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Probability & Statistics Lecture 1

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25 views24 pages

Probability & Statistics Lecture 1

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smithgentis
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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FACULTY OF ENGINEERING, TECHNOLOGY,

APPLIED DESIGN AND FINE ART

DIPLOMA IN ELECTRICAL ENGINEERING

SECOND YEAR SEMESTER I – AUG 2024

DEM 2101 PROBABILITY AND STATISTICS 3CU

Mr Joshua Bakenge
0702616066
Brief Course Description

• Introduces use of Numerical Analysis in engineering problems.


• Examines limits of functions of several variables.
• Examine various sampling methods.
• Examine various tests: hypothesis, Chi-square, correlation, regression

Learning outcomes

At the end of this course students should be able to:


• Solve engineering problems using approximation methods
• Collect data using sampling methods

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Course content

• Numerical Analysis 15hrs


Iterative methods, solution of equations by iteration, finite differences, interpolation numerical
differentiation, numerical integration, numerical solution of differential equations.

• Probability Theory 15hrs


Introduction, conditional probability, partitions, total probability, mathematical expectation,
probability and moment generating functions, random variables, discrete and continuous
distributions, common distributions: Binomial, Poisson, normal, exponential, variance and
correlation.

• Statistics 15hrs
Some sampling techniques, point estimation, properties of estimators, interval estimation,
hypothesis testing, chi-square, contingency tables, correlation and regression tests.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Mode of assessment

• Assignments 15%
• Tests 25%
• Final examinations 60%
• Total 100%

KEY DATES
18th September 2023 - Submission of Assignment I
25th September 2023 - CAT I
16th October 2023 - Submission of Assignment II
23th October 2023 - CAT II

Lectures conducted in Rm 6 – Nyabikoni Monday 08:00-10:00hrs and 16:00-18:00hrs

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


PROBABILITY THEORY
Probability theory is the branch of mathematics concerned with prediction,
uncertainty. It was developed from the theory of games of chance and
gambling.
It plays a very important role in astronomy, physics, chemistry, engineering,
economics, business, social science, psychology and research.
The probability of something happening is the likelihood or chance of it
happening.
Values of probability lie between 0 and 1, where 0 represents an absolute
impossibility and 1 represents an absolute certainty.
The probability of an event happening usually lies somewhere between these
two extreme values and is expressed as either a proper or decimal fraction.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


If p is the probability of an event happening and q is the probability of the
same event not happening, then the total probability is p + q and is equal to
unity; i.e. p + q = 1
▪ Probabilities can be estimated from experiments.
▪ An experiment is a situation involving chance or probability that leads to
results called outcomes.
▪ An outcome is the result of a single trial of an experiment while an event is
one or more possible outcomes of a random experiment
▪ Any experiment that has a result with more than one possible outcome is
referred to as a random experiment.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Examples of outcomes and events

a) One toss of a coin results in the outcomes head or tail {H, T}. One event of
this experiment is obtaining a head.
b) One throw of an ordinary die results in the outcomes {1, 2, 3, 4, 5, 6}. An
example of an event of this experiment is obtaining a number greater than 4.
c) Two tosses of a coin result in the outcomes {HH, HT, TH, TT}. An example
of an event of this experiment obtaining two heads.
d) A spinner has 4 equal sectors colored yellow, blue, green and red. The
possible outcomes are landing on yellow, blue, green or red. One event of this
experiment is landing on blue.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Experimental probability is an estimate of the probability of an event. It is
called experimental because you perform activities or experiments to find the
number of times a certain event actually happened after repeating the
experiment a certain number of times.

Suppose you have a bag filled with marbles of different colors. You pull out 12
marbles without replacing them, and 5 of those marbles are red. What is the
experimental probability of getting another red marble the next time you pull a
marble from the bag?

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


1. Sample Space (S)
This is the set of all possible outcomes of an experiment. It is some times
termed as the possibility space. Each possible outcome is called a sample
point.
For example, if an unbiased coin is tossed then the two possible outcomes are
'head' and 'tail'. The set of all possible outcomes is therefore {H, T}. This is
called the sample space of the experiment.
If the sample space has a countable number of sample points then we denote
the number of points in S by n(S). The probability of an event A which is a
subset of S denoted P (A) is defined as

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


2. Intersection of events
Given A and B are two events in a sample space S, the intersection of A
and B, denoted A  B is the event containing all sample points that are
both in A and B. Sometimes we use A and B for intersection.

