Probability Theory: An Introduction

- The subject of probability theory is the foundation upon which all of statistics is built;

 it provides a means for modeling populations, experiments, or almost anything else that could be considered a
random phenomenon.

 Through these models statisticians are able to draw inferences about populations, inferences based on examination
of only a part of the whole.

- The theory of probability has a long and rich history, dating back at least to the 17th century when, at the request
of their friend, the Chevalier de Meré, Blaise Pascal and Pierre de Fermat developed a mathematical formulation of
gambling odds.

- This lecture note outlines some of the basic ideas of probability theory that are fundamental to the study of statistics.

Basic Terms and Ideas

Definition Probability/Random Experimenta

It's a process/procedure/activity satisfying the following conditions:

• having a set of well-dened outcomes, and

• when it's conducted/performed once, it results in one and only one of its outcomes that cannot be predicted in
advance with certainty.
a Or, simply Experiment.

Example 1. Coin-tossing (once or several times), die-rolling (once or several times), card-drawing (once or several times),
measuring the diameter of a bolt, weighing the contents of a box of cereal, and measuring the breaking strength of a length
of shing line.

1
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Denition Sample Space

The sample space of an experiment is a set consisting of all of the possible (experimental) outcomes based on the
objectives of the analysis in the random experiment . The sample space is usually denoted by S .

Each outcome in a sample space is called an element or a member of the sample space, or simply a sample point .

+ Depending on whether a sample space is countable or not , there are two types of sample spaces:

+ If a sample space consists of nite or countably innite sample points, it's called a discrete sample
spacea .
+ If a sample space consists of uncountable sample points, it's called a continuous sample spaceb .
- For one random experiment, we may dene dierent sample spaces based on our objectives .

- A sample space of a random experiment may be represented by

 a set in which sample points are either listed or determined by set-builder notations and some statements.
 a Venn diagram (This diagram is mostly used when some subsets of a sample space are going to be
determined.)
 a Tree diagram (This diagram is mostly used to list all possible outcomes of a multi-stage experiment.)
a Or, simple if its sample points can be listed.
b Or, simple if it's not discrete.

Example 2. Determine the sample space for the following random experiments:

(a) The status of operation of three power plants, plant X, plant Y, and plant Z, at a particular point of time.

(b) The experiment consists of ipping a coin and then ipping it a second time if a head occurs. If a tail occurs on the rst
ip, then a die is tossed once.

(c) The experiment that selects a cell phone camera and records the recycle time of a ash (the time taken to ready the
camera for another ash).

(d) The experiment is to randomly sample items from a manufacturing process until one defective item is observed.

(e) The sample space consisting of all points in the rst quadrant inside a circle of radius 3 with center at the origin.

Solution

(a) Let's denote the "generating electricity" status by 1 and the "being idle" status by 0, by (0, 1, 0) to represent the situation
where plant Y is generating electricity but plants X and Z are both idle. Hence, the sample space for the status of the
three plants at a particular point in time is

S = {(0, 0, 0), (0, 0, 1), (0, 1, 0), (0, 1, 1), (1, 0, 0), (1, 0, 1), (1, 1, 0), (1, 1, 1)}

(b) Notice that it's a two-stage experiment: the rst stage is to ip a coin once and the second stage is to either ip it one
more time or roll a die once. Since the possible outcomes of ipping a coin once are Head (H) or Tail (T) and the ones
of rolling a die once are 1, 2, . . . , 6. Hence, to represent all possible outcomes of this two-stage experiment, we use the
tree diagram:

2 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

which results the sample space

S = {HH, HT, T 1, T 2, T 3, T 4, T 5, T 6} .

(c) Notice that the possible values for the recycle time depend on the resolution of the timer and on the minimum and
maximum recycle times. Here are some sample spaces for the experiment depending on the given information and
objective of the experiment:
• If there's no info. given about the min. and max. recycle time, it is convenient to dene the sample space as simply
the positive real line (because the time is positive)

S = R+ := {t ∈ R | t > 0} .

• If it is known that all recycle times are between 1.5 and 5 seconds, the sample space can be

S = {t ∈ R | 1.5 < t < 5} .

• If the objective of the analysis is to consider only whether the recycle time is low , , or
medium high , the sample space
can be taken to be the set of three outcomes

S = {low, medium, high} .

• If the objective is only to evaluate whether or not a particular camera conforms to a minimum recycle-time specication,
the sample space can be simplied to a set of two outcomes

S = {Y es, N o} .

(d) Let's denote a defective randomly sampled item by D, and a nondefective one by N. Hence, the sample space may be
presented as
S = {D, N D, N N D, N N N D, N N N N D, . . .} .

Example 3. Determine whether the following sample spaces is discreet or continuous

(a) the sample space for a person's birthday?
(b) Tossing a coin until a tail or three heads appear.
(c) Starting at a specied time, the gender of each newborn infant is recorded until the birth of a male is observed.
(d) Measuring the diameter of holes, in sheet metals, made by a punch machine with diameter 10 mm.

3 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 4. By dening dierent objectives, describe sample space of die-throwing.

Denition Event
An event is any subset of the sample space of a random experiment .

- Any sample space S has two trivial events: null/empty seta (i.e., ∅ ⊂ S ) and the sample space itself (i.e., S ⊆ S .)

- Depending on whether an event consists of one or more sample points is called either simple or compound
event.
- Any sample space with n sample points has exactly 2n events of which two are trivial and n are simple.
+ An event is said to occur if an outcome, contained within the event, occurs .
a The set consists of no sample point, and is denoted by ∅.

+ (simple) Events may be combined, to form events of particular interest, by the following set operations :

 Union ∪: The union of two events is the event that consists of all outcomes that are contained in either of the two
events . The union of two events E1 and E2 is denoted by E1 ∪ E2 . In words, E1 ∪ E2 means "E1 or E2 " . Thus,
event E1 ∪ E2 occurs whenever either E1 or E2 (or both) occurs .
* The operation union may be applied to any number of events : For any positive integer n,
n
[
E1 ∪ E2 ∪ · · · ∪ En = Ei .
i=1

 Intersection ∩: The intersection of two events is the event that consists of all outcomes that are contained in
both of the two events . The intersection of two events E1 and E2 is denoted by E1 ∩E2 . In words, E1 ∩ E2 means
"E1 and E2 " . Thus, event E1 ∩ E2 occurs whenever both E1 and E2 occur .
* The operation intersection may be applied to any number of events : For any positive integer n,
n
\
E1 ∩ E2 ∩ · · · ∩ En = Ei .
i=1

 complement: The complement of an event is the set consisting of outcomes (in the corresponding sample space)
not in that event . The complement of the event E is denoted by E c . In words, E c means "not E " . Thus,
event E c occurs whenever E does not occur .

+ Basic laws governing these set operations: Let E , E1 , E2 , and E3 be events of a sample space S . We have
• Repeated Complement
c
(E c ) = E.
• Commutative law
E1 ∪ E2 = E2 ∪ E1 and E1 ∩ E2 = E2 ∩ E1
• Associative law

(E1 ∪ E2 ) ∪ E3 = E1 ∪ (E2 ∪ E3 ) and (E1 ∩ E2 ) ∩ E3 = E1 ∩ (E2 ∩ E3 )

• Distributive law

E1 ∩ (E2 ∪ E3 ) = (E1 ∩ E2 ) ∪ (E1 ∩ E3 ) and E1 ∪ (E2 ∩ E3 ) = (E1 ∪ E2 ) ∩ (E1 ∪ E3 )

4 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

• DeMorgan's laws
(E1 ∪ E2 )c = E1c ∩ E2c and (E1 ∩ E2 )c = E1c ∪ E2c

• Some other useful laws are

(a) E ∩ ∅ = ∅ (b) E ∪ ∅ = E (c) E ∩ E c = ∅ (d) E ∪ E c = S (e) S c = ∅ (f ) ∅c = S

- Glossary of Probability Terms: If A and B are two events of a sample space, then

• A ∪ B is the event which represents the occurrence of either A or B or both (i.e., at least one of the events A and
B occurs.)
• A ∩ B is the event which represents the simultaneous occurrence of A and B (i.e., both of events A and B occur.)
• Ac is the event which represents that the event A does not occur.
• Ac ∩ B c is the event which represents that both A and B do not occur (i.e., neither event A nor B occurs.)
• Ac ∩ B is the event which represents that event A does not occur but event B occurs.
• (A ∩ B c ) ∪ (Ac ∩ B) is the event which represents that exactly one of the two events A and B occurs.
• (A ∩ B c ) ∪ (Ac ∩ B) ∪ (Ac ∩ B c ) is the event which represents that no more than one of the events A or B occurs.

Denition Mutually Exclusive Events

• The events A and B are said to be mutually exclusive if they have no outcomes in common (i.e., cannot both
occur simultaneously), that is

Events A and B are mutually exclusive ⇐⇒ A ∩ B = ∅

• More generally, a collection of events A1 , A2 , . . . , An is said to be mutually exclusive if they are pairwise mutually
exclusive; that is,

Events A1 , A2 , . . . , An are mutually exclusive ⇐⇒ Ai ∩ Aj = ∅, for every dierent choices of i and j.

+ Notice that mutually exclusiveness of events A1 , A2 , . . . , An implies that

n
\
Ai = A1 ∩ A2 ∩ · · · ∩ An = ∅,
i=1

but, its reverse is not necessarily valid if n = 3, 4, . . ..

Example 5. Suppose that vehicles taking a particular freeway exit can turn right (R ), turn left (L), or go straight (S ).
Consider observing the direction for each of three successive vehicles.

(a) List all outcomes in the event A that all three vehicles go in the same direction.
(b) List all outcomes in the event B that all three vehicles take dierent directions.
(c) List all outcomes in the event C that exactly two of the three vehicles turn right.
(d) List all outcomes in the event D that exactly two vehicles go in the same direction.
(e) List outcomes in Dc , C ∪ D, and C ∩ D.
Solution

(a) A = {RRR, LLL, SSS}

(b) B = {RLS, RSL, LRS, LSR, SLR, SRL}

5 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) C = {RRL, RLR, LRR, RRS, RSR, SRR}

(d) D = {RRL, RLR, LRR, RRS, RSR, SRR, SSL, SLS, LSS, SSR, SRS, RSS, LLR, LRL, RLL, LLS, LSL, SLL}
(e) Since the Venn diagram of the sample space is

Dc = {RRR, LLL, SSS, RLS, RSL, LRS, LSR, SLR, SRL} ,

C ∪ D = {RRL, RLR, LRR, RRS, RSR, SRR, SSL, SLS, LSS, SSR, SRS, RSS, LLR, LRL, RLL, LLS, LSL, SLL}
C ∩ D = {RRL, RLR, LRR, RRS, RSR, SRR} .

Notice that

• Dc is the event that all three vehicles go either in the same direction or in dierent directions.
• Since C ⊂ D, C ∪ D = D and C ∩ D = C .

Example 6. Three components are connected to form a system as shown in the accompanying diagram

Because the components in the 2-3 subsystem are connected in parallel, that subsystem will function if at least one of the
two individual components functions. For the entire system to function, component 1 must function and so must the 2-3
subsystem.
The experiment consists of determining the condition of each component [S (success) for a functioning component and F
(failure) for a nonfunctioning component].

(a) Which outcomes are contained in the event A that exactly two out of the three components function?
(b) Which outcomes are contained in the event B that at least two of the components function?
(c) Which outcomes are contained in the event C that the system functions?
(d) List outcomes in C c , A ∪ C , A ∩ C , B ∪ C , and B ∩ C .
Solution

(a) A = {SSF, SFS, FSS}.

(b) B = {SSF, SFS, FSS, SSS}.

6 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) C = {SSF, SFS, SSS}.

(d) Since the Venn diagram of the sample space is

we have

C c = {FSS, FSF, SFF, FFS, FFF}

A ∪ C = B = {SSS, FSS, SSF, SFS}
B ∪ C = B = {SSS, FSS, SSF, SFS}
B ∩ C = C = {SSF, SFS, SSS} .

Example 7. A college library has ve copies of a certain text on reserve. Two copies (1 and 2) are rst printings, and the
other three (3, 4, and 5) are second printings. A student examines these books in random order, stopping only when a second
printing has been selected. One possible outcome is 5, and another is 213.
(a) List the outcomes in S .
(b) Let A denote the event that exactly one book must be examined. What outcomes are in A?
(c) Let B be the event that book 5 is the one selected. What outcomes are in B ?
(d) Let C be the event that book 1 is not examined. What outcomes are in C ?
Solution

(a) S = {3, 4, 5, 13, 14, 15, 23, 24, 25, 123, 213, 124, 214, 125, 215}
(b) A = {3, 4, 5}
(c) B = {5, 15, 25, 125, 215}
(d) C = {3, 4, 5, 23, 24, 25}

Example 8. An engineering construction rm is currently working on power plants at three dierent sites. Let Ai denote the
event that the plant at site i is completed by the contract date. Use the operations of union, intersection, and complementation
to describe each of the following events in terms of A1 , A2 , and A3 .
(a) At least one plant is completed by the contract date.
(b) All plants are completed by the contract date.
(c) Only the plant at site 1 is completed by the contract date.
(d) Exactly one plant is completed by the contract date.

7 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(e) Either the plant at site 1 or both of the other two plants are completed by the contract date.
Solution

(a) A1 ∪ A2 ∪ A3 .
(b) A1 ∩ A2 ∩ A3 .
(c) A1 ∩ Ac2 ∩ Ac3 .
(d) (A1 ∩ Ac2 ∩ Ac3 ) ∪ (Ac1 ∩ A2 ∩ Ac3 ) ∪ (Ac1 ∩ Ac2 ∩ A3 ).
(e) (A1 ∩ Ac2 ∩ Ac3 ) ∪ (Ac1 ∩ A2 ∩ A3 ).

Example 9. Let A be the event that a person is female, let B be the event that a person has black hair, and let C be the
event that a person has brown eyes. Describe the kinds of people in the following events:

(a) A ∩ B (b) A ∪ C c (c) Ac ∩ B ∩ C (d) A ∩ (B ∪ C)

Solution

1. The event that a female person has black hair.

2. The event that a female person doesn't have brown eyes.

3. The event that a male person has black hair and brown eyes.

4. The event that a female person has either black hair or brown eyes.

Example 10. Three times each day, a quality engineer samples a component from a recently manufactured batch and tests
it. Each part is classied as Conforming (suitable for its intended use), Downgraded (unsuitable for the intended purpose
but usable for another purpose), or Scrap (not usable). An experiment consists of recording the categories of the three parts
tested in a particular day.B be the event that there is one part in each category, and C be the event that at least two parts
are conforming.

(a) List the 27 outcomes in the sample space.

(b) Let A be the event that all the parts fall into the same category. List the outcomes in A.
(c) Let B be the event that there is one part in each category. List the outcomes in B .
(d) Let C be the event that at least two parts are conforming. List the outcomes in C .
(e) List the outcomes in A ∩ C .
(f) List the outcomes in A ∪ B .
(g) List the outcomes in A ∩ C c .
(h) List the outcomes in Ac ∩ C .
(i) Are events A and C mutually exclusive?
(j) Are events B and C mutually exclusive?
Hint Considering the following Venn diagram of the sample space answer the given questions:

8 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 11. Diodes from a batch are tested one at a time and marked either defective (D) or nondefective (N). This is con-
tinued until either two defective items are found or ve items have been tested. Describe the sample space for this experiment.

Solution

S = {DD, DND, NDD, DNND, NNDD, NDND, DNNND, NDNND,

NNDND, NNNDD, NNNND, NNNDN, NNDNN, NDNNN, DNNNN, NNNNN} .

Example 12. In a human-factors laboratory, the reaction times of human subjects are measured as the elapsed time from the
instant a position number is displayed on a digital display until the subject presses a button located at the position indicated.
Two subjects are involved, and times are measured in seconds for each subject (t1 , t2 ). What's the sample space for this
experiment? Present the following events as subsets and mark them on a diagram: (t1 + t2 )/2 ≤ 0.15, max{t1 , t2 } ≤ 0.15,
and |t1 − t2 | ≤ 0.06.

Solution Since time is a positive quantity and no restriction is mentioned on the maximum reaction time, we hypothet-
ically describe the sample space as
S = R+ × R+ = (t1 , t2 ) | t1 , t2 ∈ R+ ,


where R+ represents the set of all positive real numbers.

- (t1 + t2 )/2 ≤ 0.15 describes the event consisting of sample points (t1 , t2 ) where their average is at most 0.15; that is
{(t1 , t2 ) | 0 < t1 ≤ 0.3 & 0 < t2 ≤ 0.3 − t1 }

9 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

- max{t1 , t2 } ≤ 0.15 describes the event consisting of sample points (t1 , t2 ) where their maximum is at most 0.15; that is
{(t1 , t2 ) | t1 , t2 > 0 & t1 + t2 + |t1 − t2 | ≤ 0.3}

- |t1 − t2 | ≤ 0.06 describes the event consisting of sample points (t1 , t2 ) where their distance is at most 0.06; that is
{(t1 , t2 ) | t1 , t2 > 0 & |t1 − t2 | ≤ 0.06}

Example 13. During a 24-hour period, a computer is to be accessed at time X , used for some precessing, and exited at time
Y ≥ X . Take X and Y to be measured in hours on the time line with the beginning of the 24-hour period as the origin. The
experiment is to observe X and Y .

(a) Describe the sample space.

(b) Sketch the following events in the XY −plane.
(i) The time of use is 1 hour or less.
(ii) The access is before t1 and the exit is after t2 , where 0 ≤ t1 < t2 ≤ 24.
(iii) The time of use is less than 20% of the period.
Solution

(a) S = {(X, Y ) | 0 < X, Y ≤ 24 & Y ≥ X} which is graphically presented below

10 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(b.i)

(b.ii)

(b.iii)

11 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Counting Techniques: How to Count without Counting?!

- In some probability problems, we need to count the number of sample points in a sample space and/or an event, without
listing them . Hence, here we give some elementary ways to do this:

First Fundamental Principle of Counting

Denition First Fundamental Principle of Counting: Multiplication Principle

Assume a (main) task can be done as a sequence of k independent sub-tasks such that

• the 1st sub-task can be performed in n1 ways, and

• for each of the n1 ways of doing the 1st sub-task , the 2nd sub-task can be done in n2 ways, and

• for each of the n2 ways of doing the 2nd sub-task , the 3rd sub-task can be done in n3 ways, and , so forth.

Then the total number of ways of doing the (main) task is

n1 × n2 × n3 × · · · × nk .

Example 14. Digits 1, . . . , 7 are given

(a) How many 3-digit numbers (in base 10) can be formed from them if each digit can be used only once?
(b) How many 3-digit numbers (in base 10) can be formed from them?
(c) How many 3-digit odd numbers (in base 10) can be formed from them if each digit can be used only once?
Solution

(a) Here the (main) task is to form a 3-digit number with non-repeating digits in its place-values (ones, tens, and hundreds).
This task may be performed by
i. 1st sub-task: Forming its hundreds place-value which can be done in 7 ways; indeed, there are 7 choices for that,
and
ii. 2nd sub-task: Forming its tens place-value which can be done in 6 ways; indeed, one of given seven digits has been
chosen in the 1st sub-task already, and

12 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

iii. 3rd sub-task: Forming its ones place-value which can be done in 5 ways; indeed, two of given seven digits has been
chosen in the 1st and the 2nd sub-tasks already.
According to the multiplication principle, the 7 × 6 × 5 = 210 3-digit numbers are formed, using digits 1, . . . , 7, having
non-repeating digits.
(b) Here the (main) task is to form a 3-digit number with no restriction on having repeated digits in its place-values. This
task may be performed by
i. 1st sub-task: Forming its hundreds place-value which can be done in 7 ways; indeed, there are 7 choices for that,
and
ii. 2nd sub-task: Forming its tens place-value which can be done in 7 ways; indeed, there are 7 choices for that, and
iii. 3rd sub-task: Forming its ones place-value which can be done in 7 ways; indeed, there are 7 choices for that.
According to the multiplication principle, the 7 × 7 × 7 = 343 3-digit numbers are formed, using digits 1, . . . , 7.
(c) Here the (main) task is to form a 3-digit odd number with non-repeating digits in its place-values. This task may be
performed by
i. 1st sub-task: Forming its ones place-value which can be done in 4 ways; indeed, there are 4 choices for that: 1, 3,
5, and 7 (for the resulted 3-digit number to be odd), and
ii. 2nd sub-task: Forming its tens place-value which can be done in 6 ways; indeed, there are 3 choices among the
given digits which are odd (one of them has been chosen in 1st sub-task) and 3 choices among the given digits
which are even, and
iii. 3rd sub-task: Forming its hundreds place-value which can be done in 5 ways; indeed, two of given seven digits has
been chosen in the 1st and the 2nd sub-tasks already.
According to the multiplication principle, the 4 × 6 × 5 = 120 3-digit odd numbers are formed, using digits 1, . . . , 7,
having non-repeating digits.

Example 15. In how many dierent ways can a true-false test consisting of 10 questions be (totally) answered?

Solution Here the (main) task is to answer all the 10 true-false questions. For this task to be completed, 10 independent
sub-tasks should be done (not necessarily in sequence) each of which is described by answering one of the 10 true-false
questions; so, each sub-task is completed in 2 ways (choosing either true or false for the answer.) Therefore, according to the
multiplication principle such a test can be answered in 2 × 2 × · · · × 2 = 210 = 1024 dierent ways.
| {z }
10 times

Example 16. There are 5 dierent roads connecting two cities A and B. In how many ways may one travel/drive from city
A to city B, then return to city A conditioned upon the inbound road (for each round trip) to be dierent from the outbound
road (i.e., the roads for each round trip to be dierent.)

Solution Here the main task consists of two independent sub-tasks: the 1 sub-task is to go from city A to city B
st

(which may be done in 5 ways,) and the 2nd sub-task is to return to city A from city B (which may be done in 4 ways;
indeed, for each outbound road there are 4 inbound roads.) Hence, by the multiplication principle, the total possible ways
to do this round trip are 5 × 4 = 20.

Example 17. How many ways are there for 4 persons to sit in a row with 30 seats.

Solution Here the main task (sitting four persons in a row with 30 seats) consists of four independent sub-tasks:

i. 1st sub-task: sitting one of them in the row of 30 seats which may be done in 30 ways, and
ii. 2nd sub-task: sitting one of the remaining ones in the row of 29 seats which may be done in 29 ways, and

13 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

iii. 3rd sub-task: sitting one of the remaining ones in the row of 28 seats which may be done in 28 ways, and
iv. 4th sub-done: sitting the last one in the row of 27 seats which may be done in 27 ways.
Therefore, by the multiplication principle, the total number of ways 4 people sit in a row of 30 seats are 30 × 29 × 28 × 27 =
657, 720.

Example 18. In a medical study, patients are classied in 8 ways according to whether they have blood type AB+ , AB− ,
A , A , B+ , B− , O+ , or O− , and also according to whether their blood pressure is low, normal, or high. Find the number
+ −

of ways in which a patient can be classied.

Solution Here the main task is to classify a patient according to his/her blood type and blood pressure. Hence, the
main task is a sequence of the following two independent sub-tasks:

i. 1st sub-task: classifying a patient according to his/her blood type which may be done in 8 ways, and
ii. 2nd sub-task: classifying a patient according to his/her blood pressure which may be done in 3 ways.
Therefore, by the multiplication principle, the total number of ways a patient can be classied according to his/her blood
type and pressure is 8 × 3 = 24.

Example 19. A state has one million registered vehicles and is considering using license plates with six symbols where the
rst three are letters and the last three are digits. Is this scheme feasible?

Solution Yes, because this scheme would generate 2603 = 17, 576, 000 license plates which is enough for the registered
vehicles.

Second Fundamental Principle of Counting

Denition Second Fundamental Principle of Counting: Addition Principle

Assume there are k mutually exclusive sub-tasksa that doing any of them results in completing a given main task. If
each of these sub-tasks can be done in ni (i = 1, . . . , k ) ways, then total number of ways to complete the main task is

n1 + n2 + · · · + nk .
a That is, no two of them may be done simultaneously.

Example 20. How many numbers, less than 1000, can be formed using digits 1, 2, 4, 5, 7, 8, and 9 of which 2-digit ones don't
have repeated digits?

Solution Here the main task is to form a number(< 1000) using the given digits. This task is done by the following
mutually exclusive sub-tasks:

• Forming a 1-digit number (< 1000) using digits 1, 2, 4, 5, 7, 8, and 9: According to the multiplication principle, this sub-task
may be done in 7 ways, and

• Forming a 2-digit number (< 1000) using digits 1, 2, 4, 5, 7, 8, and 9, which don't have repeated digits: According to the
multiplication principle, this sub-task may be done in 42 ways; indeed, it consists of two independent sub-tasks: Forming
its tens place-value (done in 7 ways), and forming its ones place-value (done in 6 way), and

• Forming a 3-digit number (< 1000) using digits 1, 2, 4, 5, 7, 8, and 9: According to the multiplication principle, this sub-task
may be done in 343 ways; indeed, it consists of three independent sub-tasks: Forming its hundreds place-value (done in 7
ways), forming its tens place-value (done in 7 way) and forming its ones place-value (done in 7 way).

14 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Hence, by the addition principle, 7 + 42 + 343 = 392 numbers (< 1000), of which 2-digit ones don't have repeated digits, may
be formed by using 1, 2, 4, 5, 7, 8, and 9.

Example 21. How many possible selections are there to form a group of two people with dierent nations among 3 Russians,
4 French and 5 Germans?

