Lec 02

Set Algebra Probability

Universal set Sample space
Set Event
Element Outcome

Probability of Axioms

 P[ ] Indicates the probability of an event.

 For any events A , P  A  0

 P[ S ]  1

 For any countable collection A1 , A2 ,... of mutually exclusive events

P  A1  A2  ...  P  A1   P  A2   ...

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Ex] Roll a fair die (6 sided)

P  roll 4 or higher   P  4  P 5  P  6

1 1 1
=  
6 6 6
1
=
2
P  roll the square of integer   P 1  P  4
1 1
= 
6 6
1
=
3

Quiz 1.4] Monitor a phone call. Classify the call as a voice call (V) if
someone is speaking, or a data call (D) if the call is carrying a modem or fax
signal. Classify the call as long (L) if the call lasts for more than three
minutes; otherwise call as a brief (B). Based on data collected by the
telephone company, we use the following probability model:

 P V   0.7   P  L   0.6   P VL   0.35 

Find the following probabilities

P  DL  P  D  L  P VB  P V  L  P V  D  P  LB 

V D
L 0.35 (given)
B

P V   P VL   P VB 
=0.7(given)
So, P VB   0.35
=0.35(given) +?
=0.35(given) +0.35

V D
L 0.35 (given)
B 0.35

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 P  L   P  LV   P  LD 
=0.6(given)
So, P  LD  0.25
=0.35(given) +?
=0.35(given) +0.25

V D
L 0.35 (given) 0.25
B 0.35

V D
L 0.35 (given) 0.25
B 0.35 0.05

P  DL  P  D  L  P VB  P V  L  P V  D  P  LB  ?

P  DL   0.25

P  D  L   P  D   P  L   P  DL 
  P  DL   P  DB   P  LV   P  LD 
 0.25  0.05  0.35

 P V  L  0.95

 P V  D   1

 P  LB   0

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1.5 Conditional probability

P  A B  : Probability of A given B
Probability of A conditioned on B

P  AB 
P  A B  
P  B

P  AB 
P  B 
P  A B 

P  AB   P  B  P  A B 

Conditional probability of Axioms

 P  A B   0

 P[ B B]  1

 If A  A1  A2  ... with Ai  A j   for i  j , then

P  A B   P  A1 B   P  A2 B   ...

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Ex 1.16] consider the a priori probability model shown below

P  rr   0.01, P  ra   0.01, P  ar   0.01, P  aa   0.97

r : rejected
*
a : accepted

A=”second chip rejected”

B=”first chip rejected”

Find the conditional probability, P  A | B 

P  AB 
P  A | B 
P  B

P  B   P  ra   P  rr 
 0.01  0.01  0.02

P  A  P  ar   P  rr 
 0.01  0.01  0.02

P  AB   P  rr 
 0.01

P  AB  0.01
P  A | B    0.5
P  B 0.02

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Ex 1.19] A company has three machine B1 , B2 , and B3 for making 1 k
resistors. It has been observed that 80% of resistors produced by B1 are
within 50  of the normal value. Machine B2 produces 90% of resistors
within 50  of the normal value. The percentage for machine B3 is 60%.
Each hour, machine B1 produces 3000 resistors, B2 produces 4000 resistors,
and B3 produces 3000 resistors. All of the resistors are mixed together at
random in one bin and packed for shipment. What is the probability that the
company ships a resistor that is within 50  of the nominal value?

A  resistor is within 50Ω of the nominal value

What is P[ A] ?

Now we can generate the probability model for

P  A | B1   0.8
P  A | B2   0.9
P  A | B3   0.6

Applying the law of total probability

P[ A]  P  A | B1  P  B1   P  A | B2  P  B2   P  A | B3  P  B3 
= 0.8*0.3 + 0.9*0.4 + 0.6*0.3
= 0.24 + 0.36 + 0.18 = 0.78

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Revisiting the previous example to show in different angles.

Ex 1.19] A company has three machine B1 , B2 , and B3 for making 1k

resistors. It has been observed that 80% of resistors produced by B1 are
within 50  of the normal value. Machine B2 produces 90% of resistors
within 50  of the normal value. The percentage for machine B3 is 60%.
Each hour, machine B1 produces 3000 resistors, B2 produces 4000 resistors,
and B3 produces 3000 resistors. All of the resistors are mixed together at
random in one bin and packed for shipment. What is the probability that the
company ships a resistor that is within 50  of the nominal value?

A  resistor is within 50Ω of the nominal value

What is P[ A] ?

Now we can generate the probability model for

P  A | B1   0.8
P  A | B2   0.9
P  A | B3   0.6

A  resistor is within 50Ω of the nominal value

P[ A]  P  A | B1  P  B1   P  A | B2  P  B2   P  A | B3  P  B3 
= 0.8*0.3 + 0.9*0.4 + 0.6*0.3
= 0.24 + 0.36 + 0.18 = 0.78

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 A: acceptable
N: not-acceptable

i. P[resistor is from machine B3 ] =0.3

ii. P[resistor is acceptable] =0.24 + 0.36 + 0.18 = 0.78

iii.
P[resistor is acceptable given that a resistor is from B3 ]
P[ AB3 ] 0.18
= P[ A | B3 ] = =
P[ B3 ] 0.3

iv. Conditional probability using Bay’s theorem

P[ AB3 ]
 P[ B3 ] 0.18  0.3
P[ A | B3 ]  P[ B3 ] P[ B3 ]
P[ B3 | A] = =  0.3
P[ A] 0.78 0.78
P[ AB3 ] 0.18
 =  0.23
P[ A] 0.78

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1.6 Independence

Events A and B are independent if and only if (iff)

P[ AB ]  P[ A]P[ B ]
P[ A | B ]  P[ A]
P[ B | A]  P[ B ]

Events A1 , A2 , and A3 are independent if and only if (iff)

i. A1 and A2 are independent

ii. A1 and A3 are independent
iii. A2 and A3 are independent
iv. P[ A1 A2 A3 ]  P[ A1 ]P[ A2 ]P[ A3 ]

Disjoint (mutually exclusive)  independent

Ex 1.21] A sequence of three light, each either red or green, is equally likely.
Are the events R2 that the second light was red and G2 that the second light
was green independent? Are the events R1 and R2 independent?

Sample space S  {rrr , rrg , rgr , rgg , grr , grg , ggr , ggg}

1
and each of the outcomes has equal probability of .
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R2  {rrr , rrg , grr , grg}

G2  {rgr , rgg , ggg , ggr}

P[ R2  G2 ]  P[ R2G2 ]  0 so this is disjoint

1 1
P[ R2 ]P[G2 ]  
2 2
So
P[ R2G2 ]  P[ R2 ]P[G2 ] Not independent

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Now let’s take a look at the different case

R1  {rrr , rrg , rgr , rgg}

R2  {rrr , rrg , grr , grg}

 R1  R2  {rrr , rrg}

 2 1
 P[ R1 R2 ]  8  4
This is independent
 R1  R2  {rrr , rrg}

 4 4 1
 P[ R1 ]P[ R2 ]  8  8  4

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