ST2334

Probability and Statistics

Lecture Group 3

Academic Year 2018/2019

Semester II
Course Information

iii
A IMS & O BJECTIVES

This module teaches students some fundamental concepts of proba-

bility, such as how to calculate the probability A will happen given
the knowledge that B has also happened, what random variables are
and what it means for them to be dependent or independent of each
other. Students will learn some common probability distributions,
how to estimate properties of a population that is only partially sam-
pled and how to evaluate hypotheses about that population, under
the assumption that the characteristic being measured follows a Nor-
mal/Gaussian distribution.

iv
S YLLABUS

Basic concepts of probability, conditional probability, independence,

random variables, joint and marginal distributions, mean and vari-
ance, some common probability distributions, sampling distributions,
estimation and hypothesis testing based on a normal population.

v
R EFERENCES

• Walpole R. E., Myers R. H., Myers S. L. and Ye K., Probability

and Statistics for Engineers and Scientists, 9th ed. Pearson/Prentice
Hall, 2012.

• Devore J. L, Probability and Statistics for Engineering and the Sci-

ences, 9th ed. Cengage Learning, 2016.

vi
L ECTURER

Dr David Chew
Office: S16-06-108, Tel: 6516-5239
email: david.chew@nus.edu.sg
Please indicate the subject ST2334 when you email me.

vii
C ONCERNING L ECTURES

A word about WebCasts

Lectures will be recorded and made available to all via LumiNUS. Stu-
dents are encouraged to utilise the lecture recordings in the right man-
ner: as a means to revise materials that you find difficult after class, and not
as an excuse to skip lectures.

A word about Poll Everywhere

Students may ask questions via Poll Everywhere whenever we meet
for lectures. To do so, head over to https://pollev.com/davidchew

viii
C ONCERNING T UTORIALS

From Week 3 onwards, every student will attend a weekly 1-hour tu-
torial.

ix
A SSESSMENT

Your final grade for the course will depend on

• ONE 1-hour mid-semester examination (30%)

— multiple choice questions and short questions, tentatively on
09 Mar 2019, Saturday from 1130-1230hrs.

• ONE 2-hour final examination (70%)

— open ended questions, on 08 May 2019, Wednesday from 1700-
1900hrs.

x
Both the mid-semester and final examinations are closed book but
students will be allowed to bring along with them ONE A4 size help-
sheet.

xi
G ETTING H ELP

• Ask your fellow students on the LumiNUS forum.

• E-mail me your question with the subject [ST2334].
The replies might be published on the LumiNUS module FAQ
so that everyone can read them.
• Ask me questions during lecture breaks or at the end of lectures.
• Make an appointment to meet me.
• Finally, one important study tip from Sir Ian McKellen —
https://youtu.be/YZf0Q-v3u-k

xii
The Moral of the Story
“This reminds me of a story. Long before your time in
the Southern province of China . . . ” Tan Ah Teck

1
W HY L EARN S TATISTICS & P ROBABILITY ?

Statistics gets no respect. People say things like “You can prove any-
thing with Statistics.” People will write off a claim based on data as
“just a statistical trick.” The situation is not much better for the study
of Probability. So why should you spend your time learning about
subjects that sound as dull as these? With the following examples, we
hope to convince you that learning about these subjects will be inter-
esting and useful.

2
E XAMPLE 0.1 (B IRTHDAY P ROBLEM I)
Ignoring the issues of leap years, twins and seasonal variation in fer-
tility, what is the chance that in a room of 25 people there are at least
two individuals who share a common birthday?

(a) Less than 1 in a 1000.

(b) At least 1 in 1000 and less than 1 in 100.
(c) At least 1 in 100 and less than 1 in 10.
(d) At least 1 in 10 and less than 1 in 2.
(e) At least 1 in 2.

3
The probability for that to happen is about 0.57. Surprised?

4
E XAMPLE 0.2 (A UTISM TESTS )
British scientists have developed a 15-minute brain scan they hope
could be used to detect autism in children. Autism and related disor-
ders affect up to seven out of every 1,000 individuals. The brain scan
method was 90 percent accurate in correctly identifying the autistic
patients. It also showed a negative result for healthy controls in 80
percent of cases. If a child tested positive for autism, what is the prob-
ability that he indeed has autism?

5
(a) Less than 10%.

(b) At least 10% and less than 30%.

(c) At least 30% and less than 70%.

(d) At least 70% and less than 90%.

(e) At least 90%.

6
You look at the accuracy of the autism test (90 percent; 80 percent)
and conclude that the probability should be quite high. The answer is
actually about 0.03. Surprisingly low.

7
So what is the moral
of the story?

8
T HE M ORAL OF THE S TORY
Examples 0.1 to 0.2 show that our intuitions about uncertainty can often
be misleading. Perhaps we should do some probability after all . . .

9
E XAMPLE 0.3 (D ID A NYONE A SK W HOM Y OU ’ VE B EEN D ATING ?)
Consider the following newspaper headlines:

“According to a new USA Today/Gallup Poll of teenagers

across the country, 57 percent of teens who go out on dates
say they‘ve been out with someone of another race or ethnic
group.” (Peterson, 1997)

This prompts the Sacramento Bee to proclaim:

“Interracial dates common among today‘s teenagers.”

There are millions of teenagers in U.S. Did the polltakers ask all of
them? No.

10
The article states that

“the results of the new poll of 602 teens, conducted Oct

13 – 20, reflect the ubiquity of interracial dating today . . . ”

So the pollsters asked only 602 teens.

Could such a small sample tell us anything about the millions of teenagers
in the U.S.? Yes . . .

if those teens constituted a random sample from the population.

11
How accurate could this sample be? Apparently, the margin of error is
about 5%. This means that the percent of all teenagers in the US who
date that would say they have dated interracially is likely to be in the
range 57% ± 5%, or between 52% and 62%.

12
T HE M ORAL OF THE S TORY
A representative sample of only a few thousand, or perhaps even a few
hundred, can give reasonably accurate information about a population of
many millions.

13
E XAMPLE 0.4 (W HO A RE T HOSE A NGRY W OMEN ?)
Shere Hite sent questionnaires to 100,000 women asking about love,
sex, and relationships. Only 4.5% of the women responded, and Hite
used those responses to write her book, Women and Love.
As Moore notes,

“The women who responded were fed up with men and

eager to fight them. For example, 91% of those who were
divorced said that they had initiated the divorce. The anger
of women toward men became the theme of the book.”
Moore (1997, p. 11)

14
The Hite sample exemplifies one of the most common problems with
surveys: The sample data may not represent the population. Extensive
nonparticipation (i.e. nonresponse) from a random sample, or the use
of a self-selected (i.e., all-volunteer) sample, will probably produce
biased results.

15
T HE M ORAL OF THE S TORY
An unrepresentative sample, even a large one, tells you almost nothing
about the population.

16
E XAMPLE 0.5 (D OES P RAYER L OWER B LOOD P RESSURE ?)
A headline in USA Today read,

“Prayer can lower blood pressure” (Davis, 1998)

The story that followed states, “Attending religious services lowers

blood pressure more than tuning into religious TV or radio, a new
study says.”

17
The report is based on a observational study, which followed 2391
people for 6 years.

“People who attended a religious service once a week

and prayed or studied the Bible once a day were 40% less
likely to have high blood pressure than those who don‘t
go to church every week and prayed and studied the Bible
less.”

Researchers did observe a relationship, but it‘s a mistake to conclude

prayer actually causes lower blood pressure.

18
In observational studies, groups can differ by important ways that
may contribute to the observed relationship. People who attended
church regularly may have

• been less likely to smoke or drink alcohol;

• had a better social network;

• been somewhat healthier and able to go to church.

These other factors are possible confounding variables.

19
T HE M ORAL OF THE S TORY
Cause-and-effect conclusions cannot generally be made on the basis of an
observational study.

20
E XAMPLE 0.6 (D OES A SPIRIN R EDUCE H EART ATTACK R ATES ?)
Consider the Physician‘s Health Study (1988), a 5-year randomized
experiment. The purpose of the experiment was to determine whether
taking aspirin reduces the risk of a heart attack.

• 22, 071 male physicians of age 40 – 84;

• randomly assigned to one of two treatment groups;

• Group 1 = aspirin every other day; Group 2 = placebo;

• Physicians blinded as to which group they were in.

21
The results support the conclusion that taking aspirin does indeed
help to reduce the risk of having a heart attack:

Because the men in this experiment were randomly assigned to the

two conditions, other important risk factors such as age, amount of ex-
ercise, and dietary habits should have been similar for the two groups.

22
This makes it possible to conclude that taking aspirin actually caused
the lower rate of heart attacks for that group.
In a later chapter, we will learn how to determine that the difference
seen in this sample is statistically significant.

23
T HE M ORAL OF THE S TORY
Cause-and-effect conclusions can generally be made on the basis of ran-
domized experiments.

24
The above stories were meant to bring life to our definition of statistics
and show how it is related to probability.

Statistics is a collection of procedures and principles for

gathering data and analyzing information to help people
make decisions when faced with uncertainty. Probability
helps us quantify randomness/uncertainty.

Think back over the stories. In every story, data are used to make a
judgment about a situation. This common theme is what statistics is
all about.

