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Class 12 · Mathematics · Part 2

Chapter 13: Probability

Revision notes, worked problems, a question bank, assertion and reason questions and answers to the NCERT exercises. Tap a group to open it; opening one closes the others.

13.1 – 13.2Conditional probabilityProbability of E when F is known to have occurred

The idea

Toss three fair coins. Let E be 'at least two heads' and F be 'the first coin shows a tail'. Then P(E) = 1/2. If we are told that F has occurred, the outcomes outside F are impossible, so F becomes the new sample space. Only THH of the four outcomes of F is in E, so the probability of E given F is 1/4.

S = three coins: 8 equally likely outcomes, each of probability 1/8HHHHHTHTHTHHHTTTHTTTHTTTE only (at least two heads): HHH, HHT, HTHF only (first coin a tail): THT, TTH, TTTE ∩ F: THHGiven F, only the 4 outcomes of F remain.P(E|F) = n(E ∩ F) / n(F) = 1/4Without the information, P(E) = 1/2.
Knowing that F has occurred shrinks the sample space to F.

Definition

If E and F are events of the same sample space and P(F) ≠ 0, the conditional probability of E given F is

P(E|F) = P(E ∩ F) / P(F)or, for equally likely outcomes, P(E|F) = n(E ∩ F) / n(F)
  • The formula needs P(F) ≠ 0. If P(F) = 0 then P(E|F) is not defined.
  • P(E|F) is a probability computed in the reduced sample space F.
  • Always 0 ≤ P(E|F) ≤ 1.

Properties

  • Property 1. P(S|F) = P(F|F) = 1.
  • Property 2. P((A ∪ B)|F) = P(A|F) + P(B|F) − P((A ∩ B)|F). If A and B are disjoint this becomes P(A|F) + P(B|F).
  • Property 3. P(E′|F) = 1 − P(E|F).

Careful: the complement rule applies to the event before the bar, not after it. In general P(E|F′) ≠ 1 − P(E|F), and P(E|F) is not equal to P(F|E).

Worked examples

  • Two children. The probability that both are boys, given that at least one is a boy: F = {bb, bg, gb}, E ∩ F = {bb}, so P = 1/3.
  • Ten cards. A card from 1 to 10 is drawn and found to be more than 3. The probability that it is even: B = {4, …, 10} (7 cards), A ∩ B = {4, 6, 8, 10} (4 cards), so P(A|B) = 4/7.
  • Two dice, sum 6. The probability that a 4 has appeared at least once: F = {(1,5), (2,4), (3,3), (4,2), (5,1)}, and E ∩ F = {(2,4), (4,2)}, so P = 2/5.
  • School. 1000 students, 430 girls, 10% of the girls in Class XII. P(Class XII | girl) = 0.043/0.43 = 0.1.

A tree diagram with unequal outcomes

The same definition works when the outcomes are not equally likely. Toss a coin. If it shows heads, toss it again; if tails, throw a die. Let F be 'at least one tail' and E be 'the die shows more than 4'.

1/21/2TossHT(H, H) 1/4(H, T) 1/41/21/2(T, 1) 1/12(T, 2) 1/12(T, 3) 1/12(T, 4) 1/12(T, 5) 1/12(T, 6) 1/12die: each 1/6F: at least one tailP(F) = 1/4 + 6 × 1/12 = 3/4E: die shows more than 4E ∩ F = {(T, 5), (T, 6)}P(E ∩ F) = 1/12 + 1/12 = 1/6P(E|F) = (1/6) ÷ (3/4) = 2/9
Tree diagram for Example 7: the probability of an outcome is the product along its branches.

The probability of an outcome is the product of the probabilities along its branches.

13.3Multiplication theoremProbability that both events occur

The rule

Rearranging the definition of conditional probability gives the multiplication rule:

P(E ∩ F) = P(E) P(F|E) = P(F) P(E|F)provided P(E) ≠ 0 and P(F) ≠ 0

For three events, P(E ∩ F ∩ G) = P(E) P(F|E) P(G|E ∩ F), and similarly for more events.

