ENGINEERING DATA ANALYSIS

PART 1

ENGR. PETER BENJAMIN B. OBIANO

PROBABILITY DISTRIBUTION
 PERMUTATION AND COMBINATION

ADDITION PRINCIPLE
“If a first event can be performed in “n1” different ways and a second
event can be performed in “n2” different ways…

“If two or more events can occur at the same time”

n1 + n2 + n3 … ways
 PERMUTATION AND COMBINATION

• EXAMPLE 1:
Suppose there are 3
beef dishes and 4 fish
dishes. How many
selections does a
customer have if only 1
dish will be bought?
 PERMUTATION AND COMBINATION

MULTIPLICATION PRINCIPLE: FUNDAMENTAL

PRINCIPLE OF COUNTING
“If a first event can be performed in “n1” different ways and a second
event can be performed in “n2” different ways…

“If events occur one after the other”

n1 ∙ n2 ∙ n3 … ways
 PERMUTATION AND COMBINATION

• EXAMPLE 2:
How many 4-letter
words can be formed
from the letters A, B, C,
D, E and F if each letter
(a) is to be used only
once in each word?
(b) can be repeated in
each word?
 PERMUTATION AND COMBINATION

• EXAMPLE 3:
How many 3 – digit odd
numbers can be formed
using the digits
1,2,3,4,5,6,7,8,9 if no
repetitions of digits are
allowed?
 PERMUTATION AND COMBINATION

PERMUTATION
An arrangement of a set of n objects in a SPECIFIED
ORDER.
Permutation of n objects taken r at a time is
n n!
P n, r = P =
r n−r !

To use the calculator’s permutation function: qO

 PERMUTATION AND COMBINATION

COMBINATION
An arrangement of a set of n objects where ORDER DOES
NOT COUNT.
Combination of n objects taken r at a time is
n n!
C n, r = C =
r n − r ! r!

• To use the calculator’s permutation function: qP

 PERMUTATION AND COMBINATION

PERMUTATION VS COMBINATION
Choose 2 balls from 3 balls colored red, green and blue. In
how many ways are we going to arrange them?
PERMUTATION (order counts): COMBINATION (order does not
nPr = 3P2 = 6 count):
nCr = 3C2 = 3
1. red, green 2. green, red 1. red, green OR green, red
3. blue, red 4. red, blue 2. blue, red OR red, blue
5. blue, green 6. green, blue 3. blue, green OR green, blue
 PERMUTATION AND COMBINATION

• EXAMPLE 4:
A basketball team has 12
members. How many
ways can we choose a
starting lineup consisting
of a center, a power
forward, a shooting
forward, a point guard
and a shooting guard?
 PERMUTATION AND COMBINATION

• EXAMPLE 5:
There are 3 boys and 4
girls. In how many ways
can you sit them in a row
such that:
(a) no particular order is
observed
(b) the girls are seated
together
(c) the boys are not
seated together
 PERMUTATION AND COMBINATION

• EXAMPLE 6:
How many permutations
can be made out of the
word ENGINEERING?
 PERMUTATION AND COMBINATION

• EXAMPLE 7:
From a group of 6 women
and 8 men, a committee of
5 is to be formed. In how
many ways can this be
done, if each committee
(a) is to be consisted of
exactly 3 men?
(b) is to be consisted of at
least 3 men?
(c) is to be consisted of at
most 2 men?
 PROBABILITY

SAMPLE SPACE
The set of all possible outcomes of a statistical experiment.
Each outcome in a sample space is called an ELEMENT or a MEMBER
OF THE SAMPLE SPACE or simply a SAMPLE POINT.
 PROBABILITY

PROBABILITY
If an experiment can result in any one of N different equally likely
outcomes, and if exactly n of these correspond to event A, then the
probability of event A is
n
P A =
N

number of ways that Event A can occur

P A =
total number of possible events
 PROBABILITY

PROBABILITY
What is the probability of getting a Heart from a standard deck of
cards.
A = getting a Heart
number of ways that Event A can occur
P A =
total number of possible events
13C1
P A =
52C1
𝟏
𝐏 𝐀 =
𝟒
 PROBABILITY

