Independent events

Definition: for certain pairs of events, the occurrence of one of them

not change the probability of the occurrence of the other, they are said
to be independent events.

Definition 1.4-1
Events A and B are independent if and only if P(A∩B) = P(A)P(B). Otherwise,
A and B are called dependent events.
• If A and B are independent event
𝑃 𝐴∩𝐵 𝑃 𝐴 𝑃(𝐵)
𝑃 𝐴|𝐵 = → 𝑃 𝐴|𝐵 = → 𝑃 𝐴|𝐵 = 𝑃(𝐴)
𝑃(𝐵) 𝑃(𝐵)

• If A and B are independent event

𝑃 𝐴∩𝐵 𝑃 𝐴 𝑃(𝐵)
𝑃 𝐵|𝐴 = → 𝑃 𝐵|𝐴 = → 𝑃 𝐵|𝐴 = 𝑃(𝐵)
𝑃(𝐴) 𝑃(𝐴)
Theorem:
If A and B are independent events, then the following pairs of events
are also independent
𝑨 𝒂𝒏𝒅 𝑩′ ⇒ 𝑷 𝑨 ∩ 𝑩′ = 𝑷(𝑨) ∙ 𝑷(𝑩′ )
𝑨′ 𝒂𝒏𝒅 𝑩 ⇒ 𝑷 𝑨′ ∩ 𝑩 = 𝑷(𝑨′ ) ∙ 𝑷(𝑩)
𝑨′ 𝒂𝒏𝒅 𝑩′ ⇒ 𝑷 𝑨′ ∩ 𝑩′ = 𝑷(𝑨′ ) ∙ 𝑷(𝑩′ )

In general, If ∆ and ∎ are independent events, then

𝑷 ∆ ∎) = 𝑷(∆)
Example: Flip a fair coin twice & observe the sequence of heads &
tails. Let A: {head on the first flip}, B:{tail on the second flip}, C:{tail
on both flips}
2 2 1
𝐴 = 𝐻𝑇, 𝐻𝐻 → 𝑃 𝐴 = 𝐵 = 𝐻𝑇, 𝑇𝑇 → 𝑃 𝐵 = 𝐶 = {𝑇𝑇} → 𝑃 𝐶 = 4
4 4

Are A and B independent events?

1 22 1
𝐴 ∩ 𝐵 = 𝐻𝑇 → 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵 = →
4 44 4

𝑃 𝐴 ∩𝐵 = P A .P B Then A and B are independent events

Are A and C independent events?

21 1
𝐴∩𝐶 = . →𝑃 𝐴∩𝐵 =0 𝑃 𝐴 𝑃 𝐶 = →
44 8
𝑃 𝐴 ∩𝐶 ≠ P A .P C Then A and C are dependent events
Note:
Try: Are B and C independent events? 𝐴 𝑎𝑛𝑑 𝐶 𝑎𝑟𝑒 𝑑𝑖𝑠𝑗𝑜𝑖𝑛𝑡
Q1.4-1. Let A and B be independent events with P(A) =0.7 and
P(B) = 0.2. Compute

• P(A ∩ B) = 𝑃 𝐴 𝑃 𝐵 = 0.7 0.2 = 0.14

• P(A ∪ B) = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 𝑃 𝐵 = 0.7 + 0.2 − 0.14

• 𝑃(𝐴𝑐 ∩ 𝐵) = 𝑃 𝐴𝑐 𝑃(𝐵)

• 𝑃(𝐴 ∩ 𝐵𝑐 ) = 𝑃 𝐴 𝑃 (𝐵𝑐 )

• 𝑃(𝐴𝑐 ∩ 𝐵𝑐 ) = 𝑃 𝐴𝑐 𝑃 (𝐵𝑐 )

• 𝑃(𝐴𝑐 ∪ 𝐵𝑐 ) = 𝑃 𝐴𝑐 + 𝑃 𝐵𝑐 − 𝑃 𝐴𝑐 𝑃 𝐵𝑐 𝑜𝑟 = 1 − 𝑃(𝐴 ∩ 𝐵)

• 𝑃(𝐴𝑐 |𝐵) = 𝑃(𝐴𝑐 )

• 𝑃 𝐴𝑐 𝐵𝑐 ) = 𝑃(𝐴𝑐 )
 Ex: Let 𝐴, 𝐵 are independent events with 𝑃 𝐴 = 0.5, 𝑃 𝐴′ ∪ 𝐵′ = 0.8.
Find 𝑃 𝐵
Solution:
′
We know that 𝑃 𝐴′ ∪ 𝐵′ = 0.8  𝑃 𝐴 ∩ 𝐵 = 0.8  1- 𝑃 𝐴 ∩ 𝐵 = 0.8
Then P(𝐴 ∩ 𝐵)=0.2, now by independent P(A)P(B)=0.2  0.5P(B)=0.2  P(B)=0.4 #

Q1.4-11 (a) 𝐴, 𝐵 are disjoint. Are 𝐴, 𝐵 always independent?

