Probability and Random variables

There are lots of phenomena in nature, like tossing a coin or tossing a die, whose outcomes
cannot be predicted with certainty in advance, but the set of all the possible outcomes is
known. Such an experiment has more than one possible outcome and can be repeated any
number of times and their outcomes cannot be repeated before the actual conduct of the
experiment. These are what we call random phenomena or random experiments
Random experiment may be defined as an experiment with more than one possible outcome,
which may be repeated any number of times under more or less similar conditions and the
outcomes of which vary irregularly from repetition to repetition.
In such an experiment, the set of all the possible outcomes is called the sample space of the
experiment and any subset of the sample space is called an event.
Definitions
The sample space S of any random experiment is the set of all possible outcomes of the
experiment.
An event E is any collection of sample points. In other words any subset of the sample space
S is called an event.
A simple outcome of a random experiment is called a sample point or elementary outcome. It
is an outcome of a random experiment which cannot further split. Outcomes of the
experiment which can be further split up are called a compound event.

Here are some examples:

Eg. of
Sl. No. Random Experiment Sample Space S Events
1 toss a coin S={heads,tails} or {H,T} H
2 roll a die S={1,2,3,4,5,6} 2
3 number of Phones sold S={0,1,2,3,⋯} 0
4 # of goals in a soccer match S={0,1,2,3,⋯} 7, 9
5 Tossing a coin twice S={HH, HT, TH, TT} HT
6 Tossing a die twice S={(1,1), (1,2) , ….(6,5),(6,6) {(3,4), (3,5)}
7 tossing a coin until a Head occur S={H, TH, TTH, TTTH, ……} TTTTH
8 lifetime of a light bulb (0, ∞) (2,3)

Methods of specifying sets:

(1) Roster method- List all simple outcomes or sample points and enclose them within braces.
Eg. S={H, T}
(2) Rule method- Write the defining property of the simple outcomes and enclosing them
within braces.
Eg. {x/x is positive integer}
Discrete and continuous sample spaces
Sample space is discrete if it can assume only a countable number of points. For example, if
the random experiment is counting the number of defective tires in a group of 10 tires, the

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sample space under consideration is discrete because it can take only values of 0 or 1 or 2 or
3 or . . . 10 (i.e., we cannot have 1.7 or 2.2 defective tires). A sample space is said to be
continuous if S can assume any value in an interval. For example, if the random experiment
is counting the weight of an item, which may weigh from 5 to 7 ounces, S is continuous
because S can take any value in the interval of 5 to 7 ounces (such as, 5.1, 6.22, etc.). In the
continuous case, it is not possible to list the sample space by individual values in any form.
The way to distinguish between discrete and continuous is to ask whether S can be counted or
not. The outcomes of discrete sample space can be counted
Q1. Write down the sample space of visiting families with two children and noting their
sexes.
Here the random experiment is "visiting families with two children and noting their sexes". If
M denotes the male child and F denote the female child, the possible outcomes are (F, F), (F,
M), (M, F) and (M, M). Then the sample space is
S = {(F, F), (F, M), (M, F) , (M, M)} or S = {(x, y)/ x = M, F, y= M, F}.
Q2. Two dice with numbers 1 to 6 written on their six faces are rolled. Write down the
sample spaces (1) the number shown by the dice (2) the sum of the numbers turned up.
Ans:
(1) The first and the second die can show any number from 1 to 6. Therefore, the possible
values are (1,1), (1,2), (1,3), …..(5,6), (6, 6). Hence the sample space
S = { (1, 1), (1, 2), (1, 3), …..(5, 6), (6, 6) } or S = {(x, y)/ x = 1,2 …,6, y= 1,2 …,6}
(2) The minimum possible value of the sum of the faces is 2 and the maximum possible value
is 12. Hence the sample space
S = { 2, 3, …, 12 } or S = { x/x is an integer such that 2≤ x ≤ 12 }
Q3. Write down the sample space when (1) n tosses of a coin with head or tail as possible
outcomes in each case; (2) Successive tosses of a coin until head turns up.
Ans:
(1) Each of the n tosses may result in either a 'F' or a 'M '. Therefore, if we denote the
outcomes as x1, x2, …, xn, then each xi can assume values F or M.
S = { x1, x2, …, xn} where xi = F, M
Or S = {( x1, x2, …, xn)/ xi = F, M , i=1,2, …, n}
Note that there are 2n points in the sample space.
Q4. Two fair dice are rolled. Show the sample space corresponding to the outcomes which
gives the sum odd.
Ans:
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Each die can show any of the numbers from 1 to 6. So the possible outcomes are (1, 1), (1,2),
…. (6,6). The outcomes with sum shows odd number are (1,2), (1, 4) , … (3,6), (5,6).
Therefore, S = { (1,2), (1, 4) , (1,6), (2,1), (2,3), (2,5), (3,2), (3,4), (3,6), (4,1), (4,3), (4,5),
(5,2), (5,4), (5,6), (6,1), (6,3), (6,5)} or S = {(x,y)/ x=1,2, ..6, y=1,2, …6 such that x=y is
odd}
Q5. Consider the random experiment of tossing a coin three times. (a) Find the sample space
of this experiment. (b) Find the outcomes of the event of obtaining more than one head.
Ans:
We will use T for tail and H for head.
(a) The sample space is composed of eight outcomes:
S = {TTT; TTH; THT; THH;HTT;HTH;HHT;HHH}:
(b) The event of obtaining more than one head is the set
S={THH;HTH;HHT;HHH}

Exercise
(1) Three coins are tossed. Write down the sample space.
(2) Five coins are tossed. Write down the sample space.
(3) Two dice are rolled. Setup the sample space corresponding to the showing up of the two
numbers whose sum is divisible by 3.
(4) A coin is tossed twice. A sample space S can be described in an obvious manner as {HH,
HT, TH, TT}.
(a) What are the sample points and the elementary events of this S?
(b) What is the event that corresponds to the statement “at least one tail is obtained”?
(c) What event corresponds to “at most one tail is obtained”?
(5) A coin is tossed three times. Consider the sample space S = {HHH,
HHT, HTH, HTT, THH, THT, TTH, TTT} for this experiment.
(a) Is this S suitable to describe two tosses of a coin instead of the S in Exercise (4)? Explain!
(b) What events correspond in this S to the statements
x = “at least one head is obtained,”
y = “at least one head is obtained in the first two tosses,”
z = “exactly one head is obtained”?
(6) (a) List four different sample spaces to describe three tosses of a coin.
(b) For each of your sample spaces in part (a) give the event corresponding to the statement
“at most one tail is obtained,” if possible.
(c) Is it possible to find an event corresponding to the above statement in every conceivable
sample space for the tossing of three coins? Explain!
Event operations
(i) Equality of events: Two events A and B are said to be equal if every element of A is an
element of B and every element of B is an element of A.
Eg- A={1, 2, 3}, B={1, 2, 3}

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(ii) Compliment of an event: The compliment of an event A is the event with elements that
that not in A but in the sample space S. It is usually denoted by 𝐴̅ or 𝐴𝑐 or 𝐴′

Eg. S={1, 2, 3, 4, 5}, A={1, 2, 3}. Then Ac = {4, 5}

(iii) Sub event and super event : If every element of A is an event of B, then A is said to be
a sub event of B and can be denoted by A⊂ B and B is said to be a super event of A.
Eg- B={1, 2, 3}, A={1, 2}

Note- If B⊂ A and A ⊂ B, then A=B

(iv) Union of events: The union of two or more events is the event whose elements are the
points which are elements of at least one of the given events. The union of events A and B is
usually denoted by AUB or A+B.
Eg-A={1,2,3}, B={3,4,5} AUB ={1,2,3,4,5}

(v) Intersection of two events:The intersection of two or more events is the event whose
elements are the points which are elements of all the given events and is usually denoted by
the symbol 𝐴 ∩ 𝐵 ∩.. or AB.

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Eg-A={1,2,3}, B={3,4,5} A∩B ={3}
Q6. If S= {0,1,2,3,4,5}, A= {1,2,3,4}, B= {3,4,5}, C= {0,4,5}. Compute (1) AUB (2) 𝐴 ∩ 𝐵,
(3) 𝐴′ , (4) 𝐴 ∩ 𝐶, (5) 𝐴′ ∩ 𝐵 ′ , (6) 𝐴 ∩ 𝐵 ∩ 𝐶
Ans
AUB = {1,2,3,4,5}
𝐴 ∩ 𝐵 = {3,4}
𝐴′ ={5}
𝐴 ∩ 𝐶 ={4}
𝐴′ ∩ 𝐵 ′ = {0,5}∩{0,1,2} ={0}
𝐴 ∩ 𝐵 ∩ 𝐶 = {4}

(vi) Mutually exclusive and exhaustive events- Two events which cannot occur together are
said to be mutually exclusive events. For example, head and tail are mutually exclusive in the
case of tossing of a single coin because occurrence of one of them implies the non occurrence
of the other.
If 𝐴1 , 𝐴2 , …., 𝐴𝑘 are mutually exclusive if 𝐴𝑖 ∩ 𝐴𝑗 = 𝜙 for i=1,2, …, k j=1,2,…, k , i≠j.
A set of k events are said to be exhaustive if their union is the sample space S
Mutually exclusive and exhaustive events are the events which cannot occur together and
their union constitute the whole sample space. For example, Head and tail are mutually
exclusive and exhaustive events in the case of tossing of a coin once because head and tail are
mutually exclusive and they constitute the same space itself.

(vii) Sigma filed ( σ-field) of events. Any set β of events is said to be a σ-field if it satisfies
the following conditions:
1) the sample space S and the null set ϕ are in β
2) If a finite or countable union of events 𝐴1 , 𝐴2 , …., are in β, then their unions and
intersections are in β
3) If A is an event in β, then its compliment 𝐴𝑐 also in β

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Eg- If H denote the head and T denote the tail when a coin is tossed, the σ-field can be
written as β= { 𝜙, 𝐻, 𝑇, {𝐻, 𝑇}}
Algebra of events
(i) Identity laws
(a) AUϕ = A (b) AUS = S (c) A∩ϕ = ϕ (d) A∩S = A
(ii) Idempotent laws
(a) AUA= A (b) A∩A= A
(iii) Compliment laws
(a) 𝐴 𝑈𝐴′ = S (b) 𝐴 ∩ 𝐴′ = ϕ (c) (𝐴′ )′ = A
(iv) Commutative laws
(a) AUB = BUA (b) A∩B = B∩A
(v) De Morgan's laws
(a) (𝐴𝑈𝐵)′ = 𝐴′ ∩ 𝐵 ′ (b) (𝐴 ∩ 𝐵)′ =𝐴′ U𝐵 ′
(vi) Associative laws
(a) AU(BUC) = (AUB)UC = AUBUC (b) A∩ (B∩C) = (A∩B) ∩C = A∩B∩C
(vii) Distributive laws
(a) A∪ (B∩C) =(A∪B) ∩ (A∪C) (b) A∩ (B∪C) =(A∩B) ∪ (A∩C)
Q6. If A, B, C are any three events, using the help of Venn diagram write down the events
(i) exactly two of A, B and C (ii) At least one of A, B and C (iii)At most two of A, B and C
(iv)None of A, B and C.
Answer
(i) Exactly two of the events A, B and C can happen in any three mutually exclusive ways
1) A and B happen and C does not happen => A∩ B ∩ 𝐶 ′ or
2) A and C happen and B does not happen => A∩ C ∩ 𝐵 ′ or
3) B and C happen and A does not happen => B∩ C ∩ 𝐴′

Therefore, the required event is (A ∩ B ∩ 𝐶 ′ )𝑈(A ∩ C ∩ 𝐵 ′ )U(B ∩ C ∩ 𝐴′ )

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(ii) At least one of A, B and C implies that is said to happen if the experiment results in an
element from A or B or C. This can be represented by AUBUC

(iii) At most two of the events A, B, C happens expect when A and B and C occur together.
This can be represented as (𝐴 ∩ 𝐵 ∩ 𝐶)′ or 𝐴′ 𝑈𝐵 ′ 𝑈𝐶 ′ .

