TEDU

MATH 240
Introduction to Probability and
Statistics for Engineers

TEDU
Population and Sample
Figure 1.2 Fundamental relationship
between probability and inferential
statistics

• Estimating properties of the population without

examining the entire population
Random sample

If you were to take two different random

samples from the same population and calculate
the sample means, you would expect them to be
different.
 Chapter 2 - Probability
Introduction.
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, Independence, and Product rule.
2.7 Bayes’ rule.
 Introduction
Probability is a fraction expressing the chance that a certain
event will occur.
§ allows you to handle uncertainty

§ forms a major component that supplements statistical methods

What does it mean if an event has a probability of 1/3rd of

occurring?
If the experiment is repeated a large number of times, the
event will occur 1/3rd of the time.
Sample Space

Experiment: Any process that generates a set of data.

Outcome: The result of an experiment
Random Experiment: An experiment whose outcome is not
known in advance.
e.g: tossing of a coin only two possible outcomes: H or T
Trial: Each observation of an experiment
Definition 2.1

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 Example 2.2

Tree diagram for Example

An experiment consists of:
q Flipping a coin and then
flipping it a second time if a
head occurs.
q If a tail occurs on the first flip,

then a die is tossed once.

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 Example 2.3

Experiment:
q Three items are selected
at random.
q Each item is classified
defective (D), or
nondefective (N).

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Events

For any given experiment, we may be interested in the

occurrence of a certain event.

Event A (Example-2.3): The number of defectives is smaller than 2.

A={DNN,NDN,NND,NNN}

Definition 2.2

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Events

Definition 2.3

Event A : The number of defectives is smaller than 2.

§ A={DNN,NDN,NND,NNN}

§ A’={DDD, DDN, DND, NDD}

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Events

Definition 2.4

Definition 2.5

Definition 2.6

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Exercise (2.5 and 2.9, page 42-43)

An experiment consists of tossing a die and then flipping a coin once if

the number on the die is even. If the number on the die is odd, the coin
is flipped twice.
Using the notation 4H, for example, to denote the outcome that the die
comes up 4 and then the coin comes up heads, and 3HT to denote the
outcome that comes up 3 followed by a head and then a tail on the coin:
a) List the elements in sample space.
b) List the elements corresponding to the event A that a number less
than 3 occurs on the die.
c) List the elements corresponding to the event B that two tails occur.
d) List the elements corresponding to the event A’
e) List the elements corresponding to the event A’ ∩ B
f) List the elements corresponding to the event A U B
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Exercise (2.5 and 2.9, page 62-63)

Venn Diagram
Events - Venn Diagrams

q The relationship between events and the corresponding

sample space can be illustrated graphically by means
of Venn diagrams.
q We let the sample space be a rectangle and represent
events by circles drawn inside the rectangle.

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Events - Venn Diagrams
Events represented by various regions

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reserved.
 Events of the Sample Space
Experiment: Select a card at
random from an ordinary deck of
52 cards.
Events:
A: The card is red.
B: The card is jack, queen or king of
the diamands.
C: The card is an ace.

Are there any mutually exclusive

(disjoint) events ?
A∩B=?
B∩C=?
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Events

q Several results that follow from the foregoing

definitions, which may easily verified by means of Venn
diagrams, are as follows:
1. A Ç Æ = ? 6. Æ’ = ?
2. A È Æ = ? 7. (A’)’ = ?
3. A Ç A’ = ? 8. (A Ç B)’ = ?
4. A È A’ = ? 9. (A È B)’ = ?
5. S’ = ?

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Events

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Counting Sample Points

Rule 2.1(Multiplication Rule)

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Counting Sample Points

Example: A developer of new subdivision offers a

prospective home buyer a choice of 4 designs, 3
different heating systems, a garage or carport, and a
balcony or a screened porch. How many different plans
are available to this buyer?

n1 * n2 * n3 * n4 = 4 * 3 * 2 * 2 = 48 ways

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 Counting Sample Points
Example: In a medical study, patients
are classified in 8 ways according to
whether they have blood type AB+,
AB-, A+, A-, B+, B-, 0+, or 0- and also
according to whether their blood
pressure is low, medium, or high.
Find the number of ways in which a
patient can be classified.

