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MAT 1034 INTRODUCTION TO PROBABILITY

Chapter 1: Probability
Introduction

We often make statements about probability. For example, a weather forecaster may predict
that there is an 80% chance of rain tomorrow. A health news reporter may state that a smoker has a
much greater chance of getting cancer than does a nonsmoker. A college student may ask an instructor
about the chances of passing a course or getting an A if he or she did not do well on the midterm
examination.

Probability, which measures the likelihood that an event will occur, is an important part of
statistics. It is the basis of inferential statistics, which will be introduced in Introduction to Statistics
(another subject you will be taking). In inferential statistics, we make decisions under conditions of
uncertainty. Probability theory is used to evaluate the uncertainty involved in those decisions. For
example, estimating next year’s sales for a company is based on many assumptions, some of which
may happen to be true and others may not. Probability theory will help us make decisions under such
conditions of imperfect information and uncertainty. Combining probability and probability
distributions (which are discussed in Chapters 2 to 5) with descriptive statistics will help us make
decisions about populations based on information obtained from samples. This chapter presents the
basic concepts of probability and the rules for computing probability.

1. Experiment, Outcomes and Sample Space

An experiment is a process that, when performed, results in one and only one of many observations.
These observations are called the outcomes of the experiment. The collection of all outcomes for an
experiment is called a sample space.

Experiment Outcomes Sample Space

Toss a coin once Head, Tail S = {Head, Tail}
Roll a die once 1,2,3,4,5,6 S = {1,2,3,4,5,6}
Toss a coin twice HH, HT, TH, TT S = {HH, HT, TH, TT}
Take a test Pass, Fail S = {Pass, Fail}
Select a student Male, Female S = {Male, Female}

Examples:

I. If the outcome of an experiment consists in the determination of the gender of a new born
child, then S = {g, b} where the outcome g means that child is a girl and b that it is a boy.
II. If the experiment consists of flipping two coins, then sample space consists of the following
four points: S = {(H,H), (H,T), (T,H), (T,T)}.

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III. If the experiment consists of tossing two dice, then the sample space consists of 36 points
S = {(i, j): i, j = 1, 2, 3, 4, 5, 6}
IV. If the experiment consists of measuring (in hours) the lifetime of a transistor, then the
sample space consists of all nonnegative real numbers. That is, S = {x: 0 ≤ x < ∞}.
V. An insurance company sells life insurance to a 30-year-old female. The company is
interested in the age of the insured when she eventually dies. If the company assumes that
the insured will not live to 110, the sample space is S = {30, 31, …, 109}.

2. Events

An event is a collection of one or more of the outcomes of an experiment. For example, we may be
interested in the event A that the outcome when a die is tossed is an even number. Then A = 2, 4, 6 .

To each event we assign a collection of sample points, which constitute a subset of the sample space.
That subset represents all of the elements for which the event is true. Note that each outcome in a
sample space is called an element.

Example 2.1
Given the sample space S = t | t  0 where t is the life in years of a certain electronic component,
then the event A that the component fails before the end of the fifth year is the subset A = t 0  t  5

Null Set
Null set is a set which contains no elements at all, and is denoted by the symbol  . For example, let
B =  x x is an even factor of 7 , then B must be the null set, since the only possible factors of 7 are the
odd numbers 1 and 7. Hence, B =  .

Complement of an Event
The complement of an event A with respect to S is the subset of all elements of S that are not in A. We
denote the compliment of A by the symbol A’.

Example 2.2
Let R be the event that a red card is selected from an ordinary deck of 52 playing cards (an ordinary
deck consists of red and black cards), and let S be the entire deck. Then R’ is the event that the card
selected from the deck is not a red card but a black card.

Example 2.3
Consider the sample space
S = book, cell phone, mp3, paper, stationary, laptop
Let A = book, stationary, laptop, paper . Then the complement of A is A ' = cell phone, mp3 .

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Intersection of Two Events

The intersection of two events A and B, denoted by the symbol A  B , is the event containing all
elements that are common to A and B.

Example 2.4
Consider the experiment of tossing a die. Let A be the event that an even number occurs and B the
event that a number greater than 3 occurs. Hence
A = 2, 4, 6
B = 4,5, 6
A  B are the elements which belong to both A and B.
A  B = 4, 6

Example 2.5
Let E be the event that a person selected at random in a classroom is majoring in engineering, and let
F be the event that the person is female. Then E  F is the event of all female engineering students in
the classroom.

