Probability
Probability
Contents
1
Chapter 1 Applied Mathematics and Calculus
1.1 Overview
Probability is the measure of how likely the event will or will not occur. In this chapter will shall discuss
the laws and theories of probability. Let’s start with a familiar situation: If you toss a coin and observe
which side lands up, there are two possible results: heads (H) and tails (T). These are the only possible
results,ignoring the (remote) possibility that the coin lands on its edge. The act of tossing a coin is an
example of an experiment. The two possible results H and T are the possible outcomes of the experiment,
and the set S = {H, T } of all possible outcomes is the sample space for the experiment. Suppose that
the outcome is Head (H) then this is an event.
Example 1-1
A box contains 9 Marbles, 4 marbles are white, 2 are blue and 3 are red. A marble is selected at random
from the box. Calculate the probability of selecting
Solution
Theorem 1 (sum of all the probabilities in a sample space is 1). We can state the theorem by adding all
the probabilities of all these events in the above example.
3 2 4 3+2+4 9
P(B) + P(R) + P(W ) = + + = = =1
9 9 9 9 9
So we can observe that the sum of the probabilities of all the possible outcomes in an experiment is 1.
Example 1-2
In a box containing 3 kinds of pens red,blue and green, the probability of selecting a red pen is 25 , the
probability of selecting a blue pen is 31 find the probability of selecting a green pen from the box.
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Chapter 1 Applied Mathematics and Calculus
Solution
(a) Illustrate this information on the Venn diagram
A B
let those playing football be set F and those playing
basketball be set B
20 10 15
n(F) = 30
n(B) = 25
n(F ∩ B) = 10
(b) Determine the probability that a student play either football and basket
P(football or basketball) = P(F ∪ B)
P(F ∪ B) = P(F) + P(B) − P(F ∩ B)
30 25 10
P(F ∪ B) = + −
55 55 55
55 − 10
P(F ∪ B) =
55
45 9
P(F ∪ B) = =
55 11
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Example 1-4
A guidance counselor is planning schedules for 30 students. 16 students say they want to take Bemba,
16 want to take Nyanja, and 11 want to take Tonga. Five say they want to take both Bemba and Tonga,
and of these, 3 wanted to take Nyanja as well. Five wanted only Tonga, and 8 wanted only Nyanja. What
is the probability that a student from this group of students wanted Bemba only?
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Chapter 1 Applied Mathematics and Calculus
(b) Find the probability that a student from the group wanted
Solution
We must collect the data and draw three overlapping sets and start filling in the intersection of all the
three sets, then the intersection of two sets( we must subtract 3 from each), then we fill in the regions of
single sets
• 16 took Bemba i.e n(B) = 16
Bemba Nyanja
• 16 took Nyanja i.e n(N) = 16
n(B ∪ (N ∩ T )c ) 7 n(N ∩ B) 4
P(B) = = P(N ∩ B) = =
n(B ∪ T ∪ N) 30 n(B ∩ T ∪ N) 30
n(N ∩ (B ∪ T )c ) 8 n(T ∩ B) 2
P(N) = = P(T ∩ B) = =
n(B ∪ T ∪ N) 30 n(B ∩ T ∪ N) 30
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Chapter 1 Applied Mathematics and Calculus
Where P(A∪B) is the probability that either A or B will happen, P(A) is the probability that A will happen
B is the probability that B will happen. P(A ∩ B) is the probability that both A and B will happen. We
subtract P(A ∩ B) because when measuring set A and set B we measured the A ∩ B twice We can illustrate
the implication of this principle in the Venn diagram as shown in Figure
Given two mutually exclusive events A and B, since there is nothing in common between then then the
union of them is zero
P(A ∩ B) = 0 (1.5)
This is called the addition rule of mutually exclusive event or the ”or” rule
Example 1-5
In a race the probability that John wins is 0.3, the probability that Paul wins is 0.2 and the probability
that Mark wins is 0.4. Find the probability that
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Chapter 1 Applied Mathematics and Calculus
This is called the multiplication rule of independent event or the and rule
Example 1-6
A die is thrown twice. Find the probability of obtaining a 4 on the first throw and an odd number on the
second throw
Solution Let A be the event a ”4” is obtained on the first throw then P(A) = 16 also let B be the event
that an odd number will be obtained on the second throw. There are 3 sides out of 6 sides with an odd
number on a die hence P(B) = 36 = 12
Since the first and second throw are independent from each other we apply
Example 1-7
1
The probability of a component failing in one year due to excessive temperature is 20 , due to excessive
1 1
vibration is 25 and due to excessive humidity is 50 . Determine the probabilities that during a one year
a component
(a) fails due to excessive temperature and excessive vibration .
(b) fails due to excessive vibration or excessive humidity
(c) will not fail because of both excessive temperature and excessive humidity
Solution let P(T ) be the probability that the component failed due to excessive temperature
P(V ) be the probability that the component failed due to excessive vibrations and P(H) be the
probability that a component failed due to excessive humidity.
