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Addition and Multiplication Rules for Probability Lecture 10, STAT 2246
Julien Dompierre
D epartement de math ematiques et dinformatique Universit e Laurentienne

30 janvier 2007, Sudbury

Julien Dompierre

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Addition Rules Multiplication Rules

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Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules

Julien Dompierre

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Addition Rules Multiplication Rules

Outline

Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules

Julien Dompierre

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Addition Rules Multiplication Rules

Mutually Exclusive Events (p. 195)

Two events of the same experiment are mutually exclusive events if they cannot occur at the same time (i.e., they have no outcomes in common). U A B

In this case, the intersection of the sets A and B is empty.

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Addition Rules Multiplication Rules

Mutually Exclusive Events

If A and B are mutually exclusive events of the same experiment, then the probability that A and B will occur is P (A B ) = n(A B ) 0 = = 0. n(S ) n(S )

For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a 6, B = {6} S . In probability theory, we say that the events A and B are mutually exclusive because they have no outcomes in common. In set theory, we say that the sets A and B are mutually exclusive because their intersection is empty. P (A B ) = n() 0 n(A B ) = = = 0. n(S ) n(S ) 6
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Julien Dompierre

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Addition Rules Multiplication Rules

Addition Rule 1 (p. 196)

When two events A and B of the same experiment are mutually exclusive, the probability that A or B will occur is P (A B ) = n(A B ) n(A) n(B ) = + = P (A) + P (B ). n(S ) n(S ) n(S )

For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a 6, B = {6} S . P (A B ) = n(A B ) n(A) n(B ) 3 1 = + = + = 4/6. n(S ) n(S ) n(S ) 6 6

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Addition Rules Multiplication Rules

Principle of Inclusion-Exclusion (p. 197)

When two events are not mutually exclusive, we must subtract one of the two probabilities of the outcomes that are common to both events, since they have been counted twice. n(A B ) = n(A) + n(B ) n(A B ) A AB B

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Addition Rules Multiplication Rules

Addition Rule 2 (p. 197)

When two events A and B of the same experiment are not mutually exclusive, the probability that A or B will occur is P (A B ) = n(A) + n(B ) n(A B ) n(A B ) = n(S ) n(S ) = P (A) + P (B ) P (A B ).

Note: This rule can also be used when the events are mutually exclusive, since (A B ) will always equal 0. However, it is important to make a distinction between the two situations.

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Addition Rules Multiplication Rules

Example of Addition Rule 2

For example. The experiment is to roll a die. The sample space is the set of all possible outcomes is S = {1, 2, 3, 4, 5, 6}. The event A is to get an odd number, A = {1, 3, 5} S . The event B is to get a number greater than 4, B = {5, 6} S . As A B = {1, 3, 5} {5, 6} = {5} = , the events A and B are not mutually exclusive. 4 3 2 1 + = 6 6 6 6

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

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Addition Rules Multiplication Rules

Principe of Inclusion-Exclusion for Three Sets

n(A B C ) = n(A) + n(B ) + n(C ) n(A B ) n(A C ) n(B C ) + n(A B C ).

AB AB C

AC C

B C

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Addition Rules Multiplication Rules

Principe of Inclusion-Exclusion for Four Sets

n(A1 A2 A3 A4 ) = n(A1 ) + n(A2 ) + n(A3 ) + n(A4 ) n(A1 A2 ) n(A1 A3 ) n(A1 A4 ) n(A2 A3 ) n(A2 A4 ) n(A3 A4 ) + n(A1 A2 A3 ) + n(A1 A2 A4 ) + n(A1 A3 A4 ) + n(A2 A3 A4 ) n(A1 A2 A3 A4 )

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Addition Rules Multiplication Rules

Principe of Inclusion-Exclusion for n Sets

Let A1 , A2 , ..., An be n nite sets. Then n(A1 A2 An ) =
1i n

n(Ai ) n(Ai Aj )
1i <j n

n(Ai Aj Ak )
1i <j <k n

+ (1)

+
n+1

n(A1 A2 An )

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Addition Rules Multiplication Rules

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Addition and Multiplication Rules for Probability Addition Rules Multiplication Rules

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Addition Rules Multiplication Rules

Independent Events (p. 205)

The multiplication rules can be used to nd the probability of two or more events that occur in sequence. For example, if a coin is tossed and then a die is rolled, one can nd the probability of getting a head on the coin and a 4 on the die. These two events are said to be independent since the outcome of the rst event (tossing a coin) does not aect the probability outcome of the second event (rolling a die). Two events A and B are independent events if the fact that A occurs does not aect the probability of B occurring.

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Addition Rules Multiplication Rules

Multiplication Rule 1 (p. 206)

When two events are independent, the probability of both occurring is P (A B ) = P (A) P (B )

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Addition Rules Multiplication Rules

Remarks on the Multiplication Rule 1

1. Multiplication rule 1 can be extended to three or more independent events by using the formula P (A B C K ) = P (A) P (B ) P (C ) P (K ) 2. In this sequence, the experiments may or may not be the same. If the experiments are the same, the events may or may not be the same.

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Dependent Events (p. 208)

When the outcome or occurrence of the rst event A aects the outcome or occurrence of the second event B in such a way that the probability is changed, the events A and B are said to be dependent events. The conditional probability of an event B in relationship to an event A is the probability that event B occurs given that the event A has already occurred. The notation for conditional probability is P (B |A). This notation does not mean that B is divided by A; rather, it means the probability that event B occurs given that event A has already occurred.

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Multiplication Rule 2 (p. 208)

When two events are dependant, the probability of both occurring is P (A B ) = P (A) P (B |A)

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Formula for Conditional Probability (p. 210)

The probability that the second event B occurs given that the rst event A has occurred can be found by dividing the probability that both events occurred by the probability that the rst event has occurred. The formula is P (B |A) = P (A B ) P (A)

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Conditional Probability and Independent Events

Two events A and B are independent if P (B |A) = P (B ) and are dependent otherwise.

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Probabilities for At Least or At Most (P. 213)

In some case, it is easier to compute the probability of the complement of an event than the probability of the event itself. This is still true for a sequence of events. Example: A coin is tossed 5 times. Find the probability of getting at least one tail. This is equal to 1 minus the probability of getting no tail at all, which is all heads. Find the probability of getting at most four tails. This is equal to 1 minus the probability of getting ve tails.

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