Chapter 2: Probability

Course Name: PROBABILITY & STATISTICS

Lecturer: Dr. Duong Thi Viet An

Hanoi, 2024

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Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.1 Sample Spaces and Events

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Random Experiment
An experiment that can result in different outcomes, even though
it is repeated in the same manner every time, is called a random
experiment.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Random Experiment
An experiment that can result in different outcomes, even though
it is repeated in the same manner every time, is called a random
experiment.
Examples of random experiment:
- Tossing a coin and watching the face appear;

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Random Experiment
An experiment that can result in different outcomes, even though
it is repeated in the same manner every time, is called a random
experiment.
Examples of random experiment:
- Tossing a coin and watching the face appear;
- Measuring rainfall in Hanoi city in January;

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Random Experiment
An experiment that can result in different outcomes, even though
it is repeated in the same manner every time, is called a random
experiment.
Examples of random experiment:
- Tossing a coin and watching the face appear;
- Measuring rainfall in Hanoi city in January;
- Randomly selecting 10 people and measuring their height.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Sample Space
The set of all possible outcomes of a random experiment is called the
sample space of the experiment. The sample space is denoted as S.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Sample Space
The set of all possible outcomes of a random experiment is called the
sample space of the experiment. The sample space is denoted as S.
A sample space is discrete if it consists of a finite or countable
infinite set of outcomes.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Sample Space
The set of all possible outcomes of a random experiment is called the
sample space of the experiment. The sample space is denoted as S.
A sample space is discrete if it consists of a finite or countable
infinite set of outcomes.
A sample space is continuous if it contains an interval (either finite
or infinite) of real numbers.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be
S = {x | 10 < x < 11},

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be
S = {x | 10 < x < 11},
which is an example of a continuous sample space.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be
S = {x | 10 < x < 11},
which is an example of a continuous sample space.
If the objective of the analysis is to consider only whether or not
a particular part conforms to the manufacturing specifications, the
sample space might be simplified to the set of two outcomes

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be
S = {x | 10 < x < 11},
which is an example of a continuous sample space.
If the objective of the analysis is to consider only whether or not
a particular part conforms to the manufacturing specifications, the
sample space might be simplified to the set of two outcomes
S = {yes, no},

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 1
Consider an experiment in which you select a molded plastic part,
such as a connector, and measure its thickness. If it is known
that all connectors will be between 10 and 11 millimeters thick, the
sample space could be
S = {x | 10 < x < 11},
which is an example of a continuous sample space.
If the objective of the analysis is to consider only whether or not
a particular part conforms to the manufacturing specifications, the
sample space might be simplified to the set of two outcomes
S = {yes, no},
which is a discrete sample space.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 2
If two connectors are selected and measured their thickness. Then,
the sample space is
S = {(x1 , x2 ) | 10 < xi < 11, i = 1, 2}.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 2
If two connectors are selected and measured their thickness. Then,
the sample space is
S = {(x1 , x2 ) | 10 < xi < 11, i = 1, 2}.
If the objective of the analysis is to consider only whether or not the
parts conform to the manufacturing specifications, the sample space
can be represented by the four outcomes
S = {yy, yn, ny, nn}.

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 2.1 Sample Spaces and Events

Tree Diagrams

Sample spaces can also be described graphically with tree diagrams.

When a sample space can be constructed in several steps or stages,
we can represent each of the n1 ways of completing the first step
as a branch of a tree.
Each of the ways of completing the second step can be represented
as n2 branches starting from the ends of the original branches, and
so forth.

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 2.1 Sample Spaces and Events

Tree Diagrams
Example 3
Each message in a digital communication system is classified as to
whether it is received within the time specified by the system design. If
three messages are classified, use a tree diagram to represent the sample
space of possible outcomes.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Event
An event is a subset of the sample space of a random experiment.

Events are usually denoted by capital letters: A, B, C, E, ...

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Event
An event is a subset of the sample space of a random experiment.

Events are usually denoted by capital letters: A, B, C, E, ...