(iv) None of A B and C is the compliment of 'at least one of A, B or C'. That is the event
(𝐴𝑈𝐵𝑈𝐶)′ or 𝐴′ ∩ 𝐵 ′ ∩ 𝐶 ′ .

Q7. If the sample space S ={1,2,3}. (i) write down the σ field. (ii) Construct a σ field
consisting of the events {1, 2} and {3}.
Answer
(i) β = { {ϕ}, { 1}, {2}, {3}, {1,2}, {1,3}, {2,3}, {1,2,3}}
(ii) Let A= {1, 2} and B = {3} . Then A'= {3} and B' = {1,2}, AUB =S, A∩ 𝐵 = 𝜙.
Therefore, β = { {ϕ}, { A}, {B}, {S}}
Exercise
1) For a random experiment, the sample space is S= { 1,2,3,4,5}. A= {1,2,3}, B= {3,4,5}.
Find the events, (a) A', (b) B', (c) AUB, (d) A∩ 𝐵, (e) (A∩ 𝐵)′ , (f) A'∩ 𝐵
2) Using an example show that A∩ 𝐵 ∩C = ϕ does not imply that A∩ 𝐵 = ϕ or A∩ 𝐶 = ϕ or
C∩ 𝐵 = ϕ
3) Explain the relationship between the events if
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(a) A∩ 𝐵= A, (b) A∩ 𝐵 = 𝜙, (c) AUB =A, (d) AUB= S
4) Write the following events in notations
(a) at least one of the events A, B , C occurs;
(b) at most one of the events A, B , C occurs;
(c) none of the events A, B , C occurs
(d) all three events A, B , C occur;
(e) exactly one of the events A, B , C occurs;
(f) events A and B occur, but not C ;
(g) either event A occurs or, if not, then B also does not occur.
Hint

Exercises
(1) If in a survey of 100 people, 65 people drink, 28 smoke, and 30 do neither, then how
many do both?
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(2) Give an example of three pairwise nondisjoint sets A, B and C such that A ∩ B ∩ C = ϕ.
(3) Prove that any one of the conditions A ∩ B = ϕ, A ∩ C = ϕ, or B ∩ C = ϕ implies A
∩ B ∩ C = ϕ.
(4) Exercise 2.1.6. How many cards are there in a deck of 52 that are
(a) Aces or spades,
(b) neither Aces nor spades,
(c) neither Aces nor spades nor face cards (J, Q, K)?
Probability
Intuitively, the mathematical theory of probability deals with patterns that occur in random
events. It is the likelihood of something happening. When someone tells you the probability
of something happening, they are telling you how likely that something is. When people buy
lottery tickets, the probability of winning is usually stated, and sometimes, it can be
something like 1/10,000,000 (or even worse). This tells you that it is not very likely that you
will win.
Definitions of probability
There are four important definitions of probability. They are:

1. Classical (sometimes called "A priori" or "Theoretical")

For example, suppose we consider tossing a fair die. There are six possible numbers that
could come up ("outcomes"), and, since the die is fair, each one is equally likely to occur. So
we say each of these outcomes has probability 1/6. Since the event "an odd number comes
up" consists of exactly three of these basic outcomes, we say the probability of "odd" is 3/6,
=1/2.
Classical Definition: if we have a random experiment in which there are n equally likely
outcomes, and an event A consists of exactly m of these outcomes, we say that the
probability of A is m/n. We may write this as "P(A) = m/n".

For example, if want to compute the probability of getting an even number in the case of
tossing of a fair die, we have n =6 and m =3 and P(A) =3/6. This perspective has the
advantage that it is conceptually simple for many situations. However, it is limited, since
many situations do not have finitely many equally likely outcomes. Tossing an unbalanced
die is an example where we have finitely many outcomes, but they are not equally likely.
Studying people's incomes over time would be a situation where we need to consider

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infinitely many possible outcomes, since there is no way to say what a maximum possible
income would be, especially if we are interested in the future.

2. Empirical or Statistical (sometimes called "A posteriori" or "Frequentist") Definition

To get the idea, suppose that we have a die which we are told is weighted, but we don't know
how it is weighted. We could get a rough idea of the probability of each outcome by tossing
the die a large number of times and using the proportion of times that the die gives that
outcome to estimate the probability of that outcome.
Empirical Definition : The probability of the event A is the limit as n approaches infinity of
m/n, where n is the number of times the random experiment is repeated, and m is the
number of times the outcome A happens.
𝑓
Therefore, P(A) = lim 𝑛
𝑛→∞

In other words, imagine tossing the die 100 times, 1000 times, 10,000 times, ... . Each time
we expect to get a better and better approximation to the true probability of the event A. The
mathematical way of describing this is that the true probability is the limit of the
approximations, as the number of tosses "approaches infinity" (that just means that the
number of tosses gets bigger and bigger indefinitely).
Properties
𝑓
(1) P(A) = lim 𝑛
𝑛→∞
𝑓
Evidently, 0 ≤ 𝑓 ≤ 𝑛 and so 0 ≤ 𝑛 ≤ 1
𝑓
Therefore, 0 ≤ lim 𝑛 ≤ 1
𝑛→∞

Or 0 ≤ 𝑃(𝐴) ≤ 1
𝑛−𝑓 𝑓
(2) P(𝐴′ ) or P(𝐴𝑐 ) = lim = lim (1 − 𝑛) = 1 − 𝑃(𝐴)
𝑛→∞ 𝑛 𝑛→∞

This view of probability generalizes the first view: If we indeed have a fair die, we expect
that the number we will get from this definition is the same as we will get from the first
definition (e.g., P(getting 1) = 1/6; P(getting an odd number) = 1/2). In addition, this second
definition also works for cases when outcomes are not equally likely, such as the weighted
die. It also works in cases where it doesn't make sense to talk about the probability of an
individual outcome. For example, we may consider randomly picking a positive integer ( 1, 2,
3, ... ) and ask, "What is the probability that the number we pick is odd?" Intuitively, the
answer should be 1/2, since every other integer (when counted in order) is odd. To apply this

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definition, we consider randomly picking 100 integers, then 1000 integers, then 10,000
integers, ... . Each time we calculate what fraction of these chosen integers are odd. The
resulting sequence of fractions should give better and better approximations to 1/2.
However, the empirical perspective does have some disadvantages. First, it involves a
thought experiment. In some cases, the experiment could never in practice be carried out
more than once. Consider, for example the probability that the Dow Jones average will go up
tomorrow. There is only one today and one tomorrow. Going from today to tomorrow is not
at all like rolling a die. We can only imagine all possibilities of going from today to a
tomorrow (whatever that means). We can't actually get an approximation.
A second disadvantage of the empirical perspective is that it leaves open the question of how
large n has to be before we get a good approximation. The example linked above shows that,
as n increases, we may have some wobbling away from the true value, followed by some
wobbling back toward it, so it's not even a steady process.

The empirical view of probability is the one that is used in most statistical inference
procedures. These are called frequentist statistics. The frequentist view is what gives
credibility to standard estimates based on sampling. For example, if we choose a large
enough random sample from a population (for example, if we randomly choose a sample of
1000 students from the population of all 50,000 students enrolled in the university), then the
average of some measurement (for example, college expenses) for the sample is a reasonable
estimate of the average for the population.
3. Axiomatic
The axiomatic perspective says that probability is any function P from events to numbers
satisfying the three conditions (axioms) below.
The three axioms of probability:

I. 0 ≤ P(E) ≤ 1 for every allowable event E. (In other words, 0 is the smallest
allowable probability and 1 is the largest allowable probability).
II. The certain event has probability 1. (The certain event is the event "some outcome
occurs." For example, in rolling a die, the certain event is "One of 1, 2, 3, 4, 5, 6
comes up." In considering the stock market, the certain event is "The Dow Jones
either goes up or goes down or stays the same.")
III. The probability of the union of mutually exclusive events is the sum of the
probabilities of the individual events. (Two events are called mutually exclusive if

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 they cannot both occur simultaneously. For example, the events "the die comes up 1"
and "the die comes up 4" are mutually exclusive, assuming we are talking about the
same toss of the same die. The union of events is the event that at least one of the
events occurs. For example, if E is the event "a 1 comes up on the die" and F is the
event "an even number comes up on the die," then the union of E and F is the event
"the number that comes up on the die is either 1 or even."

If we have a fair die, the axioms of probability require that each number comes up with
probability 1/6: Since the die is fair, each number comes up with the same probability. Since
the outcomes "1 comes up," "2 comes up," ..."6 come up" are mutually exclusive and their
union is the certain event, Axiom III says that
P(1 comes up) + P( 2 comes up) + ... + P(6 comes up) = P(the certain event),
which is 1 (by Axiom 2). Since all six probabilities on the left are equal, that common
probability must be 1/6.

4. Subjective

Subjective probability is an individual person's measure of belief that an event will occur.
With this view of probability, it makes perfectly good sense intuitively to talk about the
probability that the Nifty average will go up tomorrow. You can quite rationally take your
subjective view to agree with the classical or empirical views when they apply, so the
subjective perspective can be taken as an expansion of these other views.
However, subjective probability also has its downsides. First, since it is subjective, one
person's probability (e.g., that the Nifty will go up tomorrow) may differ from another's. Still,
it models the reality that often people do differ in their judgments of probability.
The second downside is that subjective probabilities must obey certain "coherence"
(consistency) conditions in order to be workable. For example, if you believe that the
probability that the Nifty will go up tomorrow is 60%, then to be consistent you cannot
believe that the probability that the Nifty will do down tomorrow is also 60%. It is easy to fall
into subjective probabilities that are not coherent.

