PROBABILITY THEORY

3.1 BASIC PROBABILITY THEOREMS

From the three axioms stated in section 2.9.4, other properties of probability can be established.
The theorems together with the basic definitions given here are the basis for computing
probabilities.
Theorem 3.1
If ∅ is the empty set, then 𝑃(∅) = 0
Example 3.1
1. A fair die is tossed once. What is the probability of obtaining a 9?
2. A fair die is tossed twice. What is the probability of obtaining a sum of 14?
3.1.1 Addition Rule of Probability 𝑷(𝑨 ∪ 𝑩) = 𝑷(𝑨) + 𝑷(𝑩)
Theorem 3.2
For a set of mutually exclusive events, 𝐴𝑖 , 𝑖 = 1, 2, 3, … 𝑛 the probability of occurrence
of any of the 𝐴𝑖 is the sum of their individual probabilities:
𝑷(𝑨𝟏 ∪ 𝑨𝟐 ∪ 𝑨𝟑 ∪ … ∪ 𝑨𝒏 ) = 𝑷(𝑨𝟏 ) + 𝑷(𝑨𝟐 ) + 𝑷(𝑨𝟑 ) + ⋯ + 𝑷(𝑨𝒏 )
or simply
𝒏 𝒏

𝑷 (⋃ 𝑨𝒊 ) = ∑ 𝑷(𝑨𝒊 )
𝒊=𝟏 𝒊=𝟏

Example 3.2
A box contains 40 identical bulbs of which 10 are green, 25 are white and 5 are blue. A
bulb is picked at random from the box. What is the probability that it is
(i) green or white
(ii) green or blue
(iii) white or blue?
Solution
Let A, B and C denote green, white and blue bulbs respectively. Then,
𝑛(𝐴) = 10, 𝑛(𝐵) = 25, 𝑛(𝐶) = 5, 𝑛(𝑆) = 40.
(i) 𝑃(𝐴 or 𝐵) = 𝑃(𝐴 ∪ 𝐵)
𝑃(𝐴 or 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)
10 25
𝑃(𝐴 or 𝐵) = 40 + 40
35
𝑃(𝐴 or 𝐵) = 40
7
𝑃(𝐴 or 𝐵) = 8

1
 (ii) 𝑃(𝐴 or 𝐶) = 𝑃(𝐴 ∪ 𝐶)
𝑃(𝐴 or 𝐶) = 𝑃(𝐴) + 𝑃(𝐶)
10 5
𝑃(𝐴 or 𝐶) = 40 + 40
15
𝑃(𝐴 or 𝐶) = 40
3
𝑃(𝐴 or 𝐶) = 8

(iii) 𝑃(𝐵 or 𝐶) = 𝑃(𝐵 ∪ 𝐶)

𝑃(𝐵 or 𝐶) = 𝑃(𝐵) + 𝑃(𝐶)
25 5
𝑃(𝐵 or 𝐶) = 40 + 40
30
𝑃(𝐵 or 𝐶) = 40
3
𝑃(𝐵 or 𝐶) = 4

Example 3.3
A fair die is rolled once. What is the probability of obtaining a 3 or a 4?
Solution
Sample space (𝑆) = {1, 2, 3, 4, 5, 6}
Let 𝐴 and 𝐵 denote the event of obtaining a 3 or a 4 respectively. Then 𝑛(𝑆) = 6,
𝑛(𝐴) = 1, 𝑛(𝐵) = 1.
𝑃(𝐴 or 𝐵) = 𝑃(𝐴 ∪ 𝐵)
𝑃(𝐴 or 𝐵) = 𝑃(𝐴) + 𝑃(𝐵)
1 1
𝑃(𝐴 or 𝐵) = 6 + 6
2
𝑃(𝐴 or 𝐵) = 6
1
𝑃(𝐴 or 𝐵) = 3

Theorem 3.3
If 𝐴 and 𝐵 are events defined over the same sample space 𝑆 and if they overlap
(𝐴 ∩ 𝐵 ≠ ∅) then the probability that either 𝐴 or 𝐵 (or both) will occur is the sum of
their separate probabilities less the probability of their joint occurrence:
𝑷(𝑨 ∪ 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) − 𝑷(𝑨 ∩ 𝑩)
NOTE:
1. This theorem is often called the General Rule of Addition.
2. If the events 𝐴 and 𝐵 are mutually exclusive, the last term 𝑃(𝐴 ∩ 𝐵) = 0

