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Addition of multiple events



                                                               L 1



                                                   K 1         L 2        K 2
                                         M                                          N


                                                               L 3


                                         Figure 2.1 – An electric circuit to Example 2.5


               Solution. Denote by A j (j = 1, 2) the event meaning that an element K j is out of order, by A
               that at least one element K j is out of order and by B that all three elements L i (i = 1, 2, 3) are
               out of order. Then, the required probability is

                                         p = P(A + B) = P(A) + P(B) − P(A)P(B).
               Since
                                        P(A) = P(A 1 ) + P(A 2 ) − P(A 1 )P(A 2 ) = 0.8,
                                             P(B) = P(L 1 )P(L 2 )P(L 3 ) = 0.252,

               we get p ≈ 0.85.

                                                                                  1
               Example 2.6. A biased six-sided die has probabilities p, p, p, p, p, 2p of showing
                                                                                  2
               1, 2, 3, 4, 5, 6 respectively. Compute p.                                                      ,
               Solution. Given that the individual events are mutually exclusive, (2.10) can be applied to give

                                                             1                           13
                                  P(1 ∪ 2 ∪ 3 ∪ 4 ∪ 5 ∪ 6) = p + p + p + p + p + 2p =      p.
                                                             2                           2
               The union of all possible outcomes on the LHS of this equation is clearly the sample space, S,
               and so P(S) =   13 p. Now using (2.5),  13 p = P(S) = 1 ⇒ p =  2  .
                                2                     2                       13


                     Addition of multiple events


               When the possible outcomes of a trial correspond to more than two events, and those events are
               notmutuallyexclusive, thecalculationoftheprobabilityoftheunionofanumberofeventsismore
               complicated, and the generalization of the addition law (2.6) requires further work. Let us begin
               by considering the union of three events A 1 , A 2 and A 3 , which need not be mutually exclusive. We
               first define the event B = A 2 ∪ A 3 and, using the addition law (2.6), we obtain

                                P(A 1 ∪ A 2 ∪ A 3 ) = P(A 1 ∪ B) = P(A 1 ) + P(B) − P(A 1 ∩ B).           (2.12)
               However, we may write P(A 1 ∩ B) as

                                P(A 1 ∩ B) = P[A 1 ∩ (A 2 ∪ A 3 )] = P[(A 1 ∩ A 2 ) ∪ (A 1 ∩ A 3 )] =

                                       = P(A 1 ∩ A 2 ) + P(A 1 ∩ A 3 ) − P(A 1 ∩ A 2 ∩ A 3 ).
               Substituting this expression, and that for P(B) obtained from (2.6), into (2.12) we obtain the
               probability addition law for three general events,

                         P(A 1 ∪ A 2 ∪ A 3 ) = P(A 1 ) + P(A 2 ) + P(A 3 ) − P(A 2 ∩ A3) − P(A 1 ∩ A 3 )−
                                              −P(A 1 ∩ A 2 ) + P(A 1 ∩ A 2 ∩ A 3 ).                       (2.13)





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