8 * 3 = 24 ways
Counting Sample Points

Rule 2.2 (Generalized Multiplication Rule)

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reserved.
Counting Sample Points
Definition 2.7

Consider the three letters a, b, and c. There are 6 distinct

permutations: abc, acb, bac, bca, cab, and cba. Using Rule 2.2,
we could arrive at the answer 6 without actually listing the
different orders:
q There are n1=3 choices for the first position.
q No matter which letter is chosen, there are always n2=2
choices for the second position.
q No matter which two letters are chosen for the first two
positions, there is only n3=1 choice for the last position, giving a
total of n1n2n3 = (3)(2)(1) = 6 permutations.
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Counting Sample Points
The number of distinct arrangements of n objects?
q n objects can go in the first position.
q Once the first object is fixed, n-1 objects can go in the second position.
q Then n-2 objects in the third position, etc.
q Number of arrangements is n(n-1)(n-2) … (1).

Definition 2.8

Theorem 2.1

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Counting Sample Points
(Exercise 2.38, Page 72)

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Counting Sample Points

Theorem 2.3

Example: If 3 people are playing with decks,

we do not have a new permutation if they all move
one position in the same direction. By considering
one person is fixed position and arranging the
other two in 2! ways, we find 2 distinct
arrangements.

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Counting Sample Points

Theorem 2.2

Exercise 2.41, Page 52. Find the number of ways that 6

teachers can be assigned to 4 sections of an introductory
psychology course if no teacher is assigned to more than one
section.

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Counting Sample Points

q So far we have considered permutations of distinct

objects.
q Obviously, if the letters b and c are both equal to x,
then the 6 permutations of the letters a, b, and c
become axx, axx, xax, xax, xxa, and xxa, of which
only 3 are distinct.
q Therefore, with 3 letters, 2 being the same, we have
3!/2! = 3 distinct permutations.

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Counting Sample Points
(Exercise 2.45, Page 52)

Theorem 2.4

How many distinct permutations can be made

from the letters of the word INFINITY ?

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Counting Sample Points

Theorem 2.5

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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Counting Sample Points

q In many problems, we are interested in the number of ways of

selecting r objects from n without regard to order.
q These selections are called combinations.
q A combination is actually a partition with two cells, the one cell
containing the r objects selected and the other cell containing the
(n−r) objects that are left. The number of such combinations,
denoted by:

is usually shortened to

since the number of elements in the second cell must be n − r.

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Counting Sample Points

Theorem 2.6

Exercise 2.48 (Page 52). How many ways are there to select 3
candidates from 8 equally qualified recent graduates for
openings in an accounting firm?

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 Probability of an Event

The likelihood of the occurrence of an event is evaluated by

means of a set of real numbers, called weights or probabilities,
ranging from 0 to 1.

q To every point in the sample space we assign a probability such

that the sum of all probabilities is 1.
q If we have reason to believe that a certain sample point is quite
likely to occur when the experiment is conducted, the probability
assigned should be close to 1.
q On the other hand, a probability is closer to 0 is assigned to a
sample point that is not likely to occur.

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Probability of an Event

Definition 2.9

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Probability of an Event

1. Logical Probabilities: In experiments having a certain

symmetry, we often have equally likely outcomes.
-Tossing a coin, P(H) = P(T) = 1/2;
- Rolling a die, P(1) = P(2) = ... = P(6) = 1/6;
2. Relative Occurence based Probabilities: If we can repeat
the experiment a large number of times,

Ex. P(number of customers / day arriving at a bank > 100).

3. Subjective Probabilities: P(A) is assigned based on judgment
when the experiment cannot be repeated,
e.g. P(earthquake will occur in Turkey in five years).
Additive Rules

Exercise 2.58, Page 60. A pair of fair dice is tossed. Find the
probability of getting
a) a total of 8;
b) at most a total of 5.

