Section 7

The Total Probability Formula. Bayes' Formula

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Problem 7.1

Two balls are drawn at random from an urn containing 3 white and 2 black balls, and are placed into a second urn containing 4 white and 4 black balls. Find the probability of then drawing a white ball from the second urn.

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Problem 7.2

A student came to an examination knowing only 24 out of 30 questions. If the student does not know the answer to the question asked, the instructor asks another, additional question. The student passes if they answer at least one question correctly. What is the probability that the student passes?

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Problem 7.3

Suppose there are nn identical urns. Urn number ii is known to contain MiM_i balls, of which mim_i are white. An urn is chosen at random, and a ball is drawn from it. What is the probability that the ball drawn is white?

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Problem 7.4

Among NN examination tickets, nn are lucky.'' Students come up one after another to take a ticket. Who has the greater probability of drawing a lucky'' ticket: the one who goes first, or the one who goes second? Or the one who goes third?

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Problem 7.5

The probability that a camouflaged enemy is located in the area under fire is 3/103/10; the probability of hitting him in this case on each individual shot is 1/51/5. What is the probability of a hit:

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(a)

with 2 shots;

(b)

with 10 shots?

Problem 7.6

Three players A, B, and C take part in a game under the following scheme. In the first round, A and B play, while C sits out. The loser is replaced by player C, and in the second round the winner plays against C, while the player defeated in the first round sits out. The competition continues in this fashion until one of the players wins two games in a row, at which point that player is declared the winner. Assuming the players are equally skilled and excluding the possibility of draws, find the probability that:

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(a)

player A wins;

(b)

player C wins.

Problem 7.7

Sports clubs AA and BB compete with three teams each. The probabilities of AA's teams winning their matches against the corresponding teams of BB may be taken as 4/54/5 for the first team (against BB's first team), 2/52/5 for the second (against BB's second team), and 2/52/5 for the third (against BB's third team). Winning requires taking at least two of the three matches (there are no draws). Whose victory is more likely?

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Problem 7.8

A box contains aa new and bb used tennis balls. Two balls are drawn from the box at random and played with. Afterward the balls are returned to the box. Some time later, two balls are again drawn from the box at random. Find the probability that they are new.

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Problem 7.9

Suppose that on average 5 men out of 100 and 25 women out of 10000 are colorblind. A randomly chosen person is found to be colorblind. What is the probability that this person is a man?

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Problem 7.10

There are 5 urns with the following composition: the first and second urns each contain 2 white and 3 black balls; the third and fourth urns each contain 1 white and 4 black balls; the fifth urn contains 4 white and 1 black ball. A ball is drawn from a randomly chosen urn. It turns out to be:

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(a)

white;

(b)

black.

What is then the probability that the ball was drawn from the fifth urn?

Problem 7.11

At a bolt factory, machines AA, BB, and CC account for 25, 35, and 40 of all output, respectively. Among their output, the proportion of defective bolts is 5, 4, and 2, respectively. A bolt chosen at random from the output turns out to be defective. What is the probability that it was manufactured:

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(a)

on machine AA;

(b)

on machine BB;

(c)

on machine CC?

Problem 7.12

A certain item is manufactured by two factories, with the second factory's output being kk times that of the first. The proportion of defectives at the first factory is p1p_1, and at the second, p2p_2. Items produced by the two factories over the same period of time are mixed together and put on sale. What is the probability that an item you bought came from the second factory, given that it turned out to be defective?

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Problem 7.13

From an urn containing m⩾3m \geqslant 3 white balls and nn black balls, one ball of unknown color was lost. To determine the composition of the balls in the urn, two balls are drawn from it at random. Find the probability that the ball lost was white, given that the balls drawn turned out to be white.

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Problem 7.14

Under certain firing conditions, marksman AA hits the target with probability p1=3/5p_1 = 3/5, marksman BB with probability p2=1/2p_2 = 1/2, and marksman CC with probability p3=2/5p_3 = 2/5. The marksmen fired a volley at the target, and two bullets hit it. Which is more likely, that CC hit the target or that they did not?

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Problem 7.15

Over a communication channel, one of three letter sequences may be transmitted: AAAAAAAA, BBBBBBBB, CCCCCCCC, with prior probabilities 3/103/10, 2/52/5, and 3/103/10, respectively. It is known that, due to noise, the probability of correctly receiving any given letter is 3/53/5, while the probabilities of that letter being turned into any other specific letter are equal and each equal to 1/51/5. The letters are assumed to be distorted independently of one another. Find the probability that the sequence AAAAAAAA was transmitted, given that the sequence ABCAABCA was received.

