Chapter 1

1. Basic concept of probability

Learning objectives:

At the end of this chapter, student should be able to:

- Define and construct sample space of an experiment.
- Define random events, identify types of events, apply Venn Diagram and laws To
find event set including intersection, union and complement.
- Identify mutually exclusive and exhaustive events.
- To apply Bayes theorem to find the conditional probability of an event when the
event is partitioned into several mutually exclusive and exhaustive subsets.

1.1 Introduction

Probability theory refers to the study of randomness and uncertainty. Probability forms
the basis knowledge which we can make inferences about a population based on the
distribution and its provide methods for quantifying the chances or likelihood associated
with various outcomes. Probability helps to explain a lot of everyday occurrences and we
actually discuss it frequently.

Probability also has been used everyday in engineering and technology. For example: the
probability of a good part being produce, the reliability of a new machine (reliabilities are
actually probabilities) etc.

An engineer wants to be fairly certain that the percentage of good rods is at least 90%;
otherwise he will shut down the process for recalibration. How certain that he has at least
90% of the 1000 rods are good?

What is the different between probability and inferential statistics? Probability is
involving properties of the population under study which are assumed known and
questions regarding a sample taken from the population are posed and answered. While,
inferential statistics is involved a characteristics of a sample which are available to the
experimenter and this information enables experimenter to draw conclusions about the
populations.







1.1.1 Definition:

Some definitions or terms in basic probability must be known and well understand.
Among the definitions are:

Random Process is a situation in which possible results are known but actual results
cannot be predicted with certainty in advance.

Outcome is related to each possible result for a random process

Experiment is a process by which an observation or measurement is obtained (yield
outcomes)


1,2 Sample Space, probability of events, counting rule

In the process of collecting data before analysis and interpretation being done, the method
of how to model the random experiment is crucial. The terms related to it such as sample
space and an event are important.

1.2.1 Sample Space:

Sample space denoted by S, is the set of all possible outcomes of an experiment.
Event is any collection (subset) of outcomes contained in the sample space S.
An event is called simple if it consists of exactly one outcome and called compound
event if it consists of more than one outcome. Mean while the null event is an event with
no outcomes. This is actually impossible event or empty set.

Example 1.1:

Experiment of roll a die:

The sample space is: S = {1, 2, 3, 4, 5, 6}

The simple events (or outcomes) are:

E
1
: observe No. 1 = {1} E
2
= {2} E3 = {3}
E
4
= {4} E
5
= {5} E
6
= {6}

The compound events are:
A : observe an odd number = {1, 3, 5}
B : observe a number greater than or equal to 4 = {4, 5, 6}




Example 1.2:

Toss a coin for three times and observed the number of heads. The sample space is,

S = {0, 1, 2, 3}

The sample space for the lifetime of a machine (in days) is,

S = { t | t 0 } = [ 0, )


The sample space for the number of calls at a telephone exchange during a specific time
interval is,

S = {0, 1,.}

The knowledge in set theory is important to understand the basic of probability. The
union of events A and B denoted by A U B and read A or B is the event consisting of all
outcomes that are either in A or in B or in both events.

The intersection of A and B denoted by A B and read A and B, is the event consisting
of all outcomes that are in both A and B.

The complement of event A, denoted by A
C
, is the event of all outcomes in the sample
space S that are not contained in event A.

If two events A and B have no outcomes in common they are said to be mutually
exclusive or disjoint events. This means that if one of the events occurs the other cannot.

All these events can be visualized in term of Venn diagram:


1.2.2 Probability of Events

An event is a subset of all of the possible outcomes of an experiment. The probability of
event is to assign for each event, say E, a number, P(E), called the probability of E which
will give a precise measure of the chance that E will occur. The probability of an event E,
is defined as the ratio of the number of outcome favorable to the event, n divided by the
total number of all possible outcomes, N. That is P(E) = n/N.

For example, in the experiment tossing a die repeatedly, in the long run, what would we
expect that the probability of even number will occurs, P(E=2 or 4 or 6)?

