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Probability & Statistics

Dr. Santosh Kumar Yadav

Department of Mathematics
Lovely Professional University, Phagwara,
Punjab.

Dr. S. K. Yadav (LPU) 1 / 53


Motivation

Statistics is fundamentally based on the theory of probability.


There are two types of statistics: Descriptive Statistics and In-
ferential Statistics.
Descriptive Statistics belongs to the data analysis where
the data set size is manageable and can be analysed ana-
lytically or graphically.

Dr. S. K. Yadav (LPU) 2 / 53


Motivation

Statistics is fundamentally based on the theory of probability.


There are two types of statistics: Descriptive Statistics and In-
ferential Statistics.
Descriptive Statistics belongs to the data analysis where
the data set size is manageable and can be analysed ana-
lytically or graphically.
Some of these methods are graphical in nature; the con-
struction of histograms, boxplots, and scatter plots are pri-
mary examples.
Other descriptive methods involve calculation of numerical
summary measures, such as means, standard deviations,
and correlation coefficients etc.

Dr. S. K. Yadav (LPU) 2 / 53


Inferential Statistics is applied where the entire data set
(population) can not be analysed as a whole. So we draw
a sample (a small or manageable portion) from the popula-
tion. Then we analyse the sample for the characteristic of
interest and try to infer the same about the population.

Dr. S. K. Yadav (LPU) 3 / 53


Inferential Statistics is applied where the entire data set
(population) can not be analysed as a whole. So we draw
a sample (a small or manageable portion) from the popula-
tion. Then we analyse the sample for the characteristic of
interest and try to infer the same about the population.
For example: when you cook rice, you take out few grains
and crush them to see whether the rice is properly cooked.
Similarly, survey polls prior to voting in elections, TRP ratings
of TV channel, shows etc are samples based and therefore
belong to the inferential statistics.

Dr. S. K. Yadav (LPU) 3 / 53


Why first the theory of Probability?

The discipline of probability forms a bridge between the de-


scriptive and inferential techniques.
The knowledge of probability leads to a better understanding
of how inferential procedures are developed and used, how
statistical conclusions can be translated into everyday
language and interpreted.

Dr. S. K. Yadav (LPU) 4 / 53


Why first the theory of Probability?

The discipline of probability forms a bridge between the de-


scriptive and inferential techniques.
The knowledge of probability leads to a better understanding
of how inferential procedures are developed and used, how
statistical conclusions can be translated into everyday
language and interpreted.
As probability deals with the uncertainty, thus before un-
derstanding what a particular sample can tell us about the
population, we should first understand the uncertainty asso-
ciated with taking a sample from population. This is why we
study theory of probability before statistics.

Dr. S. K. Yadav (LPU) 4 / 53


Definition of Probability
If a random experiment results in n mutually exclusive, and equally
likely outcomes, where m are favourable to an event A. Then
m number of cases favorable to A
P(A) = =
n total number of possible cases

since m ≥ 0 and n ≥ 0 thus, we always have 0 ≤ P(A) ≤ 1.

Dr. S. K. Yadav (LPU) 5 / 53


Definition of Probability
If a random experiment results in n mutually exclusive, and equally
likely outcomes, where m are favourable to an event A. Then
m number of cases favorable to A
P(A) = =
n total number of possible cases

since m ≥ 0 and n ≥ 0 thus, we always have 0 ≤ P(A) ≤ 1.


The probability of non-happening of event A is denoted by Ā and
is given by

Dr. S. K. Yadav (LPU) 5 / 53


Definition of Probability
If a random experiment results in n mutually exclusive, and equally
likely outcomes, where m are favourable to an event A. Then
m number of cases favorable to A
P(A) = =
n total number of possible cases

since m ≥ 0 and n ≥ 0 thus, we always have 0 ≤ P(A) ≤ 1.


The probability of non-happening of event A is denoted by Ā and
is given by
n−m m
P(Ā) = =1− = 1 − P(A)
n n
Thus, for any event A, we have

P(A) + P(Ā) = 1

Dr. S. K. Yadav (LPU) 5 / 53


Some Basic Terminology
Random experiment: An experiment whose outcome or re-
sult is random, that is, is not known before the experiment,
is called random experiment.

Dr. S. K. Yadav (LPU) 6 / 53


Some Basic Terminology
Random experiment: An experiment whose outcome or re-
sult is random, that is, is not known before the experiment,
is called random experiment.
Examples:
Tossing a fair coin
Rolling an unbaised die
Drawing a card from a well-shuffled pack of cards.

Dr. S. K. Yadav (LPU) 6 / 53


Some Basic Terminology
Random experiment: An experiment whose outcome or re-
sult is random, that is, is not known before the experiment,
is called random experiment.
Examples:
Tossing a fair coin
Rolling an unbaised die
Drawing a card from a well-shuffled pack of cards.

Sample space:

Dr. S. K. Yadav (LPU) 6 / 53


Some Basic Terminology
Random experiment: An experiment whose outcome or re-
sult is random, that is, is not known before the experiment,
is called random experiment.
Examples:
Tossing a fair coin
Rolling an unbaised die
Drawing a card from a well-shuffled pack of cards.