Solution Here the main task is to form a group of two people with dierent nations among 3 Russians, 4 French and 5
Germans. This task may be performed by either of the following mutually exclusive sub-tasks:

• Forming a group with one Russian and one French: By the multiplication principle, this may be done in 3 × 4 = 12 ways.
Or

• Forming a group with one Russian and one German: By the multiplication principle, this may be done in 3 × 5 = 15 ways.
Or

• Forming a group with one French and one German: By the multiplication principle, this may be done in 4 × 5 = 20 ways.

Hence, by the addition principle, 12 + 15 + 20 = 47 groups of two with dierent nations, among 3 Russians, 4 French and 5
Germans, may be formed.

Example 22. Refer to Example 16, what if two of these ve roads are one-way.

Solution Here the main task may be performed by either of the following mutually exclusive sub-tasks:

• Selecting a one-way outbound road for the round trip: By the multiplication principle, this may be done in 2 × 3 = 6 ways.
Or

• Selecting a two-way outbound road for the round trip: By the multiplication principle, this may be done in 3 × 2 = 6 ways.

Hence, by the addition principle, the total possible round trips may be done in 6 + 6 = 12 ways.

Permutations and Combinations

- To simply state other counting techniques, rst we introduce the following notation:

15 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Denition Factorial Notation

The product of the rst n natural numbers is denoted by n! (read n factorial); that is

n! := 1 × 2 × 3 × · · · × (n − 1) × n.

For instance,

1! = 1, 1 ×2 = 2,
2! = |{z} 3! = 1 × 2 ×3 = 6, 4! = 1 × 2 × 3 ×4 = 24
| {z } | {z }
=1! =2! =3!
5! = 1 × 2 × 3 × 4 ×5 = 120, ···
| {z }
=4!

ˆ Recursive formula for n! :

n! = (n − 1)! × n for, n = 2, 3, 4, . . .
= (n − 2)! × (n − 1) × n for, n = 3, 4, 5, . . .
= (n − 3)! × (n − 2) × (n − 1) × n for, n = 4, 5, 6, . . .
.. ..
. .
= (n − k)! × (n − k + 1) × (n − k + 2) × · · · × n for, n = k + 1, k + 2, k + 3, . . .
| {z }
n!
= (n−k)!

+ This observation shows that the product of k consecutive natural numbers may be written as

(n−k)! , where n stands for the largest natural number in the given sequence . For example,
n!

158! 158!
73 × 74 × 75 × · · · × 156 × 157 × 158 = = .
| {z } (158 − 86)! 72!
86 consecutive natural numbers

+ Equivalently, the product of some consecutive natural numbers, where the least number is m and the largest
one is n, may be written as (m−1)!
n!
. For example,

45! 45!
11 × 12 × 13 × · · · × 43 × 44 × 45 = =
(11 − 1)! 10!

ˆ 0! is dened to be 1; 0! := 1 .

ˆ As n increases, n! grows too fast; indeed, for n ≥ 25, the number of digits in n! is greater than n.

ˆ Stirling's Approximation Formula: For large natural numbers n,

√  n n n!
n! ≈ 2nπ ; that is, lim √ n n

= 1,
e n→+∞ 2nπ e

where e is the Euler's number (e ≈ 2.7182818284,) and π ≈ 3.14159265359.

- The following table lists values of n! for some natural numbers n:

n 0 1 2 3 4 5 6 7 8 9 10
n! 1 1 2 6 24 120 720 5,040 40,320 362,880 3,628,800

Example 23. Approximate 15! using the Stirling's Approximation Formula and compute the error of the approximation.

16 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Solution According to the Stirling's Formula, we have

15
√

15
15! ≈ 30π ≈ 1.300430722 × 1012 .
e

Since the exact value of 15! is 1.307674368 × 1012 , the error occurred is ≈ 0.55%.

Example 24. If n! = 28 × 34 × 52 × 7, evaluate n.

Solution Since

n! = (2 × · · · × 2)(3 × · · · × 3)(5 × 5)7

| {z } | {z }
8 times 4 times
= 2 × 3 × (2 × 2) × 5 × (2 × 3) × 7 × (2 × 2 × 2) × (3 × 3) × (2 × 5)
= 2 × 3 × 4 × 5 × 6 × 7 × 8 × 9 × 10
= 10!,

n = 10.
Example 25. Prove/Establish the following identities:
(a)
1 1 1 50
+ + =
5! 6! 7! 7!
(b)
(n + 5)!
= n2 + 9n + 20
(n + 3)!

(c)
10! = 25 × 5! × (1 × 3 × 5 × 7 × 9)

Solution

(a)
1 1 1 1 1 1
+ + = + +
5! 6! 7! 7!/(6 × 7) 7!/7 7!
6×7 7 1 42 + 7 + 1 50
= + + = = .
7! 7! 7! 7! 7!

(b) Since (n + 5) > (n + 3) for any natural number,

(n + 5)! (n + 5)(n + 4)(n + 3)!
= = (n + 5)(n + 4) = n2 + 9n + 20.
(n + 3)! (n + 3)!

(c)
10! = 1 × 2 × 3 × 4 × 5 × 6 × 7 × 8 × 9 × 10
= (1 × 3 × 5 × 7 × 9) × (2 × 4 × 6 × 8 × 10)
= (1 × 3 × 5 × 7 × 9) × ((2 × 1) × (2 × 2) × (2 × 3) × (2 × 4) × (2 × 5))
= (1 × 3 × 5 × 7 × 9) × 25 × 2 × 3 × 4 × 5

= (1 × 3 × 5 × 7 × 9) × 25 × 5!.

17 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Permutations

- In some probability problems, we need to count the number of ways a nite number of objects to be orderly arranged
in a line or around a circle. Any ordered arrangement of a collection/sub-collection of objects is called
a permutation . Hence, there are two basic types of permutations: linear and circular/cyclic permutations.

+ Notice that one permutation diers from another if the order of arrangement diers or if the content diers .

Proposition Total Number of Linear Permutations of n distinct objectsa

The total number of linear permutation of n distinct objects is n!.

a That is, the number of ways n distinct objects may be orderly arranged in a line.

Example 26. List all linear permutations of four distinct objects labeled a, b, c, and d.

Solution Since any linear permutation of these four objects is an ordered arrangement of them, and vice versa, here are
the requested linear permutations
abcd abdc acbd acdb adbc adcb
bacd badc bcad bcda bdac bdca
cabd cadb cbad cbda cdab cdba
dabc dacb dbac dbca dcab dcba

Example 27.
(a) How many (distinct) words, using all the letters in the word "FORMULA", can be formed where no letter is repeated?
(b) In how many ways can 6 people be lined up to get on a bus?
(c) Refer to part (b), if 3 specic persons, among 6, insist on following each other, how many ways are possible?
(d) Refer to part (b), if 2 specic persons, among 6, refuse to follow each other, how many ways are possible?
Solution

(a) Any seven-letter word, with non-repeated letters, formed by the letters of the word "FORMULA" is a linear permutation
of seven letters F, O, R, M, U, L, and A. Therefore, 7! = 5, 040 words, with non-repeated letters, may be formed using
all the letters in "FORMULA".
(b) It can be simply modeled as the number of linear permutations of 6 distinct objects which is 6! = 720.
(c) This problem is about the number of linear permutations of 6 distinct objects three of which follow each other. One
way to answer the question is to consider those three persons as one. Then, any linear permutation of 6 distinct objects,
three of which to follow each other, consists of two (independent) sub-linear permutations:
i. linear permutation of 4 distinct objects which can be performed in 4! = 24 ways, and
ii. linear permutation of those three distinct objects which can be performed in 3! = 6.
Therefore, according to the multiplication principle, the total number of linear permutations of 6 distinct objects three
of follow each other are 4! × 3! = 144.
(d) This problem is about the number of linear permutations of 6 distinct objects two of which not to follow each other.
One way to answer the question is to subtract the total number of linear permutations of 6 distinct objects two of which
to follow each other from the number of linear permutations of 6 distinct objects.
According to the solution of part (c), the total number of linear permutations of 6 distinct objects two of which to follow
each other are 5! × 2! = 240. Therefore, the required number of ways is 6! − 240 = 480.

18 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

- Some Special Cases of Linear Permutations of n distinct Objects:

+ The total number of linear permutations of n distinct objects in which r certain of them are by each other is
r! × (n − r + 1)! .
+ The total number of linear permutations of n distinct objects in which r certain of them are not by each other is
n! − r! × (n − r + 1)! .
- Assume there are n distinct objects of which n1 of them are of the rst kind, n2 of them are of the second kind,
. . ., and nk of them are of the k th kind:
+ The total number of linear permutations of these n objects in which the objects of same kind are by each
other is n1 ! × n2 ! × · · · × nk ! × k! .
Example 28. What's the total number of ways to place three dierent pencils, four dierent regular pens, and
six dierent fountain pens in 13 places in which pens, pencils, and fountain pens are by each other?

Solution Here, n1 = 3, n2 = 4, n3 = 6, and k = 3. Hence, the answer is 3! · 4! · 6! · 3! = 622, 080.

- Assume there are n distinct objects of which n1 of them are of one kind and the remaining n2 of them are of
another kind:
+ If n1 = n2 , the total number of linear permutations of these n objects in which the objects of these two kinds
are alternatively arranged is 2 × n1 ! × n2 ! .
+ If n1 = n2 + 1, the total number of linear permutations of these n objects in which the objects of these two
kinds are alternatively arranged is n1 ! × n2 ! .
Example 29. In how many ways three distinct accounting textbooks and three distinct economics textbooks can
be alternatively arranged on a shelf?

Solution Here, n1 = 3 and n2 = 3. Hence, the answer is 2 · 3! · 3! = 72.

Example 30. With three boys and two girls, how many lines can be made in which each boy is between every
other girl or in reverse?

Solution Here, n1 = 3 and n2 = 2. Hence, the answer is 3! · 2! = 12.

Proposition Total Number of Linear Permutation of n objects of which some are identical

The total number of distinct linear permutations of n objects of which n1 are of one kind, n2 are of a second kind,
. . ., and nk are of k th kinda is denoted and obtained by
 
n n!
= , (3.1)
n1 , . . . , n k n1 ! × n2 ! × · · · × nk !

where n1 + n2 + · · · + nk = n .
 
n
- Some authors use P (n; n1 , . . . , nk ) for .
n1 , . . . , n k
a That is, there are n objects which may be classied into k distinct classes and the objects within each class are not distinct (according
to some objective!) Moreover, ni is the number of objects in the ith class.

19 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 31. List all distinct 5-letter words formed with two A's and three B's.

Solution Since any of such words is a permutation of two A's and three B's, and vice versa, here are the requested such
words

AABBB ABABB ABBAB ABBBA BABBA

BBABA BBBAA BAABB BBAAB BABAB

Example 32.

(a) How many distinct words can be made from the letters of the word ASSASSINATIONS?
(b) In how many of these words vowels are by each other.
Solution Here there are 14 objects: A, A, A, I, I, N, N, O, S, S, S, S, S, T; which may classied in to 6 distinct classes:

{A, A, A}, {I, I}, {N, N}, {O}, {S, S, S, S, S, }, {T}

where each class consists of identical objects; in the 1st class there are n1 = 3,in the 2nd class there are n2 = 2, in the 3rd
class there are n3 = 2, in the 4th class there is n4 = 1, in the 5th class there are n5 = 5, and in the 6th class there is n6 = 1.

Notice that forming a word using all the letters (and with the same number of repetitions of each) in the word ASSAS-
SINATIONS is a linear permutation of 14 objects of which some are identical.

(a) According to the formula (3.1), the number of distinct words to be made from the all letters (with the same repetitions
of each) of the word ASSASSINATIONS is
 
14 14!
= = 30, 270, 240.
3, 2, 2, 1, 5, 1 3! × 2! × 2! × 1! × 5! × 1!

(b) There are three vowels in this word: A, I, and O. For these 6 (three A's, two I's, and one O) letters following each other
in the required words, we may consider them as one block. Then, any linear permutation of these 14 objects, 6 of which
to follow each other, consists of two sub-linear permutations:

i. Linear permutation of 9 objects:

A, A, A, I, I, O , N, N, S, S, S, S, S, T
| {z }
To be considered as a block/one object

 
9
which can be performed in = 1, 512 ways.
1, 2, 5, 1
ii. Linear permutation of the objects in the block, which can be performed in P (6; 3, 2, 1) = 60.
Therefore, according to the multiplication principle, the 
total number of words formed using all the letters in the word
9 6
ASSASSINATIONS where the vowels by each other are × = 90, 720.
1, 2, 5, 1 3, 2, 1

Example 33.

(a) How many possible ways are there to arrange ve dashes (i.e., the symbol "−") and eight dots (i.e., the symbol "·") in
a line?

(b) What if only seven of them to be arranged?

Solution

20 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(a) Notice that any arrangement of these 13 symbols is a linear permutation of 13 objects, of which seven
 are of one kind
13
and eight are of second kind. Therefore, according to formula (3.1), the total number of ways are = 1, 287.
5, 8

(b) Arranging only seven of them can be done by using either

 
7
i. ve dashes and two dots, which can be arranged in = 21, or
5, 2
 
7
ii. four dashes and three dots, which can be arranged in = 35, or
4, 3
 
7
iii. three dashes and four dots, which can be arranged in = 35, or
3, 4
 
7
iv. two dashes and ve dots, which can be arranged in = 21, or
2, 5
 
7
v. one dash and six dots, which can be arranged in = 7, or
1, 6
 
7
vi. no dash and seven dots, which can be arranged in = 7.
0, 7

Therefore, according to the addition principle, the total number of arrangements of seven of these 13 symbols is
           
7 7 7 7 7 7
+ + + + + = 126.
5, 2 4, 3 3, 4 2, 5 1, 6 0, 7

Example 34. How many 5-digit positive integers can be formed with 1, 2, 2, 2, 3 and 3?

Solution Any of these 5-digit positive integers can be formed using either of the following digits:
 
5
- 1, 2, 2, 2 and 3: In this case, the total number of 5-digit positive integers is = 20,
1, 3, 1

 
5
- 1, 2, 2, 3 and 3: In this case, the total number of 5-digit positive integers is = 30,
1, 2, 2

 
5
- 2, 2, 2, 3 and 3: In this case, the total number of 5-digit positive integers is = 10.
3, 2

Now, according to the addition principle, the total number of 5-digit positive integers to be formed with 1, 2, 2, 2, 3 and 3 is
20 + 30 + 10 = 60.

- An Application of Linear Permutation of Objects of Which Some Are Identical:

21 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Definition Partition of Set

Let A be a non-empty set. A partition of A is any collection of its subsets , say A1 , A2 , . . . , Ak , satisfying the
following conditions:

• Ai 's should be non-empty ; Ai 6= ∅, for i = 1, 2, . . . , k .

• Ai 's should be mutually exclusive ; that is, Ai ∩ Aj = ∅, for any dierent choices of i and j , among 1, 2, . . . , k .

• Ai 's should be exhaustive ; that is,

k
[
Ai = A1 ∪ A2 ∪ · · · ∪ Ak = A.
i=1

Each set in a partition is sometimes called a cell.

Example 35. Here are some partitions of the set {a, b, c, d, e, f, g}:
1. A partition of four cells
A1 := {a, c}, A2 := {b}, A3 = {d, g}, A4 := {e, f }.
2. A partition of two cells
A1 := {a, e, f }, A2 := {b, c, d, g}.
3. A partition of seven cells
A1 := {a}, A2 := {b}, A3 = {c}, A4 := {d}, A5 := {e}, A6 := {f }, A7 := {g}.

Theorem Number of Partitions of a Finite Set

The number of partitions of a set of n objects into k cells with n1 elements in the rst cell, n2 elements in the second,
. . ., nk elements in the k th cell is  
n n!
= , (3.2)
n1 , . . . , n k n1 ! × n2 ! × · · · × nk !
where n1 + n2 + · · · + nk = n .

Example 36. In how many ways can 7 people be assigned to 1 triple and 2 double hotel rooms during a conference?

Solution This problem may be modeled to nd the number of partitions of 7 objects into 3 cells of which one cell consists
of three objects and each of the rest consists of two objects. Hence, according to formula (3.2), in
 
7 7!
= = 210
3, 2, 2 3! × 2! × 2!
ways, seven people may be assigned to 1 triple and 2 double hotel rooms.
Example 37. A contractor wishes to build 8 houses, each dierent in design. In how many ways can they place these houses
on a street if 5 lots are on one side of the street and 3 lots are on the opposite side?

Solution This problem may be modeled as to nd the total number of partitions of 8 objects into 2 cells of which one
cell consists of ve objects and the other one consists of three objects. Hence, we have
 
8 8!
= = 56.
5, 3 5! × 3!

22 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

+ Any ordered arrangement of objects in a circle is called a circular permutation .

+ Two circular permutations, of some nite number of distinct objects, are the same if one of them is obtained by
(clockwise or counterclockwise) shifting each object, of the other one, to its next position (one time or more) ; that
is, two circular permutations are not considered dierent (and are counted only once) if corresponding objects in
the two arrangements have the same objects to their left and to their right. For example, the following circular
permutations of four distinct objects, A, B, C, and D, are considered same (i.e., they're not counted in their total
cyclic permutations):

+ Hence, each circular permutations, of n distinct objects, generates n same circular arrangements. For, we may
nd the total number of circular permutations of some nite distinct objects as:

Proposition Total Circular Permutations of n distinct objects

The total number of circular permutations n distinct objects is

(n − 1)!.

Example 38. How many possible ways are there to seat ve boys and ve girls around a table (with 10 chairs) alternatively
(i.e., boys are seated by every other girls.)

Solution The required arrangement consists of two sub-arrangements:

i. First sub-arrangement: Seat ve boys on ve chairs with one chair in between, which can be done in (5 − 1)! = 4! = 24
ways, and

ii. Second sub-arrangement: Seat ve girls on the remaining chairs (i.e., the ones between every two boys), which can be
done in 5! = 120 ways.

Therefore, according to the multiplication principle, the total number of ways to seat ve boys and ve girls around a table
with 10 chairs alternatively is 4! × 5! = 2, 880.

23 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Proposition Total Number of Linear Permutation of n distinct objects taken r at a time

A linear permutation of any r out of n distinct objects is called a linear permutation of n distinct objects taken
r at a time. The total number of linear permutations of n distinct objects taken r at a time is denoteda and given
by
n!
P (n; r) = , r = 0, 1, . . . , n
(n − r)!
= n × (n − 1) × · · · × (n − r + 1) .
| {z }
r factors

- Notice that P (n; n) = n!; indeed, n! gives the total number of linear permutations of n distinct objects taken n
at a time.

+ Generally speaking, if a counting problem can be modeled as to place r out of n distinct objects in r positions
in a line, we use P (n; r) to count all possible ways to do so.
a Some authors use n Pr , n Pr , P r , Ar , or (n)r for n!
.
n n (n−r)!

Example 39. List all linear permutations of four distinct objects labeled a, b, c, and d taken three at a time.

Solution Since any linear permutation of these four objects taken three at a time is a linear permutation of any three
of these four object, and vice versa, here are the requested linear permutations

abc acb bac bca cab cba

abd adb bad bda dab dba
acd adc cad cda dac dca
bcd bdc cbd cdb dbc dcb

Example 40. If

P (n − 1; 3) 5
= ,
P (n + 1; 3) 12

evaluate n.

24 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Solution

P (n − 1; 3) 5
=
P (n + 1; 3) 12
(n−1)!
(n−4)! 5
(n+1)!
=
12
(n−2)!
(n − 1)! (n − 2)! 5
× =
(n − 4)! (n + 1)! 12
(n − 1)! (n − 2)(n − 3)(n − 4)! 5
× =
(n − 4)! (n + 1)(n)(n − 1)! 12
1 (n − 2)(n − 3) 5
× =
1 (n + 1)(n) 12
n2 − 5n + 6 5
=
n2 + n 12
12n2 − 60n + 72 = 5n2 + 5n
7n2 − 65n + 72 = 0
(7n − 9)(n − 8) = 0.

Since n is a natural number, the only acceptable solution is n = 8.

Example 41. If
P (2n; 3) = 12P (n; 2)
for some natural number n, evaluate n.

Solution

P (2n; 3) = 12P (n; 2)

(2n)! n!
= 12
(2n − 3)! (n − 2)!
(2n) × (2n − 1) × (2n − 2) = 12 [n × (n − 1)]
2n − 1 = 3
n = 2.

Example 42. How many three-letter words may be formed with letters a, b, c, d and e?

Solution Since a required three-letter word is a linear permutation of the ve given letters taken three at a time, and
vice versa, the total number of required three-letter words are
5!
P (5; 3) = = 60.
2!

Example 43. How many 5-digit numbers, with non-repeated digits, may be formed using 1, 2, 3 . . . , 9

Solution Since a required 5-digit number is a linear permutation of non-zero digits taken ve at a time, and vice versa,
the total number of required 5-digit numbers are
9!
P (9; 5) = = 15, 120.
4!

25 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 44. Find the number of ways that 7 teachers can be assigned to 4 sections of an introductory psychology course
if no teacher is assigned to more than one section.

Solution Here we're asked to nd the total number of ways of selecting 4 teachers, out of 7, and then assigning them to
four sections of a course. So, this problem may be modeled to nd the number of linear permutations of 7 distinct objects
taken 4 at a time. Therefore, according to formula (??), this assignment can be in P (7; 4) = 840 ways.

Example 45. In how many ways can six distinct beads be placed in ten boxes each of which contains at most one bead?

Solution Notice that placing the six beads in six out of ten boxes is equivalent to select six out of ten boxes and place
the beads in the selected boxes.

- Some Special Cases of P (n; r):

+ The total number of linear permutations of n distinct objects taken r at a time not containing certain m of them
is
(n − m)!
P (n − m; r) = ,
(n − m − r)!
where r, m < n and r ≤ (n − m).
Example 46. How many 3-letter words can be formed using the letters in "FORMULA", not containing the
letters F, M, and U?

Solution Here n = 7, r = 3, and m = 3, so the answer is

4!
P (7 − 3; 3) = = 24.
1!

+ The total number of linear permutations of n distinct objects taken r at a time containing certain m of them is

r! (n − m)!
P (r; m) × P (n − m; r − m) = · ,
(r − m)! (n − r)!

where m ≤ r ≤ n.
Example 47. How many 4-letter words can be formed using the letters in "FORMULAE", containing vowels?

Solution Here n = 8, r = 4, and m = 3, so the answer is

P (4; 3) × P (8 − 3; 4 − 3) = P (4; 3) × P (5; 1) = 120.

Example 48. Establish the following identity

P (n; r) = P (n − 1; r) + rP (n − 1; r − 1), for r = 1, 2, . . . , n.

Solution Assume there are n distinct objects labeled with a1 , a2 , . . . , an . Any linear permutation of these n objects
taken r at a time may contain a1 or not:
- The total linear permutations of these n objects taken r at a time containing a1 is rP (n − 1; r − 1), or
- The total linear permutations of these n objects taken r at a time not containing a1 is P (n − 1; r).
Therefore, according to the addition principle, the total linear permutations of these n objects taken r at a time is
P (n − 1; r) + rP (n − 1; r − 1).

26 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Combinations

- In some probability problems, we need to count the number of ways to select/sample a certain number of objects,
regardless of their order, from a nite number of distinct objects. Any such selection is called a combination.

+ Notice that, in contrast with permutation, order of the selected objects is not consider in combination . Accord-
ingly, one combination diers from another only if their contents dier .

+ There are two types of combination: with and without repetition :

+ If each selected object in every combination, of n objects taken r at a time, are distinct 1 , the combinations are
said to be without repetition .

+ If each selected object in every combination, of n objects taken r at a time, are not necessarily distinct 2 , the
combinations are said to be with repetition .

Combinations without repetition

Definition Combinations of n distinct objects taken r at a time without repetition (r ≤ n)

Any selection/sample containing r out of n distinct objects, regardless of their order and every selected object in each
selection, appears once, is called a combination of n distinct objects taken r at a time without repetition.
Simply, any r-subset a of an n-set b is a combination of n distinct objects taken r at a time without repitition .

+ Notice that a combination is roughly a subset of a given set; indeed, order of objects in a combination is not
important . But, a permutation is roughly an ordered arrangement of some members of a given set.

+ Combinations of n distinct objects taken r at a time dier in contained objects not how the contained objects
are ordered .

+ In any counting problem, rst you need to determine whether dierent arrangements of objects change the result
or not. If it does, you need to apply appropriate permutation rules. But, if it doesn't, you may need to apply
appropriate combination rules.
a Any subset, containing r distinct members of a set, is called an r-subset.
b Any set having n distinct members is called an n-set.

Example 49. List all combinations of letters a, b, c, and d taken three at a time.

Solution Since any combination of those letters taken three at a times is a set containing three of those letters (regardless
of their order), and vice versa, here are the requested combinations

{a, b, c}, {a, b, d}, {a, c, d}, and {b, c, d}.

1 That is, every selected object, in each selection, appears once. Or, for every selection, an object is selected once.
2 That is, every selected object, in each selection, may appear more than once. Or, for every selection, an object may be selected once or more.

27 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Proposition Total number of combinations of n distinct objects taken r at a time without repetition
(n ≥ r)

The total number of combinations of n distinct objects taken r at a time without repitition is denoteda and given by

P (n; r)
C(n; r) = , r = 0, 1, . . . , n
r!
n!
= . or
r! × (n − r)!
n × (n − 1) × · · · × (n − r + 1)
= .
r × (r − 1) × · · · × 2 × 1

+ Generally speaking, if a counting problem can be modeled as to select r out of n distinct objects, regardless of
their order, we use C(n; r) to count all possible ways to do so.
 
a Some authors use n Cr , n Cr , C r , or n
for n!
.
n r r!×(n−r)!