Examples of event:

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Event
An event is a subset of the sample space of a random experiment.

Events are usually denoted by capital letters: A, B, C, E, ...

Examples of event:
- The event of coming up the head when tossing a coin A = {h};
- The event of coming up the tail when tossing a coin B = {t};

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Event
An event is a subset of the sample space of a random experiment.

Events are usually denoted by capital letters: A, B, C, E, ...

Examples of event:
- The event of coming up the head when tossing a coin A = {h};
- The event of coming up the tail when tossing a coin B = {t};
- Let C event that two connectors which at least one part conform to the
manufacturing specifications

C = {yn, ny, yy}.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Set operations with events:

The union of two events is the event that consists of all outcomes
that are contained in either of the two events. We denote the union
as E1 ∪ E2 .

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

The intersection of two events is the event that consists of all

outcomes that are contained in both of the two events. We denote
the intersection as E1 ∩ E2 .

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

The complement of an event in a sample space is the set of

outcomes in the sample space that are not in the event. We denote
0
the complement of the event E as E .

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Two events, denoted as E1 and E2 , such that E1 ∩ E2 = ∅ are said

to be mutually exclusive.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 4
Consider the sample space S = {yy, yn, ny, nn} in Example 2. Suppose
that the subset of outcomes for which at least one part conforms is
denoted as E1 .

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 4
Consider the sample space S = {yy, yn, ny, nn} in Example 2. Suppose
that the subset of outcomes for which at least one part conforms is
denoted as E1 . Then E1 = {yy, yn, ny}.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 4
Consider the sample space S = {yy, yn, ny, nn} in Example 2. Suppose
that the subset of outcomes for which at least one part conforms is
denoted as E1 . Then E1 = {yy, yn, ny}.
The event in which both parts do not conform, denoted as E2 = {nn}.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 4
Consider the sample space S = {yy, yn, ny, nn} in Example 2. Suppose
that the subset of outcomes for which at least one part conforms is
denoted as E1 . Then E1 = {yy, yn, ny}.
The event in which both parts do not conform, denoted as E2 = {nn}. If
E3 = {yn, ny, nn},

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Example 4
Consider the sample space S = {yy, yn, ny, nn} in Example 2. Suppose
that the subset of outcomes for which at least one part conforms is
denoted as E1 . Then E1 = {yy, yn, ny}.
The event in which both parts do not conform, denoted as E2 = {nn}. If
E3 = {yn, ny, nn},
0
E1 ∪ E3 = S, E1 ∩ E3 = {yn, ny}, E1 = {nn}.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Note
0 0
(E ) = E.
(A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C) and
(A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C).
DeMorgan’s laws imply that
0 0 0 0 0 0
(A ∪ B) = A ∩ B and (A ∩ B) = A ∪ B .

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 2.1 Sample Spaces and Events

Counting Techniques

Multiplication Rule (for counting techniques)

Assume an operation can be described as a sequence of k steps, and the
number of ways of completing step 1 is n1 , and
the number of ways of completing step 2 is n2 for each way of completing
step 1, and
the number of ways of completing step 3 is n3 for each way of completing
step 2, and
so forth.
The total number of ways of completing the operation is

n1 × n2 × ... × nk .

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 2.1 Sample Spaces and Events

Counting Techniques

Example 5
In the design of a casing for a gear housing, we can use four different types
of fasteners, three different bolt lengths, and three different bolt locations.
From the multiplication rule 4 × 3 × 3 = 36 different designs are possible.

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 2.1 Sample Spaces and Events

Counting Techniques

Permutations
Consider a set of elements, such as S = {a, b, c}. A permutation of the
elements is an ordered sequence of the elements. For example,
abc, acb, bac, bca, cab, and cba are all of the permutations of the elements
of S.
The number of permutations of n different elements is n! where

n! = n × (n − 1) × ... × 2 × 1.

