is defective
(c) all the 3 screws are non-defective
(d) at least one of the 3 screws is defective

CV2001/MT2301 Chapter3cph 40
Probability of drawing a defective screw, P(D) = 0.4
Probability of drawing a nondefective screw, P(N) = 1- 0.4 = 0.6

Outcomes of the draws are statistically independent.

(a) P(DDD) = P(D) P(D) P(D) = 0.4 x 0.4 x 0.4 = 0.064


(b) P(NND) = P(N) P(N) P(D) = (1 - 0.4)(1 - 0.4) 0.4 = 0.144
(c) P(NNN) = P(N) P(N) P(N) = (1 - 0.4) = 0.6 = 0.216
(d) P(at least one is defective) = 1 - P(NNN) = 1 - (1-0.4)3 = 0.784

DDD (3 D) (0 D) NNN

DDN DNN
DND (2 D) (1 D) NDN
NDD NND

CV2001/MT2301 Chapter3cph 41
(a) Given P(A) = 0.3
P(B) = 0.4
P( A B) = 0.2

Find ( i ) P ( A B )
( ii ) P ( A  B )
( iii ) P( A  B)
( iv ) P( A  B)
(v ) P ( A B )

CV2001/MT2301 Chapter3cph 42
(1)
   
P A | B  1  P A | B  1  0.2  0.8

(2) 
P AB 
   
 P A|B P B
 P  A | B  1  P  B 
 0.8  1  0.4   0.48

(3) P A  B


 P AB  De Morgen‟s rule


 1 P A  B 
 1  0.48  0.52

CV2001/MT2301 Chapter3cph 43
(4) P  A  B   P  A   P  B   P  A  B  Addition rule
 0.3  0.4  0.52
 0.18

 
P  A B 
(5) P  A|B      0.18
   
  P B  0.4
 
 0.45

CV2001/MT2301 Chapter3cph 44
Probability of a student taking economics P(E) = ?
1 3
Given P (E M )  , P (E F ) 
3 4

M & F: mutually exclusive, and collectively exhaustive.

P(M) = 0.6, P(F) = 0.4,

P ( E )  P ( E  M )  P (E  F )
 P(E M )P(M )  P(E F )P(F )
1 3
  0.6   0.4
3 4
 0.5
5

10

CV2001/MT2301 Chapter3cph 45
3.6 Total Probability Theorem
Sometimes, the probability of an event A cannot be determined directly.
However, its occurrence is always accompanied by the occurrence of other
events, Ei, i = 1,…, n, such that the probability of A will depend on which of
the event Ei has occurred (P ( A Ei )).

If E1,E2,…,En are n mutually exclusive and collectively exhaustive events


in sample space S.

E1  E2  ...  En  S
And A is also an event in S

CV2001/MT2301 Chapter3cph 46
A  A S
 A  (E1  E2  ...  En )
 AE1  AE2  ...AEn

where AE1, AE2,…, AEn are mutually exclusive,


P( A)  P( AE1)  P( AE2 )  ...  P( AEn )

By the multiplication rule


P ( A)  P ( A E1 )P (E1 )  P ( A E2 )P (E2 )  ...  P( A En )P(En )
-------------Total Probability Theorem
n
P ( A)   P ( A Ei )P (Ei )
i 1

CV2001/MT2301 Chapter3cph 47
Example
A construction site receives steel bars from 3 different factories:

60% from factory E1,


30% from factory E2, and
10% from factory E3.

If 95% of the steel bars from E1,


80% of those from E2 and
65% of those from E3
perform according to specifications,

CV2001/MT2301 Chapter3cph 48
find the prob. that any steel bar received by the site will meet the specs.

A: a steel bar received performs according to specs.

E1, E2, E3 : the steel bar comes from the respective factories.

Any steel bar should come from one of E1, E2, E3.

E1  E2  E3 = S C. E. & also M. E.

