MAT3003

-
Probability,
Statistics
and
Reliability
 :
• How likely something is to happen.
• The possibility of the outcome of any random event.
• The measure of the likelihood that an event will occur.
• The chance that some event will happen.
• The collection, organization, analysis, interpretation, and presentation
of data.
 Probability
Definition: Probability is the branch of mathematics that deals with the
likelihood or chance of events occurring.
Focus: It focuses on predicting the likelihood of future events based on known
information.
If you roll a fair six-sided die, the probability of rolling a 3 is 1/6.

Statistics
Definition: Statistics is the branch of mathematics that deals with the
collection, analysis, interpretation, presentation, and organization of data.
Focus: It is concerned with making inferences about a population based
on a finite set of observations (sample) taken from that population.
If you survey a group of people to find out the average
height, weight, or any other characteristic, you are using statistics.
Difference between Probability and Statistics
• The probability that a product, system,
or service will perform its intended
function adequately for a specified
period of time, or will operate in a
defined environment without failure.
 MAT30003-Probability, Statistics and Reliability

Modules

I. Probability Theory
II. Random variables (RV)
III. Correlation and regression
IV. Test of Significance
V. Design of Experiments and Reliability

Text Book(s):
1. Probability and Statistics for engineers and scientists by R.E.Walpole, R.H.Mayers, S.L.Mayers and K.Ye, 9th Edition, Pearson Education (2012).
2. Probability, Statistics and Reliability for Engineers and Scientists by Bilal M. Ayub and Richard H. McCuen, 3rd edition, CRC press (2011).
3. Mathematical Statistics by M. Ray, H S Sharma, and S Chaudhary, RP & Sons Education.
4. Fundamental of Mathematical Statistics by T Veerarajan, Yes Dee Publishing Pvt Ltd.
 MODULE-I
PROBABILITY THEORY

 Introduction to Probability concepts

 Random experiments, Events, Independent events
 Conditional Probability, Total probability
 Baye’s theorem
France

Dice
 The French nobleman
and
gambler

French mathematician,
physicist, inventor,
philosopher, and
Catholic writer.
https://www.youtube.com/watch?v=x-A3vJ5ZjUI
Solution:

Number of ways in which the first book can be placed = 7

Number of ways in which the second book can be placed = 6

Similarly,

The total number of ways in which seven books can be arranged on a shelf = 7 × 6 × 5 × 4 × 3 × 2 × 1
(i.e., 7!)

= 5040
Solution:

Given word: MATHEMATICS

Number of letters = 11

M=2

A=2

T=2

Number of different arrangements = 11!/(2! 2! 2!)

= (11 × 10 × 9 × 8 × 7 × 6 × 5 × 4 × 3 × 2 × 1)/(2 × 1 × 2 × 1 × 2 × 1)

= 4989600
Solution:

Given word: THOUGHTS

Number of letters = 8
T’s = 2
H’s = 2
Number of vowels = 2 (O, U)
Vowels should come together.
So, the number of letters for arrangement = 7
i.e., (OU)THGHTS
Number of arrangements = 7!
And two vowels can be arranged in 2! ways.
Therefore, the total number of ways of arrangements = (7! × 2!)/(2! 2!)
= 7!/2!
= (7 × 6 × 5 × 4 × 3 × 2!)/2!
= 2520
Solution:

Given digits: 1, 2, 3, 4, 6, 7

Number of digits = 6

Number of possible digits at unit’s place = 3 (2, 4 and 6)

⇒ Number of permutations = 3P1 = 3

When one of the digits is taken in units’ place, then the number of possible digits available = 5

⇒ Number of permutations = 5P2 = 5!/(5 – 2)! = 5!/3! = 120/6 = 20

The total number of permutations = 3 × 20 = 60.

Therefore, 60 three-digit numbers can be made using the given digits.

Solution:

The required number of ways = 12C5=792

Solution:

When two people shake hands it is counted as one handshake.

∴ Total number of handshakes = 10C2 = 10!/(2! × 8!) = 45.

Solution:

A diagonal can be formed by joining two non-adjacent vertices.