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Problem 7.16

The first gun of a two-gun battery is sighted so that its probability of a hit is 3/103/10, while for the second gun it is 1/51/5. The battery fired two salvos, with one of the guns firing only a single shot; one hit and two misses were recorded. What is the probability that it was the first gun that fired the single shot?

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Problem 7.17

Items from a certain production process meet the standard with probability 0,960{,}96. A simplified testing system is proposed, which gives a positive result with probability 0,980{,}98 for items that meet the standard, and with probability 0,050{,}05 for items that do not meet the standard. What is the probability that:

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(a)

an item will be rejected;

(b)

an item that passed the test meets the standard?

Problem 7.18

Four faces of die AA are red and two are white; die BB has two red faces and four white ones. A coin is tossed once. If heads comes up, only die AA is rolled from then on; if tails, only die BB.

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(a)

Find the probability of getting a red face on one roll of the die.

(b)

Find the probability that the third roll of the die gives a red face, given that the first two rolls gave red faces.

(c)

The first nn trials gave red faces. What is the probability that die AA was being rolled?

Problem 7.19

Consider an electrical circuit made up of relays according to the following scheme:

[Figure omitted -- see source PDF page 50: a bridge circuit with five relays AA, BB, CC, DD, EE --- input splits into two branches, the upper branch through AA then BB and the lower branch through CC then DD, with EE connecting the midpoint between A,BA,B to the midpoint between C,DC,D, recombining into the output]

Each of the relays AA, BB, CC, DD, and EE, operating independently, is open or closed with probabilities pp and 1−p1-p respectively.

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(a)

What is the probability that the signal fed in at the input will be obtained at the output?

(b)

What is the conditional probability that relay EE was open, given that a signal was obtained at the output?

Problem 7.20

Three urns contain white and black balls: the first urn has 2 white and 3 black balls, the second has 2 white and 2 black balls, the third has 3 white and 1 black ball. A ball is drawn at random from the first urn and transferred to the second. Then a ball is drawn at random from the second urn and transferred to the third. Finally, a ball is transferred from the third urn to the first.

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(a)

What is the probability that a white ball was transferred into the first urn?

(b)

What is the probability that the composition of balls in all the urns remains unchanged?

Problem 7.21

An urn contains mm white and nn black balls. A ball is drawn at random; it is returned to the urn, and, in addition, kk balls of the same color as the one drawn are added to the urn. What is the probability that the second ball drawn will be white?

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Problem 7.22

An urn contains 12 balls, of which 8 are black and 4 are white. Three players AA, BB, and CC draw balls in turn. Whoever first draws a white ball wins. Estimate each player's chances of success.

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Problem 7.23

NN marksmen fire at a single target in turn. The probability that the ii-th marksman hits the target is pip_i. The marksman who is first to hit the target is declared the winner. Each marksman has nn cartridges. Determine the probability that the kk-th marksman wins.

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Problem 7.24

AA tells the truth in 3 cases out of 4, and BB in 4 cases out of 5. From an urn containing 9 balls of various colors, including one white ball, a single ball was drawn. AA and BB both looked at it and both said that the ball was white. Find the probability that they told the truth.

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Problem 7.25

Missiles are fired at an observed target. The probability that each missile hits the target is pp; hits of individual missiles are independent. Each missile that hits destroys the target with probability p0p_0. Firing continues until the target is destroyed or the entire supply of missiles is exhausted; the base has nn, n>2n > 2, missiles. Find the probability that not all the missiles will be expended.

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Problem 7.26

Suppose the probability of hitting a target with one shot is pp, and the probability that the target is destroyed given kk hits on it is 1−rk1 - r^k. What is the probability that the target is destroyed if nn shots are fired?

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Problem 7.27

Suppose an insect lays rr eggs with probability λrr!e−λ\dfrac {\lambda^r}{r!} e^{-\lambda }. The probability that an insect develops from an egg is pp. Assuming the insects develop independently of one another, find the probability that kk new insects emerge from a single clutch of eggs.