In this experiment, an event is even number will occur three times, so n=3. The total
possible outcomes is six, so N=6. Hence the probability of even number will occur is,
P(E=2 or 4 or 6)=3/6=0.5

Condition of Probability

A probability denoted by P is a rule (or function) which assigns a number between 0 and
1 to each event and must satisfies:

0 P(E) 1 for any event E

P( ) =0 , P(S) =1,

If A
1
, A
2
, is an infinite collection of mutually exclusiveevents, then




The probability of the complement of any event A is given as




For example, if P(rain tomorrow) = 0.6 then P(no rain tomorrow) = 0.4

Other notations for complement for A is A
c
or


Example 1.3:

An oil-prospecting firm plans to drill two exploratory wells. Past evidence is used to
assess the possible outcomes listed in the following table:


Event Description Probability
A
B
C
Neither well produces oil nor gas
Exactly one well produces oil or gas.
Both wells produce oil or gas
0.85
0.12
0.03


Find and give description.


1 2 1 2
( ...) ( ) ( ) ... P A A P A P A = + +
( ') 1 ( ) P A P A =
) ( ) ( ), (
C
B P and C B P B A P
Solution:

Events A, B and C are mutually exclusive because the occurrence of one event
precludes the occurrence of either of the other two.

P(A or B) = P(A) + P(B) = 0.97 (probability at most one well produces oil or
gas)

P(B or C) = P(B) + P(C)= 0.15 (probability at least one well produces gas or oil

P(B) = 1 P(B) = 0.88 (probability both wells not produce or both produce oil or gas)

1.2.3 General Addition Law

Let A and B be two events defined in a sample space S.




If two events A and B are mutually exclusive, then



Thus


This can be expanded to consider more than two mutually exclusive events.

Example 1.4

One of the residential in Ipoh, 45% of all households subscribe to the Sinar Harian
newspaper published in a nearby city, 75% subscribe to the Utusan Malaysia, and 30% of
all households subscribe to both papers. Draw a Venn diagram for this problem.
If a household is selected at random, what is the probability that it subscribes to
a) At least one of the two newspapers
b) Exactly one of the two newspapers

Solution:

a) A = event subscribe to Sinar Harian, B = event subscribe to Utusan Malaysia

P(A U B) = [ P(A) + P(B) P(A B)] = 0.45 + 0.75 0.30 = 0.9

b) P (exactly one) = P (A B) + P (A B) = 0.15 + 0.45 = 0.6


= + P(A B) P(A) P(B) P(A B)
= P(A B) 0
= + P(A B) P(A) P(B)
The probability of an event A equals the number of outcomes (sample points) contained
in A divided by the total number of possible outcomes. That is:

P(A) =n(A) / n(S)

Important condition: all outcomes are equally likely to occur. Inefficient when n(S) is
large.


1.2.4 Counting Rule:

Eliminates the need for listing each simple event and help to easily assigned probabilities
to various events when the outcomes are equally likely. Especially helpful if the sample
space is quite large.

Product (Multiplication) Rule

If there are k elements ( or things) to choose and there are n
1
choices for the first
element, n
2
for the second element, and so on to n
k
choices for the k
th
element,
then the number of possible ways of selecting them is only applies when elements are
different or the order of elements matters.

Example 1.5:

A chemical engineer wishes to conduct an experiment to determine how these four
factors affect the quality of the coating. She is interested in comparing two charge levels,
three density levels, four temperature levels, and five speed levels. How many
experimental conditions are possible?

Solution:

The possible experiment conditions are 2x3x4x5=120

Permutations and Combinations

Permutation is an ordered arrangement of k objects taken from a set of n distinct objects (
k n ).

The number of ways of permutation of k objects from n distinct objects will be denoted
by the symbol P
k,n







)! (
!
P P
k n
n
n
k n k

= =
,
Example 1.6:

8 teaching assistants are available to grade an exam of four questions. Wish to select a
different assistant to grade each question (only one assistant per question). How many
possible ways can the assistant are chosen for grading?

Solution:

The number of possible ways is

Combination

Combination: an unordered subset of k objects taken from a set of n distinct objects.

