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Fundamentals of Probability and Statistics for Engineers

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22 <strong>Fundamentals</strong> <strong>of</strong> <strong>Probability</strong> <strong>and</strong> <strong>Statistics</strong> <strong>for</strong> <strong>Engineers</strong><strong>and</strong> the third axiom holds.The definition <strong>of</strong> conditional probability given by Equation (2.24) can beused not only to compute conditional probabilities but also to compute jointprobabilities, as the following examples show.Example 2.9. Problem: let us reconsider Example 2.8 <strong>and</strong> ask the followingquestion: what is the conditional probability that the first two components aregood given that (a) the first component is good <strong>and</strong> (b) at least one <strong>of</strong> the twois good?Answer: the event S 1 S 2 means both are good components, <strong>and</strong> S 1 [ S 2 is theevent that at least one <strong>of</strong> the two is good. Thus, <strong>for</strong> question (a) <strong>and</strong> in view <strong>of</strong>Equation (2.24),P…S 1 S 2 jS 1 †ˆP…S 1S 2 S 1 †P…S 1 †ˆ P…S 1S 2 †P…S 1 †ˆ p1p 2p 1ˆ p 2 :This result is expected since S 1 <strong>and</strong> S 2 are independent. Intuitively, we see thatthis question is equivalent to one <strong>of</strong> computing P(S 2 ).For question (b), we have[Now, S 1 S 2 S 1 [ S 2 ) ˆ S 1 S 2 . Hence,P…S 1 S 2 jS 1 [ S †ˆP‰S 1S 2 …S 1 [ S 2 †Š2 :P…S 1 [ S 2 †P…S 1 S 2 jS 1 [ S 2 †ˆ P…S 1S 2 †P…S 1 [ S 2 † ˆˆp 1 p 2p 1 ‡ p 2 p 1 p 2:P…S 1 S 2 †P…S 1 †‡P…S 2 † P…S 1 S 2 †Example 2.10. Problem: in a game <strong>of</strong> cards, determine the probability <strong>of</strong>drawing, without replacement, two aces in succession.Answer: let A 1 be the event that the first card drawn is an ace, <strong>and</strong> similarly<strong>for</strong> A 2 . We wish to compute P(A 1 A 2 ). From Equation (2.24) we writeP…A 1 A 2 †ˆP…A 2 jA 1 †P…A 1 †:…2:25†Now, PA 1 ) ˆ 4/52 <strong>and</strong> PA 2 jA 1 ) ˆ 3/51 (there are 51 cards left <strong>and</strong> three <strong>of</strong>them are aces). There<strong>for</strong>e,P…A 1 A 2 †ˆ 351 452ˆ 1221 : TLFeBOOK

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