Mutually Exclusive Events

Two events A and B are mutually exclusive, or disjoint, if A  B =  , that is, if A and B have no
elements in common.

Example 2.6
Let V = a, e, i, o, u and C = l , r , s, t ; then V  C =  . That is, V and C are mutually exclusive. They
have no elements in common and, therefore, cannot both simultaneously occur.

Union of Two Events

The union of the two events A and B, denoted by the symbol A  B , is the event containing all the
elements that belong to A or B or both.

Example 2.7
Consider a die-tossing experiment. If
A = 2, 4, 6 and B = 4,5, 6
Then
A  B = 2, 4,5, 6

Example 2.8
Let A = a, b, c and B = b, c, d , e ; then A  B = a, b, c, d , e

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Example 2.9
Let P be the event that an employee selected at random from an oil drilling company smokes cigarettes.
Let Q be the event that the employee selected drinks alcoholic beverages. Then the event P  Q is the
set of all employees who either drink or smoke or do both.

Example 2.10
If M =  x 3  x  9 and N =  y 5  y  12 , then M  N =  z 3  z  12

Basic Notations

• Ø denotes the null or empty set.

• 𝐴 ⊂ 𝐵 means A is a subset of B.
• 𝐴 ∪ 𝐵 is the union of A and B.
• 𝐴 ∩ 𝐵 is the intersection of A and B.
• 𝐴′ 𝑜𝑟 𝐴̅ is the complement of A.
• 𝐴 − 𝐵 is A takeaway B or written as (𝐴 ∩ 𝐵 ′ )

Example 2.11
Suppose that U = {1, 2, 3, 4, 5, 6, 7, 8, 9,10}, A = {1, 3, 5, 7, 9} and B = {2, 3, 5, 7}. Find A – B, 𝐴 ∩
𝐵′, and (𝐴 ∩ 𝐵)′.

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Venn Diagram
A Venn diagram is a graphical representation that is useful for illustrating the relationship between
events and the corresponding sample space. The sample space (universal set) is represented by a
rectangular box and events (subsets) are represented by circles drawn inside the rectangle.

Example 2.12

Given the above Venn diagram, identify the region for

A B

B C

AC

B ' A

A B C

( A  B)  C '

Example 2.13

A sophomore class of 36 mathematics majors was surveyed about their habits. Twelve students use
aspirin, sixteen students consume beer, and twenty-two students use caffeine. Five students use all
three, seven students use aspirin and beer, nine students use aspirin and caffeine, and eleven students
use beer and caffeine.

(a) How many students practice exactly two habits?

(b) How many students practice exactly one habit?
(c) How many students practice none of these habits?

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3. Counting Sample Points

In many problems of statistics, we must list all the alternative that are possible in a given situation, or
at least determine how many different possibilities there are.

Theorem 3.1 Multiplication rule

If an operation can be performed in n1 ways, and if for each of these ways a second operation can be
performed in n2 ways, then the two operations can be performed together in n1n2 ways.

Example 3.1
How many sample points are there in the sample space when a pair of dice is thrown once?
Solution
The first die can land face-up in any one of n1 = 6 ways. For each of these 6 ways, the second die can
also land face-up in n2 = 6 ways. Therefore, the pair of dice can land in n1n2 = ( 6 )( 6 ) = 36 possible
ways.

Example 3.2
A developer of a new subdivision offers prospective home buyers a choice of Tudor, rustic, colonial,
and traditional exterior styling in ranch, two-story, and split-level floor plans. In how many different
ways can a buyer order one of these homes?
Solution

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Tree diagram for Example 3.2

Since n1 = 4 and n2 = 3 , a buyer must choose from n1n2 = ( 4 )( 3) = 12 possible homes.

Example 3.3
If a 22-member club needs to elect a chair and a treasurer, and assume that the same member cannot
hold two posts, how many different ways can these two be elected?
Solution
For the chair position, there are 22 total possibilities. For each of those 22 possibilities, there are 21
possibilities to elect the treasurer. Using the multiplication rule, we obtain n1  n2 = 22  21 = 462
different ways.

