Ch 01: 1

Probability and Statistic

EEN 305

Dr. Nawaf Almuqati

Assistance Professor
Electrical Engineering Department
Faculty of Engineering, King Abdulaziz University
Rabigh

Fall 2023
 Ch 01: 2

Course Title: Probability and statistics

This course introduces fundamental concepts of probability and statistics and their practical
applications in engineering and science. Topics covered include probability theory, random
variables, probability distributions, and statistical inference.
Textbook:
Probability and Statistics for Engineers and Scientists, by Walpole Myers, 9th edition, 2014.
Class Schedule:
Sundays, Tuesdays and Thursdays
Time: 10:00 AM – 10:50 AM
Instructor:
Name: Dr. Nawaf Almuqati
Office Hours: S.T 9:00 AM- 10:00 AM
Email: [email protected]

Fall 2023
Course Objectives: Ch 01: 3

By completion of the course, the students should be able to:

1. Develop the background and basic knowledge in the field of

probability and statistics.
2. Improve the skills in the definition, analysis, and solving of
problems related to the probability and statistics.
3. Define the importance of probability.
4. List the different types of discrete probability distributions.
5. Analyze continuous probability distributions.
6. Define statistical inferences.

Fall 2023
Contents: Ch 01: 4

1. Data treatment and analysis.

2. Probability.
3. Mathematical expectations.
4. Discrete random variables.
5. Continuous random variables.
6. Discrete probability distributions.
7. Continuous probability distributions.

Fall 2023
Weighting of assessments Ch 01: 5

Quizzes 15 %
Assignments 15 %
Mid-term exam 20 %
Project 10 %
Final exam 40 %
Total 100 %

Fall 2023
Probability and Statistics Ch 01: 6

Introduction
• Since the 1980s, a strong focus on improving quality in
American industry.
• Japanese "industrial miracle" of the mid-20th century cited as
a successful example.
• Success attributed to the adoption of statistical methods and
thinking in management.

Fall 2023
Probability and Statistics Ch 01: 7

Introduction

• Statistical methods are important in manufacturing,

software, communications, pharmaceuticals, and more
for data analysis.
• They help make scientific judgments amid uncertainty
and variation.
• Manufacturing processes often have density variations,
which statistical analysis can improve.

Fall 2023
Probability and Statistics Ch 01: 8

What is it good for?

90

80

70

60

50 A

40 B
C
30

20

10

0
Quality control:
1 2 3 4

• What is my rate of
Prediction: Analysis of sales: defective products?
• How can I best manage
• probability models to • How much do we sell, my production?
predict defects and and when? • What is the best way to
optimize production. • Should we change or sample?
sales strategy?

Fall 2023
Statistics in Engineering Ch 01: 9

Electrical engineers use probability

and statistics to analyze electrical
circuits and systems with random
components, such as noise in
communication systems.
Civil engineers use statistical
methods to analyze structural loads,
stress distributions, and material
properties.
Engineers use statistical process
control to monitor and improve
manufacturing processes to predict
defects and optimize production.

Fall 2023
Probability and Statistics Ch 01: 10

• Statistics is the area of science that deals with

collection, organization, analysis, and interpretation of
data.
• It involves the study of methods and techniques for
summarizing and interpreting data, as well as drawing
valid conclusions and making informed decisions
based on that data.

Fall 2023
Probability and Statistics Ch 01: 11

• Probability is a branch of statistics (mathematics) that

is concerned with developing and analyzing
mathematical models of random (or statistical)
experiments.
• A statistical (or random) experiment is an experiment
whose outcomes are not certain.

Fall 2023
Probability Intro Ch 01: 12

Examples of random experiments:

(1) Flipping one or more coins,

(2) Tossing one or more dice,
(3) Examining a manufactured item to determine
whether it is defective or not,
(4) Measuring a patient's blood pressure….

