Probability Experiment: Experiment is an act that can be repeated under given conditions.

Example:1) Tossing of a coin is a trial and getting head and tail are outcomes. 2) Throwing a die is a trial and obtaining 1 or 2 or 3 or 4 or 5 or 6 is an outcome. Events: One or more outcomes of an experiment constitute an event. Events are generally denoted by capital letter A, B, C, etc. Outcomes: The result of an experiment is known ass outcomes. Probability: If there are n no. of outcomes of an experiment and if m of these outcomes are favorable to an event A, then the probability of event A which is denoted by P[A] is defined by; Favorable outcomes of an event A P[A]= Total number of outcomes of the experiment m = -----n

Example 1: A bag contains 4 white and 6 black balls. If one ball is drawn at random from the bag, what is the probability that it is i) black, ii) white, iii) white or black and iv) red. Solution: Total numbers of balls are 10. Science one ball is drawn from the bag, there are 10 mutually exclusive, equally likely and exhaustive outcomes of this experiment. i) Let A be the event that the ball is black, and then the number of outcomes favorable to A is 6.Hence Number of black balls P[A] = Total number of balls = 10 6

ii) Let B be the event that the ball is white, then the number of outcomes corresponding to B are 4.Therefore 6 P[A]= 10 ii) Let C be the event that the ball is white or black, then the favorable outcomes corresponding to C are 10.Therefore 10 =1 10 This means that the outcome C is sure outcome. iv) Let D be the event that the drawn ball is red. Here the favorable outcome to D is zero. Hence 0 P[D]= =0 10 Example 2: A card is drawn from a pack of 52 cards. Find the probability that it is (a) a red card, (b) a spade, (c) an ace, (d) not a spade and (e) a king or a queen. 1 P[C]=

Solution: When a card is drawn from a pack of 52 cards, the total number of equality likely, mutually exclusive and exhaustive outcomes are 52. That is, here n=52. a) Let A be the event of drawing a red cards. There are 26 black and 26 red cards in a pack and any one of the red cards can be drawn in 26 ways. That is, m=26. Then the probability of a red cards is p[A] = 26/52 = 1/2 b) Let B be the event of drawing a spade. There are 13 spades in a pack of 52 cards. That is m=13. Then the probability of a spade is P[B] = 13/52 = 1/4 c) Let C be the event of drawing an ace. There are four ace in all, one of each suit. That is, m=4. Than the probability of an ace is P[C] = 4/52 = 1/13 d) Let D be the event that the card is not a spade. In 52 cards, only 13 are spades and the remaining 39 are not spades. So m=39. The probability that the cards is not spade is P[D] = 39/52 = e) Let E be the event that the card is a king or queen. Out of 52 cards, there are 4 king and 4 queens. That is m=8. Hence, P[E] = 8/52 = 2/13 Limitations of probability: Mainly, there are three drawbacks of classical definition of probability. 1) The classical probability fails to define probability when the total number of possible outcomes is infinite. 2) The classical definition leaves us completely helpless ehin the possible outcomes are not equally likely. Suppose that a coin is biased in favour of head (it is bent so that head is more likely to appear than tail). Then the two possible outcomes of tossing the coin are not equally likely. What is the probability of head? 3) It is not always possible to enumerate all the equally likely cases.

Subjective probability: The probability that a person assigns to an event which is the possible outcomes of some processes on the basis of hid own judgment, beliefs and information about the processes is known as subjective probability. Random Experiment: Experiment is called random experiments if the outcomes depend on chance and cannot be predicted with certainty. Example: i) Tossing of a coin ii) throwing of a die iii)drawing cards from a dridge deck, etc, are the example of random experiments. Sample space: The collection of totality of all possible outcomes of a random experiment is called sample space. Sample space is usually denoted by or S. Universal set can be considered as a sample space. Sometimes sample space is called sure event. 2

Example: i) If we toss a coin, the sample space is ={H , T}, where H and T denoted the head and tail of the coin, respectively, ii)If a six sided die is thrown, the sample space is ={1, 2, 3, 4, 5, 6} where 1, 2, 3, 4, 5, and 6 are the different points on the faces of the die. Sample point: An element of the sample space is called a sample point. Usually elements of a sample space are denoted by small letter. In previous example there are two sample points which are H and T and can be written as ={H, T}={w1, w2}, where H=w1 and T=w2. Simple event: An event is called simple event if it contains only one sample point. Compound event: An event is called compound event if it contains more then one sample point or it is the union of simple events. Example: Suppose a fair coin is tossed twice. Let H and T denoted the head and tail of the coin respectively. Then the sample space of the experiment is = {HH, HT, TH, TT} = {w1, w2, w3, w4} In this example, there are four simple events which are w1 ={HH}, w2={HT}, w3={TH}, w4={TT}. Let A be the event of head of the first coin, then A will contain the sample points A={HH, Ht} + {w1, w2}. Here A is a compound events, since it contains two sample points.