2
Example 3.4
The Student Union of ANU decided to elect a representative from five of its members
to represent it on an Exchange Programme Committee. Profiles of the five were as
follows: a male Religion student, a male History student, a female Physics student, a
female English student and a male Biology student. The Union decided to elect the
representative by drawing a name from a hat. What is the probability the representative
will either be a female or from the Faculty of Science?
Solution
Let the event A denote a female students and B denotes a student from the Faculty of
Science. Then, 𝑛(𝑆) = 5, 𝑛(𝐴) = 2, 𝑛(𝐵) = 2, 𝑛(𝐴 ∩ 𝐵) = 1.
𝑃(𝐴 ∪ 𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴 ∩ 𝐵)
2 2 1
𝑃(𝐴 ∪ 𝐵) = 5 + 5 − 5
3
𝑃(𝐴 ∪ 𝐵) = 5

Example 3.5
A school offers its 200 students three science subjects: Mathematics (M), Physics(H)
and Chemistry (C). The following provides data on the number of students who are
offered the various subjects: 𝑛(𝑀) = 60, 𝑛(𝐻) = 40, 𝑛(𝐶) = 30,
𝑛(𝑀 ∩ 𝐻) = 10, 𝑛(𝑀 ∩ 𝐶) = 5, 𝑛(𝐻 ∩ 𝐶) = 3, 𝑛(𝑀 ∩ 𝐻 ∩ 𝐶) = 1.
A student is selected at random from this school, what is the probability that he is
studying at least one of the three science subjects?
Solution
𝑃(𝑀 ∪ 𝐶 ∪ 𝐻) = 𝑃(𝑀) + 𝑃(𝐶) + 𝑃(𝐻) − 𝑃(𝑀 ∩ 𝐶) − 𝑃(𝑀 ∩ 𝐻) − 𝑃(𝐻 ∩ 𝐶)
+ 𝑃(𝑀 ∩ 𝐶 ∩ 𝐻)
60 30 40 5 10 3 1
𝑃(𝑀 ∪ 𝐶 ∪ 𝐻) = 200 + 200 + 200 − 200 − 200 − 200 + 200
113
𝑃(𝑀 ∪ 𝐶 ∪ 𝐻) = 200

3.1.2 Law of Complementation

The law of complementation is the relationship between the probability of an
event happening 𝑃(𝐴) and the probability of it not happening 𝑃(𝑛𝑜𝑡 𝐴).
Theorem 3.4
Let 𝐴′ be the complement of 𝐴 with respect to the same sample space, then
𝑷(𝑨′ ) = 𝟏 − 𝑷(𝑨)

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Example 3.6
Suppose a fair die is rolled twice. What is the probability of not getting a sum of six?
Solution
Sample space is shown on the table below
DIE 2
1 2 3 4 5 6
1 1,1 1,2 1,3 1,4 1,5 1,6
2 2,1 2,2 2,3 2,4 2,5 2,6
DIE 1 3 3,1 3,2 3,3 3,4 3,5 3,6
4 4,1 4,2 4,3 4,4 4,5 4,6
5 5,1 5,2 5,3 5,4 5,5 5,6
6 6,1 6,2 6,3 6,4 6,5 6,6
𝑛(𝑆) = 36
Let A be the event of “getting a sum of six”
Then 𝐴 = {(1,5), (5,1), (2,4), (4,2), (3,3)}
𝑛(𝐴) = 5.
Let 𝐴′ be the event of “not getting a sum of six.” Then
𝑃(𝐴′ ) = 1 − 𝑃(𝐴)
5
𝑃(𝐴′ ) = 1 − 36
31
𝑃(𝐴′ ) = 36

Example 3.7
Suppose a sample space 𝑆 = {𝑥 ∈ 𝑵|𝑥 ≤ 10} and an event 𝐴 = {𝑥 ∈ 𝑵|𝑥 ≤ 6}. If
𝐴 ∈ 𝑆, find the probability of the event 𝐴′ .
Solution
𝑆 = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
𝑛(𝑆) = 10
𝐴 = {1, 2, 3, 4, 5, 6}
𝑛(𝐴) = 6
𝑃(𝐴′ ) = 1 − 𝑃(𝐴)
6
𝑃(𝐴′ ) = 1 − 10
4
𝑃(𝐴′ ) = 10
2
𝑃(𝐴′ ) = 5