PROBABILITY
What is the probability of getting a red ball from a jar containing 2
red balls, 4 green balls and 5 blue balls.
A = getting a red ball
number of ways that Event A can occur
P A =
total number of possible events
2C1
P A =
11C1
𝟐
𝐏 𝐀 =
𝟏𝟏
 PROBABILITY

PROPERTIES OF PROBABILITY
1. For every event A, 0 ≤ 𝑃(𝐴) ≤ 1. This means that the probability
of an event to happen can only be greater than or equal to 0 and less
than or equal to 1.
2. The probability of an event that will surely happen (called a
CERTAIN EVENT) has a probability of 1.
3. The probability of an event that surely NOT happen has a
probability of 0.
 PROBABILITY

PROPERTIES OF PROBABILITY
4. If A and B are any two events, then
P A ∪ B = P A + P B − P A ∩ B OR
P A OR B = P A + P B − P A AND B
 PROBABILITY

PROPERTIES OF PROBABILITY
Find the probability of getting a heart card or a face card in a
standard deck of card.

P heart OR face = P heart + P face − P heart AND face

13 12 3
= + −
52 52 52
𝟏𝟏
𝐏 𝐡𝐞𝐚𝐫𝐭 𝐎𝐑 𝐟𝐚𝐜𝐞 =
𝟐𝟔
 PROBABILITY

PROPERTIES OF PROBABILITY
5. If A and B are any two mutually exclusive (disjoint) events, then
P A ∪ B = P A + P B OR
P A OR B = P A + P B
 PROBABILITY

PROPERTIES OF PROBABILITY
Find the probability of getting a spade or a clover in a standard deck
of card.

P spade OR clover = P spade + P clover

13 13
= +
52 52
𝟏
𝐏 𝐬𝐩𝐚𝐝𝐞 𝐎𝐑 𝐜𝐥𝐨𝐯𝐞𝐫 =
𝟐
 PROBABILITY

PROPERTIES OF PROBABILITY
6. If P(AC) is the probability that A will not happen (AC is a
complement of A), then P(AC) = 1 – P(A).
 PROBABILITY

PROPERTIES OF PROBABILITY
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, 0.1 and 0.07. What is the probability that he will service at
least 5 cars on his next day at work?
 PROBABILITY

PROPERTIES OF PROBABILITY
The probability that John and Bill passes the exam is 2/5 and 2/3
respectively.What is the probability that both of them fails?
 PROBABILITY

PROPERTIES OF PROBABILITY
7. Let A1, A2,…, An be mutually exclusive events of a subspace. The
following are true:
a. P A1 ∪ A2 ∪ A3 = P A1 + P A2 + P A3
b. P A1 + P A2 + P A3 + ⋯ + P An = 1
 PROBABILITY

PROPERTIES OF PROBABILITY
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, 0.1 and 0.07. What is the probability that he will service at
least 5 cars on his next day at work?
 PROBABILITY

PROPERTIES OF PROBABILITY
There are 2 red balls, 4 blue balls and 5 green balls in an urn. If we are
going to randomly choose a ball, find:
(a) The probability of getting a red ball.
(b) The probability of getting a blue ball.
(c) The probability of getting a green ball.
 PROBABILITY

• EXAMPLE 8:
Roll a pair of dice one
time. What is the
probability of getting a
sum of 5 or 9?
 PROBABILITY

• EXAMPLE 9:
What is the probability
of drawing either an
ace or a heart in a
single draw from a
deck of 52 playing
cards?
 PROBABILITY

• EXAMPLE 10:
A bag contains 3 white
balls and 5 black balls.
If two balls are drawn
in succession without
replacement, what is
the probability that the
two balls have different
color?
 PROBABILITY

