Example:

Let 𝐵1, 𝐵2, and 𝑊1 represent, respectively, the drawing of a black ball
from bag 1, a black ball from bag 2, and a white ball from bag 1.

5/9
A Partition of the sample space:

Definition: Two events 𝐴 and 𝐵 are mutually exclusive, or disjoint, if 𝐴 ∩ 𝐵 = 𝜙.

This means events 𝐴 and 𝐵 cannot happen together. If 𝐴 happens, it excludes 𝐵

from happening, and vice-versa.

Definition: Any number of events 𝐴1 , 𝐴2 , … , 𝐴𝑘 are mutually exclusive if every pair

of the events is mutually exclusive: i.e., 𝐴𝑖 ∩ 𝐴𝑗 = 𝜙 for all 𝑖, 𝑗 with 𝑖 ≠ 𝑗.
Definition: A partition of the sample space Ω is said to be collectively exhaustive
events whose union is Ω.

That is, sets 𝐵1 , 𝐵2 , … , 𝐵𝑘 from a partition of Ω if 𝐵𝑖 ∩ 𝐵𝑗 = 𝜙 for all 𝑖, 𝑗 with 𝑖 ≠ 𝑗,

𝑘

and ራ 𝐵𝑖 = 𝐵1 ∪ 𝐵2 ∪ ⋯ ∪ 𝐵𝑘 = Ω
𝑖=1
Total Probability Theorem:

Let 𝐴1 , 𝐴2 , … . , 𝐴𝑛 are mutually exclusive and collectively exhaustive events of a sample

space Ω and 𝐴𝑖 ≠ Φ for all 𝑖. Let E be an event in Ω such that

𝐸 = (𝐸 ∩ 𝐴1 ) ∪ (𝐸 ∩ 𝐴2 ) ∪ ⋯ ∪ (𝐸 ∩ 𝐴𝑛 )

𝑃(𝐸) = 𝑃(𝐸 ∩ 𝐴1 ) + 𝑃(𝐸 ∩ 𝐴2 ) + ⋯ + 𝑃(𝐸 ∩ 𝐴𝑛 )

= 𝑃(𝐴1 )𝑃(𝐸|𝐴1 ) + 𝑃(𝐴2 )𝑃(𝐸|𝐴2 ) + ⋯ + 𝑃(𝐴𝑛 )𝑃(𝐸|𝐴𝑛 )

𝑛 𝑛

∴ 𝑃 𝐸 = ෍ 𝑃 𝐴 ∩ 𝐵𝑖 = ෍ 𝑃(𝐴𝑖 )𝑃(𝐸|𝐴𝑖 )
𝑖=1 𝑖

This is called the law of total probability.

Example:

You enter a chess tournament where your probability of winning a game is

0.3 against half the players (call them type 1), 0.4 against a quarter of the
player (call them type 2), you play a game against a randomly chosen
opponent. What is the probability of winning?
Solution:
Let 𝐴𝑖 be the event of playing with an opponent of type 𝑖. We have 𝑃 𝐴1 = 0.5,
𝑃 𝐴2 = 0.25, 𝑃 𝐴3 = 0.25.
Let also 𝐵 be the event of winning. We have 𝑃 𝐵|𝐴1 = 0.3, 𝑃 𝐵|𝐴2 = 0.4,
𝑃 𝐵|𝐴3 = 0.3
Thus, by the total probability theorem, the probability of winning is
𝑃 𝐵 = 𝑃 𝐴1 𝑃 𝐵 𝐴1 + 𝑃 𝐴2 𝑃 𝐵 𝐴2 + 𝑃 𝐴3 𝑃 𝐵 𝐴3
= 0.5 ⋅ 0.3 + 0.25 ⋅ 0.4 + 0.25 ⋅ 0.3
= 0.325
Example:
In a certain assembly plant, three machines, 𝐵1 , 𝐵2 , 𝑎𝑛𝑑 𝐵3 , made 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. What is
the probability that it is detected.
Bayes’ Theorem
Bayes’ Theorem:

Let 𝐴1 , 𝐴2 , … , 𝐴𝑛 be disjoint events that form a partition of the sample space, and
assume that 𝑃 𝐴𝑖 ≥ 0 for all 𝑖. Then, for any event 𝐵 such that 𝑃 𝐵 > 0 we have

𝑃 𝐴𝑖 ∩ 𝐵
𝑃 𝐴𝑖 \B =
𝑃 𝐵
Multiplication Rule
𝑃 𝐴𝑖 𝑃 𝐵 𝐴𝑖
=
𝑃 𝐵
Total Probability
𝑃 𝐴𝑖 𝑃 𝐵 𝐴𝑖 Theorem
= 𝑛
σ𝑘=1 𝑃 𝐴𝑘 𝑃 𝐵 𝐴𝑘

𝑃 𝐴𝑖 𝑃 𝐵 A 𝑖
=
𝑃 𝐴1 𝑃 𝐵 𝐴1 + ⋯ + 𝑃 𝐴𝑛 𝑃 𝐵 𝐴𝑛
Example:

A factory production line is manufacturing bolts using three machines, A, B,

and C. Of the total output, machine 𝐴 is reasonable for 25%, machine B for
35% and machine C for the rest. It is known from previous experience with
the machines that 5% of the output from machine A is defective, 4% from
machine B and 2% from the machine C. A bolt is chosen at random from the
production line and found to be defective. What is the probability that it
came from
(a) Machine A, (b) machine B (c) machine C?
Solution:
Similarly, the probabilities of selected defective product from the machines
B and C are respectively are
Example:

Three factories produce light bulbs to supply the market. Factory 𝐴 produces
20%, 50% of the bulbs are produced in factory B and 30% in factory C. 2% of
the bulbs produced in factory A, 1% of the bulbs produced in factory B and
3% of bulbs produced in factory C are defective. A bulb is selected at random
in the market and found to be defective. What is the probability that this
bulb was produced by factory B?
Example:

In a factory there are two machines manufacturing bolts. The first machine
manufactures 75% of the bolts and the second machine manufactures the
remaining 25%. From the first machine 5% of the bolts are defective and
from the second machine 8% of the bolts are defective. A bolt is selected at
random, what is the probability that the bolt came from the first machine,
given that it is defective?
Example:
Among a group of male pensioners, 10% are smokers and 90% are
nonsmokers. The probability of a smoker dying in the next year is 0.05, while
the probability for a nonsmoker is 0.005. Given one of these pensioners dies
in the next year, what is the probability that he is a smoker?
• Suppose you walk home and notice that the grass is wet.
• You want to know if the grass is wet because it rained or because
your sprinkler was on
• Looking at the news paper, you know the probability of raining today.
• Going by your memory, you somehow “estimate” the probability that
the sprinkler was on today.

• What is given?
• Probability it rained today
• Probability that your sprinkler was on today
• Probability that the grass is wet, given it rained or sprinkler was
on
• Let us ignore the cases: “Sprinkler was on and it rained” and
“Sprinkler was off and it did not rain”.
Example:
In answering a question on multiple choice test, the students either knowing
the answer or guessing the answer. Let 𝑝 be the probability that student
knowing the answer and 1 − p that of guessing the answer. Assume that the
1
student guesses the answer to a question will be correct with a probability .
5
What is the conditional probability that the student knew the answer to a
question given that he answered correctly.
Solution:

A: Student knowing the answer

B: Student Guessing the answer
E: Student answered correctly

Given that
𝑃(𝐴) = 𝑝 , 𝑃(𝐵) = 1 − 𝑝, 𝑃(𝐸│𝐵) = 1/5

We need to find 𝑃 𝐴 𝐸 =?

𝑃 𝐴∩𝐸
𝑃(𝐴│𝐸) =
𝑃 𝐸
𝑃 𝐴 𝑃 𝐸𝐴
𝑃 𝐴𝐸 =
𝑃 𝐴 𝑃 𝐸 𝐴 +𝑃 𝐵 𝑃 𝐸 𝐵

𝑃 𝐸 𝐴 = 1. since, once the student knows the answer we always writes correct only.

𝑝×1 𝑝
𝑃 𝐴𝐸 = =
1 4𝑝 + 1
𝑝×1+ 1−𝑝 ×
5
Example:
4
Player 𝐴 speaking the truth times and a card is drawn from the pack of 52
7
cards, he reports that there is a diamond. What is the probability that actually
there was a diamond.
Solution:

A1: Drawn a Diamond

𝐴2: Drawn not a Diamond
𝐸: Reporting as a diamond

Give that
13
Probability of getting diamond: 𝑃 𝐴1 = ,
52
39
Probability of not getting a diamond: 𝑃 𝐴2 = ,
52
4
Probability of speaking the truth: 𝑃 𝐸 𝐴1 =
7
3
Probability of speaking a lie: 𝑃 𝐸 𝐴2 =
7

We need to calculate the probability of having actually a diamond. i.e., 𝑃 𝐴1 E =?

By Bayes’ theorem

13 4
𝑃 𝐴1 𝑃(𝐸|𝐴1 ) × 4
52 7
𝑃 𝐴1 𝐸 = = 13 4 39 3 =
𝑃 𝐴1 𝑃(𝐸|𝐴1 )+𝑃 𝐴2 +𝑃(𝐸|𝐴2 ) × + × 11
52 7 52 7
Example:
There are 3 bags which contain blue, red and green color balls in the
form of

B R G
B 1 2 3
R 2 3 1
G 3 1 2

A bag is drawn at random and two balls are drawn from it. They are
found to be 1 blue and 1 red. Find the probability that the selected balls
are from bag C?
Example:

A Letter is known to have come from TATANAGAR (𝑜𝑟) CALCUTTA on the

envelope, the just two consecutive letters 𝑇 and A are visible. Find the
probability that letter has come from CALCUTTA.
Example:

At a certain university, 4% of men are over 6 feet tall and 1% of women are
over 6 feet tall. The total student population is divided in the ratio 3: 2 in
favor of women. If a student is selected at random from among all those
over six feet tall, what is the probability that the student is a woman?
Example:

There are 3 coins out of which 2 are unbiased and one is biased coin with
two heads. A coin is drawn at random and tossed 2 times. If head appears on
both the times. Find the probability that the selected coin is a biased coin.
Example:

A number is drawn from the 100 numbers those are 01, 02, 03, … , 99. Let 𝑥
denote the sum of digits on a number and 𝑦 denotes the product of digits on
the number. Find 𝑃(𝑥 = 9), given 𝑦 = 0.