Soud Khalifa - Probability Questions & Answers

Conditional Probability, Bayes Theorem

1. (Coneptual points) Suppose an individual is randomly selected from the population of all adult males
living in the United States. Let A be the event that the selected individual is over 6 ft in height, and
let B be the event that the selected individual is a pro- fessional basketball player. Which do you think
is larger, P (A|B) or P (B|A)? Why?

Solution:
P (A|B) = Probability that a person is over 6 ft in height, knowing that he is a basketball player
P (B|A) = Probability that a person is a basketball player, knowing that he is over 6 ft in height
P (A|B) is much larger than P (B|A), because almost all basketball players are tall. So the probability that a random basketball player is over 6 ft in height is high.
P (B|A) is small, because only a very small percentage of US adult males are professional basketball
player. In other words, the the number of individuals who are professional basketball players is very
small compared to the number of male adults over 6 ft in height.

2. Seventy percent of the light aircraft that disappear while in flight in a certain country are subsequently
discovered. Of the aircraft that are discovered, 60% have an emergency locator, whereas 90% of the
aircraft not discovered do not have such a locator.
Suppose a light aircraft has disappeared.
(a) If it has an emergency locator, what is the probability that it will not be discovered?
(b) If it does not have an emergency locator, what is the probability that it will be discovered?

Solution: Let D = aircraft discovered Let E = aircraft has emergency locator

Given, P (D) = 0.7, P (E|D) = 0.6, P (E 0 |D0 ) = 0.9
Therefore, P (D0 ) = 0.3, P (E 0 |D) = 0.4, P (E|D0 ) = 0.1
(a) We want P (D0 |E)
P (D0 |E) =

P (E|D 0 )P (D 0 )
P (E|D)P (D)+P (E|D 0 )P (D 0 )

0.10.3
0.60.7+0.10.3

0.03
0.03+0.42

= 0.067 = 67%

(b) We want P (D|E )

(P (D|E 0 ) =

P (E 0 |D)P (D)
P (E 0 |D)P (D)+P (E 0 |D 0 )P (D 0 )

0.40.7
0.40.7+0.90.3

= 0.51 = 51%

3. Components of a certain type are shipped to a supplier in batches of ten. Suppose that 50% of all such
batches contain no defective components, 35% contain one defective component while 15% contain two
defective components. If two components are randomly selected from the batch.
What are the probabilities associated with 0, 1 and 2 defective components being in the batch under
each of the following conditions?
(a) Neither selected component is defective.
(b) One of the two components is defective.
(c) Both components are defective.

Soud Khalifa - Probability Questions & Answers

Solution:
Let B indicate the number of defective components in a batch, and S indicate the number of defective
components in the sample. Then B is from {0, 1, 2} and S is from 0 to B, for each possible B.
Given: P (B = 0) = 0.5, P (B = 1) = 0.3, P (B = 2) = 0.2
P (S = 0|B = 0) = 1
P (S = 0|B = 1) =

(92)
= 0.800
(10
2)

P (S = 1|B = 1) =

(91)
= 0.200
(10
2)

P (S = 0|B = 2) =

(82)
= 0.622
(10
2)

P (S = 1|B = 2) =

(21)(81)
= 0.356
(10
2)

P (S = 2|B = 2) =

(10
2)

= 0.022

(a)
P (B = 0|S = 0) =
=

P (S=0|B=0)P (B=0)
P (S=0|B=0)P (B=0)+P (S=0|B=1)P (B=1)+P (S=0|B=2)P (B=2)

10.5
0.10.5+0.80.3+0.6220.2

= 0.578

Similarly, P (B = 1|S = 0) =

P (B = 2|S = 0) =

P (S=0|B=1)P (B=1)
P (S=0|B=0)P (B=0)+P (S=0|B=1)P (B=1)+P (S=0|B=2)P (B=2)

P (S=0|B=2)P (B=2)
P (S=0|B=0)P (B=0)+P (S=0|B=1)P (B=1)+P (S=0|B=2)P (B=2)