Theorem -1: If A is an event and 𝐴𝑐 is its compliment, then 𝑃(𝐴𝑐 ) = 1 − 𝑃(𝐴)

Proof
Theorem -2:For any event A, 0 ≤ 𝑃(𝐴) ≤ 1
Theorem -3:P(𝜙) = 0

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Theorem -3:Addition theorem: 𝑃(𝐴𝑈𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
Proof

P(𝐴𝑈𝐵) = (number of elements in A+ num. of elements in B- num. of elements in A and B)/

no. of elements in sample space S
# 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑡𝑠 𝑖𝑛 𝐴 # 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑡𝑠 𝑖𝑛 𝐵 # 𝑜𝑓 𝑒𝑙𝑒𝑚𝑒𝑡𝑠 𝑖𝑛 𝐴 ∩ 𝐵
= + −
# 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑆 # 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑆 # 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑖𝑛 𝑆

= 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

Result-1
For any three events A, B and C,
P(𝐴𝑈𝐵𝑈𝐶) = 𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) + 𝑃(𝐴 ∩ 𝐵) + 𝑃(𝐴 ∩ 𝐶) + 𝑃(𝐵 ∩ 𝐶) − 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)
Result-2: For any two events A and B prove that
𝑃((𝐴 ∩ 𝐵̅ )𝑈(𝐴̅ ∩ 𝐵)) =𝑃(𝐴) + 𝑃(𝐵) − 2𝑃(𝐴⋂𝐵)
Or 𝑃(𝑒𝑥𝑎𝑐𝑡𝑙𝑦 𝑜𝑛𝑒 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑣𝑒𝑛𝑡𝑠 𝐴 𝑎𝑛𝑑 𝐵) =𝑃(𝐴) + 𝑃(𝐵) − 2𝑃(𝐴⋂𝐵)

Q1. Given, 𝑃(𝐴) = 𝑝1 , 𝑃(𝐵) = 𝑝2 , 𝑃(𝐴𝐵) = 𝑝3 . Find (1) 𝑃(𝐴̅ ∩ 𝐵̅ ), (2) 𝑃(𝐴̅𝑈𝐵̅ ), (3)
𝑃(𝐴̅ ∩ 𝐵)

Answer

̅̅̅̅̅̅̅̅̅ = 1- P(AUB) = 1- [𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)] = 1 − 𝑝1 − 𝑝2 + 𝑝3

(1) 𝑃(𝐴̅ ∩ 𝐵̅ ) = 𝑃(𝐴𝑈𝐵)

̅̅̅̅̅̅̅̅̅̅
(2) 𝑃(𝐴̅𝑈𝐵̅ ) = 𝑃(𝐴 ∩ 𝐵) = 1- 𝑃(𝐴 ∩ 𝐵) = 1 − 𝑝3

(3) 𝑃(𝐴̅𝑈𝐵) = 𝑃(𝐴̅ ) + 𝑃(𝐵) − 𝑃(𝐴̅ ∩ 𝐵)

Or 𝑃(𝐴̅ ∩ 𝐵) = 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) = 𝑝2 − 𝑝2

Q 6. If 𝑃(𝐴) = 0.3, 𝑃(𝐵) = 0.2, 𝑃(𝐴 ∩ 𝐵) = 0.1 find the probabilities of

1) at least one of the events occur (2) exactly one of the events occur (3) None of the events
occur.

Answer

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1) P(at least one of the events occur) = 𝑃(𝐴𝑈𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

= 0.3+0.2-0.1

=0.4

2) P(Exactly one of the events to occur ) = 𝑃((𝐴 ∩ 𝐵̅ )𝑈(𝐴̅ ∩ 𝐵))

= 𝑃(𝐴 ∩ 𝐵̅ ) + 𝑃(𝐴̅ ∩ 𝐵) (1)

We can write the event A as, A =(𝐴 ∩ 𝐵)𝑈(𝐴 ∩ 𝐵̅ )

Therefore, 𝑃(𝐴) = 𝑃(𝐴 ∩ 𝐵) + 𝑃(𝐴 ∩ 𝐵̅ )

or 𝑃(𝐴 ∩ 𝐵̅ ) =𝑃(𝐴) − 𝑃(𝐴 ∩ 𝐵) = 0.3-0.1= 0.2

Similarly, 𝑃(𝐴̅ ∩ 𝐵) = 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵) = 0.2- 0.1 =0.1

Substituting in (1) we get P(Exactly one of the events to occur ) = 0.2+0.1= 0.3

3) P(None of the events occur)= 1- P(at least one of the events A and B occur)

=1- 𝑃(𝐴𝑈𝐵)

=1-0.4 =0.6

Q2. Check the consistency of the following probabilities.

𝑃(𝐴) = 0.3 , 𝑃(𝐵) = 0.2, 𝑃(𝐶) = 0.8 𝑃(𝐴 ∩ 𝐵) = 0.2 , 𝑃(𝐵 ∩ 𝐶) = 0.4, 𝑃(𝐶 ∩ 𝐴) =
0.2, 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 0.1, 𝑃(𝑛𝑒𝑖𝑡ℎ𝑒𝑟 𝐴 𝑛𝑜𝑟 𝐵 𝑛𝑜𝑟 𝐶) = 0.15

Q3. Check the consistency of the following probabilities

(a) (𝐴) = 0.1 , 𝑃(𝐴 ∩ 𝐵) = 0.2

(b) (𝐴) = 0.87 , 𝑃(𝐴𝑈𝐵) = 0.78

(c) (a) 𝑃(𝐴) = 0.48 , 𝑃(𝐴̅) = 0.81

Q4. The probability that a person stopping at a petrol bunk will ask for the tyres checked is
0.12, the probability that he will ask for the oil checked is 0.29 and the probability that he
will ask to have both checked is 0.07. What is the probability that a person stopping at the
petrol bunk will have (1) either the tyres or oil checked and (2) neither the tyre nor the oil
checked.

Answer

Let A denote the event of asking for the checking of tyres and B asking for the checking of
oil.

𝑃(𝐴) = 0.12 , 𝑃(𝐵) = 0.29, 𝑃(𝐴 ∩ 𝐵) = 0.07

14
 ̅ )𝑈(𝐴̅ ∩ 𝐵))
(1) P(either the tyres or oil checked) = 𝑃((𝐴 ∩ 𝐵

= 𝑃(𝐴) + 𝑃(𝐵) − 2𝑃(𝐴⋂𝐵)

= 0.12+0.29-2*0.07

=0.27

(2) P(neither the tyre nor the oil checked) = 𝑃(𝐴̅ ∩ 𝐵

̅)

̅̅̅̅̅̅̅̅̅
= 𝑃(𝐴𝑈𝐵)

= 1-P(AUB)

=1- ( 0.12+0.29-0.07)

=0.66

Q5. Suppose that A, B, C are events such that 𝑃(𝐴) = 𝑃(𝐵) = 𝑃(𝐶) = 1/4

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵 ∩ 𝐶) = 0, 𝑃(𝐶 ∩ 𝐴) = 1/8. Evaluate 𝑃(𝐴𝑈𝐵𝑈𝐶)

Answer

Since 𝐴 ∩ 𝐵 ∩ 𝐶 ⊆ 𝐴 ∩ 𝐵, 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) ⊆ 𝑃(𝐴 ∩ 𝐵) = 0

Therefore, 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 0
P(𝐴𝑈𝐵𝑈𝐶) = 𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐵 ∩ 𝐶) − 𝑃(𝐴 ∩ 𝐵) − 𝑃(𝐴 ∩ 𝐶) + 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)
=1/4+1/4+1/4-1/8-1/8-1/8
=5/8
Q 6. An experiment leads to 4 outcomes with probabilities of corresponding events as given
below
Outcome 1 2 3 4
Probability 0.2 0.3 0.1 0.4
Let A={1,2,3}, B ={2,3,4} and C ={1,3,4}. Obtain the following probabilities.
(1) AB or BC or CA; (2) AB but not BC; (3) AB or BC but not CA
Answer
AB={2,3}, BC={3,4}, CA={1,3}
(1) AB or BC or CA = AB U BC U CA = {1,2,3,4}
Therefore, P(AB or BC or CA) =0.2+0.3+0.1+0.4 =1
̅̅̅̅ = {2,3}∩{1,2}={2}
(2) AB but not BC= AB∩ 𝐵𝐶
Therefore, P(AB but not BC) =0.3
(3) AB or BC but not CA = ABUBC∩ ̅̅̅̅
𝐶𝐴 ={2,3}U{3,4}∩ {2,4}={2,4}
Therefore, P(AB or BC but not CA) =0.3+0.4= 0.7

15
Q7. If sample space S = {a,b,c,d} and P{a,b,c}=11/12,P{a,c,d}=1/2, P{a}=2P{c,d}. Find
P{a,b} and P{b,d}
Answer
{a,c,d}={a}+{c,d}
P{a,c,d} =1/2=P{a}+P{c,d}
=2P{c,d}+P{c,d}
=3P{c,d}
Therefore, P{c,d} =1/6 and hence P{a} =2(1/6)=2/6=1/3
Now {a,b,c,d}={a,b,c}+{d}
P{d} =1-11/12 =1/12
{c,d}={c}+{d}
P({c}= (1/6)-(1/12) =1/12

P{a,b,c}=P{a,b}+P{c}

Therefore, P{a,b} = 11/12-1/12 =10/12

Now P{a,b,c,d} =P{b,d}+P{a}+P{c}

P{b,d} =1-(1/3)-(1/12) =7/12

Conditional probability

The conditional probability of an event A given that an event B of the same sample space has
happened is called the conditional probability of A given B and is denoted by P(A/B). Let a
die be tossed and A={2} and B={2,4,6}. Then P(A) =1/6, P(A/B)=1/3 and P(A/B') = 0.

Definition: The conditional probability of an event A given that an event B has happened
(P(B)≠0) is denoted by P(A/B)= P(A∩B)/P(B), P(B) ≠0

Similarly P( B/A) = P(A∩B)/P(A) , P(A) ≠0

Q 8. If P(A)= 𝑝1, P(B) =𝑝2 , 𝑃(𝐴 ∩ 𝐵) = 𝑝3 find (1) P(A/B), (2) 𝑃(𝐴̅/𝐵̅ )

Answer

𝑃(𝐴∩𝐵) 𝑝
1) 𝑃(𝐴/𝐵) = = 𝑝3
𝑃(𝐵) 2

𝑃(𝐴̅∩𝐵̅) ̅̅̅̅̅̅̅̅̅
𝑃(𝐴𝑈𝐵)
2) 𝑃(𝐴̅/𝐵̅ ) = =
𝑃(𝐵̅) 𝑃(𝐵̅)

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 1−𝑃(𝐴𝑈𝐵)
= 1−𝑃(𝐵)

1−{𝑃(𝐴)+𝑃(𝐵)−𝑃(𝐴∩𝐵)} 1−{𝑝1 +𝑝2 −𝑝3 }

= =
1−𝑃(𝐵) 1−𝑝2

Multiplication theorem

We know that P(A/B)= P(AB)/P(B) and P( B/A) = P(A∩B)/P(A). It means that form non
zero P(A) and P(B) we have P(AB)=P(A)P(B/A)=P(B)P(A/B)

Statistical Independence

If 𝑃(𝐴/𝐵) = 𝑃(𝐴) or 𝑃(𝐵/𝐴) = 𝑃(𝐵) we say that the evnts A and B are statistically
independent.

Since 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵/𝐴)= 𝑃(𝐵)𝑃(𝐴/𝐵), when A and B are independent

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵)

Theorem-1: If A and B are independent, (1) A and 𝐵̅ are independent (2) 𝐴̅ and B are
independent, (3) 𝐴̅ and 𝐵̅ are independent

(1) 𝑃(𝐴 ∩ 𝐵̅ ) = 𝑃(𝐴)𝑃(𝐵̅ /𝐴)

= 𝑃(𝐴)[1 − 𝑃(𝐵/𝐴)]

=𝑃(𝐴)[1 − 𝑃(𝐵)] = 𝑃(𝐴) 𝑃(𝐵̅ )

Therefore, A and 𝐵̅ are independent

(2) 𝑃(𝐴̅ ∩ 𝐵) = 𝑃(𝐵)𝑃(𝐴̅/𝐵)

= 𝑃(𝐵)[1 − 𝑃(𝐴/𝐵)]

=𝑃(𝐵)[1 − 𝑃(𝐴)] = 𝑃(𝐵) 𝑃(𝐴̅)

Therefore, 𝐴̅ and B are independent

(3) 𝑃(𝐴̅ ∩ 𝐵̅ ) = 𝑃(𝐵̅ )𝑃(𝐴̅/𝐵̅ )

= 𝑃(𝐵̅ )[1 − 𝑃(𝐴/𝐵̅ )]

=𝑃(𝐵̅ )[1 − 𝑃(𝐴)] Because A and 𝐵̅ are independent due to (1)

17
 = 𝑃(𝐴̅)𝑃(𝐵̅)

Therefore, 𝐴̅ and 𝐵̅ are independent

Independence of three or more vents

The conditions for mutual independence of three events are the following

(1) 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴)𝑃(𝐵), 𝑃(𝐴 ∩ 𝐶) = 𝑃(𝐴)𝑃(𝐶) , 𝑃(𝐵 ∩ 𝐶) = 𝑃(𝐵)𝑃(𝐶)

(2) 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 𝑃(𝐴)𝑃(𝐵)𝑃(𝐶)

Condition (1) is called condition for pair wise independence. It can be shown that this does
not guarantee mutual independence.

