11/02/2015

PROBABILITY METHODS IN ENGINEERING

Probability
Random Variable
Probability distributions

PROBABILITY & STATISTICS

Discrete Probability Distribution

Binomial Distribution

BY
ARSHAD ALI

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My fruit salad is a combination of

apples,
grapes and
bananas"

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Combinations

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Permutations

The combination to the safe was 472". Now we do

care about the order. "724" would not work, nor
would "247". It has to be exactly 4-7-2.

472

We don't care what order the fruits are in, they

could also be "bananas, grapes and apples" or
"grapes, apples and bananas", its the same
fruit salad
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EXAMPLE Constructing Binomial Probability

Histograms
(a) Construct a binomial probability histogram with
n = 8 and p = 0.15.
(b) Construct a binomial probability histogram with
n = 8 and p = 0. 5.
(c) Construct a binomial probability histogram with
n = 8 and p = 0.85.
For each histogram, comment on the shape of the
distribution.

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11/02/2015

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Bernoulli Trials

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A binomial experiment must satisfy the following four conditions.

1. There are n identical trials.
2. Each trial has only two possible outcomes.
3. The probabilities of the two outcomes remain constant.
4. The trials are independent.

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used when there are exactly

two mutually exclusive
outcomes of a trial.

The binomial distribution is

used to obtain

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P( X x ) .

n!
p x (1 p )( n x )
x !(n x) !

for x = 0,1,2, n

n
.= p x q ( n x )
x

the probability P(X=x) of

observing x outcomes
in

n trials,

and q probability of remaining

outcomes q = 1-p

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Binomial Probability Distribution (Discrete)

with p the probability of x

outcomes

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Conditions of a Binomial Experiment

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n = number of trials
p = probability of success in a single trial
x = number of outcomes you want to find
probability for

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PROBLEM

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Problem: Concrete block pavements must have

minimum strength. Due to the variations in the
mix proportions all the blocks may not satisfy the
strength requirements.
When a strength test is conducted on this block
it may fail or pass the test. From many tests it
has been observed that the probability of
failure is 0.05. When a sample of 20 cubes are
taken what is the probability of having exactly
2 cubes that may fail in the test?

x=2

p = 0.05
Data

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p 0.05
q 1 p q 0.95
n 20
x2

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Binomial Probability Example:

n = 20

Solution

n
P( X x) p x q ( n x )
x
n 20, x 2
p 0.05, q 0.95
20
P(x=2) 0.052 0.9518
2
0.189
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Problem

n
P( X x) p x q ( n x )
x
4
1
3
P(X 1) 0.2 0.8 0.40961
1
4
0
4
P(X 0) 0.2 0.8 0.4096
0
P(X 2) P(X 0) P(X 1)
0.4096 0.4096 0.8192
0.189

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Problem Statement

An electronics manufacturer claims that at most 10% of its power supply units need
service during the warranty period. To investigate this claim, technicians at a testing
laboratory purchase 20 units and subject each one to accelerated testing to simulate
use during the warranty period.
Solution
Let p denote the probability that a power supply unit needs repair during the period
(the proportion of all such units that need repair). The laboratory technicians must
decide whether the data resulting from the experiment supports the claim that p
10. Let X denote the number among the 20 sampled that need repair, so X , Bin(20,
p). Consider the decision rule
Reject the claim that p # .10 in favor of the conclusion that p > .10 if x 5 (where x is
the observed value of X), and consider the claim plausible if x 4.

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The probability that the claim is rejected when p = .10 (an incorrect conclusion) is
P(X ~ 5 when p = .10) = 1 B(4; 20, .1) = 1 .957 = .043

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20
20
20
20
20 4
20 3
20 2
20 1 20
20 0
P( X 4) 0.24 1 0.2
0.23 1 0.2 0.22 1 0.2
0.21 1 0.2 + 0.20 1 0.2
4
3
2
1
0

How to Calculate

0.2182 + 0.2054 + 0.1369 + 0.0576 + 0.0115 = 0.6296

20
20 4
4
0.2 1 0.2
4
20
16
0.24 0.8
4

Students are advised to

calculate all others in the
similar way

Hence

P( X 4) 0.6296

20!
0.0016 0.02815
4!16!