Number of diagonals of a 12 sided polygon = number of line segment in a 12 sided polygon – 12 edges of
the polygon

= 12C2 – 12 = 12!/(2! × 10!) – 12

= 66 – 12 = 54.
BASIC CONCEPTS

1. Trail and Event

An Experiment conducted just once is called a trail and out comes(results) are known as events.
Ex. 1. tossing a coin is a trail and getting head or trail is an event
2. throwing a die is a trail and getting any number 1 to 6 is an event

2. Random Experiment
Any operation with outcomes is called an experiment. A Random experiment is an experiment.
i. In which all outcomes of the experiment are known in advance.
ii. what specific (particular) outcome will result is not known in advance, and
iii. the experiment can be repeated under identical (same) conditions
3. Sample Space
Sample space denoted
by “S”

Sample space
S = 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇
and 𝑛 𝑆 = 2 = 4
Coin(s)

Outcomes for two Coin at time or one

Outcomes for a Coin= 𝐻, 𝑇 =2 coin twice = 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 =4
 Die or Dice

Outcomes of rolling a die =

1,2,3,4,5,6 =6

Outcomes of rolling a pair of fair dice =

1,1 , 1,2 … … … … (6,6) =36
Playing Cards

26 Heart
Red Diamond
52
cards 26 Spade
Black Club

No. of Ace cards:4

No. of face cards:4*3=12
No. of Number cards:4*9=36
No. of suits:4
4. Mutually Exclusive events

Mutually exclusive events are events that can not happen at the same time.
(OR)
Events are said to be mutually exclusive if the occurrence of one prevents the occurrence
of all other events.

Non-mutually exclusive events are events that can happen at the same time.

Example:
If we through a die ,then
Event-A (odd numbers) ={1,3,5} and
Event-B (even numbers)={2,4,6} are mutually exclusive events
Example:
If we through a die ,then
Event-A (2 factors) ={2,4,6} and
Event-B (3 factors)={3,6} are not mutually
exclusive events

More Examples:
* right and left hand turns,
* even and odd numbers on a die,
* winning and losing a game,
* pass and fail
* boy and girl
* running and walking.
 Events (two or more ) are said to be independent if the occurrence or non
occurrence of one does not affect the occurrence of the others

Example:
Suppose if we draw two cards from a pack of cards one after the other. The results of the
two draws are independent if the cards are drawn with replacement i.e., the first card is
put back into the pack before the second draw. If the cards are not replaced then the
events of drawing the cards are not independent.
* Rolling a die and getting a 6

* Tossing a coin and getting a head.

* Tossing two coins and getting two heads.

* Choosing a blue ball from a bag containing blue and yellow balls, not replacing it, and then
choosing another blue ball from the same bag.
Dependent event: An event that is affected by previous events.

Example: Removing colored marbles from a bag. Each time you remove a marble the
chances of drawing out a certain color will change.
Example: Marbles in a Bag

2 blue and 3 red marbles are in a bag.

What are the chances of getting a blue marble?

The chance is 2 in 5
But after taking one out the chances change!
So the next time:

if we got a red marble before, then the chance of a blue marble next is 2 in 4

if we got a blue marble before, then the chance of a blue marble next is 1 in 4
The difference between mutually exclusive and independent events:
A mutually exclusive event can simply be defined as a situation when two events cannot
occur at same time whereas independent event occurs when one event remains
unaffected by the occurrence of the other event.

Example:
Outcomes of rolling a die are mutually exclusive events. You can get either 5 or 6, but you
can never get 5 and 6 at the same time. Outcomes of rolling a die two times are
independent events. The number we get on the first roll on the die has no effect on the
number we'll get when we roll the die one more time.
6. Complementary Event

Example:
7. Favourable events or cases
8. Equally likely events

Events (two or more ) of an experiment are said to be equally likely, if any one of them cannot
be expected to occur in preference to the others.
Example:
If we toss two coins .
Let A be the event of getting all heads and
B is the event of getting all trails,
then A={H,H} ,B={T,T} are equally likely events
9. Exhaustive Events

Exhaustive events are a set of events in a sample space such that one of them compulsorily occurs while
performing the experiment.
In simple words, we can say that all the possible events in a sample space of an experiment constitute
exhaustive events.
Example:
Tossing an unbiased coin, there are two possible outcomes - heads or tails. So, these two outcomes are
exhaustive events as one of them will definitely occur while flipping the coin.
 Applications of Probability