Complementary events: Let A be any event define on a sample space then the complementary of A, denoted by is the event consisting of all the sample points in but not in A. Thus any event A and its complementary event are mutually exclusive and their union is the whole sample space. In other words, events A and from a partition of into two subsets

Figure: Complementary events Theorem: If A and B are two events in A, then P[AB]=P[A]+P[B]-P[AB]. Proof:

AB

AB

AB

Figure: AB A B AB A B It is obvious from the Venn-diagram of figure that A=A BAB Therefore, P[A]= P[ABAB]. Applying axiom 3 to the right term of equation, science AB and A B are mutually exclusive, then P[A]=P[A B] +P[AB] -------------(1) Similarly, B= AB A B, and P[B]= p[AB]+P[A B] --------------------------------(2) Since AB and A B are mutually exclusive. Now, AB= A B AB AB. Therefore, P[AB]=P[A B AB A B] =P[A B]+P[AB]+P[A B]------(3) since A B, AB and A, B are mutually exclusive. Now, combining (1) and (2) ew have P[A]+P[B]=P[A B]+P[AB]+P[AB]+P[A B] =P[A B]+P[AB]+P[A B]+P[AB] =P[A B]+P[AB]---------------------------(4) which follows from (3) Therefore, from (4) ew have P[AB]=P[A]+P[B]-P[AB]. This completes the proof of the theorem. This theorem is known as additive law of probability.

Example: Let A and B be two events with P[A]=.25, P[B]=.40 and P[AB]=.15. Find a) P[A], b) P[AB], c) P[AB], d) P[AB], e)P[AB]. Solution: a)Applying theorem P[A]+P[A]=1, We have P[A]=1- P[A]=1-.25=.75 b) Aplyinf theorem P[AB]=P[A]+P[B]-P[AB], We have P[AB]=P[A]+P[B]-P[AB]=.25+.40-.15=0.5 c)According to De Morgans law AB=(AB). Therefore, P[AB]=P[(AB)]=1-P[AB]=1-.5=.5 d)P[AB]=P[AB]=P[B]-P[AB]=.4-.15=0.25 e)P[AB]=P[AB]=P[A]-P[AB]=.25-.15=.10

Example: Three events A, B and C are mutually exclusive and their union is the sample space . If P[A]=3/2P[B], P[B]=2P[C], find the probabilities of A, B and C. Solution: Since the events A, B and C are mutually exclusive and their union is the sample space , then ABC=. Thus P[ABC]=P[]=1 Now, P[ABC]=P[A]+P[B]+P[C], since A, B, and C are mutually exclusive. We have P[A]=3/2P[B]=3/2.2P[C]=3P[C] Now, P[A]+P[B]+P[C]=1 3P[C]+2P[C]+P[C]=1 => P[C]=1/6 4

Therefore, P[B]=2.P[C]=1/3 And P[A]=3P[C]=1/2 Hence P[A]=1/2, P[B]=1/3 and P[C]=1/6 Example: A balanced coin is tossed until head appears or it is tossed 4 times. A) Construct the sample space of the experiment. b) Is the sample space simple? c) Calculate the probability that head appear after first throw. d) What is the probability that head does not appear at all? Solution: Let H and T denote the head and tail of the coin respectively. Here, P[H]=P[T]=1/2, since the coin, is balanced. a) The sample space of the experiment is ={H, TH, TTH, TTTH, TTTT}={w1, w2, w3, w4, w5}. Where H=w1, TH=w2, TTH=w3, TTTH=w4, TTTT=w5. P[w1]=P[H]=1/2, P[w2]=P[TH]=1/4, P[w3]=P[TTH]=1/8, P[w4]=P[TTTH}=1/16 and P[w5]= P[TTT]=1/16 b) The sample space is not simple, since the probability of the sample point are not equal.

c) Head appears after first throw, that is, it may appear in the second, or third or fourth throw. Therefore, the required probability will be the probability of the union of the three mutually exclusive sample point w2, w3, and w4. Hence P[w2w3w4]P[w2]+P[w3]+P[w4]= 1/4 + 1/8 + 1/16 = 7/16. d) Head does not appear at all, means the outcomes will be TTTT. Hence P[w5]=P[TTTT]=1/16.