The number of ways of combination of k objects from n distinct objects is denoted by the
symbol C
k,n






Permutation vs. Combination

Permutations are larger in number than combinations: e.g., the three numbers (1,2, 3), (1,
3,2) (2,3,1) , (3,1,2), (3,2,1) are all different permutations of the numbers 1, 2 and 3.
However, they all represent the same combination of numbers.





Example 1.7:

Fifteen players compete in a tournament. In how many ways can
a) rankings be assigned to the top five competitors?
b) the best five competitors be randomly chosen?

Solution

The number of rankings that can be assigned to the top five competitors is



The number of ways that five competitors can be chosen is


1680
8
4
= = P P
n
k
! !
!
,
) ( k n k
n
k
n
C C
k
n n k

=
|
|
.
|

\
|
= =
,
!
!( )! !
k n k
n
n P
n
C
k k n k k
| |
= = =
|

\ .
360 , 360
15
5
= = P P
n
k
003 , 3
! 10 ! 5
! 15
5
15
= =
|
|
.
|

\
|
=
n
k
C

1.3 Conditional Probability; Independent Events;

Sometimes it is useful to know the probability that an event will occur given that another
event occurred. Given two possible events, if we know that one event occurred then this
information can be applied in calculating the other events probability.

1.3.1 Conditional Probability

The conditional probability of A, given that B has already occurred, is denoted as P (A |
B) and defined as:

0 ) ( provided ,
) (
) (
) ( >

= B p
B p
B A p
B A p

The conditional probability of B, given that A has already occurred, is denoted as P ( B |
A) and defined as:

0 ) ( provided ,
) (
) (
) ( >

= A p
A p
B A p
A B p

Example 1.8:

The Information Resource Center(IRC), UTP displays three types of books entitled
Science (S), Engineering (E), and Technology (T). Reading habits of randomly
selected reader with respect to these types of books are

Read regularly S E T SE ST ET SET
Probability 0.14 0.23 0.37 0.08 0.09 0.13 0.05

Find the following probabilities and interpret

a) P( S | E )
b) P( S |E U T )
c) P( S | reads at least one )
d) P( S U E | T)

Solution:



3478 . 0
23 . 0
08 . 0
) (
) (
) ( = =

=
E p
E S p
E S p

2553 . 0
47 . 0
12 . 0
) (
) (
) ( = =

=
T E p
T E S p
T E S p

2857 . 0
49 . 0
14 . 0
) (
) (
) (
) (

) ( ) one least at reads (
= =

=


=
=
T E S p
S p
T E S p
T E S S p
T E S S p S p


5946 . 0
37 . 0
22 . 0
) (
) (
) ( = =

=
T p
T E S p
T E S p


1.3.2 Independent Events

The probability of both events occurring can be calculated by rearranging the terms in the
expression of conditional probability.



Two events A and B are called independent if the probability of event A is not affected by
the occurrence of event B, so and

Example 1.9:

In rolling a fair die, let event A = {1, 3, 5} and event B = {4, 5, 6}.
Are events A and B independent?

0.07
0.20
0.02
0.04
0.03
0.08
0.05
S
E
T

) ( ) | ( A P B A P =
) ( ) ( ) ( B P B A P B A P =
) ( ) ( ) ( B P A P B A P =
Solution:

P(A) = , P(B)=1/2 and


Since , so A and B are not independent events.


Whats the difference between mutually exclusive and independent events?
Two events mutually exclusive (disjoint): both cannot happen when the experiment is
performed, so P( A| B) = 0, or vice versa

Two mutually exclusive events: P(A B) = 0 and P( A U B) = P(A) + P(B)
Mutually exclusive events must be dependent.
Two events are independent: P( A U B) = P(A) + P(B) P(A B)

Example 1.10:

Toss a single die and observe the events
A: a number less than 4
B: a number less than or equal to 2
C: a number greater than 3
Are events A and B independent? Are events A and B mutually exclusive?
Are events A and C independent? Are events A and C mutually exclusive?

Solution:

P(A) = , P(B) = 1/3, P(C ) =
P( A | B) P(A), A and B dependent but not mutually exclusive.
A and C are dependent but mutually exclusive.