Fall 2023
Probability: Basic Ideas Ch 01: 13

Terminology:
• Trial: each time you repeat an experiment

• Outcome: result of an experiment

• Random experiment: one with random outcomes (cannot

be predicted exactly)

• Relative frequency: how many times a specific outcome

occurs within the entire experiment.

Fall 2023
For Example… Ch 01: 14

Example:
You work in a cell phone factory and are asked to
remove cell phones at random off of the
assembly line and turn it on and off.
• Each time you remove a cell phone and turn it on and
off, you are conducting a random experiment.
• Each time you pick up a phone is a trial and the result is
called an outcome.
• If you check 200 phones, and you find 5 bad phones,
then
• relative frequency of failure = 5/200 = 0.025

Fall 2023
Probability Intro Ch 01: 15

The sample space S of an experiment is the set of all

possible outcomes and are called Elements .
• We must understand the sample space in order to determine
the probability of each outcome occurring.
• The probability of each element is (1/ no. of element in S).
• Each probability value, p, is a real number 0  p  1.

Consider the experiment of tossing a die, the sample space is

S = {1, 2, 3, 4, 5, 6}.
1

If we are interested only in whether the number is even or odd,

the sample space is simply
S = {even, odd}.
2

Fall 2023
Probability Intro Ch 01: 16

Important: The sum of the probabilities for all

elements in the sample space always equals 1.
• Why is this important?
• This fact allows us to check our answers.
Properly enumerating the sample space is key to
correctly calculating probabilities.
• A tree diagram is sometimes useful.

Fall 2023
Probability Intro Ch 01: 17

Example:
Suppose that three items are selected at random from a manufacturing
process. Each item is inspected and classified defective, D, or non-
defective, N.

S = {DDD, DDN, DND, DNN, NDD, NDN, NND, NNN}.

Fall 2023
 Ch 01: 18

Example:
An experiment consists of flipping a coin and then
flipping it a second time if a head occurs. If a tail occurs
on the first flip, then a die is tossed once. List S.
Exp#1 Exp#2 Sample point
H
HH
H HT
T

1 T1
2 T2
3 T3
T
4 T4
5 T5
6 T6
Fall 2023
Probability Intro Ch 01: 19

Sample spaces with a large or infinite number of

sample points are best described by a statement or rule.
For example, if the possible outcomes of an experiment
are the set of cities in the world with a. population over
1 million, our sample space is written

S = {x | x is a city with a population over 1 million} ,

S is the set of all x such that x is a city with a population

over 1 million.

Fall 2023
Events Ch 01: 20

An event is a subset of a sample space (E  S)

• Note that both S and  are events as well.
Sample spaces can be continuous or discrete.
• What is a continuous vs. discrete sample space?
❖Example (continuous): Life in years of a component. S = ?
– S = {t | t  0} => “all values of t such that t  0”
– A = component fails before the end of the fifth year.
– A = {t | t < 5}.

❖Example (discrete): Flip a coin three times. S = ?

- S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
- Event A = 1st flip is heads.
A = {HHH, HHT, HTH, HTT}

Fall 2023
Event/Set Operations Ch 01: 21

The complement of an event A?

• The set of all elements of S not in A. Denoted A’.
• A = 1st flip is heads. A’ = first flip is not heads.
The intersection of two events A and B?
• The set of all elements in both A and B. Denoted A  B.
• B = 2nd or 3rd flip, but not both, are heads.
• B = {HHT, HTH, THT, TTH}. A  B = ?
• A  B = {HHT, HTH}
Two events are mutually exclusive if…?
•AB=
The union of two events, A and B?
• The set of elements in either A or B. A  B = ?
• A  B = {HHH, HHT, HTH, HTT , THT, TTH}.