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Additive Rules

Theorem 2.7

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Additive Rules

Corollary 2.1

Corollary 2.2

Corollary 2.3

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Additive Rules

Theorem 2.8

Theorem 2.9

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Additive Rules

Exercise 2.56, Page 60. An automobile manufacturer is

concerned about a possible recall of its best-selling four-door
sedan. If there were a recall, there is a probability of 0.25 of a
defect in the brake system, 0.18 of a defect in the transmission,
0.17 of a defect in the fuel system, and 0.40 of a defect in some
other area.

a) What is the probability that the defect is the brakes or the

fueling system if the probability of defects in both systems
simultaneously is 0.15?
b) What is the probability that there are no defects in either the
brakes or the fueling system?
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Additive Rules

Exercise 2.56, Page 60.

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Conditional Probability,
Independence, and Product Rule

The probability of an event B occurring when it is

known that some event A has occurred is called a
conditional probability and is denoted by P(B|A).

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Conditional Probability,
Independence, and Product Rule

Definition 2.10

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 Conditional Probability,
Independence, and Product Rule
Suppose that our sample space S is the population of adults in a small
town who have completed the requirements for a college degree.
We shall categorize them according to gender and employment status:

One of these individuals is to be selected at random for a tour throughout

the country to publicize the advantages of establishing new industries in
the town. We shall be concerned with the following events:
M: a man is chosen,
E: the one chosen is employed.

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 Conditional Probability,
Independence, and Product Rule

Categorization of the Adults in a Small Town

q What is the probability that the one chosen is employed?

P(E)=600/900=2/3
q What is the probability that a male is chosen?
P(M)=500/900=5/9
q What is the probability that one chosen is employed and
male ? P(E Ç M) =460/900=23/45
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 Conditional Probability,
Independence, and Product Rule

Categorization of the Adults in a Small Town

q What is the probability that the one chosen is employed

given that a man is chosen?
P(E|M)=P(E∩M)/P(M)=460/500=23/25
q What is the probability that a man is chosen given that
the one chosen is employed?
P(M|E)= P(E ∩ M)/P(E)= 460/600=23/30.
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Bayes’ Rule

Suppose that we are now given the additional information that

36 of those employed and 12 of those unemployed are members
of the Rotary Club.
Find the probability of the event A that the individual selected is a
member of the Rotary Club.

P(E)=600/900=2/3
P(E’)=300/900=1/3
P(A|E)=36/600=3/50
P(A|E’)=12/300=1/25
P(A)=?
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Bayes’ Rule

P(A) = P(E)P(A|E) + P(E’)P(A|E’).

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Conditional Probability,
Independence, and Product Rule
Theorem 2.10

Definition 2.11

Theorem 2.11

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Conditional Probability,
Independence, and Product Rule
An electrical system for Example 2.39 The system works if
components A and B work and either of the components C or D
works. The reliability (probability of working) of each component is
also shown. Find the probability that
(a) the entire system works and
(b) the component C does not work, given that the entire system
works. Assume that the four components work independently.
Conditional Probability,
Independence, and Product Rule
Bayes’ Rule

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Bayes’ Rule

Example 2.41, Page 74

In a certain assembly plant, three machines, B1, B2, and B3, make
30%, 45%, and 25%, respectively, of the products. It is known
from past experience that 2%, 3%, and 2% of the products
made by each machine, respectively, are defective.
Now, suppose that a finished product is randomly selected. What
is the probability that it is defective?
Consider the following events
A : the product is defective,
B1: the product is made by machine B1,
B2: the product is made by machine B2,
B3: the product is made by machine B3.
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 Bayes’ Rule

Tree diagram for Example 2.41

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 Bayes’ Rule

In a certain assembly plant, three machines, B1, B2, and B3, make
30%, 45%, and 25%, respectively, of the products. It is known from
past experience that 2%, 3%, and 2% of the products made by each
machine, respectively, are defective.
Now, suppose that a finished product is randomly selected and
detected as defective. What is the probability that it is made by B3?

P ( B3 Ç A ) P (B3) P ( A |B3)
P ( B3| A ) = =
P ( A) P ( B1) P ( A |B1) + P (B2) P ( A |B2) + P (B3) P ( A |B3 )

=
( 0.25)( 0.02)
=
0.005
» 0.204
( 0.3)( 0.02) + ( 0.45)( 0.03) + ( 0.25)( 0.02) 0.0245
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