1.4 Bayes theorem

1.4.1 Multiplicative Law of Probability and Independence

For two events A and B,



Events A and B are independent if and only if



If events A
1
, .., A
k
are independent then,


( ) ( | ). ( ) P A B P A B P B =
( ) ( ). ( ) P A B P A P B =
1 2 1 2
( ... ) ( ) ( ) ( )
k k
P A A A P A P A P A =
) ( ) ( ) ( B P A P B A P =
6 / 1 ) ( = B A P


Multiplication rule is most useful when the experiment consists of several stages in
succession. The conditioning event, B, describes the outcome of the first stage and A the
outcome of the second, so that P( A| B) conditioning on what occurs first will often be
known.

Example 1.11:

During a space shot, the primary computer system is backed up by two secondary
systems. They operate independently of one another, and each is 95% reliable.
What is the probability that all three systems will be operable at the time of the launch?


Solution
Let,
A
1
: event main system is operable
A
2
: event first backup is operable
A
3
: event second backup is operable

Given P(A
1
) = P(A
2
) = P(A
3
) = 0.95
Since they operate independently
P(A
1
A
2
A
3
) = P(A
1
)P(A
2
) P(A
3
) = 0.857

1.4.2 The Law of Total Probability

Suppose B
1
, B
2
,, B
n
are mutually exclusive and exhaustive in S, then for any event A




1.4.3 Bayes Theorem

Suppose B
1
, B
2
,, B
n
are mutually exclusive and exhaustive (whose union is S). Let A
be an event such that P(A) > 0. Then for any event B
j
, j =1, 2, , n,






Example 1.12:

A store stocks bulbs for LCD projector from three suppliers. Suppliers A, B, and C
supply 10%, 20%, and 70% of the bulbs respectively. It has been determined that
company As bulbs are 1% defective while company Bs are 3% defective and company
1
( ) ( | ) ( )
( | )
( )
( | ) ( )
k k k
k n
i i
i
P A B P A B P B
P B A
P A
P A B P B
=

= =

1 1
( ) ( ) ( | ) ( )
n n
i i i
i i
P A P A B P A B P B
= =
= =

Cs are 4% defective. If a bulb is selected at random and found to be defective, what is
the probability that it came from supplier B?

Solution:

Let D is a defective, then the probability that it came from supplier B is








































( )
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
|
|
| | |
P B P D B
P B D
P A P D A P B P D B P C P D C
=
+ +
( )
( ) ( ) ( )
0.2 0.03
0.1 0.01 0.2 0.03 0.7 0.04
=
+ +
0.1714 ~
Exercise Chapter 1:


1. Each message in a digital communication system is classified as to whether it is received
within the time specified by the system design. If 3 messages are classified, what is an
appropriate sample space for this experiment?

2. A digital scale is used that provide weights to the nearest gram. Let event A: a weight
exceeds 11 grams, B: a weight is less than or equal to 15 grams, C: a weight is greater than or
equal to 8 grams and less than 12 grams. What is the sample space for this experiment? and
find

(a) A U B (b) A (c) A B

(d) (A U C) (e) A B C (f) B C

3. Samples of building materials from three suppliers are classified for conformance to air-
quality specifications. The results from 100 samples are summarized as follows:


Conforms
Yes No

Supplie
r
R 30 10
S 22 8
T 25 5

Let A denote the event that a sample is from supplier R, and B denote the event that a sample
conforms to the specifications. If sample is selected at random, determine the following
probabilities:

(a) P(A) (b) P(B) (c) P(B)
(d) P(AUB) (e) P(AB) (f) P(AUB)
(g) ) ( B A P (h) ) ( A B P

4. The compact discs from a certain supplier are analyzed for scratch and shock resistance. The
results from 100 discs tested are summarized as follows:

Scratch
Resistance
High Low

Shock
Resistance
High 30 10
Medium 22 8
Low 25 5


Let A denote the event that a disc has high shock resistance, and B denote the event that a
disc has high scratch resistance. If sample is selected at random, determine the following
probabilities:

(a) P(A) (b) P(B) (c) P(B)
(d) P(AUB) (e) P(AB) (f) P(AUB)
(g) ) ( B A P (h) ) ( A B P

5. The reaction times ( in minutes) of a reactor for two batches are measured in an experiment.

(a) Define the sample space of the experiment.
(b) Define event A where the reaction time of the first batch is less than 45 minutes and event
B is the reaction time of the second batch is greater than 75 minutes.
(c) Find A U B, A B and A
(d) Verify whether events A and B are mutually exclusive.