17 18 19 20
0.000045
1 2 3 4

p = .20

(a different type of incorrect conclusion) is

P(X 4 when p = .2)

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The probability that the claim is not rejected when

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Calculations

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PROBLEM

4845 0.000045
0.21819

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Each sample of water has a 10% chance of containing a particular organic pollutant.
Assume that the samples are independent with regards to the presence of the
pollutant. (a) Find the probability that in the next 18 samples, exactly 2 contain
the pollutant.(b) Find the probability that at least 4 sample contain the pollutant (C)
Find the probability that 3 or more but less than 7 samples contains the pollutant.

Let X = the number of samples that

contain the pollutant in the next 18

samples analyzed. Then X is a
binomial random variable with p =
0.1 and n = 18

18
18 2
P( X 2) 0.12 1 0.1
2
16
18
0.12 0.9
2
18!

0.01 0.1853
2!16!

17 18
0.001853
1 2

153 0.001853
0.283509
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Problem Statement

Solutions (a)

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Problem Statement
P( X at least 4) 4 or more
P( X 4) P( X 4) P( X 5) P( X 20) 0.09819684142543751

P(X=4) = 0.07000298491218074
P(X=5) = 0.0217787064171229
P(X=6) = 0.00524302191523329
P(X=7) = 0.0009986708409968172
P(X=8) = 0.00015257471181895818
P(X=9) = 0.000018836384175180025
P(X=10) = 0.0000018836384175180028
P(X=11) = 1.522132054560002e-7
P(X=12) = 9.865670724000017e-9
P(X=13) = 5.059318320000008e-10
P(X=14) = 2.007666000000003e-11
P(X=15) = 5.94864000000001e-13
P(X=16) = 1.2393000000000023e-14
P(X=17) = 1.620000000000003e-16
P(X=18) = 1.0000000000000018e-18
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18
18 4
4
0.1 1 0.1
4
18
14
4
0.1 0.9
4

18!
0.0001 0.22876
4!14!

15 16 17 18
0.000022876
1 2 3 4

3060 0.000022876
0.070000559

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11/02/2015

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PROBLEM

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On the basis of past experience, the probability that a certain electrical component
will be satisfactory is 0.98. The components are sampled item by item from
continuous production. In a sample of five components, what are the probabilities of
finding (a) zero, (b) exactly one, (c) exactly two, (d) two or more defectives?

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Problem Statement

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PROBLEM

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A company is considering drilling four oil wells. The probability of

success for each well is 0.40, independent of the results for any
other well. The cost of each well is $200,000. Each well that is
successful will be worth $600,000.

a) What is the probability that one or more wells will be successful?

b) What is the expected number of successes?

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Problem Statement

c) What is the expected gain?

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Calculations Continued
Answer: The binomial distribution applies. Let us start by calculating the
probability of each possible result. We use n = 4, p = 0.40, q = 0.60.
a) What is the probability that one or
more wells will be successful?

4
4 1
P( X 1) 0.41 1 0.4
1

P( X one or more Wells)

P( X 1, 2,3, 4)

4
3
0.41 0.6
1

P( X 1) P( X 2) P( X 3) P( X 4)

d) What will be the gain if only one well is successful?

4 0.41 0.6

e) Considering all possible results, what is the probability of a loss

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4
4 2
P( X 2) 0.42 1 0.4
2

4
4 3
P( X 3) 0.43 1 0.4
3

4!
2
0.42 0.6
2! 2!

4
1
0.43 0.6
3

3 4
0.16 0.36
1 2

4!
0.064 0.6
3!1!