4
3.2 Conditional Probability
Let 𝐴 and 𝐵 be two events in the same sample space 𝑆 with 𝑃(𝐵) > 0. The probability
that an event 𝐴 occurs given that 𝐵 has already occurred is called the conditional
probability of 𝐴 given 𝐵 denoted by 𝑷(𝑨/𝑩).
Mathematically, the conditional probability of A given B is defined as
𝑷(𝑨 ∩ 𝑩)
𝑷(𝑨/𝑩) = , 𝑷(𝑩) > 𝟎
𝑷(𝑩)
𝑷(𝑨 ∩ 𝑩)
𝑷(𝑩/𝑨) = , 𝑷(𝑨) > 𝟎
𝑷(𝑨)
Alternatively,
𝒏(𝑨 ∩ 𝑩)
𝑷(𝑨/𝑩) = , 𝒏(𝑩) > 𝟎
𝒏(𝑩)
𝒏(𝑨 ∩ 𝑩)
𝑷(𝑩/𝑨) = , 𝒏(𝑨) > 𝟎
𝒏(𝑨)
NOTE
1. If 𝐴 an 𝐵 are mutually exclusive, then 𝐴 ∩ 𝐵 = ∅ and hence
𝑷(𝑨 ∩ 𝑩)
𝑷(𝑨/𝑩) = =𝟎
𝑷(𝑩)
2. If 𝐵 ⊆ 𝐴, then
𝑷(𝑨 ∩ 𝑩) 𝑷(𝑩)
𝑷(𝑨/𝑩) = = =𝟏
𝑷(𝑩) 𝑷(𝑩)
Example 3.8
1. In a class of 40 students, there are 15 girls and 5 left-handed students, two of whom
are girls.
(a) If a student is chosen at random from the class, what is the probability that the
student is a left-handed girl?
(b) If a girl is selected at random, what is the probability that she is left-handed?
Solution
Let 𝑆 = {students in the class}
𝐴 = {girls in the class}
𝐵 = {girls in the class who are left − handed}
Then 𝑛(𝑆) = 40, 𝑛(𝐴) = 15, 𝑛(𝐴 ∩ 𝐵) = 2
𝑛(𝐴∩𝐵)
(a) 𝑃(𝐴 ∩ 𝐵) = 𝑛(𝑆)
2
𝑃(𝐴 ∩ 𝐵) = 40

5
 1
𝑃(𝐴 ∩ 𝐵) = 20

(b) Since a girl is selected, we consider only the number of girls.

2
𝑃(selecting a girl who is left − handed) = 15

Example 3.9
A fair die is tossed once.
(a) What is the probability that the number obtained is greater than 2?
(b) If the toss resulted in an even number, find the probability that the number is
greater than 2.
Solution
The sample space (𝑆) = {1, 2, 3, 4, 5, 6},
𝑛(𝑆) = 6
(a) Let A denote the event “greater than 2”, then
𝐴 = {3, 4, 5, 6}
𝑛(𝐴) = 4
4
𝑃(𝐴) = 6
2
𝑃(𝐴) = 3

(b) Let B be the event “even number occurred.” Then

𝐵 = {2, 4, 6}
𝑛(𝐵) = 3
3
𝑃(𝐵) = 6
1
𝑃(𝐵) = 2

Let A denote the event “greater than 2”, then

𝐴 = {3, 4, 5, 6}, 𝑛(𝐴) = 4
𝐴 ∩ 𝐵 = {4, 6}, 𝑛(𝐴 ∩ 𝐵) = 2
2
𝑃(𝐴 ∩ 𝐵) = 6
1
𝑃(𝐴 ∩ 𝐵) = 3
𝑃(𝐴∩𝐵)
𝑃(𝐴/𝐵) = 𝑃(𝐵)
1⁄
𝑃(𝐴/𝐵) = 1 3
⁄2

2
𝑃(𝐴/𝐵) = 3

6
ALITER
Let B be the event “even number occurred.” Then
𝐵 = {2, 4, 6} ; 𝑛(𝐵) = 3
Let A denote the event “greater than 2”, then
𝐴 = {3, 4, 5, 6}, 𝑛(𝐴) = 4
𝐴 ∩ 𝐵 = {4, 6}, 𝑛(𝐴 ∩ 𝐵) = 2
𝑛(𝐴∩𝐵)
𝑃(𝐴/𝐵) = 𝑛(𝐵)
2
𝑃(𝐴/𝐵) = 3

