Conceptions of Probability

Certain event

Random event

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 Conceptions of Probability

1.1 Sample Space

Definition1 The set of all possible outcomes of a

statistical experiment is called the sample space,

denote

The element of sample space is called sample point,

denote

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 Conceptions of Probability

Example 1 Consider the experiment of tossing a die.

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 Conceptions of Probability

Example 2 A record of the number of calls received by

a telephone switchboard in a day.

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 Conceptions of Probability

Example 3 An experiment consists of flipping a coin

and then flipping it a second time if a head occurs. If a

tail occurs on the first flip then a die is tossed once. To

find the sample space.

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 Conceptions of Probability

1.2 Events

Definition2 An event is a subset of a sample space.

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 Conceptions of Probability

Example 1 Consider the experiment of tossing a die,

observe the number that shows on the top face.

What events are represented in the following

collection?
A1={1},A2={2},,A6={6}

B={2,4,6}

C={4,5,6}

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 Conceptions of Probability

Example 2 Consider the experiment of tossing a die.

The sample space S={1,2,3,4,5,6}.

To find the event A that the odd number appears on the

top face.

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 Conceptions of Probability

Example 3 There are five products, one of them is

defective(denote a),the left four ones are genuine

(denote b1, b2 , b3 , b4), Let A denotes the event of

"draw defect.
 Conceptions of Probability

Note: How to judge events happened?

As long as do the test, will produce a result, that is , there will be a sample
point , if belongs to a event of the sample space, then we say
the event happened.

(1) a certain event

(2) an impossible event

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 Operations of
events
(1) The complement of an event A with respect to is the

subset of all elements of that are not in A.

We denote the complement of A by the symbol

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 Operations of
events
Example 3 Consider the sample space consisting of all

positive integers less than 10,i.e. ={1,2,3,4,5,6,7,8,9}.The

event A consists of numbers divisible by 3.Find .

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 Operations of
events
(2) The union of two events A and B, denoted by the symbol

AUB, is the event containing all the elements that belongs to

A or B or both.

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 Operations of
events
(3) The intersection of two events A and B, denoted by the

symbol AB, is the event containing all elements that are

common to A and B.

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 Operations of
events
(4) Two events A and B are mutually exclusive, or disjoint if

AB=, that is, if A and B have no elements in common.

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 Operations of
events
(5) The difference of two events A and B, denoted by the

symbol A-B, is the event containing all the elements that

belongs to A and not to B.

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 Operations of
events
Example 4 Consider the sample space consisting of all

positive integers less than 10,i.e. ={1,2,3,4,5,6,7,8,9}.The

event A consists of all even numbers and B is the event

consisting of numbers divisible by 3.Find .AUB,AB,A-B,

B.

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 Operations of
events
Rules of the operations of events

(1) A= (2) AU= (3) AUA=A

(4) A= (5) AU=

(6)

(7) (8) A A

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 Operations of
events
(9) A U B B U A, A I B B I A
Commutative laws

(10) ( A U B) U C A U ( B U C ), ( A I B) I C A I ( B I C )
Associative laws

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 Operations of
events

(11) ( A U B) I C ( A I C ) U ( B I C ),
( A I B) U C ( A U C ) I ( B U C )
Distributive laws

(12) A U B A I B AI B AUB
Demorgan's laws

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 Operations of
events
Example5 LetA
B C are three events.Try to express
the following events by A
B C.
( 1) Only the event A occurs.
( 2) Neither of A,B and C occurs.
( 3) All of A,B and C occur.
(At
4) least one of A,B and C occur s.
( 5) At least two of A,B and C occur.
( 6) Only one of A,B and C occur.
( 7) No more than one of A,B and C occur.

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 Operations of
events
Exerci ses List the elements of each of the
following sample spaces .
( 1) the set of integers between 1 and 50 divisible by 8.
( 2) the set of outcomes when a coin is tossed until a tail
or three heads appear.