6. When a die is rolled and a coin is tossed, use a tree diagram to describe the set of possible
outcomes and find the probability that the die shows an odd number and the coin shows a
head.

7. A bag contains 3 black and 4 while balls. Two balls are drawn at random one at a time
without replacement.

(i) What is the probability that a second ball drawn is black?
(ii) What is the conditional probability that first ball drawn is black if the second ball is
known to be black?

8. An oil-prospecting firm plans to drill two exploratory wells. Past evidence is used to assess
the possible outcomes listed in the following table:








Find and give description for


9. In a residential suburb, 60% of all households subscribe to the metro newspaper published in
a nearby city, 80% subscribe to the local paper, and 50% of all households subscribe to both
papers. Draw a Venn diagram for this problem. If a household is selected at random, what is
the probability that it subscribes to
(a) at least one of the two newspapers
Event Description Probability
A
B
C
Neither well produces oil or gas
Exactly one well produces oil or gas
Both wells produce oil or gas
0.80
0.18
0.02
) ' ( ) ( ), ( B P and C B P B A P
(b) exactly one of the two newspapers

10. In a student organization election, we want to elect one president from five candidates, one
vice president from six candidates, and one secretary from three candidates. How many
possible outcomes?

11. Suppose each student is assigned a 5 digit number. How many different numbers can be
created?

12. A chemical engineer wishes to conduct an experiment to determine how these four factors
affect the quality of the coating. She is interested in comparing three charge levels, five
density levels, four temperature levels, and three speed levels. How many experimental
conditions are possible?

13. A menu has five appetizers, three soup, seven main course, six salad dressings and eight
desserts. In how many ways can
(a) a full meal be chosen?
(b) a meal be chosen if either and appetizer or a soup is ordered, but not both?

14. Ten teaching assistants are available to grade a test of four questions. Wish to select a
different assistant to grade each question (only one assistant per question). How many
possible ways can the assistant be chosen for grading?

15. Participant samples 8 products and is asked to pick the best, the second best, and the third
best. How many possible ways?

16. Suppose that in the taste test, each participant samples eight products and is asked to select
the three best products. What is the number of possible outcomes?

17. A contractor has 8 suppliers from which to purchase electrical supplies. He will select 3 of
these at random and ask each supplier to submit a project bid. In how many ways can the
selection of bidders be made?

18. Twenty players compete in a tournament. In how many ways can
(a) rankings be assigned to the top five competitors?
(b) the best five competitors be randomly chosen?

19. Three balls are selected at random without replacement from the jar below. Find the
probability that one ball is red and two are black.

20. A university warehouse has received shipment of 25 printers, of which 10 are laser printers
and 15 are inkjet models. If 6 of these 25 are selected at random by a technician, what is the
probability that exactly 3 of those selected are laser printers?

21. There are 17 broken light bulbs in a box of 100 light bulbs. A random sample of 3 light bulbs
is chosen without replacement.
(a) How many ways are there to choose the sample?
(b) How many samples contain no broken light bulbs?
(c) What is the probability that the sample contains no broken light bulbs?
(d) How many ways to choose a sample that contains exactly 1 broken light bulb?
(e) What is the probability that the sample contains no more than 1 broken light bulb?

22. An agricultural research establishment grows vegetables and grades each one as either good
or bad for taste, good or bad for its size, and good or bad for its appearance. Overall, 78% of
the vegetables have a good taste. However, only 69% of the vegetables have both a good
taste and a good size. Also, 5% of the vegetables have a good taste and a good appearance,
but a bad size. Finally, 84% of the vegetables have either a good size or a good appearance.
(a) if a vegetable has a good taste, what is the probability that it also has a good size?
(b) if a vegetable has a bad size and a bad appearance, what is the probability that it has a
good taste?