Example 50. Evaluate:

(a) C(14; 6) (b) C(n; 0) (c) C(n; n) (d) C(n; 1) (e) C(n; n − 1)

Solution

(a)
14! 14 · 13 · 12 · 11 · 10 · 9 · 8! 14 · 13 · 12 · 11 · 10 · 9
C(14; 6) = = = = 3, 003.
6! × (14 − 6)! 6! · 8! 6·5·4·3·2·1
(b)
n! n!
C(n; 0) = = = 1, for n = 0, 1, 2, . . .
0! × (n − 0)! n!
(c)
n! n!
C(n; n) = = = 1, for n = 0, 1, 2, . . .
n! × (n − n)! n!
(d)
n! n × (n − 1)!
C(n; 1) = = = n, for n = 1, 2, . . .
1! × (n − 1)! (n − 1)!
(e)
n! n × (n − 1)!
C(n; n − 1) = = = n, for n = 1, 2, . . .
(n − 1)! × (n − n + 1)! (n − 1)!

Example 51. If C(n; n − 2) = 10, evaluate n.

Solution

n! n(n − 1)(n − 2)!

10 = C(n; n − 2) = =
(n − 2)! × (n − n + 2)! (n − 2)! × 2!
n2 − n
10 =
2
0 = n2 − n − 20,

from which the only acceptable solution for n is 5.

28 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 52. In how many dierent ways can six tosses of a coin yield two heads and four tails?

Solution This question is the same as asking for the number of ways in which we can select the two tosses on which
heads is to occur. Therefore, we nd that the answer is

6!
C(6; 2) = = 15.
2! · 4!

Example 53. The manager of a small plant wishes to determine the number of ways he can assign workers to the rst shift.
He has 15 workers who can serve as operators of the production equipment, 8 who can serve as maintenance personnel, and
4 who can be supervisors. If the shift requires 6 operators, 2 maintenance personnel, and 1 supervisor, how many ways can
the rst shift be manned?

Solution Here the main task is to assign the 27 workers to the 3 positions of the rst shift through the following three
subtasks:

- Selecting 6 out of 15 workers as operators of the production equipment, which can be done in C(15; 6) = 5, 005 ways, and

- Selecting 2 out of 8 workers as maintenance personnel, which can be done in C(8; 2) = 28 ways, and

- Selecting 1 out of 4 workers as a supervisor, which can be done in C(4; 1) = 4 ways.

Therefore, according to the multiplication principle, the total number of ways to ll the positions is C(15; 6) × C(8; 2) ×
C(4; 1) = 560, 560.

Example 54. Suppose that 5 cards are to be taken without replacement from a deck of 52 cards. How many ways are there
to do this so that there are 2 red cards and 3 black cards?

Solution Since in a deck of playing cards there are 26 red cards and 26 black cards, selecting 5 cards (out of 52) of
which 2 are red and 3 are black, consists of two other sub-selections:

i. Selecting 2 cards from 26 red cards, which can be done in C(26; 2) = 325 ways, and
ii. Selecting 3 cards from 26 black cards, which can be done in C(26; 3) = 2, 600 ways.
Therefore, according to the multiplication principle, in C(26; 2) × C(26; 3) = 845, 000 ways 5 cards, of which 2 are red and 3
are black, may be selected from a deck of 52 cards.

Example 55. A box contains 40 batteries, 5 of which have low lifetimes, 30 of which have average lifetimes, and 5 of which
have high lifetimes. How many samples are there containing 8 batteries exactly 2 low, 4 average and 2 high lifetimes batteries?

Solution Knowing that sampling means selecting, so this problem is about combination (not permutation.) Like before,
selection of 8 batteries (of which 2 have low lifetime, 4 have average lifetime, and 2 have high lifetime) out of 40 ones, consists
of three sub-selections:

i. Selection of 2 batteries out of 5 low lifetime ones, which can be done in C(5; 2) = 10, and
ii. Selection of 4 batteries out of 30 average lifetime ones, which can be done in C(30; 4) = 27, 405, and
iii. Selection of 2 batteries out of 5 high lifetime ones, which can be done in C(5; 2) = 10.
Therefore, according to the multiplication principle, the total possible number of such samples is

C(5; 2) × C(30; 4) × C(5; 2) = 2, 740, 500.

29 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 56. How many linear permutations of "AAABBBBCCC" are there in which no two B's are by each other?

Solution The imposed condition suggests that each B should be either at the either of the two ends of or between
any two letters of any linear permutations of "AAACCC"; that is, B's should be placed in the following empty rooms, for
instance:
A A A C C C
Therefore, any required linear permutation consists of the following two sub-procedures:

i. A linear permutation of "AAACCC", which can be done in P (6; 3, 3) = 20, and

ii. Selection of 4 out of 7 empty rooms (for the B's), which can be done in C(7; 4) = 35.
Therefore, according to the multiplication principle, the total number of linear permutations of "AAABBBBCCC" in which
no two B's are by each other is
P (6; 3, 3) × C(7; 4) = 700

Example 57. A starting lineup in basketball consists of two guards, two forwards, and a center. A certain college team has
on its roster three centers, four guards, four forwards, and one individual (X) who can play either guard or forward. How
many dierent starting lineups can be created?

Solution Since the X may play either as a guard or a forward or none, a starting lineup may be formed from the roster
either with X (as a guard or a forward) or without X. Accordingly, here the main task can be completed in either of the
following mutually exclusive sub-tasks:

1. Forming the starting lineup from three centers, four guards, and four forwards (without X): According to the multipli-
cation principle, this sub-task can be done in

C(3; 1) × C(4; 2) × C(4; 2) = 108 number of ways.

2. Forming the starting lineup from three centers, one guard as X, and four forwards: According to the multiplication
principle, this sub-task can be done in

C(3; 1) × C(1; 1) × C(4; 2) = 18 number of ways.

3. Forming the starting lineup from three centers, four guards, and one forward a X: According to the multiplication
principle, this sub-task can be done in

C(3; 1) × C(4; 2) × C(1; 1) = 18 number of ways.

Therefore, according to the addition principle, the total number of forming the starting lineup is 108 + 18 + 18 = 144.

- Some Special Cases of C(n; r):

+ Since every r-subset of an n-set can be regarded as one of the cells of a partition of the n-set into two cells (one
contains r and the other contains (n − r) elements), and vice versa, the total number of r-subsets of an n-set is
C(n; r) .
Example 58. How many 3-subsets does a 6-set have?

Solution
6!
C(6; 3) = = 20.
3! · (6 − 3)!

30 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 59. How many chords may be formed by marking 8 points on circumference of a circle?

Solution Since a chord in a circle is determined by any two distinct points on its circumference, the total number
of chords formed using 8 points is exactly the number of selecting two points from them which is

8!
C(8; 2) = = 28.
2! · (8 − 2)!

+ For any two non-negative integer r and n satisfying r ≤ n, we have

C(n; r) = C(n; n − r),

which simply states that the number of samples of r out of n distinct objects is exactly the same as the
number of samples of (n − r) out of n distinct objects . Or, the number of r-subsets of a set containing n elements
is the same as the number of its (n − r)-subsets.
+ Pascal's Rule: For any two positive integer r and n satisfying 1 ≤ r ≤ n, we have

C(n; r) + C(n; r − 1) = C(n + 1; r).

+ Binomial Theorem/Expansion: For any two real quantities x and y , and a positive integer n, we have
n
X
(x + y)n = C(n; i)xn−i y i
i=0
= C(n; 0)xn + C(n; 1)xn−1 y + C(n; 2)xn−2 y 2 + · · · + C(n; n − 2)x2 y n−2 + C(n; n − 1)xy n−1 + C(n; n)y n
n(n − 1) n−2 2 n(n − 1) 2 n−2
= xn + nxn−1 y + x y + ··· + x y + nxy n−1 + y n .
| 2 {z 2 }
(n+1) terms

• For i = 0, 1, . . . , n, the coecient of xn−i y i in the binomial expansion of (x + y)n is C(n; i). Accordingly, for
i = 0, 1, . . . , n, C(n; i)'s are called binomial coecients.
• For any positive integer n, we have

C(n; 0) + C(n; 1) + C(n; 2) + · · · + C(n; n − 2) + C(n; n − 1) + C(n; n) = 2n ,

| {z }
sum of all nth −power of binomial coefficients

which implies that any n-set has 2n subsets .

• For any positive integer n, we have

C(n; 0) − C(n; 1) + C(n; 2) − · · · + (−1)n−2 C(n; n − 2) + (−1)n−1 C(n; n − 1) + (−1)n C(n; n) = 0,

| {z }
alternating sum of all nth −power of binomial coefficients

which implies the total number of subsets (of an n-set) having even number of elements equals the total
number of subsets (of an n-set) having odd number of elements .
Example 60. How many possible ways are there to choose at least two out of eight people?

Solution According to the addition principle, we have

C(8; 2) + C(8; 3) · · · + C(8; 7) + C(8; 8) = 28 − C(8; 0) − C(8; 1) = 256 − 1 − 8 = 247.

31 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

+ The total number of combinations of n distinct objects taken r at a time (without repetition) not containing
certain m of them is
(n − m)!
C(n − m; r) = ,
r! × (n − m − r)!
where r ≤ n − m.
Example 61. How many 5-subsets of the set {1, 2, 3, . . . , 8, 9, 10} do not contain 6, 7, and 8?

Solution Since n = 10, r = 5, and m = 3, there are

C(10 − 3; 5) = C(7; 5) = 21,

of such subsets.

+ The total number of combinations of n distinct objects taken r at a time (without repetition) containing certain
m of them is
(n − m)!
C(n − m; r − m) = ,
(r − m)! × (n − r)!
where m ≤ r ≤ n.
Example 62. Among 8 students, two of them are brothers. How many committees with ve members may be
formed in which the brothers are part of it?

Solution Since n = 8, r = 5, and m = 2, there are

C(8 − 2; 5 − 2) = C(6; 3) = 20,

of such committees.

Combinations with repetition

Definition Combinations of n distinct objects taken r at a time with repetition

Any selection of r out of n distinct objects, regardless of their order, such that any of the n objects may be selected
at most r times, is called a combination of n distinct objects taken r at a time with repetition.

+ An interpretation of combinations of n objects taken r at a time with repetition: Each combination

of n distinct objects taken r at a time with repetition may be modelled as a placement of r similar a objects
in n containers of which some may contain at most r objects b .
a based on some characteristic.
b Or, equivalently, of which some may remain empty.

Proposition Total number of combinations of n distinct objects taken r at a time with repetition

The total number of combinations of n distinct objects taken r at a time with repetition is

(n + r − 1)!
C(n + r − 1; n − 1) = , (3.3)
r! × (n − 1)!

Example 63. List all combinations of letters a, b and c taken three at a time with repetition.

32 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Solution

a, a, a b, b, b c, c, c a, a, b a, a, c
b, b, a b, b, c c, c, a c, c, b a, b, c

Example 64. There are three dierent types of foods on a menu in a party where eight people are invited. In how many
ways may the guests order a food from the menu conditioned on each guest is allowed to order only one type of food?

Solution Since each of the foods may be ordered at most eight times, this problem may be modeled as combinations of
3 objects taken 8 at a time with repetition. Hence, the total number of possible orders is
C(3 + 8 − 1; 3 − 1) = C(10; 2) = 45.

Example 65. In how many way 40 (same) apples may be shared among 3 people, provided that some may not get any?

Solution This problem may be modeled as to place 40 objects in 3 containers of which some may remain empty. Hence,
the total possible number of ways to share is
C(3 + 40 − 1; 3 − 1) = C(42; 2) = 861.

Example 66. In how many way 40 (same) apples may be shared among 3 people, provided that each one gets at least one?

Solution By giving each one an apple rst, then the problem may be modeled as to place 40 − 3 = 37 objects in 3
containers of which some may remain empty. Hence, the total possible number of ways to share is
C(3 + 37 − 1; 3 − 1) = C(39; 2) = 741.

Example 67. Six same coins are tossed (or equivalently, a coin is tossed six times). In how many possible forms do they
land (i.e., are they faced up?)

Solution Since in two cases a coin lands (either its head faced up or it tail) and each of these cases may occur at most 6
times, this problem may be modeled as combinations of 2 objects taken 6 at a time with repetition. Hence, the total number
of possible cases is
C(2 + 6 − 1; 2 − 1) = C(7; 1) = 7.

Example 68. Six same dice are rolled (or equivalently, a die is rolled six times). In how many possible forms do they land
(i.e., are they faced up?)

Solution Since in six cases a die lands and each of these cases may occur at most 6 times, this problem may be modeled
as combinations of 6 objects taken 6 at a time with repetition. Hence, the total number of possible cases is
C(6 + 6 − 1; 6 − 1) = C(11; 5) = 462.

Example 69. Registrants at a large convention are oered 5 sightseeing tours on each of 3 days. In how many ways can a
person arrange to go on a sightseeing tour planned by this convention?

Solution This problem may be modeled as to place 5 distinct objects in 3 containers of which some may be empty.
Hence, the answer is the total number of combinations of 3 distinct objects taken 5 at a time with repetition:
7!
C(3 + 5 − 1; 3 − 1) = C(7; 2) = = 21.
2! × 5!

33 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

- Some Facts and Remarks on C(n + r − 1; n − 1)

+ The total number of ways to place r (similar) objects in n containers each of which contains at least one of those
r objects is C(r − 1; n − 1) , where r ≥ n.

Example 70. The total numbers ways to place 15 (similar) balls in 5 boxes such that each box contains at least
one ball is C(15 − 1; 5 − 1) = C(14; 4) = 1, 001.

Example 71. Assume 10 (similar) pens, 15 (similar) pencils, and 8 (similar) eraser are to be shared among 4
students.

(a) Find the total number of ways to do so?

(b) Find the total number of ways to do so if every student to get at least one pencil, one pen and one eraser?

Solution

(a) Since the pens can be shared in C(4 + 10 − 1; 4 − 1) ways, the pencils in C(4 + 15 − 1; 4 − 1), and the erasers
in C(4 + 8 − 1; 4 − 1), according to the multiplication principle, the answer is

C(13; 3) × C(18; 3) × C(11; 3) = 38, 507, 040.

(b) According to the multiplication Principle, the answer is

C(9; 3) × C(14; 3) × C(7; 3) = 1, 070, 160.

+ The total number of ways to place r (similar) objects in n containers each of which contains at least k of those r
objects is C(r − kn + n − 1; n − 1) , where r ≥ kn.

Example 72. The total numbers ways to place 15 (similar) balls in 5 boxes such that each box contains at least
two balls is C(15 − 10 + 5 − 1; 5 − 1) = C(9; 4) = 126.

+ The total number of non-negative integer solutions of a linear equation in n variables of the form
x1 + x2 + · · · + xn = r,where xi 's are variables and r is a given positive integer, is C(n + r − 1; n − 1) .

Example 73. The total number of non-negative integer solutions of the linear equation x + y + z = 5 is C(3 +
5 − 1; 3 − 1) = C(7; 2) = 21.

+ The total number of positive integer solutions of a linear equation in n variables of the form
x1 + x2 + · · · + xn = r,where xi 's are variables and r is a given positive integer, is C(r − 1; n − 1) .

Example 74. The total number of positive integer solutions of the linear equation x + y + z = 5 is C(5 − 1; 3 − 1) =
C(4; 2) = 6.

34 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

3
Axioms , Interpretations and Properties of Probability

Definition Probability Measure (or simply, Probability)

Let S be the sample space of a random experiment. A probability is a set-to-point functiona (generally denoted
by P b ) from S to the unit interval [0, 1] which ascribes to each event A (⊆ S) a real number P (A) between 0 and 1
inclusive, called the probability of occurrence of A or simply, probability of A:

P : S −→ [0, 1]
A 7−→ P (A)

+ An interpretation of probability of occurrence of an event: the probability of an event is the proportion

of times the event would occur in the long run, if the experiment were to be repeated over and over again .

- Hence, the probability of an event is a quantitative measure of how likely the event is to occur .

+ Notice that domain values of a probability function are the events of a sample space .
- Some Remarks:

- If for some event A, P (A) = 0, then the event A is said to be an impossible eventc , and vice versa.
- If for some event A, P (A) = 1, then the event A is said to be a certain eventd , and vice versa.
- The larger the value of probability of an event is, the more likely the event is to occur .

- If the probability of occurrence of two (or more) events are equal, the events are said to be equally likely .
a Generally speaking, a function which maps sets to numbers is called a set-to-point function or set function.
b Some authors used Pr instead of P .
c That is, no outcome in A occurs when the corresponding random experiment is performed.
d That is, an outcome in A occurs when the corresponding random experiment is performed.

- How to assign probability values to simple events of a sample space?

 Empirical/Relative Frequency/A Posteriori Approach: In many practical situations, the only way to
estimate the probability of an event is to repeat the experiment many times and determine the proportion of times
that an event occurs ; indeed, if a random experiment is repeated n times, then the assigned probability value to
a certain event A is going to be mA /m, where mA is the number of times event A occurs in m repetitions.
Example 75. If it is desired to estimate the probability that a printed circuit board, manufactured by a certain
process, is defective, it is usually necessary to produce a number of boards and test them to determine the
proportion that are defective.

3 An axiom is an accepted or established principle-it is simply taken as given and needs no formal proof of its legitimacy.

35 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

+ The empirical method is based on the fact that the long-run proportion approaches the probability :

The Law of Large Numbers

This law says that if a random experiment were to be repeated over and over again, then the proportion
of times a given event occurs would approach its probability. That is, for an event A of sample space
of a random experiment, we have
mA
lim = P (A),
m→+∞ m

where mA is the number of times event A occurs in m repetitions of the experiment and P (A) stands
for probability of occurrence of A.

- In practice, it can be dicult or impossible to repeat an experiment many times in order to approximate a
probability with the empirical method . In these cases, we may use technology to repeat an equivalent virtual
experiment many times . Conducting a virtual experiment in this way is called simulation. Most statistical
software packages, and many calculators, will perform simulations.
 Classical/A Priori Approach: Based on knowledge of the physical nature of an experiment, if all
possible outcomes (simple events) of a random experiment are equally likely to occur, then the assigned
probability values to each outcome (simple event) are equal .
Example 76. If it is known that the shape of a die is nearly a perfect cube and that its mass is distributed nearly
uniformly and the die will never land on its edge, it may be assumed that each of the six faces is equally likely to
land upward when the die is rolled.

- Once the probabilities of simple events have been found/assigned via either of these two methods, the probabilities of
compound events can be computed mathematically using the probability rules .

Axioms of Probability
- The subject of probability is based on three commonsense axioms:

Axioms of A Probability Measure

Let S be a sample space of a random experiment. If P is a probability measure on S , then

Axiom 1 For any event A (⊆ S), 0 ≤ P (A) ≤ 1.

Axiom 2 P (S) = 1 and P (∅) = 0.
Axiom 3 For any countable collection of mutually exclusive events A1 , A2 , . . . (⊂ S),
P (A1 ∪ A2 ∪ · · · ) = P (A1 ) + P (A2 ) + · · ·
∞ ∞
!
[ X
P Ai = P (Ai ) .
i=1 i=1

- Notice that these axioms do not tell how to assign probability values; however, they only restrict the
way in which the assignment may be accomplished .

- Interpretations of probability axioms:

+ Axiom 1 simply states that probability of occurrence can neither be negative nor larger than 1 . Or equivalently,
the minimum and the maximum probabilities of occurrence are 0 and 1, respectively.

36 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

+ Axiom 2 simply states that

+ the maximum probability of occurrence is assigned to S ; indeed, the sample space is by denition the event
that must occur when the experiment is performed, and
+ any event containing an outcome of a random experiment should occur; that is, if event A is non-empty, then
P (A) > 0.

+ Axiom 3 states the probability that at least one of the events, of which no two of them can occur simultaneously,
is the sum of their probabilities of occurrence .

Probability Rules derived from Axioms of Probability

I.

Proposition

• Let A and B be two events of a sample space. We have

A and B are mutually exclusive if and only if P (A ∩ B) = 0. (3.4)

• Let A1 , A2 , . . . be a collection of events of a sample space.

If Ai 0 s are mutually exclusive, then P (A1 ∩ A2 ∩ · · · ) = 0.

Notice that if P (A1 ∩ A2 ∩ · · · ) = 0, it's not necessarily implied that events Ai 's are mutually exclusive .

II.

Proposition Finite Version of Axiom 3

Let S be a sample space of a random experiment. For any nite collection A1 , A2 , . . . , Ak of mutually exclusive
events of S , we have

P (A1 ∪ A2 ∪ · · · ∪ Ak ) = P (A) + P (A2 ) + · · · + P (Ak )

k
! k
[ X
P Ai = P (Ai ) .
i=1 i=1

+ Consequences of the Finite Version of Axiom 3:

II.I

37 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Proposition Complement Rule

For any event A of a sample space, we have

P (A) + P (Ac ) = 1 or P (Ac ) = 1 − P (A), (3.5)

where Ac is the event that A does not occur.

- This rule simply states that the probability that an event does not occur is one minus the probability
that it does occur .
- Notice that combining this result with the De Morgan's Laws, we get

P (A c
| {z∩ B}c ) = 1 − P (A ∪ B) and P (A c
| {z∪ B}c ) = 1 − P (A ∩ B), (3.6)
=(A∪B)c =(A∩B)c

for any two events A and B of a sample space. These two rules state that the probability that
none of any two events occurs is one minus the probability that at least one of them occurs ; that is,
P (Ac ∩ B c ) = 1 − P (A ∪ B), and the probability that at least any two events does not occur is one
minus the probability that both occur ; that is, P (Ac ∪ B c ) = 1 − P (A ∩ B).

+ Solving "at least once" problems by using complements: Sometimes we need to nd the probability
that an event occurs at least once in several independent trials. We can calculate such probabilities by
nding the probability of the complement and subtracting from 1. Look at the following examples:
- In the random experiment of tossing a fair coin 5 times, the probability that it comes up heads at least
once may be evaluated by subtracting the probability that it doesn't come up head at all (or it comes
up tails all ve times) from one:

P (comes up heads at least once) = 1 − P (comes up tails all five times)

- In a random experiment of inspecting some items for aws by three inspectors, the probability that
at least one inspector detects a aw may be evaluated by subtracting the probability that all three
inspectors fail to detect a aw from 1:

P (At least one inspector detects the flaw) = 1 − P (All three inspectors fail to detect the flaw)

II.II

Proposition
Let A and B be two events of a sample space. If A ⊆ B , then

P (B) = P (A) + P (B ∩ Ac ) or P (B) − P (A) = P (B ∩ Ac ).

- Notice that in A ⊆ B , the event B may be expressed as the union of two mutually exclusive events
A and B ∩ Ac ; that is, B = A ∪ (B ∩ Ac ).
- As a consequence of this proposition, we may conclude the following inequality (so-called Mono-
tonicity Property of probability measure,)
P (A) ≤ P (B), provided that A ⊆ B. (3.7)

II.III

38 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

For any two events A and B of a sample space, we have

P (A) = P (A ∩ B c ) + P (A ∩ B) or, equivalently P (A ∩ B c ) = P (A) − P (A ∩ B), (3.8)

and
P (A ∪ B) = P (A ∩ B c ) + P (A ∩ B) + P (B ∩ Ac ).
Here, notice that

• event A may be expressed as the union of two mutually exclusive events A ∩ B c and A ∩ B , and
• event A ∪ B may be expressed as the union of three mutually exclusive events A ∩ B c , A ∩ B , and
B ∩ Ac .

II.IV
Proposition Addition Rule for Two Events
For any two events A and B of a sample space, we have

P (A ∪ B) = P (A) + P (B) − P (A ∩ B). (3.9)

• A consequence of this rule implies the following inequality, known as the Boole's Inequality:

P (A ∪ B) ≤ P (A) + P (B), for any two events A and B of a sample space.

which can be generalized to countably innite number of events.

• Notice that, in 3.9, if A and B are mutually exclusive, then

P (A ∪ B) = P (A) + P (B),

and vice versa.

II.V
Proposition Addition Rule for Three Events
For any three events A, B and C dened on a sample space, we have

P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) + P (A ∩ B ∩ C).

- Notice that if the events A, B and C are mutually exclusive, then

P (A ∪ B ∪ C) = P (A) + P (B) + P (C)

- In general, the probability of a union of k events is obtained by summing individual event probabilities,
subtracting double intersection probabilities, adding triple intersection probabilities, subtracting quadru-
ple intersection probabilities, and so on: that is, for events A1 , A2 , . . . , An of a sample space, we have
n
X XX
P (A1 ∪ A2 ∪ · · · ∪ An ) = P (Ai ) − P (Ai ∩ Aj )
i=1 i<j
XXX
+ P (Ai ∩ Aj ∩ Ak )
i<j<k

− · · · + (−1)n+1 P (A1 ∩ A2 ∩ · · · ∩ An ).

Notice that the total number of summands in each individual summation (single, double, triple summation,
etc.) term are C(n; r) as r = 1, 2, . . . , n.

39 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

II.VI

Law of Total Probability: General Form

Let A1 , A2 , . . . , An be a nite collection of events of a sample space S . If this collection is a partition
of S ; that is,

• Ai 's occur; P (Ai ) > 0, for i = 1, 2, . . . , n.