The multiplication rule, Theorem 3.1 may be extended to cover any number of operations. Suppose,
for instance, that a customer wishes to buy a new cell phone and can choose from n1 = 5 brands, n2 = 5
sets of capability, and n3 = 4 colors. These three classifications result in n1n2 n3 = ( 5 )( 5 )( 4 ) = 100
different ways for a customer to order one of these phones. The generalized multiplication rule
covering k operations is stated in the following.

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Theorem 3.2: The Generalized Multiplication Rule

If an operation can be performed in n1 ways, and if for each of these a second operation can be
performed in n2 ways, and for each of the first two a third operation can be performed in n3 ways,
and so forth, then the sequence of k operations can be performed in 𝑛1 ∙ 𝑛2 ∙ ⋯ 𝑛𝑘 ways.

Example 3.4
Sam is going to assemble a computer by himself. He has the choice of chips from two brands, a hard
drive from four, memory from three, and an accessory bundle from five local stores. How many
different ways can Sam order the parts?
Solution
Since n1 = 2, n2 = 4, n3 = 3, and n4 = 5 , there are
n1  n2  n3  n4 = 2  4  3  5 = 120
different ways to order the parts.

Example 3.5
How many even four-digit numbers can be formed from the digits 0, 1, 2, 5, 6, and 9 if each digit can
be used only once?

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Frequently, we are interested in a sample space that contain as elements all possible orders or
arrangements of a group of objects. For example, we may want to know how many different
arrangements are possible for sitting 6 people around a table, or we may ask how many different orders
are possible for drawing 2 lottery tickets from a total of 20. The different arrangements are called
permutations.

Definition 3.1

A permutation is an arrangement of all or part of a set of objects.

Consider the three letters a, b, and c. The possible permutations are abc, acb, bac, bca, cab, and cba.
Thus, we see that there are 6 distinct arrangements. Using Theorem 3.2, we could arrive at the answer
6 without actually listing the different orders by the following arguments: There are n1 = 3 choices for
the first position. No matter which letter is chosen, there are always n2 = 2 choices for the second
position. No matter which two letters are chosen for the first two positions, there is only n3 = 1 choice
for the last position, giving a total of
n1  n2  n3 = 3  2 1 = 6 permutations
from Theorem 3.2. In general, n distinct objects can be arranged in
𝑛(𝑛 − 1)(𝑛 − 2) ⋯ 3 ∙ 2 ∙ 1 ways.

Theorem 3.3
The number of permutations of n objects is 𝑛(𝑛 − 1)(𝑛 − 2) ⋯ 3 ∙ 2 ∙ 1 = 𝑛! .

The number of permutations of the four letters a, b, c, and d will be 4! = 24. Now consider the number
of permutations that are possible by taking two letters at a time from four. These would be ab, ac, ad,
ba, bc, bd, ca, cb, cd, da, db, and dc. Using Theorem 3.1, we have two positions to fill, with n1 = 4
choices for the first and then n2 = 3 choices for the second, for a total of
n1n2 = ( 4 )( 3) = 12
Permutations. In general, n distinct objects taken r at a time can be arranged in
𝑛(𝑛 − 1)(𝑛 − 2) ⋯ (𝑛 − 𝑟 + 1)
ways. We represent this product by the symbol
n!
n
Pr =
( n − r )!

Theorem 3.4
The number of permutations of n objects taken r at a time is

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n!
n
Pr = for r = 0, 1, 2, …, n.
(n − r )!

Example 3.6
In one year, three awards (research, teaching and service) will be given to a class of 25 graduate
students in a statistics department. If each student can receive at most one award, how many possible
selections are there?
Solution:
Since the awards are distinguishable, it is a permutation problem. The total number of sample points is
25! 25!
25
P3 = = = ( 25)( 24 )( 23) = 13,800
( 25 − 3)! 22!

So far we have considered permutations of distinct objects. That is, all the objects were completely
different or distinguishable. Obviously, if the letter b and c are both equal to x, then the 6 permutations
of the letters a, b, and c become axx, axx, xax, xax, xxa, and xxa, of which only 3 are distinct. Therefore,
3!
with 3 letters, 2 being the same, we have = 3 distinct permutations. If we let a = b = x and c = d = y,
2!
we can list only the following distinct permutations: xxyy, xyxy, yxxy, yyxx, xyyx, and yxyx. Thus, we
4!
have = 6 distinct permutations.
2!2!