25
 One
Probability
But to us, probability is the very guide of life.
Bishop Joseph Butler

26
1 I NTRODUCTION

Statistical methods are used to evaluate information in uncertain situ-

ations and probability plays a key role in that process. Remember our
definition of statistics:

Statistics is a collection of procedures and principles for

gathering data and analyzing information to help people
make decisions when faced with uncertainty.

Probability calculations are a key element of statistical inference, in

which we use sample information to make conclusions about a larger
population.

27
E XAMPLE 1.1 (D OES A SPIRIN R EDUCE H EART ATTACK R ATES ?)
Consider Example 0.6 on page 21 in which 22, 071 physicians were
randomly assigned to take either aspirin or a placebo.
In the aspirin group, there were 9.42 heart attacks per 1000 partici-
pating doctors, whereas in the placebo group there were 17.13 heart
attacks per 1000 participants.

28
Suppose there was no difference between taking aspirin and taking
placebo. It can then be determined that the probability that the ob-
served difference between heart attack rates would be so large is only
0.00001.
This is strong evidence that the observed difference did not occur just
by chance. From this, we conclude that taking aspirin does reduce the
risk of a heart attack.

29
It is then clear that Probability plays an important role in the study of
Statistics. We will thus spend the next few lectures studying Probabil-
ity.
In this chapter we introduce the basic terminology of probability the-
ory: experiment, outcomes, sample space, events. Next we define
what the probability of an event is and proceed to show how it is com-
puted in a variety of examples.

30
2 S AMPLE S PACE AND E VENTS

We refer to any recording of information, whether it is numerical or cat-

egorical, as an observation. The basic object of probability is an exper-
iment: an activity or procedure that produces distinct, well-defined
possibilities called outcomes (or observations).

31
D EFINITION 1.2 (S AMPLE S PACE )
The sample space S is the set of all possible outcomes of an experiment.

32
E XAMPLE 1.3
The sample space of tossing a coin:

S = { H, T }.

33
E XAMPLE 1.4
The sample space of positions of a 7-horse race:

S = {all permutations of {1, 2, 3, 4, 5, 6, 7}} .

34
E XAMPLE 1.5
Rolling two dice:

S = {(1, 1), (1, 2), . . . , (1, 6), (2, 1), . . . , (6, 6)}
= {(i, j) : 1 ≤ i, j ≤ 6}.

35
E XAMPLE 1.6
The lifetime of a transistor:

S = [0, ∞).

36
It is possible to have different sample spaces from the same experi-
ment, as the following example demonstrates.

37
E XAMPLE 1.7
Consider the experiment of rolling a die.

(a) If we are interested in the number that shows on the top face, then
the sample space would be

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

(b) If we are interested only in whether the number is even or odd,

then the sample space is simply

S = {even, odd}.

38
E XAMPLE 1.8
Consider an experiment that consists of flipping a coin and then flip-
ping it a second time if a head occurs. If a tail occurs on the first flip,
then a die is tossed once. The sample space is

S = {(H, H), (H, T ), (T, 1), (T, 2), (T, 3), (T, 4), (T, 5), (T, 6)}.

39
E XAMPLE 1.9
Recording the Straits Times Index.

S = {. . . , 3328.95, 3286.32, 3265.73, . . .}.

40
E XAMPLE 1.10
Consider an experiment that consists of drawing two balls, one at a
time, from a box containing a blue, a white and a red ball. If we are
interested in the colours of the two balls drawn, then the sample space
is
S = {(B,W ), (B, R), (W, B), (W, R), (R, B), (R,W )}.

41
D EFINITION 1.11 (S AMPLE P OINT )
Every outcome in a sample space is called an element of the sample space
or simply a sample point.

42
E XAMPLE 1.12 (S AMPLE P OINT )
(a) For Example 1.5, the possible sample points are

(1,1) or (1,2) or · · · or (6,5) or (6,6).

(b) For Example 1.8, the possible sample points are

(H,H) or (H,T) or (T, 1) or (T, 2) or · · · or (T, 5) or (T, 6).

43
D EFINITION 1.13 (E VENT )
Any subset E of the sample space is an event.

44
E XAMPLE 1.14 (E VENT )
(a) For Example 1.3, E = {H} is a possible event.
(b) For Example 1.4, E = {horse 2 comes out first} is a possible event.
Here E has 6! elements.
(c) For Example 1.5,
E = {sum of 2 dice is 7}
= {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}
is a possible event.
(d) For Example 1.6, E = {x : 0 ≤ x ≤ 5} is a possible event. This is the
event that the transistor fails before the end of the fifth year.

45
D EFINITION 1.15 (S IMPLE & C OMPOUND E VENTS )
An event is said to be a simple event if it consists of exactly one outcome
(or sample point).
An event is said to be a compound event if it consists of more than one
outcome (or sample points).

46
E XAMPLE 1.16
For the case of Example 1.5,
One possible compound event would be

E = {sum of 2 dice is 7}
= {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}.

One possible simple event would be

F = {sum of 2 dice is 2}
= {(1, 1)}.

47
D EFINITION 1.17 (S URE & N ULL E VENT )
(a) The sample space is itself an event, and is usually called a sure event.

(b) A subset of S that contains no elements at all is the empty set, denoted
/ and is usually called a null event.
by 0,

48
Algebra of Events
• For two events E and F of a sample space S, we define E ∪ F to
consist of all points that are either in E or F or in both E and F.

For instance, in Example 1.3, if event E = {head} and F = {tail},

E ∪ F = {head, tail}.

The event E ∪ F is called the union of the events E and F.

49
• Similarly, we define EF (also written as E ∩ F), the intersection
of E and F, to consist of all outcomes that are both in E and in F.

For instance, in Example 1.5 if

E = {sum of dice is 7} = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)},
F = {second die is 4} = {(1, 4), (2, 4), (3, 4), (4, 4), (5, 4), (6, 4)},
G = {sum of dice is 6} = {(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)},

then the event EF is given as

EF = {(3, 4)}.

50
EG, however, does not contain any outcomes and hence could
not occur. To give such an event a name, we shall refer to it as the
null event and denote it by 0.
/ That is

EG = 0.
/

Whenever EG = 0,
/ E and G are said to be mutually exclusive.

51
• We also define unions and intersections of more than two events
in a similar manner.

If E1, E2, . . ., En are events, the union of these events, denoted by

∪nk=1Ek , is defined to be that event which consists of all points that
are in Ek for at least one value of k = 1, 2, . . . , n.

Similarly, the intersection of the events Ek , denoted by ∩nk=1Ek , is

defined to be the event consisting of those points that are in all
of the events Ek , k = 1, 2, . . . , n.

52
• Finally, for any event E we define the new event E c or E 0 as the
complement of E, to consist of all points in the sample space S
that are not in E. That is, E c will occur if and only if E does not
occur.

Also note that Sc = 0/ and that E ∩ E c = 0.

/

53
Figure 1: Venn diagrams.

54
• For any two events E and F, if all of the points in E are also in F,
then we say that E is contained in F and write E ⊂ F.

If E ⊂ F and F ⊂ E, we say that E and F are equal and write

E = F.

55
Figure 2: Venn diagram.

56
• The operations of forming unions, intersections, and complements
of events obey certain rules similar to the rules of algebra. We list
a few of these rules:
Commutative laws: E ∪ F = F ∪ E, EF = FE
Associative laws: (E ∪ F) ∪ G = E ∪ (F ∪ G), (EF)G = E(FG)
Distributive laws: (E ∪ F)G = EG ∪ FG, EF ∪ G = (E ∪ G)(F ∪ G)

One easy way to remember these three laws —

think of intersection as multiplication and union as addition.

57
• DeMorgan’s laws are useful relationships between the three ba-
sic operations of forming unions, intersections, and complements:

(∪ni=1Ei)c = ∩ni=1Eic
(∩ni=1Ei)c = ∪ni=1Eic

These could also be written as

(E1 ∪ E2 ∪ · · · ∪ En)c = E1c ∩ E2c ∩ · · · ∩ Enc

(E1 ∩ E2 ∩ · · · ∩ En)c = E1c ∪ E2c ∪ · · · ∪ Enc

58
3 S OME USEFUL C OUNTING TOOLS

In many instances, the computation of probability involves the num-

bers of ways certain situations can happen. It is therefore crucial to
learn some counting methods.

59
C OUNTING M ETHODS
The Generalized Basic Principle of Counting/Addition Principle
Two simple but extremely useful results.

Factorial
Number of ways to arrange n distinct objects.

Permutations
Number of ways to arrange r out of n distinct objects.

Combinations
Number of ways to choose r out of n distinct objects.

60
Let’s look at the first of them.

61
The Generalized Basic Principle of Counting
Suppose that r experiments are to be performed. If

• experiment 1 results in n1 possible outcomes;

• ···

• experiment r results in nr possible outcomes.

62
Together there are n1n2 · · · nr possible outcomes of the r experiments.

63
E XAMPLE 1.18
How many different 7-place license plates are possible if the first 3
places for letters and the final 4 places by numbers?

Solution:
The first 3 places each has 26 ways, and the final 4 places each has 10
ways. Therefore, the total possible number of ways is

26 · 26 · 26 · 10 · 10 · 10 · 10 = 175, 760, 000.

64
E XAMPLE 1.19
A test consists of 10 multiple choice questions with each has 4 possible
answers.

(a) How many possible ways are there in which a student can choose
one answer to each question?

(b) Among all these cases, how many are such that all answers are
wrong?

65
Solution:

(a) There are 4 possible answers for each question. Therefore there are

4 × 4 × · · · × 4 = 410 = 1048576

possible ways in answering the test.