• Ai 's are mutually exclusive; that is, Ai ∩Aj = ∅, for any dierent choices of i and j , among 1, 2, . . . , n.
• Ai 's are exhaustive; that is,
n
[
Ai = A1 ∪ A2 ∪ · · · ∪ An = S,
i=1

then

i. n
X
P (Ai ) = P (A1 ) + P (A2 ) + · · · + P (An ) = 1,
i=1

that is, the probability that at least one of the partitioning events of a sample space occurs is 1.

ii. For any event E of S ,

n
X
P (E) = P (E ∩ Ai ) = P (E ∩ A1 ) + P (E ∩ A2 ) + · · · + P (E ∩ An ), (3.10)
i=1

that is, in a partitioned sample space, probability that an event occurs is the sum of its joint
probabilitiesa with the partitioning events of the sample space.
a Joint probability refers to probability of intersection of two (or more) events.

II.VII

40 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Probability Measure on Finite Sample Spaces

Let S be a sample space consisting of n sample pointsa , say S = {O1 , O2 , . . . , On }. If probability of
occurrence of each outcome is as follows:

P ({Oi }) = P (Oi ) := pi : P (O1 ) := p1 , P (O2 ) := p2 , . . . , P (On ) := pn ,

then

• According to Axioms 1 and 2, we have

0 ≤ pi ≤ 1, for i = 1, 2, . . . , n and p1 + p2 + · · · + pn = 1.

• According to Axiom 3, if A is an event of S , then P (A) equals the sum of probabilities of outcomes
contained in A; that is, if A = {Oj1 , Oj2 , . . . , Ojk }, then
k
!
[
P (A) = P {Oji }
i=1
= P ({Oj1 } ∪ {Oj2 } ∪ · · · ∪ {Ojk })
= P ({Oj1 }) + P ({Oj2 }) + · · · + P ({Ojk })
= pj1 + pj2 + · · · + pjk ,

where {j1 , j2 , . . . , jk } ⊆ {1, 2, . . . , n}.

Note: For simplicity, the probability of a simple event, say P ({a}), is denoted P (a), where a is a
single outcome of an experiment.

Notice that, with appropriate modications, similar arguments are valid for innite discrete sample
spaces .
a That is, S is a nite discrete sample space

II.VIII A Consequence of Probability Measure on Finite Sample Spaces:

Probability Measure on Sample Spaces of Equally Likely Sample Points

Let S be a sample space consists of n sample points. If all n sample points are equally likely, then

• probability of occurrence of each simple event of S is 1/n, and

• probability of occurrence of a compound event of S , consists of k sample points, is k/n.

Example 77. Let A and B be two events dened on a sample space. If P (A) = 3/8, P (B) = 1/2, and P (A ∩ B) = 1/4,
evaluate the following probabilities:

(a) P (A ∪ B) (b) P (Ac ) and P (B c ) (c) P (Ac ∩ B c )

(d) P (Ac ∪ B c ) (e) P (A ∩ B c ) (f ) P (Ac ∩ B)

Solution

(a) According to the Addition Rule for two events (3.9)

3 1 1 5
P (A ∪ B) = P (A) + P (B) − P (A ∩ B) = + − = .
8 2 4 8

41 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(b) According to the Complement Rule (3.5)

3 5 1 1
P (Ac ) = 1 − P (A) = 1 − = , and P (B c ) = 1 − P (B) = 1 − = .
8 8 2 2

(c) According to a consequence of the Complement Rule, based on the De Morgan's Laws, (3.6)
5 3
P (Ac ∩ B c ) = 1 − P (A ∪ B) = 1 − = .
8 8

(d) According to a consequence of the Complement Rule, based on the De Morgan's Laws, (3.6)
1 3
P (Ac ∪ B c ) = 1 − P (A ∩ B) = 1 − = .
4 4

(e) According to the result in (3.8),

3 1 1
P (A ∩ B c ) = P (A) − P (A ∩ B) = − = .
8 4 8
(f) According to the result in (3.8),
1 1 1
P (Ac ∩ B) = P (B) − P (A ∩ B) = − = .
2 4 4

Example 78. Let A and B be two events dened on a sample space. If P (A ∩ B) = 1/4, P (Ac ) = 2/3, and P (A ∪ B) = 3/4,
evaluate the following probabilities

(a) P (A) (b) P (B) (c) P (A ∩ B c )

Solution

(a) According to the Complement Rule (3.5)

2 1
P (A) = 1 − P (Ac ) = 1 − = .
3 3

(b) According to the Addition Rule for two events (3.9)

3 1 1 2
P (B) = P (A ∪ B) + P (A ∩ B) − P (A) = + − = .
4 4 3 3

(c) According to the result in (3.8),

1 1 1
P (A ∩ B c ) = P (A) − P (A ∩ B) = − = .
3 4 12

Example 79. A probability value p is often reported as an odds ratio, which is p/(1 − p). This is the ratio of the probability
that the event happens to the probability that the event does not happen. (a) If the odds ratio is 2, what is p? (b) If
p = 0.25, what is the odds ratio?

Solution

(a)
p 2
=2 ≡ p= .
1−p 3
(b)
0.25 1
odds ratio : = .
1 − 0.25 3

42 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Remark 3.0.1. If the odds ratio of an event is a/b, then its probability of occurrence is a/(a + b), and vice versa.

Example 80. For any two events A and B dened on a sample space, show that

P (A ∩ B) ≤ P (A) ≤ P (A ∪ B) ≤ P (A) + P (B).

Solution According to the Monotonicity Property (3.7) we have


A ∩ B ⊆ A ⇒ P (A ∩ B) ≤ P (A)
⇒ P (A ∩ B) ≤ P (A) ≤ P (A ∪ B). (3.11)
A ⊆ A ∪ B ⇒ P (A) ≤ P (A ∪ B)

According to the Addition Rule for two events (3.9) and Axiom 1, we have

P (A ∪ B) = P (A) + P (B) − P (A ∩ B) ≤ P (A) + P (B). (3.12)

| {z }
≥0

Combining (3.11) and (3.12), we have

P (A ∩ B) ≤ P (A) ≤ P (A ∪ B) ≤ P (A) + P (B).

Example 81. If P (A) = 0.4 and P (A ∩ B) = 0.3, what are the possible values for P (B)?

Solution According to Example (80), P (A ∩ B) ≤ P (B) which implies 0.3 ≤ P (B). On the other hand, since 0 ≤
P (A∪B) ≤ 1, we should have 0 ≤ P (B)+P (A) − P (A ∩ B) ≤ 1 which implies 0 ≤ P (B) ≤ 0.9. Therefore, 0.3 ≤ P (B) ≤ 0.9.
| {z }
=0.1

Example 82. Let A and B be two events dened on a sample space. If P (A) = 3/4 and P (B) = 3/8, show that A and B
can't be mutually exclusive.

Solution Let's assume A and B are mutually exclusive (i.e., P (A ∩ B) = 0). Based on this assumption and the Addition
Rule for two events (3.9) and the result in (3.4), we have
3 3 9
P (A ∪ B) = P (A) + P (B) = + = > 1,
4 8 8
which contradicts Axiom 1. Therefore, our assumption is not valid which, in turn, implies A and B can't be mutually
exclusive.

Example 83. An experiment has three outcomes, a, b, and c. If outcome a is twice as likely as outcome b, and outcome b is
three times as likely as outcome c, what are the probability values of the three outcomes?

Solution The sample space of the experiment is S := {a, b, c}, and let the assigned probability values to the outcomes
are P (a) := pa , P (b) := pb , and P (c) := pc , where 0 ≤ pa , pb , and pc ≤ 1 and pa + pb + pc = 1.
Based on the given assumptions, we have pa = 2pb and pb = 3pc , from which we get

1 = pa + pb + pc
 3
1 10 3  pa = 5
= 2pb + pb + pb = pb ≡ pb = ≡
3 3 10 1
pc =

10

Example 84. Let S := {a, b, c, d, e} be a sample space of a random experiment, and A := {b, c, e} be an event of S . If
P (a) = 0.09, P (c) = 0.11, P (e) = 0.06, P (f ) = 0.29, and P (A) = 0.27, calculate (a) P (b), (b) P (Ac ), and (c) P (d).

Solution

43 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(a) Since b ∈ A,
0.27 = P (A) = P (b) + P (c) + P (e) = P (b) + 0.11 + 0.06 = P (b) + 0.17
0.1 = P (b).

(b) P (Ac ) = 1 − P (A) = 1 − 0.27 = 0.73.

(c) Since d ∈ Ac = {a, d, f },
0.73 = P (Ac ) = P (a) + P (d) + P (f ) = 0.09 + P (d) + 0.29 = P (d) + 0.38
0.35 = P (d).

Example 85. An investor is monitoring stocks from Company A and Company B, which each either increase or decrease
each day. On a given day, suppose that there is a probability of 0.38 that both stocks will increase in price, and a probability
of 0.11 that both stocks will decrease in price. Also, there is a probability of 0.16 that the stock from Company A will
decrease while the stock from Company B will increase. (a) What is the probability that the stock from Company A will
increase while the stock from Company B will decrease? (b) What is the probability that at least one company will have an
increase in the stock price?

Solution Here the random experiment is observing the price behavior of stocks from Company A and Company B on a
certain day. For simplicity, we introduce the following notations:

A+ B+ :Both stocks increase in price A− B− :Both stocks decrease in price

A− B+ :Stock from company A decreases, A+ B− :Stock from company A increases,
but the one from company B increases but the one from company B decreases

Accordingly, the sample space is S = {A+ B+ , A− B− , A− B+ , A+ B− }, and based on the given assumptions, we have

P (A+ B+ ) = 0.38, P (A− B− ) = 0.11, and P (A− B+ ) = 0.16.

Notice that using the Venn diagram, we can present the sample space as

(a)
1 = P (S) = P (A+ B+ ) + P (A− B− ) + P (A− B+ ) + P (A+ B− )
= 0.38 + 0.11 + 0.16 + P (A+ B− ) = 0.65 + P (A+ B− )
0.35 = P (A+ B− ).

(b) Let A be the event at least one company will have an increase in the stock price, then A = {A+ B− , A− B+ , A+ B+ }.
Therefore,

P (A) = P (A+ B− ) + P (A− B+ ) + P (A+ B+ )

= 0.35 + 0.16 + 0.38 = 0.89.

44 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 86. Two fair dice are thrown, one red and one blue. (a) What is the probability that the red die has a score that is
strictly greater than the score of the blue die? (b) Why is this probability less than 0.5? What is the complement of this event?

Solution Here the random experiment is observing and recording the scores of the dice thrown once. A typical outcome
is denoted by (i, j) which represents that the observed score of the red die is i and the one of the blue die is j , where
i = 1, 2, . . . , 6 and j = 1, 2, . . . , 6. Hence, the sample space of this random experiment is

S = {(i, j) | i = 1, 2, . . . , 6 and j = 1, 2, . . . , 6} .

Notice that the dice are fair, each outcome is equally likely, which means each outcome is assigned to the same probability
value. Since, the sample space consists of 36 outcomes (using the Multiplication Principle,) the assigned probability value to
each outcome of this sample space is 1/36.

Let A be the event that the red die has a score that is strictly greater than the score of the blue die when they are thrown
once; that is

A = {(i, j) | i > j & i, j = 1, 2, . . . , 6}

= {(2, 1), (3, 1), (3, 2), (4, 1), (4, 2), (4, 3), (5, 1), (5, 2), (5, 3), (5, 4), (6, 1), (6, 2), (6, 3), (6, 4), (6, 5)}

(a)
Number of outcomes in A 15
P (A) = = = 0.416̄.
Total number of outcomes 36
(b) Because the number of outcomes in event A is less than half of the total number of outcomes.
(c) The complement of event A is described as "the red die has a score that is less than or equal the score of the blue die
when they are thrown once."

Example 87. If a card is chosen at random from a pack of cards, what is the probability that it is an ace?

Solution Here the random experiment is to randomly choose a card from a deck of 52 cards and observe and record
it. Hence, the sample space consists of 52 outcomes. Since the experiment is performed randomly, each outcome is equally
likely, which means each outcome is assigned to the same probability value which is 1/52. Let A be the event the randomly
selected card is an ace. Since A consists of 4 outcomes, P (A) = 4/52 = 1/13.

Example 88. Three types of batteries are being tested, type I, type II, and type III. The outcome (I, II, III) denotes that the
battery of type I fails rst, the battery of type II next, and the battery of type III lasts the longest. Assume the probabilities
of the six outcomes are given as

P ((I, II, III)) = 0.11 P ((I, III, II)) = 0.07 P ((II, I, III)) = 0.24
P ((II, III, I)) = 0.39 P ((III, I, II)) = 0.16 P ((III, II, I)) = 0.03

What is the probability that (a) the type I battery lasts longest? (b) the type I battery lasts shortest? (c) the type I battery
does not last longest? (d) the type I battery lasts longer than the type II battery?

Solution Here the random experiment is to test the lifetime of three types of batteries, type I, type II, and type III,
and to record their lifetimes in order.
(a) Let A be the event that the type I battery lasts longest; that is, A = {(II, III, I), (III, II, I)}. Therefore,
P (A) = P ((II, III, I)) + P ((III, II, I)) = 0.42.

(b) Let B be the event that the type I battery lasts shortest; that is, B = {(I, III, II), (I, II, III)}. Therefore,
P (B) = P ((I, III, II)) + P ((I, II, III)) = 0.18.

45 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c)
P (Ac ) = 1 − 0.42 = 0.58.

(d) Let C be the event that the type I battery lasts longer than the type II battery; that is, C = {(II, I, III), (III, II, I), (II, III, I)}.
Therefore,
P (C) = P ((II, I, III)) + P ((III, II, I)) + P ((II, III, I)) = 0.66.

Example 89. A fair coin is tossed three times. What is the probability that two heads will be obtained in succession?

Solution Here the random experiment is to toss a fair coin three times and to record the faced up side after each toss.
So, its sample space consists of 8 outcomes (counted using the Multiplication Principle):

S = {HHH, THH, HTH, HHT, TTH, THT, HTT, TTT} .

Since the coin is fair, each of its sides is equally likely to be faced up. Therefore, these 8 outcomes are equally likely.
Let A be the event that two heads will be obtained in succession in tossing a coin three times: A = {HHH, THH, HHT}.
Therefore, P (A) = 3/8.

Example 90. The distribution of ages of CEOs is as follows:

Age 21-30 31-40 41-50 51-60 61-70 71-up
Frequency 1 8 27 29 24 11
If a CEO is selected at random, nd the probability that his or her age is (a) Between 31 and 40 (b) Under 31 (c) Over 30
and under 51 (d) Under 31 or over 60.

Solution Here the random experiment is to randomly select a CEO from the sample and record his age, and the sample
space consists of the sampled CEOs. Notice that to assign probability values to the sample points, we use empirical/relative
frequency approach: the probability value assigned to a selected individual is going to be the relative frequency of the class
to which it belongs; indeed, the idea here is that each class plays the role of an event of which its members are assigned to
the same probability values equals the class relative frequency. For, we introduce the following events:

C1 :The selected CEO0 s age C2 :The selected CEO0 s age C3 :The selected CEO0 s age
is in the first class is in the second class is in the third class
0 0
C4 :The selected CEO s age C5 :The selected CEO s age C6 :The selected CEO0 s age
is in the fourth class is in the fifth class is in the sixth class

(notice that these events are mutually exclusive; indeed, they partition the sample space,) where
1 8 27 29 24 11
P (C1 ) = , P (C2 ) = , P (C3 ) = , P (C4 ) = , P (C5 ) = , and P (C6 ) = .
100 100 100 100 100 100
Therefore,
(a) P (C2 ) = 0.08.
(b) P (C1 ) = 0.01.
(c) P (C2 ∪ C3 ) = P (C2 ) + P (C3 ) = 0.35.
(d) P (C1 ∪ C5 ∪ C6 ) = P (C1 ) + P (C5 ) + P (C6 ) = 0.36.

Example 91. An extrusion die is used to produce aluminum rods. Specications are given for the length and the diameter
of the rods. For each rod, the length is classied as too short, too long, or OK, and the diameter is classied as too thin, too
thick, or OK. In a population of 1000 rods, the number of rods in each class is as follows:

46 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Diameter
Length Too Thin OK Too Thick
Too Short 10 3 5
OK 38 900 4
Too Long 2 25 13
A rod is sampled at random from this population. What is the probability that either its length is too short or too long, or
its diameter is ok?

Solution Here the random experiment is to randomly select a rod from 1000 produced ones and to observe whether its
length is either too short, ok, or too long, and whether its diameter is either too short, ok, or too long. Hence, the sample
space consists of nine outcomes:
O1 :The length of the selected O2 :The length of the selected O3 :The length of the selected
rod is too short rod is too short rod is too short
and its diameter is too short and its diameter is OK and its diameter is too long
O4 :The length of the selected rod O5 :The length of the selected rod O6 :The length of the selected rod
is OK and its diameter is too short is OK and its diameter is OK is OK and its diameter is too long
O7 :The length of the selected O8 :The length of the selected O9 :The length of the selected
rod is too long rod is too long rod is too long
and its diameter is too short and its diameter is OK and its diameter is too long
From which the sample space may be partitioned in two ways, by dening the following six events:
LT S :The event that the length of LOK :The event that the length of LT L :The event that the length of
the selected rod is too short the selected rod is OK the selected rod is too long
DT S :The event that the diameter of DOK :The event that the diameter of DT L :The event that the diameter of
the selected rod is too short the selected rod is OK the selected rod is too long
from which the sample space is partitioned into either LT S and LOK and LT L, or DT S and DOK and DT L.
The question is to evaluate P (LT S ∪ LT L ∪ DOK).
=∅
z }| {
P (LT S ∪ LT L ∪ DOK) = P (LT S) + P (LT L) + P (DOK) − P (LT S ∩ LT L)−
=∅
z }| {
− P (LT S ∩ DOK) − P (LT L ∩ DOK) + P (LT S ∩ LT L ∩ DOK) Addition rule for three events
10 + 3 + 5 2 + 25 + 13 3 + 900 + 25 3 25
= + + −0− − +0
1000 1000 1000 1000 1000
= 0.958.

Example 92. An evaluation of a small business by an accounting rm either reveals a problem with the accounts or it doesn't
reveal a problem. Also, the evaluation is either done accurately or incorrectly. The probability that the evaluation is done
accurately is 0.85. Furthermore, the probability that the evaluation is done incorrectly and that it reveals a problem is 0.10.
If the probability that the evaluation is done accurately and it does not reveal a problem is 0.25, what is the probability that
the evaluation does not reveal a problem?

Solution Here the random experiment is observing the evaluation, done by the accounting rm, whether it reveals a
problem with the accounts and it's done accurately. Hence, the sample space consists of four outcomes:
O1 :The evaluation reveals a problem with O2 :The evaluation reveals a problem with
the accounts and is done accurately the accounts and is done incorrectly
O3 :The evaluation doesn0 t reveal a problem O4 :The evaluation doesn0 t reveal a problem
with the accounts and is done accurately with the accounts and is done incorrectly

47 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

From which the sample space may be partitioned in two ways:

Now, let's nd the required probability P (A2 ): Since events B1 and B2 are complementary events, P (B2 ) = 1−P (B1 ) = 0.15.
But, P (B2 ) = P (O2 ) + P (O4 ) = 0.1 + P (O4 ) which implies P (O4 ) = 0.05. Now, we use P (O4 ) = 0.05 to evaluate P (A2 )
which equals P (O3 ) + P (O4 ); that is, P (A2 ) = 0.3.

Example 93. In a study of patients arriving at a hospital emergency room, the gender of the patients is considered, together
with whether the patients are younger or older than 30 years of age, and whether or not the patients are admitted to the hos-
pital. It is found that 45% of the patients are male, 30% of the patients are younger than 30 years of age, 15% of the patients
are females older than 30 years of age who are admitted to the hospital, and 21% of the patients are females younger than
30 years of age. What proportion of the patients are females older than 30 years of age who are not admitted to the hospital??

Solution Here the random experiment is observing whether the patients arriving at a hospital ER are male or female,
are younger or older than 30 of age, and are admitted to the hospital. Hence, the sample space consists of eight outcomes:
O1 :A male patient younger than 30 O2 :A male patient younger than 30
is admitted to the hospital is not admitted to the hospital
O3 :A male patient older than 30 O4 :A male patient older than 30
is admitted to the hospital is not admitted to the hospital
O5 :A female patient younger than 30 O6 :A female patient younger than 30
is admitted to the hospital is not admitted to the hospital
O7 :A female patient older than 30 O8 :A female patient older than 30
is admitted to the hospital is not admitted to the hospital
From which the sample space may be partitioned in three ways, by dening the following six events:
M :The event that the arrived patient is male F :The event that the arrived patient is female
Y :The event that the arrived patient is younger O :The event that the arrived patient is older
than 30 of age than 30 of age
A :The event that the arrived patient is admitted N :The event that the arrived patient is not admitted
to the hospital to the hospital
from which the sample space is partitioned into either M and F , or Y and O, or A and N .
The given assumptions in the problem can be written as
P (M ) = 0.45 ≡ P (F ) = 0.55 P (Y ) = 0.3 ≡ P (O) = 0.7
P (F ∩ O ∩ A) = 0.15 P (F ∩ Y ) = 0.21
The question is to evaluate P (F ∩ O ∩ N ).
=O =O
z }|8 { z }|7 {
P (F ∩ O ∩ N ) = P (F ∩ O) − P (F ∩ O ∩ A) Total Probability Property 3.10
= [P (F ) − P (F ∩ Y )] − P (F ∩ O ∩ A) Total Probability Property 3.10
= 0.55 − 0.21 − 0.15 = 0.19.

48 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 94. A bag contains 200 balls that are either red or blue and either dull or shiny. There are 55 shiny red balls, 91
shiny balls, and 79 red balls. If a ball is chosen at random, (a) what is the probability that it is either a shiny ball or a red
ball? (b) What is the probability that it is a dull blue ball?

Solution Here the random experiment is to randomly select a ball from the bag and to observe whether it's blue or red
and it's shiny or dull. Hence, the sample space consists of four outcomes:
O1 :The randomly selected ball is shiny red O2 :The randomly selected ball is dull red
O3 :The randomly selected ball is shiny blue O4 :The randomly selected ball is dull blue
From which the sample space may be partitioned/viewed in two ways:

Notice that events B and S are complementary.

(a) Since the event of randomly select either a shiny ball or a red ball may be symbolized by S ∪ R, we have
=O
z }|1 {
P (S ∪ R) = P (S) + P (R) − P (S ∩ R)
91 79 55 115
= + − = = 0.575.
200 200 200 200
(b) Since the outcome O4 is in event B but not in event S , and P (S) = P (O1 ) + P (O3 ), we have
=O
z }|3 {
P (O4 ) = P (B ∩ S c ) = P (B) − P (B ∩ S)
= (1 − P (R)) − (P (S) − P (O1 ))
   
79 91 55
= 1− − − = 0.425.
200 200 200

Example 95. A production lot has 100 units of which 20 are known to be defective. A random sample of four units is
selected without replacement. What's the probability that the sample will contain no more than two defective units?

Solution Here the random experiment is to randomly select 4 out of 100 units, of which 20 are defective, without
replacement from a production lot and to observe the number of defective units in the sample. Hence, the sample space
consists of all possible such samples and has C(100; 4) sample points. Since the samples are randomly selected, all the sample
points are equally likely.
Letting
A0 :The event consists of all such samples A1 :The event consists of all such samples
containing no defective units containing one defective unit
which has C(80; 4) sample points which has C(80; 3) × C(20; 1) sample points
A2 :The event consists of all such samples A :The event consists of all such samples
containing two defective units containing no more than two defective units
which has C(80; 2) × C(20; 2) sample points

49 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

we have A = A0 ∪ A1 ∪ A2 and the event A has C(80; 4) + C(80; 3) × C(20; 1) + C(80; 2) × C(20; 2). Therefore, the required
probability is

P (A) = P (A0 ∪ A1 ∪ A2 ) = P (A0 ) + P (A1 ) + P (A2 ) A0 , A1 , and A2 are mutually exclusive

C(80; 4) C(80; 3) × C(20; 1) C(80; 2) × C(20; 2)
= + +
C(100; 4) C(100; 4) C(100; 4)
C(80; 4) + C(80; 3) × C(20; 1) + C(80; 2) × C(20; 2)
=
C(100; 4)
3, 825, 180
= ≈ 0.9755.
3, 921, 225

Example 96. A box contains 40 batteries, 5 of which have low lifetimes, 30 of which have average lifetimes, and 5 of which
have high lifetimes. A consumer requires 8 batteries to run an appliance and randomly selects them all from the box. What
is the probability that among the 8 batteries tted into the consumer's appliance, there are exactly 2 low, 4 average and 2
high lifetimes batteries?

Solution Here the random experiment is to randomly select 8 batteries from the box, and the sample space consists of
all possible samples of 8 batteries taken from the box and has C(40; 8) = 76, 904, 685. Since sampling is done randomly, each
outcome in the sample space is equally likely and is assigned same probability value 1/C(40; 8).
Letting A be the event consisting of all samples of 8 batteries having exactly 2 low, 4 average and 2 high lifetimes batteries,
and has C(5; 2) × C(30; 4) × C(5; 2) = 2, 740, 500 members. Therefore,

Number of required samples 2, 740, 500

P (A) = = ≈ 0.0356.
Number of all possible samples 76, 904, 685

Example 97. A hand of 8 cards is chosen at random from an ordinary deck of 52 playing cards without replacement. (a)
What is the probability that the hand does not have any hearts? (b) What is the probability that the hand consists of two
hearts, two diamonds, two clubs, and two spades?