Theorem 3.5
The number of distinct permutations of n things of which n1 are of one kind, n2 of a second kind, …,
nk of a kth kind is
𝑛!
𝑛1 ! 𝑛2 ! … 𝑛𝑘 !

Example 3.7
In a college football training session, the defensive coordinator needs to have 10 players standing in a
row. Among these players, there are 1 freshman, 2 sophomores, 4 juniors, and 3 seniors. How many
different ways can they be arranged in a row if only their class level will be distinguished?
Solution
The total number of arrangements is
10!
= 12600
1!2!4!3!

Often, we are concerned with the number of ways of partitioning a set of n objects into r subsets called
cells. A partition has been achieved if the intersection of every possible pair of the r subsets is the

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empty set  and if the union of all subsets gives the original set. The order of the elements within a
cell is of no importance. Consider the set a, e, i, o, u . The possible partitions into two cells in which
the first cell contains 4 elements and the second cell 1 element are
( a, e, i, o ) , (u ) , ( a, i, o, u ) , ( e ), ( e, i, o, u ) , ( a ), ( a, e, o, u ) , (i ), ( a, e, i, u ) , (o )
We see that there are 5 ways to partition a set of 4 elements into two subsets, or cells, containing 4
elements in the first cell and 1 element in the second.

The number of partitions for this example is denoted by the symbol

 5  5!
 = =5
 4,1 4!1!
where the top number represents the total number of elements and the bottom numbers represent the
number of elements going into each cell.

Theorem 3.6
The number of ways of partitioning a set of n objects into r cells with n1 elements in the first cell, n2
elements in the second, and so forth, is
 n  n!
 =
 n1 , n2 ,..., nr  n1 !n2 !...nr !
where n1 + n2 + ... + nr = n .

Example 3.8
In how many ways can 7 graduate students be assigned to 1 triple and 2 double hotel rooms during a
conference?
Solution
The total number of possible partitions will be
 7  7!
 = = 210
 3, 2, 2  3!2!2!

In many problems, we are interested in the number of ways of selecting r objects from n without regard
to order. These selections are called combinations. A combination is actually a partition with two cells,
the one cell containing the r objects selected and the other cell containing the (n-r) objects that are left.
The number of such combinations, denoted by
 n  n
  , is usually shortened to   ,
 r, n − r  r
since the number of elements in the second cell must be n – r.

Theorem 3.7
The number of combinations of n distinct objects taken r at a time is

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𝑛 𝑛!
( )=
𝑟 (𝑛 − 𝑟)! 𝑟!

Example 3.9
A young boy asks his mother to get 5 Game-Boy cartridges from his collections of 10 arcade and 5
sports games. How many ways are there that his mother can get 3 arcade and 2 sports games?
Solution
The number of ways of selecting 3 cartridges from 10 is
10  10!
 = = 120
 3  3!(10 − 3)!
The number of ways of selecting 2 cartridges from 5 is
 5  5!
 = = 10
 2  2!3!
Using the multiplication rule, we have (120)(10)=1200 ways.

4. Probability

The probability of an event A is the sum of the weights of all sample points in A. Therefore,
0 ≤ P(A) ≤ 1, P ( ) = 0 and P(S) = 1
Furthermore, if A1 , A2, …. is a sequence of mutually exclusive events, then
P ( A1  A2  A3  ...) = P ( A1 ) + P ( A2 ) + P ( A3 ) + ...

Example 4.1
A coin is tossed twice. What is the probability that at least 1 head occurs?
Solution
The sample space for this experiment is
S = HH , HT , TH , TT 
If the coin is balanced, each of these outcomes is equally likely to occur. Therefore, we assign a
1
probability of w to each sample point. Then 4w = 1, or w = . If A represents the event of at least 1
4
head occurring, then
1 1 1 3
A = HH , HT , TH  and P ( A) = + + =
4 4 4 4

Example 4.2
A die is loaded in such a way that an even number is twice as likely to occur as an odd number. If E is
the event that a number less than 4 occurs on a single toss of the die, find P(E).
Solution
The sample space is S = 1, 2,3, 4,5, 6 . We assign a probability of w to each odd number and a
probability of 2w to each even number. Since the sum of the probabilities must be 1, we have 9w = 1

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1 1 2
or w = . Hence, probabilities of and are assigned to each odd and even number, respectively.
9 9 9
Therefore,