(b) There are 3 wrong answers for each question. Therefore there are

3 × 3 × · · · × 3 = 310 = 59049

possible ways in getting all answers wrong in the test.

66
E XAMPLE 1.20
Find the number of even three-digit numbers to be formed from digits
1, 2, 5, 6, 7 and 8

(a) if each digit can be used once; and

(b) if no restriction on how many times a digit is used.

67
Solution:

(a) The last digit can only be one of {2, 6, 8}.

We then have 5 choices for the second digit and 4 for the first.
Hence, there are 5 × 4 × 3 = 60 different even three-digit numbers.

(b) The last digit can only be one of {2, 6, 8}.

We then have 6 choices for the second digit and 6 for the first, since
repetitions are allowed.
Hence, there are 6 × 6 × 3 = 108 different even three-digit numbers.

68
E XAMPLE 1.21
Suppose there are three children, Amelia, Barbara and Christine (A,
B and C) in a room. If they all leave the room, what are the possible
orders in which they can leave?

Solution:
We could have A being first, then B, then C, an outcome we write as
ABC.
All the possibilities are:

ABC, ACB, BAC, BCA, CAB, CBA

That is, six possibilities in all.

69
With 4 children, if we write down all possible orderings, you can easily
see that there are 24 possibilities.
Is there a general formula with n children?

70
Factorial
If there are n distinct objects, the number of ways of arranging them is

n! = 1 × 2 × · · · × (n − 1) × n.

Note that
1! = 1 and 0! = 1.

71
E XAMPLE 1.22
Suppose that you have a deck of cards and you take all the hearts (13
of them) and shuffle them. How many different possible orderings
can there be?

Solution:
13!

72
E XAMPLE 1.23
In how many ways can 4 boys and 5 girls sit in a row if the boys and
girls must alternate?

Solution:
We need the following arrangement of boys and girls:

G B G B G B G B G

There are 5! ways to arrange the girls and 4! ways to arrange the boys
in those positions.
Thus the required number of ways is 5!4! = 2880.

73
E XAMPLE 1.24
How many ways can 6 persons line up to get on a bus,

(a) if a certain group of 3 persons insist on following each other?

(b) if a certain group of 2 persons refuse to follow each other?

74
Solution:

(a) Treat these 3 persons (let’s call them a, b, c) as a unit and call it A.
Then we can arrange A with the other 3 persons (let’s call them
x, y, z) in 4! = 24 ways.

As there are 3! to arrange a, b, c within A, we have a total of

4! × 3! = 144

ways to arrange the six persons so that a, b, c are in consecutive

positions.

75
(b) Similar to the previous part there are

5! × 2! = 240

ways to arrange the six persons so that two of them are in consec-
utive positions.
As there 6! = 720 ways to arrange the 6 without restrictions, the
number of ways to line up the 6 with the 2 particular persons not
following each other is

720 − 240 = 480.

76
E XAMPLE 1.25 (S EATING IN CIRCLE )
6 people sitting around a round dining table. How many ways?

Solution:
It is the relative positions that really matters – who is on your left, on
your right.

77
The following 6 arrangements are essentially the same:

3 2 4 3 5 4

4 1 5 2 6 3

5 6 6 1 1 2

6 5 1 6 2 1

1 4 2 5 3 6

2 3 3 4 4 5

Thus the number of seating arrangements is

6!
= 5!.
6

78
Arrangement in a Circle
Generally, for n distinct objects arranged in a circle, there are

n!
= (n − 1)!
n
possible arrangements.

79
E XAMPLE 1.26 (M AKING NECKLACES )
n different pearls string in a necklace. Number of ways of stringing
the pearls is
(n − 1)!
.
2

80
Addition Principle
Suppose that r experiments are to be performed. If

• experiment 1 results in n1 possible outcomes;

• ···

• experiment r results in nr possible outcomes.

81
Then the number of ways in which we may perform experiment 1 or ex-
periment 2 or · · · or experiment r is given by

n1 + n2 + · · · + nr ,

assuming that no two procedures may be performed together.

82
E XAMPLE 1.27
Suppose that John can take the MRT or bus from home to Orchard
Road.
If there are three bus routes and two MRT routes, then there are

3+2 = 5

different routes available for his trip.

83
E XAMPLE 1.28
How many even three-digit numbers can be formed from the digits 0,
1, 2, 5, 6, and 9 if each digit can be used only once?

Solution:
We have to consider two cases.

(a) 0 is used for the last digit.

There are 5 × 4 = 20 ways to fill in the first two digits. Hence the
number of even numbers formed with 0 as the last digit is 20.

84
(b) 0 is not used for the last digit.
We have to use either 2 or 6 for the last digit.

There are only 4 eligible digits for the first digit as it cannot be
0. We can put whatever digits left as the second. Therefore the
number of even 3-digit numbers is 4 × 4 × 2 = 32.

The addition principle gives 20 + 32 = 52 even three-digit numbers.

85
Permutation I (all objects are distinct)
The number of ways to arrange r out of n distinct objects is

n!
n Pr = Prn = n(n − 1) · · · (n − (r − 1)) = .
(n − r)!
In this case, the ordering matters!
Note that
nPn = Pnn = n!.

86
E XAMPLE 1.29
4!
If you have 4 persons and 2 chairs, there are P24 = = 12 ways to
(4 − 2)!
fill the chairs.

87
E XAMPLE 1.30
You deal 5 hearts out of 13 from your deck of cards. How many possi-
ble arrangements are there?

Solution:
13!
P513 = = 154440 possible arrangements.
8!

88
We shall now determine the number of permutations of a set of n ob-
jects when some of them are indistinguishable from one another. Con-
sider the following example.

89
E XAMPLE 1.31
How many different letter arrangements can be formed using the let-
ters M I S S?

90
Solution:
Trick: Make the S’s distinct, call them S1 and S2. If the letters were all
different, there would be 4! ways.

MIS1S2 MIS2S1
MS1IS2 MS2IS1
MS1S2I MS2S1I
··· ···

It’s clear that we double counted by 2! ways, so the actual number of

different arrangements is
4!
= 12.
2!

91
Permutation II (not all objects are distinct)
Suppose we have n objects such that there are n1 of one kind, n2 of the second
kind, . . . , nk of the k-th kind, where

n1 + n2 + · · · + nk = n.

Then the number of ways to arrange these n objects is

n!
n Pn1 ,n2 ,...,nk = Pnn1,n2,...,nk = .
n1!n2! · · · nk !

92
E XAMPLE 1.32
In how many ways can 3 red, 4 yellow and 2 blue bulbs be arranged
in a string of Christmas tree lights with 9 sockets?

93
Solution:
Here we assume that we cannot distinguish one red bulb from another
red one, i.e., they are considered to be the same. Likewise for the yel-
low and blue bulbs.
There are 3 red, 4 yellow and 2 blue bulbs.
Thus the total number of distinct arrangements is

9 9!
P3,4,2 = = 1260.
3!4!2!

94
E XAMPLE 1.33
In how many ways can a television program director fill the 6 time
slots allocated to commercials, if there are 4 different commercials, of
which a given one is to be shown 3 times while each of the others is to
be shown once?

95
Solution:
There are 6 commercials, 3 of which are alike. Thus, there are

6 6!
P3,1,1,1 = = 120
3!1!1!1!
ways to fill the time slots.

96
In many problems we are interested in the number of ways of selecting
r objects from n objects without regard to the order.

97
E XAMPLE 1.34
In how many ways can we choose 3 items from 5 items: A, B,C, D, E?

98
Solution:
5 ways to choose first item, 4 ways to choose second item, and 3 ways
to choose third item.
So the number of ways (in this order) is
5!
P35 = = 5 · 4 · 3.
2!
However, consider the 6 instances where the letters A, B,C are selected.

ABC, ACB, BAC, BCA,CAB,CBA

should be considered as the same if we disregard the ordering.

99
Thus for every instance where 3 letters are selected, we have over-
counted by a factor of 3! = 6.
So the number of different groups (where order is not important) is
P35/3! = 5!/2!3!.

100
Combinations
The number of ways to choose r objects from n distinct objects is
 
n n n!
C
n r = C r = = .
r r!(n − r)!
In this case, the ordering does not matter!
Note that
n Prn
Cr = .
r!

101
R EMARK :
n


(i) The quantity r is called a binomial coefficient as it is the coef-
ficient of the term ar bn−r in the binomial expansion of (a + b)n.
n n



(ii) r = n−r for r = 0, 1, . . . , n.
n n



(iii) 0 = n = 1.
n n−1 n−1




(iv) r = r + r−1 for 1 ≤ r ≤ n.
n


(v) r = 0 for r < 0 or r > n. 

102
E XAMPLE 1.35  
4 4!
If you have 4 persons and 2 chairs, there are = = 6 ways to
2 2!2!
choose who gets to sit.

103
E XAMPLE 1.36
You deal 5 hearts out of 13 from your deck of cards. How many differ-
ent possible combinations are there?

Solution:
 
13 13!
= = 1287 possible combinations.
5 5!8!

104
E XAMPLE 1.37
A box contains 25 good apples and 5 bad apples.

(a) How many samples of 5 can be selected?

(b) How many of the samples in (a) involve exactly one bad apple?

(c) How many of the samples in (a) involve at least two bad apples?

105
(a) The number of samples of 5 that can be selected is
30!
C530 = = 142506.
5!25!

