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Independence and the Multiplication Rule MATH 130, Elements of Statistics I J. Robert Buchanan Department of Mathematics Fall 2015 Independent Events Definition Two events A and B are independent if the occurrence of event A in a probability experiment does not affect the probability of event B. Two events are dependent if the occurrence of event A in a probability experiment affects the probability of B. Examples Are the following events independent or dependent? 1. Rolling a pair of dice and observing a 1 on the first die and a 1 on the second die. 2. Drawing a heart from a regular deck of playing cards and then drawing another heart without replacing the first card. 3. Drawing a heart from a regular deck of playing cards and then drawing another heart after replacing the first card. 4. Owning a red automobile and having blond hair. 5. Owning a red automobile and having a flat tire today. 6. Studying for an exam and passing the exam. 7. Have a bachelor’s degree and earn more than $65,000 per year. Independence vs. Mutual Exclusivity Remark: Mutually exclusive (or disjoint) events are dependent. Why? Multiplication Rule Theorem (Multiplication Rule for Independent Events) If A and B are independent events, then P(A and B) = P(A) · P(B). Examples You draw a card from a regular deck of playing cards, replace it, and draw another card from the deck. 1. What is the probability both cards were diamonds? 2. What is the probability the first card was a diamond and the second card was an ace? 3. What is the probability both cards were aces? N Independent Events Theorem If events A1 , A2 , . . . , AN are independent, then P(A1 and A2 and . . . and AN ) = P(A1 ) · P(A2 ) · · · P(AN ). Example The probability that a randomly selected 24-year-old male will survive the year is 0.9986 according to the National Vital Statistics Report, Vol. 56, No. 9. What is the probability that 4 randomly selected 24-year-old males will survive the year? Example The probability that a randomly selected 24-year-old male will survive the year is 0.9986 according to the National Vital Statistics Report, Vol. 56, No. 9. What is the probability that 4 randomly selected 24-year-old males will survive the year? P(all 4 survive) = P(1st and 2nd and 3rd and 4th survive) = P(1st survives) · P(2nd survives) · P(3rd survives) · P(4th survives) = (0.9986)(0.9986)(0.9986)(0.9986) = 0.9944 Example What is the probability that 10 randomly selected people from the general population are all male? Example What is the probability that 10 randomly selected people from the general population are all male? Let the probability of one individual being male be p = 1/2. In a randomly selected group of ten individuals, the probability of ten males is 10 1 P(10 males) = = 0.000977. 2 “At least” Probabilities P(at least one of something) = 1 − P(none of something) “At least” Probabilities P(at least one of something) = 1 − P(none of something) Example A fair coin is flipped eight times. What is the probability that “tails” appeared at least once? “At least” Probabilities P(at least one of something) = 1 − P(none of something) Example A fair coin is flipped eight times. What is the probability that “tails” appeared at least once? P("tails" at least once) = 1 − P(no "tails") = 1 − P(8 "heads") 8 1 = 1− 2 = 0.996 Example Suppose that a satellite defense system is established in which six satellites acting independently have a 0.99 probability of detecting an incoming threat. What is the probability that at least one of the six satellites will detect an incoming threat? Would such a system make you feel safe? Example Suppose that a satellite defense system is established in which six satellites acting independently have a 0.99 probability of detecting an incoming threat. What is the probability that at least one of the six satellites will detect an incoming threat? Would such a system make you feel safe? P(at least 1 detection) = 1 − P(no detections) = 1 − (0.01)6 = 1 − 0.000000000001 = 0.999999999999 Birthday Problem (1 of 3) Question: In a room of n ≥ 2 randomly selected people, what is the probability at least two of them have the same birthday (month and day, but not necessarily year)? Birthday Problem (1 of 3) Question: In a room of n ≥ 2 randomly selected people, what is the probability at least two of them have the same birthday (month and day, but not necessarily year)? P(at least two same) = 1 − P(all different) 364 363 362 365 − n + 1 = 1− ··· 365 365 365 365 Birthday Problem (2 of 3) n 10 15 20 30 32 35 40 50 60 P 0.117 0.253 0.411 0.706 0.753 0.814 0.891 0.970 0.994 Birthday Problem (3 of 3) p 1.0 0.8 0.6 0.4 0.2 n 10 20 30 40 50 60 Summary Remark: Probability statements containing “or” use the Addition Rule, while statements containing “and” use the Multiplication Rule. Addition Rule: If A and B are disjoint, P(A or B) = P(A) + P(B). If A and B are not disjoint, P(A or B) = P(A) + P(B) − P(A and B). Complements: For any event E, P(E c ) = 1 − P(E). Multiplication Rule: If A and B are independent, P(A and B) = P(A) · P(B).