3. Union of events
The union of events A and B, denoted A  B is the event containing all
sample points in either A or B or both. Sometimes we use A or B for
union.
P(A or B) = P(A) + P(B) – P(AB)

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


4. Compliment of events
If A is an event of a sample space S, the compliment of A denoted Ā or
AC is the event containing all sample points that are not in A.
Sometimes we use not A for compliment.

5. Mutually exclusive events(Disjoint Events)


Two events A and B are said to be mutually exclusive if their
intersection is empty having no sample points in common
(i.e. AB=Ø). In this case P (AB) =0

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


6. Independence of Events
Two events are independent if one event does not affect the probability of the
other event. Thus Events are independent when the outcome of one event has
no effect on the outcome of a second event. For example throwing a die and
flipping a coin are independent events. For two independent events A and B,
P(A and B) = P(AB) = P(A).P(B) = P (A) ×P (B)
7. Conditional Probability
We are concerned here with the probability of an event B occurring, given that
an event A has already taken place. If A and B are independent events, the fact
that event A has already occurred will not affect the probability of event B. In
that case: P(B/A) = P(BA) ÷ PA)

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Example 1

The numbers 1 to 20 are each written on a card. The 20 cards are mixed
together. One card is chosen at random from the pack. Find the
probability that the number on the card is:
(a) Even
(b) A factor of 24
(c) Prime

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Solution
We will use „P(x)‟ to mean „the probability of x‟. Let S be the sample
space such that S = {1, 2, 3, 4, 5, 6, 7, 8… 20}

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Example 2
One letter is selected at random from the word
“SUBSIDIARYMATHEMATICS”. Find the probability of selecting
(a) an A
(b) an E

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


The word “SUBSIDIARYMATHEMATICS” has a sample space of 21
letters

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


EXERCISE

Question 1
A box contains five 10 ohm resistors and twelve 30 ohm resistors. The resistors
are all unmarked and of the same physical size.
a) If one resistor is picked out at random, determine the probability of its
resistance being 10 ohms.
b) If this first resistor is found to be 10 ohms and it is not returned to the box,
find the probability that a second selected resistor will be of resistance 30
ohms.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


EXERCISE

Question 2
A box contains 100 copper plugs, 27 of which are oversize and 16 undersize. A plug is
taken from the box, tested and replaced: a second plug is then similarly treated.
Determine the probability that
(a) both plugs are acceptable,
(b) the first is oversize and the second undersize,
(c) one is oversize and the other undersize.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Probability Laws and Notations in relation to set theory
Let a random experiment have sample space S.
1. Probabilities are real numbers on the interval from 0 to 1 i.e 0≤ P(A)≤1 for
any event A and P(S) = 1
2. Complementary law: P(A) + P(Ā ) =1 i.e P(A ) = 1 – P(Ā)
3. Additive law: For any two events A and B, P(A B) = P(A) + P(B) – P(A B )
If A and B are mutually exclusive P (A B ) =0 and thus P (A B) = P(A) + P(B)
4. De - morgan’s laws. For any two events A and B

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Contingency table
A contingency table provides a way of portraying data that can facilitate
calculating probabilities. We use a contingency table to represent the
probabilities of two events, A and B, which may or may not be
independent.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Example 3
Events A and B are such that P(A) =19/30, P(B) = 2/5 and P(AUB) =
4/5. Find P(AB)

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Example 2

Events A and B are such that P(A) = 0.5, P(B) =0.7 and P( AB) = 0.3.
Find i) P(AB) ii) P(AB)

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


Exercise 2

1. Events A and B are such that P(A) = 1/3 and P(AB) = 1/12. If A and B are
independent events. Find P(B) and P(AB)

2. Given that A and B are mutually exclusive events such that P(A) = 0.5, P(AB)
= 0.9 . Find

3. The probability that a boy in S.5 class is in the football team is 0.4 and the
probability that he is in the volleyball team is 0.5. If the probability that a boy in
the class is in both teams is 0.2, find the probability that a boy chosen at random
is in the football or volleyball team.

Mr. JOSHUA Bakenge, Dept of Electrical Engineering


ANY QUESTIONS?

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