⊠ No 𝑃 𝐴𝐵 = 0 ≠ 𝑃 𝐴 𝑃(𝐵)

When; 𝑃 𝐴 = 0 or 𝑃 𝐵 = 0 they are independent

(b) if 𝐴 ⊂ 𝐵, can 𝐴 and 𝐵 ever be indep.

𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝. 𝑖𝑓 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃(𝐵)

• 𝑃 𝐴𝐵 = 𝑃 𝐴 → A and B are independent when 𝑃 𝐵 = 1

• 𝑃 𝐴𝐵 = 𝑃 𝐴 = 0 → A and B are independent when 𝑃 𝐴 = 0

Definition:
Events A, B and C are mutually independent if and only if the
following two conditions hold:
• A, B and C are pair wise independent; that is,
𝑷 𝑨∩𝑩 = 𝑷 𝑨 ∙𝑷 𝑩 ,
𝑷 𝑨∩𝑪 =𝑷 𝑨 ∙𝑷 𝑪 ,
𝑷 𝑩∩𝑪 =𝑷 𝑩 ∙𝑷 𝑪 .

• 𝑷 𝑨∩𝑩∩𝑪 =𝑷 𝑨 ∙𝑷 𝑩 ∙𝑷 𝑪

 If A1, A₂, and A3 are mutually independent events, then

𝑷 𝑨₁ ∩ 𝑨₂ ∩ 𝑨𝟑 ́ = 𝟏 − 𝑷(𝑨₁ ∩ 𝑨₂ ∩ 𝑨𝟑 )
= 𝟏 − 𝑷(𝑨₁)𝑷(𝑨₂) 𝑷(𝑨𝟑 )
Q1.4-9: Let 𝐴, 𝐵, 𝐶 are independent events with 𝑃 𝐴 = 0.5, 𝑃 𝐵 = 0.1,
𝑃 𝐶 = 0.6. Find
• Prob. At least one of the 3 events occur.
𝑃 𝐴∪𝐵∪𝐶 =1−𝑃 𝐴∪𝐵∪𝐶 𝐶 = 1 − 𝑃(𝐴𝐶 )𝑃(𝐵𝐶 )𝑃(𝐶 𝐶 )
= 1 − (0.5)(0.9)(0.4)
• Prob. Exactly one of the occurs
𝑃 𝐴′ 𝐵′ 𝐶 + 𝑃 𝐴′ 𝐵𝐶′ + 𝑃(𝐴𝐵′𝐶′)
• Prob. None of them occurs
𝑃 𝐴𝑐 𝐵𝑐 𝐶 𝑐 = 𝑃(𝐴𝑐 )𝑃(𝐵𝑐 )𝑃(𝐶 𝑐 ) = (0.5)(0.9)(0.4)

• Prob. of 𝐴 and 𝐵 but not 𝐶

𝑃(𝐴𝐵𝐶 𝐶 ) = 𝑃 𝐴 𝑃(𝐵)𝑃(𝐶 𝑐 ) = (0.5)(0.1)(0.4)
• Prob. At most one of them
𝑃 𝑒𝑥𝑎𝑐𝑡𝑙𝑡 𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒𝑚 + 𝑃(𝑛𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒𝑚)