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 2.1 Sample Spaces and Events

Counting Techniques

Permutations
Consider a set of elements, such as S = {a, b, c}. A permutation of the
elements is an ordered sequence of the elements. For example,
abc, acb, bac, bca, cab, and cba are all of the permutations of the elements
of S.
The number of permutations of n different elements is n! where

n! = n × (n − 1) × ... × 2 × 1.

Permutations of Subsets
The number of permutations of subsets of r elements selected from a set
of n different elements is
n!
Prn = n × (n − 1) × ... × (n − r + 1) = (n−r)! .

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 2.1 Sample Spaces and Events

Counting Techniques

Combinations
Another counting problem of interest is the number of subsets of r
elements that can be selected from a set of n elements. Here, order is not
important. These are called combinations.
n!
The number of combinations is denoted as Crn = r!(n−r)! .

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,
a location from the remaining 7 for the second component,

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,
a location from the remaining 7 for the second component,
a location from the remaining 6 for the third component, and

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,
a location from the remaining 7 for the second component,
a location from the remaining 6 for the third component, and
a location from the remaining 5 for the fourth component.

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,
a location from the remaining 7 for the second component,
a location from the remaining 6 for the third component, and
a location from the remaining 5 for the fourth component.
Therefore, P48 = 8 × 7 × 6 × 5 = 1680 different designs are possible.

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 2.1 Sample Spaces and Events

Counting Techniques

Example 6
A printed circuit board has 8 different locations in which a component can
be placed.
If 4 different components are to be placed on the board,
each design consists of selecting a location from the 8 locations for
the first component,
a location from the remaining 7 for the second component,
a location from the remaining 6 for the third component, and
a location from the remaining 5 for the fourth component.
Therefore, P48 = 8 × 7 × 6 × 5 = 1680 different designs are possible.
If 5 identical components are to be placed on the board, the number
8!
of possible designs is C58 = 5!3! = 56.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Exercise 1
Provide a reasonable description of the sample space for each of the
random experiments:
a) Each of three machined parts is classified as either above or below the
target specification for the part.
b) The number of hits (views) is recorded at a high-volume Web site in a
day.
c) Each of 24 Web sites is classified as containing or not containing banner
ads
d) The time of a chemical reaction is recorded to the nearest millisecond.
e) Calls are repeatedly placed to a busy phone line until a connection is
achieved.

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Exercise 2
A digital scale is used that provides weights to the nearest gram.
a) What is the sample space for this experiment?
Let A denote the event that a weight exceeds 11 grams, let B denote the
event that a weight is less than or equal to 15 grams, and let C denote the
event that a weight is greater than or equal to 8 grams and less than 12
grams.
Describe the following events.
0
b)A ∪ B c)A ∩ B d)A e)A ∪ B ∪ C
0 0
f )(A ∪ C) g)B ∩ C

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 2.1 Sample Spaces and Events

2.1 Sample Spaces and Events

Exercise 3
A sample of two items is selected without replacement from a batch. Describe
the (ordered) sample space for each of the following batches:
a) The batch contains the items {a, b, c, d}.
b) The batch contains the items {a, b, c, d, e, f, g}.
c) The batch contains 4 defective items and 20 good items.
d) The batch contains 1 defective item and 20 good items.

Exercise 4
A batch of 140 semiconductor chips is inspected by choosing a sample of five
chips. Assume 10 of the chips do not conform to customer requirements.
a) How many different samples are possible?
b) How many samples of five contain exactly one nonconforming chip?
c) How many samples of five contain at least one nonconforming chip?

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 2.2 Interpretations and Axioms of Probability

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

There are different approaches to assessing the probability of an uncertain

event:
1. a priori classical probability: the probability of an event is based on
prior knowledge of the process involved.
2. empirical classical probability: the probability of an event is based
on observed data.

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Equally Likely Outcomes

Whenever a sample space consists of N possible outcomes that are equally
likely, the probability of each outcome is N1 .

