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MATH – 361
Introduction to Probability and Statistics
Lecture No. 16
Introduction to Probability
Reference: Ch # 2, Sec 2.1, Text Book
No. of Slides: 43
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Desired Learning Objectives
After this lectures students will be able to
Interpret laws of probability
Use laws of probability in different problems
Interpret Bayes’ Theorem
Use conditional probability and Bayes’ Theorem
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Probability Rules
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Laws of Probability
1. Addition Law
(a) Mutually Exclusive Events
(b) Not Mutually Exclusive Events
2. Multiplication law
(a) Independent Events
(b) Dependent Events
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Laws of Probability
Addition law
(a) For Not Mutually Exclusive Events
P ( A B ) P ( A) P ( B ) P ( A B )
(b) For Mutually Exclusive Events
P ( Aor B ) P ( A B ) P ( A) P ( B )
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Laws of Probability
Multiplication law
(a) For Dependent Events ( Conditional ) P ( A B ) P ( A).P ( B / A)
P ( B ).P ( A / B )
(b) For Independent Events
P ( A and B ) P ( A B ) P ( A).P ( B )
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Addition Law
:
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Addition Law
Solution:
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Addition Law
:
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Addition Law
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Multiplication Law
Example:
Two cards are drawn from a well-shuffled pack of 52 cards. Find the
probability that they are both aces if the first card is
(i) replaced (ii) not replaced before the 2nd attempt
Solution: Let A is ace on the first draw and B denote the event ace on the
second draw
(i) In case of replacement, event A & B are independent
P(both cards are aces) = P(A∩B) = P(A).P(B) = 4/52.4/52 = 1/169
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Multiplication Law
Example:
Two cards are drawn from a well-shuffled pack of 52 cards Find the
probability that they are both aces if the first card is
(i) replaced (ii) not replaced before the 2nd attempt
Solution:
(ii) In case of not replaced, event A & B are dependent
P(A∩B) = P(A).P(B/A) = 4/52.3/51 = 1/221
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Conditional Probability
Definition
The probability that one event happens given that another event is
already known to have happened is called a conditional probability
Suppose we know that event A has happened. Then the probability that
event B happens given that event A has happened is denoted by P(B|A)
P(B|A)=
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Conditional Probability
Similarly
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Conditional Probability
Example: A card is drawn from an ordinary deck of 52 playing cards
and is found to be of red color. What is the probability that it is of
diamond suit?
Solution: Let R = card drawn is red
D = card drawn is of diamond suit
P(D/R) = 13/26 = ½
Note: The information, that the card is red, has reduced the possibility space from
52 to 26 cards.
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Conditional Probability
Example: Two coins are tossed. What is the
conditional probability the two heads result, given that
there is at least one head?
Solution: The sample space S for this experiment is
S = {HH, HT, TH, TT}
Let A represent the event that two heads appear, and
B, the event that there is at least one head
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Conditional Probability
Solution:
Then we need
Since
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Conditional Probability
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Conditional Probability & Independence
Two events A and B are independent if the occurrence of one event does
not change the probability that the other event will happen.
In other words, events A and B are independent if
P(A | B) = P(A) and P(B | A) = P(B)
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Conditional Probability & Independence
Example
A fair coin is tossed twice. What is the probability that exactly one head
appear given that at least there is one head occurred
Solution
Here
S = { HH ,HT, TH, TT } ; n(S) = 4
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Conditional Probability & Independence
Let E = exactly one head appear
F = at least one head has already appeared
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Conditional Probability & Independence
Example
A family has 2 children. What is the probability that both children are boys
given that at least one of them is a boy
Solution
Here
S = { bb, bg, gb, gg} ; n(S) = 4
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Conditional Probability & Independence
Let E = both children are boys
F = at least one of them is a boy
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Bayes’ Theorem Bayes' Theorem is a simple mathematical formula used for
calculating conditional probabilities.
