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Probability Methods in Engineering: Dr. Safdar Nawaz Khan Marwat DCSE, UET Peshawar

This document discusses probability methods in engineering. It covers key concepts like sample spaces, events represented as sets, axioms of probability including that the probability of an event is between 0 and 1 and the probability of the sample space is 1, and examples of applying these concepts to discrete and continuous sample spaces. Sample spaces can be one-dimensional, multidimensional, countably or uncountably infinite. Probability is the ratio of the number of favorable outcomes to the total number of possible outcomes.

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Bilal Ahmad
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118 views10 pages

Probability Methods in Engineering: Dr. Safdar Nawaz Khan Marwat DCSE, UET Peshawar

This document discusses probability methods in engineering. It covers key concepts like sample spaces, events represented as sets, axioms of probability including that the probability of an event is between 0 and 1 and the probability of the sample space is 1, and examples of applying these concepts to discrete and continuous sample spaces. Sample spaces can be one-dimensional, multidimensional, countably or uncountably infinite. Probability is the ratio of the number of favorable outcomes to the total number of possible outcomes.

Uploaded by

Bilal Ahmad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability Methods in

Engineering

Dr. Safdar Nawaz Khan Marwat


DCSE, UET Peshawar

Lecture 3

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Sample Space
 Same experimental procedure but different sample spaces
 Toss a coin three times and note the outcomes
 Toss a coin three times and note the number of heads

S = {HHH, HHT, HTH, THH,


S = {0, 1, 2, 3}
HTT, THT TTH, TTT}

 Same sample space but different representations


 Pick a number at random between zero and one
 Measure the time between page requests in a Web server

S = {x : 0 ≤ x ≤ 1} S = {x : x ≥ 0}

[0, 1] [0, ∞)

0 1 0 ∞

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Sample Space (cont.)
 Multidimensional sample spaces
 Pick two numbers at random between zero and one.
 Pick a number X at random between zero and one, then pick a number Y
at random between zero and X.

S = {(x, y) : 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1} S = {(x, y) : 0 ≤ x ≤ 1 and 0 ≤ y ≤ x}

S = {(x, y) : 0 ≤ y ≤ x ≤ 1

1 1

0 1 0 1

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Set Theory
 Representation of events by sets
 Capital letters for names S, A, B, …
 Small letters for elements a, b, x, y, …
 Venn diagram illustrates sets and their interrelationship

Source: C. Görg, Communication Networks II, University of Bremen, Germany

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Set Theory (cont.)

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Axioms of Probability

0  P[ A]  1
P[ S ]  1
 If A ∩ B = Ø

P[ A  B]  P[ A]  P[ B]
 If Ai ∩ Aj = Ø for all i ≠ j

 
 
P  Ak    PAk 
 k 1  k 1
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Corollaries

P[ A ]  1  P[ A]
c

P[Ø]  0
P[ A  B]  P[ A]  P[ B]  P[ A  B]

P[ A  B  C ]  P[ A]  P[ B]  P[C ]  P[ A  B]
 P[ B  C ]  P[ A  C ]  P[ A  B  C ]
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Examples
Discrete countably finite sample space
 An urn contains 10 identical balls numbered 0, 1, ... , 9. A
random experiment involves selecting a ball from the urn and
noting the number of the ball. Find the probability of the
following events:
 A = “number of ball selected is odd,”
 B = “number of ball selected is a multiple of 3,”
 C = “number of ball selected is less than 5,”
D=A∪B
E=A∪B∪C

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Examples (cont.)
Discrete countably infinite sample space
 A fair coin is tossed repeatedly until the first heads shows
up; the outcome of the experiment is the number of tosses
required until the first heads occurs. Find a probability law
for this experiment.

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Examples (cont.)
Continuous uncountably infinite sample space
 Consider the random experiment “pick a number x at random
between zero and one.” Let the probability that the outcome
falls in a subinterval of S be proportional to the length of
the subinterval.
 What is the sample space of this random experiment?
 What is the probability that the outcome falls in the interval [0, 0.5],
[0.5, 1]?
 What is the probability that the outcome is 0.5?
 What is the probability that the outcome falls in either [0, 0.2] or
[0.8, 1]?
 What is the probability that the outcome falls in either [0.3, 0.6] or
[0.5, 0.8]?

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