• Prob. Exactly Two of the occurs

𝑃 𝐴𝑐 𝐵𝐶 + 𝑃 𝐴𝐵𝐶 𝑐 + 𝑃 𝐴𝐵𝑐 𝐶
 Example 1.4-7: The probability that a company’s workforce has at
least one accident during a certain month is (0.01)k, where k is the
number of days in the month. Assume that the number of
accidents is independent from month to month. Find the
probability that the first accident is in April.
January - 31 days
February - 28 days January - 31 days (no accidents )
March - 31 days February - 28 days (no accidents )
April - 30 days March - 31 days (no accidents )
May - 31 days April - 30 days (the first accident)
June - 30 days
July - 31 days
P(at least one accident)=(0.01)k
August - 31 days
September - 30 days P(no accident)=1-(0.01)k
October - 31 days
November - 30 days
December - 31 days
Independent
P(none in Jan., none in Feb., none in March, at least one in April)
P(no accident in January) P(no accident in February) P(no accident in March) P(first accident in April)
(1 − 0.31)(1 − 0.28)(1 − 0.31)(0.30) = (0.69)(0.72)(0.69)(0.30) = 0.103.
Q1.4-12 Toss an unbiased coin five times (independent). Compute
• 𝑃 𝐻𝐻𝑇𝐻𝑇 =
Independent
𝑃 𝐻𝐻𝑇𝐻𝑇 = 𝑃[ 1𝑠𝑡 𝐻 ∩ 2𝑛𝑑 𝐻 ∩ 3𝑟𝑑 𝑇 ∩ 4𝑡ℎ 𝐻 ∩ 5𝑡ℎ 𝑇]
𝑃 𝐻𝐻𝑇𝐻𝑇 = 𝑃 1𝑠𝑡 𝐻 ∗ 𝑃 2𝑛𝑑 𝐻 1𝑠𝑡 𝐻 ∗ 𝑃 3𝑟𝑑 𝑇 1𝑠𝑡 𝐻 ∩ 2𝑛𝑑 𝐻
∗ 𝑃 4𝑡ℎ 𝐻 1𝑠𝑡 𝐻 ∩ 2𝑛𝑑 𝐻 ∩ 3𝑟𝑑 𝑇 *𝑃(5𝑡ℎ 𝑇|1𝑠𝑡 𝐻 ∩ 2𝑛𝑑 𝐻 ∩ 3𝑟𝑑 𝑇 ∩ 4𝑡ℎ 𝐻)

𝑃 𝐻𝐻𝑇𝐻𝑇 = 𝑃 1𝑠𝑡 𝐻 ∗ 𝑃(2𝑛𝑑 𝐻) ∗ 𝑃(3𝑟𝑑 𝑇) ∗ 𝑃(4𝑡ℎ 𝐻)*𝑃(5𝑡ℎ 𝑇)

3 2
1 1
𝑃 𝐻𝐻𝑇𝐻𝑇 = (𝑃 𝐻 )3 (𝑃 𝑇 )2 =
2 2
5
5
1
• Prob. Three heads occurring in the five trials 𝐶3,2
2
1 1 1 1 1
2 2 2 2 2
__ __ __ __ __

The number of 3 Heads and 2 Tailed

combinations to get 3
3 2
Head in 5 trails 1 1
𝐶35 (𝑃 𝐻 )3 (𝑃 𝑇 )2 𝐶35
2 2
Q1.4-13 A box contains 2 red and 4 blue balls. A random sample of size
6 is drawn from the box successively and with rep(independent).
Find:
• 𝑃 𝑊𝑊𝑅𝑊𝑊𝑅 =
4 2
4 2 4 2
𝑃(𝑊)𝑃(𝑊)𝑃(𝑅)𝑃(𝑊)𝑃(𝑊)P(𝑅) = 𝑃(𝑊) 𝑃(R) =
6 6
• Four White balls in the sample
3 2
4 2
𝑃 4 𝑊ℎ𝑖𝑡𝑒 ∩ 2 𝑏𝑙𝑢𝑒 6
= 𝐶4,2
6 6

6
= 𝑃 4 𝑊ℎ𝑖𝑡𝑒 𝑃 2 𝑏𝑙𝑢𝑒
4,2

4 2
6! 2 4
= ∙
4! 2! 6 6

• 𝑃 𝑅𝑅𝑊𝑊𝑊𝑊 = 𝑃(𝑅)P(𝑅)𝑃(𝑊)𝑃(𝑊) 𝑃(𝑊)𝑃(𝑊)

4 2
4 2 4 2
= 𝑃(𝑊) 𝑃(R) =
6 6
1.4-2. Let P(A) = 0.3 and P(B) = 0.6.
(a) Find P(A ∪ B) when A and B are independent.
By independent, P(A ∩B)=P(A)P(B)=0.3*0.6=0.18
Then P(A ∪ B)=P(A)+P(B)-P(A ∩B)=0.3+0.6-0.18=0.72 #

(b) Find P(A|B) when A and B are mutually exclusive 𝐶310 𝐶210 7
𝑃𝑟𝑜𝑏 =
By mutually exclusive, P(A ∩B)=0. Then P(A |B)=P(A ∩B)/P(B)=0 # 𝐶520 15

1.4-15. An urn contains 10 red and 10 white balls. The balls are drawn from the urn at random, one at
a time. Find the probabilities that the fourth white ball is the sixth ball drawn if the sampling is done
(a) With replacement.
(b) Without replacement

10 10 10 10 10
(a) With replacement 20 20 20 20 20
6 __ __ __ __ __ / __
10
𝐶35 10
20 20 Fourth White
As in Q13, number of 3 White balls and 2 Red 10
combinations to get 3
20
white balls in 5 draws 3 2
𝐶35 10 10
20 20
Example 1.4-8: Three inspectors look at a critical component of
a product. The probability of detecting them are 0.99, 0.98 &
0.96 respectively. If we assume independence, then find:
• the probability of at least one detecting the defect.