Example: Nadia feels that the probability that she will get A in calculus is , A in statistics is 4/5 and A in both the course is 3/5. What is the probability that Nadia will get a) at least one A, b) only one A and c) no As? Solution:

CS

CS

CS

Solution: Let C be the event that Nadir will get A in Calculus and S be the event that she will get A in Statistics. The subjective probabilities assigned by Nadir are P[C]=3/4, P[S]=4/5 and P[CS]=3/5. a) P[at least one A]=P[CS] = P[C]+P[S]-P[CS]=3/4+4/5-3/5=19/20. P[Only one A]=P[CSCS] = P[CS]+P[CS]=P[C]-P[CS]+P[S]-P[CS] =3/4-3/5+3/5-4/5=7/20. P[no As]=P[CS]=P[(CS)]=1-P[CS]=1-19/20=1/20.

b)

c)

Example: Two balanced dice, one black and one red are thrown and the numbers of dots on their upper faces are noted. Let b be the outcomes of the black die and r be the outcomes of the red die and both b and r varies from 1 to 6. i) List a sample space of the experiment. ii) What is the probability of throwing a double? 5

iii) What is the probability that the sum is 5, that is, b+r=5? iv) What is the probability that the sum is event? v) What is the probability that r<=2 or b<=3? vi) What is the probability that the number on the red die is at least 4 greater then the number on the black die? Solution: i) By the roster method, the sample space of the experiment can be represented as ={(b, r);1<=b<=6,1<=r<=6} Here, the outcomes of the sample space is a set of ordered pairs(b, r). By list method, we can list the sample point of the experiment in a tabular from given below. r b 1 2 3 4 5 6 (1,1) (2,1) (3,1) (4,1) (5,1) (6,1) (1,2) (2,2) (3,2) (4,2) (5,2) (6,2) (1,3) (2,3) (3,3) (4,3) (5,3) (6,3) (1,4) (2,4) (3,4) (4,4) (5,4) (6,4) (1,5) (2,5) (3,5) (4,5) (5,5) (6,5) (1,6) (2,6) (3,6) (4,6) (5,6) (6,6) 1 2 3 4 5 6 Since the dice are balanced, the sample points are all equally likely. That is, the sample space is simple. The probability of each sample point is 1/36.

ii) The size of the sample space is 36 . That is N ( ) = 36. Let A be the event of throwing a double, that is, r = b . Then A will contain the following 6 sample points: A={(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)}. The size of the event A is 6.That is, N (A) = 6. Therefore, P[A] = 6/36 = 1/6. iii) Let B be the event that the sum is 5 , that is b +r = 5. Then B will contain the sample points B={(1,4),(2,3),(3,2),(4,1)} Hence P(B) = N(B)/N()= 4/36 = 1/9 iv) Let C be the event that the sum is even. Then C will contain the sample points C={(1,1),(1,3),(1,5),(2,2),(2,4),(2,6),(3,1),(3,3),(3,5),(4,2),(4,4),(4,6),(5,1),(5,3), (5,5),(6,2),(6,4),(6,6)} The size of the event C is 18 Hence P(c) = 18/36 = v) Let D be the event that r2 or b3. Then D contains the following sample points D = {(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),(4,1),(5,1),(6,1) (4,2),(5,2),(6,2)}. Therefore, P[D]=24/36=2/3. vi) Let E be events that the number on the red die is at least 4 greater then the number on the black die. Then E will contain the sample points E =[r4+b]={(1,5),(2,6),(1,6)}. That is, N()=3. Therefore, P[E]=3/36=1/12.