• EXAMPLE 11:
Three light bulbs are
chosen at random
from 15 bulbs of which
5 are defective. Find
the probability that
exactly one is
defective.
 PROBABILITY

CONDITIONAL PROBABILITY
Formula:
P A∩B
P AB =
P B

Where:
P A B = probability that A occurs given that B occurs
P A ∩ B = probability that both A and B occurs
P B = probability that B occurs
 PROBABILITY

CONDITIONAL PROBABILITY
Formula:
P A∩B
P AB =
P B

Use Conditional Probability if:

▪ Two events (event A and event B) needs to be satisfied
▪ We are looking for the probability that A occurs given that B occurs
▪ We are looking for the probability that if B occurs, A occurs
▪ There are multiple ways that B will occur, one of them being A. What is the
probability that among the multiple ways of B occurring, A happened.
 PROBABILITY

• EXAMPLE 12:
Suppose that a coin is
tossed twice. What is
the probability that the
second toss is a tail
given that the first toss
is a head?
 PROBABILITY

• EXAMPLE 13:
In a group of 100 sports
cay buyers, 40 bought
alarm systems, 30
purchased bucket seats,
and 20 purchased an
alarm system and bucket
seats. If a car buyer
chosen at random
bought an alarm system,
what is the probability
they also bought bucket
seats?
 PROBABILITY

INDEPENDENT EVENTS
Two events A and B are independent if and only if P A B = P(A)
and P B A = P B . So that, P A ∩ B = P A ∙ P B
 RANDOM VARIABLES

SAMPLE SPACE
The set of all possible outcomes of a statistical experiment.
Each outcome in a sample space is called an ELEMENT or a MEMBER
OF THE SAMPLE SPACE or simply a SAMPLE POINT.
 RANDOM VARIABLES

• Random variable is a function that assigns a real number to each

outcome in the sample space of random experiment.

Suppose that our experiment involves tossing a coin twice.

Let S be the sample space, then S = {HH, HT, TH, TT}. We call HH,
HT, TH, TT as the elements of the sample space. In statistics, we
term each of these elements as the sample point.
 RANDOM VARIABLES

• Suppose that our experiment involves tossing a coin twice.

• Let S be the sample space, then S = {HH, HT, TH, TT}. We call HH,
HT, TH, TT as the elements of the sample space. In statistics, we
term each of these elements as the sample point.
• If we let X = as the outcome that a head appears, the X will take
the values, 0, 1 or 2. Meaning when X = 0, the outcome is TT, or if
X = 1, the outcomes are HT and TH and lastly, if X = 2, the
outcome is HH. Here, X is a random variable. We may write the
random variable as X = (0,1,2).
RANDOM VARIABLES
 RANDOM VARIABLES

TYPES OF RANDOM VARIABLES:

• DISCRETE RANDOM VARIABLE
• These are variables that have a countable number of possible values.

Example:
number of heads in a series of toss coins
number of cars passing through the skyway
numbers of successful trials
 RANDOM VARIABLES

TYPES OF RANDOM VARIABLES:

• CONTINUOUS RANDOM VARIABLE
• These are variables whose values can take any value in an interval of
numbers.
• These variables have an uncountable list of outcomes
• They are usually associated with measurements

Example:
height of the student
waiting time
 RANDOM VARIABLES

PROBABILITY DISTRIBUTION OF DISCRETE

RANDOM VARIABLES
• If X is a discrete random variable, then the probability mass
function, f(x) is a positive-valued function that satisfies the
following properties:
1. f x ≥ 0, for every x in the sample space
2. σx f(x) = 1, for every in the sample space
 RANDOM VARIABLES

PROBABILITY DISTRIBUTION OF DISCRETE

RANDOM VARIABLES
 RANDOM VARIABLES

PROBABILITY DISTRIBUTION OF CONTINUOUS

RANDOM VARIABLES
• If X is a continuous random variable, then the probability
density function, f(x), is a function that satisfies the following
properties:
1. f x ≥ 0, for all real numbers x
∞
2. ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1,
 RANDOM VARIABLES