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Chapter 1 Applied Mathematics and Calculus
(a) due to excessive temper- (b) due to excessive vibration (c) due to excessive vibration
ature and excessive hu- or excessive humidity or excessive humidity
midity
Example 1-8
A bag contains 8 white marble and 3 red marbles Two marbles are selected one after the other. draw
the tree diagram to represent all the possible outcomes of this experiment and find the probability of
selecting a white and a red marble
(a) If the first is replaced
(b) If the first marble is not replaced
Solution
W
3 P(W and R) =P(W ∩ R) + P(R ∩W )
8
11
11
( ) ( )
R WR 8 3 3 8
= × + ×
3 11 11 11 11
11 8 24 24
11 W RW = +
R 121 121
3
11 48
=
121
R RR
(b) If the first marble is not replaced
7 W WW
10
W
3 P(W and R) =P(W ∩ R) + P(R ∩W )
8
11
10
( ) ( )
R WR 8 3 3 8
= × + ×
3 11 10 11 10
11 8 24 24
10 W RW = +
R 110 121
2
10 48 24
= =
110 55
R RR
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Chapter 1 Applied Mathematics and Calculus
Example 1-9
A box contains 10 balloons of which 7 are blue and 3 are red. Two balloons are selected at random
without being replaced.
Solution
6 B BB
9
3
7 B 9
10
R BR
3
10 7
9 B RB
R 2
9
R RR
(b) They are of the same color (c) They are of different
Example 1-10
Natasha has a tin of biscuits , the tin contains 12 custard creams, 15 rich teas and 11 digestives. She is
going to pick two biscuits from the tin to eat without replacement.
3. What is the probability that Natasha eats two biscuits of the same color
Solution
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Chapter 1 Applied Mathematics and Calculus
C CC
11
37
15 D CD
37
11
37
C R CR
12 C DC
38 12
37
11 10
38 37
D D DR
15
15 37
38
R DR
12
R 37 C RC
11
37
14
37 D RD
R RR
2. eats two digestive biscuits 3. Natasha eats two biscuits of the same color
P(different color)
=P(CD or CR or DC or DR or RC or RD)
=P(CD) + P(CR) + P(DC) + P(DR) + P(RC) + P(RD) P(different colors) + P(same color) = 1
( ) ( ) ( ) ( ) 226
12 15 12 11 11 12 11 15 P(different colors) + =1
= × + + + × + × 703
38 37 38 37 38 37 38 37
( ) ( ) 226
15 12 15 11 P(different colors) = 1 −
+ × + × 703
38 37 38 37 703 − 226
180 132 132 165 180 165 P(different colors) =
= + + + + + 703
1405 1405 1405 1405 1405 1401 477
954 477 P(different colors) =
= = 703
1405 703
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Chapter 1 Applied Mathematics and Calculus
Key Points
• Interpretation: P(A|B) represents the probability of A occurring assuming B has already oc-
curred.
• Formula Breakdown:
– P(A ∩ B): The probability of both A and B occurring (the intersection of A and B).
– P(B): The probability of B occurring alone.
Example 1-11
If you roll a fair die, let A be the event ”rolling an even number,” and B be the event ”rolling a number
greater than 3.” Then:
A = {2, 4, 6}
B = {4, 5, 6}
A ∩ B = {4, 6}
P(A ∩ B) 2
6 2
P(A|B) = = 3 = .
P(B) 6
3
Generalized Form
For a sequence of events A1 , A2 , . . . , An , the conditional probability of A1 given all previous events can
be calculated interactively using Bayes’ theorem.
Example 1-12
The Venn diagram shows the probabilities associated with four events A,B,C and D
A B C
0.07
0.24 p
0.16
D
q r
s
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Chapter 1 Applied Mathematics and Calculus
(a) Write down any pair of mutually exclusive events A,B,C and D
(b) Given that P(B) = 0.4 find the value of p
(c) Given also that A and B are independent
(d) Given further that P(B′ \C) = 0.64 find
Solution
(a) Write down any pair of mutually exclusive events A,B,C and D The independent events implies there
is nothing between them. On the Venn diagram these events forms disjoint sets
A and C
D and C
D and B
(b) P(B) = 0.4 we find the value of p (c) A and B are independent
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Chapter 1 Applied Mathematics and Calculus
Example 1-13
A Northern Technical College produces magazines. One magazine is about Heavy equipment Engineer-
ing(H), one is about science and laboratory technology(L) and Electrical engineering(E) . A student at
the college is selected at random. The Venn diagram where p q r are probabilities gives the probability
for each subset.
H E
(a) Find the probability of students at Northern Technical College who read exactly one of the subject.
(b) No students read all the three magazines find
(i) the value of p
(ii) the value of q
5
c Given that P(L/E) = 12
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Chapter 1 Applied Mathematics and Calculus
here p is called the probability of success and q is called the probability of failure.