Sample space: Set of all possible outcomes of a random


experiment is called sample space, usually denoted by S.
For example,
Tossing of a fair coin, S= {H, T}
Throwing an unbaised die, S = {1,2,3,4,5,6}

Dr. S. K. Yadav (LPU) 6 / 53


Some Basic Terminology
Random experiment: An experiment whose outcome or re-
sult is random, that is, is not known before the experiment,
is called random experiment.
Examples:
Tossing a fair coin
Rolling an unbaised die
Drawing a card from a well-shuffled pack of cards.

Sample space: Set of all possible outcomes of a random


experiment is called sample space, usually denoted by S.
For example,
Tossing of a fair coin, S= {H, T}
Throwing an unbaised die, S = {1,2,3,4,5,6}
Event: Any subset of the sample space is called an event.
The event {H, T } is sure events in tossing of a fair coin.
Dr. S. K. Yadav (LPU) 6 / 53
Conti...
Equally Likely Events:

Dr. S. K. Yadav (LPU) 7 / 53


Conti...
Equally Likely Events: Any two elementary events of a sam-
ple space are called equally likely if both of them have equal
chance of occurrence, i.e., there is no reason to preffered
one in comparison to other event.
Example: for S = {H, T }, the events {H} and {T } are
equally likely.

Dr. S. K. Yadav (LPU) 7 / 53


Conti...
Equally Likely Events: Any two elementary events of a sam-
ple space are called equally likely if both of them have equal
chance of occurrence, i.e., there is no reason to preffered
one in comparison to other event.
Example: for S = {H, T }, the events {H} and {T } are
equally likely.
Mutually Exclusive and Exhastive Events:

Dr. S. K. Yadav (LPU) 7 / 53


Conti...
Equally Likely Events: Any two elementary events of a sam-
ple space are called equally likely if both of them have equal
chance of occurrence, i.e., there is no reason to preffered
one in comparison to other event.
Example: for S = {H, T }, the events {H} and {T } are
equally likely.
Mutually Exclusive and Exhastive Events:
Two events are said to be mutually exclusive if happening of
one event precludes the happening of the other. For exam-
ple, the events {H} and {T } in the sample space of the toss
of a fair coin are mutually exclusive.
The events {H} and {T} in the sample space of the toss of
a fair coin are mutually exclusive and exhaustive.

Dr. S. K. Yadav (LPU) 7 / 53


Some Problems

Q1: Find the probability of getting exactly two heads in toss-


ing of two fair coins?
Sol: P(A) = 1/4.

Q2: If three fair coin are tossed simultaneously, find the prob-
ability that at least two tails occur.
Sol: P(A) = 4/8.

Dr. S. K. Yadav (LPU) 8 / 53


Some Problems

Q3: If two unbaised dice are rolled, find the probability that
(a) sum is greater than 8
(b) sum is neither 7 nor 11

Dr. S. K. Yadav (LPU) 9 / 53


Some Problems

Q3: If two unbaised dice are rolled, find the probability that
(a) sum is greater than 8
(b) sum is neither 7 nor 11
Sol: Let S be the sample space and event M denote the
sum of numbers on upper face of dice. Then
(a) In this case, if
M = 9, sample points: {(6, 3), (5, 4), (4, 5), (3, 6)}
M = 10, sample points: {(6, 4), (5, 5), (4, 6)}
M = 11, sample points: {(6, 5), (5, 6)}
M = 12, sample points: {(6, 6)}

Dr. S. K. Yadav (LPU) 9 / 53


Cont...
Then probability that sum will be greater than 8 is
4 3 2 1 5
P(M > 8) = 36 + 36 + 36 + 36 = 18

Dr. S. K. Yadav (LPU) 10 / 53


Cont...
Then probability that sum will be greater than 8 is
4 3 2 1 5
P(M > 8) = 36 + 36 + 36 + 36 = 18
(b) Let N denote that sum is neither 7 nor 11, then as we can
6
see that P(M = 7) = 36 = 16 and also P(M = 11) = 362
.
Hence the probability that sum is neither 7 nor 11 is given
by,

P(N) = 1 − [P(M = 7) + P(M = 11)]


= 1 − [1/6 + 2/36]
7
=
9

Dr. S. K. Yadav (LPU) 10 / 53


Counting sample points

Evaluating of number of chance associated with the occurrence


of certain events in an experiment is one of the problems of the
statistician. These problems belong in the field of probability. In
many cases, we shall be able to solve a probability problem by
counting the number of points in the sample space without actu-
ally listing each element.
Multiplication rule: If work A can be done in m ways and B
can be done in n ways, then both work can be done
simultaneously in m × n ways. This is called fundamental
principle of counting.

Dr. S. K. Yadav (LPU) 11 / 53


Q: How many sample points are there in the sample space
when a pair of dice is thrown once?

Dr. S. K. Yadav (LPU) 12 / 53


Q: How many sample points are there in the sample space
when a pair of dice is thrown once?
Sol: 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 n1 n2 = (6)(6) = 36 possible ways. So the sample
space carries 36 points given by
S = {(1, 1), (1, 2), ....., (1, 6), (2, 1), (2, 2), .....(2, 6), ..........., (6, 6

Remark: The above principle can be generalized to any


number of events.