• Weather Forecasting-
We often check weather forecasting before planning for an outing. The weather forecast tells
us if the day will be cloudy, sunny, stormy, or rainy. On the basis of the prediction made, we
plan our day. Suppose the weather forecast says there is a 75% chance of rain. Now, the
question arises how is the calculation of probability or precise prediction done? Access to the
historical database and the use of certain tools and techniques helps in calculating the
probability. For example, according to the database, if out of 100 days, 60 days were cloudy,
then we can say that there is a 60% chance that the day will be cloudy depending on other
parameters like temperature, humidity, pressure, etc.
• Agriculture-
Temperature, season, and weather play an important role in agriculture and farming. Earlier,
we did not have a better understanding of weather forecasting, but now various technologies are
developed for weather forecasting, which helps the farmers to do their job well on the basis of
predictions.
 Applications of Probability
• Politics-
Many politicians want to predict the outcome of an election even before the polling is done.
Sometimes they predict which political party will rise to power by closely studying the results
of exit polls. There are some politicians who spend a lot only to predict the results so that they
can save themselves from being dethroned. There are other good uses of probability, like
predicting the number of students who would be needing jobs in the upcoming year so that the
vacancy can be created accordingly. Politicians can also analyze the rate of car and bike
accidents increased in past years so that they can take measures and reduce road accidents.
• Insurance-
Insurance companies use probability to find out the chances of a person’s death by studying
the database of the person’s family history and personal habits like drinking and smoking.
Probability also helps to examine and evaluate the best insurance plan for the benefit of a
person and his family. Suppose a person who is an active smoker has more chances of getting
lung cancer as compared to the people who don’t. Thus, it is beneficial for a smoker to go for
health insurance rather than vehicle or house insurance for the betterment of his family.
 Approaches
to
Define Probability

Relative
Classical Frequency
Subjective
Definition approach Approach
Classocal Approach
 OR

If there are n mutually exclusive equally likely elementary events in a random experiment and A be any event of the
experiment. If m of elementary events are favourable to an event A then the probability of A denoted by P(A) is defined
as,

P(A) =
Axiomatic Approach to Probability:
Let S be finite sample space. A real valued function P from power set
of S into R is called probability function if
(1) P(A)  0AS;
(2) P(S)=1
(3) P(A  B) = P(A)+P(B) if A  B = .
Problem 1

Problem 2
Problem 3

Problem 4
Problem 5
Problem 6
Two unbiased dice are rolled once. Find the probability of getting
(i) a doublet (equal numbers on both dice)
(ii) the product as a prime number
(iii) the sum as a prime number
Solution :
Sample space = {(1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6),
(2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6),
(3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6),
(4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6),
(5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6),
(6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6) }
n(S) = 36
(i) a doublet (equal numbers on both dice): Let "A" be the event of getting doublet
A = {(1, 1) (2, 2) (3, 3) (4, 4) (5, 5) (6, 6)}. So, n(A) = 6
P(A) = n(A) / n(S)
P(A) = 6/36 = 1/6
Problem 6 Conti..
1. Out of 15 items 4 are not in good condition 4 are selected at random. Find the probability
that (i). All are not good (ii). Two are not good.

2. In a group of 24 persons, there are 6 engineers, if three persons are selected at

random. Determine
(i) The probability that all are engineers.
(ii) The probability that at least one being an engineer

3. A fair die is tossed twice. Find the probability of getting a 4,5 or 6 on the first toss and
1,2,3,or 4 on the second toss.

4. Two cards are drawn from a well-shuffled pack of 52 cards. Find the probability that they
are both aces if the first card is (i) replaced (ii) not replaced.

5. What is the probability that a leap year selected at random will contain 53 Sundays?
VENN DIAGRAMS
 Addition theorem on Probability:
Statement: (i) If A and B are any two events then
P (A ∪ B ) = P(A) + P(B ) −P(A ∩ B)
(ii) If A,B and C are any three events then
P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B ) − P(B ∩C) −P (A ∩C ) + P(A ∩ B ∩C)
Proof: (i) Let A and B be any two events of a random experiment with sample space S.

From the Venn diagram,

we have the events only A, A Ո B and only B are mutually exclusive
and their union is A U B
Therefore, P (A U B) = P[ (only A) ∪(A ∩ B) ∪ (only B) ]
= P(only A) +P (A ∩ B) + P(only B)
= [P (A) −P (A ∩ B )] + P(A ∩ B) +[P (B ) − P (A ∩ B)]
P (A U B) = P (A) + P (B ) − P (A ∩ B)
Proof: (ii) Let A, B, C are any three events of a random experiment with sample space S.