(b) Pick 4 good apples from the 25, and 1 bad apple from the 5.
Using the multiplication principle, the number of samples is

C425 ×C15 = 12650 × 5 = 63250.

106
(c) Number of ways to get all good apples is

C525 ×C05 = 53130 × 1 = 53130.

Thus the number of ways to get at least two bad apples is

|5 apples| − |5 good apples| − |4 good + 1 bad apples|

= 142506 − 53130 − 63250
= 26126.

107
E XAMPLE 1.38
A committee of 3 is to be formed from a group of 20 people.

(a) How many possible committees can be formed?

(b) Suppose further that, two guys: Peter and Paul refuse to serve
in the same committee. How many possible committees can be
formed with the restriction that these two guys don’t serve to-
gether?

108
Solution:

20


(a) No. of different committees that can be formed = 3 = 1140.
(b) Case 1. Both not in the committee.
Ways to do that = 18


3 = 816.

Case 2. One of them
in the committee.

Ways to do that = 21 18


2 = 306.

Total = 816 + 306 = 1122.

20 2 18




Alternative solution: 3 − 2 1 = 1140 − 18 = 1122.

109
E XAMPLE 1.39
How many ways can 4 men and 3 women sit in a row if no two women
are allowed to sit together?

110
Solution:
We seat the men first. There are 4! ways.
5


The women can choose 3 out of 5 spaces between the men: 3 ways.

∧ M1 ∧ M2 ∧ M3 ∧ M4 ∧

Finally there are 3! ways to arrange the women.

So the number of ways required is
5


4! × 3 × 3!.

111
E XAMPLE 1.40
How many ways to arrange 4 black marbles and 3 white marbles so
that no two white marbles are consecutive?

112
Solution:
We first arrange the 4 black marbles. Since they are indistinguishable,
there is only one way to arrange them.
We next choose 3 out of
the 5 spaces between the black marbles to
insert the 3 white ones: 53 ways.

∧B ∧ B ∧ B ∧ B∧

Again, since the white marbles are indistinguishable as well, there is

only one way to arrange them in those 3 spaces.
5


So the number of ways required is 3 .

113
4 I NTERPRETATIONS OF P ROBABILITY

There are several interpretations of probability. The more common

ones are:

• Equally-likely Outcomes

• Frequency Interpretation

• Personal Probability

Note that these are interpretations, not assumptions. Probability the-

ory is built on rigorous mathematics which provides a framework that
is consistent with these classical interpretations.

114
E QUALLY- LIKELY O UTCOMES
If there are m equally likely possibilities, of which one must occur and s are
regarded as a success, then the probability of a success is given by s/m.

115
E XAMPLE 1.41
Probability of drawing an Ace from a deck of cards is 4/52 = 1/13.

116
What if you can’t break it down into equally-likely outcomes? Say the
probability of rain tomorrow?

117
F REQUENCY I NTERPRETATION
The probability of an event is the proportion of times the event will occur
in a long run of repeated experiments.

118
E XAMPLE 1.42
Probability of a jet from New York to Boston arriving on time is 78%.
We mean that flights like this, over the long run, will arrive on time
78% of the time.

119
But what if it is not a repeatable event? Like the probability of you
getting promoted this year?

120
P ERSONAL P ROBABILITY
We define the personal probability of an event to be the degree to which a
given individual believes that the event will happen. Sometimes, the term
subjective probability is used because the degree of belief may be different
for each individual.

121
E XAMPLE 1.43
I think that there’s a 95% probability that she will say yes if I propose.

122
Sometimes it can be thought of as the willingness to place a bet.

123
5 A XIOMS OF P ROBABILITY

No matter the interpretation, consistency is important. Therefore we

have

124
The Axioms of Probability
Probability, denoted by P, is a function on the collection of events satisfying

(i) For any event A,

0 ≤ P(A) ≤ 1.

(ii) Let S be the sample space, then

P(S) = 1.

125
(iii) For any sequence of mutually exclusive events A1, A2, . . ., that is
AiA j = 0/ when i 6= j, we have
!
∞
[ ∞
P Ai = ∑ P(Ai).
i=1 i=1

126
R EMARK :
• Axiom 1 states that the probability that the outcome of the exper-
iment is a point in A is some number between 0 and 1.

• Axiom 2 states that, with probability 1, the outcome will be a

point in the sample space S.

• Axiom 3 states that for any two mutually exclusive events the
probability of at least one of these events occurring is just the
sum of their respective probabilities. 

127
A NDREY K OLMOGOROV
Today, the beginning of probability theory is attributed to the correspon-
dence between Blaise Pascal (1623–1662) and Pierre de Fermat (1601–
1665) in 1654.
But the rigorous foundation was laid by Andrey Kolmogorov (1903–
1987) when he formulated the axioms of probability (also known as the
Kolmogorov axioms) around 1933.
For a biography of Kolmogorov, see
http://www-history.mcs.st-andrews.ac.uk/history/
Biographies/Kolmogorov.html

128
6 P ROPERTIES OF P ROBABILITY

Using only the axioms, we can establish a few very useful proposi-
tions.

129
P ROPOSITION 1.44
The probability of the empty set is P(0)
/ = 0.

130
P ROPOSITION 1.45
For any finite sequence of mutually exclusive events A1, A2, . . . , An,

P (A1 ∪ A2 ∪ · · · ∪ An) = P(A1) + P(A2) + · · · + P(An).

131
P ROPOSITION 1.46
Let A be an event, then
P(Ac) = 1 − P(A).

132
P ROPOSITION 1.47 (B IGGER EVENT, B IGGER PROBABILITY )
If A ⊆ B, then
P(A) + P(BAc) = P(B).
Hence, P(A) ≤ P(B).

133
P ROPOSITION 1.48 (T HE I NCLUSION -E XCLUSION P RINCIPLE )
Let A and B be any two events, then

P(A ∪ B) = P(A) + P(B) − P(AB).

134
P ROPOSITION 1.49 (T HE I NCLUSION -E XCLUSION P RINCIPLE )
Let A, B and C be any three events, then

P(A ∪ B ∪C) = P(A) + P(B) + P(C)

− [P(AB) + P(AC) + P(BC)]
+ P(ABC).

135
7 S AMPLE S PACES H AVING E QUALLY L IKELY O UTCOMES

For many experiments, it is natural to assume that all outcomes in the

sample space are equally likely to occur. For example,

• tossing a fair coin: P({ H }) = P({ T })

• rolling a pair of fair dice: P({(1, 1)}) = P({(1, 2)}) = · · · = P({(6, 6)}).

136
Sample Spaces Having Equally Likely Outcomes
Consider an experiment with finite sample space S = {s1, s2, . . . sN }.
If outcomes are equally likely to occur, then P({si}) = c, for i = 1, . . . , N.
Then
1 = P({s1}) + · · · + P({sN }) = Nc,
and we get c = 1/N. In other words,

P({si}) = 1/N = 1/|S|, for i = 1, . . . , N.

Similarly, if event A has |A| outcomes, then P(A) = |A|c.

137
This means that
number of outcomes in A |A|
P(A) = = .
number of outcomes in S |S|

138
This is why we need all those counting methods.

139
E XAMPLE 1.50
A pair of fair dice is tossed. What is the probability of getting a sum
of 7?

Solution:
We assume that all outcomes are equally likely.
Let A = {sum is 7} = {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}.
So
|A| 6 1
P(A) = = = .
|S| 36 6

140
E XAMPLE 1.51
If 3 balls are randomly drawn from an urn containing 6 white and 5
black balls, what is the probability that one of the drawn balls is white
and the other two black?

Solution:  
11
There are a total of = 165 ways to draw 3 balls, so |S| = 165.
3   
6 5
To get one white two black, there are = 60 ways.
1 2
Hence
60 4
P(A) = = .
165 11

141
E XAMPLE 1.52
A box contains n balls, one of which is special. If k of these balls are
drawn, what is the probability that the special ball is chosen?

Solution:
1 n−1



1 k−1
P(Special ball is chosen) = n

= k/n.
k
1 n−1



Here, 1 accounts for the fact that the special ball is chosen while
k−1
accounts for the fact that the other k − 1 balls are chosen from the rest
of the (non-special) balls.

142
8 C OMPUTING P ROBABILITIES

We now take a look at how some of the results mentioned previously

can be used in computing probabilities.

143
E XAMPLE 1.53
A fair die is tossed. Let A be the event that an even number turns up,
B the event that either an “1” or a “3” occurs, and C the event that
a number divisible by 3 occurs. Find P(A), P(B), P(C), P(A ∪ B) and
P(A ∪C).

Solution:
The sample space is given as S = {1, 2, 3, 4, 5, 6}.
Now
A = {2, 4, 6}, B = {1, 3}, C = {3, 6}.

We have
P(A) = 3/6 = 1/2, P(B) = 2/6 = 1/3, P(C) = 2/6 = 1/3.

144
As A and B are mutually exclusive, we have, by the Third Axiom of
Probability, that

P(A ∪ B) = P(A) + P(B) = 1/2 + 1/3 = 5/6.

Now A and C are not mutually exclusive, we have, by the Inclusion-

Exclusion Principle, that

P(A ∪C) = P(A) + P(C) − P(AC) = 1/2 + 1/3 − 1/6 = 4/6,

since P(AC) = 1/6.

Alternatively, we see that A ∪C = {2, 3, 4, 6} so P(A ∪C) = 4/6.