Dr. S. K. Yadav (LPU) 12 / 53


Example: Suppose a customer wishes to buy a new cell
phone and can choose from 5 brands, 5 sets of capability,
and 4 colors. Then in how many ways customer can order
one of these phones?

Dr. S. K. Yadav (LPU) 13 / 53


Example: Suppose a customer wishes to buy a new cell
phone and can choose from 5 brands, 5 sets of capability,
and 4 colors. Then in how many ways customer can order
one of these phones?
These three classifications result in (5)(5)(4) = 100 different
ways for a customer to order one of these phones.

Dr. S. K. Yadav (LPU) 13 / 53


Example: Suppose a customer wishes to buy a new cell
phone and can choose from 5 brands, 5 sets of capability,
and 4 colors. Then in how many ways customer can order
one of these phones?
These three classifications result in (5)(5)(4) = 100 different
ways for a customer to order one of these phones.

Q1: A person 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 the person
order the parts?

Dr. S. K. Yadav (LPU) 13 / 53


Example: Suppose a customer wishes to buy a new cell
phone and can choose from 5 brands, 5 sets of capability,
and 4 colors. Then in how many ways customer can order
one of these phones?
These three classifications result in (5)(5)(4) = 100 different
ways for a customer to order one of these phones.

Q1: A person 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 the person
order the parts?
Ans:120.

Dr. S. K. Yadav (LPU) 13 / 53


Permutation (arrangment in definite order)

Many times, we are interested in a sample space that contains


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 “how many different orders are possible for drawing 2 lottery
tickets from a total of 20”. The different arrangements are called
permutations.
The number of total permutations of n distinct objects taken
r at a time is denoted by n Pr and defined as

n n!
Pr =
(n − r )!

Dr. S. K. Yadav (LPU) 14 / 53


Permutation of identical objects:
Suppose in total n objects, some are of p1 type, some are
of p2 type, some are of p3 type, and remaining are of pk
type such that n = p1 + p2 + p3 + ... + pk . Then, number of
arrangments is
n!
= (1)
p1 !.p2 !.p3 !...pk !

Dr. S. K. Yadav (LPU) 15 / 53


Q: In how many ways can 7 graduate students be assigned
to 1 triple and 2 double hotel rooms during a conference?

Dr. S. K. Yadav (LPU) 16 / 53


Q: In how many ways can 7 graduate students be assigned
to 1 triple and 2 double hotel rooms during a conference?
7!
Ans: 3!2!2!
Q1: Find the number of arrangment of the letters of the
word “COMMERCE” such that all vowels comes together
and hence the probability.

Dr. S. K. Yadav (LPU) 16 / 53


Q: In how many ways can 7 graduate students be assigned
to 1 triple and 2 double hotel rooms during a conference?
7!
Ans: 3!2!2!
Q1: Find the number of arrangment of the letters of the
word “COMMERCE” such that all vowels comes together
and hence the probability.
8!
Sol: Total ways of arranging the letters = 2!2!2! .
6! 3!
Out of these favourable (vowels comes together) are 2!2! . 2! .
favourable cases
So the probability that all vowels come together = total cases .

Dr. S. K. Yadav (LPU) 16 / 53


Q: In how many ways can 7 graduate students be assigned
to 1 triple and 2 double hotel rooms during a conference?
7!
Ans: 3!2!2!
Q1: Find the number of arrangment of the letters of the
word “COMMERCE” such that all vowels comes together
and hence the probability.
8!
Sol: Total ways of arranging the letters = 2!2!2! .
6! 3!
Out of these favourable (vowels comes together) are 2!2! . 2! .
favourable cases
So the probability that all vowels come together = total cases .

Q2:How many different letter arrangements can be made


from the letters in the word “STATISTICS” ?

Dr. S. K. Yadav (LPU) 16 / 53


Q: In how many ways can 7 graduate students be assigned
to 1 triple and 2 double hotel rooms during a conference?
7!
Ans: 3!2!2!
Q1: Find the number of arrangment of the letters of the
word “COMMERCE” such that all vowels comes together
and hence the probability.
8!
Sol: Total ways of arranging the letters = 2!2!2! .
6! 3!
Out of these favourable (vowels comes together) are 2!2! . 2! .
favourable cases
So the probability that all vowels come together = total cases .

Q2:How many different letter arrangements can be made


from the letters in the word “STATISTICS” ?
10!
Ans: 3!3!2! = 50400

Dr. S. K. Yadav (LPU) 16 / 53


Combination (arrangment without order)

In many problems, we are interested in the number of ways of


selecting r objects from n objects without regard to order or the
r objects are of same kind in the sense of permutations. These
selections are called combinations.
Thus, the number of combinations of n objects taking r at a
time is denoted by n Cr and defined by

n n!
Cr =
r !(n − r )!

Dr. S. K. Yadav (LPU) 17 / 53


Q1: A flushlight operates on two batteries. Total 8 batteries
are available in which three are dead. In a random selection
of batteries, what is the probability that exactly one dead
battery will be selected.

Dr. S. K. Yadav (LPU) 18 / 53


Q1: A flushlight operates on two batteries. Total 8 batteries
are available in which three are dead. In a random selection
of batteries, what is the probability that exactly one dead
battery will be selected.
3 5
Sol: P(A) = C81C. 2C1 = 15/28.