Example

Consider an urn containing 4 tickets with numbers 110, 011, 101 and 000 written on them.
Suppose we choose a ticket at random. There are 4 points in the sample space. The
corresponding elementary events may be assumed to have equal probabilities (1/4 each). Let
A, B and C denote the events that the number on the chosen ticket has 1 at the 1st, 2nd and
3rd respectively.

P(A) = P( ticket with number 110 or 101 is chosen) =1/2

Similarly P(B) =P(C) =1/2

𝑃(𝐴 ∩ 𝐵) = P( ticket with number having 1 at the first and second place is chosen)

= P( ticket with number 110 is chosen) =1/4

Similarly 𝑃(𝐴 ∩ 𝐶) = 𝑃(𝐵 ∩ 𝐶) =1/4

𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = P( ticket with number having 1 in three places chosen ) =0

Now 𝑃(𝐴 ∩ 𝐵) = 1/4 =1/2*1/2=P(A)P(B)

𝑃(𝐴 ∩ 𝐶) = 1/4 =1/2*1/2=P(A)P(C)

𝑃(𝐵 ∩ 𝐶)=P(B)P(C)

So the events are pairwise independent

18
But 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) ≠ 𝑃(𝐴)𝑃(𝐵)𝑃(𝐶)

So the events are not mutually independent.

This implies that the pair wise independence does not imply mutual independence.

Q9. All the three guns have a probability 0.4 for hitting a target. What is the probability that
(1) all will hit the target (2) at least one will hit the target.

Answer

Let A1 , A2, and A3 denote the events, the first, second and the third gun hitting the target.
Assume that these events are independent of each other.

(1) P(all will hit the target) = 𝑃(𝐴1 ∩ 𝐴2 ∩ 𝐴3 )

= 𝑃(𝐴1 )𝑃(𝐴2 )𝑃(𝐴3 )

= 0.43

(2) P(at least one will hit the target)= 𝑃(𝐴1 𝑈𝐴2 𝑈𝐴3 )

= 𝑃(𝐴1𝑐 ∩ 𝐴𝑐2 ∩ 𝐴𝑐3 )𝑐

=1 − 𝑃(𝐴1𝑐 ∩ 𝐴𝑐2 ∩ 𝐴𝑐3 )

=1 − 𝑃(𝐴1𝑐 )𝑃(𝐴𝑐2 )𝑃(𝐴𝑐3 )

=1−(1 − 0.4)3 =0.784

Q10. The following information are given

Full Part
Status time time Total
Employed Full time 6.4 37.7 44.1
Employed part time 18.1 12.2 30.3
Not employed 17.4 8.2 25.6
Total 41.9 58.1 100
Find the following probabilities (a) not employed given that full time student selected, (b)
studying full time given that employed full time, (c) full time employed and studying full
time, (d) part time student is in full time employment, (e) part time student is not in full time
employment.

Answer

a) P(Not employed given that full time student selected)=17.4/(6.4+18.1+17.4)=0.4153

19
b) P(studying full time given that employed full time)=6.4/(6.4+37.7)=0.1451

c) P( full time employed and studying full time)=6.4%=0.064

If full time employed and studying full time are independent, then

P(full time employed and studying full time)=P(full time employed)*P(studying full time)

=((6.4+37.7)/100) *((6.4+18.1+17.4)/100)%

=0.1848≠0.064

Hence, full time employed and studying full time are not independent

d) P(part time student is in full time employment)= 37.7/(37.7+12.2+8.2)=0.6489

e) P(part time student is not in full time employment)= 1-P(part time student is in full time
employment)=1-0.6489=0.3511

Q11. If 𝑃(𝐴) = 0.7, 𝑃(𝐵) = 0.5, and 𝑃(𝐴 ∩ 𝐵) = 0.3, please find 𝑃(𝐴 ∩ 𝐵), and 𝑃(𝐵|𝐴).

𝑃(𝐴 ∩ 𝐵) = P(A) - P(𝐴 ∩ 𝐵)

=> P(𝐴 ∩ 𝐵) = P(A)- 𝑃(𝐴 ∩ 𝐵) = 0.7-0.3 =0.4

𝑃(𝐴 ∩ 𝐵), = 1- P(𝐴 ∩ 𝐵) = 1-0.4 = 0.6

𝑃(𝐵|𝐴) = 𝑃(𝐴 ∩ 𝐵)𝑃(𝐵)/𝑃(𝐴) = 0.3*0.5/0.3 = 0.3

Q12. Independence and Conditional Probability For two events A and B, you are told
P(A) = 0:5, P(B) = 0:2 and P(A \ B) = 0:1.
(a) Are A and B disjoint? Why or why not?
(b) Are A and B independent? Why or why not?
(c) Calculate the following:
(i) P(A/B)
(ii) P(B/A)
(iii) P(A/A U B)
(iv) P(A/A ∩ B)
(v) P(A ∩B/A U B)

Answer

(a) A and B are not disjoint because P(A∩B) =0.1. If A and B were disjoint, then P(A∩B)
would have been zero.

(b) If A and B are independent, then P(A∩B) =P(A)*P(B). Here P(A)=0.5 and P(B)= 0.2, so
that P(A)*P(B) =0.5*0.2= 0.1= P(A∩B). Therefore, A and B are independent.

20
(c)
𝑃(𝐴∩𝐵) 0.1
(i) P(A/B) = = 0.2 =0.5
𝑃(𝐵)

𝑃(𝐴∩𝐵) 0.1
(ii) P(B/A) = = 0.5 =0.2
𝑃(𝐴)

𝑃(𝐴∩(𝐴𝑈𝐵)) 𝑃(𝐴) 0.5 0.5 5

(iii) P(A/AUB) = =𝑃(𝐴𝑈𝐵) = 0.5+0.2−0.1 = =
𝑃(𝐴𝑈𝐵) 0.6 6

𝑃(𝐴∩(𝐴∩𝐵)) 𝑃(𝐴∩𝐵) 0.1

(iv) P(A/A∩B) = =𝑃(𝐴∩𝐵) = 0.1 = 1
𝑃(𝐴∩𝐵)

𝑃((𝐴∩𝐵)∩(𝐴𝑈𝐵)) 𝑃(𝐴∩𝐵) 0.1 0.1 1

(v) P(A∩B/AUB) = =𝑃(𝐴𝑈𝐵) = 0.5+0.2−0.1 = =6
𝑃(𝐴𝑈𝐵) 0.6

Problems using classical definition of probability

Some useful tips to determine the number of points in the sample space and the number of
points in the events

i) If the first operation can be performed in n1 different ways and the second in n2 different
ways, ….and the rth in nr different ways. Then the r operations can be performed
simultaneously in n1*n2* ….*nr different ways.

Example 1(Three Coin Tosses). Toss a coin three times. Then the number of steps is m = 3, and in
each step we have two possibilities H or T , hence n1 =n2 = n3 = 2. Thus the total number of possible
outcomes, that is, of different triples of H’s and T ’s, is 2 · 2 · 2 = 23 = 8. Similarly in m tosses we
have 2m possible sequences of H’s and T ’s.
Example 2 (Drawing Three Cards). The number of ways three cards can be drawn one after the other
from a regular deck is 523 if we replace each card before the next one is drawn, and 52 · 51 · 50 ways
if we do not replace them. Since, obviously, we have three steps in both cases, i.e., m = 3; and with
replacement we can pick any of the 52 cards in each step, that is, n1 = n2 = n3 = 52; and without
replacement we can pick any of the n1 = 52 cards in the first step, but for the second step only n2 = 51
cards remain to be drawn from, and for the third step only n3 = 50.
Example 3 (Seating People). There are four seats and three people in a car, but only two can drive. In
how many ways can they be seated if one is to drive?
The driver can be selected in 2 possible ways, the second person can take any one of 3 seats and the
third person one of the remaining 2 seats. Naturally, we get the same result: 2 · 3 · 2 = 12
ii) n objects can be arranged in n! different ways.

21
iii) The number of arrangements in a row of n distinguishable objects taken r at a time is n! different
ways.

iii) Any arrangement of things in a row is called a permutation of those things. We denote the
number of permutations of r different things out of n different ones by 𝑛𝑃𝑟 . The number of
𝑛!
arrangements in a row of n distinguishable objects taken r at a time is 𝑛𝑃𝑟 = (𝑛−𝑟)!
.

Example (Dealing Three Cards). In how many ways can three cards be dealt from a regular
deck of 52 cards?
The answer is 52𝑃3 = 52·51·50 = 132, 600. Notice that in this answer, the order
in which the cards are dealt is taken into consideration, not only the result of the deal.
Thus a deal of AS(spade ace), AH, KH is counted as a case different from AH, KH, AS.
iv) In many problems, as in the above example, it is unnatural to concern ourselves with the
order in which things are selected, and we want to only count the number of different
possible selections without regard to order. The number of possible unordered selections of r
different things out of n different ones is denoted by 𝑛𝐶𝑟 . The number of ways of choosing r
𝑛 𝑛!
objects from n distinguishable objects in ( ) or 𝑛𝐶𝑟 = 𝑟!(𝑛−𝑟)! different ways.
𝑟
Example (Selecting Letters). Let us illustrate the relationship between permutations and
combinations, that is, between ordered and unordered selections, by a simple example, in
which all cases can easily be enumerated. Say we have four letters A, B,C, D, and want to
select two. If order counts, then the possible selections are
AB, AC, AD, BC, BD,CD, BA,CA, DA,CB, DB, DC.
Their number is 4P2 = 4 · 3 = 12. If we want to disregard the order in which the letters are
selected, then AB and BA stand for the same combination, also AC and CA for another single
combination, and so on. Thus the number of selections written in the first row above, that is,
4
6, gives us 4C2. Indeed, ( ) = (4 · 3)/(2 · 1) = 6. In this case, the argument we used for
2
obtaining nCr amounts to saying that each unordered selection gives rise to two ordered
selections, and there are 12 of the latter, hence 2·4C2 = 12, and so 4C2 = 12/2 = 6.
Example (Committee Selection). In a class there are 30 men and 20 women. In how many ways can a
committee of 2 men and 2 women be chosen?
We have to choose 2 men out of 30, and 2 women out of 20. These choices can be done in
30 20
( )and ( ) ways, respectively. By the multiplication principle, the whole committee can be
2 2
30 20
selected in ( )* ( )= (30 · 29)/(2 · 1) · (20 · 19)/(2 · 1) =15 · 29 · 10 · 19 = 82,650 ways.
2 2

22
v) r objects can be chosen from n distinguishable objects in 𝑛𝑟 different ways if the chosen
object is replaced before the next selection.

vi) n distinguishable objects may be partitioned into r sets of n1, n2 , …., nr objects (n1+ n2 +
𝑛!
….+ nr =n) in 𝑛 different ways.
1 !𝑛2 !….𝑛𝑟 !

vii) The number of arrangements of n distinguishable objects in a circle (n-1)!