Solution Here the random experiment is to randomly select 8 hand of 8 cards from an ordinary deck of 52 playing cards
without replacement, and the sample space consists of all possible hands of this type and has C(52; 8) = 752, 538, 150. Since
sampling is done randomly, each hand in the sample space is equally likely and is assigned same probability value 1/C(52; 8).

(a) Let A be the event consisting of all hands of 8 cards not containing hearts. Since there are 13 hearts in a deck of 52
cards, A has C(39; 8) = 61, 523, 748 members. Therefore,

Number of required hands 61, 523, 748

P (A) = = ≈ 0.0818.
Number of all possible hands 752, 538, 150

(b) Let B be the event that the sampled hand consists of two hearts, two diamonds, two clubs, and two spades. Since there
4
are 13 cards of each type in a deck of 52 cards, B has [C(13; 2)] = 37, 015, 056 members. Therefore,

Number of required hands 37, 015, 056

P (B) = = ≈ 0.0492.
Number of all possible hands 752, 538, 150

Example 98. A drawer contains 6 red socks, 4 green socks, and 2 black socks. Two socks are chosen at random. What is
the probability that they match?

Solution Here the random experiment is to randomly select 2 socks from 12, and the sample space consists of all possible
pair of socks from 12 socks and has C(12; 2) = 66. Since sampling is done randomly, each selected pair in the sample space
is equally likely and is assigned same probability value 1/C(12; 2).

50 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Let A be the event consisting of all color matched pair of socks. Since there are 6 red socks, 4 green socks, and 2 black socks,
A has C(6; 2) + C(4; 2) + C(2; 2) = 22 members. Therefore,
Number of color matched socks 22
P (A) = = ≈ 0.3.
Number of all possible paired socks 66

Example 99. All holly plants are dioeciousa male plant must be planted within 30 to 40 feet of the female plants in order
to yield berries. A home improvement store has 12 unmarked holly plants for sale, 8 of which are female. If a homeowner
buys 3 plants at random, what is the probability that berries will be produced?

Solution Here the random experiment is to randomly select three plants from 12. The sample space consists of all
possible selections of this type and has C(12; 3) = 220 members.
Let A be the event consists of those selections, in the sample space, containing two males and one female or one male and
two female plants, which has C(8; 2) × C(4; 1) + C(8; 1) × C(4; 2) = 160 members. Therefore,
160
P (A) = ≈ 0.73.
220

Example 100. Find the probability that if 5 dierent-sized washers are arranged in a row, they will be arranged in order of
size.

Solution Here the random experiment is to randomly arrange 5 dierent-sized washers. The sample space consists of
all possible arrangements of this type and has 5! = 120 members.
Let A be the event consists of those arrangements, in the sample space, where the washers are ordered in size and has two
members. Therefore,
2
P (A) = ≈ 0.0167.
120

Example 101. A football team consists of 20 freshmen and 20 sophomores, 15 juniors, and 10 seniors. Four players are
selected at random to serve as captains. Find the probability that (a) All 4 are seniors (b) There is 1 each: freshman,
sophomore, junior, and senior (c) There are 2 sophomores and 2 freshmen (d) At least 1 of the students is a senior.

Solution Here the random experiment is to randomly select 4 out of 65 players to serve as captains. The sample space
consists of all possible selection of this type and has C(65; 4) = 677, 040 members.
(a) Let A be the event consists of all selections of 4 out of 10 seniors, which has C(10; 4) = 210 members. Therefore,
210
P (A) = ≈ 0.0003.
677, 040
(b) Let B be the event consists of those selections in the sample space containing one freshman, one sophomore, one junior,
and one senior, which has C(20; 1) × C(20; 1) × C(15; 1) × C(10; 1) = 60, 000 members. Therefore,
60, 000
P (B) = ≈ 0.0886.
677, 040
(c) Let C be the event consists of those selections in the sample space containing two sophomores and two freshmen, which
has C(20; 2) × C(20; 2) = 36, 100 members. Therefore,
36, 100
P (C) = ≈ 0.0533.
677, 040
(d) Let D be the event consists of those selections in the sample space containing no senior, which has C(55; 4) = 341, 055
members. Therefore,
P (The selection has at least one senior) = 1 − P (The selection has no senior)
341, 055
= 1 − P (D) = 1 − ≈ 0.4963.
677, 040

51 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 102. If three fair dice are rolled, nd the probability of getting a sum of 6.

Solution Here the random experiment may be modeled as to randomly select and permute three digits out of the six
digits 1, 2, 3, 4, 5, and 6 in which each digit is allowed to select three times. The sample space consists of all such permutations
with 63 = 216 members.
Let A be the event consists of those permutations in the sample space in which their sum is six. The problem of nding
the number of members in A may be modeled as to nd the number of combinations of 3 objects taken 3 at a time with
repetition, which is C(3 + 3 − 1; 3 − 1) = 10. Therefore,

10
P (A) = ≈ 0.0463.
216

Conditional Probability and Independent Events

Conditional Probability

- Observation: Depending on whether the outcomes of an event come from the entire sample space or a part it4 , there
are two types of probability evaluations:

 Unconditional Probability: If probability evaluation of an event A is based on/relative to the entire sample
space, then it is called unconditional probability and, as previously noted, is denoted by P (A).

 Conditional Probability: If probability evaluation of an event A is based on/relative to another event B of

sample space, then it is called conditional probability and is denoted by P (A|B) to be read as either

* probability that event A occurs conditional on event B having occurred,

* probability that A occurs given that B occurs, or simply
* Probability of A, given that B .

Interpretation of Conditional Probability

If the outcome occurring is known to be contained within the event B , then P (A|B) measures the likelihood
that the outcome is also contained within the event A.

+ Conditional probabilities can easily be obtained using the following formula:

4 That is, whether there is any additional information about the outcome telling us if it comes from a certain part of the sample space.

52 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Conditional Probability
For any two events A and B , of a sample space S , with P (B) > 0, the conditional probability of A given that
B occursa is denoted and dened by
P (A ∩ B)
P (A|B) := , (3.13)
P (B)
and it measures the probability that event A occurs when it is known that event B has already occurred .

+ P (B|A) is also dened in the same manner:

P (A ∩ B)
P (B|A) := , provided that P (A) > 0.
P (A)

But, notice that P (A|B) and P (B|A) are not necessarily equal !

Notice that in (3.13),

+ the sample space for evaluating P (A|B) is reduced to the event B , so we don't consider the original sample
space S to evaluate P (A|B)b , but

- the sample space for evaluating P (A ∩ B) and P (B) is the original sample space S ; that is, they
are unconditional probabilities .
a That is, the probability that A occurs, under the assumption that B occurs.
b When the original sample space is reduced to one of its events, the probability of events may change.

Example 103. This example illustrates why P (A ∩ B)/P (B) is a natural way to dene P (A|B).

Random Experiment: Tossing a six-sided, labeled with 1, 2, 3, 4, 5, and 6, die which is constructed so that the even
numbers are twice as likely to occur as the odd numbers.

(Original) Sample Space S : {1, 2, 3, 4, 5, 6}.

Assigned Probability Values to the Sample Points of S : Letting P (1) = P (3) = P (5) = po and P (2) = P (4) =
P (6) = pe such that pe = 2po and 3po + 3pe = 1, resulted in po = 1/9 and pe = 2/9.

Condition/Assumption: Now suppose that the experiment is conducted and it is known that the toss of the die resulted
in a number greater than 3; that is, the event B := {4, 5, 6} has already occurred.

Introducing A New Event Whose Probability To Be Evaluated: Let A be the event of getting a perfect square
after tossing the die; that is, A = {1, 4}.

Unconditional Probability of A: P (A) = P (1) + P (4) = 1/3, which is evaluated based on the original sample space
S.

Conditional Probability of A, given B : Here B is considered as the new sample space. Since the outcomes 1, 2,
and 3 do not belong to B , their (new) assigned probability values are zero: P ({1}|B) = P ({2}|B) = P ({3}|B) = 0. This,
in turn, forces the outcomes in B need to be assigned new probability values whose sum is 1. Considering that the die is
constructed so that the even numbers are twice as likely to occur as the odd numbers, the new assigned probability values
to the outcomes of B should be proportional to their original probability values and are computed as follows

53 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Therefore, since the outcome 1, of the event A, is the only one which is also in the event B (i.e., A|B = {4}), the probability
that event A occurs based on the new sample space B , is 2/5 (i.e., P (A|B) = 2/5.)

In this example, notice that

- the unconditional probabilities P (A ∩ B) = 2/9 and P (B) = 5/9, and P (A ∩ B)/P (B) = 2/5,

- the assigned probability values to the outcomes have changed when the sample space is reduced, and

- the conditional probability P (A|B) is dierent from the unconditional probability P (A) .

+ Some Immediate Consequences of conditional probability Formula (3.13):

I. For any event A of a sample space S , we have

P (A) = P (A|S),

that is, unconditional probability is a special form of conditional probability .

II. Letting A and B be two events of a sample space, with either P (B) > 0 and/or P (A) > 0, we have
A and B are mutually exclusive ⇐⇒ P (A|B) = 0 and/or P (B|A) = 0.

- In particular, for any event A, with P (A) > 0, we have

P (∅|A) = 0,

but, P (A|∅) is undened.

III. Letting A and B be two events of a sample space with P (B)>0, we have
B ⊆ A ⇐⇒ P (A|B) = 1.

- In particular, for any event A, with P (A) > 0, we have

P (A|A) = 1.

IV. Letting A and B be two events of a sample space with P (B)>0, we have
P (A)
A ⊆ B =⇒ P (A|B) = (≥ P (A)) . (3.14)
P (B)

+ Notice that P (A|B) ≥ P (A) if A ⊆ B .

54 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

V. Letting A, B , and C be three events of a sample space, with P (C) > 0, we have
P (A ∪ B|C) = P (A|C) + P (B|C) − P (A ∩ B|C), Addition Rule in Conditional Form

and

A ⊆ B =⇒ P (A|C) ≤ P (B|C), Monotonocity Property in Conditional Form

VI. Letting A and B be two events of a sample space with P (B)>0, we have
P (A|B) + P (Ac |B) = 1 or P (Ac |B) = 1 − P (A|B), Complement Rule in Conditional Form. (3.15)

VII. Letting A and B be two events of a sample space with P (B) < 1, we have
=P (A∩B c )
z }| {
c P (A) − P (A ∩ B)
P (A|B ) = .
1 − P (B)
| {z }
=P (B c )

VIII. Let events A1 , A2 , . . . , An and B of a sample space. If the events A1 , A2 , . . . , An are mutually exclusive ,
then !
n
[ n
X
P Ai B = P (Ai |B) , provided that P (B) > 0. (3.16)
i=1 i=1

+ In general, if A1 , A2 , . . . , An and B are events of a sample space ( not necessarily mutually exclusive ), with
P (B) > 0, we have !
n
[ Xn
P Ai B ≤ P (Ai |B) .
i=1 i=1
IX. Computing Probabilities From A Two-Way Table: Let S be an equally likely sample space with n
simple events. Assume S is partitioned with two dierent collections of some of its events (say, A1 , . . . , Ar and
B1 , . . . , Bs .) Hence, the n simple events of S may be classied in a two-way table:
S B1 B2 ··· Bs Row Sums
A1 n11 n12 ··· n1s n1
A2 n21 n22 ··· n2s n2
.. .. .. .. ..
. . . . .
Ar nr1 nr2 ··· nrs nr P
r Ps
Column Sums m1 m2 ··· ms n = i=1 ni = j=1 mj
where nij depicts the number of sample points or simple events in S having attributes Ai and Bj . Now, based on
this two-way table, we dene the following probabilities:
+ A joint probability of partitioning events is dened to be the probability of the simultaneous occurrence of two
(or more) partitioning events as
nij
P (Ai ∩ Bj ) = , for i = 1, . . . , r and j = 1, . . . , s.
n
+ A marginal probability of partitioning events is dened to be the probability that one of the partitioning events
occurs. For instance,
ni mj
P (Ai ) = P (Bj ) = for i = 1, . . . , r and j = 1, . . . , s.
n n
+ A conditional probability of partitioning events is dened to be the probability of occurrence of one of the
partitioning events given that another one has occurred as
nij nij
P (Ai |Bj ) = P (Bj |Ai ) = for i = 1, . . . , r and j = 1, . . . , s.
mj ni

55 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

X.

Multiplication Rule for two events: Joint Probability for two events
Let A and B be two events, dened on a sample space. We have

* If P (B) > 0, then

P (A ∩ B) = P (B) · P (A|B).
This expression, for evaluating the joint probability of two events, is particularly useful when the
conditional probability P (A|B) is easily obtainable .

+ Notice that if P (B) = 0, then P (A ∩ B) = 0 .

* If P (A) > 0, then

P (A ∩ B) = P (A) · P (B|A).
This expression, for evaluating the joint probability of two events, is particularly useful when the
conditional probability P (B|A) is easily obtainable .

+ Notice that if P (A) = 0, then P (A ∩ B) = 0 .

* If P (B) > 0 and P (A) > 0, then

P (A ∩ B) = P (A) · P (B|A) = P (B) · P (A|B). (3.17)

This expression, for evaluating the joint probability of two events, is particularly useful when either
of the conditional probabilities P (B|A) or P (A|B) is easily obtainable .

- Any of these three equalities is called the multiplication rule for two events, depending on which one
is applicable .

56 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

XI.

Multiplication Rule for three events: Joint Probability for three events
Let A, B , and C be events, dened on a sample space. We have

* If P (A), P (A ∩ B) > 0, then

P (A ∩ B ∩ C) = P (A) · P (B|A) · P (C|A ∩ B).

This expression, for evaluating the joint probability of three events, is particularly useful when the
conditional probabilities P (B|A) and P (C|A ∩ B) are easily obtainable .

+ Notice that if either P (A) = 0 or P (A ∩ B) = 0, then P (A ∩ B ∩ C) = 0 .

* If P (B), P (B ∩ C) > 0, then

P (A ∩ B ∩ C) = P (B) · P (C|B) · P (A|B ∩ C).

This expression, for evaluating the joint probability of three events, is particularly useful when the
conditional probabilities P (C|B) and P (A|B ∩ C) are easily obtainable .

+ Notice that if either P (B) = 0 or P (B ∩ C) = 0, then P (A ∩ B ∩ C) = 0 .

* If P (C), P (A ∩ C) > 0, then

P (A ∩ B ∩ C) = P (C) · P (A|C) · P (B|A ∩ C).

This expression, for evaluating the joint probability of three events, is particularly useful when the
conditional probabilities P (A|C) and P (B|A ∩ C) are easily obtainable .

+ Notice that if either P (C) = 0 or P (A ∩ C) = 0, then P (A ∩ B ∩ C) = 0 .

- Any of these three equalities is called the multiplication rule for three events, depending on which one
is applicable .

+ The multiplication rule for two and three events can be extended in an obvious way:

Multiplication Rule for n events: Joint Probability for n events

For n = 2, 3, . . ., let A1 , . . . , An be events, dened on a sample space. If P (A1 ), P (A1 ∩ A2 ), . . . , P (A1 ∩
· · · ∩ An−1 ) > 0 and all the conditional probabilities P (Ai |A1 ∩ · · · ∩ Ai−1 ) are easily obtainable, then

P (A1 ∩ · · · ∩ An ) = P (A1 ) × P (A2 |A1 ) × P (A3 |A1 ∩ A2 ) × · · · × P (An |A1 ∩ · · · ∩ An−1 ).

XII.

57 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

The Law of Total Probability: Conditional Form

Let A1 , A2 , . . . , An be a nite collection of events of a sample space S . If this collection is a partition of S ,
then

i. For any event B of S , provided that P (B) > 0, we have

n
X
P (Ai |B) = P (A1 |B) + · · · + P (An |B) = 1. (3.18)
i=1

ii. For any event E of S , we have

n
X
P (E) = P (E ∩ Ai ) = P (E ∩ A1 ) + · · · + P (E ∩ An )
i=1
Xn
= P (E|Ai ) · P (Ai ) = P (E|A1 ) · P (A1 ) + · · · + P (E|An ) · P (An ). (3.19)
i=1

- Equation (3.19) simply states that if probabilities of partitioning events are known, then
probability of any observed event is the weighted mean of its conditional probabilities given
each partitioning event .
- A special case of equation (3.19): For any two events A and B of a sample space, if 0 < P (A) < 1,
then
P (B) = P (B|A) · P (A) + P (B|Ac ) · P (Ac ).

- Some Remarks on The Law of Total Probability, Conditional Form: (3.19)

+ Equation (3.19) states that in a sample space partitioned with some of its events (say, Ai 's) whose probabil-
ities (say, P (Ai )'s) are known/given, the probability of any other event (say, E ) in the sample space, whose
revised probabilities conditioned upon the partitioning events (say, P (E|Ai )'s) are also known/given, can
be calculated.
- A question of interest here is that whether knowing the probabilities of partitioning events (say P (Ai )'s)
and the revised probabilities of any observed event (say, E ) conditioned upon the partitioning events (say,
P (E|Ai )'s) can give the revised probabilities of the partitioning events conditioned upon the observed
event (say, P (Ai |E)'s); That is, for instance, let the events A1 and A2 partition a sample space S , and E
be any other event in S . If P (A1 ), P (A2 ), P (E|A1 ), and P (E|A2 ) are known, can we calculate P (A1 |E)
and P (A2 |E)?
- Thank the Bayes' Theorem which gives yes-answer to this question: For instance,

Multiplication Rule
z }| {
known known
z }| { z }| {
P (A1 ∩ E) P (A1 ) · P (E|A1 )
P (A1 |E) = = .
P (E) P (A1 ) · P (E|A1 ) + P (A2 ) · P (E|A2 )
| {z } | {z } | {z } | {z }
known known known known
| {z }
Law of Total Probability

- Introducing Two vocabularies: The probabilities of partitioning events (say, P (Ai )'s) are called prior
probabilities, and the revised probabilities of the partitioning events conditioned upon any observed
event E (say, P (Ai |E)'s) are called posterior probabilities.

XIII.

58 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Bayes' Theorem

Let A1 , A2 , . . . , An be a collection of events, dened on a sample space, partition the sample space and E
is any other event, dened on the same sample space, with P (E) 6= 0. If P (Ai )'s (prior probabilities) and
P (E|Ai )'s are known/given, then the posterior probabilities P (Ai |E) can be obtained from the formula

P (Ai ) · P (E|Ai )
P (Ai |E) =
P (A1 ) · P (E|A1 ) + P (A2 ) · P (E|A2 ) + · · · + P (An ) · P (E|An )
P (Ai ) · P (E|Ai )
= Pn , for i = 1, 2, . . . , n. (3.20)
j=1 P (Aj ) · P (E|Aj )

Notice that in (3.20), the sum in denominator is obtained from the law of total probability in (3.19).

- Interpretation of the Bayes' Theorem: In a partitioned sample space, if an outcome occurring is known
to be contained within an observed/occurred event (other than the partitioning events), Bayes' Theorem helps
us to measure the likelihood that the outcome is contained in any of the partitioning events, provided that
the probabilities of the partitioning events and the revised probabilities of occurring event conditioned upon
the partitioning events are known.
+ A Special Case of the Bayes' Theorem: Let A and B be two events dened on a sample space with
P (A) 6= 0, 1 and P (B) 6= 0. If P (A), P (B|A), and P (B|Ac ) are known, then

P (A) · P (B|A)
P (A|B) = .
P (A) · P (B|A) + P (Ac ) · P (B|Ac )
Pn
+ Notice that the sum of posterior probabilities is 1; that is, i=1 P (Ai |E) = 1.

Example 104. Let A and B be two events dened on a sample space. If P (A) = 1/3, P (B) = 1/4, and P (A ∪ B) = 1/2,
evaluate the following probabilities:

(a) P (A|B) (b) P (B|A) (c) P (A ∩ B c )

(d) P (A|B c ) (e) P (Ac |B) (f ) P (B c |Ac )

Solution

(a)
P (A ∩ B) P (A) + P (B) − P (A ∪ B)
P (A|B) = = Addition Rule for two events (3.9)
P (B) P (B)
1/3 + 1/4 − 1/2 1
= = .
1/4 3

(b)
P (A ∩ B) P (A|B) · P (B)
P (B|A) = = Multiplication Rule for two events (3.17)
P (A) P (A)
1/3 · 1/4 1
= = .
1/3 4

(c)
P (A ∩ B c ) = P (A) − P (A ∩ B) = P (A) − P (B|A) · P (A) = P (A) (1 − P (B|A)) Multiplication Rule for two events (3.17)
 
1 1 1
= 1− = .
3 4 4

59 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(d)
P (A ∩ B c )
P (A|B c ) = Complement Rule (3.5)
P (B c )
P (A ∩ B c ) 1/4 1
= = = .
1 − P (B) 1 − 1/4 3

(e)
P (Ac |B) = 1 − P (A|B) (3.15)
1 2
=1− = .
3 3
(f)
=(A∪B)c
z }| {
c
P ( A ∩ Bc) 1 − P (A ∪ B)
P (B c |Ac ) = = Complement Rule (3.5)
P (Ac ) 1 − P (A)
1 − 1/2 3
= = .
1 − 1/3 4

Example 105. Let S = {a1 , a2 , . . . , a15 , a16 } with the assigned probability values:
P (a1 ) := 0.05 P (a2 ) := 0.07 P (a3 ) := 0.01 P (a4 ) := 0.02 P (a5 ) := 0.05 P (a6 ) := 0.04 P (a7 ) := 0.08 P (a8 ) := 0.11
P (a9 ) := 0.06 P (a10 ) := 0.13 P (a11 ) := 0.08 P (a12 ) := 0.11 P (a13 ) := 0.07 P (a14 ) := 0.03 P (a15 ) := 0.05 P (a16 ) := 0.04
and the following events
A := {a1 , a2 , a3 , a4 , a5 , a6 , a7 } B := {a3 , a4 , a5 , a8 , a9 , a10 , a11 } C := {a4 , a5 , a6 , a7 , a8 , a12 , a13 }
Calculate the following probabilities:
(a) P (A|B) (b) P (C|A) (c) P (B|A ∩ B) (d) P (B|A ∪ B) (e) P (A|A ∪ B ∪ C) (f ) P (A ∩ B|A ∪ B)
Solution

(a)
P (A ∩ B) P ({a3 , a4 , a5 })
P (A|B) = =
P (B) P ({a3 , a4 , a5 , a8 , a9 , a10 , a11 })
0.01 + 0.02 + 0.05 8
= = .
0.01 + 0.02 + 0.05 + 0.11 + 0.06 + 0.13 + 0.08 46

(b)
P (A ∩ C) P ({a4 , a5 , a6 , a7 , a8 })
P (C|A) = =
P (A) P ({a4 , a5 , a6 , a7 , a8 , a12 , a13 })
0.02 + 0.05 + 0.04 + 0.08 + 0.11 30
= = .
0.02 + 0.05 + 0.04 + 0.08 + 0.11 + 0.11 + 0.07 48

(c) Since (A ∩ B) ⊆ B , P (B|A ∩ B) = 1.

(d) Since B ⊆ (A ∪ B), P (B|A ∪ B) = P (B)/P (A ∪ B):
P (B) P ({a3 , a4 , a5 , a8 , a9 , a10 , a11 })
P (B|A ∪ B) = =
P (A ∪ B) P ({a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 , a9 , a10 , a11 })
0.01 + 0.02 + 0.05 + 0.11 + 0.06 + 0.13 + 0.08 46
= = .
0.05 + 0.07 + 0.01 + 0.02 + 0.05 + 0.04 + 0.08 + 0.11 + 0.06 + 0.13 + 0.08 70

60 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(e) Since A ⊆ (A ∪ B ∪ C), P (A|A ∪ B ∪ C) = P (A)/P (A ∪ B ∪ C) = P (A)/(1 − P ({a14 , a15 , a16 })):

P (A) P ({a1 , a2 , a3 , a4 , a5 , a6 , a7 })
P (A|A ∪ B ∪ C) = =
1 − P ({a14 , a15 , a16 }) 1 − (0.03 + 0.05 + 0.04)
0.05 + 0.07 + 0.01 + 0.02 + 0.05 + 0.04 + 0.08 32
= = .
1 − 0.03 − 0.05 − 0.04 88

(f) Since (A ∩ B) ⊆ (A ∪ B), P (A ∩ B|A ∪ B) = P (A ∩ B)/P (A ∪ B):

P (A ∩ B) P ({a3 , a4 , a5 })
P (A ∩ B|A ∪ B) = =
P (A ∪ B) P ({a1 , a2 , a3 , a4 , a5 , a6 , a7 , a8 , a9 , a10 , a11 })
0.01 + 0.02 + 0.05 8
= = .
0.05 + 0.07 + 0.01 + 0.02 + 0.05 + 0.04 + 0.08 + 0.11 + 0.06 + 0.13 + 0.08 70

Example 106. A population of 600 semiconductor wafers contains wafers from three lots. The wafers are categorized by lot
and by whether they conform to a thickness specication. The following table presents the number of wafers in each category.
A wafer is chosen at random from the population.

Lot Conforming Nonconforming

A 88 12
B 165 35
C 260 40

(a) If the wafer is from Lot A, what is the probability that it is conforming?

(b) If the wafer is conforming, what is the probability that it is from Lot A?

(c) If the wafer is conforming, what is the probability that it is not from Lot C?

(d) If the wafer is not from Lot C, what is the probability that it is conforming?