Fall 2023
Sample space and events Ch 01: 22

Consider an experiment
Sample space S: S
Example:
VENN DIAGRAM
S={1,2,…,6} rolling a dice
S={H,T} flipping a coin
Event A: S
A Example:
A={1,6} when rolling a dice

Complementary
event A´: S
A A´ Example:
A´={2,3,4,5} rolling a dice

Fall 2023
Venn Diagrams Ch 01: 23

Venn Diagrams show various events graphically, and

are sometimes helpful in understanding set theory
problems.
Standard set theory results hold:
•A =
•A = A
• A  A’ = 
• A  A’ = S
• S’ = 
• ’ = S
• (A’)’ = A
• (A  B)’ = A’  B’
• (A  B)’ = A’  B’
 B)’=A’  B’, (A  B)’=A’  B’

Fall 2023
Events Ch 01: 24

Example: S
A 5
Rolling a dice B Intersection:
4 6 2 1 3 AB={2}
S={1,2,3,4,5,6}
A={2,4,6}
B={1,2,3} Union:
AB={1,2,3,4,6}
S
C D
Disjoint events: CD = Ø
C={1,3,5} and D={2,4,6} are disjoint
“mutually exclusive”

Fall 2023
 Ch 01: 25

Counting Sample Points

Fall 2023
Intuitive Sample Point Counting Ch 01: 26

Its important to know how to count the number of points in the

sample space without actually listing each element.
If one operation can be performed in n1 ways, and for
each way, a second can be performed in n2 ways, then
the two can be performed a total of n1 n2 ways
(multiplication rule).
• For three operations?
• n1 n2 n3 .

Fall 2023
 Ch 01: 27

Example:
How many four-digit numbers can be formed from the
digits 3, 1, 2, 5, 6, and 9 if each digit can be used only
once?

Solution:

No. of four-digit numbers= (6)(5)(4)(3)=360

Fall 2023
 Ch 01: 28

Example:
How many even four-digit numbers can be formed from
the digits 4, 1, 2, 5, 6, and 9 if each digit can be used only
once?

Solution:
Even four-digit number must have the first
digit an even number (2,4,6)
Hence;

No. of four-digit numbers= (5)(4)(3)(3)=180

Fall 2023
Intuitive Sample Point Counting Ch 01: 29

Example:
How many sample points are there in the sample space
when a pair of dice is thrown once?
Solution :
The first die can land face-up in any one of n1 = 6 ways. For each
of these 6 ways,
the second die can also land face-up in n2 = 6 ways. Therefore,
the pair of dice
can land in n1n2 = (6)(6) = 36 possible ways.

Fall 2023
 Ch 01: 30

Example:
Sam is going to assemble a computer by himself. He has
the choice of chips from two brands, a hard drive from
four, memory from three, and an accessory bundle from
five local stores. How many different ways can Sam order
the parts?
Solution :

Since n1 = 2, n2 = 4, n3 = 3, and n4 = 5, there are

nl × n2 × n3 × n4 = 2× 4 × 3 × 5 = 120
different ways to order the parts.

Fall 2023
Permutation Orderings Ch 01: 31

Permutation is an arrangement of all or part of a set of

objects..
The number of distinct orderings of n items?
• n items can go in the first position.
• Once the first item is fixed, n-1 items can go in the 2nd position.
• Then n-2 items in the third position, etc.
• Number of orderings is n (n-1) (n-2) … 1, or n!
• Remember that 1! = 0! = 1.
• Once we use a value, it can’t be used again.

Fall 2023
 Ch 01: 32

Example:
• Consider the three letters a, b, and c. The possible permutations
are abc, acb, bac, bca, cab, and cba. Total are 6 arrangement.
• Using permutations rule, there are n1 = 3 choices for the first
position. No matter which letter is chosen, there are always n2 =
2 choices for the second position. 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
• Can be counted by permutation ordering rule n!= 3!=3*2*1=6

Fall 2023
Permutations of Partial Orderings Ch 01: 33

Example:
Suppose that we will give 3 different awards to three
students out of a class of 60 students. How many ways
can the awards be given.
• Without replacement, 60 students could get the first award,
then 59 students are eligible for the 2nd and 58 for the third.
The number is 60*59*58 = 205,320.