CV2001/MT2301 Chapter3cph 49
P(E1) = 0.6, P(E2) = 0.3, P(E3) = 0.1,

P(A|E1) = 0.95, P(A|E2) = 0.8, P(A|E3) = 0.65,

P(A) = P(A|E1) P(E1) + P(A|E2) P(E2) + P(A|E3) P(E3)


= (0.95)(0.6) + (0.80)(0.3) + (0.65)(0.1)
= 0.875

CV2001/MT2301 Chapter3cph 50
An old timber building is in danger of collapse. When the wind
speed exceeds 120 kph, the probability of collapse is 0.80.
Otherwise, the probability of collapse is 0.40. The wind with
speed exceeding 120 kph has a probability of occurrence of 0.1
in one year. What is the probability of collpase during any given
year?

(Ans. 0.44)

CV2001/MT2301 Chapter3cph 51
Example
In any given year
P(wind speed > 120) = 0.10
P(wind speed ≤ 120) = 0.90
When wind speed > 120, P(collapse) = 0.80
When wind speed ≤ 120, P(collapse) = 0.40

Let C = collapse of the old timber building


W = wind speed >120 kph
P (C W )  0.80, P (W )  0.10
Then
P (C W )  0.40, P (W )  0.90

By total probability theorem


P (C )  P (C W )P (W )  P (C W )P (W )
 0.80  0.10  0.40  0.90
 0.44
CV2001/MT2301 Chapter3cph 52
Example
1 3
Given: P (E M )  , P (E F ) 
3 4
P (M )  0.6, P (F )  0.4

Find: Prob. of a student being female given that the student


takes economics, ie.
P(F E )  ? “reverse” Prob.
Baye‟s Theorem
P (F  E )
P (F E ) 
P (E )
P (E F )P (F )

P (E F )P (F )  P (E M )P (M )
3
( )(0.4)
 4
3 1
( )(0.4)  ( )(0.6)
4 3
3
 vs P(F)=0.4
5
CV2001/MT2301 Chapter3cph 53
3.7 Bayes' Theorem
Provides a formula for finding the "reverse" probability P(Ei|A) when
P(A | Ei) is known

where P(A | Ei): the probability that A occurs given that Ei has
occurred.

e.g. In the previous example.

Given: P(A | Ei) & P(Ei),

find the cond. prob. P(Ei|A) that a steel bar was made by factory Ei
given that it meets the specifications (or event A has occurred).

CV2001/MT2301 Chapter3cph 54
By the multiplication rule,

P (Ei A)P ( A)  P ( A E i )P (E i )  P ( A  E i )
P ( A Ei )P (Ei )
 P (E i A ) 
P ( A)
-----Bayes‟ Theorem

which may be rewritten as


P ( A Ei )P (Ei )
P (E i A )  n

 P ( A E )P (E )
j 1
j j

using total probability theorem for P(A)

CV2001/MT2301 Chapter3cph 55
Example (Factory)
In the previous example, find P(E3IA), i.e. the conditional
probability that a steel bar comes from factory E3 given that it
meets the specifications.
P ( A E3 )P (E3 )
P ( E3 A )  n

 P ( A E )P (E )
j 1
j j

(0.10)(0.65)

(0.6)(0.95)  (0.30)(0.80)  (0.10)(0.65)
0.065

0.875 0.1
 0.074 vs P(E3)=0.01

Note that the prob. that a steel bar is supplied by E3 decreases from
0.1 to 0.074 once it is known that it performs according to specification.

CV2001/MT2301 Chapter3cph 56
A company making bolts, from long experience, knows
P(defective) = 12% = 0.12.

In order to decrease the % of defective bolts shipped to


customers, an electronic scanner was installed.

To test the scanner, a large no. of (pretested) “good” bolts were


run under the scanner, and it accepted 90% of the bolts as good.
P(accepted I good) = 0.90; P(accepted I defective) = 0.3

The company is questioning the value of using the scanner.

Suppose the company does use the scanner and ships only
what the scanner passes as “good” bolts.

CV2001/MT2301 Chapter3cph 57
What % of the shipment can be expected to be good?

What % is expected to be defective?