1 2 1 4
E = 1, 2,3 and P ( E ) = + + = .
9 9 9 9

Example 4.3
In Example 4.2, let A be the event that an even number turns up and let B be the event that a number
divisible by 3 occurs. Find P ( A  B ) and P ( A  B ) .
Solution
For events A = 2, 4, 6 and B = 3, 6 , we have
A  B = 2,3, 4, 6 and A  B = 6
1 2
By assigning a probability of to each odd number and to each even number,
9 9
2 1 2 2 7 2
P ( A  B ) = + + + = and P ( A  B ) =
9 9 9 9 9 9

Theorem 4.1
If an experiment can result in any one of N different equally likely outcomes, and if exactly n of these
outcomes correspond to event A, then the probability of event A is
n
P ( A) =
N

Example 4.4
A statistics class for engineers consists of 25 industrial, 10 mechanical, 10 electrical and 8 civil
engineering students. If a person is randomly selected by the instructor to answer a question, find the
probability that the student chosen is
(a) an industrial engineering major
(b) a civil engineering or an electrical engineering major
Solution
Let I – industrial
M – mechanical
E – electrical
C – civil
25
(a) P(I ) =
53
8 + 10 18
(b) P (C  E ) = =
53 53

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5. Additive Rules
Often it is easiest to calculate the probability of some event from known probabilities of other events.
This may well be true if the event in question can be represented as the union of two other events or
as the complement of some event.

Theorem 5.1
If A and B are two events, then

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵).

If A and B are mutually exclusive events, 𝑃(𝐴 ∩ 𝐵) = 0 and

𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵).

Example 5.1
John is going to graduate from an industrial engineering department in a university by the end of the
semester. After being interviewed at two companies he likes, he assesses that his probability of getting
an offer from company A is 0.8, and his probability of getting an offer from company B is 0.6. If he
believes that the probability that he will get offers from both companies is 0.5, what is the probability
that he will get al least one offer from these companies?
Solution
P ( A  B ) = P ( A ) + P ( B ) − P ( A  B ) = 0.8 + 0.6 − 0.5 = 0.9

Theorem 5.2
If A and A’ are complementary events, then
P ( A ') + P ( A) = 1

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Example 5.2
If the probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or more cars on any given
workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is the probability that he will
service at least 5 cars on his next day at work?
Solution
Let E be the event that at least 5 cars are serviced. Now, P ( E ) = 1 − P ( E ') , where E ' is the event that
fewer than 5 cars are serviced. Since
P ( E ') = 0.12 + 0.19 = 0.31
P ( E ) = 1 − 0.31 = 0.69

6. Conditional Probability, Independence, and the Product Rule

One very important concept in probability theory is conditional probability. In some applications, the
practitioner is interested in the probability structure under certain restrictions. For example, rather than
studying the chance that a person from the general population has diabetes, it might be of more interest
to know this probability for a distinct group such as Asian women in the age range of 35 to 50 or
Hispanic men in the age range of 40 to 60. This type of probability is called conditional probability.

Conditional Probability
The probability of an event B occurring when it is known that some event A has occurred is called a
conditional probability and is denoted by P ( B A ) . The symbol P ( B A ) is usually read “the
probability that B occurs given that A occurs” or simply “the probability of B, given A.”

The following is a two-way classification of the responses of 100 employees of a company whether
they are in favor of or against paying high salaries to CEOs of companies.

In favor Against Total

Male 15 45 60
Female 4 36 40
Total 19 81 100

Now suppose that one employee is selected at random from these 100 employees. Furthermore, assume
it is known that this (selected) employee is a male. In other words, the event that the employee selected
is a male has already occurred. What is the probability that the employee selected is in favor of paying
high salaries to CEOs? This probability is written as follows:

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This probability, P ( in favor male ) , is called the conditional probability of “in favor” given that the
event “male” has already happened. It is read as “the probability that the employee selected is in favour
given that this employee is a male.”

Theorem 6.1
The conditional probability of B, given A, denoted by P ( B A ) , is defined by
P ( A  B)
P ( B A) = , provided P ( A )  0
P ( A)

Example 6.1

A consumer research organization has studied the services under warranty provided by the 50 new-car
dealers in a certain city, and its findings are summarized in the following table:

Good service under warranty Poor service under warranty

In business 10 years or more 16 4
In business less than 10 years 10 20

If a person randomly selects one of these new-car dealers,

(i) what is the probability that he gets one who provides good service under warranty?