• If one student could win all three awards

This would be with replacement.
The number is 603 = 216,000

Fall 2023
Permutations of Partial Orderings Ch 01: 34

In general, the number of permutations of n things

taken r at a time is written

Example:
In one year, three awards (research, teaching, and service)
will be given to a class of 25 graduate students in a
statistics department. If each student can receive at most
one award, how many possible selections are there?
Solution :
Since the awards are distinguishable, it is a permutation
problem. The total number of sample points is

Fall 2023
Other Permutations Ch 01: 35

Circular permutations: n distinct objects arranged in a

circle.
• The position of the first object could be anywhere.
• If all objects moved one position clockwise, it’s still the same
permutation.
• Fix the first object anywhere on the circle, then n-1 objects can
go to the left, n-2, next, etc.
• The number of circular permutations of n objects is (n - 1)!.
• Another way to look at it: the set of all permutations is n!. For
each starting value, there are n orderings that are identical
(moving the same ordering around the circle). So the total
number of different orderings is n!/n = (n-1)!
• For example, for the ordering 35142 for n = 5.
• There are 5 identical orderings (35142, 51423, 14235, 42351,
23514).

Fall 2023
Permutations with Identical Objects Ch 01: 36

If some objects are identical, with n1 of type 1, n2 of

type 2, …, nk of type k, and n = n1 + n2 + … + nk, the
number of distinct permutations is

Example:
In a college football training session, the defensive coordinator
needs to have 10 players standing in a row. Among these 10
players, there are 1 freshman, 2 sophomores, 4 juniors, and 3
seniors. How many different ways can they be arranged in
a row if only their class level will be distinguished?
Solution :

Fall 2023
Arranging n Objects Into r Cells Ch 01: 37

Partitioning n distinct objects into r cells or subsets, each

of a given fixed size, where the ordering of objects within
a cell doesn’t matter.
In general, the number of distinct combinations of n
distinct objects into r cells, with n1 items in the 1st cell, n2 in
the 2nd, …, and nr in the rth cell is

Example:
divide 5 items into two cells, one of size 3 and one of size 2.
• {(1,2,3), (4,5)}, {(1,2,4), (3,5)}, {(1,2,5), (3,4)}, {(1,3,4), (2,5)}, {(1,3,5),
(2,4)}, {(1,4,5), (2,3)}, {(2,3,4), (1,5)}, {(2,3,5), (1,4)}, {(2,4,5), (1,3)},
{(3,4,5), (1,2)}
There are n! total possible orderings, but n1! In the 1st
cell, and n2! in the 2nd cell, etc., are identical.
Fall 2023
 Ch 01: 38

Example:
In how many ways can 7 graduate students be
assigned to 1 triple and 2 double hotel rooms during a
conference?

Solution :
The total number of possible partitions would be

Fall 2023
Combinations of n Items Taken r at a Time Ch 01: 39

To review, there are how many permutations of n items

taken r at a time if each ordering is distinct?
• n (n-1) (n-2) ... (n-r+1), or
• nPr = n! / (n – r)! .
• For any given set of r items, there are r! possible orderings.
So what if the order of the r items doesn’t matter?
• Divide nPr by r! to get the number of distinct outcomes.
The number of combinations of n items taken r at a
time, where order doesn’t matter, is nCr = n! / (r!(n-r)!).

Fall 2023
 Ch 01: 40

Example:
How many combinations of any 3 persons from 7 for a certain job.

The number = 7C3 = 7! / (3!4!) = (7*6*5) / (3*2*1) = 35.

Example:

How many different letter arrangements can be made from the

letters in the word STATISTICS?
3×S 3×T 1×A 1×C 2×I

Fall 2023
Probability of an Event Ch 01: 41

For now, we only consider discrete sample spaces.

Each point in a sample space is assigned a weight or
probability value. The higher the probability, the more
likely that outcome is to occur.
The probability of an event A is the sum of the
probabilities of the individual points in A. Then,
• 0  P(A)  1
• P() = 0
• P(S) = 1
• If two events are mutually exclusive, (which means?)
• (that they have no points in common, or A  B = ),
• then P(A  B) = P(A) + P(B).

