1 ADDITION RULES
1.2: Probability Rules
1 Addition Rules
Proposition 1 :
1.
P A0 = 1 P (A)
2.
if A B then P (A) P (B )
3.
P (A [ B ) = P (A) + P (B ) P (A \ B )
4. If (Ai) are pairewise disjoint (mutually exclusive) events
then
X
P [Ai = P (Ai)
i
i
1
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Example 1 Text, Example 2-13, P33-P’50
Exercise 1 The probability that a blood donor has blood
type A is 0.35, the probability that a donor has hyperten-
sion is 0.15 and the probability that he has hypertension
and blood type A is 0.10.
1. Find (S; T ) :
2. Find probabilities of the events
(a) He has hypertension or blood type A?
(b) He has no hypertension?
A = " a donor has blood type A"
H = " a donor has hypertension"
1. (S; T ) :
n o
S = (A; H ) ; A; H 0 ; A0; H ; A0; H 0
T = P (S )
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1 ADDITION RULES
2.
P (A) = 0:35 P (H ) = 0:15 P (A \ H ) = 0:10
(a)
P (A [ H ) = P (A) + P (H ) P (A \ H )
= 0:35 + 0:15 0:10 = 0:40
(b)
P H0 = 1 P (H ) = 1 0:15 = 0:85
another way to solve the problem is to …nd prob-
abilities of each elementary event:
P (A; H ) = 0:10 P A; H 0 = 0:25
P A0; H = 0:05 P A0; H 0 = 0:60
Proposition 2
P (A [ B [ C ) = P (A) + P (B ) +P (C )
P (A \ B ) P (A \ C ) P (B \ C )
+ P (A \ B \ C )
Poincaré Formula gives a generalisation for any set of n
events.
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2 CONDITIONAL PROBABILITY
2 Conditional Probability
De…nition 1 Let (S; T ; P) be a probability space, A; B
in T such that P (A) 6= 0: The conditionnal probability
of B given A is:
P (A \ B )
P (B=A) = PA(B ) =
P (A)
when all outcomes are equally likely (n …nite)
nb of outcomes in A \ B
P (B=A) =
nb of outcomes in A
Example 2 We ‡ip a balanced coin wich odd sides are
red and even sides are white. If you know that the side
rolled is white, …nd the probability of getting a 6.
A = " getting an even number " = " getting a white side "
B = " getting a 6 "
1 1 1
P (A) = P (B ) = P (A \ B ) =
2 6 6
1
P (A \ B ) 6 2 1
P(B=A) = = 1
= =
P (A) 2
6 3
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3 TOTAL PROBABILITY RULE
3 Total Probability Rule
3.1 Multiplication Rule
P (A \ B ) = P (B=A) P(A) = P (A=B ) P(B )
Example 3 Text, Example 2-20, P43-P’60
3.2 Total Probability Rule
Proposition 3
P (B ) = P (B \ A) + P B \ A0
= P (B=A) P(A) + P B=A0 P(A0)
Proof: since S = A [ A0 then
B = B \ S = B \ A [ A0
= (B \ A) [ B \ A0
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3.2 Total Probability Rule 3 TOTAL PROBABILITY RULE
Example 4 Text, Example 2-21, P44-P’61
More generally
De…nition 2 A collection of sets A1; A2; :::; An said to
be exhaustive if
[Ai = S
i
Proposition 4 Assume A1; A2; :::; An are n mutually
exclusive and exhaustive sets then
n
X n
X
P( B ) = P(B \ Ai) = P (B=Ai) P(Ai)
i=1 i=1
Example 5 Text, Example 2-22, P44-P’61
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4 INDEPENDENCE
4 Independence
De…nition 3 Two events A and B of S are independent
if
P(A \ B ) = P(A):P(B )
so if P(A) 6= 0 and A and B independent then
P(B=A) = P(B )
Example 6 Text, Example 2-24, P47-P’64
Exercise 2 Show that if A and B are independent events,
then:
1. A and B 0 are independent.
2. A0 and B are independent.
3. A0 and B 0 are independent.
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5 BAYES’THEOREM
5 Bayes’Theorem
Theorem 1 Let (S; T ; P) be a probability space, A; B
in T such that P (A) 6= 0 and P (B ) 6= 0 then
P (B=A) P (A)
P (A=B ) =
P (B=A) P (A) + P (B=A0) P (A0)
i.e , if we know P(A), P(B ) and the probability of B
given A, we can …nd the probability of A given B .
Proof
P (A \ B )
P(B=A) = () P (A \ B ) = P(B=A)P (A)
P (A)
P (B ) = P B \ A [ A0 = P (B \ A)+P B \ A0
P (A \ B ) P(B=A)P (A)
P (A=B ) = =
P (B ) P (B \ A) + P (B \ A0)
Example 7 Text, Example 2-29, P52-P’69
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5 BAYES’THEOREM
Exercise 3 A disease is present in a population in the
proportion of one sick person in 10,000. A new screening
test is positive at 99% if the person is sick and at 0.1%
if the person is not sick. What is the probability that the
person is sick when the test is positive?
Consider the events
M = " The person is sick" T = "the test is positiv"
then
P (M ) = 0; 0001 P M 0 = 0; 9999
P (T =M ) = 0:99 P T =M 0 = 0:001
Bayes’theorem
P (T =M ) P (M )
P (M=T ) = 0 0
' 0:09
P (T =M ) P (M ) + P (T =M ) P (M )
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5 BAYES’THEOREM
Trivial Particular Cases
1. If A B and P (A) 6= 0 then
P (B=A) = 1 P B 0=A = 0
2. If B A and P (A) 6= 0 then
P (B ) P (A) P (B )
P (B=A) = P B 0=A =
P (A) P (A)
Theorem 2 Bayes’general theorem: A1; A2; :::; An
are n mutually exclusive and exhaustive sets then, for
every event B with P (B ) 6= 0
P(B=Ai)P(Ai)
P(Ai=B ) = P
i P(B=Ai)P(Ai)
Example 8 Text, Example 2-30, P52-P’69
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