Example:
For each of the following, indicate if it is a problem involving permutations, combinations, or
neither, and then answer the question posed. Explain your reasoning.
a. How many groups of five songs can be chosen from a list of 𝟑𝟓 songs?
Combination; the order of the songs is not important; 𝟑𝟓𝑪𝟓=𝟑𝟐𝟒𝟔𝟑𝟐
b. How many ways can a person choose three different desserts from a dessert tray of eight
desserts?
Combination; the order of the desserts is not important; 𝟖𝑪𝟑=𝟓𝟔
c. How many ways can a manager of a baseball team choose the lead-off batter and second
batter from a baseball team of nine players?
Permutation; the order of the batters is important; 𝟗𝑷𝟐=𝟕𝟐
d. How many ways are there to place seven distinct pieces of art in a row?
Permutation; the order of each piece of art is important; 𝟕𝑷𝟕 or 𝟕!=𝟓𝟎𝟒𝟎
e. How many ways are there to randomly select four balls without replacement from a
container of 𝟏𝟓 balls numbered 𝟏 to 𝟏𝟓?
Combination; the order of the balls is not important; 𝟏𝟓𝑪𝟒 =𝟏𝟑𝟔𝟓
Exercise 1. A car has six seats including the driver’s, which must be occupied by a driver. In how
many ways is it possible to seat
(a) six people if only two can drive,
(b) five people if only two can drive,
(c) four people if each can drive?

Exercise 2. List all permutations of 3 letters taken at a time from the letters A, B,C, D. Mark the
groups whose members must be identified to obtain the combinations of three letters out of the given
four; and explain how the division principle gives the number of combinations in this case.
Exercise 3. In how many ways can a committee of 4 be formed from 10 men and 12 women if it is to
have
(a) 2 men and 2 women,

23
(b) 1 man and 3 women,
(c) 4 men,
(d) 4 people regardless of sex?
Exercise 4. A salesman must visit any four of the cities A, B,C, D, E, F, starting and ending in his
home city, which is other than these six. In how many ways can he schedule his trip?
Exercise 5. A die is thrown until a 6 comes up, but only five times if no 6 comes up in 5 throws. How
many possible sequences of numbers can come up?
Exercise 6. In how many ways can 5 people be seated on 5 chairs around a round table if (a) only
their positions relative to each other count (that is, the arrangements obtained from each other by
rotation of all people are considered to be the same), and, (b) only who sits next to whom counts, but
not on which side (rotations and reflections do not change the arrangement)?
Exercise 7. Answer the same questions as in Exercise 2.3.9, but for 5 people and 7 chairs.
Exercise 8. How many positive integers are there under 5000 that are
(a) multiples of 3,
(b) multiples of 4,
(c) multiples of both 3 and 4,
(d) not multiples of either 3 or 4?
(Hint: Use the division principle adjusted for divisions with remainder!)

Q12. From a well shuffled deck of ordinary cards, a card is drawn. Find the probability of the
following:

(1) an ace, (2) a card of clubs (3) an ace or a card of clubs

Answer

[Note:A deck of cards contains 52 cards of which 26 are red and the remaining are black
cards. Red cards are two types, 13 diamonds and 13 hearts. Similarly, black cards are two
types, 13 spades and 13 clubs. All these four types of cards, there is a King, Queen, Jack, Ace
each. Other cards are numbered from 2 to 10.]

1) Let A be the event of drawing an ace. There are four aces. Therefore, 4 outcomes are
favourable to a out of the 52 cards.

P(an ace) = P(A) = 4/52 =1/13

2) Let B be the event of getting a card of clubs. There are 13 clubs.

P(a card of clubs)=P(B) =13/52 =1/4

3) P(an ace or a card of clubs)=P(AUB) =P(A)+P(B)-P(A∩B)

A∩B means there is only one club ace and hence P(A∩B) = 1/52

24
P(an ace or a card of clubs)= P(A)+P(B)-P(A∩B) =4/52+13/52-1/52=4/13
Q13. When one card is drawn from a well shuffled deck of cards, what is the probability of
getting (1) a black king (2) a queen or a king (3) a red card?
Answer
1) Let A be the event of drawing a black king. There are two black kings, one is spade king
and the other is club king.
P(a black king) =2/52 =1/26
2) Let B be the event of getting a queen or a king. There are 4 queens and 4 kings.
P(a queen or a king)= 8/52 = 2/13
3) Let C be the event of drawing a red card. There are 26 red cards
P(a red card) = 26/52 =1/2
Q22. Two dice are thrown. Let A be the event that the sum of the points on the faces shown is
odd and let B be the event that the sum of the numbers is 7. (1) Describe the sample space (2)
probabilities of the events A and B.
Answer
(1) Sample space S = {(x,y) / x,y=1,2…,6}
(1,1) (1,2) …. (1,6)
(2,1) (2,2) …. (2,6)
……………………………
(6,1) (6,2) ….. (6,6) Total 36 outcomes
(2)
a) A= {(1,2), (1,4)…. (6,5)}.
There are 18 points in favour of event A and hence P(A) = 18/36 =1/2
b) S={ (1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}
There are 6 points in B and hence P(B) = 6/36 =1/6
Q14. If two dice are thrown, what is the probability that the sum is (a) greater than 8 (b)
neither 7 nor 11
Answer
The sum of the numbers on the two dice may be 2,3,4 …12. It can be shown that the number
of outcomes with 2,3,4 …12 are as follows
Sum 2 3 4 5 6 7 8 9 10 11 12
# of outcomes 1 2 3 4 5 6 5 4 3 2 1
Let A be the event that the sum is ) greater than 8 and B be the event that the sum is neither 7
nor 11.
25
Number of events favourable to A = 4+3+2+1 =10 and hence P(A) =10/36 =5/18
Number of events favourable to B = 36-6-2=36-8= 28 and hence P(B) =28/36 =7/9
Q15. Three unbiased dice are thrown. Find the probabilities of the following events.
(1) At least two sixes occur (2) The sum is 5 (3) the product of the numbers is 24
Answer
Each die can show any of the numbers from 1 to 6. So S={ (x,y,z)/x,y,z=1,2 ,..,6} and hence
there are 6*6*6 =216.
(a) Let A be the event that at least two sixes occur. Then A=
{(6,6,1), (6,6,2), (6,6,3), (6,6,4), (6,6,5), (6,6,6), (6,1,6), (6, 2,6), (6, 3,6), (6, 4,6), (6, 5,6),
(1,6,6), (2,6,6), (3,6,6), (4,6,6), (5,6,6)} -> 16 outcomes
P(A)= 16/216 =2/27
(b) Let B be the event that the sum is 5. Then B = {(1,1,3), (1,2,2), (1,3,1), (2,1,2), (2,2,1),
(3,1,1)}. So there are 6 outcomes in B and hence P(B) =6/216
(c) Let C denote the event that the product of the numbers is 24. Then C ={ (1,4,6), (1,6,4),
(6,1,4), (6,41), (4,61), (4,16), (2,3,4), (2,4,3), (3,4,2), (3,2,4), (4,2,3), (4,3,2), (6,2,2), (2,6,2),
(2,2,26)}
So there are 15 outcomes in favour of C and hence P(C) =15/216.
Q16. Two dice are rolled. Let A be the event that the sum of the points on the faces shown is
odd and B the event that there is at least one 3 show. Find P(AUB)
Answer
B={(3,1), (3,2), (3,3), (3,4),(3,5),(3,6), (1,3),(2,3), (4,3), (5,3), (6,3)}
P(A) =18/36, P(B) =11/36,
A∩ 𝐵 = {(3,2), (3,4), (3,6), (2,3), (4,3) and (6,3)}
P (A∩ 𝐵) =6/36
P(AUB) = P(A)+P(B)- P (A∩ 𝐵) = (18/36)+(11/36)-(6/36) = 23/36
Q17. Two dice are rolled and the number on each die is noted. The outcomes are equally
likely. Let A be the event that the first die shows either 2 or 5 or 6 and B be the event that the
sum of the numbers on the two dice is 9. Examine if the A and B are independent.
Answer
P(A) = 3/6 =1/2
P(B) = 4/36 =1/9

26
If the first die shows 2, then it is impossible to get the sum 9. If the first die is 5 the sum will
be 9 if the second die is 4 and if the first die is 6 and the second die is the sum is 9. Hence the
favourable events of A∩ 𝐵 are (5,4) and (6,3)
P(A∩ 𝐵) = 2/36 =1/18
Since P(A∩ 𝐵) = P(A)*P(B) , events A and B are independent.
Q18. A consignment of 12 pieces of a particular item contains 3 defectives. The items are
selected at random one by one and examined. The one examined are not put back. What is the
probability that the 8th examined is the last defective?
Answer
The 8th examined is the last defective means that there should be two defectives in the first
3 9
( )( )
2 5
seven items selected. The probability of which is 12 . Let A be the event of selecting two
( )
7

defectives out of the first 7 items selected and B be the vent that the 8th examined is a
defective. If A happens then there are only 5 items remaining and out of which only one is
3 9
( )( )
defective. Then P(A) = 2125 and P(B/A) = 1/5
( )
7
3 9
( )( ) 1
2 5
P(that the 8th examined is the last defective) = P(A∩ 𝐵) = P(B)P(B/A) = 12 =21/220
( ) 5
7

Q 19. An integer is chosen at random from the first 200 integers. Find the probability that the
integer chosen is divisible by 6 or 8.
Let A be the event that the integer is divisible by 6 and B be the event that the integer is
divisible by 8. Total possible outcomes will be 200. Since 6*33=198 and 8*25 =200, 33
integers are divisible by 6 and 25 integers are divisible by 8 among the whole integers from 1
to 200.
P(A) = 33/200, P(B) =25/200. Now we have to find the number of integers divisible by both
6 and 8. Since the LCM of 6 and 8 is 24 and 24*8 =198, 8 integers are divisible by both 6 and
8 and hence P(A∩ 𝐵) = 8/200
P(AUB) = P(A)+P(B)- P(A∩ 𝐵) = 33/200+25/200- 8/200= 1/4
Q20. What is the probability of getting 53 Sundays in a leap year?
Every year there will be at least 52 Sundays as 365/7 =52.14. In a leap year there are 366
days. So there will be 52 weeks and two days in a week. These two days can be (1) a Sunday
and a Monday or (2) Monday and a Tuesday or (3)Tuesday and a Thursday or (4) Thusday

27
and a Friday or (5) Friday and a Saturday or (6) Saturday and a Sunday or (7) Sunday and a
Monday. Out of these 7 possibilities, two cases (6 &7) contains an extra Sunday.
Probability of getting 53 Sundays in a leap year = 2/7
Q30. What is the probability that at least 2 out of n people have the same birth date (n< 365)?
Since each people have their birth date on any one of the 365 days, total numer of cases =
365n.
Let A be the event that at least 2 out of n people have the same birth date. Then 𝐴𝑐 is the
event that none of the popel ahev the same birth date.
365∗364∗363∗……(365−𝑛+1) 1 2 𝑛−1
P(𝐴𝑐 ) = = (1 − 365) (1 − 365) … . (1 − )
365𝑛 365
1+2+⋯+(𝑛−1)
= (1 − ) aproximately
365
1+2+⋯+(𝑛−1) 𝑛(𝑛−1)
Therefore P(A) =1-P(A) = =
365 730

Q31. There are 3 addressed envelopes and three letters. If the letters are put in the envelopes
(one letter in one envelope) at random, what is the probability that at least one of the letters is
put in the correct envelope?
Answer
Let the envelops are numbered 1, 2 and 3 and the corresponding letters are numbered L1, L2
and L3. Then the possible arrangements are
1 2 3
L1 L2 L3
L1 L3 L2
L3 L1 L2
L3 L2 L3
L2 L1 L3
L2 L3 L1
From the above arrangement we can see that among the all possible 6 arrangements, 4 cases
(marked) have at least one of the letters is put in the correct envelope.
P(at least one of the letters is put in the correct envelope) = 4/6 =2/3
Q32. Five men are selected at random on 5 chairs around a table. What is the probability that
a particular pair to be seated adjacently?
Answer
5 people may be seated around a table in 4! different ways (n-1!). If a particular pair is to be
seated together, we may consider them as a single individual and hence the number of

28
possible arrangements of the 4 people as 3! different ways. Then the particular pair to be
seated adjacently can be arranged themselves in two different ways.
2∗3!
P(a particular pair to be seated adjacently)= =1/2
4!