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(ii) if a person randomly selects one of the dealers who has been in business for 10 years or more,
what is the probability that he gets one who provides good service under warranty?

Example 6.2

The following is a two-way classification of the responses of 100 employees of a company whether
they are in favor of or against paying high salaries to CEOs of companies.

In favor Against Total

Male 15 45 60
Female 4 36 40
Total 19 81 100

Suppose one employee is selected at random, find the probability that the employee selected is:

a) A male.

b) In favor of paying high salaries to CEOs.

c) A male who is in favor of paying high salaries to CEOs.

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d) Against of paying high salaries to CEOs given that this employee is a female. Draw a tree
diagram to illustrate this.

e) A male given that this employee is in favor of paying high salaries to CEOs. Draw a tree
diagram to illustrate this.

Independent Events
In Example 6.2, we note that P ( M I ) = whereas P ( M ) = . That is, P ( M I )  P ( M ) , indicating
15 3
19 5
that I depends on M. Hence, the probability of selecting a male employee is affected by whether the
employee is chosen only among those who are in favour, compared to when it is chosen among all
employees.
Now consider an experiment in which 2 cards are drawn in succession from an ordinary deck, with
replacement. The events are defined as
A: the first card is an ace
B: the second card is a spade
Since the first card is replaced, our sample space for both the first and the second draw consists of 52
cards, containing 4 aces and 13 spades. Hence,
P ( B A) =
13 1 13 1
= and P ( B ) = =
52 4 52 4
That is, P ( B A ) = P ( B ) . When this is true, the events A and B are said to be independent.
Although conditional probability allows for an alteration of the probability of an event in the light of
additional material, it also enables us to understand better the very important concept of independence
or, in the present context, independent events.
Consider the situation where we have events A and B and
P ( A B ) = P ( A) .
The above conditional probability shows that the occurrence of B has no impact on the odds of
occurrence of A. Here the occurrence of A is independent of the occurrence of B.
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Definition 6.1 Independent Events.

Two events A and B are independent if and only if

𝑃(𝐴|𝐵) = 𝑃(𝐴) or 𝑃(𝐵|𝐴) = 𝑃(𝐵),

assuming the existences of the conditional probabilities. Otherwise, A and B are dependent.

The condition P ( B A ) = P ( B ) implies that 𝑃(𝐴|𝐵) = 𝑃(𝐴), and conversely. For the card-drawing

example, where we showed that P ( B A) = P ( B ) = , we also see that P ( A B ) = P ( A) = .

1 1
4 13

Example 6.3

A box contains a total of 100 CDs that were manufactured on two machines.

Defective (D) Good (G) Total

Machine I (A) 9 51 60
Machine II (B) 6 34 40
Total 15 85 100

Are events D and A independent?

Solution
15
P ( D) = = 0.15
100
P ( D A) =
9
= 0.15
60
Because these two probabilities are the same, the two events are independent.

The Product Rule, or the Multiplication Rule

Multiplying the formula in Theorem 6.1 by P ( A ) , we obtain the following important multiplicative
rule (or product rule), which enables us to calculate the probability that two events will both occur.

Theorem 6.2

If in an experiment the events A and B can both occur, then

P( A  B) = P( A) P( B | A), provided P ( A)  0 .

Thus, the probability that both A and B occur is equal to the probability that A occurs multiplied by the
conditional probability that B occurs, given that A occurs. Since the events A  B and B  A are
equivalent, it follows from Theorem 6.2 that we can also write

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P( A  B) = P( B  A) = P( B) P( A | B)

In other words, it does not matter which event is referred to as A and which event is referred to as B.

Example 6.4
Suppose we have a fuse box containing 20 fuses, of which 5 are defective. If 2 fuses are selected at
random and removed from the box in succession without replacing the first, what is the probability that
both fuses are defective?
Solution
Let A = first fuse defective
B = second fuse defective
Then A  B is the event that A occurs and then B occurs after A has occurred. The probability of first
1
removing a defective fuse is ; then the probability of removing a second defective fuse from the
4
4
remaining 4 is . Hence,
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P( A  B) = P( A) P( B | A)
 1  4  1
=    =
 4  19  19

Example 6.5
One bag contains 4 white balls and 3 black balls, and a second bag contains 3 white balls and 5 black
balls. One ball is drawn from the first bag and placed unseen in the second bag. What is the probability
that a ball now drawn from the second bag is black?
Solution
Let B1 , B2 , and W1 represent, respectively, the drawing of a black ball from bag 1, a black ball from bag
2, and a white ball from bag 1. We are interested in the union of the mutually exclusive events B1  B2
and W1  B2 . The following diagram shows the tree diagram for this example.