Dr. S. K. Yadav (LPU) 18 / 53


Q1: A flushlight operates on two batteries. Total 8 batteries
are available in which three are dead. In a random selection
of batteries, what is the probability that exactly one dead
battery will be selected.
3 5
Sol: P(A) = C81C. 2C1 = 15/28.

Q2: A firm offers a choice of 10 software packages to


buyers. There are 25 package from which to choose. There
are 5 computer games in the packages. Find the probability
that exactly three games are selected.

Dr. S. K. Yadav (LPU) 18 / 53


Q1: A flushlight operates on two batteries. Total 8 batteries
are available in which three are dead. In a random selection
of batteries, what is the probability that exactly one dead
battery will be selected.
3 5
Sol: P(A) = C81C. 2C1 = 15/28.

Q2: A firm offers a choice of 10 software packages to


buyers. There are 25 package from which to choose. There
are 5 computer games in the packages. Find the probability
that exactly three games are selected.
5 20
Sol: P(A) = C253 C. 10C7 =?

Dr. S. K. Yadav (LPU) 18 / 53


BLANK

Dr. S. K. Yadav (LPU) 19 / 53


Axioms1 of Probability

Let S be sample space and A is any event in S.Then, we have


(a) P(S) = 1, i.e., sum of total probability will be one.
(b) P(A) ≥ 0 i.e., probability can never be negative.
(c) P[A1 ∪ A2 ∪ A3 ... ∪ An ] = P(A1 ) + P(A2 ) + P(A3 )... + P(An ),
where Ai ’s are mutually exclusive events.
i.e., Probability of atleast one event can be found by adding the
individual probabilities.

1
Axioms are mathematical statements or assumptions without proof,
which form the basis of the logical development of a theory.
Dr. S. K. Yadav (LPU) 20 / 53
Algebra on Events
For any two events, A and B (not necessary mutually exclusive).
Addition Rule:
(i)
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
(ii) If exactly A or B occur, then

P(A∆B) = P(A ∪ B) − P(A ∩ B)


= P(A) + P(B) − 2P(A ∩ B)

(iii) If none of A and B occur, then

P(A ∪ B) = 1 − P(A ∪ B)

Dr. S. K. Yadav (LPU) 21 / 53


(iv) Event A but not B occur, then

P(A ∩ B̄) = P(A) − (A ∩ B)

(v) Event B but not A occur, then

P(Ā ∩ B) = P(B) − (A ∩ B)

(vi) For any three events A ,B and C,

P(A ∪ B ∪ C) = P(A) + P(B) + P(C) − P(A ∩ B) − P(B ∩ C)


− P(C ∩ A) + P(A ∩ B ∩ C)

Dr. S. K. Yadav (LPU) 22 / 53


Problems

Example 1: What is the probability of getting a total of 7 or


11 when a pair of fair dice is tossed?

Dr. S. K. Yadav (LPU) 23 / 53


Problems

Example 1: What is the probability of getting a total of 7 or


11 when a pair of fair dice is tossed?
Ans: P(A ∪ B) = P(A) + P(B) = 2/9

Example 3: A card is drawn from a well shuffled pack of


cards. Find the probability that the card is either a king or an
ace.

Dr. S. K. Yadav (LPU) 23 / 53


Problems

Example 1: What is the probability of getting a total of 7 or


11 when a pair of fair dice is tossed?
Ans: P(A ∪ B) = P(A) + P(B) = 2/9

Example 3: A card is drawn from a well shuffled pack of


cards. Find the probability that the card is either a king or an
ace.
Sol: 4/52+4/52 = 2/13 (since both the events are mutually
exclusive)

Dr. S. K. Yadav (LPU) 23 / 53


Problems

Example 2: A die is loaded in such a way that an even num-


ber 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).
Sol: P(E) = 4/9

Dr. S. K. Yadav (LPU) 24 / 53


Example 5: Two dice are rolled once. Find the probability of
getting an even number on the first die or a total of 8.
Ans: 5/9

Q4: If the probabilities are, respectively, 0.09, 0.15, 0.21,


and 0.23 that a person purchasing a new automobile will
choose the color green, white, red, or blue, what is the prob-
ability that a given buyer will purchase a new automobile that
comes in one of those colors?

Dr. S. K. Yadav (LPU) 25 / 53


Example 5: Two dice are rolled once. Find the probability of
getting an even number on the first die or a total of 8.
Ans: 5/9

Q4: If the probabilities are, respectively, 0.09, 0.15, 0.21,


and 0.23 that a person purchasing a new automobile will
choose the color green, white, red, or blue, what is the prob-
ability that a given buyer will purchase a new automobile that
comes in one of those colors?
Sol: (try yourself, Ans: 0.68)

Dr. S. K. Yadav (LPU) 25 / 53


Q5: The probability that at least one events A or B occurs is
0.8 and probability that both occurs simultaneously is 0.25.
Find P(Ā) + P(B̄)
Sol: (try yourself, Ans: 0.95)

Dr. S. K. Yadav (LPU) 26 / 53


Q5: The probability that at least one events A or B occurs is
0.8 and probability that both occurs simultaneously is 0.25.
Find P(Ā) + P(B̄)
Sol: (try yourself, Ans: 0.95)
Q6: Sohan is going to graduate from an industrial engineer-
ing department by the end of the semester. After being in-
terviewed 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 at
least one offer from these two companies?
(try yourself, Ans: 0.90)

Dr. S. K. Yadav (LPU) 26 / 53


Q7: When a computer goes down, there is a 75% chances
that it is due to an overload and a 15% that it is due to a
software prblem. There is an 85% chance that it is due to an
overload or a software problem. What is the probability that
both of these problem are at fault. What is the probability
that there is a software problem but no overload?

