Probability and Random
Variables
Abu Bakr Siddique
Lecture Outline
• Theorem of Total Probability
• Independence of Events
Theorem on Total Probability
Theorem on Total Probability
• The probability that Pakistan wins a match
against Australia if it wins the toss is 0.4. The
probability that Pakistan wins a match against
Australia if it looses the toss is 0.23. Find the
probability that Pakistan will win the match.
You will have to use the theorem of total
probability.
Theorem on Total Probability
• Let event A denote Pakistan winning the match
• Let event B denote Pakistan winning the toss
• We have to find P[A]
• We know P[A | B], P[A | BC], P[B] and P[BC]
• Since B and B partition the entire sample
space, we can use the theorem on total
probability
• P[A] = P[A | B] P[B] + P[A | BC] P[BC]
• P[A] = (0.4 × 0.5) + (0.23 × 0.5) = 0.315
Theorem on Total Probability
• Find the probability that Pakistan will win the
match using the tree diagram and compare the
result with the result obtained using the
theorem on total probability.
Theorem on Total Probability
• B – Pakistan winning the toss
• A – Pakistan winning the match
Theorem on Total Probability
• B – Pakistan winning the toss
• A – Pakistan winning the match
Theorem on Total Probability
• B – Pakistan winning the toss
• A – Pakistan winning the match
• P[A] = (0.5 × 0.23) + (0.5 × 0.4) = 0.315
Theorem on Total Probability
• Draw the tree diagram for the same problem
but now change the events A and B, i.e.,
• A – Pakistan winning the toss
• B – Pakistan winning the match
Theorem on Total Probability
• A – Pakistan winning the toss
• B – Pakistan winning the match
Independent Events
• Tree diagrams can also be used for
Independent Events.
• Note that for Independent Events,
• P[A] = P[A | B] and P[B] = P[B | A]
• P[A⋂B] = P[A] P[B]
Basics - Example
Example
• Ahmed tosses a biased coin three times with
probability of heads 1/3. Plot the tree diagram
for this random experiment. Find the
probability that he gets one head in the three
tosses.
Basics - Example
Theorem on Total Probability –
Independent Events
• P[1 head] = (1/3 × 2/3 × 2/3) + (2/3 × 1/3 ×
2/3) + (2/3 × 2/3 × 1/3).
• P[1 head] = 12 / 27.
Example
• Both Ibrahim and Ismail flip a fair coin
twice. Write the sample space of this
experiment.
Example
• S = {(HH, HH), (HH, HT), (HH, TH), (HH,
TT), (HT, HH), (HT, HT), (HT, TH), (HT, TT),
(TH, HH), (TH, HT), (TH, TH), (TH, TT),
(TT, HH), (TT, HT), (TT, TH), (TT, TT)}
Example
• Both Ibrahim and Ismail flip a fair coin
twice. Find the probability of each outcome.
Example
• Since there are 16 total possible outcomes
and each outcome is equally likely, the
probability of each outcome is 1/16.
Example
• Both Ibrahim and Ismail flip a fair coin
twice. Draw the probability tree diagram for
this situation.
Example
Example
Example
• Both Ibrahim and Ismail flip a fair coin
twice. Find the probability that either of
player gets 1 head while the other gets 2
heads in their respective two tosses.
Example
Example
Example
• (1/2 ×1/4) + (1/4 ×1/2) = 2 / 8 = 1 / 4.
Independence of Events
Indepedence of Events
• If knowledge of the occurrence of an event B does
not alter the probability of some other event A, then it
would be natural to say that event A is independent of
B.
If A & B are independent, we have
Indepedence of more than 2 events
P[Union of disjoint events] = P[Event1] + P[Event2] + ……
P[Intersection of Independent events] = P[Event1]×
P[Event2]×…
Indepedence of Events - Examples
• Independent vs disjoint sets.
Independence cannot
be inferred or
illustrated from the
Venn Diagram. The
only exception are
mutually exclusive
events
Two events which are mutually exclusive
and have non zero probability cannot be
independent.
Tree Diagram – Independent and
Dependent events
An urn contains 4 balls. Two of 4 balls are
numbered “0” and the other two balls are
numbered “1”.
Let A be the event that number of the ball selected
in first draw is “1” and B be the event that number
of the ball selected in second draw is “1”.
If we draw two balls from the urn without
replacement, are A and B independent.
Tree Diagram – Independent and
Dependent events
Second draw is dependent on first draw.
Probability of B (second draw) is not the same if
we choose A (1/3) or AC (2/3). The events A
(Draw 1) and B (Draw 2) are therefore dependent
Tree Diagram – Independent and
Dependent events
P[A] = 1/2,
P[B] = (1/2)(2/3)+(1/2)(1/3) = 1/2
P[A⋂B] = (1/2)(1/3) = 1 / 6
P[A]P[B] ≠ P[A⋂B]
(A & B are not independent)
Tree Diagram – Independent and
Dependent events
An urn contains 4 balls. Two of 4 balls are
numbered “0” and the other two balls are
numbered “1”.
Let A be the event that number of the ball selected
in first draw is “1” and B be the event that number
of the ball selected in second draw is “1”.
If we draw two balls from the urn with
replacement, are A and B independent.
Tree Diagram – Independent and
Dependent events
Second draw is independent of first draw.
Probability of B (second draw) is the same (1/2) if
we choose A or AC. The events A (Draw 1) and B
(Draw 2) are therefore independent
Tree Diagram – Independent and
Dependent events
P[A] = 1/2,
P[B] = (1/2)(1/2)+(1/2)(1/2) = 1/2
P[A⋂B] = (1/2)(1/2) = 1 / 4
P[A]P[B] = P[A⋂B]
(A & B are independent)
Exercise 2.88
An experiment consists of picking one of two urns at
random and then selecting a ball from the urn and noting
its color (black or white). Let A be the event “urn 1 is
selected” and B the event “a black ball is observed.”
Under what conditions are A and B independent?
Exercise 2.88
Exercise 2.88