Solution

(a)
88 88
P (A randomly selected wafer is conforming|it0 s from Lot A) = = = 0.88.
88 + 12 100

(b)
88 88
P (A randomly selected wafer is from Lot A|it0 s conforming) = = ≈ 0.1715.
88 + 165 + 260 513

(c)

P (A randomly selected wafer isn0 t from Lot C|it0 s conforming) =

P (A randomly selected wafer is conforming) − P (A randomly selected wafer is conforming and from Lot C)
=
1 − P (A randomly selected wafer is conforming)
88+165+260 260
600 − 600
=
1 − 88+165+260
600
(88 + 165 + 260) − 260 253
= = ≈ 0.4932
88 + 165 + 260 513

61 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(d)
P (A randomly selected wafer is conforming|it0 s not from Lot C) =
P (A randomly selected wafer is conforming) − P (A randomly selected wafer is conforming and from Lot C)
=
1 − P (A randomly selected wafer is from Lot C)
88+165+260 260
600 − 600
= 260+40
1 − 600
(88 + 165 + 260) − 260 253
= = ≈ 0.8433.
600 − (260 + 40) 300

Example 107. A geneticist is studying two genes. Each gene can be either dominant or recessive. A sample of 100 individuals
is categorized as follows.

Gene 2
Gene 1 Dominant Recessive
Dominant 56 24
Recessive 14 6

(a) What is the probability that a randomly sampled individual, gene 1 is dominant?
(b) What is the probability that a randomly sampled individual, gene 2 is dominant?
(c) Given that gene 1 is dominant, what is the probability that gene 2 is dominant?
Solution

(a)
56 + 24
P (A randomly sampled individual, gene 1 is dominant) = = 0.8.
100
(b)
56 + 14
P (A randomly sampled individual, gene 2 is dominant) = = 0.7.
100
(c)
56
P (A randomly sampled individual, gene 2 is dominant|gene 1 is dominant) = = 0.7.
56 + 24

Example 108. A card is drawn at random from a pack of cards. Calculate:

(a) P (Ace of heart|card from red suit) (b) P (heart|card from red suit) (c) P (card from red suit|heart)
(d) P (heart|card from black suit) (e) P (king|card from red suit) (f ) P (king|red picture card)

Solution

(a)
P (Ace of heart) 1/52 1
P (Ace of heart|card from red suit) = = = .
P (card from red suit) 26/52 26

(b)
P (heart) 13/52 1
P (heart|card from red suit) = = = .
P (card from red suit) 26/52 2

(c) P (card from red suit|heart) = 1.

62 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(d) P (heart|card from black suit) = 0.

(e)
P (king of heart) + P (king of diamond) 2/52 1
P (king|card from red suit) = = = .
P (card from red suit) 26/52 13

(f)
P (king of heart) + P (king of diamond) 2/52 1
P (king|red picture card) = = = .
P (red picture card) 6/52 3

Example 109. Two cards are chosen from a pack of cards without replacement taken one at a time. Calculate the probabili-
ties: (a) Both are picture cards. (b) Both are from red suits. (c) One card is from a red suit and one card is from a black suit.

Solution

(a) For i = 1, 2, let Pi be the event of all random selections of two cards, taken one at a time without replacement, of which
the ith -draw is a picture card. What's required here is to evaluate P (P1 ∩ P2 ):

P (P1 ∩ P2 ) = P (P1 ) · P (P2 |P1 ) Multiplication Rule for Two Events (3.17)
3 11
= · ≈ 0.0498.
13 51

(b) For i = 1, 2, let Ri be the event of all random selections of two cards, taken one at a time without replacement, of which
the ith -draw is a red card. What's required here is to evaluate P (R1 ∩ R2 ):

P (R1 ∩ R2 ) = P (R1 ) · P (R2 |R1 ) Multiplication Rule for Two Events (3.17)
1 25
= · ≈ 0.2451.
2 51

(c) For i = 1, 2, let Ri (and Bi ) be the event of all random selections of two cards, taken one at a time without replace-
ment, of which the ith -draw is a red card (of which the ith -draw is a black card). What's required here is to evaluate
P [(R1 ∩ B2 ) ∪ (B1 ∩ R2 )]:
mutually exclusive
 
z }| {
P (R1 ∩ B2 ) ∪ (B1 ∩ R2 ) = P (R1 ∩ B2 ) + P (B1 ∩ R2 )

= [P (R1 ) · P (B2 |R1 )] + [P (B1 ) · P (R2 |B1 )]

   
1 26 1 26
= · + · ≈ 0.5098.
2 51 2 51

Example 110. Four cards are chosen from a pack of cards without replacement taken one at a time. (a) What is the
probability that all four cards are hearts? (b) What is the probability that all four cards are from red suits? (c) What is
the probability that all four cards are from dierent suits?

Solution

(a) For i = 1, 2, 3, 4, let Hi be the event of all random selections of four cards, taken one at a time without replacement, of
which the ith -draw is a heart. What's required here is to evaluate P (H1 ∩ H2 ∩ H3 ∩ H4 ):

P (H1 ∩ H2 ∩ H3 ∩ H4 ) = P (H1 ) · P (H2 |H1 ) · P (H3 |H1 ∩ H2 ) · P (H4 |H1 ∩ H2 ∩ H3 )

1 4 11 10
= · · · ≈ 0.0026.
4 17 50 49

63 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(b) For i = 1, 2, 3, 4, let Ri be the event of all random selections of four cards, taken one at a time without replacement, of
which the ith -draw is a red card. What's required here is to evaluate P (R1 ∩ R2 ∩ R3 ∩ R4 ):

P (R1 ∩ R2 ∩ R3 ∩ R4 ) = P (R1 ) · P (R2 |R1 ) · P (R3 |R1 ∩ R2 ) · P (R4 |R1 ∩ R2 ∩ R3 )

1 25 12 23
= · · · ≈ 0.0552.
2 51 25 49

(c) For i = 1, 2, 3, 4, let Hi , (Di , Si , or Ci ) be the events of all random selections of four cards, taken one at a time without
replacement, of which the ith -draw is a heart (diamond, spade, or club). Hence, the event whose probability is to be
evaluated is the union of all intersections of the form . . .1 ∩ . . .2 ∩ . . .3 ∩ . . .4 , where each . . .i is to be lled with either
H , D, S , or C once. For instance, S1 ∩ H2 ∩ D3 ∩ C4 is the event of all random selections of four cards, taken one at a
time without replacement, of which the 1st -draw is a spade, the 2nd -draw is a heart, the 3rd -draw is a diamond, and the
4th -draw is a club.
Notice that there are 4! = 24 of these intersections, each has same probability of occurring equals (1/4)(13/51)(13/50)(13/49),
and all are mutually exclusive . Therefore, the required probability to evaluate is
 
1 13 13 13
4! × · · · ≈ 0.1055.
4 51 50 49

Example 111. A ball is chosen at random from a bag containing 150 balls that are either red or blue and either dull or
shiny. There are 36 red shiny balls and 54 blue balls. (a) What is the probability of the chosen ball being shiny conditional
on it being red? (b) What is the probability of the chosen ball being dull conditional on it being red?

Solution Here the random experiment is to randomly select a ball from a bag of 150 balls and observe whether it's
either red or blue and it's either shiny or dull. Hence, the sample space has four outcomes:

O1 :The randomly selected ball O2 :The randomly selected ball

is shiny red is dull red
O3 :The randomly selected ball O4 :The randomly selected ball
is shiny blue is dull blue,

and is partitioned in two ways:

=R =B
z }| { z }| {
Sample space = Event of randomly selecting a red ball ∪ Event of randomly selecting a blue ball,

or
Sample space = Event of randomly selecting a shiny ball ∪ Event of randomly selecting a dull ball .
| {z } | {z }
=S =D

Notice that this sample space may also be presented with a two-way table as:

Sample Space Dull Balls Shiny Balls Row Sums

Red Balls ndr 36 36 + ndr
Blue Balls ndb nsb 54
Column Sums ndr + ndb 36 + nsb 150 = ndr + ndb + 36 + nsb = 90 + ndr

which shows there are 60 dull red balls (i.e, ndr = 60.)

(a) Since there are 54 blue balls, there are 150 − 54 = 96 red balls:
=O
z }|1 {
P (S ∩ R) 36/150
P (S|R) = = = 0.375.
P (R) 96/150

64 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(b) According to the property in (3.18):

P (D|R) = 1 − P (S|R) = 1 − 0.375 = 0.625.

Example 112. A car repair is either on time or late and either satisfactory or unsatisfactory. If a repair is made on time,
then there is a probability of 0.85 that it is satisfactory. There is a probability of 0.77 that a repair will be made on time.
(a) What is the probability that a repair is made on time and is satisfactory? (b)What is the probability that a repair is
made on time but is unsatisfactory?

Solution Here the random experiment is to observe whether a car repair is done either on time or late and is either
satisfactory or unsatisfactory, on any day. Hence, the sample space has four outcomes:

O1 :The car repair is done on time O2 :The car repair is done on time
and satisfactory on a day but unsatisfactory on a day
O3 :The car repair is done late O4 :The car repair is done late
but satisfactory on a day and unsatisfactory on a day,

and is partitioned in two ways:

=A =A
z }|1 { z }|2 {
Sample space = Event that a car repair is done on time on a day ∪ Event that a car repair is done late on a day,

or

Sample space = Event that a car repair is satisfactory on a day ∪ Event that a car repair is unsatisfactory on a day .
| {z } | {z }
=B1 =B1

The given assumptions are P (B1 |A1 ) = 0.85 and P (A1 ) = 0.77.
(a)
P (A1 ∩ B1 ) P (A1 ∩ B1 )
0.85 = P (B1 |A1 ) = =
P (A1 ) 0.77
0.6545 = P (A1 ∩ B1 ).

(b)
P (A1 ∩ B2 ) = P (B2 |A1 ) · P (A1 ) Multiplication Rule (3.17)
= (1 − P (B1 |A1 ))P (A1 ) Law of Total Probability (3.18)
= (1 − 0.85)0.77 = 0.1155.

This approach might also be given with the following probability tree diagram:

65 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 113. Suppose that 17 light bulbs in a box of 100 light bulbs are broken and that 3 are selected at random without
replacement taken one at a time. (a) Construct a probability tree for this problem. (b) What is the probability that there
will be no broken light bulbs in the sample? (c) What is the probability that there will be no more than 1 broken light bulb
in the sample?

Solution For i = 1, 2, 3, let Bi (Bic ) be the event of consisting of all randomly selecting a broken (not broken) light bulb
in the i -selection, without replacement, from a box of 100 light bulbs of which 17 are broken.
th

(a)

Here are some observations about this probability tree:

• Since the random experiment contains three stages, this tree has three sections.

• Since (at each stage) the experiment is performed on a sample space (partitioned into two events,) at the end of each
branch (of this tree) there are again two same branches as in the previous stage.

• The probability values (obtained at the end of each branch,) is the probability of occurring the event on that branch
given that the event (on the branch from which is followed) has already occurred.

• Multiplying the probability values along each of the branches gives the probability of intersection of the events on the
followed branches.

• This type of probability tree visualizes the Multiplication Rule.

(b) Here what's required to evaluate is P (B1c ∩ B2c ∩ B3c ):

P (B1c ∩ B2c ∩ B3c ) = P (B1c ) · P (B2c |B1c ) · P (B3c |B1c ∩ B2c )

83 82 81
= · · ≈ 0.5682
100 99 98

66 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) Here what's required to evaluate is:

mutually exclusive
 
z }| {
P := P (B1c ∩ B2c ∩ B3c ) ∪ (B1 ∩ B2c ∩ B3c ) ∪ (B1c ∩ B2 ∩ B3c ) ∪ (B1c ∩ B2c ∩ B3 )

= P (B1c ∩ B2c ∩ B3c ) + P (B1 ∩ B2c ∩ B3c ) + P (B1c ∩ B2 ∩ B3c ) + P (B1c ∩ B2c ∩ B3 )
= P (B1c ) · P (B2c |B1c ) · P (B3c |B1c ∩ B2c ) + P (B1 ) · P (B2c |B1 ) · P (B3c |B1 ∩ B2c )+
+ P (B1c ) · P (B2 |B1c ) · P (B3c |B1c ∩ B2 ) + P (B1c ) · P (B2c |B1c ) · P (B3 |B1c ∩ B2c )
       
83 82 81 17 83 82 83 17 81 83 82 17
= · · + · · + · · + · ·
100 99 98 100 99 98 100 99 98 100 99 98
≈ 0.926.

Example 114. The length, width, and height of a manufactured part are classied as being either within or outside specied
tolerance limits. In a quality inspection 86% of the parts are found to be within the specied tolerance limits for width, but
only 80% of the parts are within the specied tolerance limits for all three dimensions. However, 2% of the parts are within
the specied tolerance limits for width and length but not for height, and 3% of the parts are within the specied tolerance
limits for width and height but not for length. Moreover, 92% of the parts are within the specied tolerance limits for either
width or height, or both of these dimensions. (a) If a part is within the specied tolerance limits for height, what is the
probability that it will also be within the specied tolerance limits for width? (b) If a part is within the specied tolerance
limits for length and width, what is the probability that it will be within the specied tolerance limits for all three dimensions?

Solution Here the random experiment is to randomly select a manufactured part and to measure the three dimensions
in order to classify it as being either within or outside specied tolerance limits. Hence, the sample space has eight outcomes:

O1 :Only the length of a randomly selected O2 :Only the width of a randomly selected
part is within the specified tolerance limits part is within the specified tolerance limits
O3 :Only the height of a randomly selected O4 :Only the width and the length of a randomly selected
part is within the specified tolerance limits part are within the specified tolerance limits
O5 :Only the width and the height of a randomly selected O6 :Only the height and the length of a randomly selected
part are within the specified tolerance limits part are within the specified tolerance limits
O7 :All three dimensions of a randomly selected O8 :None of the three dimensions of a randomly selected
part are within the specified tolerance limits part are within the specified tolerance limits

and is partitioned by the following 8 events:

A0 :The event consists of all parts none of whose Alwh :The event consists of all parts all of whose
dimensions are within the specified tolerance limits dimensions are within the specified tolerance limits
Alw :The event consists of all parts only whose lengths Alh :The event consists of all parts only whose lengths
and widths are within the specified tolerance limits and heights are within the specified tolerance limits
Awh :The event consists of all parts only whose widths Al :The event consists of all parts only whose lengths
and heights are within the specified tolerance limits are within the specified tolerance limits
Aw :The event consists of all parts only whose widths Ah :The event consists of all parts only whose heights
are within the specified tolerance limits are within the specified tolerance limits

Now, the given assumptions are

(i) P (Aw ∪ Alw ∪ Awh ∪ Alwh ) = 0.86 (ii) P (Alwh ) = 0.8

(iii) P (Alw ) = 0.02 (iv) P (Awh ) = 0.03
(v) P (Aw ∪ Alw ∪ Awh ∪ Alwh ∪ Ah ∪ Alh ) = 0.92

67 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(a) What's required in this part is to evaluate P (Aw ∪ Alw ∪ Awh ∪ Alwh |Ah ∪ Alh ∪ Awh ∪ Alwh ):
=0 =0
z }| { z }| {
P (Aw ∪ Alw ∪ Awh ∪ Alwh |Ah ∪ Alh ∪ Awh ∪ Alwh ) = P (Aw |Ah ∪ Alh ∪ Awh ∪ Alwh ) + P (Alw |Ah ∪ Alh ∪ Awh ∪ Alwh ) +
+ P (Awh |Ah ∪ Alh ∪ Awh ∪ Alwh ) + P (Alwh |Ah ∪ Alh ∪ Awh ∪ Alwh ) 3.16
P (Awh ) P (Alwh )
= + 3.14
P (Ah ∪ Alh ∪ Awh ∪ Alwh ) P (Ah ∪ Alh ∪ Awh ∪ Alwh )
P (Awh ) P (Alwh )
= + (v)
0.92 − P (Aw ) − P (Alw ) 0.92 − P (Aw ) − P (Alw )
P (Awh )
= + (i)
0.92 − [0.86 − P (Alw ) − P (Awh ) − P (Alwh )] − P (Alw )
P (Alwh )
+ (i)
0.92 − [0.86 − P (Alw ) − P (Awh ) − P (Alwh )] − P (Alw )
3 80 83
= + = ≈ 93.26%
89 89 89

(b) What's required in this part is to evaluate P (Alwh |Alw ∪ Alwh ):

P (Alwh )
P (Alwh |Alw ∪ Alwh ) = 3.14
P (Alw ∪ Alwh )
P (Alwh )
=
P (Alw ) + P (Alwh )
80
= ≈ 97.56%.
82

Example 115. A gene can be either type A or type B, and it can be either dominant or recessive. If the gene is type B, then
there is a probability of 0.31 that it is dominant. There is also a probability of 0.22 that a gene is type B and it is domi-
nant. (a) What is the probability that a gene is of type A? (b) What is the probability that a gene is of type B and recessive?

Solution Here the random experiment is to randomly select a randomly a gene and to determine whether it's either of
type A or of type B, or it's either dominant or recessive. Hence, the sample space has four outcomes:

O1 :The randomly selected gene O2 :The randomly selected gene

is of type A and dominant is of type A and recessive
O1 :The randomly selected gene O2 :The randomly selected gene
is of type B and dominant is of type B and recessive

and is partitioned in two ways:

:=A :=B
z }| { z }| {
Sample space = Event that consists of all genes of type A ∪ Event that consists of all genes of type B

or
Sample space = Event that consists of all dominant genes ∪ Event that consists of all recessive genes .
| {z } | {z }
:=D :=R

Now, the given assumptions are P (D|B) = 0.31 and P (B ∩ D) = 0.22. Therefore,

(a) P (A) = 1 − P (B) = 1 − PP(B∩D) 0.22

(D|B) = 1 − 0.31 =
9
31 .

(b) P (B ∩ R) = P (B) − P (B ∩ D) = P (B∩D)

P (D|B) − P (B ∩ D) = 0.22
0.31 − 0.22 = 1518
3100 .

This approach might also be given with the following probability tree diagram:

68 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 116. An agricultural research establishment grows vegetables and grades each one as either good or bad for its
taste, good or bad for its size, and good or bad for its appearance. Overall 78% of the vegetables have a good taste. However,
only 69% of the vegetables have both a good taste and a good size. Also, 5% of the vegetables have both a good taste and
a good appearance, but a bad size. Finally, 84% of the vegetables have either a good size or a good appearance. (a) If a
vegetable has a good taste, what is the probability that it also has a good size? (b) If a vegetable has a bad size and a bad
appearance, what is the probability that it has a good taste?

Solution Here the random experiment is to randomly select a vegetable and to grade its taste, size, and appearance as
whether it's good or bad. Hence, the sample space has eight outcomes:

O1 :Only the taste grade of a randomly O2 :Only the size grade of a randomly
selected vegetable is good selected vegetable is good
O3 :Only the size grade of a randomly O4 :Only the taste and the size grade
selected vegetable is good of a randomlyselected vegetable is good
O5 :Only the taste and the appearance grade O6 :Only the size and the appearance grade
of a randomly selected vegetable is good of a randomly selected vegetable is good
O7 :All three grades of a randomly O8 :None of the three grades of a randomly
selected vegetable are good selected vegetable are good

and is partitioned by the following 8 events:

A0 :The event consists of all vegetables Atsa :The event consists of all vegetables
none of whose grades are good all of whose grades are good
Ats :The event consists of all vegetables Ata :The event consists of all vegetables
only whose tastes and sizes are good only whose tastes and appearances are good
Asa :The event consists of all vegetables At :The event consists of all vegetables
only whose sizes and appearances are good only whose tastes are good
As :The event consists of all vegetables Aa :The event consists of all vegetables
only whose sizes are good only whose appearances are good

Now, the given assumptions are

(i) P (At ∪ Ats ∪ Ata ∪ Atsa ) = 0.78 (ii) P (Ats ∪ Atsa ) = 0.69
(iii) P (Ata ) = 0.05 (iv) P (As ∪ Aa ∪ Ats ∪ Ata ∪ Asa ∪ Atsa ) = 0.84

69 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(a) Here what's required is to evaluate P (As ∪ Ats ∪ Asa ∪ Atsa |At ∪ Ats ∪ Ata ∪ Atsa ):
=0 =0
z }| { z }| {
P (As ∪ Ats ∪ Asa ∪ Atsa |At ∪ Ats ∪ Ata ∪ Atsa ) = P (As |At ∪ Ats ∪ Ata ∪ Atsa ) + P (Asa |At ∪ Ats ∪ Ata ∪ Atsa ) +
+ P (Ats ∪ Atsa |At ∪ Ats ∪ Ata ∪ Atsa )
P (Ats ∪ Atsa ) 69
= = ≈ 88.46%.
P (At ∪ Ats ∪ Ata ∪ Atsa ) 78

(b) Here what's required is to evaluate P (At ∪ Ats ∪ Ata ∪ Atsa |At ∪ A0 ):
=0 =0 =0
z }| { z }| { z }| {
P (At ∪ Ats ∪ Ata ∪ Atsa |At ∪ A0 ) = P (At |At ∪ A0 ) + P (Ats |At ∪ A0 ) + P (Ata |At ∪ A0 ) + P (Atsa |At ∪ A0 )
P (At ) P (At )
= =
P (At ∪ A0 ) 1 − P (As ∪ Aa ∪ Ats ∪ Ata ∪ Asa ∪ Atsa )
0.78 − P (Ata ) − P (Ats ∪ Atsa )
=
1 − P (As ∪ Aa ∪ Ats ∪ Ata ∪ Asa ∪ Atsa )
0.78 − 0.05 − 0.69
= = 0.25 ≡ 25%.
1 − 0.84

Example 117. In a reliability test there is a 42% probability that a computer chip survives more than 500 temperature cycles.
If a computer chip does not survive more than 500 temperature cycles, then there is a 73% probability that it was manu-
factured by company A. (a) What is the probability that a computer chip is not manufactured by company A and does not
survive more than 500 temperature cycles? (b) What is the probability that a computer chip is manufactured by company A?

Solution Here the random experiment is to randomly select a computer chip and to observe whether it survives more
than 500 temperature cycles or not, and it's manufactured by company A or not. Hence, the sample space consists of four
outcomes:

O1 :The randomly selected chip survives more than 500 O2 :The randomly selected chip survives more than 500
temp. cycles and is manufactured by company A temp. cycles and is not manufactured by company A
O3 :The randomly selected chip does not survive more than O4 :The randomly selected chip does not survive more than
500 temp. cycles and is manufactured by company A 500 temp. cycles and is not manufactured by company A

and is partitioned in two ways:

:=A :=A
z }| 1 { z }| 2 {
Sample space = Event consists of chips surviving > 500 temp. cycles ∪ Event consists of chips surviving ≤ 500 temp. cycles

or

Sample space = Event consists of chips manufactured by company A ∪ Event consists of chips not manufactured by company A .
| {z } | {z }
:=B1 :=B2

Now, the given assumptions are P (A1 ) = 0.42 and P (B1 |A2 ) = 0.73, but what's required here is to evaluate P (B2 ∩ A2 ):

P (B2 ∩ A2 ) = P (B2 |A2 ) · P (A2 ) (3.17)

= [1 − P (B1 |A2 )] [1 − P (A1 )] (3.18) and (3.5)
= (1 − 0.73)(1 − 0.42) = 0.1566 ≡ 15.66%.

This approach might also be given with the following probability tree diagram:

70 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 118. Suppose it is known that 1% of the population suers from a particular disease. A blood test has a 97%
chance of identifying the disease for diseased individuals (i.e., true-positive result), but also has a 6% chance of falsely indi-
cating that a healthy person has the disease (i.e., false-positive results). (a) What is the probability that a person will have
a positive blood test? (b) If your blood test is positive, what is the chance that you have the disease? (c) If your blood test
is negative, what is the chance that you do not have the disease?

Solution Here the random experiment is to perform a blood test on a randomly selected individual, from a certain
population of which 1% suering from a particular disease, and to observe that the test result is positive or negative. Hence,
the sample space consists of all the population individuals labeled with their blood test results to be either true-positive,
true-negative, false-positive, or false-negative.
Let

D :The event consists of all Dc :The event consists of all

the diseased individuals the diseaed − free individuals.

Notice that the sample space is partitioned with the events D and Dc . Now, let

R+ :The event consists of all individuals whose blood test results are positive

be an observed or a new event in the sample space. Notice that R+

c
is the event consists of all individuals whose blood test
results are negative.
The given information in the problem can now be expressed in terms of probability as

P (D) = 0.01, P (R+ |D) = 0.97, and P (R+ |Dc ) = 0.06.

Notice that P (R+ |D) = 0.97 shows how accurate the blood test is and P (R+ |Dc ) = 0.06 shows an estimation of error of the
test.
(a) Here the probability to be evaluated is P (R+ ): According to the Law of Total Probability in (3.19), we have
P (R+ ) = P (D) · P (R+ |D) + P (Dc ) · P (R+ |Dc )
= 0.01 · 0.97 + (1 − 0.01)0.06 = 0.0691.