Q33. From a group of 8 children including 5 boys and 3 girls, three children are selected at
random. What is the probability that (1) No girl (2) only one girl (3) one particular girl (4) at
least one girl (5) More girls than boys.
Answer
From the 8 children 3 children's may be selected in 8C3 = 8*7*6/(1*2*3) = 56 different ways.
5𝐶3
(1) P(No girl) = P(select all from boys) = =5/28
8𝐶3

(2) P(only one girl) = P( selecting one girl out of 3 girls and selecting 2 boys out 5)
3𝐶1 ∗5𝐶2
= =15/28
8𝐶3

(3) If the selected 3 should contain one particular girl, she should be removed from the set
and 2 children may be selected from the remaining 7 children
7𝐶
P(one particular girl)= 8𝐶2 3/8
3

(4) P(at least one girl)= P( one girl) or P(2 girls) or P( 3 girls)
= P( one girl) + P(2 girls) + P( 3 girls)
3𝐶1 ∗5𝐶2 +3𝐶2 ∗5𝐶1 +3𝐶3 ∗5𝐶0
= = 23/28
8𝐶3

(5) P(More girls than boys)= P( 2 girls) or P( 3 girls)

= P( 2 girls) + P( 3 girls)
3𝐶2 ∗5𝐶1 +3𝐶3 ∗5𝐶0
= = 2/7
8𝐶3

Q34. A bag contains 3 red, 6 white and 7 blue balls. What is the probability that four balls
drawn contains 2 blue and 1 white and 1 red balls
7𝐶2 ∗6𝐶1 ∗3𝐶1
P(2 blue and 1 white and 1 red balls) = 16𝐶4

Q35. There is a group of 40 people of whom 20 are engineers under 30 years of age and 10
are engineers over 30 years. Of the remaining 10 non engineers 4 are under 30. If a person is
selected at random from this group what is the probability that the person is an engineer or a
person over 30?
Exercise
1. A committee of 5 people is to be selected from a group of 5 men and 6 women. What is the
probability that the committee conations 2 men and 3 women.

29
A company purchases a particular item from 7 different suppliers on occasion. Each supplier
has the same chance of being chosen for each purchase. The company also places no
restriction on how many purchases it tries to make from any supplier. The company is about
to make 4 purchases.
(a) In how many ways can the 4 purchases be made from the 7 suppliers? (Don’t try to list
them!. You can assume that each purchase is identifiable as distinct, for example by purchase
order number.). One of the suppliers, who has only two items in stock, asks you to calculate
the probability that exactly 2 purchases will be made from it. To do this, use the following
steps:
(b) (i) In how many ways can 2 purchases from the 4 be chosen?
(ii) The supplier is not interested in how the remaining two purchases are made — in how
many ways can this be done?
(iii) What is the total number of ways in which the 4 purchases can be made, with exactly two
being made from this supplier?
(iv) So what is the probability that exactly two purchases are made from this supplier? (Give
an exact fraction, and a decimal approximation.)

Answer

(a) Number of different ways 4 purchases can be made from 7 suppliers is computed as
follows

First purchase can be made from any of the 7 suppliers

Second purchase can be made from any of the 7 suppliers

Third purchase can be made from any of the 7 suppliers

Fourth purchase can be made from any of the 7 suppliers

Therefore, total number of ways 4 purchases can be made from 7 suppliers = 7*7*7*7 =74 =
2401

30
(b)

(i) Number of ways can 2 purchases from the 4 be chosen = 4𝐶2 =6

(ii) Remaining two purchases are made from the other 6 suppliers = 62 = 36 different ways

(iii) Total number of ways in which the 4 purchases can be made, with exactly two being
made from this supplier = 6*36 = 216
216
(iv) Probability that exactly two purchases are made from this supplier = 2401 = 0.08996

(c) A0 - Zero purchases are made from this particular supplier

A1 - exactly one purchase is made from this particular supplier

A2 - exactly two purchases are made from this particular supplier

A3 - exactly three purchases are made from this particular supplier

A4 - exactly four purchases are made from this particular supplier

These events are disjoint

(d) Probability that up to 2 purchases will be made from it = P(A0)+ P(A1)+P(A2)

Computation of the probability P(A1)

(i) Number of ways one purchase from the 4 be chosen = 4𝐶1 =4

(ii) Remaining three purchases are made from the other 6 suppliers = 63 = 216 different ways

(iii) Total number of ways in which the 4 purchases can be made, with exactly one being
made from this supplier = 4*216 = 864
864
(iv) Probability that exactly two purchases are made from this supplier = 2401 = 0.3599

Computation of the probability P(A0)

(i) Number of ways zero purchase from the 4 be chosen = 4𝐶0 =1

(ii) Remaining four purchases are made from the other 6 suppliers = 64 = 1296 different ways

(iii) Total number of ways in which the 4 purchases can be made, with exactly zero being
made from this supplier= 1296
1296
(iv) Probability that exactly two purchases are made from this supplier = 2401 = 0.5398
Therefore,

Probability that up to 2 purchases will be made from it = P(A0)+ P(A1)+P(A2)

= 0.5398+0.3599+ 0.08996

= 0.9897

31
(e) It is true that the probability of getting up to 2 purchases from him is very high. But this is
not a very happy situation because he has over looked the probability of getting zero orders.
It is very high (0.5398). Therefore, even though his probability of being not able to supply
orders (orders above 2), the actual probability of getting order is low and more precisely the
probability of getting two orders is only 0.08996.

(f) Probability that the company would attempt to make three or more purchases from this
supplier = 1- P(getting up to 2 purchases will be made from it)
= 1- 0.9897

= 0.0103

Bayes’ Theorem
Let B1,B2,…,Bk be a collection of k mutually exclusive and exhaustive events. Then for any
event A with P(A) > 0 we have
𝑃( 𝐵𝑖 )𝑃(𝐴/𝐵𝑖 )
𝑃(𝐵𝑖 /𝐴) = ∑𝑘
𝑖=1 𝑃( 𝐵𝑖 )𝑃(𝐴/𝐵𝑖 )

Special Case k = 2
Suppose we have two events A and B with P(A > 0). Then
𝑃( 𝐵)𝑃(𝐴/𝐵)
𝑃(𝐵/𝐴) =
𝑃( 𝐵)𝑃(𝐴/𝐵) + 𝑃( 𝐵 ′ )𝑃(𝐴/𝐵 ′ )
Definitions
A posterior probability is a probability value that has been revised by using additional
information that is later obtained. Bayes' theorem is an attempt to determine the probability
of the occurrence of 𝐵𝑖 given that the experiment has resulted in the event A. These
probabilities are denoted by the symbol 𝑃(𝐵𝑖 /𝐴) and are determined after observing the
outcome of the experiment. . So they are called the 'probabilities determined after the
experiment or a posteriori or posterior probabilities.
A prior probability is an initial probability value originally obtained before any additional
information is obtained. For example here, the probabilities P(B1), P(B2),…,P(Bk) are
determined before conducting the experiment and hence they are called a prior or priori
probabilities.
Likelihood is the probability of an event if it is known that that 𝐵𝑖 from one of the k mutually
exclusive events happened. Here, 𝑃(𝐴/𝐵𝑖 ) gives the probability of of occurrence of A given

32
that 𝐵𝑖 has happened or it gives the likelihood of A if 𝐵𝑖 happened. So probabilities like
𝑃(𝐴/𝐵𝑖 ) are called the 'likelihoods'.
Q1. There are two identical boxes containing respectively 4 white and 3 red balls; 3 white
and 7 red balls. A box is chosen at random and a ball is drawn from it. Find the probability
that the ball is white. If the ball is white, what is the probability that it is from the first box.
Answer
Let A denote the event of drawing a white ball and let B1 and B2 denote the events of
choosing the first and the second box respectively. Note that B1 and B2 are mutually
exclusive.
The event of getting a white ball can happen in any one of the following mutually exclusive
ways.
White ball = (selecting box 1 and then select a white ball) or (selecting box 2 and then select
a white ball)
=> A = (𝐴 ∩ 𝐵1 )𝑈(𝐴 ∩ 𝐵2 )
P(A) =𝑃(𝐴 ∩ 𝐵1 )𝑈(𝐴 ∩ 𝐵2 )
= 𝑃(𝐴 ∩ 𝐵1 ) + 𝑃(𝐴 ∩ 𝐵2 )
= 𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 )
Since the two boxes are identical, we assume that their probabilities of selection are equally
1
likely. That is, 𝑃(𝐵1 ) = 𝑃(𝐵2 ) = 2
4
Since there are 4 white and 3 red balls in the first box 𝑃(𝐴/𝐵1) = 7
3
Since there are 3 white and 7 red balls in the second box 𝑃(𝐴/𝐵2 ) = 10

Therefore ,
14 1 3
P(white ball)=P(A) = 2 7+ 2 10 = 161/140

P(the ball is from first box/the ball drawn is white) = 𝑃(𝐵1 /𝐴)
1 4
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) ∗
2 7
= = 1 4 1 3 =40/61
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 ) ∗ + ∗
2 7 2 10

Q2.Three identical boxes contain two balls each. One has both red, one has one red and one
black and the third has two black balls. A person chooses a box at random and takes out a
ball. If the ball is red and the probability that the other ball in the box is also red.
Answer
Let A denote the event of drawing a red ball and let B1 , B2 and B3 denote the events of
choosing the first and the second and third box respectively.

33
 1
That is, 𝑃(𝐵1 ) = 𝑃(𝐵2 ) = 𝑃(𝐵3 ) = 3

Since there are 2 red balls in the first box 𝑃(𝐴/𝐵1 ) = 1

1
Since there are 1 red and 1 black ball in the second box 𝑃(𝐴/𝐵2 ) = 2

Since there are 2 black balls in the third box 𝑃(𝐴/𝐵3 ) = 0.