145
E XAMPLE 1.54 (A BOUT L INDA )
Linda is 31 years old, single, outspoken, and very bright. She majored
in Philosophy. As a student, she was deeply concerned with issues of
discrimination and social justice, and also participated in anti-nuclear
demonstrations.
Which of the following alternatives is more probable? And why?

(a) Linda is a bank teller.

(b) Linda is a bank teller and active in feminist movement.

146
Solution:
Let A be the event that Linda is a bank teller, and B that she is active in
the feminist movement. Then AB ⊆ A.
So the event A is more probable than the other.

147
E XAMPLE 1.55 (H ALL PAGEANT )
Audrey is taking part in her hall’s pageant. The probability that she
will win the crown is 0.14. The probability that she will win Miss
Photogenic is 0.3. The probability that she will win both is 0.11.

(a) What is the probability that she wins at least one of the two?

(b) What is the probability that she wins only one of two?

148
Solution:
Let A be the event that she wins the crown, and B that she wins Miss
Photogenic.

(a) The probability required is

P(A ∪ B) = P(A) + P(B) − P(AB) = 0.14 + 0.3 − 0.11 = 0.33.

(b) The probability required is

P((A ∪ B) \ AB) = P(A ∪ B) − P(AB) = 0.33 − 0.11 = 0.22.

149
E XAMPLE 1.56
A poll of statisticians in USA was conducted to ascertain their profes-
sional responsibilities. An analysis of their responses gave the follow-
ing distribution of professional responsibilities:

A = Research 40%
B = Professional consultation 64%
C = Data collection and analysis 36%

Suppose that 10% are involved in all three activities; 15% are involved
in both A and C; and 17% are involved in both A and B.
Use this information to find the percentage of all statisticians in USA
that are involved in both B and C. Assume that P(A ∪ B ∪C) = 1.

150
Solution:
The information given are

P(A) = 0.40, P(B) = 0.64, P(C) = 0.36,

P(AB) = 0.17, P(AC) = 0.15, P(ABC) = 0.10.

What we need is P(BC). The Inclusion-Exclusion Principle for three

events gives

P(A ∪ B ∪C) = P(A) + P(B) + P(C)

− [P(AB) + P(AC) + P(BC)]
+ P(ABC).

151
This means that

1 = 0.40 + 0.64 + 0.36 − [0.17 + 0.15 = P(BC)] + 0.10.

Thus P(BC) = 0.18.

152
E XAMPLE 1.57 (B IRTHDAY P ROBLEM )
Here’s a useful party trick: walk into a room or bar with at least 50 peo-
ple. Boldly claim that you sense two people sharing the same birthday.
Act awesome afterwards. How often are you right?

Solution:
We can cast this as a probability question:
There are n people in a room, what is the probability that there are at
least two people with the same birthday?

153
We assume each day is equally likely to be a birthday of everyone, and
there is no leap year. A person can have his birthday on any of the 365
days. So there are a total of (365)n outcomes, i.e. |S| = (365)n.
Let A denote the event that there are at least two people among the n
people sharing the same birthday. We will work out Ac first.

154
To count Ac, note that

|Ac| = 365 · 364 · · · [365 − (n − 1)].

Therefore,
365 · 364 · · · (365 − n + 1)
P(Ac) = n
.
365

155
Another way to write it:
    
c 1 2 n−1
P(A ) = 1 − 1− ··· 1− .
365 365 365
Therefore,
    
1 2 n−1
P(A) = 1 − 1 − 1− ··· 1− .
365 365 365

156
 n qn pn
1 1 0
2 0.99726 0.00274
Let qn = P(Ac) when there 3 0.99180 0.00820
are n people, and 10 0.88305 0.11695
15 0.74710 0.25290
pn = P(A) = 1 − qn. 20 0.58856 0.41144
21 0.55631 0.44369
22 0.52430 0.47570
The values of pn and qn for 23 0.49270 0.50730
selected values of n are tab- 30 0.29368 0.70632
ulated: 40 0.10877 0.89123
50 0.029626 0.979374
100 3.0725×10−7 1
253 6.9854×10−53 1

157
We see that for 50 people, 98% of the time you will be able to find two
people with the same birthday.

158
R EMARK :
For the Birthday Problem, the probability of having two people shar-
ing the same birthday exceeds 1/2 once you have 23 people. Surpris-
ing? 

159
E XAMPLE 1.58 (I NVERSE B IRTHDAY P ROBLEM )
How large does a group of (randomly selected) people have to be such
that the probability that some one is sharing his or her birthday with
you is larger that 0.5?

160
Solution:
The probability that n persons all have different birthdays from you
is (364/365)n .
So we need n such that 1 − (364/365)n ≥ 0.5. Solving, we obtain

log(0.5)
n≥ = 252.7.
log(364/365)
We need at least 253 people (excluding youself).
This time round the surprise is that we need much more people than
the reasonable figure of 182 (half of 365).

161
B IRTHDAY P ROBLEMS
Why this difference?
The inverse birthday problem requires the sharing of a particular day as
the common birthday; the birthday problem allows any day as the shared
birthday.

162
9 C ONDITIONAL P ROBABILITY

The probabilities assigned to various events depend on what is known

about the experimental situation when the assignment is made.
What happens if we get subsequently some additional information?
For example, how does the information “an event A has occurred”
affects the probability assigned to the event B?

163
D EFINITION 1.59 (C ONDITIONAL P ROBABILITY )
For any two events A and B with P(A) > 0, the conditional probability
of B given that A has occurred is defined by

P(A ∩ B)
P(B|A) = .
P(A)

164
E XAMPLE 1.60
A fair die is rolled twice.

(a) What is the probability that the sum of the 2 rolls is even?

(b) Given that the first roll is a 5, what is the (conditional) probability
that the sum of the 2 rolls is even?

165
Solution:
Let B denote the event that the sum of the 2 rolls is even, and A the
event that the first roll is a 5.

166
(a) The sample space is given by

2nd roll
1 2 3 4 5 6
1 (1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)
2 (2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
1st roll 3 (3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
4 (4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
5 (5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
6 (6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)

It is easy to see that P(B) = 18/36.

167
(b) Since we know that A has already happened, we can just look at
the fifth row:

2nd roll
1 2 3 4 5 6
1st roll 5 (5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)

We are interested to look instances among this row that gives an

even sum. So P(B|A) = 3/6.

168
Alternatively, we can use the formula:
3
P(AB) 36
P(B|A) = = 6
.
P(A) 36

169
R EDUCED S AMPLE S PACE
P(B|A) can also be read as: the conditional probability that B occurs given
that A has occurred.
Since we know that A has occurred, think of A as our new, or reduced
sample space. The probability that the event AB occurs will equal the
probability of AB relative to the probability of A.

170
E XAMPLE 1.61
Suppose two fair dice are rolled. Given that the first die is less than 3,
what is the conditional probability that the sum of the 2 dice is more
than 7?

171
Solution:
Let B be the event that the sum of the 2 dice is more than 7, and A the
event that the first die is less than 3.
Consider the reduced sample space with the following 12 points:

{(1, 1), (1, 2), . . . , (1, 6), (2, 1), (2, 2), . . . , (2, 6)}

Since there is only one point (2, 6) in the reduced sample space that
gives a sum more than 7, the required probability is P(B|A) = 1/12.

172
E XAMPLE 1.62
In the card game bridge, the 52 cards are dealt out equally to 4 players
– called East, West, North, and South. If North and South have a total
of 8 spades among them, what is the probability that East has 3 of the
remaining 5 spades?

Solution:
We will work with the reduced sample space.

Since North-South have a total of 8 spades among their 26 cards, there

are a total of 26 cards, 5 of them being spades, to be distributed among
the East-West hands.

173
So the conditional probability that East will have exactly 3 spades is
5 21



3 10
26

≈ 0.339.
13

174
E XAMPLE 1.63
A couple has 2 children. What is the probability that both are boys if
it is known that they have at least one son?

Solution:
Let us assume that it is equally likely to be a boy or a girl for every
new born baby.

Let E = {(B, B)} and F = {(B, B), (B, G), (G, B)}. Then

EF = {(B, B)} = E.

175
The required probability is

P(EF) P(E) 1/4 1

P(E|F) = = = = .
P(F) P(F) 3/4 3

176
E XAMPLE 1.64
The following data were obtained in a study.

Non- Moderate Heavy Row

smokers smokers smokers Total
Hypertension 21 36 30 87
No hypertension 48 26 19 93
Column total 69 62 49 180

177
If one of these individuals is selected at random, find the probability
that the person is

(a) experiencing hypertension;

(b) experiencing hypertension given that the person is a heavy smoker;

(c) a non-smoker, given that the person is experiencing no hyperten-

sion.

178
Solution:
We assume that each of the 180 persons is equally likely to be selected.
Let H and H c denote the events that the selected person is experiencing
hypertension and no hypertension respectively.
(a) The required probability is given as
P(H) = 87/180.

(b) Let A denote the event that the selected person is a heavy smoker.
The required probability is given as
P(HA) 30/180 30
P(H|A) = = = /49.
P(A) 49/180

179
(c) Let B denote the event that the selected person is a nonsmoker.
The required probability is given as

c P(BH c) 48/180 48
P(B|H ) = = = /93.
P(H c) 93/180

180
P ROPOSITION 1.65 (P(·|A) IS A P ROBABILITY )
Let A be an event with P(A) > 0. Then the following three conditions hold.