Probability of an Event
• a priori classical probability
X number of ways the event can occur
Probability of Occurrence = = .
T total number of possible outcomes
• empirical classical probability
X number of favorable outcomes observed
Probability of Occurrence = = .
T total number of outcomes observed

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Example 7
Find the probability of selecting a face card (Jack, Queen, or King) from a
standard deck of 52 cards.

X number of face cards 12

Probability of Face Card = = = .
T total number of cards 52

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Axioms of Probability
Probability is a number that is assigned to each member of a collection of
events from a random experiment that satisfies the following properties:
(S is the sample space and E is any event in a random experiment)
P (S) = 1.
P (∅) = 0.
0
P (E ) = 1 − P (E).
0 ≤ P (E) ≤ 1.
For two events E1 and E2 with E1 ∩ E2 = ∅ :
P (E1 ∪ E2 ) = P (E1 ) + P (E2 ).

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Example 8
A random experiment can result in one of the outcomes {a, b, c, d, e} with prob-
abilities 0.1; 0.1; 0.2; 0.4, and 0.2, respectively. Let A denote the event {a, b, c},
and let B denote the event {c, d, e}. Determine the following:
0
a) P (A), P (B), P (A );
b) P (A ∪ B), P (A ∩ B).

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Example 8
A random experiment can result in one of the outcomes {a, b, c, d, e} with prob-
abilities 0.1; 0.1; 0.2; 0.4, and 0.2, respectively. Let A denote the event {a, b, c},
and let B denote the event {c, d, e}. Determine the following:
0
a) P (A), P (B), P (A );
b) P (A ∪ B), P (A ∩ B).
Answer: P (A) = 0.1 + 0.1 + 0.2 = 0.4, P (B) = 0.2 + 0.4 + 0.2 = 0.8,
0
P (A ) = 0.6, P (A ∪ B) = P (S) = 1, P (A ∩ B) = 0.2.

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Example 8
A random experiment can result in one of the outcomes {a, b, c, d, e} with prob-
abilities 0.1; 0.1; 0.2; 0.4, and 0.2, respectively. Let A denote the event {a, b, c},
and let B denote the event {c, d, e}. Determine the following:
0
a) P (A), P (B), P (A );
b) P (A ∪ B), P (A ∩ B).
Answer: P (A) = 0.1 + 0.1 + 0.2 = 0.4, P (B) = 0.2 + 0.4 + 0.2 = 0.8,
0
P (A ) = 0.6, P (A ∪ B) = P (S) = 1, P (A ∩ B) = 0.2.

Example 9
If the last digit of a weight measurement is equally likely to be any of the digits
0 through 9,
a) What is the probability that the last digit is 0?
b) What is the probability that the last digit is greater than or equal to 5?

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Example 8
A random experiment can result in one of the outcomes {a, b, c, d, e} with prob-
abilities 0.1; 0.1; 0.2; 0.4, and 0.2, respectively. Let A denote the event {a, b, c},
and let B denote the event {c, d, e}. Determine the following:
0
a) P (A), P (B), P (A );
b) P (A ∪ B), P (A ∩ B).
Answer: P (A) = 0.1 + 0.1 + 0.2 = 0.4, P (B) = 0.2 + 0.4 + 0.2 = 0.8,
0
P (A ) = 0.6, P (A ∪ B) = P (S) = 1, P (A ∩ B) = 0.2.

Example 9
If the last digit of a weight measurement is equally likely to be any of the digits
0 through 9,
a) What is the probability that the last digit is 0?
b) What is the probability that the last digit is greater than or equal to 5?
Answer: a) P (A) = 0.1, b) P (B) = 0.5.

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 2.2 Interpretations and Axioms of Probability

2.2 Interpretations and Axioms of Probability

Exercise 1
Suppose your vehicle is licensed in a state that issues license plates
that consist of three digits (between 0 and 9) followed by three letters
(between A and Z). If a license number is selected randomly, what is
the probability that yours is the one selected?

Exercise 2
A part selected for testing is equally likely to have been produced on any
one of six cutting tools.
a) What is the sample space?
b) What is the probability that the part is from tool 1?
c) What is the probability that the part is from tool 3 or tool 5?
d) What is the probability that the part is not from tool 4?