Dr. S. K. Yadav (LPU) 27 / 53


Dr. S. K. Yadav (LPU) 28 / 53
Conditional Probability

Here we shall see the law to find the probability of an event


under the condition that another event has already occured.
The probability of an event B occurring when it is known that
some event A has occurred is called a conditional probability,
denoted by P(B|A) and defined as

P(A ∩ B)
P(B|A) = , provided P(A) ̸= 0
P(A)

Dr. S. K. Yadav (LPU) 29 / 53


Cont...

The notion of conditional probability provides the capability


of reevaluating the idea of probability of an event in light of
additional information. The probability P(B|A) is an updation
of P(B) based on the knowledge that event A has occurred.

If the advance information that some event A occured has


no effect on B, then we can write

P(B|A) = P(B)

Dr. S. K. Yadav (LPU) 30 / 53


Example 1 The probability that a regularly scheduled flight de-
parts on time is P(D) = 0.83; the probability that it arrives on
time is P(A) = 0.82; and the probability that it departs and ar-
rives on time is P(D ∩ A) = 0.78. Find the probability that a plane

(a) arrives on time, given that it departed on time


(b) departed on time, given that it has arrived on time.

Dr. S. K. Yadav (LPU) 31 / 53


Example 1 The probability that a regularly scheduled flight de-
parts on time is P(D) = 0.83; the probability that it arrives on
time is P(A) = 0.82; and the probability that it departs and ar-
rives on time is P(D ∩ A) = 0.78. Find the probability that a plane

(a) arrives on time, given that it departed on time


(b) departed on time, given that it has arrived on time.
Sol: (a) P(A|D) = P(D∩A)
P(D)
=

Dr. S. K. Yadav (LPU) 31 / 53


Example 1 The probability that a regularly scheduled flight de-
parts on time is P(D) = 0.83; the probability that it arrives on
time is P(A) = 0.82; and the probability that it departs and ar-
rives on time is P(D ∩ A) = 0.78. Find the probability that a plane

(a) arrives on time, given that it departed on time


(b) departed on time, given that it has arrived on time.
Sol: (a) P(A|D) = P(D∩A)
P(D)
= 0.78/0.83 = 0.94

Dr. S. K. Yadav (LPU) 31 / 53


Example 1 The probability that a regularly scheduled flight de-
parts on time is P(D) = 0.83; the probability that it arrives on
time is P(A) = 0.82; and the probability that it departs and ar-
rives on time is P(D ∩ A) = 0.78. Find the probability that a plane

(a) arrives on time, given that it departed on time


(b) departed on time, given that it has arrived on time.
Sol: (a) P(A|D) = P(D∩A)
P(D)
= 0.78/0.83 = 0.94
P(D∩A)
(b) P(D|A) = P(A)
= 0.78/0.82 = 0.95

Dr. S. K. Yadav (LPU) 31 / 53


Independent events
If this condtion holds we say that events are independent.
Hence by the definition of conditional probability, we have
P(A ∩ B) = P(A)P(B)
This is the mathematical condition to check the indepen-
dence of the events A and B. If this condition holds then
events will be independent and vice-versa. This is neces-
sary and sufficient condition for events to be indepen-
dent.
Note that three events A, B, and C are independent provided
that these are pairwise independent and
P(A ∩ B ∩ C) = P(A)P(B)P(C)
.
Dr. S. K. Yadav (LPU) 32 / 53
Multiplication Rule of Probability

The simultaneous occurance of two events can be found by two


ways,
P(A ∩ B) = P(A)P(B), if events are independent.

P(A ∩ B) = P(A) + P(B) − P(A ∪ B), if events need not be


independent.

We have drawn another way to find P(A ∩ B)

P(A ∩ B) = P(B|A)P(A)

Dr. S. K. Yadav (LPU) 33 / 53


Example 2 Consider a experiment that consists of rolling a single
fair die once and then tossing a fair coin once, Let first member
of each order pair denote nmber on die and second, the face
showing on coin (H, T ). Let A is the event that the die shows
one or two and B is the event that coin shows heads. Check the
independence of events A and B.
Ans: Events are independent

Dr. S. K. Yadav (LPU) 34 / 53


Q. Suppose that 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?

Dr. S. K. Yadav (LPU) 35 / 53


Q. Suppose that 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?
Sol.: Let A be the event that the first fuse is defective and B the
event that the second fuse is defective; then we interpret A∩B as
the event that A occurs and then B occurs after A has occurred.
The probability of first removing a defective fuse is P(A) = 1/4.
Then the probability of removing a second defective fuse from
the remaining 4 is P(B|A) = 4/19.
Therefore

Dr. S. K. Yadav (LPU) 35 / 53


Q. Suppose that 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?
Sol.: Let A be the event that the first fuse is defective and B the
event that the second fuse is defective; then we interpret A∩B as
the event that A occurs and then B occurs after A has occurred.
The probability of first removing a defective fuse is P(A) = 1/4.
Then the probability of removing a second defective fuse from
the remaining 4 is P(B|A) = 4/19.
Therefore P(A ∩ B) = P(A)P(B|A) = (1/4)(4/19) = 1/19.