Example 3.10
Two fair coins are tossed together. If at least one head appears, find the probability
that two heads will appear.
Solution
Sample space 𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Let 𝐴 = {at least one head appears}
𝐵 = {two heads appear}
𝐴 = {𝐻𝑇, 𝑇𝐻, 𝐻𝐻}
𝐵 = {𝐻𝐻}
𝐴 ∩ 𝐵 = {𝐻𝐻}
𝑛(𝑆) = 4, 𝑛(𝐴) = 3, 𝑛(𝐵) = 1, 𝑛(𝐴 ∩ 𝐵) = 1
3 1
𝑃(𝐴) = 4 , 𝑃(𝐴 ∩ 𝐵) = 4
𝑃(𝐴∩𝐵)
𝑃(𝐵/𝐴) = 𝑃(𝐴)
1⁄
𝑃(𝐵/𝐴) = 3⁄4
4
1 4
𝑃(𝐵/𝐴) = 4 × 3
1
𝑃(𝐵/𝐴) =
3

ALITER
𝑛(𝐴∩𝐵)
𝑃(𝐵/𝐴) = 𝑛(𝐴)
1
𝑃(𝐵/𝐴) = 3

3.3 Applications of Conditional Probability

3.3.1 Multiplication Rule
Theorem 2.5:

7
 If 𝐴 and 𝐵 are two events in the same sample space 𝑆, then the probability of the joint
occurrence of 𝐴 and 𝐵 is given by
𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑩)𝑷(𝑨/𝑩), if 𝑷(𝑩) ≠ 𝟎
𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨)𝑷(𝑩/𝑨), if 𝑷(𝑨) ≠ 𝟎
RECALL:
𝑷(𝑨∩𝑩)
1. 𝑷(𝑨/𝑩) = 𝑷(𝑩)
𝑷(𝑨∩𝑩)
2. 𝑷(𝑩/𝑨) = 𝑷(𝑨)

Example 3.11
A box contains 10 balls of which 6 are red and 4 are black. If 2 balls are randomly
selected from the box without replacement, what is the probability that both are red?
Solution
Let R and B represent red and black balls respectively.
Then, 𝑛(𝑆) = 10, 𝑛(𝑅) = 6, 𝑛(𝐵) = 4
𝑃(Both red) = 𝑃(𝑅1 ∩ 𝑅2 )
𝑃(𝑅1 ∩ 𝑅2 ) = 𝑃(𝑅1 )𝑃(𝑅2 /𝑅1 )
6 5
𝑃(𝑅1 ∩ 𝑅2 ) = 10 × 9
1
𝑃(𝑅1 ∩ 𝑅2 ) = 3

Example 3.12
A box contains 10 mangoes of which 3 are rotten. Three mangoes are drawn at
random from the box, one after the other without replacement. Find the probability
that all three are good mangoes.
Solution
Number of mangoes (𝑆) = 10, rotten mangoes (𝐴) = 3, good mangoes (𝐵) = 7
7 6 5
𝑃(𝐵1 ∩ 𝐵2 ∩ 𝐵3 ) = 10 × 9 × 8
7
𝑃(𝐵1 ∩ 𝐵2 ∩ 𝐵3 ) = 24

Example 3.13
A bag contains 4 black and 6 white balls. Two balls are drawn at random one after the
other without replacement.
(a) Draw a tree diagram to illustrate the outcomes of the experiment.
(b) Find the probability that the first ball is black and the second ball is white.

8
Solution B
3
(a) 9
4 6
B
10 9

O W
6 4
B
10 9
5
W 9

W
4 6
(b) 𝑃(𝐵1 ∩ 𝑊2 ) = ×
10 9
4
𝑃(𝐵1 ∩ 𝑊2 ) = 15

NOTE
The probability of the simultaneous occurrence of three events 𝐴, 𝐵 and 𝐶 is given by
𝑷(𝑨 ∩ 𝑩 ∩ 𝑪) = 𝑷(𝑨)𝑷(𝑩/𝑨)𝑷(𝑪/𝑨 ∩ 𝑩)
where 𝑃(𝐴) ≠ 0, 𝑃(𝐴 ∩ 𝐵) ≠ 0
Examples 3.14
In a consignment of 40 manufactured items, 8 are known to be defective. Suppose
three items are drawn at random without replacement. What is the probability that all
three in the sample space are defective.
Solution
Let 𝐴𝑖 be the event getting a defective on the 𝑖 𝑡ℎ draw. Then,
8 7 6
𝑃(𝐴1 ∩ 𝐴2 ∩ 𝐴3 ) = 40 × 39 × 38
7
𝑃(𝐴1 ∩ 𝐴2 ∩ 𝐴3 ) = 1235