Example: Three horses A, B and C are in a race. A is twice as likely to win as B and B is twice as likely to win as C. What are their respective probabilities of winning, that is p[A], P[B] and P[C]? 6

Solution: Let P[C]=p, then P[B]=2P[C]=2p and P[A]=2 P[B]=4 P[C]=4p. Now, PA[]+P[B]+ P[C]=1 4p+2p+p=1 or 7p=1 So p=7/1. That is, P[C]=1/7. Hence P[B]=2P[C]=2/7 and P[A]=4 P[C]=4/7.

Conditional Probability: Conditional probability is one of the important and practical concepts of probability. Conditional probability of an event is the probability of that event subject to the existence of certain additional information about the event. If A and B are two events in a probability space and P(B)0, then the conditional probability of A given B, denoted by P(A/B) is defined by; P( AB ) P(A/B)= and is undefined if P(B)=0 P( B) P( AB ) or, P(B/A)= ; when P(A)0 and is undefined if P(A)=0. P( A) Example: (i) A fair coin is tossed until a head appears or until it has been tossed 4 times. Given that a head did not appear on either of the first 2 tosses, find the probability that (a) the coin was tossed 4 times and (b) it was tossed just 3 times. Solution: Let H and T denote the head and tail of the coin, respectively. The sample space of the experiment is = {H, TH, TTH, TTTH, TTTT}. Since the coin is fair, P [T] =P [H]=1/2. Therefore the probabilities corresponding to the different sample points are P [H]=1/2, P [TH]=1/4, P [TTH]=1/8, P [TTTH]=1/16, P [TTTT]=1/16, i) Let, B be the event that head did not appear on either of the first 2 tosses. Then B is known as reduced sample space and it is B = {TTH, TTTH, TTTT}. ii) Let, A be the event that the coin was tossed 4 times. Then A contains the sample points, {TTTH, TTTT}. Therefore, P [A|B] = P [AB] P [B]

Now, AB = {TTTH, TTTT}, P [AB] = 1/16+1/16=1/8, And P [B] = 1/8+1/16+1/16=1/4 Hence, P [A|B] = 1/8 = 1/2. 1/4

iii) Let C be the event that the coin was tossed just 3 times. Then C contains the sample point {TTH}, P [CB] P [B] CB = {TTH} = C and P [CB] = 1/8, Now, P [C|B] = Therefore, P [C|B] = 1/8 =1/2. 1/4 7

Example: In rolling two balanced dice, if the sum of the two values is 8, what is the probability that one of the values is 3? Solution: Let, A be the event that one of the values is 3. Let, B be the value that the sum is 8. If we consider the sample space of the experiment consisting of 2 dice, the event AB consists of the sample points (3,5) and (5,3). The event B consists of the sample points (2,6), (3,5), (4,4), (5,3) and (6,2). Thus N (AB) = 2, N (B) = 5 and N () =36. P [AB] = P [B] = N (AB) = 2/36 N () N (B) = 5/36 N ()

Therefore the required probability is P [A|B] = P [AB] = P [B] 2/36 5/36 = 2/5.

Explain and proof Bayes theorem with appropriate example. Bayes Theorem: Let, B1, B2,..,Bn be a sequence of n events in probability space. Such that = [ i=1 satisfying P [A]>0, then P [Bk] . P [A | Bk]
n n

Bi] and P [Bi] >0 for all i =1, 2, .., n and if A is an event in

P [Bk | A] =

i=1

P [Bi] . P [A | Bi]

B1

B2

B3 AB3

Bn

AB2

Proof: The Van diagram ofAB1 theorem is shown in figure. the A From the definition of conditional probability P [ABk] P [A]

ABn

P [Bk | A] =

(i)

We know from the theorem of total probabilities

n

P [A] =

i=1

P [Bi] . P [A | Bi] (ii)

Form the theorem of multiplication we have P [ABk] = P [BK] . P [A | Bk] (iii) Using the results (ii) and (iii) in (i) we have P [Bk] . P [A | Bk]
n

i=1

P [Bi] . P [A | Bi]

P [Bk | A] =

for all k = 1,2, ..., n. This completes the proof of the theorem.