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Problem 7.28

A submarine attacks a ship, firing nn torpedoes at it in succession and independently. Each torpedo hits the ship with probability pp and, if it hits, is equally likely to hit any one of the kk compartments into which the ship's underwater hull is divided. A torpedo that hits a compartment causes it to flood. The ship sinks if at least two compartments are flooded. What is the probability that the ship will be sunk?

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Problem 7.29

nn independent shots with incendiary shells are fired at a fuel tank. Each shell hits the tank with probability pp. If one shell hits the tank, the fuel ignites with probability p0p_0, while if two shells hit it, it ignites with certainty. Find the probability that the fuel will ignite after nn shots.

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Problem 7.30

Three guns fire at three targets. For each gun, a target is chosen at random and independently of the others. A target fired at by one gun is destroyed with probability pp. What is the probability that exactly two of the three targets will be destroyed?

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Problem 7.31

Suppose the number of offspring of a certain insect is random and has a geometric distribution with parameter pp. Each offspring is equally likely to be male or female. Find the probability that there will be kk males among the offspring.

Hint. Use the equality

∑n=0∞Cn+kkxn=1(1−x)n+1. \sum _{n=0}^{\infty } C_{n+k}^{k} x^n = \frac{1}{(1-x)^{n+1}}.
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Problem 7.32

Two players AA and BB, having capitals aa and bb respectively, play a game of chance consisting of individual rounds. Suppose that in each round player AA wins with probability pp and loses with probability 1−p1-p. After each round, the loser pays 1 ruble to the winner. The game continues until one of the players is ruined. Find the probability that the second player is ruined, if:

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(a)

p=1/2p = 1/2;

(b)

p>1/2p > 1/2.

Problem 7.33

Suppose that, under the conditions of the previous problem (see 7.32), player AA wins with probability pp and loses with probability qq; in addition, a draw is possible with probability r=1−p−qr = 1 - p - q. Find the probability that the second player is ruined.

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Problem 7.34

Assuming that in the reproduction of bacteria by division (into two bacteria), the probability of a bacterium dividing during a time interval Δ\Delta is λΔ+o(Δ)\lambda \Delta + o(\Delta ) as Δ→0\Delta \to 0 and does not depend on the number of previous divisions or on the number of bacteria present, find the probability that, if there was one bacterium at time 0, there will be ii bacteria at time tt.

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Problem 7.35

A power line has nn mechanisms connected to it. The probability that a mechanism drawing power at time tt will stop drawing power before time t+Δt+\Delta is αΔ+o(Δ)\alpha \Delta + o(\Delta ) as Δ→0\Delta \to 0. If at time tt a mechanism is not drawing power, the probability that it will start drawing power before time t+Δt+\Delta is βΔ+o(Δ)\beta \Delta + o(\Delta ). Set up the differential equations satisfied by the probabilities Pr(t)P_r(t) that rr mechanisms are drawing power at time tt.

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Problem 7.36

Three reconnaissance aircraft are sent into enemy territory to determine the precise coordinates of an object to be shelled with missiles. nn missiles have been allocated for the destruction of the object. With precise coordinates for the object, the probability that a single missile destroys it is p1p_1; with imprecise coordinates, it is p2p_2. Each aircraft, before reaching the object's area, may be shot down by the enemy's air defenses with probability p3p_3. If an aircraft is not shot down, it radios the object's coordinates. Each such message is received by command headquarters with probability p4p_4. Receiving a message from a single aircraft suffices to determine the precise coordinates. Find the probability that the object is destroyed, taking the reconnaissance operation into account.

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Problem 7.37

Among nn marksmen, four groups can be distinguished: a1a_1 excellent marksmen, a2a_2 good ones, a3a_3 mediocre ones, and a4a_4 poor ones. The probability of hitting the target with one shot for a marksman in the ii-th group is pip_i. Two marksmen are called at random and fire at the same target. Find the probability of at least one hit on the target.

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Problem 7.38

A bus carries nn passengers. At the next stop, each of them gets off with probability pp independently of the others; furthermore, with probability p0p_0 no new passenger boards the bus, and with probability 1−p01-p_0 one new passenger boards. Find the probability that when the bus sets off again after the next stop, it will again carry nn passengers.

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Problem 7.39

An urn contains two balls: one white and one black. Successive trials are performed, with the ball drawn returned to the urn each time. The number of trials is unlimited. What is the probability of eventually drawing:

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(a)

a white ball, if after each trial aa additional black balls are added to the urn;

(b)

two white balls in a row, if after each trial one additional black ball is added to the urn?