ENGR 371 – Probability and Statistics in Engineering

CONCORDIA UNIVERSITY
GINA CODY SCHOOL OF ENGINEERING AND COMPUTER SCIENCE

Lecture 3

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Chapter 2 (2.6 – 2.9)
Probability
Lecture S: Mon Fri 1:15 pm – 2:30 pm (FG-C070)
Tutorial SA: Tue 1:15 pm – 2:05 pm (MB3.265 ) by Maziyar
Tutorial SB: Thu 1:15 pm – 2:05 pm (MB2.430 ) by Maziyar
Tutorial SC: Tue 1:15 pm – 2:05 pm (H-565) by Maedeh

Instructor: Sam Eskandarian, Ph.D. PEng (Ontario)

 ENGR 371 – Probability and Statistics in Engineering

References

Instructor’s lecture notes, assignments and

Copyright © 2021 by Jones & Bartlett Learning, LLC an Ascend Learning Company. www.jblearning.com
project documents will be posted in MOODLE.

Textbook:
Douglas C. Montgomery and George C. Runger,
Applied Statistics and Probability for Engineers,
7th Edition, Wiley

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 ENGR 371 – Probability and Statistics in Engineering

Contact info & Recalls

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Office Hours: Tue Fri 10:00AM - 11:30AM (by email reservation)

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(Individual ZOOM meetings by email reservation when needed)
Email: [email protected]

▪ Recalls:
❑ Important communications will be posted in MOODLE
(“Announcement Forum”). You can communicate by emails (You
should write ENGR371 in the subject line). No emails will be
answered in weekends or holidays.
❑ Submit your Expectation of Originality and Team Assignment Form
in MOODLE by MON Sep 16 @ 23:59).
❑ Assignment #2: Review sections 2.6 to 2.9 and 3.1 to 3.2, due date
Tue Sep 17 at 1 pm.
❑ First tutorial is scheduled for Tuesday Sep 10 for tutorial sections SA
and SC and Thursday Sep 12 for section SB. 3
 Chapter 2 (Cont’d)

Probability
Sections 2.6 to 2.9

Ref.: Douglas C. Montgomery and George C. Runger, Applied Statistics and Probability for Engineers,
7th Edition, Wiley.
 2 Probability

CHAPTER OUTLINE

2.1 Sample Spaces and Events

2.1.1 Random Experiments
2.1.2 Sample Spaces
2.1.3 Events
2.2 Counting Techniques
2.3 Interpretations and Axioms 2.6 Intersections of Events and Multiplication
of Probability and Total Probability Rule
2.4 Unions of Events and Addition 2.7 Independence
Rules 2.8 Bayes’ Theorem
2.5 Conditional Probability 2.9 Random Variables

Chapter 2 Contents
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved

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 2.6 Total Probability Rule

• A and A are mutually exclusive.

• 𝐴 ∩ 𝐵 and 𝐴 ∩ 𝐵 are mutually exclusive
• 𝐵 = 𝐴 ∩ 𝐵 ∪ (𝐴 ∩ 𝐵)
Total Probability Rule
For any two events A and B

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 6
Example 2.20 | Semiconductor Contamination
Information about product failure based on chip manufacturing
process contamination is given below. Find the probability of

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failure.

Let F denote the event that the product fails

Let H denote the event that the chip is exposed to high
contamination. Then
• P(F | H) = 0.10 and P(F | H ) = 0.005 Example

• P(H) = 0.20 and P(H ) = 0.8

• P(F) = 0.10(0.20) + 0.005(0.80) = 0.024
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 Total Probability Rule

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 8
2.7 Independence

Knowledge that the outcome of the experiment is in event A does

not affect the probability that the outcome is in event B

Section 2.7 Independence

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EXAMPLE 2.21 | Sampling with Replacement
Consider the inspection described in Example 2.11.
Six parts are selected randomly from a bin of 50 parts but assume

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that the selected part is replaced before the next one is selected.
The bin contains 3 defective parts and 47 nondefective parts. What
is the probability that the second part is defective given that the
first part is defective?

In shorthand notation, the requested probability is P(B | A), where A and B

denote the events that the first and second parts are defective,
respectively. Because the first part is replaced prior to selecting the
second part, the bin still contains 50 parts, of which 3 are
defective. Therefore, the probability of B does not depend on
Example
whether the first part is defective. That is,

Also, the probability that both

parts are defective is 10
 Independence (Cont’d)

Section 2.7 Independence

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 11
 Independence (Cont’d)

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Section 2.7 Independence Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
EXAMPLE 2.22 | Sampling without Replacement
Consider the inspection described in Example 2.11.
Six parts are selected randomly without replacement from a bin of

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50 parts. The bin contains 3 defective parts and 47 nondefective
parts.
Let A and B denote the events that the first and second parts are
defective, respectively.
We suspect that these two events are not independent because
the knowledge that the first part is defective suggests that it is less
likely that the second part selected is defective. Indeed, P(B | A) =
2/49. Now, what is P(B)?

