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Math13 Topic 2
Math13 Topic 2
TOPIC 2: Probability
Study
Probability
If we measure the current in a thin copper wire, we are conducting an experiment. However, day- to-
day repetitions of the measurement can differ slightly because of
1. changes in ambient temperatures
2. slight variations in the gauge
3. impurities in the chemical composition of the wire (if selecting different locations)
4. current source drifts.
In some cases, the random variations are small enough, relative to our experimental goals, that they
can be ignored. However, no matter how carefully our experiment is designed and conducted, the
variation is almost always present, and its magnitude can be large enough that the important
conclusions from our experiment are not obvious. Hence, how to quantify the variability is a key
question, which can be answered by probability.
S = R+ = {x x > 0}
because a negative value for thickness cannot occur.
If it is known that all connectors will be between 10 and 11 millimeters thick, the sample space could
be
S = {x 10 < x <11}
If the objective of the analysis is to consider only whether a particular part is low, medium, or high for
thickness, the sample space might be taken to be the set of three outcomes:
S = {yes, no}
Example 2.1.2. (Tree diagram Figure 2.1.1) Each message in a digital communication system is
classified as to whether it is received within the time specified by the system design. If three
messages are classified, use a tree diagram to represent the sample space of possible outcomes.
Practical Interpretation: A tree diagram can affectively represent a sample space. Even if a tree
becomes too large to construct it can still conceptually clarify the sample space
An event is a subset of the sample space of a random experiment. The following are three basic set
operations:
1. The union of two events is the event that consists of all outcomes that are contained in either
of the two events.
We denote the union as E1 E2.
2. The intersection of two events is the event that consists of all outcomes that are contained
in both of the two events. We denote the intersection as E1 E2.
3. The complement of an event in a sample space is the set of outcomes in the sample space
that are not in the event. We denote the complement of the event E as E’. The notation EC is
also used in other literature to denote the complement.
Example 2.1.3. Consider the sample space S = {yy, yn, ny, nn} in Example 2.1.1. Suppose that the
subset of outcomes for which at least one part conforms is denoted as E1. Then,
E1 = { yy, yn, ny }
The event in which both parts do not conform, denoted as E2, contains only the single outcome, E2 =
{nn}. Other examples of events are , the null set E3 = 0, and E4 = S, the sample space. If E5 = {yn,
ny, nn},
Practical Interpretation: Events are used to define outcomes of interest from a random experiment.
One is often interested in=the probabilities of specified events.
Example 2.1.4. Measurements of the thickness of a plastic connector might be modeled with the
sample space S = R+, the set of positive real numbers. Let
E1 = {x 10 ≤ x < 12}
E2 = {x 11 < x < 15}
Then
E1 E2 = {x 10 ≤ x < 15}
E’1 = {x x < 10 or 12 ≤ x}
One visualized way to interpret set operations is through Venn diagrams. For example
Figure 2.1.2: Venn diagrams.
Probability is used to quantify the likelihood, or chance, that an outcome of a random experiment will
occur. The probability of an event E is denoted by P(E).
My chance of getting an A in this course is 80%" could be a statement that quantifies your feeling
about the possibility of getting A. The likelihood of an outcome is quantified by assigning a number
from the interval [0, 1] to the outcome (or a percentage from 0 to 100%). Higher numbers indicate
that the outcome is more likely than lower numbers. A 0 indicates an outcome will not occur. A
probability of 1 indicates that an outcome will occur with certainty. The probability of an outcome can
be interpreted as our subjective probability, or degree of belief, that the outcome will occur. Different
individuals will no doubt assign different probabilities to the same outcomes.
Another interpretation of probability is based on the conceptual model of repeated replications of the
random experiment.
The probability of an outcome is interpreted as the limiting value of the proportion of times the
outcome occurs in n repetitions of the random experiment as n increases beyond all bounds. For
example, we want to quantify the probability of the event that flipping a fair coin gets a head. One
way is to flip a fair coin n times, and record how many times you get a head.