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 2.2 Interpretations and Axioms of Probability

2. Interpretations and Axioms of Probability

Exercise 3
Orders for a computer are summarized by the optional features that are
requested as follows:
proportion of orders
no optional features 0.3
one optional feature 0.5
more than one optional feature 0.2
a) What is the probability that an order requests at least one optional
feature?
b) What is the probability that an order does not request more than one
optional feature?

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 2.2 Interpretations and Axioms of Probability

Exercise 4
Samples of emissions from three suppliers are classified for conformance to
air-quality specifications. The results from 100 samples are summarized as
follows:

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 2.3 Addition Rules

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.3 Addition Rules

2.3 Addition Rules

Addition Rules
Any two events A; B
P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
If A and B are mutually exclusive events,
P (A ∪ B) = P (A) + P (B).
A collection of events E1 , E2 , ..., Ek is said to be mutually exclusive if
for all pairs
Ei ∩ Ej 6= ∅,
For a collection of mutually exclusive events,
P (E1 ∪ E2 ∪ ... ∪ Ek ) = P (E1 ) + P (E2 ) + ... + P (Ek ).

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 2.3 Addition Rules

2.3 Addition Rules

Addition Rules
Any three events A, B, C

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

− P (B ∩ C) − P (A ∩ C) + P (A ∩ B ∩ C).

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 2.3 Addition Rules

2.3 Addition Rules

Example 10
If A, B, and C are mutually exclusive events with P (A) = 0.2,
P (B) = 0.3, and P (C) = 0.4, determine the following probabilities:
a) P (A ∪ B ∪ C)
b) P (A ∩ B ∩ C)
c) P (A ∩ B)
d) P [(A ∪ B) ∩ C]
0 0 0
e) P (A ∩ B ∩ C )

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 2.3 Addition Rules

2.3 Addition Rules

Exercise 1
If P (A) = 0.3, P (B) = 0.2 and P (A ∩ B) = 0.1 determine the following
probabilities:
0 0
a) P (A ) b) P (A ∪ B) c) P (A ∩ B)
0 0 0
d) P (A ∩ B ) e) P [(A ∪ B) ] f) P (A ∪ B)

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 2.3 Addition Rules

2.3 Addition Rules

Exercise 2
Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock
resistance. The results from 100 disks are summarized as follows:
shock resistance
high low
high scratch 70 9
low scratch 16 5
a) If a disk is selected at random, what is the probability that its scratch
resistance is high and its shock resistance is high?
b) If a disk is selected at random, what is the probability that its scratch
resistance is high or its shock resistance is high?
c) Consider the event that a disk has high scratch resistance and the event that a
disk has high shock resistance. Are these two events mutually exclusive?

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 2.3 Addition Rules

2.3 Addition Rules

Exercise 3
A computer system uses passwords that are six characters and each char-
acter is one of the 26 letters (a–z) or 10 integers (0–9). Uppercase letters
are not used. Let A denote the event that a password begins with a vowel
(either a, e, i, o, or u) and let Bdenote the event that a password ends
with an even number (either 0, 2, 4, 6, or 8). Suppose a hacker selects a
password at random. Determine the following probabilities:
a) P (A) b) P (B)
c) P (A ∩ B) d) P (A ∪ B)

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 2.3 Addition Rules

2.3 Addition Rules

Exercise 4
Strands of copper wire from a manufacturer are analyzed for strength and
conductivity. The results from 100 strands are as follows:
strength
high low
high conductivity 74 8
low conductivity 15 3
a) If a strand is randomly selected, what is the probability that its conductivity is
high and its strength is high?
b) If a strand is randomly selected, what is the probability that its conductivity is
low or the strength is low?
c) Consider the event that a strand has low conductivity and the event that the
strand has a low strength. Are these two events mutually exclusive?