(i) For any event B, we have

0 ≤ P(B|A) ≤ 1.

(ii) Let S be the sample space, then

P(S|A) = 1.

181
(iii) For any sequence of mutually exclusive events B1, B2, . . ., that is
BiB j = 0/ when i 6= j, we have
!
∞
[ ∞
P Bk |A = ∑ P(Bk|A).
k=1 k=1

182
R EMARK :
This means that P(·|A) as a function of events satisfy the three axioms
of probability. Hence, all the propositions in Section 6 apply to P(·|A)
too. 

183
E XAMPLE 1.66
A statistics professor is teaching both a morning and an afternoon sec-
tion of an introductory statistics class. Define the following events

• A = {the professor gives a bad morning lecture};

• B = {the professor gives a bad afternoon lecture}.

Suppose that

P(A) = 0.3, P(B) = 0.2, P(AB) = 0.1.

184
Calculate the following probabilities.

(a) P(B|A)

(b) P(Bc|A)

(c) P(B|Ac)

(d) P(Bc|Ac)

(e) If at the conclusion of the afternoon class, the professor is heard

to mutter “what a rotten lecture”, what is the probability that the
morning lecture was also bad?

185
Solution:

(a)
P(BA)
P(B|A) = = 0.1/0.3 = 1/3.
P(A)

(b)
P(Bc|A) = 1 − P(B|A) = 1 − 1/3 = 2/3.

(c)
c P(BAc) P(B) − P(BA)
P(B|A ) = c
= = (0.2 − 0.1)/0.7 = 1/7.
P(A ) 1 − P(A)

186
(d)
P(Bc|Ac) = 1 − P(B|Ac) = 6/7.

(e)
P(AB)
P(A|B) = = 0.1/0.2 = 1/2.
P(B)

Note that for parts (b) and (d), we have used Proposition 1.65 and
Proposition 1.46 on page 132 concurrently.

187
Multiplication Rule
Rearranging the definition of conditional probability, we have

188
The Multiplication Rule

P(A ∩ B) = P(A)P(B|A)
or
P(A ∩ B) = P(B)P(A|B)

189
R EMARK :
This rule enables us to calculate the probability that two events will
both occur.
The probability that both events occur is the product of the probability
of one event occurs and the conditional probability that the other event
occurs given that the first event has occurred. 

190
The multiplication rule can be extended to more than two events –

191
General Multiplication Rule

Let A1, A2, . . . , An be n events, with P(A1A2 · · · An−1) > 0, then

P(A1A2 · · · An)
= P(A1)P(A2|A1)P(A3|A1A2) · · · P(An|A1A2 · · · An−1).

192
E XAMPLE 1.67 (C ARDS : W ITHOUT R EPLACEMENT )
Deal 2 cards from a regular playing deck without replacement. What
is the probability that both cards are aces? What is the probability that
only one card is an ace?
What is the probability that if 3 cards are dealt, they are all aces?

193
Solution:
Let A1, A2 and A3 denote respectively the events that the first and sec-
ond cards drawn are aces. Then
P(both aces) = P(A1A2)
= P(A1) · P(A2|A1)
4 3 1
= · = .
52 51 221

194
The probability that only one card is an ace is given as
4 48 48 4 32
P(A1Ac2) + P(Ac1A2) = · + · = .
52 51 52 51 221
Similarly

P(all 3 are aces) = P(A1A2A3) = P(A1) · P(A2|A1) · P(A3|A1A2)

4 3 2 1
= · · = .
52 51 50 5525

195
R EMARK :
Note that using a counting approach, the answers above can also be
obtained (respectively) as
4 48 4 48 4 48







2 × 0 1 × 1 3 × 0
52

, 52

, 52

.
2 2 3

196
E XAMPLE 1.68
The probability that a doctor correctly diagnoses a particular illness is
0.7. Given that the doctor makes an incorrect diagnosis, the patient
will enter a law suit is 0.9. What is the probability that the doctor
makes an incorrect diagnosis and the patient sues?

197
Solution:
Let D ={Correct diagnosis} and U ={Patient sues}.
It is given that P(D) = 0.7 and P(U|Dc) = 0.9.
Thus the required probability is

P(DcU) = P(Dc)P(U|Dc) = (1 − 0.7) × 0.9 = 0.27.

198
E XAMPLE 1.69
Four individuals have responded to a request by a blood bank for
blood donations.

• All of them forget their blood types.

• Suppose only type A+ is desired and only one of the four actually
has this type.

199
If the potential donors are selected at random order for typing, what
is the probability that

(a) at least three individuals must be typed to obtain the desired type?

(b) the third donor’s blood type is A+?

200
Solution:
Let Ai denote the event that the ith donor has A+ blood type.

(a) The probability that at least three individuals must be typed to

obtain the desired type is the same as
3 2 1
P(1st two donors not A+ type) = P(Ac1Ac2) = P(Ac1)P(Ac2|Ac1) = × = .
4 3 2

(b) The probability that the third donor’s blood type is A+ is

3 2 1 1
P(Ac1Ac2A3) = P(Ac1)P(Ac2|Ac1)P(A3|Ac1Ac2) = × × = .
4 3 2 4

201
Inverting the order of Conditioning
Sometimes, it is beneficial to be able to swap the event of interest and
the conditioning event.

202
Inverse Probability

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

203
E XAMPLE 1.70 (M AMMOGRAMS )
Mammograms are used to test breast cancer. Easily available infor-
mation include how often mammograms come back positive, overall
breast cancer rate and how accurate the mammogram is when the can-
cer is present. However, what we really want to know is what the probability
of cancer is when the mammogram is positive.

204
Suppose we know that

• P(Positive Test) = 0.107;

• P(Cancer) = 0.1; and

• P(Positive test | Cancer ) = 0.8.

What is the probability of having cancer when the mammogram is

positive?

205
Solution:

P(Positive Test|Cancer) × P(Cancer)

P(Cancer|Positive Test) =
P(Positive Test)
0.8 × 0.1
=
0.107.

206
We will revisit this theme in a later section.

207
10 I NDEPENDENCE

We now look at one of the most important concepts in probability.

208
D EFINITION 1.71 (I NDEPENDENCE )
Two events A and B are independent if and only if

P(A ∩ B) = P(A)P(B).

Two events A and B that are not independent are said to be dependent.

209
R EMARK :
This is equivalent to either of the following statements. (Prove it!)

P(A|B) = P(A),

P(B|A) = P(B).

That is, two events are independent when having knowledge that one
event happened does not change the probability of the other event. 

210
E XAMPLE 1.72 (T WO D ICE )
Suppose we roll 2 fair dice.

(a) Let A6 denote the event that the sum of two dice is 6 and B denote
the event that the first die equals 4.

Hence, P(A6) = 5/36, P(B) = 6/36 = 1/6 and P(A6B) = 1/36. Since

P(A6B) 6= P(A6)P(B),

we say that A6 and B are dependent.

211
(b) Let A7 denote the event that the sum of two dice is 7. Then P(A7B) =
1/36, P(A ) = 1/6 and P(B) = 1/6. Hence
7

P(A7B) = P(A7)P(B),

and we say that A7 and B are independent.

212
E XAMPLE 1.73 (C ARDS : W ITH R EPLACEMENT )
Draw two cards from a regular deck. The probability of the second
card being ace depended on whether the first card was an ace or not.
(The answer being 3/51 or 4/51.)
If we had replaced the card after the first draw, then the probability
would be 4/52 regardless. This agrees with our intuition that the two
draws are independent if we drew the cards with replacement.
The probability of drawing two aces with replacement is
4/52 × 4/52 = 1/169.

213
E XAMPLE 1.74 (S UIT VS VALUE )
Draw a card from a well-shuffled regular deck. Let

• A be the event that an ace is drawn, and

• C be the event that a heart is drawn.

Are events A and C independent?

214
Solution:
Note that P(A) = 4/52, P(C) = 13/52 so

P(A ∩C) = 1/52 = P(A) × P(C).

So A and C are independent. But are they mutually exclusive?

215
I NDEPENDENT VS M UTUALLY E XCLUSIVE
Two events A and B being independent and being mutually exclusive are
not the same thing.

A, B independent ⇔ P(A ∩ B) = P(A)P(B)

A, B mutually exclusive ⇔ P(A ∩ B) = 0

If A and B are mutually exclusive and non-trivial (positive probability),

then A and B cannot be independent.

216
E XAMPLE 1.75
Show that the sample space S and the empty set 0/ are independent of
any event.

217
Solution:
For any event A,
A ∩ S = A, A ∩ 0/ = 0.
/
Thus
P(A ∩ S) = P(A) = P(A)P(S),
since P(S) = 1.
On the other hand, since P(0)
/ = 0, we have

P(A ∩ 0)
/ = P(0)
/ = P(A)P(0).
/

218
E XAMPLE 1.76
If A ⊂ B, show that A and B are dependent unless P(B) = 1.

Solution:
If A ⊂ B, then AB = A, which gives

P(AB) = P(A) 6= P(A)P(B),

unless P(B) = 1.

219
C HECK FOR I NDEPENDENCE
The properties of independence, unlike the mutually exclusive property,
cannot be shown on a Venn diagram. This means you can’t trust your
intuition.
In general, the only way to check for independence for events A and B is by
checking if
P(AB) = P(A)P(B).