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 1.2 Probability of Events

1.3 Probability of Events Frequency

Buffon tossed a balanced coin

N=4040, NH=2048, fN(H)=0.5069

Pearson tossed a balanced coin

N=12000, NH=6019, fN(H)=0.5016

N=24000, NH=12012, fN(H)=0.5005

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 1.2 Probability of Events

1.3.1 Definition

Consider an experiment whose sample space is . For each

event E of the sample , we assume that a number P(E) is

defined and satisfies the following three axioms:

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 1.2 Probability of Events

Axiom1 0 P ( E )
Axiom2 P () 1
Axiom3 For any sequence of mutually exclusive events
E1 , E2 ,L

P U Ei P ( Ei )
i 1 i 1

We refer to P ( E ) as the probability of the event E.

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 1.2 Probability of Events

1.3.2 Some simple propositions

(1) 0 P ( A) 1P
( ) 0 P ( ) 1

(2) P A 1 P( A)

(3) If E F , then P ( E ) P ( F ).

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 1.2 Probability of Events

(4) Additive Rule

P ( E U F ) P ( E ) P ( F ) P ( EF )

If E and F are mutually exclusive,

then P( E U F ) P( E ) P( F )

P(A U B U C ) P ( A) P(B) P(C )

P (AB) P (BC) P (A C )
P ( ABC )

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 1.2 Probability of Events

(5) Subtraction Rule

P ( A B ) P ( A) P ( A I B ) P ( A I B )

If B A, then P (A B ) P ( A) P(B).

(6) Separability

P(A) P(A B) P(AB)

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 1.2 Probability of Events

Example1 Let A,B two events,satisfying P ( A U B ) 0.8, P ( A) 0.5.

.
If A, B are mutually exclusive,find P B

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 1.2 Probability of Events

Example 2 Let A,B and C three events,satisfying

1 1
P ( A) P ( B ) P (C )
P ( AC ) P ( AB ) P ( BC ) 0
4 8
Find the probability that at least one of the three events occurs.

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 1.2 Probability of Events

Example3 J is taking two books along on her holiday

vacation.With probability 0.5,she will like the first
book; with probability0.4,she will like the second
book; and with probability o.3,she will like both books.
What is the probability that she likes neither book?

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 1.2 Probability of Events

EXAMPLE4 The city has A, B, C three kinds of newspapers,

the number of each newspaper accounts for 30% of the total
number of people. Among them, there are 10% people book
A, C two kinds of newspapers, no one at the same time book
A,B or newspaper B,C. Choose one person from the city,
please find the probability that he at least choose one kind of
newspaper.
 1.2 Probability of Events

Exercises
1 1 1 1 1
1 Assume P(A) = , P(B) = , P(C) = , P(AB) = , P(AC) =
2 3 5 10 15
1 1
P(BC) = , P(ABC) = .
20 30
Find the probabilities of the events A U B, A I B , A U B U C ,
A I B I C, A I B I C, ( A I B ) UC .

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 Classical Probability

1.4 Classical Probability

(1) finite sample points in a sample space.

(2) all outcomes in the sample space are equally likely to occur.

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 Classical Probability

(1) the sample space

(2) an event E

E
(3) P(E)=

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 Classical Probability

Example1 A coin is tossed twice. What is the probability

that at least one head occurs?

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 Classical Probability

Example 2 200 bulbs produced by company X are selected

at random. Among them,150 have life longer than 300 hrs.
Find the probability that the bulbs produced by company X
have life longer than 300 hrs.

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 Classical Probability

Example3 From a bag containing 7 black balls,4 white

balls and 9 red balls.A ball is drawn at random.What is
the probability that it is white?

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 Classical Probability

Example 4 If two dice are rolled, what is the probability

that the sum of the upturned faces will be equal to 7?

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 Classical Probability

Example5 If 3 balls are randomly drawn from a bowl

containing 6 white and 5 black balls,what is the
probability that one of the balls is white and the other
two black?

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 Classical Probability

Example6 A poker hand consists of 5 cards. If the cards have

distinct consecutive values and are not all of the same suit,we
say that the hand is a straight. For instance, a hand consisting
of the five of spades,six of spades,seven of spades,eight of
spades,and nine of hearts is a straight. what is the probability
that one is dealt a straight?