PROBABILITY DISTRIBUTION OF CONTINUOUS

RANDOM VARIABLES
• For continuous random variable X, the following are true:
b
1. P X ≤ b = ‫׬‬−∞ f x dx
∞
2. P X ≥ b = ‫׬‬b f x dx
b
3. P a < X < b = ‫׬‬a f x dx
 RANDOM VARIABLES

EXPECTATION AND VARIANCE OF RANDOM

VARIABLE PROBABILITY DISTRIBUTIONS
• Let f(x) be the probability distribution function of the
random variable X. The expectation or mean of X can be
determined by:
∞
σ𝑥=−∞ 𝑥𝑓 𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒
𝐸 𝑥 = ൝ ∞
‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠
 RANDOM VARIABLES

EXPECTATION AND VARIANCE OF RANDOM

VARIABLE PROBABILITY DISTRIBUTIONS
• Let f(x) be the probability distribution function of the
random variable X.The variance of X can be determined by:

2 2 2
Var x = σ = E x − Ex
 RANDOM VARIABLES

• EXAMPLE 14:
The discrete random variable X has the following probability distribution
below. Compute for the mean, the variance and the standard deviation.
 RANDOM VARIABLES

• EXAMPLE 15:
What is the expected value of the continuous random variable X given its
probability distribution
1/x 4 x≥1
f x =ቊ
0 otherwise
 DISCRETE PROBABILITY DISTRIBUTION

Binomial Distribution:
• Consider an experiment where a sequence of n independent Bernoulli
trials are performed. The probability of success, p, remains constant
from trial to trial. The resulting experiment gives rise to counting the
number of successes (with probability p) out of the n trials.
• A random variable X follows a Binomial distribution, denoted by X ∼
Bi(n, p), if the pmf of X is given by
n
f x = p x qn−x
x
If X~Bi n, p , then
E X = np, Var X = npq
 DISCRETE PROBABILITY DISTRIBUTION

• EXAMPLE 16:
If we toss a biased coin
that is twice as likely to
come up heads as tails,
five times, what is the
probability of getting at
least 2 heads out of
the 5 tosses?
 DISCRETE PROBABILITY DISTRIBUTION

• EXAMPLE 17:
Find the probability
that in five tosses of a
fair die a 3 appears at
most once?
 DISCRETE PROBABILITY DISTRIBUTION

Hypergeometric Distribution:
• Consider a random experiment of selecting n objects without replacement, from a set
of M objects, where K is of one kind, and M − K is of another. The random variable X is
defined as the number of successes in a random sample of n ≤ M elements.
• A random variable X follows a Hypergeometric distribution, denoted by X ∼ HG(n, M,
K), if the pmf is given by
K M−K
f x = x n−x
M
n
If X~HG n, M, K , then
nK nK M − K M − n
E X = , Var X =
M M M M−1
 DISCRETE PROBABILITY DISTRIBUTION

• EXAMPLE 18:
A bin of 10 lightbulbs
contains 6 that are
nondefective. If 3 bulbs
are chosen without
replacement from the
bin, what is the
probability that exactly 2
of the bulbs in the
sample are
nondefective?
 DISCRETE PROBABILITY DISTRIBUTION

Poisson Distribution:
• Consider an experiment where the number of times a certain event
occurs during a given unit of time (measurement). Any random
phenomenon for which a count of some sort of interest is a candidate
for what is called an exponential distribution.
• A random variable X follows a Poisson distribution, denoted by X ∼
Po(λ), λ > 0 if the pmf of X is given by
𝜆𝑋 𝑒 −𝜆
𝑓 𝑥 =
𝑋!
If 𝑋~𝑃𝑜(𝜆), then
𝐸 𝑋 = 𝜆, 𝑉𝑎𝑟 𝑋 = 𝜆
 DISCRETE PROBABILITY DISTRIBUTION