3.3.2 Total Probability

Theorem 3.6
If 𝐴1 , 𝐴2 , 𝐴3 , … , 𝐴𝑛 form a partition of the sample space S, then for any event
𝐵 ⊆ 𝑆, 𝑃(𝐵) > 0
𝑷(𝑩) = 𝑷(𝑨𝟏 ∩ 𝑩) + 𝑷(𝑨𝟐 ∩ 𝑩) + 𝑷(𝑨𝟑 ∩ 𝑩) + ⋯ + 𝑷(𝑨𝒏 ∩ 𝑩)
𝒏

𝑷(𝑩) = ∑ 𝑷(𝑨𝒊 ∩ 𝑩)
𝒊=𝟏

Theorem 3.7
Suppose 𝐴1 , 𝐴2 , 𝐴3 , … , 𝐴𝑛 is a partition of sample space 𝑆 and 𝐵 an event defined on
the same sample space S such that 𝑃(𝐵) > 0. Then

9
 𝒏

𝑷(𝑩) = ∑ 𝑷(𝑨𝒊 )𝑷(𝑩/𝑨𝒊 )

𝒊=𝟏

𝑷(𝑩) = 𝑷(𝑨𝟏 )𝑷(𝑩/𝑨𝟏 ) + 𝑷(𝑨𝟐 )𝑷(𝑩/𝑨𝟐 ) + 𝑷(𝑨𝟑 )𝑷(𝑩/𝑨𝟑 ) + ⋯ + 𝑷(𝑨𝒏 )𝑷(𝑩/𝑨𝒏 )

Example 3.15
A group of visitors to ANU consisted of 15 students from UG and 20 students from
UDS. Among the students from UG were 8 females and among the UDS students were
5 females. A student was selected at random to give a vote of thanks at the end of the
visit. What is the probability that the student is a female?
Solution
Let 𝐵 = {female student}
𝐴1 = {Student from UG}
𝐴2 = {student from UDS}
15 20 8 5
𝑃(𝐴1 ) = 35 , 𝑃(𝐴2 ) = 35 , 𝑃(𝐵|𝐴1 ) = 15 , 𝑃(𝐵|𝐴2 ) = 20

𝑃(𝐵) = 𝑃(𝐴1 )𝑃(𝐵/𝐴1 ) + 𝑃(𝐴2 )𝑃(𝐵/𝐴2 )

15 8 20 5
𝑃(𝐵) = (35 × 15) + (35 × 20)
8 5
𝑃(𝐵) = 35 + 35
13
𝑃(𝐵) = 35

ALITER
Let 𝐴 = {𝑓𝑒𝑚𝑎𝑙𝑒 𝑠𝑡𝑢𝑑𝑒𝑛𝑡𝑠}
Then, 𝑛(𝐴) = 13
Sample space 𝑛(𝑆) = 35
𝑛(𝐴)
𝑃(𝐴) = 𝑛(𝑆)
13
𝑃(𝐴) = 35

3.3.3 Bayes’ Theorem

Theorem 3.8
Suppose 𝐴1 , 𝐴2 , 𝐴3 , … , 𝐴𝑛 are events which form a partition of the sample space 𝑆.
Suppose also that the probabilities 𝑃(𝐴𝑖 ) ≠ 0, (𝑖 = 1, 2, 3, … , 𝑛) are known. Let 𝐵
be any event in 𝑆 such that 𝑃(𝐵) ≠ 0 and suppose 𝑃(𝐵/𝐴) is also known. Then
𝑷(𝑨𝒊 )𝑷(𝑩/𝑨𝒊 )
𝑷(𝑨𝒊 /𝑩) =
∑𝒏𝒋=𝟏 𝑷(𝑨𝒋 )𝑷(𝑩/𝑨𝒋 )