Let D = B ∪C
P (A U B UC) = P (A ∪ D)
= P (A) + P (D ) − P (A ∩ D)
= P (A) + P (B ∪ C ) − P[A ∩ (B ∪C)]
= P (A) + P (B) + P(C ) − P(B ∩C) − P [(A ∩ B ) ∪ (A ∩C)]
= P (A) + P (B) + P (C) − P (B ∩C ) − P(A ∩ B) − P (A ∩C ) + P[(A ∩ B) ∩ (A ∩C)]
P (A U B UC) = P (A) + P (B) + P (C) − P (A ∩ B ) − P(B ∩C) −P (C ∩ A) + P(A ∩ B ∩C)
Rules of Multiplication
P(B|A) means probability of an "Event
B given Event A has already
happened"

P(A|B) means probability of an "Event

A given Event B has already
happened"
Problem -7
Problem-8
Problem-9
 Problem-10 In a class of 50 students, 28 opted for NCC, 30 opted for NSS and 18 opted both NCC and NSS.
One of the students is selected at random. Find the probability that
(i) The student opted for NCC but not NSS.
(ii) The student opted for NSS but not NCC.
(iii) The student opted for exactly one of them.

Sol.
Problem-11
Problem-12
Problem-13
Problem-14
Problem-15 a). A card is drawn at random from a pack of cards.
(i)What is the probability that it is a heart?
(ii) If it is known that the card drawn is red, what is the probability that it is a heart?

a). There are 52 equally likely, mutually exclusive and exhaustive outcomes. Let events A
and B be
A: card drawn is red.
B: card drawn is heart.
There are 26 red cards and 13 hearts in a pack of cards. Therefore, event A has 26
favourable outcomes and event B has 13 favourable outcomes. Event A  B has 13
favourable outcomes because when any of the 13 hearts are drawn A  B happens.
Therefore, P(A) = 26/52. P(B) = 13/52 and P(A  B)=13/52
(i) The unconditional probability of drawing a heart is ---
P(B) = 13/52 = ¼
(ii) The conditional probability of drawing a heart given that it is red card is
13
P( A  B )
P(B/A) = = 52  1
P( A) 26 2
52
b). A fair coin is tossed thrice. What is the probability that all three tosses result in heads?

b) Let events A, B, and C be

A: the first toss results in head
B: the second toss results in head.
C: the third toss results in head.
Then, P(A) = P(B) =P(C) = ½
Since A, B, and C are results of three different tosses, they are independent. Therefore,
probability that all the three tosses result in head is
P[ 3 heads] = P(A  B  C) = P(A).P(B).P(C)
1 1 1 1
=   
2 2 2 8
Problem-16
Example 2: Two fair dice are rolled. If the sum of the numbers obtained is 4, find the probability that the
numbers obtained on both the dice are even.

Let events A and B be —

A: the sum of the numbers is 4
B: the numbers on both the dice are even
Here, we have to find ----- P( A  B)
P(B/A) =
P( A)
Event A has 3 favourable outcomes, namely, (1,3),(2,2) and (3,1)

 P[Sum 4] = P(A) = 3/36

Event (A  B) has 1 favourable outcomes, namely, (2,2).
 P[Sum 4 and number even] = P(A  B) = 1/36
Thus, P[Number even given Sum 4]
1
 36  1
3 3
36
Problem-17
Example 3: A box has 1 red and 3 white balls. Balls are drawn one after one from the box. Find the probability that
the two balls drawn would be red if
a. the ball drawn first is returned to the box before the second draw is made. (Draw with replacement).
b. the ball drawn first is not returned before the second draw is made. (Draw without replacement).
Solution:

Let A : the first ball drawn is red

B : the second ball drawn is red.
Draw with replacement:
Here, P(A) =1/4Also, since the first ball- is returned before the second draw is made, P(B|A)
=1/4
 P[Two balls are red] = P(A  B)
= P(A).P(B|A)

= 1/4 * 1/4 =1/16

Draw without replacement:
Here, Since the first ball drawn is not returned before the second draw is made,
P(B|A) = 0/4
.'. P [Two balls are red} = P(A B)
= P(A).P(B|A)
= ¼ * 0/4 = 0
Problem-18
Example 4: The probability that a trainee will remain with a company 0.6, The probability that an employee earns
more tthan Rs.10,000 per year 0.5. The probability an employee is trainee who remained with the company or who
earn more than Rs.10,000 per year is 0.7. What is the probability earn more than Rs.10,000 per year given that he is
a trainee who stayed with the company.

