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Multi-stage probability

Enumerate three-stage events, distinguish exactly from at least, calculate first-success probabilities and state the independence needed when repeating whole experiments or sampling groups.

Before you startProbability trees, complements and independence.

01 / Define the whole outcome

A three-stage path records three ordered results.

With two possible results at each of three stages, there are eight complete paths.

Multiply the appropriate probabilities along a path, then add the qualifying paths.

Independence lets this model use the stated stage probabilities after any earlier result. Unequal stage probabilities mean different paths need not be equally likely.

Choose a three-stage eventExplore

Three mutually independent stages have success probabilities 1/2,3/5,3/4. S=success,F=failure. The stages do not all have the same success chance.

No successes: FFF, probability(1/2)(2/5)(1/4)=1/20.

02 / Count successes in each path

Exactly two has three alternative orders.

Watch: equal counts can have unequal path probabilities

Pause, replay or seek freely. The notes explain the same idea and stay in view.

Success chances are 1/2,3/5 and3/4.Worked example

SSF: (1/2)(3/5)(1/4)=3/40

Failure is at the third stage.

SFS: (1/2)(2/5)(3/4)=6/40

Failure is at the second stage.

FSS: (1/2)(3/5)(3/4)=9/40

Exactly-two probability=(3+6+9)/40=9/20.

01 · All three

Find P(SSS).

Hint

Multiply all three success chances.

Worked solution

(1/2)(3/5)(3/4)=9/40.

02 · Exactly one

Find the probability of exactly one success.

Hint

Add SFF,FSF,FFS.

Worked solution

SFF=2/40, FSF=3/40, FFS=6/40. Total 11/40.

03 / Use the complementary event

At least one excludes only no successes.

03 · None

Find P(FFF).

Hint

Use all three failure chances.

Worked solution

(1/2)(2/5)(1/4)=2/40=1/20.

04 · At least one

Find P(at least one success).

Hint

Complement none.

Worked solution

1−1/20=19/20.

05 · At least two

Find P(at least two successes).

Hint

Exactly two or exactly three.

Worked solution

18/40+9/40=27/40.

06 · Check the distribution

Verify probabilities for 0,1,2,3 successes sum to 1.

Hint

Use2/40,11/40,18/40,9/40.

Worked solution

(2+11+18+9)/40=1.

04 / First success imposes earlier failures

A later success alone does not identify the first one.

Find the probability the first success occurs at stage 3.Worked example

The path must start with two failures

Only FFS qualifies.

P(first at 3)=(1/2)(2/5)(3/4)=3/20

Multiplying just the third success probability would ignore earlier results.

First at 1:1/2; first at 2:(1/2)(3/5)=3/10

Together with first at 3 and no success, these disjoint cases sum to 1.

07 · First by stage 2

Find the probability of a first success by the end of stage 2.

Hint

Either first at 1 or first at 2.

Worked solution

1/2+3/10=4/5, also1−(1/2)(2/5).

08 · Identical trials

For independent trials with success chance 0.2, find the probability of the first success on trial 3.

Hint

Fail twice then succeed.

Worked solution

0.8×0.8×0.2=0.128. This uses identical independent trial probabilities.

05 / Respect a stopping limit

By a trial limit includes several possible first-success times.

09 · Within four trials

With independent success chance 0.2 per trial, find the probability of at least one success within four trials.

Hint

Complement four consecutive failures.

Worked solution

1−0.8⁴=1−0.4096=0.5904.

10 · Not guaranteed

Why does allowing four trials not guarantee success?

Hint

The failure path has positive probability.

Worked solution

All four can fail, with probability 0.8⁴=0.4096. A larger number of opportunities does not make a finite guarantee.

06 / Repeat a whole experiment

Treat the defined experiment outcome as the next event.

Call the original three-stage experiment a pass if it has at least two successes. Its pass chance is 27/40. Repeat the whole experiment independently twice.Worked example

Both passes: (27/40)²=729/1600

Independence is now stated between whole experiments.

Exactly one pass:2(27/40)(13/40)=351/800

The two pass/fail orders have equal probabilities in this repeated identical model.

At least one pass:1−(13/40)²=1431/1600

Complement two failures of the whole experiment.

11 · Repetition assumption

Can these powers be used if a shared fault links the two experiments?

Hint

The experiment-level outcomes may be dependent.

Worked solution

Not without further information. The simple products rely on independent repetitions; a shared fault may change the conditional chance in the second run.

07 / Dependence within groups can coexist with independence between groups

Choose the event at the level supported by the assumptions.

12 · Two-person groups

In each group, each person succeeds with probability 0.6, but the probability both succeed is 0.4. Two groups are sampled independently from this model. Find the probability all four people succeed.

Hint

Use the probability for both succeeding in one group.

Worked solution

0.4×0.4=0.16. Using 0.6⁴ would incorrectly assume independence of the two people within each group.

13 · At least one complete group

For those two independently sampled groups, find the probability at least one group has both people succeed.

Hint

A group fails the both-success event with probability 0.6.

Worked solution

1−0.6²=0.64. The group event is defined before using the complement.

14 · Finite group sampling

Does choosing two groups without replacement from a small fixed list automatically justify independent group outcomes?

Hint

Selection changes which groups remain.

Worked solution

No. Use the finite-list counts or conditional information. The independent-group calculation requires that assumption or a sampling process that supports it.

08 / Separate paths, counts and repetitions

State the level at which independence applies.

List complete paths for exactly-count events, use complements for at-least questions and require earlier failures when finding a first success. When repeating experiments or sampling groups, define the group event and state the independence assumption before multiplying.

Section 1 of 8 · Define the whole outcome