The law of total probability is explained and used to solve examples including detailed explanations.
Let the sample space \( S \) be partioned into \( n \) mutually exclusive events \( E_1 \), \( E_2\), \( E_3\) ... \( E_n \) and collectively exhaustive (covering the entire sample space \( S \) ).
Note that
\( A = (A \cap E_1) \cup (A \cap E_2) \cup (A \cap E_3) ... \cup (A \cap E_n) \)
and since the events \( E_i \) are all mutually exclusive, then \( (A \cap E_i) \) are also all mutually exclusive and therefore we can use the addition rule of probabilities to write
\[ P(A) = P(A \cap E_1) + P(A \cap E_2) + P(A \cap E_3) ... P(A \cap E_n) \]
Using the definition of conditional probabilities we write
\( P(A \cap E_n) = P(A | E_n) P(E_n) \),
and rewrite the law of total probability as
\[ P(A) = P(A | E_1) P(E_1) + P(A | E_2) P(E_2) + P(A | E_3) P(E_3) ... P(A | E_n) P(E_n) \]
\[ = \sum_{i=1}^{n} P(A | E_i) P(E_i) \]
Note that because \( E_1 \), \( E_2\), \( E_3\) ... \( E_n \) are collectively exhaustive, we have
\( \sum_{i=1}^{n} P(E_i) = 1 \)
Example 1
We have three similar bags B1, B2 and B3 containing 4 balls each. B1 contains 2 red and 2 blue balls, B2 contains 3 red and 1 blue balls and B3 contains 1 red and 3 blue balls. One bag is selected at random and a ball is selected at random from that bag.
What is the probability that the ball is red?
Solution to Example 1
We start by a diagram that explains what is given.
We present T
two methods to solve the above question:
Method 1: Use classical method of calculating probabilities
In all three bags there is a total of 12 balls 6 of which are red balls. Let event \( A \) be that of selecting a red ball. Hence the probability that the ball selected is red is given by
\( P(A) = 6/12 = 1/2 \)
Method 2: Use law of total probability
Let \( E_1 \), \( E_2 \) and \( E_3 \) be the event of selectiong bag \( B_1 \), \( B_2 \) and \( B_3 \) respectively and \( A \) be the event of selecting a red ball.
\( P(A) = P(A | E_1) P(E_1) + P(A | E_2) P(E_2) + P(A | E_3) P(E_3)\)
The bags are similar and are therefore equally likely to be selected. The probabilities of selecting bags \( B_1 \), \( B_2 \) or \( B_3 \) at random are given by
\( P(E_1) = 1/3 \) (one bag B1 out of 3 bags)
\( P(E_2) = 1/3 \) (one bag B2 out of 3 bags)
\( P(E_3) = 1/3 \) (one bag B3 out of 3 bags)
The conditional probabilities of selecting a red ball given that it is in bag \( B_1\), \( B_2 \) and \( B_3 \) are given by
\( P(A | E_1) = 2/4 = 1/2 \) (2 red balls out of a total of 4 balls in B1)
\( P(A | E_2) = 3/4 \) (3 red balls out of a total of 4 balls in B2)
\( P(A | E_3) = 1/4 \) (1 red ball out of a total of 4 balls in B3)
We now use the law of total probability
\( P(A) = (1/2)(1/3) + (3/4)(1/3) + (1/4)(1/3) = 1/2 \)
Example 2
Students in a math class where 40% are males and 60% are females took a test. 50% of the males and 70% of the females passed the test. What percent of students passed the test?
Solution to Example 2
We start by drawing a diagram with the whole class including the males and females groups.
Let events \( E_1 \) "be a male" and \( E_2 \) "be a female", and event \( A \) "passed the test".
The law of total probability gives
\( P(A) = P(A | E_1) P(E_1) + P(A | E_2) P(E_2) \)
\( = 50\% \times 40\% + 70\% \times 60\% = 62\% \)
Example 3
Three factories produce the same tool and supply it to the market. Factory A produces 30% of the tools for the market and the remaining 70% of the tools are produced in factories B and C. 98% of the tools produced in factory A, 95% of the tools produced in factory B and 97% of the tools produced in factory C are not defective.
What percent of tools should be produced by factories B and C so that a tool picked at random in the market will have a probability of being non defective equal to 96%?
Solution to Example 3
We start by drawing a diagram of all three factories.
Let \( A \), \(B\) and \( C \) be the events of tools produced by factories A, B and C and \( ND \) be the event "non defective".
\( x \) and \( y \) are the percentages of tools to be produced by companies B and C respectively.
Using the above diagram, we can write
\( P(A) = 30\% \) , \( P(B) = x \) , \( P(C) = y \)
The three factories supply the whole market; hence
\( 30\% + x + y = 100\% \) which gives \( y = 70\% - x \)
Use the law of total probability to write the equation
\( P(ND) = P(ND|A) P(A) + P(ND|B) P(B) + P(ND|C) P(C) \)
\( = 98\% \times 30\% + 95\% \times x + 97\% \times (70\% - x) = 96\% \)
Solve for \( x \)
Company B produces: \( x = 0.65 = 65\% \)
Company C produces: \( y =70\% - 65\% = 5\%\)
Example 4
5% of a population have a flu and the remaining 95% do not have this flu.
A test is used to detect the flu and this test is positive in 95% of people with a flu and is also (falsely) positive in 1% of the people with no flu.
If a person from this population is randomly selected and tested, what is the probability that the test is positive?
Solution to Example 4
Use the total probability theorem to find the percentage as follows:
\( 5\% \times 95\% + 95\% \times 1\% = 5.7\% \)