23. A local library displays three types of books entitled Science (S), Arts (A), and
Novels (N). Reading habits of randomly selected reader with respect to these types of
books are

Read regularly S A N SA SN AN SAN
Probability 0.14 0.23 0.37 0.08 0.09 0.13 0.05

Find the following probabilities and interpret
(a) P( S | A )
(b) P( S | A U N )
(c) P( S | reads at least one )
(d) P( S U A | N)

24. A batch of 500 containers for frozen orange juice contains 5 that are defective. Two are
selected at random, without replacement, from the batch. Let A and B denote that the first
and second selected is defective respective
(a) Are A and B independent events?
(b) If the sampling were done with replacement, would A and B be independent?

25. Everyday (Mon to Fri) a batch of components sent by a first supplier arrives at certain
inspection facility. Two days a week, a batch also arrives from a second supplier. Eighty
percent of all batches from supplier 1 pass inspection, and 90% batches of supplier 2 pass
inspection. On a randomly selected day, what is the probability that two batches pass
inspection?

26. 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?

27. Computer keyboard failures are due to faulty electrical connects (12%) or mechanical defects
(88%). Mechanical defects are related to loose keys (27%) or improper assembly (73%).
Electrical connect defects are caused by defective wires (35%), improper connections (13%)
or poorly welded wires (52%). Find the probability that a failure is due to
(a) loose keys
(b) improperly connected or poorly welded wires.

28. During a space shot, the primary computer system is backed up by two secondary systems.
They operate independently of one another, and each is 90% reliable. What is the probability
that all three systems will be operable at the time of the launch?

29. A store stocks light bulbs from three suppliers. Suppliers A, B, and C supply 10%, 20%, and
70% of the bulbs respectively. It has been determined that company As bulbs are 1%
defective while company Bs are 3% defective and company Cs are 4% defective. If a bulb
is selected at random and found to be defective, what is the probability that it came from
supplier B?

30. A particular city has three airports. Airport A handles 50% of all airline traffic, while airports
B and C handle 30% and 20%, respectively. The rates of losing a baggage in airport A, B and
C are 0.3, 0.15 and 0.14 respectively. If a passenger arrives in the city and losses a baggage,
what is the probability that the passenger arrives at airport A?

31. A company rated 75% of its employees as satisfactory and 25% unsatisfactory. Of the
satisfactory ones 80% had experience, of the unsatisfactory only 40%. If a person with
experience is hired, what is the probability that (s)he will be satisfactory?

32. In a certain assembly plant, three machines, B
1
, B
2
, B
3
, make 30%, 45% and 25%,
respectively, of the products. It is known from past experience that 2%,3% and 2% of the
products made by each machine, respectively, are defective. Now, suppose that a finished
product is randomly selected.
(a) What is the probability that it is defective?
(b) If a product was chosen randomly and found to be defective, what is the probability
that
it was produced by machine B
3
?

33. Three machines A, B and C produce identical items of their respective output 5%, 4% and
3% of the items are faulty. On a certain day A has produced 25%, B has produced 30% and
C has produced 45% of the total output. An item selected at random is found to be faulty.
What are the chances that it was produced by C?

34. Suppose that a test for Influenza A, H1N1 disease has a very high success rate: if a tested
patient has the disease, the test accurately reports this, a positive, 99% of the time, and if a
tested patient does not have the disease, the test accurately reports that, a negative, 95% of
the time. Suppose also, however, that only 0.1% of the population have that disease.
(a) What is the probability that the test returns a positive result?
(b) If the patient has a positive, what is the probability that he has the disease?
(c) What is the probability of a false positive?

35. An insurance company charges younger drivers a higher premium than it does older drivers
because younger drivers as a group tend to have more accidents. The company has 3 age
groups: Group A includes those less than 25 years old, have a 22% of all its policyholders.
Group B includes those 25-39 years old, have a 43% of all its policyholders, Group C
includes those 40 years old and older, have 35% of all its policyholders. Company records
show that in any given one-year period, 11% of its Group A policyholders have an accident.
The percentages for groups B and C are 3% and 2%, respectively.
(a) What is the probability that the companys policyholders are expected to have an accident
during the next 12 months?
(b) Suppose Mr. Chong has just had a car accident. If he is one of the companys
policyholders, what is the probability that he is under 25?