Since the first ball is red, the other ball in the box is also red only when the first box is
selected.
1
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) ∗1
3
𝑃(𝐵1 /𝐴) = 𝑃(𝐵 )𝑃(𝐴/𝐵
=1 1 1 1 = 2/3
1 1 + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 )+𝑃(𝐵3 ) 𝑃(𝐴/𝐵3 )
) ∗1+ ∗ + ∗0
3 3 2 3

Q3. The content of two earns I and II are as follows. 1 white, 2 black and 3 red balls and 4
white, 5 black and 3 red balls. One urn is chosen at random and two balls are drawn. They
happened to be white and red. What is the probability that they come from urn II.
Answer
Let A denote the event of drawing a white and a red ball and let B1 and B2 denote the events
of choosing the first and the second boxes respectively
1
𝑃(𝐵1 ) = 𝑃(𝐵2 ) = 2
1𝐶1 ∗3𝐶1
Since there are 1 white, 2 black and 3 red balls in the first box 𝑃(𝐴/𝐵1 ) = = 1/5
6𝐶2
4𝐶1 ∗3𝐶1
Since there are 4 white, 5 black and 3 red balls in the second box 𝑃(𝐴/𝐵2 ) = = 2/11
12𝐶2
1 2
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) ∗
2 11
P(𝐵2 /𝐴) = = 1 1 1 2 =10/21
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 ) ∗ + ∗
2 5 2 11

Q4. The chances of X, Y and Z becomes managers of a certain company are 4:2:3. The
probability that, bonus scheme will be introduced if, X, Y and Z become managers are 0.3,
0.5 and 0.8 respectively. The bonus scheme has been introduced. What is the probability that
X is appointed the manager?
Answer
Let A denote the event of bonus scheme introduced and let B1 , B2 and B3 denote the events
that X, Y , Z respectively appointed the manager.
4 2 1
That is, 𝑃(𝐵1 ) = 9 , 𝑃(𝐵2 ) = 9 , 𝑃(𝐵3 ) = 3

𝑃(𝐴/𝐵1 ) = 0.3, 𝑃(𝐴/𝐵2 ) = 0.5 , 𝑃(𝐴/𝐵3 ) = 0.8

Probability that X appointed manager given that bonus scheme introduced=
4
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) ∗ 0.3
9
𝑃(𝐵1 /𝐴) = 𝑃(𝐵 )𝑃(𝐴/𝐵 )
=4 2 1 = 0.26
1 1 + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 )+𝑃(𝐵3 ) 𝑃(𝐴/𝐵3 ) ∗ 0.3 + ∗ 0.5+ ∗ 0.8
9 9 3

34
Q5. John has 15 pairs of socks in a drawer 5 are red, 4 are brown and 6 are white. Pairs of the
same colour are indistinguishable. 2 red pairs and 1 white pair are unbearable because of
holes in the toe. He selects a pair of socks from the drawer and notes that it is red. What is the
probability that it has holes in the toe?.
Let A denote the event of drawing a red pair and B1 and B2 denote the drawings of socks
with holes and without holes respectively
3 12
𝑃(𝐵1 ) = 15 , 𝑃(𝐵2 ) = 15
2 3
𝑃(𝐴/𝐵1 ) = 3, 𝑃(𝐴/𝐵2 ) = 12 ,

Probability that selected socks have holes given that a red pair was chosen) =
3 2
𝑃(𝐵1 )𝑃(𝐴/𝐵1 ) ∗
15 3
𝑃(𝐵1 /𝐴) = 𝑃(𝐵 = 3 2 12 3 = 2/5
1 )𝑃(𝐴/𝐵1 ) + 𝑃(𝐵2 ) 𝑃(𝐴/𝐵2 ) ∗ + ∗
15 3 15 12

Q6. Based on past experience, a company knows that an experienced machine operator will
produce a defective item 1% of the time. Operators with some experience have a 2.5% defect
rate, and new operators have a 6% defect rate. At any one time, the company has 60%
experienced operators, 30% with some experience, and 10% new operators. Find the
probability that a particular defective item was produced by a new operator.
Solution. Let E represent the event "item is defective", F1 represent "item was made by an
experienced operator", F2 represent "item was made by a operator with some experience",
and F3 represent \item was made by a new operator". Then
P(F1) = 0.60 P(E /F1) = 0.01
P(F2) = 0.30 P(E/F2) = 0.025
P(F3) = 0.10 P(E/ F3) = 0.06
We need to find P(F3 / E), the probability that an item was made by a new operator, given
that it is defective. We first draw a tree diagram using the given data as shown in the
following figure
.

35
The steps leading to event E are shown in red. To find P(F3 / E), we need to divide the
product of the path leading to E through F3 by the sum of the products of the paths that lead
to E. Thus,
P(F3 / E) =(0.10)(0.06)/(0.60)(0.01) + (0.30)(0.025) + (0.10)(0.06)
=0.006/0.0195=4/13
Q7. I am going on holiday, and I ask my neighbour to water my garden. I am 90% certain
that she will do this. If she does water, the probability that a particular delicate plant survives
is 0.8. But if she does not water, the probability that this delicate plant survives is 0.15.
(a) Identify appropriate events and write down the probabilities that have been given.
(b) Calculate the probability that the plant survives.
(c) If the plant does not survive, what is the probability that my neighbour did water?
Answer
(a) Let A be the event that the plant survive and B be the event that the neighbour water the
plant,
P(B) =0.90, P(Bc ) =0.10, P(A/B)= 0.80, P(A /Bc ) =0.15
(b) P( Plant survive) = P(A) = P(A∩B)+P(A∩Bc)
=P(B)P(A/B)+ P(Bc) P(A /Bc )
=0.90*0.80+ 0.1*0.15

36
 = 0.735
(c) P(neighbour did water given that plant does not survive)= P(B/Ac)
𝑃( 𝐵)𝑃(𝐴𝐶 /𝐵)
= 𝑃( 𝐵)𝑃(𝐴𝐶 /𝐵)+𝑃( 𝐵𝑐)𝑃(𝐴𝑐 /𝐵𝑐)

Now 𝑃(𝐴𝐶 /𝐵) = 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)

= 𝑃(𝐵) − 𝑃(𝐵)𝑃(𝐴/𝐵)
= 𝑃(𝐵)(1 − 𝑃(𝐴/𝐵) )
=0.90*(1-0.80)
=0.90*0.20
= 0.18
𝑃(𝐴𝑐 ∩𝐵𝑐 ) 1−𝑃(𝐴𝑈𝐵) 1−[𝑃(𝐴)+𝑃(𝐵)−𝑃(𝐴∩𝐵)] 1−[0.735+0.90−0.90∗0.80]
𝑃(𝐴𝑐 /𝐵 𝑐 ) = = = =
𝑃(𝐵𝑐 ) 𝑃(𝐵𝑐 ) 𝑃(𝐵𝑐 ) 0.10
0.085
= = 0.85
0.10

Therefore,
P(neighbour did water given that plant does not survive)= P(B/Ac)
𝑃( 𝐵)𝑃(𝐴𝐶 /𝐵)
= 𝑃( 𝐵)𝑃(𝐴𝐶 /𝐵)+𝑃( 𝐵𝑐)𝑃(𝐴𝑐 /𝐵𝑐)
0.90∗0.18
= 0.90∗0.18 +0.10∗0.85

= 0.6559
Q8. It is believed that 2% of a clinic’s patients have TB. A particular blood test yields a
positive result for 98% of patients with TB, but also shows positive for 3.5% of patients who
do not have TB. One patient is chosen at random from the clinic’s patient list and is tested.
What is the probability that if the test result is positive, the person actually has TB? If the first
test result is positive, the patient will be asked to take test again, if the second test result is
negative, what is the probability this patient has TB?
Answer
Let A be the event that the "person has TB" and B be the event that the person test "positive
for TB".
P(A) =0.02, P(Ac) = 0.98
P(B/A) =0.98
P(B/Ac) = 0.035
Probability that if the test result is positive, the person actually has TB = P(A/B)
𝑃(𝐴)∗𝑃(𝐵/𝐴)
= 𝑃(𝐴)∗𝑃(𝐵/𝐴)+𝑃(𝐴𝑐 )∗𝑃(𝐵/𝐴𝑐 )
0.02∗0.98
= 0.02∗0.98+0.98∗0.035

37
 = 0.3636
P(first test positive) =P(B)= 𝑃(𝐴) ∗ 𝑃(𝐵/𝐴) + 𝑃(𝐴𝑐 ) ∗ 𝑃(𝐵/𝐴𝑐 )
= 0.02 ∗ 0.98 + 0.98 ∗ 0.035
=0.0539
Probability that if the second test result is negative, what is the probability this patient has TB
=P(A/Bc)
𝑃(𝐴)∗𝑃(𝐵𝑐 /𝐴)
= 𝑃(𝐴)∗𝑃(𝐵𝑐/𝐴)+𝑃(𝐴𝑐 )∗𝑃(𝐵𝑐/𝐴𝑐 )
0.02∗0.02
= 0.02∗0.02+0.98∗(1−0.035)

= 0.00042
Q9. A blood test, when given to a person with a certain disease, shows the presence of the
disease with probability0.99, and fails to show it with probability .01. It also produces a false
positive result for healthy persons, with probability 0.02.We also know that 0.1% of the
population has the disease. What is the probability that a person really has the disease if the
test says so?
We use Bayes’ theorem for a randomly selected person, with B1 = “the person has the
disease,” B2 = “the person does not have the disease,” and A = “the test gives a positive
result.” Then we are looking for P(B1|A), and we know that P(A|B1) = 0.99, P(B1) = 0.001,
P(A|B2) = 0.02, and P(B2) = 0.999. Hence,
P(B1|A) = 0.99 * 0.001/(0.99*0.001 + 0.02 * 0.999)≈ 0.047.

Q Customers are used to evaluate preliminary product designs. In the past, 95% of highly
successful products received good reviews, 60% of moderately successful products received
good reviews, and 10% of poor products received good reviews. In addition, 40% of products
have been highly successful, 35% have been moderately successful, and 25% have been poor
products.
a. What is the probability that a product attains a good review?
b. If a new design attains a good review, what is the probability that it will be a highly
successful product?
c. If a product does not attain a good review, what is the probability that it will be a highly
successful product?
Answer
A- event of receiving good reviews
B1 - event of the product being sucessful
B2 - event of the product being moderately successful
B3 - event of the product being poor

38
Given that P(A/B1) =0.95, P(A/B2) =0.60, P(A/B3) =0.10
P(B1) =0.40, P(B2) =0.35, P(B3) =0.25
a. probability that a product attains a good review = P(A)
= P(B1)* P(A/B1)+ P(B2)* P(A/B2)+ P(B3)* P(A/B3)
= 0.4*0.95+0.35*0.6+0.25*0.10
= 0.615
b. Probability that it will be a highly successful product given that the review is good =
P(B1)∗ P(A/B1)
P(B1/A) = P(B1)∗ P(A/B1)+ P(B2)∗ P(A/B2)+ P(B3)∗ P(A/B3)
0.4∗0.95
= 0.4∗0.95+0.35∗0.6+0.25∗0.10
0.38
= 0.615

=0.618
c. Probability that it will be a highly successful product given that the review is not good =
P(B1)∗ P(A′/B1)
P(B1/A') = P(B1)∗ P(A′/B1)+ P(B2)∗ P(A′/B2)+ P(B3)∗ P(A′/B3)
0.4∗0.05
= 0.4∗0.05+0.35∗0.40+0.25∗0.90
0.02
= =0.0519
0.385

1). An Urn is selected at random from two urns, the first of which contains 4 white and 4
balack balls and the second urn contains 2 white and 6 black balls. Two balls are drawn at
random from the selected urn. If both balls are found to be white what is the probability that
the urn selected was the first one?
2). Three factories A, B and C supply respectively 25, 35 and 40% of the bricks needed by a
construction company. From the past experience it is known that 5, 4, 2 percent of the bricks
supplied by these factories are defective. What is the probability that the a brick selected at
random is not defective?. Determine the probability that a brick found defective was supplied
by B.
3) In an urn there are 1 white and 3 black balls, and in a second urn 3 white and 2 black balls
as in Exercise 3.5.1. One of the urns is chosen at random and then a ball is picked from it at
random and turns out to be white. What is the probability that it came from Urn 1?
4) From all families with two children, one family is selected at random and then a child is
selected from it at random and is found to be a girl. What is the probability that she came