𝑃 𝐴∪𝐵∪𝐶 =
1 − 𝑃(𝐴𝑐 ∩ 𝐵 𝑐 ∩ 𝐶 𝑐 ) = 1 − 𝑃(𝐴𝐶 )𝑃(𝐵𝐶 )𝑃(𝐶 𝐶 ) = 1 − (0.01)(0.02)(0.04)

• The probability of only one finding the defect.

P(exactly one of them)= 𝑃 𝐴′ 𝐵′ 𝐶 + 𝑃 𝐴′ 𝐵𝐶′ + 𝑃(𝐴𝐵′𝐶′)

= 0.01 0.02 0.96 + 0.01 0.98 0.4 + 0.99 0.02 0.04

• The probability of exactly two find the defect.

𝑃 𝐴𝑐 𝐵𝐶 + 𝑃 𝐴𝐵𝐶 𝑐 + 𝑃 𝐴𝐵𝑐 𝐶
= 0.01 0.98 0.96 + 0.99 0.98 0.4 + 0.99 0.02 0.96
• The probability of all find the defect.
𝑃 𝐴∩𝐵∩𝐶
= 0.99 0.98 0.96
Example 1.4-9:
Suppose that on five consecutive days“ instant winner” lotteries ticket
1
is purchased, and probability of winning is on each day. Assuming
5
independent trail
Find the probability of purchasing two winning tickets and three losing
tickets
Independent
𝑃 2 𝑊𝑖𝑛 ∩ 3 𝐿𝑜𝑠𝑖𝑛𝑔

5
= 𝑃 2 𝑊𝑖𝑛 𝑃 3 𝑙𝑜𝑠𝑖𝑛𝑔
3,2
2 3
5! 1 4
= ∙ = 0.2048
3! 2! 5 5
 Ex: A box contains 3 red and 6 black balls. Balls are to be drawn
successively and without replacement. Find the probability that the
third Red ball appears on the seventh draws
𝐶23 𝐶46 1
𝑃 𝐴𝐵 = 𝑃 𝐵 𝑃 𝐴 𝐵 = 𝑃𝑟𝑜𝑏 =
𝐶69 3
A={Red ball on the 7th drawn}; B={2 red balls in the first 6 draws}

Ex: A box contains 3 red and 6 black balls. Balls are to be drawn
successively and with replacement. Find the probability that the third
Red ball appears on the seventh draws
2 4
3 6 3
𝑃𝑟𝑜𝑏 = 𝐶26
9 9 9

__ __ __ __ __ __ / __
2 red and 4 Tailed
The number of combinations
to get 2 Head in 4 trails Third red
2 4
𝐶26 3 6 3
9 9 9
Ex: A box contains 8 white balls numbered as 1, 3, 3, 3, 4, 8,
8, 9. And 9 blue numbered balls as 1, 2, 3, 4, 4, 5, 7, 8, 9.
Two balls are drawn randomly and without replacement from
the box. Find prob that first drawn ball is blue and the second
drawn ball is numbered by 3
1 3 8 4 35
𝑃 𝐵𝐿 ∩ 3 = 𝑃 𝐵𝐿3,3 + 𝑃 𝐵𝐿~3,3 = + =
17 16 17 16 272
OR
1 8 3 9 35
𝑃 3 ∩ 𝐵𝐿 = 𝑃 3𝑏𝑙, 𝐵𝐿 + 𝑃 3~𝐵𝐿, 𝐵𝐿 = + =
17 16 17 16 272
Example:
A red die and white die are rolled. Let, 𝐴 = 4 𝑜𝑛 𝑡ℎ𝑒 𝑟𝑒𝑑 𝑑𝑖𝑒 ;
𝐵 𝑆𝑢𝑚 𝑜𝑓 𝑑𝑖𝑐𝑒 𝑖𝑠 𝑜𝑑𝑑 , 𝐶 = 5 𝑜𝑛 𝑟𝑒𝑑 𝑑𝑖𝑒 } , 𝐷 = {𝑆𝑢𝑚 𝑜𝑓 𝑑𝑖𝑐𝑒 𝑖𝑠 11}
1. Are A and B independent?
6 18 3
𝑃 𝐴 ∙ 𝑃 𝐵 = 36 ∙ 36 = 36 = 𝑃 𝐴 ∩ 𝐵

Yes, independent

1. Are C and D independent?

6 2 1 1
𝑃 𝐶 ∙𝑃 𝐷 = ∙ = ≠ =𝑃 𝐶∩𝐷
36 36 108 36

the C and D are dependent events