Bayes’ Theorem is a way of finding a probability when we know certain
other probabilities
Formula
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Bayes’ Theorem
Which tells us : How often A happens given that B happens, written P(A|B)
When we know : How often B happens given that A happens, written P(B|A)
And how likely A is on its own, written P(A)
And how likely B is on its own, written P(B)
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Bayes’ Theorem
Proof of Bayes Theorem The probability of two events A and B happening, P(A∩B), is the
probability of A, P(A), times the probability of B given that A has occurred, P(B|A)
On the other hand, the probability of A and B is also equal to the
probability of B times the probability of A given B.
This equation, known as Bayes Theorem is the basis of statistical
inference
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Bayes’ Theorem
More Generalized Definition
Let , , … is a collection of mutually exclusive and exhaustive events with
probability P(), I = 1, 2, 3…k. Then for any event B for which P(B) > 0
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Bayes’ Theorem
More Generalized Definition
In simple words we can say that
Joint probability for two events A and B mean
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Bayes’ Theorem
Example
A drilling company has estimated a 40% chance of striking oil for their
new well.
A detail test has been scheduled for more information. Historically, 60%
of successful wells have had detailed tests, and 20% of unsuccessful
wells have had detailed tests.
Given that this well has been scheduled for a detailed test, what is the
probability that the well will be successful?
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Bayes’ Theorem
Solution
Let S = successful well ; U = unsuccessful well
P(S) = 0.4 ; P(U) = 0.6
Define the detailed test event as D
Conditional probabilities
P(D/S) = 0.6 and P(D/U) =0.2
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Bayes’ Theorem
Solution
Revised probabilities
Prior Conditional Joint Revised
Event
Probability Probability Probability Probability
S (Successful) 0.4 0.6 0.4*0.6 = 0.24 0.24/0.36 = .67
U (Unsuccessful) 0.6 0.2 0.6*0.2 = 0.12 0.12/0.36 = .33
Total 0.36
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Bayes’ Theorem
Solution
Given the detailed test, the revised probability of a successful well has
risen to 0.67 from the original estimate of 0.4
Prior Conditional Joint Revised
Event
Probability Probability Probability Probability
S (Successful) 0.4 0,6 0.4*0.6 = 0.24 0.24/0.36 = .67
U (Unsuccessful) 0.6 0.2 0.6*0.2 = 0.12 0.12/0.36 = .33
Total 0.36
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Bayes’ Theorem
Example
Spam Assassin works by having users train the system. It looks for
patterns in the words in emails marked as spam by the user
For example, it may have learned that the word “free” appears in 20% of
the emails marked as spam. Assuming 0.1% of non-spam mail includes
the word “free” and 50% of all emails received by the user is spam
Find the probability that a mail is a spam if the word “free” appears in it
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Bayes’ Theorem
Data Given:
• P(Spam) = 0.50 => P(Non Spam) = 0.50
• P(Free | Spam) = 0.20
• P(Free | Non Spam) = 0.001
• P(Spam | Free) = ?
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Bayes’ Theorem
Using Bayes’ Theorem:
• P(Spam | Free) = 0.50 * 0.20 / (0.50 * 0.20 + 0.50 * 0.001)
• P(Spam | Free) = 0.995
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Complement Rule
The complement of an event is the collection of all possible elementary
events not contained in event E. The complement of event is
represented by
Complement Rule:
𝐸
𝐸
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Probability of Complement of an Event
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Probability of Complement of an Events
:
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Practice Problem 1
Imagine there is a drug test that is 98% accurate, meaning 98% of the
time it shows a true positive result for someone using the drug and 98%
of the time it shows a true negative result for nonusers of the drug
Next, assume 0.5% of people use the drug. If a person selected at
random tests positive for the drug, find the probability that the person is
actually a user of the drug
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Practice Problem 2
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Practice Problem 3
Three coins are tossed . What is the probability of at least two heads appear
given that last coin show tail had already occurred
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Study Links
https://www.youtube.com/watch?v=XQoLVl31ZfQ&vl=en
https://www.youtube.com/watch?v=k6Dw0on6NtM
https://www.youtube.com/watch?v=OYT0AcuLXu8
https://brilliant.org/wiki/bayes-theorem/