Event A: A trainee will remain with the company

Event B: A trainee earns more than Rs. 10,000.
Given P(A) = 0.6 P(B) = 0.5 P(A  B) = 0.7
We need to find
P ( A  B ) P( A)  P ( B )  P ( A  B ) 0.4
P ( B | A)     0.67
P ( A) P( A) 0. 6
Law of Total Probability
For two events A and B associated with a sample space S, the sample space can be
divided into a set A ∩ B′, A ∩ B, A′ ∩ B, A′ ∩ B′. This set is said to be mutually disjoint or
pairwise disjoint because any pair of sets in it is disjoint. Elements of this set are better
known as a partition of sample space.
Law of Total Probability Statement
Let events C1, C2 . . . Cn form partitions of the sample space S, where all the events have a non-
zero probability of occurrence. For any event, A associated with S, then
Proof:
Problem-1
Example 5: Suppose that one of the three men, a politician, a bureaucrat and an educationist will be appointed as VC
of the university. The probabilities of their appointment are respectively 0.3, 0.25, and 0.45. The probability that
these people will promote research activities if they are appointed is 0.4,0.7 and 0.8 respectively. What is the
probability that research will be promoted by the new V.C.

Event A: Politician appointed as VC

Event B: Bureaucrat appointed as VC
Event C: Educationist appointed as VC
Event D: Promotion of research activities
 Total Prob  P( A  D)  P( B  D)  P(C  D).
 P( D | A).P( A)  P( D | B).P ( B )  P( D | C ).P(C )
 (0.3)(0.4)  (0.25)(0.7)  (0.45)(0.8)  0.655
Problem-2
Example6:A box contains 4 green and 6 white bolls another box contains 7 green and 8 white balls. Two balls are
transferred from box 1 to box 2 and then a ball is drawn from box 2. What is the probability that it is white?

Event A: Transferred balls are green

Event B: Transferred balls are white
Event C: Among transferred balls one green & 1 white
Event D: Selection of a white ball from box2.
 TP  P( A  D)  P( B  D)  P(C  D)
 P ( D | A).P ( A)  P ( D | B ).P ( B )  P( D | C ).P (C )
4
C2 8 6 C2 10 4 C1 6 C1 9
 10 .  10 .  10 
C2 17 C2 17 C2 17
 0.5412
Baye’s Theorem:
Statement:
Problem-1 In the Engineering term end exam, students’ chances of passing depend on
whether they study. If a student studies, they have a 90% chance of passing,
but if they don’t study, their chances reduce to 30%. Additionally, 60% of
students typically study for the exam, while 40% do not. If a student is
known to have passed the exam, what is the probability that they actually
studied?
Problem-2
Example 1: In a certain college 25% of boys and 10% of girls are studying mathematics. The girls constitute 60% of
the student body.
a) What is the probability the mathematics is being studied
b) If a student is selected at random and is found to be studying mathematics, find the probability that the student is a girl?
c) a boy?
Solution: P(B)=40/100=0.4; P(G)=60/100=0.6
Probability that Mathematics is studied given that the student is a boy =
P(M/B)=25/100=0.25
Probability that mathematics is studied given that the student is a girl =
P(M/G)=10/100=0.1
a) Probability that the student studied Mathematics = P(M)= P(G). P(M/G)+P(B).P(M/B)
Therefore, by total probability theorem, P(M)=4/25.
b) By Baye’s theorem,
Probability of student is a girl given the student studying mathematics
P(G).P(M/G)
= P(G/M) = = 3/8.
P(M)
c) Probability of student is a boy given the student studying mathematics
P(B).P(M/B)
= P(B/M)= = 5/8.
P(M)
Problem-3
Example 3: In an electronics laboratory, there are identically looking capacitors of three makes
A1 , A2 and A3 in the ratio 2:3:4. It is known that 1% of A1 , 1.5% of A2 and 2% of A3 are
defective. What percentage of capacitors in the laboratory are defective? If a capacitor picked at
defective is found to be defective, what is the probability it is of make A 3 ?
Solutions:Let D be the event that the item is defective. Here we have to find
P ( D ) and P ( A3 / D ).
2 1 4
Here P ( A1 )  , P ( A2 )  and P ( A3 )  .
9 3 9
The conditional probabilities are P ( D / A1 )  0.01, P ( D / A2 )  0.015 and P ( D / A3 )  0.02.
 P ( D )  P ( A1 ) P ( D / A1 )  P ( A2 ) P ( D / A2 )  P ( A3 ) P ( D / A3 )
2 1 4
  0.01   0.015   0.02
9 3 9
 0.0167
and
P ( A3 ) P ( D / A3 )
P ( A3 / D ) 
P(D)
4
 0.02
 9
0.0167
 0.533
Problem-4
Problem-5 The chances of X, Y and Z becoming managers of a certain company are
4: 2: 3. The probabilities that the bonus scheme will be introduced if X, Y
and Z become managers are 0.3, 0.5 and 0.4 respectively. If the bonus
scheme has been introduced, what is the probability that Z was appointed
as the manager?