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02 BasicProbabilityTheory PDF
02 BasicProbabilityTheory PDF
02 BasicProbabilityTheory PDF
Definitions:
• Experiment: Any process or experiment that generates a set of data.
For example the volume of water passing through an earth dam in a unit of time.
• Event: A subset of sample space. Denoted by A, B, etc.. For example, we might define A
to be the event that the flow rate through the dam is less than 1 m3/s/m
• Null set: The empty set is used to denote impossible events. Denoted by Ø. For example
the event that the undrained strength of a soil is both less than 20 kPa and
greater than 50 kPa is impossible so the event is in the null set.
40
Review of Probability Theory
The relationship between events and the sample space can
often be illustrated graphically by means of a Venn Diagram
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Unions
A B
42
Intersections
A B
43
Example: Three piles are being tested statically to failure.
Let Ai denote the event that the ith pile has a capacity exceeding specifications.
Describe each of the following events using a Venn Diagram and shade the region
corresponding to the event.
A1 A2 A3
A3
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S
2. All three piles have capacity
exceeding specifications. A1 A2
A1 A2 A3
A3
S
3. Only the first pile has capacity
A1 A2
exceeding specifications.
A1 A2c A3c
A3
45
Permutations and Combinations
The number of permutations of r objects selected from n distinct objects where order counts is:
n!
Prn
n r !
The number of combinations of r objects selected from n distinct objects without regard to order is:
n!
C
n
r ! n r !
r
Hence there are fewer ways of selecting r objects from n distinct objects
if we don’t care about the order.
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Example: An engineering firm keeps a list of 8 geotechnical engineers. Not all
geotechnical engineers are asked to provide a quote on a given request. Determine the
number of ways 3 geotechnical engineers can be chosen from the list.
Solution: This is a problem involving combinations since when we pick 3 firms we don’t
care about the order, hence
8! 8 7 6
C38 56
3!5! 3 2 1
Solution: This again involves combinations since when we pick 2 people from each group
we don’t care about the order, hence
Example: Sixty soil samples have been taken at a site, 5 of which were taken of a
liquefiable soil. If 2 of the samples are selected at random from the 60
samples, what is the probability that neither sample will be of the liquefiable soil?
(We may assume that specimens are not returned after sampling.)
55 54 99
Solution: P[none liquefiable] 0.839
60 59 118
alternative way:
For example, if A is the event that the company A requests your services and B
is the event that company B requests your services, then the event that at least
one of the two companies request your services is A B
A
P[ A B ] P[ A ] P[ B ] P[ A B ]
B
Solution:
.81
A B
P[ A B] P[ A] P[ B]
P[ A1 A2 An ] P[ A1 ] P[ A2 ] P[ An ]
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If A1, A2, , An are mutually exclusive and entirely occupy the
sample space they are said to be collectively exhaustive.
A1 A2 An S A5
and
P[ A1 A2 An ] P[ S ] 1
An
P[ A B] S
It is defined by P[ A| B]=
P[ B]
A
area of A in B B
P[ A | B ] =
area of B
P[A B ]
P[ B ]
or P[ A B ] P[ A | B ] P[ B ]
Since P[ A B ] = P[ B A ] we have
P[ A | B ] P[ B ] P[ B | A ] P[ A ] (Bayes’ Theorem)
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Example : A foundation of a heavy component at a manufacturing plant may fail due to
bearing capacity B or settlement S . The following probabilities are known for this
type of foundation system.
P B 0.001, P S 0.008, P B S 0.10
1) What is the probability of failure of the foundation?
2) What is the probability that the foundation will experience excessive settlement but not bearing failure?
Answer :
1) The question is asking for the probability of event B, or event S , or both occurring, hence
P B S P B P S P B S additive rule
= P B P S P B S P S conditional probability rule
= 0.001 0.008 0.1 0.008
0.0082
2) The question is asking for the probability of event S but not B (i.e. BC ) occurring, hence
P S B C P S B C P B C multiplication rule
=P B C S P S commutative rule
= 1 P B S P S complement
= 1 0.10 0.008
0.0072
Example from Moss(2013)
Independence
Two events A and B are independent if the occurrence of one event has no influence at
all on the probability of occurrence of the other.
This implies that P[ A | B] P[ A], hence P[ A B] P[ A] P[ B]
Solution : The four event are independent because they have no influence on each other
We want: P[ Ac B c C c Dc ]
=P[ Ac ] P[ B c ] P[C c ] P[ Dc ] (since all event are independent)
=(1 P[ A])(1 P[ B])(1 P[C])(1 P[ D])
=(1 0.01)(1 0.008)(1 0.005)(1 0.015)
=0.9625 56
Example: A site consists of 60% sand and 40% silt in separate layers and pockets.
At this site, 10% of sand samples and 5% of silt samples are contaminated
with trace amounts of arsenic. If a soil sample is selected at random, what is the probability
that it is a contaminated sand sample?
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Total Probability Theorem
Assume
Total P[F C1 ]
Probability
P[F C2 ]
Theorem
P[F C3 ]
P[F C4 ]
P[F C5 ]
are disjoint
C1 = event that no extreme effects occur
C2 = event of maximum static load
C3 = event of maximum dynamic load
C4 = event of an earthquake
C5 = event of a flood 59
More on Bayes’ Theorem
a posteriori a priori
P[E| A] P[ A]
P[ A | E]
P[E]
Bayes’ theorem can be used to update probabilities as additional information
becomes available.
P A 1 3
P B 1 3
P C 1 3
P E1 P E1 A P A P E1 B P B P E1 C P C
11 3 0 1 3 1 2 1 3
1 2
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Updated probabilities, given that Toxin 1 has
been found in the first sample
Compute the a posteriori values
P[E1| A]P[ A] (1)(1 3)
P[ A | E1] 2 3
P[E1] (1 2)
P[E1|B]P[B] (0)(1 3)
P[ B | E1] 0
P[E1] (1 2)
P[E1|C ]P[C ] (1 2)(1 3)
P[C | E1] 1 3
P[E1] (1 2)
P E2 P E2 A P A P E2 B P B P E2 C P C
1 2 3 0 0 1 2 1 3
5 6
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Updated probabilities, given that Toxin 1 has
once again been found in the second sample