220
E XAMPLE 1.77 (M UTUALLY E XCLUSIVE AND NOT I NDEPENDENT E VENT
Consider throwing a die. Let
• A = {event of odd numbers} = {1, 3, 5}.
• D = {event of even numbers} = {2, 4, 6}.
Then A and D are mutually exclusive.
Since
P(A) = 1/2, P(D) = 1/2, P(AD) = 0,
we see that
P(AD) 6= P(A)P(D),
meaning A and D are not independent.

221
E XAMPLE 1.78 (N OT M UTUALLY E XCLUSIVE AND NOT I NDEPENDENT E
Consider throwing a die. Let
• A = {event of odd numbers} = {1, 3, 5}.
• B = {event of numbers ≤ 3} = {1, 2, 3}.
As AB = {1, 3}, A and B are not mutually exclusive.
Since
P(A) = 1/2, P(B) = 1/2, P(AB) = 1/3,
we see that
P(AB) 6= P(A)P(B),
meaning A and B are not independent.

222
E XAMPLE 1.79 (N OT M UTUALLY E XCLUSIVE AND I NDEPENDENT E VENT
Consider throwing a die. Let
• A = {event of odd numbers} = {1, 3, 5}.
• C = {event of numbers ≤ 4} = {1, 2, 3, 4}.
As AC = {1, 3}, A and C are not mutually exclusive.
Since
P(A) = 1/2, P(C) = 2/3, P(AC) = 1/3,
we see that
P(AC) = P(A)P(C),
meaning A and C are independent.

223
T HEOREM 1.80
If A and B are independent, then so are A and Bc, Ac and B, Ac and Bc.

224
E XAMPLE 1.81
The probability that Tom will be alive in 20 years is 0.7, and the prob-
ability that Jack will be alive in 20 years is 0.9.
What is the probability that neither will be alive in 20 years?

225
Solution:
Let A and B respectively to be events that Tom and Jack would be alive
in 20 years. Note that these two events are independent.
Hence Ac and Bc are independent, too. This the desired probability is
given by

P(AcBc) = P(Ac)P(Bc) = (1 − 0.7) × (1 − 0.9) = 0.03.

226
D EFINITION 1.82 (PAIRWISE I NDEPENDENT E VENTS )
A set of events A1, . . . , An are said to be pairwise independent if and only
if
P(AiA j ) = P(Ai)P(A j )
for i 6= j.

227
D EFINITION 1.83 (M UTUALLY I NDEPENDENT E VENTS )
A set of events A1, . . . , An are said to be mutually independent (or simply
independent) if and only if for any subset {Ai1 , Ai2 , . . . , Aik } of A1, . . . , An,

P(Ai1 Ai2 · · · Aik ) = P(Ai1 )P(Ai2 ) · · · P(Aik ).

228
R EMARK :
1. When one says that the events A1, . . . , An are mutually independent,
it means that

• firstly, for any pair of events Ai, A j where i 6= j, the multiplica-

tion rule holds, and
• secondly, for any three events Ai, A j , Ak for distinct i, j, k, the
multiplication rule holds,
• and so on,

229
 • Of course, the following multiplication rule also holds:

P(A1A2 · · · An) = P(A1)P(A2) · · · P(An).

• There are in total 2n − n − 1 different cases.

2. Mutually independence implies pairwise independence, but pair-
wise independence does not imply mutually independence.
3. Suppose A1, . . . , An are mutually independent events. Let

Bi = Ai or Aci, i = 1, . . . , n.

Then B1, . . . , Bn are also mutually independent events. 

230
E XAMPLE 1.84
Roll a fair die three times. What is the probability that the first toss
gives an odd number, the second toss gives an even number and the
third gives a value greater than 4?

231
Solution:
Let

• A = {odd number obtained in 1st roll},

• B = {even number obtained in 2nd roll},

• C = {5 or 6 obtained in 3rd roll}.

232
Now,

P(A) = 3×6×6
6×6×6 = /2
1

P(B) = 6×3×6
6×6×6 = /2
1

P(C) = 6×6×2
6×6×6 = /3
1
3×3×6
P(AB) = 6×6×6 = 1/4 = P(A)P(B)
3×6×2
P(AC) = 6×6×6 = 1/6 = P(A)P(C)
6×3×2
P(BC) = 6×6×6 = 1/6 = P(B)P(C)
3×3×2
P(ABC) = 6×6×6 = 1/12 = P(A)P(B)P(C)

This shows that A, B and C are mutually independent.

233
E XAMPLE 1.85
Roll a pair of fair dice. Let

• A = {1st die shows an even number},

• B = {2nd die shows an odd number},

• C = {the 2 dice shows both odd or even numbers}.

234
Now,
3×6
P(A) = 6×6 = 1/2
6×3
P(B) = 6×6 = 1/2
P(C) = 3×3+3×3
6×6 = 1/2
P(AB) = 3×3
6×6 = /4 = P(A)P(B)
1
3×3
P(AC) = 6×6 = 1/4 = P(A)P(C)
3×3
P(BC) = 6×6 = 1/4 = P(B)P(C)
0
P(ABC) = 6×6 = 0 6= P(A)P(B)P(C)
This shows that A, B and C are pairwise independent but not mutu-
ally independent.

235
E XAMPLE 1.86
The probability that a grader will make a marking error on any partic-
ular question of a multiple-choice question exam is 0.05.
If there are ten questions and questions are marked independently,
what is the probability

(a) that no errors are made?

(b) that at least one error is made?

If there are n questions and the probability of making an error is p

rather than 0.05, give the expressions for the probabilities above.

236
Solution:
Let Ei denote the event of making an error in marking the i-th question.

(a) Since E1, . . . , E10 are independent, E1c, . . . , E10

c
are independent too.
The required probability is then given as

P(E1c · · · E10
c
) = P(E1c) · · · P(E10
c
) = (1 − 0.05) · · · (1 − 0.05) = 0.9510.

(b) The required probability is given as

P(at least one error) = 1 − P(no error) = 1 − 0.9510.

237
For the last question, we can replace 10 by n and 0.05 by p to get

(1 − p)10 and 1 − (1 − p)10

respectively.

238
11 B AYES ’ T HEOREM

In this section, we will look at one of the most amazing probability

result involving conditional probability, Baye‘s Theorem. Before that,
we will look at an important definition.

239
D EFINITION 1.87 (PARTITION )
If B1, . . . , Bn are mutually exclusive (that is BiB j = 0, / for i 6= j) and ex-
haustive (that is B1 ∪ · · · ∪ Bn = S), we call B1, . . . , Bn a partition of S.

240
T HEOREM 1.88 (R ULE OF T OTAL P ROBABILITY )
If B1, . . . , Bn is a partition of S, then for any A,
n n
P(A) = ∑ P(BiA) = ∑ P(Bi)P(A|Bi)
i=1 i=1
= P(B1)P(A|B1) + · · · + P(Bn)P(A|Bn).

241
E XAMPLE 1.89 (A SSEMBLY P LANT )
In a certain assembly plant, three machines B1, B2 and B3, make 30%,
45% and 25% respectively of the products. It is known from past ex-
perience that 2%, 3% and 2% of the products made by each machine
respectively are defective. Now, suppose that a finished product is
randomly selected. What is the probability that it is defective?

242
Solution:
Let D be the event that the product is defective, and B1, B2 and B3 be
the events that the selected product come from Machine B1, B2 and B3
respectively. It is clear that B1, B2 and B3 are mutually exclusive and
exhaustive events.

243
Applying the Rule of Total Probability, we have

P(D) = P(B1)P(D|B1) + P(B2)P(D|B2) + P(B3)P(D|B3)

244
Referring to the tree diagram above, we note that the three summands
of the equation above are given by the three branches. Thus

P(D) = 0.3 × 0.02 + 0.45 × 0.03 + 0.25 × 0.02 = 0.0245.

245
E XAMPLE 1.90 (V OTERS )
In a certain county, 60% are Republicans; 30% are Democrats; and
10% are Independents. When those voters were asked about increas-
ing military spending, 40% of Republicans opposed it; 65% of the
Democrats opposed it; and 55% of the Independents opposed it.
What is the probability that a randomly selected voter in this county
opposes increasing military spending?

246
Solution:
Let O denote opposition to spending, and R,D,I, denote Republicans,
Democrats and Independents respectively. We have

P(O) = P(O|R)P(R) + P(O|D)P(D) + P(O|I)P(I)

= (0.4 × 0.6) + (0.65 × 0.3) + (0.55 × 0.1) = 0.49.

247
E XAMPLE 1.91 (F RYING F ISH )
At a nasi lemak stall, the chef and his assistant take turns to fry fish.
The chef burns his fish with probability 0.1, his assistant burns his fish
with probability 0.23. If the chef is frying fish 80% of the time, what is
the probability that the fish you order is burnt?

248
Solution:
Let B denote a burnt fish, C denote that the chef fries the fish.
What we need is

P(B) = P(C)P(B|C) + P(Cc)P(B|Cc) = 0.8 × 0.1 + 0.2 × 0.23.

249
E XAMPLE 1.92 (D RAWING B ALLS )
We have 4 black balls and 3 white balls in an urn. We draw 2 balls ran-
domly without replacement. What is the probability that the second
ball is black?

250
Solution:
Let Bi denote that the ith ball drawn is black and Wi denote that the ith
ball drawn is white. Then the required probability is

P(B2) = P(W1)P(B2|W1) + P(B1)P(B2|B1)

3 4 4 3 4
= × + × = .
7 6 7 6 7
This is the same as the probability that the first ball is black!

