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Chapter 1 Week 1 & 2

Probability
Dr.S.Rajalingam
Lecture 5:
Multiplicative Law
Total Probability Theorem
Bayes Theorem
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May 15

Learning Objectives

Apply multiplicative law to fine probability of certain


events.

Apply a total probability rule to find the probability of an


event when the event is partitioned into several mutually
exclusive and exhaustive subsets.

Apply Bayes theorem to find the conditional probability


of an event when the event is partitioned into several
mutually exclusive and exhaustive subsets.

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Multiplicative Law of Probability and


Independence
For two events A and B

P( A B) P( A | B). P( B)
Definition: Events A and B are independent if and only if

P( A B) P( A). P( B)
If events A1, .., Ak are independent then,

P( A1 A2 ... Ak ) P( A1 ) P( A2 ) P( Ak )
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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 is the outcome
of the second, so that P( A| B) conditioning on
what occurs first will often be known.

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EXAMPLE 1.

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
a) That a failure is due to loose keys.
b) That a failure is due to improperly connected or poorly
welded wires.

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Solution

May 15

Find the probability


that a failure is due to loose keys.
(0.88)(0.27) = 0.237

May 15

Find the probability


That a failure is due to improperly connected or poorly
welded wires.
(0.12)(0.13)+(0.12)(0.52) = 0.0078

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EXAMPLE 2.

During a space shot, the primary computer system


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

P( A B) P( A). P( B)
P( A1 A2 ... Ak ) P( A1 ) P( A2 ) P( Ak )
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May 15

Example 2

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?

Solution

A1: event main system is operable


A2: event first backup is operable
A3: event second backup is operable
Given P(A1) = P(A2) = P(A3) = 0.9
Since they operate independently
P(A1 A2 A3) = P(A1)P(A2) P(A3) = 0.729

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The Law of Total Probability

Suppose B1, B2 ,, Bn are mutually exclusive and


exhaustive in S, then for any event A
n

i 1

i 1

P( A) P( A Bi ) P( A | Bi ) P( Bi )

A
A B1
B1

A B2 B1

B2

A B3

B3

A B4

B4
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May 15

The Law of Total Probability


What is the probability A ??

What is the probability A ??

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What is the probability A ??

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May 15

The Law of Total Probability

Suppose B1, B2 ,, Bn are mutually exclusive and


exhaustive in S, then for any event A
n

i 1

i 1

P( A) P( A Bi ) P( A | Bi ) P( Bi )

A
A B1
B1
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A B2 B1

B2

A B3

B3

A B4

B4
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Bayes Theorem
Suppose B1, B2,, Bn are mutually
exclusive and exhaustive (whose union is
S). Let A be an event such that P(A) > 0.
Then for any event Bj , j =1, 2, , n,
It is useful when we have to reverse the
condition in a problem

P ( Bk | A )

P ( A Bk )

P ( A)

P ( A | Bk ) P ( Bk )
n

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

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EXAMPLE 16.

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?

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Tree Diagram

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Question. If a passenger arrives in the city and losses a


baggage, what is the probability that the passenger arrives at
airport A?

Solution

P ( A | L)

P( A) P( L | A)
P( A) P( L | A) P( B) P( L | B) P(C ) P( L | C )

(0.5)(0.3)
(0.5)(0.3) (0.3)(0.15) (0.2)(0.14)

0.673
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EXAMPLE 17.

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?
Let Ex = experience, Ex = no experience,
S = Satisfactory, S = unsatisfactory
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Tree Diagram

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?

Solution

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= 0.857

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Example 18:
In a certain assembly plant, three machines, B1, B2, B3, are produced
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,
(i)
suppose that a finished product is randomly selected. What is the
probability that it is defective?
(ii)
If a product was chosen randomly and found to be defective, what is
the probability that it was made by machine B3?

Tree Diagram please

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May 15

Question 1
(i) What is the probability that it is defective?
Solution:

P(D) P(B1 ) P(D | B1 ) P(B2 ) P(D | B2 ) P(B3 ) P(D | B3 )


(0.3)(0.02) (0.45)(0.03) (0.25)(0.02)
0.006 0.0135 0.005 0.0245
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Question (ii) If a product was chosen randomly and found to be


defective, what is the probability that it was made by machine B3?
Solution:

P(B3 | D) [ P( B3 ) P( D | B3 )] / P( D)
[(0.25)(0.02)] / 0.0245
0.005 / 0.0245
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QUIZ 1
From a total of 50 groups of ETP, 15 groups are not qualified
for the EDX2011. Among the remaining 35 groups, each group has
either potential to win a gold price or a special award. Let say that 15
groups have a chance to win a gold price and 25 groups have a chance
to win a special award. Let A be the event of wining a gold price and B
be the event of wining the special award. If one group is selected
randomly, what is the probability that the group has wining
(i)
(ii)
(iii)

both, the gold and the special award?


the gold price only?
at least one of the price?

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