Then
This type of experiment
is said of equally likely outcomes.
Equally Likely Outcomes: Whenever a sample space consists of N possible outcomes that are
equally likely, the probability of each outcome is 1/N.
For example, we want to detect the rate of defectiveness of products form a same product line. The
number of products could be million. It is time-consuming and expensive to exam every product.
People usually randomly select a certain number of product and count how many of them are
defective. We call the selected items as a random samples.
To select randomly implies that at each step of the sample, the remained items are equally likely to
be selected.
It means that, suppose there are N items. When drawing the first sample, each item has the chance
of 1/N being selected. To select the second sample, each of the N -1 remained items will be selected
with probability 1/(N - 1), so and so on.
Then
For a discrete sample space, P(E) equals the sum of the probabilities of the outcomes in E
Example 2.2.2. A random experiment can result in one of the outcomes {a, b, c, d} with probabilities
0.1, 0.3, 0.5, and 0.1, respectively. Let A denote the event {a,b}, B the event {b, c, d} and C the event
{d}. Then
P(A C) =
The property that 0 ≤ P(E) ≤1 is equivalent to the requirement that a relative frequency must be
between 0 and 1. The property that P(S) = 1 is a consequence of the fact that an outcome from the
sample space occurs on every trial of an experiment. Consequently, the relative frequency of S is 1.
Property 3 implies that if the events E1 and E2 have no outcomes in common, the relative frequency
of outcomes in E1 E2 is the sum of the relative frequencies of the outcomes in E1 and E2.
These axioms imply the following results. The derivations are left as exercises at the end of this
section. Now,
P() = 0
and for any event E,
P(E’) = 1 - P(E)
For example, if the probability of the event E is 0.4, our interpretation of relative frequency implies
that the probability of is 0.6. Furthermore, if the event E1 is contained in the event E2,
P(E1) ≤ P(E2)
Addition Rule
If A and B are mutually exclusive events,
P(A B) = P(A) + P(B)
Then
P(D’ F) = 30/40
Practical Interpretation: The probability of being defective is five times greater for parts with surface
flaws. This calculation illustrates how probabilities are adjusted for additional information. The result
also suggests that there may be a link between surface flaws and functionally defective parts, which
should be investigated.
Multiplication Rule:
Example 2.4.1. As in Example 2.2.1, surface flaws related to functionally defective parts since
P(DF) = 0. 25 and P(D) = 0:07. Suppose now the situation is different as the following Table.
Then,
P(DF) = 2/40 and P(D) = 20/400
That is, the probability that the part is defective does not depend on whether it has surface flaws.
Also,
P(FD) = 2/20 and P(F) = 40/400
so the probability of a surface flaw does not depend on whether the part is defective. Furthermore,
the definition of conditional probability implies that
P(F D) = P(D F)P(F)
but in the special case of this problem,
P(F D) = P(D)P(F) = = 2/40 x 2/20 = 1/200
Two events are independent if any one of the following equivalent statements is true:
1. P(A B) = P(A)
2. P(B A) = P(B)
3. P(A B) = P(A)P(B)
RESEARCH
Philippines is frequently visited by typhoons. How many typhoons visit our country each
year and which province is hit the most?
ANALYSIS
How do meteorologists predict the movement of typhoons? What are the modern day
tools (equipment and softwares) being used?
ACTIVITY 2
Answer the following.
1. If P(A) = 0.3, P(B) = 0.2, and P(A B) = 0.1, determine the following
a. P(A’)
b. P(A B)
c. P(A’ B)
d. P(A B’)
a. P(A B)
b. P(A’ B)
3. If P(A B) = 0.4, P(B) = 0.8 and P(A) = 0.5, are the events A and B independent?
REFERENCES
1. Montgomery, D. C. Runger, G. C. Applied Statistics and Probability for Engineers. John Wiley
and Sons. 2011.
2. Triola. M. F. Elementary Statistics. Addison-Wesley. 2012.
3. DeCoursey, W. J. Statistics and Probability for Engineering Applications. Elsevier Science.
2003.