CV2001/MT2301 Chapter3cph 58
Mathematics of Probability (Summary)

3 Axioms of Probability

Rules & Theorems of Probability


(i) Addition Rule: P( A  B)  P( A)  P(B)  P( A  B)

(ii) Complementation Rule: P(E )  1 P(E )

Conditional Probability: P (E1 E2 )  P (E1  E2 )


P (E 2 )
P (E1  E2 )
P (E2 E1 ) 
P (E1 )

CV2001/MT2301 Chapter3cph 59
(iii) Multiplication Rule: P (E1  E2 )
 P (E2 )P (E1 E2 )
 P (E1 )P (E2 E1 )

For statistically independent events


P(E1  E2 )  P(E1 )P(E2 )

(iv) Total Probability Theorem


n
P ( A)   P ( A Ei )P (Ei )
i 1

(v) Bayes‟ Theorem


P ( A Ei )P (Ei )
P (E i A )  n

 P ( A E )P (E )
j 1
j j

CV2001/MT2301 Chapter3cph 60
1. Are mutually exclusive events statistically independent events?
i.e. for P(B)  0, P( A)  0
P( A B)  0 & P(B A)  0
where A & B are mutually exclusive

P( A  B)
P( A B)  0
P (B )

2. If B  A

P( A B)  1
P( A  B)
P (B A ) 
P ( A)

CV2001/MT2301 Chapter3cph 61
Example1
Three components that function independently have the
following probabilities of failure,
P[Component 1 fails] = 0.3
P[Component 2 fails] = 0.2
P[Component 3 fails] = 0.1
These components can be connected to form two different
systems:

(I) Series system (Figure Q2(a))- the components are connected


in series, that is, the system functions only when all
components function.

CV2001/MT2301 Chapter3cph 62
(II) Parallel system (Figure Q2(b))- the components are parallel,
that is, the system functions if at least one component functions.

(a) The probability that the series system does not function is
(i) 0.006
(ii) 0.994
(iii) 0.496
(iv) 0.504
(v) none of the above
CV2001/MT2301 Chapter3cph 63
(b) The probability that the parallel system functions is
(i) 0.006
(ii) 0.994
(iii) 0.496
(iv) 0.504
(v) none of the above

CV2001/MT2301 Chapter3cph 64
Example2
Suppose independent components having
P (Functions) = 0.7 must be placed in parallel to have
the probability that the system functions to be 0.973.

Then the number of components needed is


(i) 1
(ii) 2
(iii) 3
(iv) 4
(v) none of the above

CV2001/MT2301 Chapter3cph 65
Example1 answer

C1 = Component 1 functions
C2 = Component 2 functions
C3 = Component 3 functions

P[Component 1 fails] = 0.3 = P(C1)


P[Component 2 fails] = 0.2 = P(C2)
P[Component 3 fails] = 0.1 = P(C3)

P(C1) = 1 – P(C1) = 0.7


P(C2] = 1 – P(C2 ] = 0.8
P(C3] = 1 – P(C3 ] = 0.9

CV2001/MT2301 Chapter3cph 66
(a) P[Series system functions]
= P[All components function]
= P(C1 C2  C3)
= P(C1)P(C2)P(C3)
= (0.7)(0.8)(0.9) = 0.504

P[Series system does not function]


= 1 - P[Series system functions]
= 1 - 0.5040
= 0.496

(b) P[Parallel system functions]


= P[At least one component functions]
= P[C1C2C3]
= 1 - P[All components fail]
= 1 - P[C1C2 C3 ]
= 1 - P[C1] P[C2 ] P[C3 ]
= 1 - (0.3)(0.2)(0.1)
CV2001/MT2301 Chapter3cph 67
= 0.994
Example2 answer

P[Component functions] = 0.7


P[Component fails] = 1 – 0.7 = 0.3

Assume n components are needed

P[Parallel System functions]


= P[At least one component functions]
= 1 - P[All n components fail]
= 1 - (P[Component fails])n

0.973  1  (0.3)n
0.027  (0.3)n
n4

CV2001/MT2301 Chapter3cph 68

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