(b) Here the probability to be evaluated is P (D|R+ ) (i.e, probability of observing a true-positive blood test): According to
the Bayes' Theorem in (3.20), we have

P (D) · P (R+ |D)

P (D|R+ ) =
P (D) · P (R+ |D) + P (Dc ) · P (R+ |Dc )
| {z }
=P (R+ )
0.01 · 0.97
= ≈ 0.1404,
0.0691

71 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

which states that only about 14% of the individuals, whose blood test results are positive, have the disease, or equivalently,
about 86% of the individuals, whose blood test results are positive, are disease-free. The reason that a large proportion
of those whose blood test results are positive, are actually disease-free is that the disease is almost rareonly 1% of the
population has it. Because many diseases are rare, it is the case for many medical tests that most positives are false
positives, even when the test is fairly accurate. For this reason, when a test comes out positive, a second test is usually
given before a rm diagnosis is made.
(c) Here the probability to be evaluated is P (Dc |R+
c
) (i.e, probability of observing a true-negative blood test): According
to the Bayes' Theorem in (3.20), we have
=1−P (R+ |D c )
z }| {
c
c c P (Dc ) · P (R+ |Dc )
P (D |R+ ) = c
P (D) · P (R+ |D) + P (Dc ) · P (R+
c
|Dc )
| {z }
c )=1−P (R )
=P (R+ +

(1 − 0.01)(1 − 0.06)
= ≈ 0.9997.
1 − 0.0691

Consequently, we have
Posterior Probabilities
Partitioning Prior New/Observed Complement of New/Observed
Events Probabilities Event R+ Event R+
c
c
P (D)P (R+ |D) c P (D)P (R+ |D)
D P (D) = 0.01 P (D|R+ ) = P (R+ ) P (D|R+ )= P (R+c )

P (D c )P (R+ |D c )
c c
P (D )P (R+ |D c )
Dc P (Dc ) = 0.99 c
P (D |R+ ) = P (R+ ) P (Dc |R+c
)= P (R+c )

D ∪ Dc = S P (D) + P (Dc ) = 1 P (D|R+ ) + P (Dc |R+ ) = 1 c c c

P (D|R+ ) + P (D |R+ ) = 1
where P (R+ ) = P (D) · P (R+ |D) + P (Dc ) · P (R+ |Dc ). This approach might also be given with the following probability tree
diagram:

Example 119. Bag A contains 3 red balls and 7 blue balls. Bag B contains 8 red balls and 4 blue balls. Bag C contains 5
red balls and 11 blue balls. A bag is chosen at random, with each bag being equally likely to be chosen, and then a ball is
chosen at random from that bag. Calculate the probabilities: (a) A red ball is chosen. (b) A blue ball is chosen. (c) A red
ball from bag B is chosen. (d) If it is known that a red ball is chosen, what is the probability that it comes from bag A? (e)
If it is known that a blue ball is chosen, what is the probability that it comes from bag B?

72 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Solution Here the random experiment is to randomly select a bag and then to randomly select a ball from it and to
observe its color. Hence, the sample space consists of equally likely outcomes which are all red and blue balls in the bags.
Let

A :The event of selecting B :The event of selecting C :The event of selecting

bag A bag B bag C.

Notice that the events A, B , and C partition the sample space. Now, let

R :The event consists of all red balls, or selecting a red ball

be an observed or a new event in the sample space. Notice that Rc is the event consists of all blue balls, or selecting a blue
ball.
Based on the given information the prior probabilities are
1 1 1
P (A) = , P (B) = , and P (C) = ,
3 3 3
and the revised probabilities of the observed/new event conditioned upon the partitioning events are
3 8 2 5
P (R|A) = , P (R|B) = = , and P (R|C) = .
10 12 3 16
(a) Here the probability to be evaluated is P (R): According to the Law of Total Probability in (3.19), we have
P (R) = P (A) · P (R|A) + P (B) · P (R|B) + P (C) · P (R|C)
     
1 3 1 2 1 5
= · + · + ·
3 10 3 3 3 16
307
= ≈ 0.4264.
720

(b) Here the probability to be evaluated is P (Rc ):

307 413
P (Rc ) = 1 − P (R) = 1 − = ≈ 0.5736.
720 720

(c) Here the probability to be evaluated is P (R|B): which we already know.

(d) Here the probability to be evaluated is P (A|R): According to the Bayes' Theorem in (3.20), we have
P (A) · P (R|A)
P (A|R) =
P (A) · P (R|A) + P (B) · P (R|B) + P (C) · P (R|C)
| {z }
=P (R)

(1/3)(3/10) 72
= = ≈ 0.2345.
307/720 307

(e) Here the probability to be evaluated is P (B|Rc ): According to the Bayes' Theorem in (3.20), we have
=1−P (R|B)
z }| {
P (B) · P (Rc |B)
P (B|Rc ) =
P (A) · P (R |A) + P (B) · P (Rc |B) + P (C) · P (Rc |C)
c
| {z }
=P (Rc )=1−P (R)

(1/3)[1 − (2/3)] 80
= = ≈ 0.1937.
413/720 413

This approach might also be given with the following probability tree diagram:

73 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 120. An island has three species of bird. Species 1 accounts for 45% of the birds, of which 10% have been tagged.
Species 2 accounts for 38% of the birds, of which 15% have been tagged. Species 3 accounts for 17% of the birds, of which
50% have been tagged. If a tagged bird is observed, what are the probabilities that it is of (a) species 1, (b) of species 2,
and (c) of species 3?

Solution Here the random experiment is to observe whether a bird, in the island, is tagged. Hence, the sample space
consists of all tagged or untagged birds in the island.
Let

A1 :The event of observing A2 :The event of observing A3 :The event of observing

a bird of species 1 a bird of species 2 a bird of species 3.

Notice that the events A1 , A2 , and A3 partition the sample space. Now, let

T :The event of observing a tagged bird

be an observed or a new event in the sample space. Notice that T c is the event of observing an untagged bird.
Based on the given information the prior probabilities are

P (A1 ) = 0.45, P (A2 ) = 0.38, and P (A3 ) = 0.17,

and the revised probabilities of the observed/new event conditioned upon the partitioning events are

P (T |A1 ) = 0.1, P (T |A2 ) = 0.15, and P (T |A3 ) = 0.5.

(a) Here the probability to be evaluated is P (A1 |T ): According to the Bayes' Theorem in (3.20), we have
P (A1 ) · P (T |A1 )
P (A1 |T ) =
P (A1 ) · P (T |A1 ) + P (A2 ) · P (T |A2 ) + P (A3 ) · P (T |A3 )
0.45 · 0.1
=
0.45 · 0.1 + 0.38 · 0.15 + 0.17 · 0.5
0.045
= ≈ 0.2406 ≡ 24.06%.
0.187

(b) Here the probability to be evaluated is P (A2 |T ): According to the Bayes' Theorem in (3.20), we have
P (A2 ) · P (T |A2 )
P (A2 |T ) =
P (A1 ) · P (T |A1 ) + P (A2 ) · P (T |A2 ) + P (A3 ) · P (T |A3 )
0.38 · 0.15
=
0.45 · 0.1 + 0.38 · 0.15 + 0.17 · 0.5
0.057
= ≈ 0.3048 ≡ 30.48%.
0.187

74 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) Here the probability to be evaluated is P (A3 |T ): According to the Bayes' Theorem in (3.20), we have
P (A3 ) · P (T |A3 )
P (A3 |T ) =
P (A1 ) · P (T |A1 ) + P (A2 ) · P (T |A2 ) + P (A3 ) · P (T |A3 )
0.17 · 0.5
=
0.45 · 0.1 + 0.38 · 0.15 + 0.17 · 0.5
0.085
= ≈ 0.4545 ≡ 45.45%.
0.187

This approach might also be given with the following probability tree diagram:

Example 121. After production, an electrical circuit is given a quality score of A, B, C, or D. Over a certain period of time,
77% of the circuits were given a quality score A, 11% were given a quality score B, 7% were given a quality score C, and 5%
were given a quality score D. Furthermore, it was found that 2% of the circuits given a quality score A eventually failed, and
the failure rate was 10% for circuits given a quality score B, 14% for circuits given a quality score C, and 25% for circuits
given a quality score D. (a) If a circuit failed, what is the probability that it had received a quality score either C or D? (b)
If a circuit did not fail, what is the probability that it had received a quality score A?

Solution Here the random experiment is to randomly select a produced electrical circuit and to observe/check either
its given quality score and whether it's failed. Hence, the sample space consists of all produced electrical circuits with given
quality scores as A, B, C, or D.
Let

A :The event of selecting/obseving an electrical B :The event of selecting/obseving an electrical

circuit with quality score A circuit with quality score B
C :The event of selecting/obseving an electrical D :The event of selecting/obseving an electrical
circuit with quality score C circuit with quality score D

Notice that the events A, B , C and D partition the sample space. Now, let

F :The event of observing/selecting a failed electrical circuit

be an observed or a new event in the sample space.

Based on the given information the prior probabilities are

P (A) = 0.77, P (B) = 0.11, P (C) = 0.07, and P (D) = 0.05,

and the revised probabilities of the observed/new event conditioned upon the partitioning events are

P (F |A) = 0.02, P (F |B) = 0.1, P (F |C) = 0.14 and P (F |D) = 0.25.

75 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(a) Here the probability to be evaluated is P (C ∪ D|F ):

P (C ∪ D|F ) = P (C|F ) + P (D|F ) C and D are mutually exclusive
P (C) · P (F |C)
= +
P (A) · P (F |A) + P (B) · P (F |B) + P (C) · P (F |C) + P (D) · P (F |D)
P (D) · P (F |D)
+ Bayes0 Theorem
P (A) · P (F |A) + P (B) · P (F |B) + P (C) · P (F |C) + P (D) · P (F |D)
0.07 · 0.14
= +
0.77 · 0.02 + 0.11 · 0.1 + 0.07 · 0.14 + 0.05 · 0.25
0.05 · 0.25
+
0.77 · 0.02 + 0.11 · 0.1 + 0.07 · 0.14 + 0.05 · 0.25
0.0098 0.0125 0.0223
= + = ≈ 0.4579 ≡ 45.79%.
0.0487 0.0487 0.0487

(b) Here the probability to be evaluated is P (A|F c ):

=1−P (F |A)
z }| {
P (A) · P (F c |A)
P (A|F c ) = Bayes0 Theorem
P (A) · P (F |A) +P (B) · P (F |B) +P (C) · P (F c |C) +P (D) · P (F c |D)
c c
| {z } | {z } | {z } | {z }
=1−P (F |A) =1−P (F |B) =1−P (F |C) =1−P (F |D)
0.77 · 0.98
=
0.77 · 0.98 + 0.11 · 0.9 + 0.07 · 0.86 + 0.05 · 0.75
0.7546
= ≈ 0.7932 ≡ 79.32%.
0.9513

This approach might also be given with the following probability tree diagram:

Example 122. The weather on a particular day is classied as either cold, warm, or hot. There is a probability of 0.15
that it is cold and a probability of 0.25 that it is warm. In addition, on each day it may either rain or not rain. On cold
days there is a probability of 0.30 that it will rain, on warm days there is a probability of 0.40 that it will rain, and on hot
days there is a probability of 0.50 that it will rain. If it is not raining on a particular day, what is the probability that it is cold?

Solution Here the random experiment is to observe whether it rains on a particular day which may be either cold, warm,
or hot. Hence, the sample space consists of all weather conditions (whether either being hot, cold, or warm and wither being

76 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

rainy or not) on a particular day.

Let

H :The event of obseving a hot W :The event of obseving a warm C :The event of obseving a cold
weather on a particular day weather on a particular day weather on a particular day

Notice that the events H , W , C partition the sample space. Now, let

R :The event of observing rain on a particular day

be an observed or a new event in the sample space.

Based on the given information the prior probabilities are

P (C) = 0.15, and P (W ) = 0.25.

and the revised probabilities of the observed/new event conditioned upon the partitioning events are

P (R|C) = 0.3, P (R|W ) = 0.4, and P (R|H) = 0.5.

Here the probability to be evaluated is P (C|Rc ):

=1−P (R|C)
z }| {
P (C) · P (Rc |C)
c
P (C|R ) = Bayes0 Theorem
P (C) · P (Rc |C) + P (H) · P (Rc |H) +P (W ) · P (Rc |W )
| {z } | {z } | {z } | {z }
=1−P (R|C) =1−P (C)−P (W ) =1−P (R|H) =1−P (R|W )

0.15 · (1 − 0.3)
=
0.15 · (1 − 0.3) + (1 − 0.15 − 0.25)(1 − 0.5) + 0.25 · (1 − 0.4)
0.105
= ≈ 0.1892 ≡ 18.92%.
0.555

This approach might also be given with the following probability tree diagram:

77 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Independent Events: Probabilistic (Stochastic) Independence

Definition Independent Events

ˆ Two events of a sample space are said to be probabilistically/stochastically independent if the probability
of occurring one of the events remains the same whether or not the event occurs. In other words, knowledge of
the occurrence (or lack of occurrence) of one of the events does not aect the probability of the other event.

+ As a special case, if either P (A) = 0 or P (B) = 0, then A and B are independent.

ˆ A collection of events A1 , A2 , . . . , An , of a sample space, are said to be independent if the probability of each
remains the same no matter which one/ones of the remaining occurs/occur.

+ If some events are not independent, they are said to be dependent.

Proposition

ˆ Let A and B be two events of a sample space, such that P (A), P (B) > 0. Then,

 P (A|B) = P (A)

 or


A and B are independent ⇐⇒ P (B|A) = P (B) .
or




P (A ∩ B) = P (A) · P (B)


+ Notice that these three conditions are equivalent .

ˆ Let A1 , A2 , . . . , An be events of a sample space. A1 , A2 , . . . , An are independent if and only if for every sub-
collection {j1 , j2 , . . . , jm } of {1, 2, . . . , n},

P (Aj1 ∩ Aj2 ∩ · · · ∩ Ajm ) = P (Aj1 ) · P (Aj2 ) · · · · · P (Ajm ) .

| {z }
M ultiplication Rule f or Independent Events

Notice that

+ if the events A1 , A2 , . . . , An are independent, then every sub-collection of them is also independent .
+

if the events A1 , A2 , . . . , An are independent, then P (A1 ∩ A2 ∩ · · · ∩ An ) = P (A1 ) · P (A2 ) · · · · · P (An ).

+ But, P (A1 ∩ A2 ∩ · · · ∩ An ) = P (A1 ) · P (A2 ) · · · · · P (An ) doesn't imply that A1 , A2 , . . . , An are independent .

+ Distinguishing mutually exclusive from independent: Although the mutually exclusive property and the inde-
pendence property are quite dierent, in practice it can be dicult to distinguish them. The following diagram can
help you to determine whether two events are mutually exclusive, independent, or neither:

78 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Important Remark Sampling vs. Independence/Dependence

Assume there's a random experiment, which can be modelled as to sample from a population and
whose objective is to observe certain object(s) from the population in the selected sample. Let the
population and sample sizes are denoted by N and n, respectively .

If

+ sampling is done with replacement, the sampled items are independent .

+ sampling is done without replacement and if n < 0.05N , the sampled items may be treated as independent .

+ sampling is done without replacement and if n > 0.05N , the sampled items cannot be treated as independent .

Example 123. A box contains two cards marked with a "0" and two cards marked with a "1". Two cards will be sampled
without replacement from this population.
a. What is the probability of drawing a 1 on the second draw given that the rst draw is a 0?
b. What is the probability of drawing a 1 on the second draw given that the rst draw is a 1?
c. Are the rst and second draws independent?
Solution Here, the random experiment is to randomly select two cards one at a time without replacement (from a
population consists of four cards, a pair marked with 0's and another pair marked with 1's) and to observe if each one is
marked 0 or 1. Notice that the sample space consists of C(4; 1) × C(3; 1) = 12 sample points.
Now, let's denote by F0 and S0 the events of drawing 0 on the rst and second draws respectively, and by F1 and S1 the
events of drawing 1 on the rst and second draws, respectively.
a.
C(2;1)×C(2;1)
P (S1 ∩ F0 ) C(4;1)×C(3;1) C(2; 1) 2
P (S1 |F0 ) = = C(2;1)×C(3;1)
= = .
P (F0 ) C(3; 1) 3
C(4;1)×C(3;1)

b.
C(2;1)×C(1;1)
P (S1 ∩ F1 ) C(4;1)×C(3;1) C(1; 1) 1
P (S1 |F1 ) = = C(2;1)×C(3;1)
= = .
P (F1 ) C(3; 1) 3
C(4;1)×C(3;1)

c. Since
C(2; 1) × C(2; 1) C(2; 1) × C(1; 1) 1 1 1
P (S1 ) = P (S1 ∩ F0 ) + P (S1 ∩ F1 ) = + = + = ,
C(4; 1) × C(3; 1) C(4; 1) × C(3; 1) 3 6 2
according to a. and b., we have
P (S1 |F0 ), P (S1 |F1 ) 6= P (S1 ).
Hence, the rst and the second draws are dependent; otherwise, P (S1 ) should be equal to both P (S1 |F0 ) and P (S1 |F1 ).

79 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 124. Two items will be sampled with replacement from the population in Example 123. a. Does the probabil-
ity of drawing a 1 on the second draw depend on the outcome of the rst draw? b. Are the rst and second draws independent?

Solution Here, the random experiment is to randomly select two cards one at a time with replacement (from a population
consists of four cards, a pair marked with 0's and another pair marked with 1's) and to observe if each one is marked 0 or 1.
Notice that the sample space consists of C(4; 1) × C(4; 1) = 16 sample points.
a. To answer the rst question, let's rst evaluate the probability of drawing a 1 on the second draw given that the rst
draw is either 0 or 1; that is
C(2;1)×C(2;1)
P (S1 ∩ F0 ) C(4;1)×C(4;1) C(2; 1) 1
P (S1 |F0 ) = = C(2;1)×C(4;1)
= = ,
P (F0 ) C(4; 1) 2
C(4;1)×C(4;1)

and
C(2;1)×C(2;1)
P (S1 ∩ F1 ) C(4;1)×C(4;1) C(2; 1) 1
P (S1 |F1 ) = = C(2;1)×C(4;1)
= = .
P (F1 ) C(4; 1) 2
C(4;1)×C(4;1)
Now, since
C(2; 1) × C(2; 1) C(2; 1) × C(2; 1) 1 1 1
P (S1 ) = P (S1 ∩ F0 ) + P (S1 ∩ F1 ) = + = + = ,
C(4; 1) × C(4; 1) C(4; 1) × C(4; 1) 4 4 2
P (S1 ) = P (S1 |F0 ) and P (S1 ) = P (S1 |F1 ), which implies the probability of drawing a 1 on the second draw does not
depend on the outcome of the rst draw.
b. If you also compute P (S0 |F0 ), P (S0 |F1 ), and P (S0 ), you'll see that P (S0 ) = P (S0 |F0 ) and P (S0 ) = P (S0 |F1 ). Therefore,
the rst and second draws are independent.

Example 125. Let's assume the box, in Example 123, contains 1000 cards marked with a "0" and 1000 cards marked with
a "1". Two cards will be sampled without replacement from this population.
a. What is the probability of drawing a 1 on the second draw given that the rst draw is a 0?
b. What is the probability of drawing a 1 on the second draw given that the rst draw is a 1?
c. Are the rst and second draws independent? Are they approximately independent?
Solution Here, the random experiment is to randomly select two cards one at a time without replacement (from a population
consists of 2000 cards, half of them marked with 0's and the other half marked with 1's) and to observe if each one is marked
0 or 1. Notice that the sample space consists of C(2000; 1) × C(1999; 1) = 3, 998, 000 sample points.
a.
C(1000;1)×C(1000;1)
P (S1 ∩ F0 ) C(2000;1)×C(1999;1) C(1000; 1) 1000
P (S1 |F0 ) = = C(1000;1)×C(1999;1)
= = ≈ 0.50025.
P (F0 ) C(1999; 1) 1999
C(2000;1)×C(1999;1)

b.
C(1000;1)×C(999;1)
P (S1 ∩ F1 ) C(2000;1)×C(1999;1) C(999; 1) 999
P (S1 |F1 ) = = C(1000;1)×C(1999;1)
= = ≈ 0.49975.
P (F1 ) C(1999; 1) 1999
C(2000;1)×C(1999;1)

c. Since
C(1000; 1) × C(1000; 1) C(1000; 1) × C(999; 1) 500 999 1
P (S1 ) = P (S1 ∩ F0 ) + P (S1 ∩ F1 ) = + = + = ,
C(2000; 1) × C(1999; 1) C(2000; 1) × C(1999; 1) 1999 3998 2
according to a. and b., we have
P (S1 |F0 ), P (S1 |F1 ) 6= P (S1 ).
Hence, the rst and the second draws are dependent; otherwise, P (S1 ) should be equal to both P (S1 |F0 ) and P (S1 |F1 ).
However, because the dierence in the probabilities is so small (0.50025 versus 0.49975), the draws are approximately
independent. In practice, it would be appropriate to treat the two draws as independent.

80 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 126. Show that if the events A and B are independent events, then so are the following events:

(a) Ac and B (b) A and B c (c) Ac and B c

Solution Since P (A|B) = P (A), P (B|A) = P (B), and P (A ∩ B) = P (A) · P (B),

(a)  
=P (Ac )
z }| {
P (Ac ∩ B) = P (B) − P (A ∩ B) = P (B) − P (A) · P (B) = P (B) 1 − P (A) = P (B) · P (Ac ).
 

Therefore, Ac and B are independent.

(b)  
=P (B c )
z }| {
P (A ∩ B c ) = P (A) − P (A ∩ B) = P (A) − P (A) · P (B) = P (A) 1 − P (B) = P (A) · P (B c ).
 

Therefore, A and B c are independent.

(c)
=P (A)·P (B)
z }| {
c c
P (A ∩ B ) = 1 − P (A ∪ B) = 1 − P (A) − P (B) + P (A ∩ B)
= 1 − P (A) − P (B) [1 − P (A)] = [1 − P (A)] [1 − P (B)]
= P (Ac ) · P (B c ).

Therefore, Ac and B c are independent.

+ Generalization of Example 126: If a nite collection of events of a sample space are independent, so are

• any collection consists of the complement of one of those events and the remaining of them ,

• any collection consists of the complement of two of those events and the remaining of them ,

• any collection consists of the complement of three of those events and the remaining of them ,

..
.

• the collection consists of the complement of all of those events .

Example 127. Let A and B be two events dened on a sample space. Assume P (A) = 1/4, P (A ∪ B) = 1/3, and P (B) = p:
(a) If A and B are mutually exclusive, evaluate p. (b) If A and B are independent, evaluate p. (c) Evaluate p so that A ⊆ B .

Solution

(a)
P (A ∪ B) = P (A) + P (B)
1 1
= +p
3 4
1
= p.
12

81 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(b)
P (A ∩ B) = P (A) · P (B)
P (A) + P (B) − P (A ∪ B) = P (A) · P (B)
1 1 1
+p− = ·p
4 3 4
3 1
p=
4 12
1
p= .
9
(c) A necessary condition for A to be a subset of B is P (A ∪ B) = P (B) = 1/3. Hence,
P (A ∪ B) = P (B)
1
= p.
3

Example 128. Refer to Example 106, let E1 be the event that the wafer comes from Lot A, and let E2 be the event that
the wafer is conforming. Are E1 and E2 independent? Explain.

Solution Since
88 + 12 1 88 + 165 + 260 513 88
P (E1 ) = = P (E2 ) = = = 0.855 P (E1 ∩ E2 ) = ≈ 0.1467,
600 6 600 600 600
we have P (E1 )·P (E2 ) = 0.1425 which diers from P (E1 ∩E2 ). Therefore, theoretically these two events are not independent.
But, because their dierence is very small, we consider them independent in practice.

Example 129. Suppose that n components are available, and that each component has a probability of 0.90 of operating
correctly, independent of the other components. What value of n is needed so that there is a probability of at least 0.995
that at least one component operates correctly?

Solution Here the random experiment is to check and observe the status of each of those n components functioning
independently, whether it operates correctly. Notice that the sample space has 2n sample points. Letting
Ci : The event consists of those sample points in which the ith component operates correctly,
for i = 1, . . . , n. Notice that since Ci 's are independent, Cic 's are independent too. Hence, the given assumptions may be
written as P (Ci ) = 0.9 and it's required to nd n such that
P (At least one of the n components operates correctly) ≥ 0.995.
Accordingly, we have
0.995 ≤ P (At least one of the n components operates correctly)
0.995 ≤ 1 − P (None of the n components operates correctly)
n
!
\
0.995 ≤ 1 − P Cic = 1 − [P (C1c ) ∩ P (C2c ∩ · · · ∩ P (Cnc ))]
i=1
0.995 ≤ 1 − [P (C1c ) × P (C2c ) × · · · × P (Cnc )]
0.995 ≤ 1 − (1 − 0.9)n
0.1n ≤ 0.005
ln 0.005
n≥ ≈ 2.3.
ln 0.1
Therefore, the minimum number of components needed to satisfy the requirement is 3.

82 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 130. Two cards are chosen randomly from a pack of 52 cards without replacement taken one at a time. Are the
following events independent? (a) (i) The rst card is a picture card, (ii) the second card is a picture card. (b) (i) The
rst card is a heart, (ii) the second card is a picture card. (c) (i) The rst card is from a red suit, (ii) the second card is
from a red suit. (d) (i) The rst card is a picture card, (ii) the second card is from a red suit. (e) (i) The rst card is a red
picture card, (ii) the second card is a heart.