Now
P ( B1  B2 ) or (W1  B2 )  = P ( B1  B2 ) + P (W1  B2 )

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= P( B1 ) P( B2 | B1 ) + P(W1 ) P( B2 | W1 )
 3  6   4  5  38
=    +    =
 7  9   7  9  63

If, in Example 6.4, the first fuse is replaced and the fuses thoroughly rearranged before the second is
1
removed, then the probability of a defective fuse on the second selection is still ; that is,
4
P ( B A ) = P ( B ) and the events A and B are independent. When this is true, we can substitute P ( B )

for P ( B A ) in Theorem 6.2 to obtain the following special multiplicative rule.

Theorem 6.3
Two events A and B are independent if and only if
P ( A  B ) = P ( A) P ( B ) .
Therefore, to obtain the probability that two independent events will both occur, we simply find the
product of their individual probabilities.

Example 6.6
A small town has one fire engine and one ambulance available for emergencies. The probability that
the fire engine is available when needed is 0.98, and the probability that the ambulance is available
when called is 0.92. In the event of an injury resulting from a burning building, find the probability
that both the ambulance and the fire engine will be available, assuming they operate independently.
Solution
Let A and B represent the respective events that the fire engine and the ambulance are available. Then
P ( A  B ) = P ( A ) P ( B ) = ( 0.98 )( 0.92 ) = 0.9016

Theorem 6.4
If, in an experiment, the events A1 , A2 ,..., Ak can occur, then
P ( A1  A2  ...  Ak ) = P ( A1 ) P ( A2 A1 ) P ( A3 A1  A2 ) ...P ( Ak A1  A2  ...  Ak −1 )
If the events A1 , A2 ,..., Ak are independent, then
P ( A1  A2  ...  Ak ) = P ( A1 ) P ( A2 ) ...P ( Ak )

Example 6.7
Three cards are drawn in succession, without replacement, from an ordinary deck of playing cards.
Find the probability that the event A1  A2  A3 occurs, where
A1 is the event that the first card is a red ace,
A2 is the event that the second card is a 10 or a jack, and
A3 is the event that the third card is greater than 3 but less than 7.
Solution

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2
P ( A1 ) =
52
P ( A2 A1 ) =
8
51
P ( A3 A1  A2 ) =
12
50
By Theorem 6.4
P ( A1  A2  A3 ) = P ( A1 ) P ( A2 A1 ) P ( A3 A1  A2 )
 2  8  12  8
=     =
 52  51  50  5525

7. Bayes’ Theorem

Theorem 7.1
If the events B1 , B2 ,..., Bk constitute a partition of the sample space S such that P ( Bi )  0 for
i = 1, 2,..., k , then for any event A of S,
k k
P ( A ) =  P ( Bi  A ) =  P ( Bi ) P ( A Bi )
i =1 i =1

Proof
Consider the above Venn diagram. The event A is seen to be the union of the mutually exclusive events
B1  A, B2  A,..., Bk  A;
that is
A = ( B1  A )  ( B2  A )  ...  ( Bk  A ) .
Thus
P ( A ) = P ( B1  A )  ( B2  A )  ...  ( Bk  A ) 
= P ( B1  A ) + P ( B2  A ) + ... + P ( Bk  A )

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k
=  P ( Bi  A )
i =1
k
=  P ( Bi ) P ( A Bi )
i =1

Example 7.1
In a certain assembly plant, three machines, B1 , B2 , and B3 , make 30%, 45%, and 25%, respectively,
of the products. It is known from past experience that 2%, 3% and 2% of the products made by each
machine, respectively, are defective. Now, suppose that a finished product is randomly selected. What
is the probability it is defective?
Solution
Let A: the product is defective
B1 : the product is made by machine B1
B2 : the product is made by machine B2
B3 : the product is made by machine B3
The following shows the tree diagram

From Theorem 7.1 and by referring to the tree diagram

P ( A ) = P ( B1 ) P ( A B1 ) + P ( B2 ) P ( A B2 ) + P ( B3 ) P ( A B3 )
= ( 0.3)( 0.02 ) + ( 0.45 )( 0.03) + ( 0.25 )( 0.02 )
= 0.0245

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Bayes’ Rule
Instead of asking for P ( A ) in Example 7.1 using Theorem 7.1, suppose that we now consider the
problem of finding the conditional probability P ( Bi A ) . In other words, suppose that a product was
randomly selected and it is defective. What is the probability that this product was made by machine
Bi ? Questions of this type can be answered by using the following theorem, called Bayes’ rule.