• EXAMPLE 19:
An emergency rescue
vehicle is used at an
average of 3 times daily,
What is the probability
that it will be used
more than twice
tomorrow?
 DISCRETE PROBABILITY DISTRIBUTION

Negative Binomial Distribution:

• Now consider an experiment of Bernoulli trials until exactly r successes
occur. The random variable X represents the number of failures before
the rth success.
• A random variable X follows a Negative Binomial distribution, denoted
by X ∼ NB(r, p), with pmf given by
𝑟+𝑥−1 𝑥 𝑟
𝑓 𝑥 = 𝑞 𝑝
𝑥
If 𝑋~𝑁𝐵(𝑟, 𝑝), then
𝑟𝑞 𝑟𝑞
𝐸 𝑋 = , 𝑉𝑎𝑟 𝑋 = 2
𝑝 𝑝
 DISCRETE PROBABILITY DISTRIBUTION

• EXAMPLE 20:
Robert is a football
player. His success rate
of goal hitting is 70%.
What is the probability
that Robert hits his
third goal on his fifth
attempt?
 CONTINUOUS PROBABILITY DISTRIBUTION

Exponential Distribution:
• The waiting times between successive occurrences are continuous
positive random variables. In particular, the waiting time for the first
occurrence can be represented by an exponential random variable.
• A random variable X follows an exponential distribution, denoted by X
∼ Exp(λ), λ > 0, if its pdf is given by
f x = λe−λx
If X~Exp(λ), then
1 1
E X = , Var[X] = 2
λ λ
 CONTINUOUS PROBABILITY DISTRIBUTION

• EXAMPLE 21:
On the average, a
certain computer has a
life time of 10 years. If
the life of the computer
is exponentially
distributed. What is the
probability that a
computer has a life of
less than 7 years?
 CONTINUOUS PROBABILITY DISTRIBUTION

• EXAMPLE 22:
A postal clerk spends
with his or her
customer at an average
of 4 minutes each. Find
the probability that a
clerk spends four to
five minutes with a
randomly selected
customer.
 CONTINUOUS PROBABILITY DISTRIBUTION

Normal Distribution:
• A random variable X follows a normal distribution of parameters μ, σ ∈
R, σ > 0, denoted X ∼ N (μ, σ^2), if the pdf is given by
1 1 𝑥−𝜇 2
−
𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋
Z-Score:
• This entails a transformation in the values of the normal distribution
into a standard score z:
𝑥−𝜇
𝑍=
𝜎
 CONTINUOUS PROBABILITY DISTRIBUTION

Symmetry Property of Standard Normal

Distributions
• A basic geometric property of the standard normal pdf is that
𝜙 −𝑧 = 1 − 𝜙(𝑧)
for all real z.This follows from the fact that the standard normal
density is symmetric about z = 0.
CONTINUOUS PROBABILITY DISTRIBUTION
 CONTINUOUS PROBABILITY DISTRIBUTION

• EXAMPLE 23:
It was found that the
mean length of 100 parts
produced by a lathe was
20.05 mm with a standard
deviation of 0.02 mm. Find
the probability that a part
selected at random would
have a length less than
20.01 mm.
 CONTINUOUS PROBABILITY DISTRIBUTION

• EXAMPLE 24:
It was found that the
mean length of 100 parts
produced by a lathe was
20.05 mm with a
standard deviation of
0.02 mm. Find the
probability that a part
selected at random
would have a length
greater than 20.09 mm.
 CONTINUOUS PROBABILITY DISTRIBUTION

• EXAMPLE 25:
It was found that the
mean length of 100 parts
produced by a lathe was
20.05 mm with a
standard deviation of
0.02 mm. Find the
probability that a part
selected at random
would have a length
between 20.03 mm and
20.08 mm.
ENGINEERING DATA ANALYSIS
PART 1

ENGR. PETER BENJAMIN B. OBIANO