10
NOTE
1. The 𝑨𝒊 is a hypothesis (causes) and 𝐵 an event based on this hypothesis (consequences).
Hence 𝑷(𝑨𝒊 /𝑩) is the probability of the hypothesis 𝑨𝒊 , given the occurrence of event
𝐵.
2. The 𝑷(𝑩/𝑨𝒊 ) is the probability of the event 𝐵 given the occurrence of the hypothesis
𝑨𝒊 .
3. The quantities of the form 𝑷(𝑩/𝑨𝒊 ) and 𝑷(𝑨𝒊 ) are known and 𝑷(𝑨𝒊 /𝑩) is to
determined. The probabilities 𝑷(𝑨𝒊 ) referred to as prior probabilities of 𝑨𝒊 and
𝑷(𝑨𝒊 /𝑩) are referred to as the posterior probabilities of 𝑨𝒊 , given that the event 𝐵 has
occurred.
4. The 𝑷(𝑩/𝑨𝒊 ) are known as the likelihoods.
5. The terms on the right-hand side of the Bayes’ theorem are all conditioned on the events
𝑨𝒊 while that on the left is conditioned on 𝐵
Example 3.16
A group of visitors to ANU consisted of 15 students from UG and 20 students from
UDS. Among the students from UG were 8 females and among the UDS students were
5 females. A female student was selected at random to give a vote of thanks at the end
of the visit. What is the probability that the student comes from
(i) UDS?
(ii) UG?
Solution
Let 𝐵 = {female student}
𝐴1 = {Student from UG}
𝐴2 = {student from UDS}
15 20 8 5
𝑃(𝐴1 ) = 35 , 𝑃(𝐴2 ) = 35 , 𝑃(𝐵|𝐴1 ) = 15 , 𝑃(𝐵|𝐴2 ) = 20
𝑷(𝑨𝒊 )𝑷(𝑩/𝑨𝒊 )
𝑷(𝑨𝒊 /𝑩) =
∑𝒏𝒋=𝟏 𝑷(𝑨𝒋 )𝑷(𝑩/𝑨𝒋 )
𝑃(𝐴2 )𝑃(𝐵|𝐴2 )
(i) 𝑃(𝐴2 /𝐵) = 𝑃(𝐴 )𝑃(𝐵|𝐴
1 1 )+𝑃(𝐴2 )𝑃(𝐵|𝐴2 )
20 5
×
35 20
𝑃(𝐴2 /𝐵) = 15 8 20 5
( × )+( × )
35 15 35 20

5⁄
𝑃(𝐴2 /𝐵) = 13⁄35
35
5
𝑃(𝐴2 /𝐵) = 13

11
 𝑃(𝐴1 )𝑃(𝐵|𝐴1 )
(ii) 𝑃(𝐴1 /𝐵) = 𝑃(𝐴
1 )𝑃(𝐵|𝐴1 )+𝑃(𝐴2 )𝑃(𝐵|𝐴2 )

15⁄ ×8⁄
35 15
𝑃(𝐴1 /𝐵) = 15 8 20 5
( × )+( × )
35 15 35 20

8⁄
𝑃(𝐴1 /𝐵) = 13⁄35
35
8
𝑃(𝐴1 /𝐵) = 13

3.4 STATISTICAL INDEPENDENCE

3.4.1 Independent Events
Two events A and B are said to be independent if the occurrence of one does not
affect the probability that the other occurs.
Example 3.17
Throw two dice once. Is the probability of obtaining a five on the first die independent
of obtaining a five on the second die?
Solution
Let A and B denote a five on the respective dice. Then, A and B are independent.
Example 3.18
A bag contains 4 white marbles and 6 black marbles. A marble is drawn at random from
the bag and replaced; then a second marble is drawn at random from the bag. Draw a
tree diagram to show the outcomes of the experiment, indicating the probability of each
4
branch of the tree. W W
10

4 W
4 6
W B
10 10
4
4 6 B W
10
6 6
6 4 W B
10 10

B 6 B
B
3.4.2 Statistical Independence
Events A and B on the same sample space S are said to be independent if the
probability of the joint occurrence of A and B is equal to the product of their
individual probabilities.
𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨). 𝑷(𝑩)

12
Example 3.19
A box contains ten numbered identical balls. A ball is picked at random with
replacement from the box. Consider the events:
𝐴 = {𝑥|𝑥 ≤ 4}, 𝐵 = {𝑥| 𝑥 𝑖𝑠 𝑒𝑣𝑒𝑛}.
Are the two events A and B independent?
Solution
Sample space (𝑆) = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}, 𝑛(𝑆) = 10
𝐴 = {1, 2, 3, 4}, 𝑛(𝐴) = 4
𝐵 = {2, 4, 6, 8, 10}, 𝑛(𝐵) = 5
𝐴 ∩ 𝐵 = {2, 4}, 𝑛(𝐴 ∩ 𝐵) = 2,
𝑛(𝐴∩𝐵)
𝑃(𝐴 ∩ 𝐵) = 𝑛(𝑆)
2
𝑃(𝐴 ∩ 𝐵) = 10
1
𝑃(𝐴 ∩ 𝐵) = 5
4 5
𝑃(𝐴). 𝑃(𝐵) = 10 × 10
1
𝑃(𝐴). 𝑃(𝐵) = 5

𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃(𝐵)

Hence A and B are independent.
Example 3.20
1
The probability that a man will pass a certain exam is 4 and the corresponding
1
probability for his wife is 3. Find the probability that both will pass the exam.

