  We derive the neutrino oscillation probabilities including sterile neutrinos
by using the Dirac equation. If neutrinos have both the Dirac and the Majorana
mass terms, left-handed neutrino $\nu_L$ and right-handed anti-neutrino
$\nu_R^c$ enter the same multiplet and can transfer each other. Sterile
neutrinos have been introduced by hand as the fourth generation neutrino in
many papers, however, we can understand sterile neutrinos naturally in the
framework of three generations. We also point out that the oscillations into
sterile neutrinos strongly suggest the existence of both the Dirac and the
Majorana mass terms, and for neutrinos to be the Majorana particles.