Dr. S. K. Yadav (LPU) 35 / 53


Q. Consider the drawing a card from well shuffled pack of 52
cards. Let A is the event that a Spade card is drawn and B is
the event that a honor card (10, J, K, Q, A) is drawn. Check the
independence of events A and B. (Try Yourself)

Dr. S. K. Yadav (LPU) 36 / 53


Important Theorems

Theorem
Let A and B are two independent events, then
Events A and B̄ are independent.
Events Ā and B are independent.
Events Ā and B̄ are independent.

(Try to proof these)

Dr. S. K. Yadav (LPU) 37 / 53


Q2 A problem is given to three students in a class. The prob-
abilities of the solution from the three students are 0.5, 0.7 and
0.8 respectively. What is the probability that the problem will be
solved.

Dr. S. K. Yadav (LPU) 38 / 53


Q2 A problem is given to three students in a class. The prob-
abilities of the solution from the three students are 0.5, 0.7 and
0.8 respectively. What is the probability that the problem will be
solved.
Sol.: Let A, B and C are the events that problem is solved by
student X , Y , and Z respectively. Then we have to find P(A ∪ B ∪
C).

Dr. S. K. Yadav (LPU) 38 / 53


Q2 A problem is given to three students in a class. The prob-
abilities of the solution from the three students are 0.5, 0.7 and
0.8 respectively. What is the probability that the problem will be
solved.
Sol.: Let A, B and C are the events that problem is solved by
student X , Y , and Z respectively. Then we have to find P(A ∪ B ∪
C).
(a) 0.28 (b) 0.72 (c) 0.97 (d) 0.82.

Dr. S. K. Yadav (LPU) 38 / 53


Q2 A problem is given to three students in a class. The prob-
abilities of the solution from the three students are 0.5, 0.7 and
0.8 respectively. What is the probability that the problem will be
solved.
Sol.: Let A, B and C are the events that problem is solved by
student X , Y , and Z respectively. Then we have to find P(A ∪ B ∪
C).
(a) 0.28 (b) 0.72 (c) 0.97 (d) 0.82.
Ans: 0.97

Dr. S. K. Yadav (LPU) 38 / 53


Example3 A box contains 4 bad and 6 good tubes. Two are
drawn out from the box at a time. One of them is tested and
found to be good. What is the probability that the other one is
also good?

Dr. S. K. Yadav (LPU) 39 / 53


Example3 A box contains 4 bad and 6 good tubes. Two are
drawn out from the box at a time. One of them is tested and
found to be good. What is the probability that the other one is
also good?
1/3
Soln. P(B|A) = 6/10 = 59

Dr. S. K. Yadav (LPU) 39 / 53


Q. 4 In studying the causes of power failures, it have been found
that 5% are due to transformer damage, 80% are due to line dam-
age, 1% involve both problems. Based on these percentages,
approximate the probability that a given power failure involves:
(a) line damage given that there is transformer damage
(b) transformer damage but not line damage
(c) transformer damage given that there is no line damage
(d) transformer damage or line damage

Dr. S. K. Yadav (LPU) 40 / 53


Q. 4 In studying the causes of power failures, it have been found
that 5% are due to transformer damage, 80% are due to line dam-
age, 1% involve both problems. Based on these percentages,
approximate the probability that a given power failure involves:
(a) line damage given that there is transformer damage
(b) transformer damage but not line damage
(c) transformer damage given that there is no line damage
(d) transformer damage or line damage
Soln. Let events A and B denote that failure is due to transformer
damage and line damage, respectively. Then we have, P(A) =
0.05, P(B) = 0.80, and P(A ∩ B) = 0.01. We have to find

Dr. S. K. Yadav (LPU) 40 / 53


Q. 4 In studying the causes of power failures, it have been found
that 5% are due to transformer damage, 80% are due to line dam-
age, 1% involve both problems. Based on these percentages,
approximate the probability that a given power failure involves:
(a) line damage given that there is transformer damage
(b) transformer damage but not line damage
(c) transformer damage given that there is no line damage
(d) transformer damage or line damage
Soln. Let events A and B denote that failure is due to transformer
damage and line damage, respectively. Then we have, P(A) =
0.05, P(B) = 0.80, and P(A ∩ B) = 0.01. We have to find
(a) P(B|A) =
(b) P(A ∩ B̄)
(c) P(A|B̄) =
(d) P(A ∪ B) = (Try yourself)
Dr. S. K. Yadav (LPU) 40 / 53
BLANK

Dr. S. K. Yadav (LPU) 41 / 53


Theorem of Total Probability

Theorem
Let Ei , i = 1, 2, 3, ....n are n mutually exclusive and exhaustive
events in the sample space of a random experiment with the
probabilities P(Ei ) such that P(Ei ) ̸= 0. Let A be an event in the
sample space such that P(A) ̸= 0. Then

n
X
P(A) = P(Ei )P(A|Ei )
i=1

Dr. S. K. Yadav (LPU) 42 / 53


Proof: Since events Ei ’s are exhaustive, hence S = E1 ∪ E2 ∪
E3 ... ∪ En . We have