Solution
Let A and B denote a man and the wife passing exam respectively. Then,
𝑃(Both will pass) = 𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃(𝐵)
1 1
𝑃(𝐴 ∩ 𝐵) = 4 × 3
1
𝑃(𝐴 ∩ 𝐵) = 12

NOTE
Three events 𝐴, 𝐵 and 𝐶 are independent if and only if all the four of the following conditions
are satisfied.
(i) 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃(𝐵)

13
 (ii) 𝑃(𝐴 ∩ 𝐶) = 𝑃(𝐴). 𝑃(𝐶)
(iii) 𝑃(𝐵 ∩ 𝐶) = 𝑃(𝐵). 𝑃(𝐶)
(iv) 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 𝑃(𝐴). 𝑃(𝐵). 𝑃(𝐶)
Thus, three events 𝐴, 𝐵 and 𝐶 are independent if they are pairwise independent, and
𝑷(𝑨 ∩ 𝑩 ∩ 𝑪) = 𝑷(𝑨). 𝑷(𝑩). 𝑷(𝑪)
Example 3.21
A box contains ten numbered identical balls. A ball is picked at random with
replacement from the box. Consider the events:
𝑛(𝑛+1)
𝐴 = {𝑥|𝑥 ≤ 4}, 𝐵 = {𝑥| 𝑥 𝑖𝑠 𝑒𝑣𝑒𝑛} and 𝐶 = {𝑥| 𝑥 = , 𝑛 ≤ 4}
2

Are the three events 𝐴, 𝐵 and 𝐶 independent?

Solution
Sample space (𝑆) = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} 𝑛(𝑆) = 10
𝐴 = {1, 2, 3, 4} 𝑛(𝐴) = 4
𝐵 = {2, 4, 6, 8, 10} 𝑛(𝐵) = 5
𝐶 = {1, 3, 6, 10} 𝑛(𝐶) = 4
𝐴 ∩ 𝐵 = {2, 4}; 𝐴 ∩ 𝐶 = {1, 3}; 𝐵 ∩ 𝐶 = {6, 10}; 𝐴 ∩ 𝐵 ∩ 𝐶 = ∅
2
𝑃(𝐴 ∩ 𝐵) = 10
1
𝑃(𝐴 ∩ 𝐵) = 5
2
𝑃(𝐴 ∩ 𝐶) = 10
1
𝑃(𝐴 ∩ 𝐶) = 5
2
𝑃(𝐵 ∩ 𝐶) = 10
1
𝑃(𝐵 ∩ 𝐶) = 5

𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) = 0
4 5 4
𝑃(𝐴) × 𝑃(𝐵) × 𝑃(𝐶) = × ×
10 10 10
2
𝑃(𝐴) × 𝑃(𝐵) × 𝑃(𝐶) = 25

𝑃(𝐴 ∩ 𝐵 ∩ 𝐶) ≠ 𝑃(𝐴) × 𝑃(𝐵) × 𝑃(𝐶)

Hence, the events A, B, and C are not independent events.

14
3.5 Probability of Occurrence of “at least one” Event
Theorem 3.9:
Let 𝐴1 , 𝐴2 , 𝐴3 , … , 𝐴𝑛 be independent events and 𝐴1′ , 𝐴′2 , 𝐴′3 , … , 𝐴′𝑛 be their
corresponding complementary events. Then
𝑷(𝑨𝟏 ∪ 𝑨𝟐 ∪ 𝑨𝟑 ∪ … ∪ 𝑨𝒏 ) = 𝟏 − 𝑷(𝑨′𝟏 )𝑷(𝑨′𝟐 )𝑷(𝑨′𝟑 ) … 𝑷(𝑨′𝒏 )
Example 3.22
1
The probability that Esther hits a target is 4 and the corresponding probabilities for
1 2
Ugochukwu and Arinze are 3 and 5 respectively. If they fire together, find the

probability that
(a) they all miss,
(b) at least one shot hits the target.
Solution
Let A, B and C denote Esther, Ugochukwu and Arinze hitting the target respectively.
Then,
1 1 2
𝑃(𝐴) = 4 , 𝑃(𝐵) = 3 , 𝑃(𝐶) = 5