Drawing without replacement

  • Urn. 10 black and 5 white balls; two drawn one after the other without replacement. P(both black) = (10/15)(9/14) = 3/7.
  • Cards. Three cards drawn without replacement. P(king, king, ace) = (4/52)(3/51)(4/50) = 2/5525.
  • Each step uses the numbers left after the earlier draws. With replacement the numbers do not change and the draws are independent.
13.4Independent eventsWhen one event does not affect the other

Definition

Events E and F are independent if P(F|E) = P(F) (and P(E|F) = P(E)). Using the multiplication rule this is the same as

P(E ∩ F) = P(E) P(F)

Events that are not independent are dependent.

Independent or mutually exclusive?

These are different ideas. 'Mutually exclusive' is about the events (no common outcome); 'independent' is about their probabilities. Two mutually exclusive events with nonzero probabilities can never be independent, because P(E ∩ F) = 0 but P(E) P(F) > 0. Independent events with nonzero probabilities always have common outcomes.

EFSMutually exclusive: E ∩ F = φP(E ∩ F) = 0, but P(E) P(F) > 0EFE ∩ FSIndependent: P(E ∩ F) = P(E) P(F)E = {3, 6}, F = {2, 4, 6}: 1/6 = (1/3)(1/2)
Mutually exclusive and independent are different ideas.

Checking independence

  • Compute P(E), P(F) and P(E ∩ F), then compare P(E ∩ F) with P(E) P(F).
  • Die. E = multiple of 3 = {3, 6}, F = even = {2, 4, 6}: P(E ∩ F) = 1/6 = (1/3)(1/2), so independent.
  • Three coins. E = 'all alike', F = 'at least two heads', G = 'at most two heads': (E, F) are independent (1/8 = 1/4 × 1/2) but (E, G) and (F, G) are dependent.

Useful results

  • If E and F are independent, so are E and F′, E′ and F, and E′ and F′.
  • For independent A and B: P(A ∪ B) = 1 − P(A′) P(B′).
  • Three events A, B, C are mutually independent only if all four conditions hold: P(A ∩ B) = P(A)P(B), P(A ∩ C) = P(A)P(C), P(B ∩ C) = P(B)P(C) and P(A ∩ B ∩ C) = P(A)P(B)P(C).
  • Pairs being independent is not enough for three events.
13.5Total probability and Bayes' theoremFinding the probability of a cause

Partition of a sample space

Events E₁, E₂, …, Eₙ form a partition of S if they are pairwise disjoint (Eᵢ ∩ Eⱼ = φ), exhaustive (E₁ ∪ … ∪ Eₙ = S) and each has probability > 0. Any event E and its complement E′ form a partition.

Theorem of total probability

If {E₁, …, Eₙ} is a partition and A is any event, then

P(A) = P(E₁) P(A|E₁) + P(E₂) P(A|E₂) + … + P(Eₙ) P(A|Eₙ)
E₁E₂E₃E₄AA ∩ E₁A ∩ E₂A ∩ E₃A ∩ E₄E₁, …, E₄ are pairwise disjointand together make up S (a partition).P(A) = P(A ∩ E₁) + … + P(A ∩ E₄)= Σ P(Eⱼ) P(A | Eⱼ)Bayes: P(Eᵢ | A) = P(A ∩ Eᵢ) ÷ P(A)
A partition splits any event A into disjoint pieces A ∩ Eᵢ.

Example. The probability of a strike is 0.65. The job is finished on time with probability 0.32 if there is a strike and 0.80 if there is none. P(on time) = 0.65 × 0.32 + 0.35 × 0.80 = 0.488.

Bayes' theorem

With the same partition and P(A) > 0,

P(Eᵢ|A) = P(Eᵢ) P(A|Eᵢ) / Σ P(Eⱼ) P(A|Eⱼ)
  • The Eᵢ are called hypotheses, P(Eᵢ) is the a priori probability and P(Eᵢ|A) is the a posteriori probability.
  • It is called the formula for the probability of causes: it reverses the conditioning, from P(A|Eᵢ) to P(Eᵢ|A).
  • The denominator is the total probability P(A).