A=A∩S
= A ∩ (E1 ∪ E2 ∪ E3 ... ∪ En )
= (A ∩ E1 ) ∪ (A ∩ E2 ) ∪ (A ∩ E3 )... ∪ (A ∩ En )
⇒ P(A) = P(A ∩ E1 ) + P(A ∩ E2 ) + P(A ∩ E3 )... + P(A ∩ En )
= P(E1 )P(A|E1 ) + P(E2 )P(A|E2 ) + ... + P(En )P(A|En )
Xn
= P(Ei )P(A|Ei )
i=1

Dr. S. K. Yadav (LPU) 43 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. 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 that it is defective?

Dr. S. K. Yadav (LPU) 44 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. 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 that it is defective?
Sol.: Let A be the event that product is defective. Let B1 , B2 , and
B3 are the events that product is made by machine M1 , M2 and
M3 , respectively. Given that

Dr. S. K. Yadav (LPU) 44 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. 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 that it is defective?
Sol.: Let A be the event that product is defective. Let B1 , B2 , and
B3 are the events that product is made by machine M1 , M2 and
M3 , respectively. Given that
P(B1 ) = 0.3, P(B2 ) = 0.45, P(B3 ) = 0.25 P(A|B1 ) = 0.02, P(A|B2 ) =
0.03, P(A|B3 ) = 0.02

Dr. S. K. Yadav (LPU) 44 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. 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 that it is defective?
Sol.: Let A be the event that product is defective. Let B1 , B2 , and
B3 are the events that product is made by machine M1 , M2 and
M3 , respectively. Given that
P(B1 ) = 0.3, P(B2 ) = 0.45, P(B3 ) = 0.25 P(A|B1 ) = 0.02, P(A|B2 ) =
0.03, P(A|B3 ) = 0.02
From the total probability theorem,
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)
Ans:0.0245.

Dr. S. K. Yadav (LPU) 44 / 53


Q.1 A person has undertaken a construction job. The probabil-
ities are 0.65 that there will be strike, 0.80 that the construction
job will be completed on time if there is no strike, and 0.32 that
the construction job will be completed on time if there is a strike.
Determine the probability that the construction job will be com-
pleted on time.

Dr. S. K. Yadav (LPU) 45 / 53


Q.1 A person has undertaken a construction job. The probabil-
ities are 0.65 that there will be strike, 0.80 that the construction
job will be completed on time if there is no strike, and 0.32 that
the construction job will be completed on time if there is a strike.
Determine the probability that the construction job will be com-
pleted on time.
Sol: Let A be the event that the construction job will be com-
pleted on time, and B be the event that there will be a strike.

Dr. S. K. Yadav (LPU) 45 / 53


Q.1 A person has undertaken a construction job. The probabil-
ities are 0.65 that there will be strike, 0.80 that the construction
job will be completed on time if there is no strike, and 0.32 that
the construction job will be completed on time if there is a strike.
Determine the probability that the construction job will be com-
pleted on time.
Sol: Let A be the event that the construction job will be com-
pleted on time, and B be the event that there will be a strike.
By Total probability theorem
P(A) = P(B)P(A|B) + P(B̄)P(A|B̄)

Dr. S. K. Yadav (LPU) 45 / 53


Q.1 A person has undertaken a construction job. The probabil-
ities are 0.65 that there will be strike, 0.80 that the construction
job will be completed on time if there is no strike, and 0.32 that
the construction job will be completed on time if there is a strike.
Determine the probability that the construction job will be com-
pleted on time.
Sol: Let A be the event that the construction job will be com-
pleted on time, and B be the event that there will be a strike.
By Total probability theorem
P(A) = P(B)P(A|B) + P(B̄)P(A|B̄)
= (0.65)(0.32) + (1 − 0.65)(0.8)
Ans: 0.488.

Dr. S. K. Yadav (LPU) 45 / 53


Q.2 A factory has four independent units which produce 40%,
30%,20%, and 10% of identical items, respectively. The percent-
age of defective items produced by theseu units are 2%, 1%, 0.5%,
and 0.25%, respevtively. If an item is selected at random, find the
probability that the item is defective.
Sol: Let M be the event that item is defective.
Ans: P(M) = 0.01225.

Dr. S. K. Yadav (LPU) 46 / 53


Baye’s Theorem: (Thomas Bayes, 1761)

Theorem
Let Ei are n mutually exclusive and exhaustive events in the
sample space of a random experiment with the probabilities
P(Ei ) such that P(Ei ) ̸= 0. Let A be an event in the sample
space such that P(A) ̸= 0, then

P(Ei ).P(A|Ei )
P(Ei |A) = n
P
P(Ei )P(A|Ei )
i=1

Remark: This gives a rule to update prior probability of some


event on the basis of new information by the event.