= 0.278, and

= 0.144

[Note: In this kind of question it will save time to calculate the denominator separately first, as
P (S = 0) = P (S = 0|B = 0)P (B = 0) + P (S = 0|B = 1)P (B = 1) + P (S = 0|B = 2)P (B = 2)]
P2
[Note: the denominator could have been written as i=0 P (S = 0|B = i)]

(b)
P (S = 1) = P (S = 1|B = 0)P (B = 0) + P (S = 1|B = 1)P (B = 1) + P (S = 1|B = 2)P (B = 2) =
0.1312
= 0 + 0.2 0.3 + 0.356 0.2
Note that P (S = 1|B = 0) = 0
P (B = 1|S = 1) =

P (S=1|B=1)
P (S=1)

0.06
0.1312

= 0.457

P (B = 2|S = 1) =

P (S=1|B=2)
P (S=1)

0.0712
0.1312

= 0.543.

[Note: P (B = 2|S = 1) could also have been calculated as 1 (P (B = 2|S = 0) + P (B = 2|S = 2))]

4. A chemical engineer is interested in determining whether a certain trace impurity is present in a product.
An experiment has a probability of .80 of detecting the impurity if it is present. The probability of not
detecting the impurity if it is absent is .90. The prior probabilities of the impurity being present and
being absent are .40 and .60, respectively. Three separate experiments result in only two detections.
What is the posterior probability that the impurity is present?

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Soud Khalifa - Probability Questions & Answers

Solution: Let I = impurity present, D = impurity detected. Number the experiments as #1,
#2 and #3.
We are given, P (D|I) = 0.80, P (D0 |I 0 ) = 0.90, P (I) = 0.40, P (I 0 ) = 0.60
Two detections out of three experiments can happen in the following ways:
#1 detected, #2 detected, #3 not detected.
#1 detected, #2 not detected, #3 detected.
#1 not detected, #2 detected, #3 detected.
If the three experiments are independent, then
P(exactly two detections |impurity present) = (0.8)(0.8)(0.2) + (0.8)(0.2)(0.8) + (0.2)(0.8)(0.8) =
3(0.2)(0.8)(0.8) = 0.384
Similarly P(exactly two detections |impurity absent) = 3 (0.1)(0.1)(0.9) = 0.027.
Therefore,
P(exactly two detections) = P(exactly two detections |impurity present) P(impurity present) +
P(exactly two detections |impurity absent) P(Impurity absent) = (0.384)(0.4) + (0.027)(0.6) =
0.1698
Finally,
P (Impurity present|exactly 2 detections) =
P (exactly 2 detections|Impurity present)P (Impurity present)
P (Exactly 2 detections)

0.3840.4
0.1698

= 0.905

Probability Distributions

1. Starting at a fixed time, each car entering an intersection is observed to see whether it turns left (L),
right (R), or goes straight ahead (A). The experiment terminates as soon as a car is observed to turn
left. Let X = the number of cars observed. What are possible X values? List five outcomes and their
associated X values.

Solution:
X can be any positive integer, {1, 2, 3, ...}
Five possible outcomes and their associated X values:
Outcome
L
AL
AAL
ASSL
SSRSSRL

X
1
2
3
4
7

2. A coin is flipped until 3 heads in succession occur. List only those elements of the sample space that
require 6 or less tosses. Is this a finite sample space? Is this is a discrete sample space?

Solution:
The sample space, explicitly showing outcomes with 6 or less tosses is:

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Soud Khalifa - Probability Questions & Answers

{HHH, T HHH, HT HHH, T T HHH, T T T HHH, HT T HHH, T HT HHH, HHT HHH, ...}
The sample space is infinite. It is a discrete sample space.
3. Let W be a random variable giving the number of heads minus the number of tails in three tosses of a
coin.
(a) List the elements of the sample space S for the three tosses of the coin and to each sample point
assign a value w of W.
(b) If the coin is fair, find the expected value of W. Explain the result intuitively.
(b) If the coin is fair, find the variance of W. (c) If the coin shows tails with a probability 3/4, find the
expected value of W.
Solution:
(a)
Sample Space
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT

W
3
1
1
-1
-1
-1
1
-3

(b) If the coin is fair, then each of the events in the sample space have a probability (1/2)(1/2)(1/2)
= 1/8, so E(W ) = 1/8 (3 + 1 + 1 1 1 1 + 1 + 3) = 0. The result makes sense because for a
fair coin tossed many times, the number of heads will approximately equal the number of tails, so
the difference between this number will have an average value of zero.
(c) V ar(W ) = 1/8 (9 + 1 + 1 + 1 + 1 + 1 + 1 + 9) = 3.
(d)
Sample Space
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT

W
3
1
1
-1
-1
-1
1
-3

Probability
1/64
3/64
3/64
9/64
3/64
9/64
9/64
27/64

So, P(W) = -21/16

[Note, to calculate P(W) you just need to multiply each value in column 2 with the corresponding
probability value in column 3, and then add up all the results.]
4. Determine the value c so that each of the following functions can serve as a probability distribution of
the discrete random variable X:
(a) f (x) = c(x2 + 4), for x = 0, 1, 2, 3

3

(b) f (x) = c x2 3x
, for x = 0, 1, 2

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Soud Khalifa - Probability Questions & Answers

Solution:
(a) For f(x) to be a probability distribution, we must have

P3

x=0

f (x) = 1

f (0) + f (1) + f (2) + f (3) = 1

c(02 + 4) + c(12 + 4) + c(22 + 4) + c(32 + 4) = 1
4c + 5c + 8c + 13c = 1 = 30c = 1 = c =

1
30

(b)
P2

3

c x2 3x
=1









2 3
2 3
c[ 0 3 + 1 2 + 22 31 ] = 1
x=0

c((1)(1) + (2)(3) + (1)(3)) = 1 = 10c = 1 = c =

1
10

5. The total number of hours, measured in units of 100 hours, that a family runs a vacuum cleaner over a
period of one year is a continuous random variable X that has the density function:

0<x<1
x
f (x) = 2 x 1 x < 2

0
elsewhere
Find the probability that over a period of one year, a family runs their vacuum cleaner (a) less than 120
hours; (b) between 50 and 100 hours.
Solution:
number of hours
100
R x=1.2
R x=1
R x=1.2
(a) F (x < 120) = x=0 f (x)dx = x=0 xdx + x=1
1
1.2


x2 
x2 
= 2  + (2x 2 ) = 0.5 + (1.68 1.5) = 0.68
0
1

Note that x =

(2 x)dx

[Note: if you arent expected to work out the value of the integral, you can stop at the first line.]
R x=1
R x=1
(b) F (50 < x < 100) = x=0.5 f (x)dx = x=0.5 xdx
1

x2 
= 2  = 1/2 (0.5)2 /2 = 0.375
0.5

6. An investment firm offers its customers municipal bonds that mature after varying numbers of years.
Given that the cumulative distribution function of T, the number of years to maturity for a randomly
selected bond, is:

1/4
F (t) = 1/2

3/4

1
(a) Plot F(t)
(b) Find f(t), the probability density function.

Page 5

t<1
1t<3
3t<5
5t<7
t7

Soud Khalifa - Probability Questions & Answers

(c) Find P (T = 5), P (T > 3), P (1.4 < T < 6) and P (T 5|T 2)

Solution:
(a)

(b)

1/4 t = 1

1/4 t = 3
f (t) = 1/4 t = 5

1/4 t = 7

0 otherwise
(c)
P (T = 5) = F (5) F (4) = 3/4 1/2 = 1/4
P (T > 3) = 1 F (3) = 1 1/2 = 1/2
P (1.4 < T < 6) = F (6) F (1.4) = 3/4 1/4 = 1/2
P (T 5|T 2) = P (2 T 5) = F (5) F (2) + f (2) = 3/4 1/4 + 0 = 1/2
[Note: P (a < x b) = F (b) F (a), but P (a x b) = F (b) F (a) + f (a), where f () is the
probability density function.

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