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 2.4 Conditional Probability

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.4 Conditional Probability

2.4 Conditional Probability

Conditional Probability
The probability of an event B under the knowledge that the outcome will
be in event A is denoted as P (B | A) and this is called the conditional
probability of B given A, and is calculated by
P (A ∩ B)
P (B | A) = , P (A) > 0.
P (A)
Similar,
P (A ∩ B)
P (A|B) = , P (B) > 0.
P (B)

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 2.4 Conditional Probability

2.4 Conditional Probability

Example 11
Disks of polycarbonate plastic from a supplier are analyzed for scratch
and shock resistance. The results from 100 disks are summarized as
follows:
shock resistance
high low
high scratch 70 9
low scratch 16 5
Let A denote the event that a disk has high shock resistance, and let B
denote the event that a disk has high scratch resistance. Determine the
following probabilities:
(a) P (A)
(b) P (B)
(c) P (A | B)
(d) P (B | A)

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 2.4 Conditional Probability

2.4 Conditional Probability

Example 12
A day’s production of 850 manufactured parts contains 50 parts that
do not meet customer requirements. Two parts are selected randomly
without replacement from the batch. What is the probability that the
second part is defective given that the first part is defective?

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 2.4 Conditional Probability

2.4 Conditional Probability

Example 12
A day’s production of 850 manufactured parts contains 50 parts that
do not meet customer requirements. Two parts are selected randomly
without replacement from the batch. What is the probability that the
second part is defective given that the first part is defective?

Let A denote the event that the first part selected is defective, and let
B denote the event that the second part selected is defective. If the first
part is defective, prior to selecting the second part, the batch contains
849 parts, of which 49 are defective; therefore, P (B | A) = 49/849.

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 2.5 Multiplication and Total Probability Rules

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.5 Multiplication and Total Probability Rules

2.5 Multiplication and Total Probability Rules

Multiplication and Total Probability Rules

Multiplication rule for any two events A and B
P (A ∩ B) = P (B | A)P (A) = P (A | B)P (B).
Total probability rule for any two events A and B
0 0 0
P (B) = P (B ∩ A) + P (B ∩ A ) = P (B | A)P (A) + P (B | A )P (A ).
Assume E1 , E2, ..., Ek are k mutually exclusive and exhaustive sets.
Then

P (B) = P (B ∩ E1 ) + P (B ∩ E2 ) + ... + P (B ∩ Ek )
= P (B | E1 )P (E1 ) + P (B | E2 )P (E2 ) + ... + P (B | Ek )P (Ek ).

A collection of sets E1 , E2, ..., Ek such that E1 ∪ E2 ∪ ... ∪ Ek = S is

said to be exhaustive.

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 2.5 Multiplication and Total Probability Rules

2.5 Multiplication and Total Probability Rules

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 2.5 Multiplication and Total Probability Rules

2.5 Multiplication and Total Probability Rules

Exercise 1
Suppose that P (A|B) = 0.4 and P (B) = 0.5. Determine the following:
0
a)P (A ∩ B); b)P (A ∩ B)

Exercise 2
The probability is 1% that an electrical connector that is kept dry fails
during the warranty period of a portable computer. If the connector is
ever wet, the probability of a failure during the warranty period is 5%. If
90% of the connectors are kept dry and 10% are wet, what proportion of
connectors fail during the warranty period?

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 2.5 Multiplication and Total Probability Rules

2.5 Multiplication and Total Probability Rules

Exercise 3
A lot of 100 semiconductor chips contains 20 that are defective.
a) Two are selected, at random, without replacement, from the lot.
Determine the probability that the second chip selected is defective.
b) Three are selected, at random, without replacement, from the lot.
Determine the probability that all are defective.