Solution Here the sample space consists of all random selections of two cards, taken one at a time without replacement,
from a pack of 52 cards.
(a) For i = 1, 2, let Pi be the event consists of all random selections of two cards, taken one at a time without replacement,
of which the ith -draw is a picture card. Hence,
3 3 11
P (P1 ) = , P (P2 ) = , P (P1 ∩ P2 ) = .
13 13 221
Therefore,
3 3 9 11
P (P1 ) · P (P2 ) = · = 6= = P (P1 ∩ P2 ),
13 13 169 221
which means P1 and P2 are not independent.
(b) Let H1 (and P2 ) be the event consists of all random selections of two cards, taken one at a time without replacement,
of which the 1st -draw is a heart (of which the 2nd -draw is a picture card). Hence,
1 3 3
P (H1 ) = , P (P2 ) = , P (H1 ∩ P2 ) =
4 13 52
Therefore,
1 3 3
P (H1 ) · P (P2 ) = · = = P (H1 ∩ P2 ),
4 13 52
which means H1 and P2 are independent.
(c) For i = 1, 2, let Ri be the event consists of all random selections of two cards, taken one at a time without replacement,
of which the ith -draw is a red card. Hence,
1 1 25
P (R1 ) = , P (R2 ) = , P (R1 ∩ R2 ) =
2 2 102
Therefore,
1 1 1 25
P (R1 ) · P (R2 ) = · = 6= = P (R1 ∩ R2 ),
2 2 4 102
which means R1 and R2 are not independent.
(d) Let P1 (and R2 ) be the event consists of all random selections of two cards, taken one at a time without replacement, of
which the 1st -draw is a picture card (of which the 2nd -draw is a red card). Hence,
3 1 3
P (P1 ) = , P (R2 ) = , P (P1 ∩ R2 ) =
13 2 26
Therefore,
3 1 3
P (P1 ) · P (R2 ) = · = = P (P1 ∩ R2 ),
13 2 26
which means P1 and R2 are independent.
(e) Let RP1 (and H2 ) be the event consists of all random selections of two cards, taken one at a time without replacement,
of which the 1st -draw is a red picture card (of which the 2nd -draw is a heart). Hence,
3 1 25
P (RP1 ) = , P (H2 ) = , P (RP1 ∩ H2 ) =
26 4 884
Therefore,
3 1 3 25
P (RP1 ) · P (H2 ) = · = 6= = P (RP1 ∩ H2 ),
26 4 104 884
which means RP1 and H2 are not independent.

83 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Example 131. Repeat Example 109, except that the second drawing is made with replacement taken one at a time.

Solution Since the second draw is done after replacing the rst one in the same deck, the second draw is independent
from the rst draw. Hence, we have
(a) For i = 1, 2, letting Pi be the event of randomly selecting a picture card, in the ith -draw, from a deck of 52 cards, what's
required here is to evaluate P (P1 ∩ P2 ):

P (P1 ∩ P2 ) = P (P1 ) · P (P2 ) Independent Events Property

12 12
= · ≈ 0.0533.
52 52

(b) For i = 1, 2, letting Ri be the event of randomly selecting a picture card, in the ith -draw, from a deck of 52 cards, what's
required here is to evaluate P (R1 ∩ R2 ):

P (R1 ∩ R2 ) = P (R1 ) · P (R2 )

26 26
= · = 0.25.
52 52

(c) For i = 1, 2, letting Ri (Bi ) be the event of randomly selecting a red (black) card, in the ith -draw, from a deck of 52
cards, What's required here is to evaluate P [(R1 ∩ B2 ) ∪ (B1 ∩ R2 )]:
mutually exclusive
 
z }| {
P (R1 ∩ B2 ) ∪ (B1 ∩ R2 ) = P (R1 ∩ B2 ) + P (B1 ∩ R2 )

= [P (R1 ) · P (B2 )] + [P (B1 ) · P (R2 )]

   
26 26 26 26
= · + · = 0.5.
52 52 52 52

Example 132. Repeat Example 110, except that the drawings, taken one at a time, are made with replacement. Compare
your answers with those from Example 110.

Solution Since each of the second, third, and fourth draws is done after replacing the rst, second, and third draw,
respectively, in the same deck, draws are independent. Hence, we have
(a) For i = 1, 2, 3, 4, let Hi be the event of all random selections of four cards, taken one at a time with replacement, of
which the ith -draw is a heart. What's required here is to evaluate P (H1 ∩ H2 ∩ H3 ∩ H4 ):

P (H1 ∩ H2 ∩ H3 ∩ H4 ) = P (H1 ) · P (H2 ) · P (H3 ) · P (H4 )

13 13 13 13
= · · · ≈ 0.0039.
52 52 52 52

(b) For i = 1, 2, 3, 4, let Ri be the event of all random selections of four cards, taken one at a time with replacement, of
which the ith -draw is a red card. What's required here is to evaluate P (R1 ∩ R2 ∩ R3 ∩ R4 ):

P (R1 ∩ R2 ∩ R3 ∩ R4 ) = P (R1 ) · P (R2 ) · P (R3 ) · P (R4 )

26 26 26 26
= · · · = 0.0625.
52 52 52 52

(c) For i = 1, 2, 3, 4, let Hi , (Di , Si , or Ci ) be the events of all random selections of four cards, taken one at a time with
replacement, of which the ith -draw is a heart (diamond, spade, or club). Hence, the event whose probability is to be
evaluated is the union of all intersections of the form 1 ∩ 2 ∩ 3 ∩ 4 , where each i is to be lled with either H , D, S , or C

84 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

once. For instance, S1 ∩H2 ∩D3 ∩C4 which is the event of all random selections of four cards, taken one at a time with re-
placement, of which the 1st -draw is a spade, the 2nd -draw is a heart, the 3rd -draw is a diamond, and the 4th -draw is a club.
Notice that there are 4! = 24 of these intersections, each has same probability of occurring equals (13/52)(13/52)(13/52)(13/52),
and all are mutually exclusive. Therefore, the required probability to evaluate is
 4
13
4! × = 0.09375.
52

Example 133. A system consists of four components connected as shown in the following diagram:

Assume A, B, C, and D function independently. If the probabilities that A, B, C, and D fail are 0.10, 0.05, 0.10, and 0.20,
respectively, what is the probability that the system functions?

Solution Here the random experiment is to randomly check the status of each component (and, in turn, whether the
system functions or not) at any particular time. Notice that the sample space has 16 sample points. Letting

A := The event that component A functions B := The event that component B functions
C := The event that component C functions D := The event that component D functions

the events Ac , B c , C c and Dc are the events that components A, B, C, and D don't function, respectively, and the given
assumptions may be written as

P (Ac ) = 0.10 P (B c ) = 0.05 P (C c ) = 0.10 P (Dc ) = 0.20

and the required probability is

=P (C)·P (D)
z }| {
=P (C)+P (D)−P (C ∩ D)
 
=P (A)·P (B) =(A∩B∩C)∪(A∩B∩D)
z }| { z }| { z }| {
P [(A ∩ B) ∪ (C ∪ D)] = P (A ∩ B) + P (C ∪ D) −P  (A ∩ B) ∩ (C ∪ D) 
 

= P (A) · P (B) + P (C) + P (D) − P (C) · P (D) − P (A ∩ B ∩ C) − P (A ∩ B ∩ D) + P (A ∩ B ∩ C ∩ D)

| {z } | {z } | {z }
=P (A)·P (B)·P (C) =P (A)·P (B)·P (D) =P (A)·P (B)·P (C)·P (D)

= P (A) · P (B) + [1 − P (A) · P (B)] [P (C) + P (D) − P (C) · P (D)]

= (1 − 0.1)(1 − 0.05) + [1 − (1 − 0.1)(1 − 0.05)] [(1 − 0.1) + (1 − 0.2) − (1 − 0.1)(1 − 0.2)]
= 0.9971.

Example 134. A system consists of four components, connected as shown in the diagram:

85 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Suppose that the components function independently, and that the probabilities of failure are 0.05 for A, 0.03 for B, 0.07 for
C, and 0.14 for D. Find the probability that the system functions.

Solution Here the random experiment is to randomly check the status of each component (and, in turn, whether the
system functions or not) at any particular time. Notice that the sample space has 16 sample points. Letting
A := The event that component A functions B := The event that component B functions
C := The event that component C functions D := The event that component D functions
the events Ac , B c , C c and Dc are the events that components A, B, C, and D don't function, respectively, and the given
assumptions may be written as
P (Ac ) = 0.05 P (B c ) = 0.03 P (C c ) = 0.07 P (Dc ) = 0.14
and the required probability is
P [A ∩ B ∩ (C ∪ D)] = P [(A ∩ B ∩ C) ∪ (A ∩ B ∩ D)]
= P (A ∩ B ∩ C) + P (A ∩ B ∩ D) − P (A ∩ B ∩ C ∩ D)
= P (A)P (B)P (C) + P (A)P (B)P (D) − P (A)P (B)P (C)P (D)
= P (A)P (B) [P (C) + P (D) − P (C)P (D)]
= (1 − 0.05)(1 − 0.03) [(1 − 0.07) + (1 − 0.14) − (1 − 0.07)(1 − 0.14)]
≈ 0.9125.

Example 135. A system contains two components, A and B, connected in series, as shown in the diagram:

Assume A and B function independently. For the system to function, both components must function.
(a) If the probability that A fails is 0.05, and the probability that B fails is 0.03, nd the probability that the system
functions.
(b) If both A and B have probability p of failing, what must the value of p be so that the probability that the system
functions is 0.90?
(c) If three components are connected in series, and each has probability p of failing, what must the value of p be so that
the probability that the system functions is 0.90?
Solution Here the random experiment is to randomly check the status of each component (and, in turn, whether the system
functions or not) at any particular time. Notice that the sample space has four sample points. Letting
A := The event that component A functions B := The event that component B functions
the events Ac and B c are the events that components A and B don't function, respectively.
(a) The given assumptions may be written as P (Ac ) = 0.05 and P (Bc ) = 0.03. The probability that the system functions is
P (A ∩ B) = P (A) · P (B) = [1 − P (Ac )] · [1 − P (B c )]
= (1 − 0.05)(1 − 0.03) = 0.9215.

(b) The given assumptions may be written as P (Ac ) = P (Bc ) = p and P (A ∩ B) = 0.90. Accordingly, we have
0.9 = P (A ∩ B) = P (A) · P (B) = [1 − P (Ac )] · [1 − P (B c )]
= (1 − p)(1 − p) = (1 − p)2 = 1 − 2p + p2
0 = p2 − 2p + 0.1
√
1− 0.9 = p.

86 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) Assume the components are labeled as C1 , C2 , and C3 . Letting

C1 :=The event that component C2 :=The event that component C3 :=The event that component
C1 functions C2 functions C3 functions

the given assumptions may be written as P (C1c ) = P (C2c ) = P (C3c ) = p and P (C1 ∩ C2 ∩ C3 ) = 0.90. Accordingly, we have

0.9 = P (C1 ∩ C2 ∩ C3 ) = P (C1 ) · P (C2 ) · P (C3 )

= [1 − P (C1c )] · [1 − P (C2c )] · [1 − P (C3c )] = (1 − p)(1 − p)(1 − p)
√
3
0.9 = 1 − p
√3
p = 1 − 0.9.

Example 136. A system contains two components, C and D, connected in parallel as shown in the diagram:

Assume C and D function independently. For the system to function, either C or D must function.
(a) If the probability that C fails is 0.08 and the probability that D fails is 0.12, nd the probability that the system functions.
(b) If both C and D have probability p of failing, what must the value of p be so that the probability that the system
functions is 0.99?
(c) If three components are connected in parallel, function independently, and each has probability p of failing, what must
the value of p be so that the probability that the system functions is 0.99?
(d) If components function independently, and each component has probability 0.5 of failing, what is the minimum number
of components that must be connected in parallel so that the probability that the system functions is at least 0.99?
Solution Here the random experiment is to randomly check the status of each component (and, in turn, whether the
system functions or not) at any particular time. Notice that the sample space has four sample points. Letting

C := The event that component C functions D := The event that component D functions

the events C c and Dc are the events that components C and D don't function, respectively.
(a) The given assumptions may be written as P (C c ) = 0.08 and P (Dc ) = 0.12. The probability that the system functions is
P (C ∪ D) = P (C) + P (D) − P (C ∩ D)
= P (C) + P (D) − P (C) · P (D)
= [1 − P (C c )] + [1 − P (Dc )] − [1 − P (C c )] · [1 − P (Dc )]
= (1 − 0.08) + (1 − 0.12) − (1 − 0.08)(1 − 0.12) = 0.9904.

(b) The given assumptions may be written as P (C c ) = P (Dc ) = p and P (C ∪ D) = 0.99. Accordingly, we have
0.99 = P (C ∪ D) = P (C) + P (D) − P (C ∩ D)
= P (C) + P (D) − P (C) · P (D)
= [1 − P (C c )] + [1 − P (Dc )] − [1 − P (C c )] · [1 − P (Dc )]
= (1 − p) + (1 − p) − (1 − p)(1 − p) = 1 − p2
p2 = 1 − 0.99 = 0.01
p = 0.1.

87 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

(c) Assume the components are labeled as C1 , C2 , and C3 . Letting

C1 :=The event that component C2 :=The event that component C3 :=The event that component
C1 functions C2 functions C3 functions

the given assumptions may be written as P (C1c ) = P (C2c ) = P (C3c ) = p and P (C1 ∪ C2 ∪ C3 ) = 0.99. Accordingly, we have

0.99 = P (C1 ∪ C2 ∪ C3 )
= P (C1 ) + P (C2 ) + P (C3 ) − P (C1 ∩ C2 ) − P (C1 ∩ C3 ) − P (C2 ∩ C3 ) + P (C1 ∩ C2 ∩ C3 )
= P (C1 ) + P (C2 ) + P (C3 ) − P (C1 ) · P (C2 ) − P (C1 ) · P (C3 ) − P (C2 ) · P (C3 ) + P (C1 ) · P (C2 ) · P (C3 )
= (1 − p) + (1 − p) + (1 − p) − (1 − p)2 − (1 − p)2 − (1 − p)2 + (1 − p)3 = (1 − p)(1 + p + p2 ) = 1 − p3
p3 = 1 − 0.99 = 0.01
√3
p = 0.01.

(d) Assume n components, labeled as C1 , . . . , Cn , are connected parallel in a system and function independently. Letting
Ci := The event that component Ci functions, for i = 1, . . . , n,
Sn
the given assumptions may be written as P (Cic ) = 0.5 and P ( i=1 Ci ) ≥ 0.99. Hence, we have
n
!
[
0.99 ≤ P Ci
i=1
n n
!
X XX XXX \
n+1
0.99 ≤ P (Ci ) − P (Ci ∩ Cj ) + P (Ci ∩ Cj ∩ Ck ) − · · · + (−1) P Ci
i=1 1=i<j=n 1=i<j<k=n i=1

0.99 ≤ n(0.5) − C(n; 2) · 0.52 + C(n; 3) · 0.53 − · · · + (−1)n+1 0.5n

−0.99 ≥ −n(0.5) + C(n; 2) · 0.52 − C(n; 3) · 0.53 + · · · + (−1)n 0.5n
n
0.01 ≥ 1 − n(0.5) + C(n; 2) · 0.52 − C(n; 3) · 0.53 + · · · + (−1)n 0.5n = [1 − 0.5]
n
0.01 ≥ 0.5
ln 0.01
≤n
ln 0.5
6.64 / n.

Therefore, the minimum number of components that must be connected in parallel, so that the probability that the
system functions is at least 0.99, is 7.

Example 137. Consider the network given below with three switches:

Suppose that the switches operate independently of each other and that switch 1 allows a message through with probability
0.88, switch 2 allows a message through with probability 0.92, and switch 3 allows a message through with probability 0.90.

88 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

What is the probability that a message will nd a route through the network?

Solution Here the random experiment is to observe the status of each switch's operation (i.e., whether each one allows
a message through or not) in the network. Hence, the sample space consists of 8 outcomes.
Letting

S1 :The event consists of all outcomes in the sample space such that switch 1 allows a message through
S2 :The event consists of all outcomes in the sample space such that switch 2 allows a message through
S3 :The event consists of all outcomes in the sample space such that switch 3 allows a message through,

the given assumptions may be written as

P (S1 ) = 0.88, P (S2 ) = 0.92, and P (S3 ) = 0.90.

Knowing that a message would nd a route through the network if and only if both switches 1 and 2 allow or switch 3 allows
the message through, the probability to be evaluated is P ((S1 ∩ S2 ) ∪ S3 ):

P ((S1 ∩ S2 ) ∪ S3 ) = P (S1 ∩ S2 ) + P (S3 ) − P (S1 ∩ S2 ∩ S3 )

= [P (S1 ) · P (S2 )] + P (S3 ) − [P (S1 ) · P (S2 ) · P (S3 )]
= (0.88 · 0.92) + 0.90 − (0.88 · 0.92 · 0.90) = 0.98096.

Example 138. Consider the following diagram of an electronic system, which shows the probabilities of the system compo-
nents operating properly:

The entire system operates if assembly III and at least one of the components in each of the assemblies I and II operates.
Assume that the components of each assembly operate independently and that the assemblies operate independently. What
is the probability that the entire system operates?

Solution Here the random experiment is to observe the status of each system component's operation (i.e., whether each
one operates properly.) Hence, the sample space consists of 26 = 64 outcomes.
Letting

A1 :The event consists of all outcomes in the sample space such that Assembly I operates
A2 :The event consists of all outcomes in the sample space such that Assembly II operates
A3 :The event consists of all outcomes in the sample space such that Assembly III operates,

and for i = 1, 2, 3, 4, 5, 6

Ci :The event consists of all outcomes in the sample space such that component i operates properly.

89 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Accordingly the given probabilities may be written as

P (C1 ) = 0.8, P (C2 ) = 0.9, P (C3 ) = 0.9, P (C4 ) = 0.8, P (C5 ) = 0.9, & P (C6 ) = 0.99.

Notice that
A1 = C1 ∪ C2 ∪ C3 , A2 = C4 ∪ C5 , and A3 = C6 .
Since the probability to be evaluated is P (A1 ∩ A2 ∩ A3 ), we have

P (A1 ∩ A2 ∩ A3 ) = P (A1 ) · P (A2 ) · P (A3 ) = P (C1 ∪ C2 ∪ C3 ) · P (C4 ∪ C5 ) · P (C6 )

 

= P (C1 ) + P (C2 ) + P (C3 ) − P (C1 ∩ C2 ) − P (C1 ∩ C3 ) − P (C2 ∩ C3 ) + P (C1 ∩ C2 ∩ C3 )  ·

 
| {z } | {z } | {z } | {z }
=P (C1 )·P (C2 ) =P (C1 )·P (C3 ) =P (C2 )·P (C3 ) =P (C1 )·P (C2 )·P (C3 )
 

· P (C4 ) + P (C5 ) − P (C4 ∩ C5 )  · P (C6 )

 
| {z }
=P (C4 )·P (C5 )

= [0.8 + 0.9 + 0.9 − (0.8 · 0.9) − (0.8 · 0.9) − (0.9 · 0.9) + (0.8 · 0.9 · 0.9)] [0.8 + 0.9 − (0.8 · 0.9)] 0.99
≈ 0.9683.

Example 139. A system has four computers. Computer 1 works with a probability of 0.88; computer 2 works with a
probability of 0.78; computer 3 works with a probability of 0.92; computer 4 works with a probability of 0.85. Suppose
that the operations of the computers are independent of each other. (a) Suppose that the system works only when all four
computers are working. What is the probability that the system works? (b) Suppose that the system works only if at least
one computer is working. What is the probability that the system works? (c) Suppose that the system works only if at least
three computers are working. What is the probability that the system works?

Solution Here the random experiment is to observe the status of each computer's operation (i.e., whether each one
works or not) in the system. Hence, the sample space consists of 24 = 16 outcomes.
for i = 1, 2, 3, 4, let

Ci :The event consists of all outcomes in the sample space such that computer i works,

from which the given probabilities may be written as

P (C1 ) = 0.88, P (C2 ) = 0.78, P (C3 ) = 0.92, P (C4 ) = 0.85.

(a) Here the required probability to be evaluated is

P (C1 ∩ C2 ∩ C3 ∩ C4 ) = P (C1 ) · P (C2 ) · P (C3 ) · P (C4 ) ≈ 0.5368.

(b) Here the required probability to be evaluated is

P (At least one computer is working) = 1 − P (None of the computers is working)
= 1 − P (C1c ∩ C2c ∩ C3c ∩ C4c ) = 1 − P (C1c ) · P (C2c ) · P (C3c ) · P (C4c )
= 1 − (1 − P (C1 ))(1 − P (C2 ))(1 − P (C3 ))(1 − P (C4 ))
= 1 − (0.12 · 0.22 · 0.08 · 0.15) ≈ 0.9997.

(c) The event that at least three computers are working is

mutually exclusive
z }| {
(C1 ∩ C2 ∩ C3 ∩ C4c ) ∪ (C1 ∩ C2 ∩ C3c ∩ C4 ) ∪ (C1 ∩ C2c ∩ C3 ∩ C4 ) ∪ (C1c ∩ C2 ∩ C3 ∩ C4 ) ∪ (C1 ∩ C2 ∩ C3 ∩ C4 ),

90 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

and its probability is

=P (C1 ∩ C2 ∩ C3 ∩ C4c ) + P (C1 ∩ C2 ∩ C3c ∩ C4 ) + P (C1 ∩ C2c ∩ C3 ∩ C4 ) + P (C1c ∩ C2 ∩ C3 ∩ C4 ) + P (C1 ∩ C2 ∩ C3 ∩ C4 )
= [P (C1 ) · P (C2 ) · P (C3 ) · P (C4c )] + [P (C1 ) · P (C2 ) · P (C3c ) · P (C4 )] + [P (C1 ) · P (C2c ) · P (C3 ) · P (C4 )] +
+ [P (C1c ) · P (C2 ) · P (C3 ) · P (C4 )] + [P (C1 ) · P (C2 ) · P (C3 ) · P (C4 )]
=(0.88 · 0.78 · 0.92 · 0.15) + (0.88 · 0.78 · 0.08 · 0.85) + (0.88 · 0.22 · 0.92 · 0.85) + (0.12 · 0.78 · 0.92 · 0.85)+
+(0.88 · 0.78 · 0.92 · 0.85)
≈0.9028.

Example 140. A biased coin has a probability p of resulting in a head. If the coin is tossed twice, what value of p minimizes
the probability that the same result is obtained on both throws?

Solution Here the random experiment is to toss a biased coin, having a probability p of resulting in a head, twice and
to observe and record whether head(s) (H ) and/or tail(s) (T ) are faced up. Hence, the sample space consists of 4 outcomes.
Since one coin is tossed twice under same circumstances, the results obtain in both throws are independent and we have

The probability that the same result is obtained on both throws is:
P ({HH, T T }) = P (HH) + P (T T )
= p2 + (1 − p)2 = 2p2 − 2p + 1.
Therefore, 2p2 − 2p + 1 is minimized when p = 1/2.

Example 141. Suppose that there are two companies such that for each one the revenue is considerably below expectation
with probability 0.08, is slightly below expectation with probability 0.19, exactly meets expectation with probability 0.26, is
slightly above expectation with probability 0.36, and is considerably above expectation with probability 0.11. Furthermore,
suppose that the revenues from both companies are independent. What is the probability that neither company has a revenue
below expectation?

Solution Here the random experiment is to observe the revenue, of each of the companies A and B, to check whether
it's either considerably below, slightly below, exactly meet, slightly above, or considerably above the expectation over a any
period of time. Hence, the sample space consists of 25 outcomes each expressing the revenue statuses of both companies.
Letting
CBA :The event of observing that SBA :The event of observing that EMA :The event of observing that
the revenue of company A is the revenue of company A is the revenue of company A is
considerably below expectation slightly below expectation exactly meets expectation
SAA :The event of observing that CAA :The event of observing that CBB :The event of observing that
the revenue of company A is the revenue of company A is the revenue of company B is
slightly above expectation considerably above expectation considerably below expectation
SBB :The event of observing that EMB :The event of observing that SAB :The event of observing that
the revenue of company B is the revenue of company B is the revenue of company B is
slightly below expectation exactly meets expectation slightly above expectation
CAB :The event of observing that
the revenue of company B is
onsiderably above expectation

91 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

Notice that the events of observing revenue statuses of each company are mutually exclusive.
Now the given information may be written as probabilities:

P (CBB ) = P (CBA ) = 0.08 P (SBB ) = P (SBA ) = 0.19 P (EMB ) = P (EMA ) = 0.26

P (SAB ) = P (SAA ) = 0.36 P (CAB ) = P (CAA ) = 0.11

The probability to be evaluated is P [(CBB ∪ SBB )c ∩ (CBA ∪ SBA )c ] which equals

c c c c
P (CBB ∩ SBB ∩ CBA ∩ SBA ) ,

where the events CBB

c c
, SBB c
, CBA and SBA
c
are independents. Hence,

c c c c
P (CBB ∩ SBB ∩ CBA ∩ SBA )
c c c c
= P (CBB ) · P (SBB ) · P (CBA ) · P (SBA )
= [1 − P (CBB )] · [1 − P (SBB )] · [1 − P (CBA )] · [1 − P (SBA )]
= (1 − 0.08) (1 − 0.19) (1 − 0.08) (1 − 0.19)
= 0.55532304.

Example 142. The probability that a patient recovers from a delicate heart operation is 0.8. What is the probability that
(a) only the second patient who has this operation survives?
(b) exactly 2 of the next 3 patients who have this operation survive?
(c) all of the next 3 patients who have this operation survive?
Solution Here the random experiment is to observe whether each of the three patients, who have that operation
consecutively, survive. Letting

E1 :=The event consists of all the first E2 :=The event consists of all the second E3 :=The event consists of all the third
of every three patients, having the of every three patients, having the of every three patients, having the op

Notice that P (Ei ) = 0.8 and P (Eic ) = 0.2. Knowing that Ei s are independent, we use the following probability tree to
evaluate the required probabilities:

(a) Considering

92 of 93
 STT 201 & 342: Lecture Note IV
Instructor: Mehdi Nikpour Elementary Probability Theory Spring 2021

the required probability is 0.512 + 0.128 + 0.128 + 0.032 = 0.8.

(b) Considering

the required probability is 0.128 + 0.128 + 0.128 = 0.384.

(c) Considering

the required probability is 0.512.

93 of 93