Heart spade diamond club

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 Geometric probability

Definition let be a measurable geometric area, the probability

that random points fall into the region of A in only relative
with the measure of A. then

S ( A)
P ( A)
S ()
 Geometric probability

Example7 Someone took a nap and woke up, he found that

the clock stopped, then he opened the radio, assume that
the radio chimes on every hour, find the probability that he
waited less than 10 miniutes.
 Geometric probability

Example8 Two people A and B, will arrive at the gate of

a certain park tomorrow independently and they will arrive
there equally likely at any time between 9A.M to 10A.M.
Each person will stay there 10 minutes and then leave the
park.Find the probability that they will meet at the gate of
the park?

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 Conditional Probability

Definition The probability that E occurs given that

F occurred is called conditional probability, and is denoted
by P ( E F )

P ( EF )
P( E F ) , P( F ) 0
P( F )

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 The multiplication rule

P( EF ) P ( F ) P ( E | F )

P( E1 E2 L En ) P ( E1 ) P ( E2 | E1 ) P ( E3 | E1E2 ) L
P( En | E1 L En 1 )

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 Conditional Probability

Example1 Suppose that in a statistics class with 150

students,100 students are majoring in engineering.In
the final exam,36 students received a grade A,
including 26 majoring in engineering.

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 Conditional Probability

S students in the whole class

A students major in engineering

B students getting a grade A

P( A), P ( B), P ( AB ), P ( B | A)

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 Conditional Probability

Example2 Two balls are sequentially and randomly

chosen,without replacement, from a bag containing 3 red
and 7 blue balls.
(1)Given that the first ball chosen is red what is the
conditional probability that the second ball chosen is red ?
(2)Given that the second ball chosen is red what is the
conditional probability that the first ball chosen is red ?

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 Conditional Probability

(1) P ( A2 | A1 )
2
9 A2 1
(2) As P ( A1 A2 ) 2 3

A10 15
7 3 3 2 3
P ( A2 ) P ( A1 A2 ) P( A1 A2 )
10 9 10 9 10
so P( A1 A2 ) 2
P ( A1 | A2 )
P( A2 ) 9
 The multiplication rule

Example3 From a deck of 52 cards,a card is drawn at random

and not replaced.A second card is then draw.Find the probability
that the first card is an ace and the second a king.

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 The multiplication rule

A : the first card is an ace

K : the second card is a king

4 4 4
P ( A I K ) P ( A) P ( K | A)
52 51 663

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 The multiplication rule

Example4 there are 3 red balls and two white balls in a bag. draw
one ball from the bag every time , and put it back after
observing its color, and then put into a ball with the same color .
If successively draw four times, what's the probability that the
first and second balls are white and the third and fourth balls
are red?
 The multiplication rule

Exercises

1 Let the adults in a small town be categorized according to

their sex and employment status as follows:

Employed Unemployed Total

Male 420 80 500
Female 180 220 400
Total 600 300 900

If M={male},F={female},E={employed},U={unemployed},

Find P(M),P(E|M),P(F|U).

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 The multiplication rule

2 The probability that a regularly scheduled flight departs on

time is P(D)=0.83;the probability that it arrives on time is

P(A)=0.8;and the probability that it departs and arrives on

time is P(AD)=0.75.Find the probability that a plane

(a) Arrives on time given that it departed on time;

(b) departs on time given that it has arrived on time.

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 The multiplication rule
3 An electrical system consists of 3 components A,B and C.

The system works if A and at least one of B and C works.

The reliability(probability of working) of A,B and C are 0.9,0.8

And 0.7,respectively.Assume that the component work

independently. Find the probability that

(a)The entire system works;

(b) the component C does not work, given that the entire

system work.

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 The multiplication rule

B
A
C

An electrical circuit system

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03/21/17 58/72
 Total Probability Formula

Definition1 A set of events is called a partition

A1 , A 2 ,L , A n
of the sample space , if they are mutually exclusive and their

union is .