251
E XAMPLE 1.93 (T HE M ONTY H ALL PROBLEM )
Suppose you’re on a game show, and you’re given the choice of three
doors: behind one door is a car; behind the others, goats.
You pick a door, say No. 1, and the host Monty, who knows what’s
behind the doors, opens another door, say No. 3, which has a goat. He
then says to you, “Do you want to pick door No. 2?"
Is it to your advantage to switch your choice?

252
Solution:
Let’s look at the probabilities of winning for the two strategies.

(a) Stick strategy

I choose a door with the car initially with probability 1/3. Monty
will always open a door with a goat, so if I don’t switch, I’ll win.
I choose a door with a goat initially with probability 2/3. Monty
will always open a door with a goat, so if I don’t switch, I’ll lose.
1 2 1
That is, the probability of winning is ×1+ ×0 = .
3 3 3

253
(b) Switch strategy
I choose a door with the car initially with probability 1/3. Monty
will always open a door with a goat, so if I switch, I’ll lose.
I choose a door with the goat initially with probability 2/3. Monty
will always open a door with a goat, so if I switch, I’ll win.
1 2 2
That is, the probability of winning is × 0 + × 1 = .
3 3 3
Therefore, the strategy that will bear a better chance of winning is the
“switch” strategy.

254
M ONTY H ALL
Still confused? Watch the following videos:
http://www.youtube.com/watch?v=mhlc7peGlGg
http://www.youtube.com/watch?v=P9WFKmLK0dc

255
Using conditioning inversion and the rule of total probability, we ar-
rive at

256
T HEOREM 1.94 (B AYES ’ T HEOREM )
Let B1, ..., Bn be a partition of S. For any event A, and any k ∈ 1, . . . , n

P(Bk )P(A|Bk ) P(Bk )P(A|Bk )

P(Bk |A) = = .
P(B1)P(A|B1) + · · · + P(Bn)P(A|Bn) ∑ni=1 P(Bi)P(A|Bi)

257
T HOMAS B AYES
These formulae are named after The Reverend Thomas Bayes, an English
mathematician and Presbyterian minister.
For a biography of Bayes, browse to
http://www-history.mcs.st-andrews.ac.uk/history/
Biographies/Bayes.html

258
E XAMPLE 1.95 (A SSEMBLY P LANT II)
With reference to Example 1.89, if a product was chosen randomly
and found to be defective, what is the probability that it was made by
machine B3?

259
Solution:
Using Baye’s Rule, the required probability is given as

P(B3)P(D|B3)
P(B3|D) =
P(B1)P(D|B1) + P(B2)P(D|B2) + P(B3)P(D|B3)
0.25 × 0.02 0.005 10
= = = .
0.3 × 0.02 + 0.45 × 0.03 + 0.25 × 0.02 0.0245 49
In view of the fact that a defective product was selected, this result
suggests that it probably was not made by machine B3, since the prob-
ability is low.

260
E XAMPLE 1.96 (R ARE D ISEASE )
Only 1 in 1000 adults is afflicted with a rare disease for which a di-
agnostic test has been developed. The test is such that when an indi-
vidual actually has the disease, a positive result will occur 99% of the
time, whereas an individual without the disease will show a positive
test result only 2% of the time. If a randomly selected individual is
tested and the result is positive, what is the probability that the indi-
vidual has the disease?

261
Solution:
To use Bayes’ theorem, let

• A1 = {the individual has the disease},

• A2 = {the individual does not have the disease},

• B = {positive test result}.

We know from the question that

P(A1) = 0.001, P(A2) = 0.999, P(B|A1) = 0.99, P(B|A2) = 0.02.

262
This problem can be represented by the following tree diagram.

263
Next to each branch corresponding to a positive test result, the multi-
plication rule yields the recorded probabilities. Therefore,

P(B) = P(A1)P(B|A1) + P(A2)P(B|A2) = 0.00099 + 0.01998 = 0.02097

from which we have the required probability as

P(A1)P(B|A1)
P(A1|B) =
P(A1)P(B|A1) + P(A2)P(B|A2)
0.00099
= = 0.047.
0.00099 + 0.01998

264
R EMARK :
This result seems counterintuitive; the diagnostic test appears so ac-
curate that we expect someone with a positive test result to be highly
likely to have the disease, whereas the computed conditional proba-
bility is only 0.047.
However, the rarity of the disease implies that most positive test re-
sults arise from errors rather than from diseased individuals.
Nonetheless, we still gain some knowledge — The probability of hav-
ing the disease has increased by a multiplicative factor of 47 (from
prior 0.001 to posterior 0.047); but to get a further increase in the pos-
terior probability, a diagnostic test with much smaller error rates is
needed. 

265
E XAMPLE 1.97 (A UTISM T ESTS )
British scientists have developed a 15-minute brain scan they hope
could be used to detect autism in children. Autism and related disor-
ders affect up to seven out of every 1,000 individuals. The brain scan
method was 90 percent accurate in correctly identifying the autistic
patients. It also showed a negative result for healthy controls in 80
percent of cases. If a child tested positive for autism, what is the prob-
ability that he indeed has autism?

266
Solution:
Let T denote a positive test result, and A that the child has autism.
Then P(A) = 0.007 and P(T |A) = 0.9 and P(T |Ac) = 0.2.
What we need is
P(T |A)P(A)
P(A|T ) =
P(T |A)P(A) + P(T |Ac)P(Ac)
0.9 × 0.007
=
0.9 × 0.007 + 0.2 × 0.993
≈ 0.031.

267
E XAMPLE 1.98 (T WO URNS )
Suppose there are 2 urns A and B. There are 2 black balls and 3 white
balls in urn A; 4 black balls and 1 white ball in urn B. We pick an urn
at random and then pick a ball at random from that urn.
If a black ball is observed, what is the probability that the ball is from
urn A?

268
Solution:

P(A)P(black|A)
P(A|black) =
P(A)P(black|A) + P(B)P(black|B)
1 2
2×5 1
=1 2 1 4= .
2×5+2×5
3

269
E XAMPLE 1.99 (F RYING F ISH PART D UEX )
If the fish you got was burnt, what is the probability that the assistant
fried it?

Solution:
This time round, we seek the probability

c P(Cc)P(B|Cc) 0.2 × 0.23

P(C |B) = c c
= .
P(C)P(B|C) + P(C )P(B|C ) 0.8 × 0.1 + 0.2 × 0.23

270
E XAMPLE 1.100
A bag contains one 50 cent, one 20 cent and one 10 cent coins. The 10
cent coin is a fake coin with two heads.
A coin is chosen at random from the bag and tossed four times in
succession. If the result is 4 heads, what is the probability that the fake
10 cent coin is used?

271
Solution:
Define the events

• A = {The 10 cent coin is chosen},

• B = {The 20 cent coin is chosen},

• C = {The 50 cent coin is chosen},

• 4h = {Having 4 heads in 4 tosses}.

272
As the coin is chosen randomly,

P(A) = P(B) = P(C) = 1/3.

It is also clear that

1 1 1 1
P(4h|A) = 14 = 1, P(4h|B) = 4
= , P(4h|C) = 4
= .
2 16 2 16

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Using Baye’s Theorem, what we need is given by

P(A)P(4h|A)
P(A|4h) =
P(A)P(4h|A) + P(B)P(4h|B) + P(C)P(4h|C)
1
3 ×1
=1 1 1 1 1
3 × 1 + 3 × 16 + 3 × 16
= 8/9.

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E XAMPLE 1.101 (B ERTRAND ’ S PARADOX )
Three cards:

• A black card that is black on both sides,

• A white card that is white on both sides, and

• A mixed card that is black on one side and white on the other.

All the cards are placed into a hat and one is pulled at random and
placed on a table. The side facing up is black. What is the probability
that the other side is also black?

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Solution:
Let B, W and M denote (respectively) the events that the card chosen
is the all black, all white, black-white card. Let F denote the event that
the side of the card facing up is black.

What we want is P(B|F).

Note that
1
P(B) = P(M) = P(W ) = .
3

Also,
1
P(F|B) = 1, P(F|M) = , P(F|W ) = 0.
2
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Thus
P(F|B)P(B)
P(B|F) =
P(F|B)P(B) + P(F|M)P(M) + P(F|W )P(W )
1 × 31 2
= 1 1 1 1
= .
1× 3 + 2 × 3 +0× 3 3

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R EMARK :
That the other side is black with probability 2/3 is surprising.
Common intuition suggests a probability of 1/2 because there are two
cards with black on them that this card could be. This turns out to be
mistaken. 

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E XAMPLE 1.102
It was discovered that 25% of the paintings of a certain gallery are not
original. A collector in 15% of the cases makes a mistake in judging if
a painting is authentic or a copy. If she buys a piece thinking that it is
original, what is the probability that it is not?

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Solution:
Let A denote the event that the painting bought is authentic and O the
event that the collector deems the painting bought to be authentic.
We then know that

P(A) = 3/4, P(O|A) = 17/20, P(O|Ac) = 3/20.

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The required probability will be given as

c P(O|Ac)P(Ac)
P(A |O) =
P(O|Ac)P(Ac) + P(O|A)P(A)
3/20 × 1/4
=3
/20 × 1/4 + 17/20 × 3/4
= 3/54 = 1/18
≈ 0.05556.

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