Method for a Bayes problem

  • List the hypotheses E₁, …, Eₙ (a partition) and the event A that has been observed.
  • Write the priors P(Eᵢ) and the likelihoods P(A|Eᵢ).
  • Compute each product P(Eᵢ) P(A|Eᵢ) and add them to get P(A).
  • Divide the product for the wanted hypothesis by P(A).

A bag problem

Bag I has 3 red and 4 black balls, Bag II has 5 red and 6 black. A bag is chosen at random and a red ball is drawn. Find the probability that it came from Bag II.

1/21/2ChooseBag IBag IIRed 3/7: (1/2)(3/7) = 3/14Black 4/7: (1/2)(4/7) = 2/7Red 5/11: (1/2)(5/11) = 5/22Black 6/11: (1/2)(6/11) = 3/113/74/75/116/11P(red) = 3/14 + 5/22 = 34/77P(Bag II | red) = (5/22) ÷ (34/77) = 35/68
Bayes' theorem on a tree: take one red branch as a share of all red branches.

A rare event: the medical test

A test detects the disease in 90% of people who have it and wrongly flags 1% of healthy people. Only 0.1% of the population has the disease. For a person who tests positive,

P(disease | positive) = 0.001 × 0.9 ÷ (0.001 × 0.9 + 0.999 × 0.01) = 90/1089 ≈ 0.083

Out of 100 000 people, about 100 are ill and 90 of them test positive, while about 999 healthy people also test positive. So only 90 out of 1089 positives are really ill.

Three more examples

  • Four boxes. Boxes hold (black, white, red, blue) balls: I (3, 4, 5, 6), II (2, 2, 2, 2), III (1, 2, 3, 1), IV (4, 3, 1, 5). A box is chosen at random and a black ball is drawn. P(box III) = (1/4)(1/7) ÷ [(1/4)(3/18) + (1/4)(2/8) + (1/4)(1/7) + (1/4)(4/13)] ≈ 0.165.
  • A game. A and B throw a die alternately, A first, until a six. P(A wins) = 1/6 + (5/6)²(1/6) + … = (1/6) ÷ (1 − 25/36) = 6/11 and P(B wins) = 5/11.
  • Machine set up. Correct set up (prob 0.8) gives 90% acceptable items; incorrect (0.2) gives 40%. After two acceptable items, P(set up correct) = 0.8(0.9)² ÷ [0.8(0.9)² + 0.2(0.4)²] = 648/680 ≈ 0.95.

Random variable (a remark)

A random variable is a real valued function whose domain is the sample space of a random experiment. For two tosses of a coin, S = {HH, HT, TH, TT}. Let X be the number of heads: X(HH) = 2, X(HT) = X(TH) = 1, X(TT) = 0. Let Y be heads minus tails: Y(HH) = 2, Y(HT) = Y(TH) = 0, Y(TT) = −2. Two different random variables can be defined on the same sample space.

RefQuick reference and common slipsCheck before you answer

Quick reference

SituationFormula
Conditional probabilityP(E|F) = P(E ∩ F) / P(F)
Multiplication ruleP(E ∩ F) = P(E) P(F|E)
Independent eventsP(E ∩ F) = P(E) P(F), P(E|F) = P(E)
At least one of independent A, B1 − P(A′) P(B′)
Total probabilityP(A) = ΣP(Eⱼ) P(A|Eⱼ)
Bayes' theoremP(Eᵢ|A) = P(Eᵢ) P(A|Eᵢ) / ΣP(Eⱼ) P(A|Eⱼ)

Common slips

  • Dividing by P(E) instead of the given event P(F).
  • Confusing P(E|F) with P(F|E).
  • Treating 'mutually exclusive' as 'independent'.
  • Forgetting to reduce the denominator when drawing without replacement.
  • Using the total probability (the denominator of Bayes) as the answer.
  • Taking the hypotheses to be equally likely when the problem gives different priors.
  • Calling pairwise independent events mutually independent.