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 2.6 Independence

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.6 Independence

2.6 Independence

Independence
Two events are independent if any one of the following equivalent
statements is true:
1) P (A|B) = P (A)
2) P (B|A) = P (B)
3) P (A ∩ B) = P (A)P (B)
The events E1 , E2 , ..., En are independent if and only if for any
subset of these events Ei1 , Ei2 , ..., Eik
P (Ei1 ∩ Ei2 ∩ ... ∩ Eik ) = P (Ei1 ) × P (Ei2 ) × ... × P (Eik )

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 2.6 Independence

2.6 Independence
Exercise 1
If P (A|B) = 0.3, P (B) = 0.8, and P (A) = 0.3 are the events B and the
complement of A independent?

Exercise 2
If P (A) = 0.2, P (B) = 0.2, and A and B are mutually exclusive, are they
independent?

Exercise 3
A batch of 500 containers for frozen orange juice contains five that
are defective. Two are selected, at random, without replacement, from
the batch. Let A and B denote the events that the first and second
containers selected are defective, respectively.
a) Are A and B independent events?
b) If the sampling were done with replacement, would A and B be
independent?
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 2.6 Independence

2.6 Independence

Exercise 4
The probability that a lab specimen contains high levels of contamination
is 0.10. Five samples are checked, and the samples are independent.
a) What is the probability that none contains high levels of contamina-
tion?
b) What is the probability that exactly one contains high levels of con-
tamination?
c) What is the probability that at least one contains high levels of con-
tamination?

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 2.7 Bayes’ Theorem

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.7 Bayes’ Theorem

2.7 Bayes’ Theorem

Bayes’ Theorem
If A and B are any two events
P (B | A)P (A)
P (A | B) = , for P (B) > 0.
P (B)
If E1 , E2, ..., Ek are k mutually exclusive and exhaustive events and
B is any event,

P (E1 | B)
P (B | E1 )P (E1 )
= ,
P (B | E1 )P (E1 ) + P (B | E2 )P (E2 ) + ... + P (B | Ek )P (Ek )

for P (B) > 0.

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 2.7 Bayes’ Theorem

2.7 Bayes’ Theorem

Example 13
A new medical procedure has been shown to be effective in the early
detection of an illness, a medical screening of the population is proposed.
The probability that the test correctly identifies someone with the illness
as positive is 0.99, and the probability that the test correctly identifies
someone without the illness as negative is 0.95. The incidence of the
illness in the general population is 0.0001. You take the test, and the
result is positive. What is the probability that you have the illness?

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 2.7 Bayes’ Theorem

2.7 Bayes’ Theorem

Example 13
Let D denote the event that you have the illness, and let S denote the
event that the test signals positive. The probability requested can be de-
noted as P (D|S). The probability that the test correctly signals someone
without the illness as negative is 0.95. Consequently, the probability of a
0
positive test without the illness is P (S | D ) = 0.05.
From Bayes’ Theorem,

P (S | D)P (D) P (S | D)P (D)

P (D | S) = =
P (S) P (D)P (S|D) + P (D0 )P (S|D0 )
0.99 × 0.0001
= = 0.002
0.99 × 0.0001 + 0.05 × (1 − 0.0001)

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 2.7 Bayes’ Theorem

2.7 Bayes’ Theorem

Exercise 1
Suppose that P (A|B) = 0.7, P (A) = 0.5 and P (B) = 0.2. Determine P (B|A).

Exercise 2
0
Suppose that P (A|B) = 0.4, P (A|B ) = 0.2, and P (B) = 0.8. Determine
P (B|A).

Exercise 3
An inspector working for a manufacturing company has a 99% chance of cor-
rectly identifying defective items and a 0.5% chance of incorrectly classifying a
good item as defective. The company has evidence that its line produces 0.9%
of nonconforming items.
a) What is the probability that an item selected for inspection is classified as
defective?
b) If an item selected at random is classified as nondefective, what is the prob-
ability that it is indeed good?
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 2.7 Bayes’ Theorem

2.7 Bayes’ Theorem

Exercise 4
A new analytical method to detect pollutants in water is being tested. This new
method of chemical analysis is important because, if adopted, it could be used
to detect three different contaminants -organic pollutants, volatile solvents, and
chlorinated compounds - instead of having to use a single test for each pollutant.
The makers of the test claim that it can detect high levels of organic pollutants
with 99.7% accuracy, volatile solvents with 99.95% accuracy, and chlorinated
compounds with 89.7% accuracy. If a pollutant is not present, the test does not
signal. Samples are prepared for the calibration of the test and 60% of them are
contaminated with organic pollutants, 27% with volatile solvents, and 13% with
traces of chlorinated compounds. A test sample is selected randomly.
a) What is the probability that the test will signal?
b) If the test signals, what is the probability that chlorinated compounds are
present?

