Design and Analysis of Experiments

Lecture #3
Basic Concepts of Probability
and Statistics

Dr. Ahmed Shaban

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LECTURE OUTLINE
• Sample Spaces and Events
• Axioms of Probability
• Random Variables
• Normal Distribution

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 Random Experiment

• An experiment that results in different

outcomes even when repeated in the
same manner every time is a random
experiment.

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 Sample Spaces
• The set of all possible outcomes of a random
experiment is called the sample space, S.
• S is discrete if it consists of a finite or countable
infinite set of outcomes.
• S is continuous if it contains an interval of real
numbers.

 Flipping a coin {H, T}

 Throwing a dice {1,2,3,4,5,6}
 Two dice {(1,1),(1,2), … ,(6,6)}
 Student height
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Probability of an Event

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 Random Samples
• Random means each item is equally likely
to be chosen.
• If more than one item is sampled, random
means that every sampling outcome is
equally likely.
– 2 items are taken from S = {a,b,c} without
replacement.
– Ordered sample space: S = {ab,ac,bc,ba,ca,cb}

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Random Variables
Examples

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Discrete Random Variable

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Continuous Random Variable

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Normal distribution

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Standard Normal distribution

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Example

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Example

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Population vs. Sample

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Point Estimation

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