Fall 2023
Relative Frequency for Probability Ch 01: 42

If an experiment has N different equally likely

outcomes, and n outcomes correspond to event A, then
P(A) = ?.
• P(A) = n / N.

Fall 2023
 Ch 01: 43

Example:
A die is loaded in such a way that an even number is twice as
likely to occur as an odd number. If E is the event that a
number less than 4 occurs on a single toss of the die, find
P(E).
Solution:
The sample space is S = {1,2,3,4,5,6}. We assign a probability of
w to each odd number and a. probability of 2w to each even
number. Since the sum of the probabilities must be 1, we have 9w
= 1 or w = 1/9. Hence probabilities of 1/9 and 2/9 are assigned to
each odd and even number, respectively. Therefore,
E = {1,2,3} and P(E) =1/9+2/9+1/9=4/9

Fall 2023
 Ch 01: 44

Example:
In the previous Example, let A be the event that an even
number turns up and let B be the event, that, a number
divisible by 3 occurs. Find P(A U B) and P(A ∩ B)
For the events A = {2, 4, 6} and B = {3, 6}, we have
A ∪ B = {2, 3, 4, 6} and A ∩ B = {6}.
By assigning a probability of 1/9 to each odd number
and 2/9 to each even number,
we have
2 1 2 2 7 2
P(A ∪ B)= + + + = A∩B=
9 9 9 9 9 9

Fall 2023
Additive Probability Rules Ch 01: 45

We already know that if A and B are mutually

exclusive, P(A  B) = P(A) + P(B).
Also, if more than 2 events are mutually exclusive, the
probability of the union of all of those events is the
sum of all of the individual probabilities.
What is P(A  B) if A and B are not mutually exclusive?
• Can use a Venn diagram to show this case.
• The sample points in P(A  B) are double counted.
• So P(A  B) = ?
• P(A  B) = P(A) + P(B) - P(A  B).
Given that we know P(A), what is P(A’)?
• P(A’) = 1 – P(A). => P(A’) + P(A) =1

Fall 2023
 Ch 01: 46

Example:
John is going to graduate from an industrial engineering department
in a university by the end of the semester. After being interviewed at
two companies he likes, he assesses that his probability of getting an
offer from company A is 0.8, and the probability that he gets an offer
from company B is 0.6. If. on the other hand, he believes that the
probability that he will get offers from both companies is 0.5, what
is the probability that he will get at least one offer from these two
companies?

P(A ∪ B) = P(A) + P(B) − P(A ∩ B) = 0.8 + 0.6 − 0.5 = 0.9.

Fall 2023
 Ch 01: 47

Example:
What is the probability of getting a total of 7 or 11 when a pair of fair
dice are tossed?

Let A be the event that 7 occurs and B the event that 11 comes up.
Total No. samples is 6x6=36 sample points
To get Number 7
Since all sample points are equally likely, out of the two
dice
we have P(A) = 6/36 and P(B) = 2/36. Dice 1 Dice 2
To get Number 1 6
since P(A ∩ B)=0. Therefore, 11 out of the two
2 5
dice
6 2 8 2 Dice 1 Dice 2 3 4
P(A ∪ B) = P(A) + P(B) = + = =
36 36 36 9 5 6 4 3
6 5 5 2
6 1

Fall 2023
 Ch 01: 48

Example:
If the probabilities that an automobile mechanic will
service 3, 4, 5, 6, 7, or 8 or more cars on any given
workday are, respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and
0.07, what is the probability that he will service at least 5
cars on his next day at work?
Let E be the event that at least 5 cars are serviced.
Now, P(E) = 1 − P(E’),
where E’ is the event that fewer than 5 cars are serviced. Since
P(E’) = 0.12 + 0.19 = 0.31,
Then,
P(E) = 1 − 0.31 = 0.69.

Fall 2023