39
from a family with two girls? (Assume that each child is a boy or a girl with probability 1/2,
independently of one another.) Use Bayes’ theorem.
5). From all families with three children, one family is selected at random and then a child is
selected from it at random and is found to be a girl. What is the probability that she came
from a family with two girls and one boy? (Assume that each child is a boy or a girl with
probability 1/2, independently of one another.) Use Bayes’ theorem.
6) Given two urns with balls as in 1), we choose a ball from each urn. If one ball is white and
the other black, what is the probability that the white ball came from Urn 1?
7) On a multiple-choice question with five choices, a certain student either knows the answer
and then marks the correct choice, or does not know the answer and then marks one of the
choices at random. What is the probability that he knew the answer if he marked the correct
choice? Assume that the prior probability that he knew the answer is 3/4.
8) A certain disease occurs in 13% of the population. A test for the disease is fairly accurate:
it misclassifies people with the disease as healthy 9% of the time and reports that a healthy
person is diseased just 10% of the time. Suppose that a person tests positive for the disease.
Compute the probability that the person does indeed have the disease [Ans:0.58}

9. In a factory, only two machines, A and B, manufacture washers. Neither machine is

perfect: machine A produces defective washers 19% of the time, while machine B produces
defectives 2% of the time. Machine B is more efficient than machine A and accounts for 80%
of the total output of washers. For purposes of quality control, a sample of washers is taken
and examined for defectives. Compute the probability that a randomly chosen washer found
to be defective was manufactured by machine A. Round your answer to two decimal places.
Ans-0.70

Mathematical Expectation

Consider a random variable 𝑋 with probability density function 𝑓(𝑥), the average or the
mean value of the random variable is known as the expected value of the random variable
usually denoted by 𝐸(𝑥) and is defined as

40
 ∑ 𝑥𝑖 𝑃(𝑥𝑖 ) 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑒𝑠𝑐𝑟𝑒𝑡𝑒
𝑖
𝐸(𝑥) = ∞

∫ 𝑥𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠
{−∞

provided the sum or the integral converges absolutely.

Expectation need not exists always

1
Let 𝑥𝑖 = 2𝑖 and 𝑃(𝑥𝑖 ) = 2𝑖 𝑖 = 1,2, …

1
𝐸(𝑥) = ∑𝑖 2𝑖 ∗ 2𝑖 =∑𝑖 1 = ∞

Properties

(a) If X is a random variable with probability density function f(x) and g(x) any measurable
∑𝑖 𝑔(𝑥𝑖 )𝑃(𝑥𝑖 ) 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑒𝑠𝑐𝑟𝑒𝑡𝑒
function of X. Then 𝐸(𝑔(𝑥)) = = { ∞
∫−∞ 𝑔(𝑥)𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

(b) If a and b are two constants, then 𝐸(𝑎𝑥 + 𝑏) = 𝑎𝐸(𝑥) + 𝑏

Proof

∞ ∞ ∞
If X is continuous 𝐸(𝑎𝑥 + 𝑏) = ∫−∞(𝑎𝑥 + 𝑏)𝑓(𝑥)𝑑𝑥 = 𝑎 ∫−∞ 𝑥𝑓(𝑥)𝑑𝑥 + 𝑏 ∫−∞ 𝑓(𝑥)𝑑𝑥

∞
= 𝑎𝐸(𝑥) + 𝑏 ∗ 1 = 𝑎𝐸(𝑥) + 𝑏 ote that ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1

Similar proof holds for discrete when the integration is repalced by summation

Corrollary:

(i) 𝐸(𝑎𝑥) = 𝑎𝐸(𝑥),

(𝑖𝑖) 𝐸(𝑥 + 𝑏) = 𝐸(𝑥) + 𝑏,

(𝑖𝑖𝑖) 𝐸(𝑏) = 𝑏

(c) Addition theorem of Expectation: If X and Y are any two random variables, then
𝐸(𝑥 + 𝑦)= 𝐸(𝑥) + 𝐸(𝑦)
Proof

41
Let X and are continuous

∞ ∞ ∞ ∞ ∞ ∞
𝐸(𝑥 + 𝑦)=∫−∞ ∫−∞(𝑥 + 𝑦)𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫−∞ 𝑥[∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑦]dx+∫−∞ 𝑦[∫−∞ 𝑓(𝑥, 𝑦)𝑑𝑥]𝑑𝑦

∞ ∞
= ∫−∞ 𝑥𝑓𝑋 (𝑥)]dx + ∫−∞ 𝑦𝑓𝑌 (𝑦)]dy, where 𝑓𝑋 (𝑥) is the marginal pdf of X

=𝐸(𝑥) + 𝐸(𝑦)

Generalization: E(x1+x2 + …. +xn) =E(x1) + E(x2)+ ….. + E(xn)

(d) 𝐸(𝑥𝑦)= 𝐸(𝑥) ∗ 𝐸(𝑦) only if X and Y are independent.

Proof

∞ ∞ ∞ ∞
𝐸(𝑥𝑦) = ∫−∞ ∫−∞ 𝑥𝑦𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦= ∫−∞ 𝑥𝑓𝑋 (𝑥) ∗ ∫−∞ 𝑦𝑓𝑌 (𝑦)

= 𝐸(𝑥) ∗ 𝐸(𝑦)only if 𝑓(𝑥, 𝑦) = 𝑓𝑋 (𝑥) ∗ 𝑓𝑌 (𝑦)

that is when X and are independent

Cauchy-Schwartz In equality

If X and Y are real values random variables:

[𝐸(𝑋𝑌)]2 ≤ 𝐸(𝑋 2 )𝐸(𝑌 2 )
Proof
Consider the real values function 𝐸(𝑋 + 𝑡𝑌)2 of any real variable t. Since (𝑋 + 𝑡𝑌)2 ≥ 0 for
all real X and Y and t, 𝐸(𝑋 + 𝑡𝑌)2 ≥ 0
That is 𝐸(𝑋 2 + 2𝑡𝑋𝑌 + 𝑡 2 𝑌 2 ) ≥ 0

=> 𝑡 2 𝐸(𝑌 2 ) + 2𝑡𝐸(𝑋𝑌) +E(𝑋 2 ) ≥ 0

The left hand side is a quadratic expression in t and the coefficient of 𝑡 2 is non negative. So
the expression will be non negative if and only if its discriminant is negative or zero> sine the
expression is given to be non negative if

2
(2𝐸(𝑋𝑌)) − 4𝐸(𝑋 2 )𝐸(𝑌 2 ) ≤ 0

=> [𝐸(𝑋𝑌)]2 ≤ 𝐸(𝑋 2 )𝐸(𝑌 2 )

Note-1: If the random variable X takes values 𝑥1 , 𝑥2 , … , 𝑥𝑛 and Y takes values 𝑦1 , 𝑦2 , … , 𝑦𝑛
then the Cauchy-Schwartz inequality implies that

42
 1 2 1 1
[𝑛 ∑𝑛𝑖=1 𝑥𝑖 𝑦𝑖 ] ≤ 𝐸 (𝑛 ∑𝑛𝑖=1 𝑥𝑖 2 ) 𝐸 (𝑛 ∑𝑛𝑖=1 𝑦𝑖 2 ) or [∑𝑛𝑖=1 𝑥𝑖 𝑦𝑖 ]2 ≤

𝐸(∑𝑛𝑖=1 𝑥𝑖 2 )𝐸(∑𝑛𝑖=1 𝑦𝑖 2 )

Note-1:Let 𝑈 = 𝑋 − 𝐸(𝑋) and 𝑉 = 𝑌 − 𝐸(𝑌) and if we apply Cauchy-Schwartz inequality

2
for U and V we get [𝐸((𝑋 − 𝐸(𝑋) )(𝑌 − 𝐸(𝑌)))] ≤ 𝐸((𝑋 − 𝐸(𝑋))2 )𝐸(𝑌 − 𝐸(𝑌))2 )

2
[𝐸((𝑋−𝐸(𝑋))(𝑌−𝐸(𝑌)))]
=> 𝐸((𝑋−𝐸(𝑋))2)𝐸(𝑌−𝐸(𝑌))2) ≤ 1 or square of the correlation 𝜌2 ≤ 1

This means that the correlation coefficient 𝝆 is such that −𝟏 ≤ 𝝆 ≤ 𝟏

Moments

Raw moments

Let X be a random variable with pdf f(x) and A be a constant and r is a non negative integer.
Then the rth raw moment about A is denoted by 𝜇𝑟′ and is defined as

∑𝑖(𝑥𝑖 − 𝐴)𝑟 𝑃(𝑥𝑖 ) 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑒𝑠𝑐𝑟𝑒𝑡𝑒

𝜇𝑟′ 𝑟
= 𝐸(𝑥 − 𝐴) = { ∞ 𝑟
∫−∞(𝑥𝑖 − 𝐴) 𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

∑𝑖( 𝑥𝑖 )𝑟 𝑃(𝑥𝑖 ) 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑒𝑠𝑐𝑟𝑒𝑡𝑒

The rth raw moment about 0 is 𝜇𝑟′ = 𝐸(𝑥)𝑟 = { ∞ 𝑟
∫−∞( 𝑥) 𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

This means that 𝜇1′ = 𝐸(𝑥) = 𝜇 = 𝑚𝑒𝑎𝑛

𝜇2′ = 𝐸(𝑥 2 ) = 𝜇2′

Central moments

The rth central moment is 𝜇𝑟 = 𝐸(𝑥 − 𝐸(𝑥))𝑟 =

∑𝑖 ( 𝑥𝑖 − 𝐸(𝑥))𝑟 𝑃(𝑥𝑖 ) 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑒𝑠𝑐𝑟𝑒𝑡𝑒
{ ∞ 𝑟
∫−∞( 𝑥 − 𝐸(𝑥)) 𝑓(𝑥)𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

This means that 𝜇1 = 𝐸(𝑥 − 𝐸(𝑥))1 = 𝐸(𝑥) − 𝐸(𝑥) = 0

𝜇2 = 𝐸(𝑥 − 𝐸(𝑥))2 = 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2

Central moments in terms of raw moments

𝜇1 = 0

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𝜇2 = 𝜇2′ − 𝜇1′2
𝜇3 = 𝜇3′ − 3𝜇2′ 𝜇1′ + 2𝜇1′3
𝜇4 = 𝜇4′ − 4𝜇3′ 𝜇1′ + 6 𝜇2′ 𝜇1′2 − 3𝜇1′4
……………………………………
Mean, Variance and covariances

Mean = 𝜇 = 𝐸(𝑥)
Variance = 𝜎 2 = 𝐸(𝑥 − 𝐸(𝑥))2 = 𝐸(𝑥 − 𝜇)2 = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
𝜇2
Measure of skewness 𝛽1= 𝜇33 and 𝛾1 = √𝛽1
2
𝜇
Measure of kurtosis 𝛽2= 𝜇24 and 𝛾2 = 𝛽2 − 3
2

𝐶𝑜𝑣(𝑥, 𝑦) = 𝐸(𝑥 − 𝐸(𝑥))(𝑦 − 𝐸(𝑦)) = 𝐸(𝑥𝑦) − 𝐸(𝑥)𝐸(𝑦)

Properties of variances
𝑉𝑎𝑟(𝑎𝑥 + 𝑏) = 𝑎2 𝑉𝑎𝑟(𝑥)
𝑉𝑎𝑟(𝑏) = 0
For two independent random variables x and y, 𝑉𝑎𝑟(𝑎𝑥 − 𝑏𝑦) = 𝑎2 𝑉𝑎𝑟(𝑥) + 𝑏 2 𝑉𝑎𝑟(𝑦)

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