A2
n
A1
(1) U A ;
i 1
i

An
(2) Ai A j ,

(i j ), i , j 1, 2,..., n.
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 Total Probability Formula

the Total Probability

If the events A1 , A 2 ,L , A n constitute a partition of the
sample space such that P(A j ) 0 for any j=1,2,L ,n,
then for any event B of , A2

n
A1
P(B)= P(A j ) P(B | A j )
j 1
An

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 0.2|A123141)0P.(12BA14)0P|.(B3A1)230.P2(B5|A)3
P(B) Total Probability Formula

Example1 There are A, B, C three factories produce same brand

products on the market, and they have 25%,25%and 50%
market share respectively, and their defective percentage are
2 1 and 3 respectively, find the defective rate of
brand product on the market.
P(A)
|0C.1372078B0)CP31(2070168CA1720|B58).P(12A|B)P(2
Total Probability Formula

Example2 A shop sells 10 radios, among them , 3 radios are

defective, but 2 radios have been sold. Please find the
probability that one radio taken from the left is genuine.
BP(A)00
,,3.011324P6(A1932|iC)P32(91i832BiCj3192i1732j.C19321632.



B
1iC
2
3
Total Probability Formula

Example3 There are 9 new ping-pongs and 3 old ping-pongs

in a bag. 3 ping-pongs are randomly chosen in the first game,
and put them back after the game. Randomly choose 3 ping-
pongs again in the second game, find the probability that the 3
ping-pongs are new.
 P(B)12|A431)P1(172B|A2)P(2
Total Probability Formula

Example4 there are A,B two bags, 2 white balls and 1 red ball
are in bag A, 2 red balls and 1 white ball are in bag B, and the
six balls are all the same. Now choose one ball randomly from
bag A and put it in bag B, find the probability that choose one
ball randomly from bag B is red.

 |)
P
(P(A
A
)1|B
4B
17
P
(
B
A
)
P
(
7
1
2
1

1
2
7
13
Total Probability Formula

Continue from the above example:

Given that choose one ball randomly from bag A is red ,
Whats the probability the ball chosen from bag A and put
into bag B are white?
 Bayess Formula
Bayes' formula
If the events A1 , A 2 ,L , A n constitute a partition of the
sample space such that P(A j ) 0for any j=1,2,L ,n,
then for any event B of with P(B) 0.
P(A i ) P(B | A i )
P(A i |B)= n
P(A j ) P(B | A j )
j 1

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 Bayess Formula
Example 1 A company X has four factories F1 ,F2 ,F3
and F4 ,all of which produce similar automotive parts.
Suppose that F1 ,F2 ,F3 and F4 produce 40%,30%,20%
and 10% of the total production,respectively.On the
average,10% of the parts produced by F1 don't confirm
to the specification.For F2 ,F3 and F4 the correponding
percents are 3%,2% and 5%,respectively.
if an automotive part was chosen randomly and found to
be defective, what is the probability that it was made by
factory F1 ?
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 Bayess Formula

Example3 Tests employed in the detection of a particular

disease are 90% effective, they fail to detect it in 10% of
the cases.In persons free of the disease, the tests indicate
1% to be affected and 99% not to be affected.From a large
population, in which only 0.2% have the disease, one person
is selected at random, is given the test, and presence of the
disease is indicated. What is the probability that the person
is affected?

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 Bayess Formula

persons given the tests and presence of

T
the diseased is indicated

A persons affected

P( A) 0.002, P (T | A) 0.99, P(T | A) 0.01

P ( A) P(T | A)
P( A | T ) 0.15
P ( A) P(T | A) P ( A) P(T | A)

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 Bayess Formula
Example Glasses are sold as the whole case in a shop, 20 per
box, the probability that each box containing 0,1,2 defects is
0.8,0.1,0.1,respectively. A customer select a box and choose 4
glasses randomly from the box, if they are all genuine, he w
buy it. whats the probability there is one defective in the b
bought?
 Bayess Formula

A= choose 4 glasses randomly from the box and

they
are all genuine
Bi "each box has i defects",i =0,1, 2

P(B 0)=0.8, P(B 1)=0.1, P(B 2)=0.1

C194 4 C184 12
P ( A | B0 ) 1 P ( A | B1 ) 4 P ( A | B2 ) 4
C 20 5 C 20 19

P ( B1 ) P ( A | B1 ) 0.1 4
P ( B1 | A) 2 5 0.0848
P( B ) P( A | B ) 0.8 1 0.1 4 0.1 12
i i 5 19
i 0
 Bayess Formula

Example In the digit communication, source sends 0,1 two

signals, the probability that source sends 0 is 0.55, the
probability that source sends 1 is 0.45. As there are interferences
in the channel, when source sends 0, the probability that
receiving end receives 0 1and not clear is 0.9 0.05 and 0.05
respectively.when source sends 1, the probability that receiving
end receives 0 1and not clear is 0.85 0.05 and 0.1 respectivel
Now receiving end receives 1, whats the probability that source
send 0?
 0
(0.55)