Theorem 7.2
If the events B1 , B2 ,..., Bk constitute a partition of the sample space S such that P ( Bi )  0 for
i = 1, 2,..., k , then for any event A in S such that P ( A)  0,
P ( Br  A) P ( Br ) P ( A Br )
P ( Br A) = k
= k
for r = 1, 2,..., k
 P ( B  A)  P ( B ) P ( A B )
i =1
i
i =1
i i

Proof
By the definition of conditional probability,
P ( Br  A)
P ( Br A) =
P ( A)
and then using Theorem 7.1 in the denominator
P ( Br  A) P ( Br ) P ( A Br )
P ( Br A) = k
= k

 P ( B  A)  P ( B ) P ( A B )
i =1
i
i =1
i i

Example 7.2
With reference to Example 7.1, if a product was chosen randomly and found to be defective, what is
the probability that it was made by machine B3 ?
Solution
P ( B3 ) P ( A B3 )
P ( B3 A) =
P ( B1 ) P ( A B1 ) + P ( B2 ) P ( A B2 ) + P ( B3 ) P ( A B3 )

=
( 0.25)( 0.02 )
( 0.3)( 0.02 ) + ( 0.45)( 0.03) + ( 0.25 )( 0.02 )
0.005 10
= =
0.006 + 0.0135 + 0.005 49
In view of the fact that a defective product was selected, this result suggests that it probably was not
made by machine B3 .

Example 7.3
A manufacturing firm employs three analytical plans for the design and development of a particular
product. For cost reasons, all three are used at varying times. In fact, plans 1, 2, and 3 are used for 30%,

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SCHOOL OF MATHEMATICAL SCIENCES
20%, and 50% of the products, respectively. The defect rate is different for the three procedures as
follows:
P ( D P1 ) = 0.01, P ( D P2 ) = 0.03, P ( D P3 ) = 0.02

where P ( D Pj ) is the probability of a defective product, given plan j. If a random product was
observed and found to be defective, which plan was most likely used and thus responsible?
Solution
From the statement of the problem
P ( P1 ) = 0.30, P ( P2 ) = 0.20, P ( P3 ) = 0.50

( )
We must find P Pj D for j = 1, 2,3. Bayes’ Rule (Theorem 7.2) shows

P ( P1 ) P ( D P1 )
P ( P1 D ) =
P ( P1 ) P ( D P1 ) + P ( P2 ) P ( D P2 ) + P ( P3 ) P ( D P3 )

=
( 0.30 )( 0.01)
( 0.3)( 0.01) + ( 0.20 )( 0.03) + ( 0.50 )( 0.02 )
0.003
= = 0.158
0.019
Similarly,

P ( P2 D ) =
( 0.03)( 0.20 ) = 0.316 and P ( P3 D ) =
( 0.02)( 0.50 ) = 0.526
0.019 0.019
The conditional probability of a defect given plan 3 is the largest of the three; thus, a defective for a
random product is most likely the result of the use of plan 3.

Example 7.4
A blood test indicates the presence of a particular disease 95% of the time when the disease is actually
present. The same test indicates the presence of the disease 0.5% of the time when the disease is not
present. One percent of the population actually has the disease. Calculate the probability that a person
has the disease given that the test indicates the presence of the disease.

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SCHOOL OF MATHEMATICAL SCIENCES

Example 7.5
An insurance company believes that people can be divided into two classes: those who are accident
prone and those who are not. Their statistics show that an accident prone person will have an accident
at sometime within a fixed 1-year period with probability 0.4, whereas this probability decreases to 0.2
for a non-accident-prone person. Assume that 30 percent of the population is accident prone.
(i) Calculate the probability that a new policyholder will have an accident within a year of
purchasing a policy.

(ii) Suppose that a new policyholder has an accident within a year of purchasing a policy. What is
the probability that he or she is accident prone?

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