Now the notation ( )
n n!
= (1.9)
r r!(n − r)!
Theorem 2. Let p be the probability that an event will happen and q be the probability that will not
happen such that q + p = 1 . Let X be a binomial event, then probability that the event X will occur r
times in n independent trials is given by
( )
n n−r r
P(X = r) = q p (1.10)
r
Example 1-14
A dice is rolled 9 times. Find the probability of having a 4 upwards
(a) 3 times
(b) 4 times
Solution
(a) 3 times
Let p be the probability of having a 4 upwards. the p = 16 and q = 1 − 16 = 56 We now apply the
binomial series
( ) ( ) ( ) ( )
n n n n−1 n n−2 2 n n
(q + p)n = q + q p+ q p +··· p
0 1 2 n
( ) ( ) ( )6 ( )3
9 9−3 3 9 5 1
P(X=3) = q p = = 0.130238102
3 3 6 6
(b) 4 times
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Chapter 1 Applied Mathematics and Calculus
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Example 1-15
Concrete blocks are tested and it is found that, on average 70% fails to meet the required specification.
For a batch of 9 blocks. Determine the probability that
(a) 3 blocks will fail
(b) less than four blocks will fail to meet the specification.
7
Solution Let p be the probability that the block fails to meet the required specifications p = 100 = 0.07
then q = 0.93
(a) 3 blocks will fail
( )
9
P(X = 3) = (0.93)9−3 (0.07)3
3
P(X = 3) =84(0.93)6 (0.07)3
P(X = 3) =0.018641081
(b) less than four blocks will fail to meet the specification.
P(X < 4) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3)
( )
9 9−0 0
P(X = 0) = q p = 1(0.93)9 = 0.520411083
0
( )
9 9−1 1
P(X = 1) = q p = 9(0.93)8 (0.07) = 0.35253654
1
( )
9 9−2 2
P(X = 2) = q p = 36(0.93)7 (0.07)2 = 0.106140033
2
( )
9 9 −3 3
P(X = 3) = q p = 84(0.93)6 (0.07)3 = 0.018641081
3
∴P(X < 4) = 0.520411083 + 0.35253654 + 0.106140033 + 0.018641081
P(X < 4) = 0.997728737
λ = np (1.12)
p is the probability of success and k = 0, 1, 2, 3 · · ·
Theorem 3. Given the sample space X of random events with the expectation λ the probability that an
event will occur x times is given by
( k)
−λ λ
P(X = k) = e (1.13)
k!
Where λ is the expectation given by λ = np
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Chapter 1 Applied Mathematics and Calculus
( k)
A discrete random variable X having probability mass function P(X = k) = e−λ λk! for k =
0, 1, 2, 3 · · · ∞ where λ can take any positive value is said to follow the Poison distribution and we write
X ∼ Po(λ) where λ is the parameter of the distribution.
Example 1-16
Given that X follows a Poison distribution with parameter 2, draw a vertical line graph to illustrate the
distribution
Solution
X ∼ Po(2) 0.5
λx
P(X = k) = e−λ
x!
( )
−2 20 0.4
P(X = 0) = e = 0.135335283
0! P(X = k) x axis line style
( 1)
2
P(X = 1) = e−2 = 0.270670566
1! 0.3
( 2)
2
P(X = 2) = e−2 = 0270670566
2!
( 3) 0.2
2
P(X = 3) = e−2 = 0.180447044
3!
( 4)
2
P(X = 4) = e−2 = 0.090223522 0.1
4!
( 5)
2
P(X = 5) = e−2 = 0.03608908
5!
( 6) 0
2
P(X = 6) = e−2 = 0.012029802 0 1 2 3 4 5 6 7
6! k
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Example 1-17
A production department has 35 similar milling machines. The number of breakdowns on each machine
averages 0.06 per week. determine the probability of
(a) Having one machine breaking down in any week
(b) Having less than three machines breaking down in any week.
Solution Here n > 9 and λ = 0.06(35) = 2.1 we apply the poison distribution then X ∼ Po(2.1)
(a) Having one machine breaking down in any week
P(X = 1) = e−λ
P(X = 1) = e−2.1
P(X = 1) = 0.1225
(b) Having less than three machines breaking down in any week.
P(X < 3) = P(X = 0) + P(X = 1) + P(X = 2)
( )
λ2
P(X < 3) = e−λ 1 + λ +
2!
( )
2.12
P(X < 3) = e−2.1 1 + 2.1 +
2
P(X < 3) = e−2.1 (1 + 2.1 + 2.205) = e−2.1 (5.305) = 0.6496
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Chapter 1 Applied Mathematics and Calculus
Example 1-18
A lab technician finds that the average number of amoebas in 10ml of ponds water from a particular
pond if four. Assuming that the number of amoebas follows a Poisson distribution. Find the probability
that in a 10ml sample
Example 1-19
In a factory, 2% of the components are defective. Determine the probability that in a lot of 200
Solution
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