1 (0.45)
not (0.05)
clear

1
0
not
clear
(0.85)

(0.05)

(0.1)
(
(0PA.(A|6B7))B|P(
|P
Bayess Formula
0 (0.9)

B=
receive

P
1 (0.05) A=source send0
receiving

signal1
A
)
BA
) end
 Independent Events

Example Tossing a fair dice , let x be the number occurs. Find

the probability of the following events: A={x is even}, B={x3},
C={x is divisible by 3} , and AB, BC, A C.

Definition Two events A and B are said to be independent

If P(AB)=P(A)P(B).

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 Independent Events

Definition2 Three events A,B and C are said to be independent if

P(ABC)=P(A)P(B)P(C)

P(AB)=P(A)P(B)

P(BC)=P(B)P(C)

P(AC)=P(A)P(C)

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 )P(B
P(A
B )P
A )P(A
(B )1P(A
B )
Independent Events

Theorem The following four are equivalent:

(1)Events A B are equivalent
(2) Events A B are equivalent
(2) Events A B are equivalen
(4) Events A B are equivale
 Independent Events

Example1 A card is selected at random from an ordinary

deck of 52 playing cards.If E is the event that the selected
card is an ace and F is the event that it is a spade,then E and
F are independent.

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 Independent Events

Example2 Two coins are flipped sequentially and all 4

outcomes are assumed to be equally likely.If E is the
event that the first coin lands on heads and F the event
that the second lands on tails,then E and F are independent.

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 Independent Events

Example3 A system composed of 3 seperate components

is said to be a parallel system if it functions when at least
one of the components functions.For such a system,if
component i,which is independent of the other components,
functions with probability p i ,i=1,2,3,what is the probability
that the system functions?

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 Independent Events

Example There are a white balls and b black balls, two balls
are drawn at randomly, one for each time, denote

Ai " i th ball drawn is white" , findP ( Ai ), i 1, 2 and judge

whether A are independent or not.
i
a a a (a 1)
(1) without replacement P( A1 ) , P( A2 ) . P ( A A
1 2 ) .
ab ab ( a b)(a b 1)
P ( A1 A2 ) P ( A1 ) P ( A2 ) .

a a a2
(2) with replacement P( A1 ) , P( A2 ) . P ( A1 A2 ) .
ab ab ( a b) 2

P ( A1 A2 ) P( A1 ) P ( A2 ) .
Independent Events
 Chapter1 Conceptions of
Probability
Exercise1 If P ( B ) 0.4, P ( A U B ) 0.5, find P ( A | B ).

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 Chapter1 Conceptions of
Probability
Exercise2 A, B and C are three events, which of
the following is correct ( )
( A) If A B B C , then A C ;
( B) If P( A) P( B), then A B;
(C ) If A B A, then AB ;
( D) If P( AB ) 0, then AB ;

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 Chapter1 Conceptions of
Probability
Exercise3 A and B are two events, A B, P ( B ) 0
which of the following is correct ?( )
( A) P( B | A) P( B) ( B) P( A | B) P( A)
(C ) P ( A B ) P ( B ) ( D ) P ( A B ) P ( A)

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 Chapter1 Conceptions of
Probability
Exercise4 Suppose P ( A) 0.3, P ( B) 0.4, P( AB ) 0.5.
Find P( B | A U B )

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 Chapter1 Conceptions of
Probability
1 1 1
Exercise5 Suppose P ( A) , P ( B | A) , P ( A | B ) .
4 3 2
Find P ( A U B).

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 Total Probability Formula

Exercise6 A company X has four factories F1 ,F2 ,F3

and F4 ,all of which produce similar automotive parts.
Suppose that F1 ,F2 ,F3 and F4 produce 40%,30%,20%
and 10% of the total production,respectively.On the
average,10% of the parts produced by F1 don't confirm
to the specification.For F2 ,F3 and F4 the correponding
percents are 3%,2% and 5%,respectively.Find the
probability that an automotive part produced by company
X do not confirm to the specification.

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