Independence and Bernoulli Trials

Independence: Events A and B are independent if

(2-1)
• It is easy to show that A, B independent implies
are all independent pairs. For example,
and so that

or

i.e., and B are independent events.

1
• If P(A) = 0, then since the event always, we have

and (2-1) is always satisfied. Thus the event of zero

probability is independent of every other event!
• Independent events obviously cannot be mutually
exclusive, since and A, B independent
implies Thus if A and B are independent,
the event AB cannot be the null set.
• More generally, a family of events are said to be
independent, if for every finite sub collection
we have

(2-3)
2
• Let
(2-4)
a union of n independent events. Then by De-Morgan’s
law

and using their independence

(2-5)
Thus for any A as in (2-4)

(2-6)
a useful result.
We can use these results to solve an interesting number
theory problem.
3
Example 2.1: Three switches connected in parallel operate
independently. Each switch remains closed with probability
p. (a) Find the probability of receiving an input signal at the
output. (b) Find the probability that switch S1 is open given
that an input signal is received at the output.

Input Output

Fig.2.1
Solution: a. Let Ai = “Switch Si is closed”. Then
Since switches operate independently, we have

4
Let R = “input signal is received at the output”. For the
event R to occur either switch 1 or switch 2 or switch 3
must remain closed, i.e.,
(2-7)
Using (2-3) - (2-6),
(2-8)
We can also derive (2-8) in a different manner. Since any
event and its compliment form a trivial partition, we can
always write
(2-9)
But and
and using these in (2-9) we obtain
(2-10)
which agrees with (2-8). 5
Note that the events A1, A2, A3 do not form a partition, since
they are not mutually exclusive. Obviously any two or all
three switches can be closed (or open) simultaneously.
Moreover,
b. We need From Bayes’ theorem
2
  𝑃(𝑅∨ 𝐴 ) 𝑃( 𝐴 ) (2 𝑝 − 𝑝 )(1− 𝑝) 2 𝑝 −3 𝑝2 + 𝑝3
𝑃( 𝐴 1∨𝑅)= 1 1
= 2 3
= 2 3
. (2-11)
𝑃(𝑅) 3 𝑝 −3 𝑝 + 𝑝 3 𝑝 −3 𝑝 + 𝑝

Because of the symmetry of the switches, we also have

6
Independent repeated experiments, where the outcome is
either a “success” or a “failure” are characterized as
Bernoulli trials, and the probability of k successes in n
trials is given by (2-12), where p represents the
probability of “success” in any one trial.

(2-12)

a formula, due to Bernoulli.

7
Bernoulli trial: consists of repeated independent and
identical experiments each of which has only two outcomes A
or with and The probability of exactly
k occurrences of A in n such trials is
Let
(2-13)

Since the number of occurrences of A in n trials must be an

integer either must
occur in such an experiment. Thus
(2-14)

But are mutually exclusive. Thus

8
 (2-15)

From the relation

(2-16)

(2-16) equals and it agrees with (2-14).

For a given n and p what is the most likely value of k ?
From Fig.2.2, the most probable value of k is that number
which maximizes in (2-12). To obtain this value,
consider the ratio

Fig. 2.2 9
 (2-17)

Thus if or
Thus as a function of k increases until
(2-18)

if it is an integer, or the largest integer less than

and (2-18) represents the most likely number of successes
in n trials.
Example 2.2: In a Bernoulli experiment with n trials, find
the probability that the number of occurrences of A is
between and
10
Solution: With as defined in (2-13),
clearly they are mutually exclusive events. Thus

(2-19)

Example 2.3: Suppose 5,000 components are ordered. The

probability that a part is defective equals 0.1. What is the
probability that the total number of defective parts does not
exceed 400 ?
Solution: Let

11
Using (2-19), the desired probability is given by

(2-20)

Equation (2-20) has too many terms to compute. Clearly,

we need a technique to compute the above term in a more
efficient manner.
From (2-18), the most likely number of successes in n
trials, satisfy

(2-32)
or
(2-33)
12
 Exercise
A company has three machines B1, B2, and B3 for making
1 k resistors. It has been observed that 80% of resistors
produced by B1 are within 50 Ω of the nominal value.
Machine B2 produces 90% of resistors within 50 of the
nominal value. The percentage for machine B3 is 60%.
Each hour, machine B1 produces 3000 resistors, B2
produces 4000 resistors, and B3 produces 3000 resistors.
All of the resistors are mixed together at random in one bin
and packed for shipment. What is the probability that the
company ships a resistor that is within 50 of the nominal
value?
13
In the previous example about a shipment of resistors from the
factory, we learned that:
• The probability that a resistor is from machine B3 is P[B3] =
0.3.
• The probability that a resistor is acceptable, i.e., within 50 of
the nominal value, is P[A] = 0.78.
• Given that a resistor is from machine B3, the conditional
probability that it is acceptable is P[A|B3] = 0.6.
What is the probability that an acceptable resistor comes from
machine B 3?

14
 In the previous example, we found that a randomly tested
resistor was acceptable with probability P[A] = 0.78. If we
randomly test 100 resistors, what is the probability of the event
that i resistors test acceptable?

Testing each resistor is an independent trial with a success occurring

when a resistor is acceptable. Thus for 0 ≤ i ≤ 100,

15