Let 𝐴′ , 𝐵 ′ and 𝐶 ′ denote Esther, Ugochukwu and Arinze not hitting target
respectively. Then,
1 3 1 2 2 3
𝑃(𝐴′ ) = 1 − 4 = 4 , 𝑃(𝐵 ′ ) = 1 − 3 = 3 , 𝑃(𝐶 ′ ) = 1 − 5 = 5

(a) 𝑃(they all miss) = 𝑃(𝐴′ ∩ 𝐵 ′ ∩ 𝐶 ′ )

3 2 3
𝑃(they all miss) = 4 × 3 × 5
3
𝑃(they all miss) = 10

(b) 𝑃(at least one hit target) = 1 − 𝑃(all miss target)

3
𝑃(at least one hit target) = 1 − 10
7
𝑃(at least one hit target) = 10

ALITER
𝑃(at least one hit target)
= 𝑃(𝐴 ∩ 𝐵 ′ ∩ 𝐶 ′ ) ∪ 𝑃(𝐴′ ∩ 𝐵 ∩ 𝐶′) ∪ 𝑃(𝐴′ ∩ 𝐵′ ∩ 𝐶) ∪ 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶′)
∪ 𝑃(𝐴 ∩ 𝐵′ ∩ 𝐶) ∪ 𝑃(𝐴′ ∩ 𝐵 ∩ 𝐶) ∪ 𝑃(𝐴 ∩ 𝐵 ∩ 𝐶)

15
 𝑃(at least one hit target)
1 2 3 3 1 3 3 2 2 1 1 3 1 2 2
= ( × × )+( × × )+( × × )+( × × )+( × × )
4 3 5 4 3 5 4 3 5 4 3 5 4 3 5
3 1 2 1 1 2
+( × × )+( × × )
4 3 5 4 3 5
6 9 12 3 4 6 2
𝑃(at least one hit target) = + + + + + +
60 60 60 60 60 60 60
42
𝑃(at least one hit target) =
60
7
𝑃(at least one hit target) =
10
Example 3.23
1
The probability that a man will pass a certain exam is 4 and the corresponding
1
probability for his wife is . Find the probability that
3

(a) both will pass the exam.

1 1 1
𝑃(both will pass) = 4 × 3 = 12

(b) neither will pass the exam

1 1 3 2 1
𝑃(neither will pass) = (1 − 4) (1 − 3) = 4 × 3 = 2

(c) at least one will pass the exam.

𝑃(at least one will pass) = 1 − 𝑃(neither will pass)
1 1
𝑃(at least one will pass) = 1 − 2 = 2

Assignment 2
1. Suppose 𝐴 and 𝐵 are independent with 𝑃(𝐴) = 0.54 and 𝑃(𝐵) = 0.4. Find 𝑃(𝐴 ∪ 𝐵 ′ ).
2. A box contains ten numbered identical balls. A ball is picked at random with
replacement from the box. Consider the events:
𝐴 = {1, 2, 3, 4}; 𝐵 = {1, 2, 3, 5, 8}; 𝐶 = {3, 4, 5, 6, 7}. Verify whether they
are independent.
3. If 𝐴 and 𝐵 are mutually exclusive events and it is known that 𝑃(𝐴) = 0.20 while
𝑃(𝐵) = 0.30. Estimate
(a) 𝑃(𝐴′ ) (𝑐)𝑃(𝐵 ′ )
(b) 𝑃(𝐴 ∪ 𝐵) (𝑑)𝑃(𝐴′ ∩ 𝐵 ′ )
4. In a sample space S, three events 𝐴, 𝐵 and 𝐶 have the following probabilities
1 1 1 1
𝑃(𝐴) = 𝑃(𝐵) = 3 , 𝑃(𝐶) = 4 , 𝑃(𝐴 ∩ 𝐵) = 6 , 𝑃(𝐴 ∩ 𝐶) = 8 and 𝑃(𝐵 ∩ 𝐶) = 0.

16
 Find the probability 𝑃(𝐴 ∪ 𝐵 ∪ 𝐶).
5. A box contains 8 red, 3 white and 9 blue balls. If 3 balls are drawn at random without
replacement, determine the probability that
(a) all 3 are red
(b) the balls are drawn in the order red, white, blue.

17