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Probability

Week – 02
MKT3802 Statistical and
Experimental Methods for Engineers
Outline
• Probability:
– 2.1 Sample space
– 2.2 Events
– 2.3 Counting sample points
– 2.4 Probability of an event
– 2.5 Additive Rules
– 2.6 Conditional probability
– 2.7 Bayes’ Rule

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Probability
• Probability: a measure of the likelihood that a
particular event will occur.
– If we are certain that an event will occur, its probability is
1 or 100%.
– If it certainly will not occur, its probability is zero.

• Experiment: Process of obtaining the desired data.


– Tossing a coin once or several time
– Picking a card from a deck
– Measuring temperature of patients

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2.1 Sample Space

Example: Tossing a coin once Example: Tossing a fair dice

H T
Sample space

Sample points  Simple event 4


Tree Diagram
Example: An experiment consists of flipping a coin and then flipping it a second time
if a head occurs. If a tail occurs on the first flip, then a die is tossed once

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Tree Diagram
• Suppose that three items are selected at random from a manufacturing
process.
• Each item is inspected and classified defective, D, or nondefective, N.
• Write sample space and draw a tree diagram for this statistical experiment

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Sample Space, alternative
expressions
• Statement method

• Rule method

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2.2 Event(s)

Sample Space: set of all possible outcomes

Simple events: individual outcomes

Events: subset of one or more simple events


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Events

• Example: Given the sample space


where t is the life in years of a certain electronic
component the event A that the component fails
before the end of the fifth year

• Null set:
– event of detecting a microscopic organism by the
naked eye in a biological experiment

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Complement

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Intersection

 Tossing of a dice:

 Events where rolling a dice will show an even number


 Events where rolling a dice will show a number greater than 3.

 Events where rolling a dice will show a number greater than 3 and even.
 Events where rolling a dice will show a number greater than 5 and odd.

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Union

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Venn Diagrams
• The relationship between events and the
corresponding sample space can be illustrated
graphically by means of Venn diagrams.

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2.3 Counting Sample Points
• In many cases;
– count the number of points in the sample space
without actually listing each element
• The fundamental principle of counting is
multiplication rule:

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Multiplication Rule Example
• Example 2.13: How
many sample points
are there in the sample
space when a pair of
dice is thrown once?

• Example 2.15: If a 22-


member club needs to
elect a chair and a
treasurer, how many
different ways can
these two to be
elected?

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Generalized Multiplication
Rule

Example 2.16: Sam is going to assemble a computer by himself. He has the


choice of chips from two brands, a hard drive from four, memory from three,
and an accessory bundle from five local stores. How many different ways can
Sam order the parts?

Example 2.17: How many even four-digit numbers can be formed from the
digits 0, 1, 2, 5, 6, and 9 if each digit can be used only once?
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Permutation
A, B, C

A, B, C A, C, B


C, B, A

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Permutation
• Example 2.18: In one year, three awards
(research, teaching, and service) will be given
to a class of 25 graduate students in a
statistics department. If each student can
receive at most one award, how many
possible selections are there?
SELF STUDY:

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Permutation
• Permutations that occur by arranging objects
in a circle are called circular permutations.

• So far we have considered permutations of


distinct objects. That is, all the objects were
completely different or distinguishable

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Permutation
• Example 2.20: In a college football training
session, the defensive coordinator needs to have
10 players standing in a row. Among these 10
players, there are 1 freshman, 2 sophomores, 4
juniors, and 3 seniors. How many different ways
can they be arranged in a row if only their class
level will be distinguished?

• Example 2.23: How many different letter


arrangements can be made from the letters in
the word STATISTICS?

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Permutation
• Often we are concerned with the number of ways of
partitioning a set of n objects into r subsets called cells

• The possible partitions into two cells in which the first cell
contains 4 elements and the second cell 1 element are

• The order of the elements within a cell is of no importance

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Permutation
• Example 2.21: In how many ways can 7
graduate students be assigned to 1 triple and
2 double hotel rooms during a conference?

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Combination
• In many problems, we are interested in the number of
ways of selecting r objects from n without regard to
order. These selections are called combinations.
• A combination is actually a partition with two cells:
– r objects
– (n − r) objects
denoted by

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Combination
• Example 2.22: A young boy asks his mother
to get 5 Game-BoyTM cartridges from his
collection of 10 arcade and 5 sports games.
How many ways are there that his mother can
get 3 arcade and 2 sports games?

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2.4 Probability of an Event
• The likelihood of the occurrence of an event resulting from
such a statistical experiment is evaluated by means of a set
of real numbers, called weights or probabilities, ranging
from 0 to 1.

• For a sample point:


– certainly occur the probability = 1
– quite likely to occur the probability ~ 1
– not likely to occur the probability ~ 0
– tossing a coin or a die equal probabilities
– cannot possibly occur probability = 0.

• To every point in the sample space we assign a probability


such that the sum of all probabilities is 1.
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Probability of an Event

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Probability of an Event

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2.5 Additive Rules

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Examples
2.5 Additive Rules
2.5 Conditional Probability

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Independent Events

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The Product Rule, or the
Multiplicative Rule
to calculate the probability that two events will both occur we use product rule:

it does not matter which event is referred to as A and which event is referred to as B, so

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The Product Rule, or the
Multiplicative Rule

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The Product Rule, or the
Multiplicative Rule

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2.5 Bayes’ Rule
• Collection of tools that is used in a special
form of statistical inference
• One of the most important rules in probability
theory.

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Total Probability

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Total Probability

• Instead of asking for P(A) in Example 2.41, suppose that a product


was randomly selected and it is defective.

• What is the probability that this product was made by machine Bi?
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Bayes’ Rule

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