Finding the unconditional P(B) takes some work because the possible
values of the first selection need to be considered:
Example

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 Independence (Cont’d)

Section 2.7 Independence

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 14
EXAMPLE 2.23 | Series Circuit
The following circuit operates only if there is a path of functional
devices from left to right. The probability that each device functions

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is shown on the graph. Assume that devices fail independently.
What is the probability that the circuit operates?

Let L and R denote the events that the left and right devices operate,
respectively. There is a path only if both operate. The probability that the
circuit operates is

Example

Practical Interpretation: Notice that the probability that the circuit

operates degrades to approximately 0.7 when all devices are required
to be functional. The probability that each device is functional needs
to be large for a circuit to operate when many devices are connected in series.
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EXAMPLE 2.24 | Parallel Circuit
The following circuit operates only if there is a path of functional devices
from left to right. The probability that each device functions is shown on
the graph. Assume that devices fail independently. What is the probability

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that the circuit operates?

Let T and B denote the events that the top and bottom devices operate,
respectively. There is a path if at least one device operates. The probability that
the circuit operates is

A simple formula for the solution can be derived from the complements T′ and B′.
From the independence assumption,

Example

Practical Interpretation: Notice that the probability that the circuit operates is larger than
the probability that either device is functional. This is an advantage of a parallel architecture.
A disadvantage is that multiple devices are needed. 16
EXAMPLE 2.25 | Advanced Circuit
The following circuit operates only if there is a path of functional devices
from left to right. The probability that each device functions is shown on
the graph. Assume that devices fail independently. What is the probability

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that the circuit operates?

The solution can be obtained from a

partition of the graph into three columns.
Let L denote the event that there is a path
of functional devices only through the three
units on the left.
From the independence and based on the previous example,

Similarly, let M denote the event that there is a path of functional devices
only through the two units in the middle. Then,

The probability that there is a path of functional devices only through

the one unit on the right is simply the probability that the device Example
functions, namely, 0.99. Therefore, with the independence assumption
used again, the solution is
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2.8 Bayes’ Theorem

• Thomas Bayes addressed essential question in 1700s of

finding the probability that a condition was present (high
contamination) given an outcome (a semiconductor
failure)

• Bayes’ theorem states that,

Section 2.8 Bayes’ Theorem

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EXAMPLE 2.26 | Semiconductor Contamination
The conditional probability that a high level of
contamination was present when a failure occurred is to
be determined. The information is summarized here.

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Example

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 Bayes’ Theorem

Note:
Numerator expression is always one of the terms in the
sum of the denominator.

Section 2.8 Bayes’ Theorem

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EXAMPLE 2.27 | Medical Diagnostic
Because a new medical procedure has been shown to be effective in the early
detection of an illness, a medical screening of the population is proposed.
The probability that the test correctly identifies someone with the illness as

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positive (known as the sensitivity) is 0.99, and the probability that the test correctly
identifies someone without the illness as negative (known as the specificity) is
0.95.
The incidence of the illness in the general population is 0.0001. You take the test,
and the result is positive. What is the probability that you have the illness?

Let D denote the event that you have the illness, and let S denote the event that the
test signals positive. The probability requested can be denoted as P(D | S). The
probability that the test correctly signals someone without the illness as negative is
0.95.
Consequently, the probability of a positive test without the illness is

From Bayes’ theorem,

Example

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 2.9 Random Variables

• The variable that associates a number with the outcome of a random

experiment is referred to as a random variable

• Notation is used to distinguish between a random variable and the real

number

Section 2.9 Random Variables Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 22
Discrete and Continuous Random
Variables
• A discrete random variable is a random variable with a
finite (or countably infinite) range
• A continuous random variable is a random variable with
an interval (either finite or infinite) of real numbers for its
range

Section 2.9 Random Variables

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Discrete and Continuous Random
Variables

Section 2.9 Random Variables

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 Important Terms & Concepts of Chapter 2

• Addition Rule • Mutually exclusive events • Venn diagram

• Axioms of probability • Outcome • With or without
replacement
• Bayes’ Theorem • Permutation
• Combination • Probability
• Conditional probability • Random samples
• Counting techniques • Random variables –
discrete and continuous
• Equally likely outcomes
• Sample spaces – discrete
• Event
and continuous
• Independence
• Total probability rule
• Multiplication rule
• Tree diagram
Important Terms and Concepts
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved

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