Example (i): In a bolt factory machine A produces 45% of the output and machine B produces the rest. On the average 9 items in the 1000 produced by machine A are defective and 2 items in 500 produced by B are defective. In a days run, the two machines produced 20,000 items. An item is drawn at random from a days output and is found to be defective. What is the probability that defective item was produced by machine A? Also calculate the probability that it was produced by B? Mention the prior and posterior probabilities of the problem. Solution: To solve the problem, we define the following events: B1: item produced by machine A, B2: item produced by machine B, A: a defective item. We have, P [B1] = .45 and P [B2] = .55, P [A | B1] = 9/1000 = .009, P [A | B2] = 2/500 = .004. We have to find P [B1 | A] and P [B2 | A]. According to Bayes theorem we have, P [Bk] . P [A | Bk]
n

P [Bk | A] =

i=1

P [Bi] . P [A | Bi]

According to the theorem of total probabilities, P [A] = P [B1] . P [A | B1] + P [B2] . P [A | B2] = (.45)(.009) + (.55)(.004) = .00405 + .00220 = .00625 Therefore P [B1 | A] = = P [B1] . P [A | B1] P [Bi] . P [A | Bi] (.45)(.009) .00625 = 405 .00405 = 625 .00625 = 81 125

Hence, P [B2 | A] = 1 - 405/625 = 220/625 = 44/125 Or, P [B2 | A] = P [B2] . P [A | B2] P [Bi] . P [A | Bi] = (.55)(.004) .00625 = 220/625 = 44/125

The probabilities P [B1] =. 45 AND P [B2] =. 55 are known as prior probabilities of the problem. The probabilities P [B1 | A] = 81/125 and P [B2 | A] = 44/125 are known as posterior probabilities of the problem.

Example (ii): Mr. Karim is the director of Municipality. He has been appointing 30%, 50% and 20%engineers from three countries A, B and C respectively. He knows from previous experiences that .02%, .01% and .05% engineers from countries A, B and C respectively are inefficient. Recently Mr. Karim appointed 500 engineers from these 9

three countries. After one months working record, it is found that Mr. Zack is an in efficient engineer, what is the probability that he was from country C? Also calculate the probability that he was from A and B. Solution: Let us define the following events:

The events are shown in the Venn diagram: According to the information we have the following probabilities P [B1] = .3, P [B2] = .5, P [B3] = .2, P [A | B1] = .0002, P [A | B2] = .0001, P [A | B3] = .0005. We are asked to find the probabilities P [B3 | A] and P [(B1B2) | A]. Applying Bayes theorem we have P [B3]. P [A | B3]
3

P [B3 | A] =

i=1

P [Bi] . P [A | Bi]

Now P [A] = P [Bi] . P [A | Bi] = P [B1]. P [A | B1] + P [B2]. P [A | B2] + P [B3]. P [A | B3] = (.3)(.0002) + (.5)(.0001) + (.2)(.0005) = .00021. P [B3]. P [A | B3] Hence, P [B3 | A] = P [Bi]. P [A | Bi] = (.2)(.0005)/. 00021 = 10/21 Now P [(B1B2) | A] = P [B1 | A] + P [B2 | A] Since B1 and B2 are mutually exclusive, Then P [B1 | A] = And P [B2 | A] = P [B3]. P [A | B3] P [Bi]. P [A | Bi] P [B3]. P [A | B3] P [Bi]. P [A | Bi] = 6/21.

= 5/21.

Therefore, P [(B1B2) | A] = 6/21 + 5/21 = 11/21.

Example (iii): In a bank, 30%, 25% and 40% of the monthly statements are prepared respectively by Mr. Ahmed, Mrs. Ali and Miss Karim. These employees are very reliable. However, they are in error sometimes. The probabilities that they are in error are .01%, .05% and .001%, respectively. If a monthly statement was found to be in error, what is the probability that it was done by Miss Karim? Solution: The events are shown in the Venn-diagram of figure. Let us define the following events: B1: statement prepared by Mr. Ahmed, B2: statement prepared by Mrs. Ali, B3: statement prepared by Miss. Karim, A: statement with error. We are given P [B1] = .30, P [B2] = .25, P [B3] = .45 P [A | B1] = .0001, P [A | B2] = .0005, P [A | B3] = .00001 We have to find P [B3 | A]. 10

According to Bayes theorem we have, P [B3] . P [A | B3] P [B3 | A] = P [B ] . P [A | B ] + P [B ] . P [A | B ] + P [B ] . P [A | B ] 1 1 2 2 3 3 = (.45)(.00001) (.3)(.0001) + (.25)(.0005) + (.45)(.00001)

= 45/1595 = 9/319.

11