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Independence

STAT 400
August 25, 2016

Theorem 1: Two events, Ai and Aj , are independent if,

P (Ai Aj ) = P (Ai ) P (Aj )


If Ai and Aj are independent, the following events are also independent,
Ai and Acj
Aci and Aj
Aci and Acj

Definition: Three events, Ai for i = 1 to 3, are mutually independent if,

P (Ai Aj ) = P (Ai ) P (Aj )




P 3i=1 Ai =

3
Y

P (Ai )

i=1

Note that it is possible to satisfy pairwise independence, i.e., P (Ai Aj ) =


P (Ai ) P (Aj ), even when the latter condition is not met (see Example 1.4-4).

More generally, a finite subset of events are mutually indendent if and only if the
intersection of every k-element subset Ai satisfies,


P ki=1 Ai =

k
Y
i=1

P (Ai ) .

STAT 400

Independence

Example 1 What is the probability of flipping a heads and rolling a 2 on a 6-sided die?
P (H 2) = P (H)P (2) =

1
2

1
6

1
.
12

Example 2 You are entering a spelling bee at your school. You have been practicing at home and
have found that you can correctly spell words 94% of the time. What is the probability that you:

a. Spell the first 5 words correctly?

This is the product of five successes, P (5 successes) = P (C)P (C)P (C)P (C)P (C) =
(0.94)5 .

b. Correctly spell the first 4 and then miss-spell the 5th word?
P (C)P (C)P (C)P (C)P (C c ) = (0.94)4 (0.06).

c. Correctly spell 2 out of 3 words.


There are three ways two words are correct then incorrect: CCC c , CC c C, and C c CC.
Each event has the same probability of (0.94)2 (0.04), so summing yields 3(0.94)2 (0.04).

Example 3 Skeet shooting involves shooting at discs, called clay pigeons, propelled into the air by
a machine. Heather usually hits 9 out of 10 clay pigeons. Suppose she shoots at 12 clay pigeons.

a. Find P (misses all).


Using the compliment rule implies missing one is 0.1, so missing them all is (0.1)12 .

b. At least one miss.

There is an easy way and a hard way for this one. The easy way uses the complement,

P (at least one miss) = 1 P (all hit) = 1 (0.9)12


2

Stepanov, Culpepper

STAT 400

Independence

Example 4 Suppose that a fair coin is tossed twice. Consider A = {H on 1st toss}, B =
{H on 2nd toss}, and C = {Exactly 1 H}.

a. Are A, B, and C pairwise independent?

Note that S = T T, T H, HT, HH, so P (A) = P (B) = P (C) = 12 .


A and B are independent because P (A B) = P (A) P (B) = 14 .
A and C are independent because P (A C) = P (A) P (C) = 41 .
B and C are independent because P (B C) = P (B) P (C) = 14 .
b. Are A, B, and C jointly independent?

A, B, and C are not independent because P (A B C) 6= P (A) P (B) P (C).

Notice that P (A B C) = 0 and P (A) P (B) P (C) =

1
8

Stepanov, Culpepper

STAT 400

Independence

Example 5 Bart and Nelson talked Millhouse into throwing water balloons at Principal Skinner.
Suppose that Bart hits his target with probability 0.80, Nelson misses 25% of the time, and
Millhouse hits the target half the time. Assume their attempts are independent of each other.

a. Find the probability that all of them will hit Principal Skinner?

P (B N M ) = P (B) P (N ) P (M ) =

   
4
5

3
4

1
2

3
.
10

b. Find the probability that exactly one boy will hit Principal Skinner.

We need to add up three probabilities corresponding to only 1 success.

P (B N c M c ) = P (B) P (N c ) P (M c ) =

   

1
10

P (B c N M c ) = P (B c ) P (N ) P (M c ) =

   

3
40

P (B c N c M ) = P (B c ) P (N c ) P (M ) =

   

1
40

P (exactly one) =

1
10

3
40

1
40

4
5

1
5

1
5

1
4

3
4

1
4

1
2

1
2

1
2

1
5

c. Find the probability that at least one of the boys will hit Principal Skinner.

Note that at least one usually means that it is easiest to solve the problem if you use
the compliment rule.

P (at least one) = 1 P (B c N c M c ) = 1

   
1
5

1
4

1
2

39
40

Stepanov, Culpepper

STAT 400

Independence

Example 6 Suppose we repeatedly roll two fair six-sided dice, considering the sum of the two
values showing each time.

a. What is the probability that the first time the sum is exactly 7 is on the third roll?

Note that P (7) =

1
6

and the complement rule implies that P (7c ) = 1

1
6

= 56 . We can

find these probabilities by listing all 36 events from this random experiment and seeing
there are six ways to roll a 7:
2nd Die
1st Die

10

10

11

10

11

12

Accordingly, P (7, 3rd roll) = P (7c ) P (7c ) P (7) =

 2
5
1
6

25
.
216

b. What is the probability that it takes 11 or more rolls to obtain a sum of exactly 2 or 12?

First, note that P ({2, 12}) =

1
18

and the chance of any other outcome is the compliment,

17
.
18

We can add up the chance of rolling a 2 or 12 at 10 different times: the first roll, the
second roll, the third, . . . , the tenth roll and then take the compliment. For instance,
note that P ({2, 12}, 1st Roll) =
on roll j P ({2, 12}, jth Roll) =

1
,
18
1
18

on the second roll P ({2, 12}, 2nd Roll) =

17
18

j1

1 17
,
18 18

and

Stepanov, Culpepper

STAT 400

Independence

The probability of rolling a 2 or 12 on 10 or fewer rolls is,


9
1 X
17
18 j=0 18

j

17

10

1 1 18
=
18 1 17
18

=1

17
18

10

0.435

Accordingly the chance of rolling two dice that sum to 2 or 12 in more than 10 rolls is
the compliment,
17
1 1
18


10 !

17
18

10

0.565

We could alternatively use the geometric series to add the probabilities from 11 rolls to
infinity,

P {2, 12}, 11th Roll + P {2, 12}, 12th Roll + P {2, 12}, 13th Roll +
17 10 1
17 11 1
17
+
+
18
18
18
18
18
 10 X
j

1 17
17
=
18 18
j=0 18


12

1 17
=
18 18
 10
17
=
18


10

18

1
17
1 18

We see that P (2 12 in 11 or more rolls) = P ((2 12)c in 10 rolls).

Stepanov, Culpepper