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Calculations Continued

4
0.0384
1

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Calculations Continued

4
44
P( X 4) 0.4 4 1 0.4
4

P( X one or more Wells)

4!
0

0.0256 0.6
4! 0!

4!
0.064 1
4! 0!

4
0.0384
1

P( X 1, 2,3, 4)
P( X 1) P( X 2) P( X 3) P( X 4)
0.3456 0.3456 0.1536 0.0256
0.8704

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b) What is the expected number of successes?

Associated probability

1 0.3456 2 0.3456 3 0.1536 (4) 0.0256

1.6

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Calculations Continued

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0.0256

0.1536

Number of Success

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Calculations Continued

c) What is the expected gain?

Successful worth

Expected Success in 4

Expected gain 1.6 $600, 000

4 $200, 000

$160, 000.
No of Wells

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0.3456

rather than a gain?

0.3456

4!
4 1
0.41 0.6
1! 3!

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Cost for each

well

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d) What will be the gain if only one well is successful?

1 $600, 000

4 $200, 000

$200, 000 so a loss .

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Calculations Continued

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Calculations Continued

e) Considering all possible results, what is the

probability of a loss rather than a gain?
There will be a loss if 0 or 1 well is successful ,
so the probability of a loss is

0.1296 0.3456

0.4752 or 0.475.

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PROBLEM

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Problem Statement
A boiler containing eight welds is manufactured in a small shop. When the

boiler is completed, each weld is checked by an inspector. If more than one

weld is defective on a single boiler, the person who made that boiler is
reported to the foreman.

a) If 9.0% of all welds made by Joe Smith are defective, what percentage
of all boilers made by him will have more than one defective weld?
b) Over a long period of time how many times will Joe Smith be reported to
the foreman for each 15 boilers he makes?
c) If Joe makes 15 boilers in a shift, what is the probability that he will be
reported for more than two of these 15 boilers?

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a) If 9.0% of all welds made by Joe Smith are defective, what

percentage of all boilers made by him will have more than one
defective weld?
The probabilities of various numbers of defective welds on a single boiler are
given by the binomial distribution with n = 8, p = 0.090

P( X one or more) P( X 1)
1 P( X 1)

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Calculations

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Calculations Continued
P( X one or more) P( X 1)

8
8
8
7
1 0.090 1 0.09 0.091 1 0.09
1
0

8!
8
7
8!
1
0.090 0.91
0.091 0.91
1! 7!
0! 8!

1 11 0.47025 8 0.09 0.516761

1 0.47025 0.372067
1 0.84232

1 P( X 0) P( X 1)
8
8
8 0
8 1
1 0.090 1 0.09 0.091 1 0.09
1
0

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P( X one or more) P( X 1)

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0.15767

Answer

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b) Over a long period of time how many times will Joe Smith be
reported to the foreman for each 15 boilers he makes?
If more than one weld is defective on a single boiler, the person who made
that boiler is reported to the foreman.

15 P( X 1)
15 0.15767
2.36519

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Calculations Continued

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Calculations Continued
c) If Joe makes 15 boilers in a shift, what is the probability that

he will be reported for more than two of these 15 boilers?

As in part b, this corresponds to a binomial problem with n = 15, p = 0.1577

P( X more than 2) P( X 2)
1 P( X 2)
1 P( X 2) P( X 1) P( X 0)

Answer

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Calculations Continued

15
15
15
15 2
15 1
15 0
1 0.1577 2 0.8423 0.15771 0.8423 0.1577 0 0.8423
1
0
2

15!
15!
13
14
15
15!
1
0.1577 2 0.8423
0.1577 0.8423
0.1577 0 0.8423
1!14!
0!15!
2!13!

15
14 15

1
0.02487 0.10742 0.1577 0.090476 11 0.076208
1
1 2

1 0.280492 0.2140218 0.076208

1 0.570722

0.429277

Answer

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