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 2.8 Random Variables

Content

1 2.1 Sample Spaces and Events

2 2.2 Interpretations and Axioms of Probability

3 2.3 Addition Rules

4 2.4 Conditional Probability

5 2.5 Multiplication and Total Probability Rules

6 2.6 Independence

7 2.7 Bayes’ Theorem

8 2.8 Random Variables

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 2.8 Random Variables

2.8 Random Variables

A random variable is a function that assigns a real number to each

outcome in the sample space of a random experiment.
Notation: A random variable is denoted by an uppercase letter such
as X. After an experiment is conducted, the measured value of the
random variable is denoted by a lowercase letter such as x = 70
milliamperes.
A discrete random variable is a random variable with a finite (or
countably infinite) range. For example: number of girls in a class,
number of scratches on a surface, proportion of defective parts among
1000 tested.
A continuous random variable is a random variable with an inter-
val (either finite or infinite) of real numbers for its range. For exam-
ple: electrical current, length, pressure, temperature, time, voltage,
weight.

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 2.8 Random Variables

2.8 Random Variables

Exercise 1
Decide whether a discrete or continuous random variable is the best
model for each of the following variables:
a) The time until a projectile returns to earth.
b) The number of times a transistor in a computer memory changes
state in one operation.
c) The volume of gasoline that is lost to evaporation during the filling
of a gas tank.
d) The outside diameter of a machined shaft.
e) The number of cracks exceeding one-half inch in 10 miles of an
interstate highway.
f) The weight of an injection-molded plastic part.
g) The number of molecules in a sample of gas.
h) The concentration of output from a reactor.
i) The current in an electronic circuit.
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 2.8 Random Variables

2.8 Random Variables

Exercise 2
A sample of three calculators is selected from a manufacturing line,
and each calculator is classified as either defective or acceptable.
Let A, B, and C denote the events that the first, second, and third
calculators, respectively, are defective.
a) Describe the sample space for this experiment with a tree diagram.
Use the tree diagram to describe each of the following events:
b) A c) B
d) A ∩ B e) B ∪ C

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 2.8 Random Variables

Sample Questions

Question 1: A class in advanced physicsis comprised of 10 juniors, 30

seniors, and 10 graduate students. The final grades show that 3 of the
juniors, 10 of the seniors, and 5 of the graduate students received an A for
the course. If a student is chosen at random from this class and is found
to have earned an A, what is the probability that he or she is a senior?
a) 2/9 b) 4/9
c) 5/9 d) 7/9
e None of the other choices is correct
Question 2: Bag A contains 10 white and 6 black balls, Bag B contains
12 white and 4 black balls while Bag C contains 4 white and 4 black balls.
One ball is drawn at random from one of the bags and it is found to be
white. Find the probability that it was drawn from Bag A.
a) 1/12 b) 1/4
c) 1/3 d) 1/6.

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 2.8 Random Variables

Sample Questions

Question 3: A company has 2 machines that produce widgets. An older

machine produces 10% defective widgets, while the new machine produces
only 2% defective widgets. In addition, the new machine produces 3 times
as many widgets as the older machine does.
Given a randomly chosen widget tested, what is the probability that the
widget was defective.
a) 3% b) 4% c) 5% d) 6%
Question 4: Which of the following is NOT TRUE about continuous
random variables?
a). . . takes an infinite number of possible values.
b) . . . is usually about measurement.
c) . . . is quantitative data.
d) . . . has a countable infinite range.

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