Dr. S. K. Yadav (LPU) 47 / 53


Example 1. The probabilities of X , Y and Z becoming managers
are 4/9, 2/9 and 1/3 respectively. The probabilities that the bonus
scheme will be introduced if X , Y and Z become managers are
3/10, 1/2 and 4/5 respectively.
(a) What is the probability that bonus scheme will be introduced.
(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
Soln. Let A1 , A2 and A3 denote the events that X , Y and Z
become manager respectively. Let B denote that bonus scheme
is introduced. Then, we have to find P(B), where given that

Dr. S. K. Yadav (LPU) 48 / 53


Example 1. The probabilities of X , Y and Z becoming managers
are 4/9, 2/9 and 1/3 respectively. The probabilities that the bonus
scheme will be introduced if X , Y and Z become managers are
3/10, 1/2 and 4/5 respectively.
(a) What is the probability that bonus scheme will be introduced.
(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
Soln. Let A1 , A2 and A3 denote the events that X , Y and Z
become manager respectively. Let B denote that bonus scheme
is introduced. Then, we have to find P(B), where given that
P(A1 ) = 4/9, P(A2 ) = 2/9, P(A3 ) = 1/3,
and P(B|A1 ) = 3/10, P(B|A2 ) = 1/2, P(B|A3 ) = 4/5.

Dr. S. K. Yadav (LPU) 48 / 53


Example 1. The probabilities of X , Y and Z becoming managers
are 4/9, 2/9 and 1/3 respectively. The probabilities that the bonus
scheme will be introduced if X , Y and Z become managers are
3/10, 1/2 and 4/5 respectively.
(a) What is the probability that bonus scheme will be introduced.
(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
Soln. Let A1 , A2 and A3 denote the events that X , Y and Z
become manager respectively. Let B denote that bonus scheme
is introduced. Then, we have to find P(B), where given that
P(A1 ) = 4/9, P(A2 ) = 2/9, P(A3 ) = 1/3,
and P(B|A1 ) = 3/10, P(B|A2 ) = 1/2, P(B|A3 ) = 4/5.
(a) B = (A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B).
⇒ P(B) = P(A1 ∩ B) + P(A2 ∩ B) + P(A3 ∩ B).
= 4/9.3/10 + 2/9.1/2 + 1/3.4/5

Dr. S. K. Yadav (LPU) 48 / 53


Example 1. The probabilities of X , Y and Z becoming managers
are 4/9, 2/9 and 1/3 respectively. The probabilities that the bonus
scheme will be introduced if X , Y and Z become managers are
3/10, 1/2 and 4/5 respectively.
(a) What is the probability that bonus scheme will be introduced.
(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
Soln. Let A1 , A2 and A3 denote the events that X , Y and Z
become manager respectively. Let B denote that bonus scheme
is introduced. Then, we have to find P(B), where given that
P(A1 ) = 4/9, P(A2 ) = 2/9, P(A3 ) = 1/3,
and P(B|A1 ) = 3/10, P(B|A2 ) = 1/2, P(B|A3 ) = 4/5.
(a) B = (A1 ∩ B) ∪ (A2 ∩ B) ∪ (A3 ∩ B).
⇒ P(B) = P(A1 ∩ B) + P(A2 ∩ B) + P(A3 ∩ B).
= 4/9.3/10 + 2/9.1/2 + 1/3.4/5
Ans: 23/45
Dr. S. K. Yadav (LPU) 48 / 53
(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
We have to find P(A1 |B).

Dr. S. K. Yadav (LPU) 49 / 53


(b) If bonus scheme has been introduced, what is the probability
that the manager appointed was X .
We have to find P(A1 |B).

P(A1 ).P(B|A1 )
P(A1 |B) =
P(B)
12/90
=
23/45
= 6/23

Dr. S. K. Yadav (LPU) 49 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. It is known from past experience that 2%, 3%, and 2% of
the products made by each machine, respectively, are defective.
If a product was chosen randomly and found to be defective, what
is the probability that it was made by machine M3 ??

Dr. S. K. Yadav (LPU) 50 / 53


Example1 In a certain assembly plant, three machines, M1 , M2 ,
and M3 , make 30%, 45%, and 25%, respectively, of the prod-
ucts. It is known from past experience that 2%, 3%, and 2% of
the products made by each machine, respectively, are defective.
If a product was chosen randomly and found to be defective, what
is the probability that it was made by machine M3 ??
Sol.: We have already find P(A) = 0.0245. Here, we need to
find P(E3 |A) = PP(E 3 ).P(A|E3 )
P(Ei ).P(A|Ei )
= 0.25×0.02
0.0245
10
= 49

Dr. S. K. Yadav (LPU) 50 / 53


Example 2. The chances that doctor will diagnose a disease
X correctly is 60%. The chances that a patient will die by his
treatment after correct diagnose is 40% and the chances of death
by wrong diagnose is 70%. A patient of doctor, who had disease
X died. what is the probability that his disease was diagnose
correctly.
Soln. Let A1 denotes that disease is diagnose correctly by doc-
tor. Then A2 denote that disease is not diagnose correctly.
Let B denotes that a patient who had disease X died. P(A1 |B) =
P(A1 ).P(B|A1 )
P(B)
= 6/13

Dr. S. K. Yadav (LPU) 51 / 53


BLANK

Dr. S. K. Yadav (LPU) 52 / 53


THANK YOU

Dr. S. K. Yadav (LPU) 53 / 53

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