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MATHEMATICS OF PROBABILITY
Definitions of Probability
Some Rules and Theorems for Probability
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
CV2001/MT2301 Chapter3cph 3
Example
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
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
P(S) =1
- 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
Example:
A fair die is thrown twice. What is the probability of obtaining at least one “Six”?
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
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.
P E E P E P E P S 1
CV2001/MT2301 Chapter3cph 13
3.4.2 Complementation Rule:
P E 1 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.
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.
CV2001/MT2301 Chapter3cph 17
(i) P(1 car makes a U-turn) = P(U) = 0.2;
P(R) = 0.3; P(L) = 0.5
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 AUB)
=1 1 0.21 0.2 0.2 0.2
= 0.32
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
CV2001/MT2301 Chapter3cph 20
Choose one student at random
→ the 10 outcomes are equally likely.
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
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 E F 0.3
P F | E 0.6
P E 0.5
CV2001/MT2301 Chapter3cph 23
3.4.3 Conditional Probability, Multiplication Rule
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)
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
CV2001/MT2301 Chapter3cph 26
Example
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.
Also
P(A|B) = P(AB)/P(B) = 0.10/0.25 = 0.40
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)
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?
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)
CV2001/MT2301 Chapter3cph 31
Example
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
CV2001/MT2301 Chapter3cph 33
C. For 3 events, the multiplication rule is
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(E ) 1 P(E )
P(E|A) = 1 – P( E |A)
P(E1E2|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.
CV2001/MT2301 Chapter3cph 36
(b) The probability of settlement:
(i.e. either A or B or both will settle)
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)
CV2001/MT2301 Chapter3cph 38
Multiplication Rule
P (E1 E2 ) P (E1 E2 )P (E2 )
P (E2 E1 )P (E1 )
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
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
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 AB
P A|B P B
P A | B 1 P B
0.8 1 0.4 0.48
(3) P A B
P AB 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
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 )).
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
CV2001/MT2301 Chapter3cph 47
Example
A construction site receives steel bars from 3 different factories:
CV2001/MT2301 Chapter3cph 48
find the prob. that any steel bar received by the site will meet the 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,
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
where P(A | Ei): the probability that A occurs given that Ei has
occurred.
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
P ( A E )P (E )
j 1
j j
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.
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?
CV2001/MT2301 Chapter3cph 58
Mathematics of Probability (Summary)
3 Axioms of Probability
CV2001/MT2301 Chapter3cph 59
(iii) Multiplication Rule: P (E1 E2 )
P (E2 )P (E1 E2 )
P (E1 )P (E2 E1 )
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:
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.
CV2001/MT2301 Chapter3cph 65
Example1 answer
C1 = Component 1 functions
C2 = Component 2 functions
C3 = Component 3 functions
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
0.973 1 (0.3)n
0.027 (0.3)n
n4
CV2001/MT2301 Chapter3cph 68