Applied Statistics and

Probability for Engineers

Sixth Edition
Douglas C. Montgomery George C. Runger

Chapter 2
Probability

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 2
CHAPTER OUTLINE
2-1 Sample Spaces and Events
Probability

2-5 Multiplication and Total

2-1.1 Random Experiments Probability Rules
2-1.2 Sample Spaces 2-6 Independence
2-1.3 Events 2-7 Bayes’ Theorem
2-1.4 Counting Techniques 2-8 Random Variables
2-2 Interpretations and Axioms
of Probability
2-3 Addition Rules
2-4 Conditional Probability
Chapter 2 Title and Outline
2
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Learning Objectives for Chapter 2
After careful study of this chapter, you should be able
to do the following:

1. Understand and describe sample spaces and events

2. Interpret probabilities and calculate probabilities of events
3. Use permutations and combinations to count outcomes
4. Calculate the probabilities of joint events
5. Interpret and calculate conditional probabilities
6. Determine independence and use independence to calculate
probabilities
7. Understand Bayes’ theorem and when to use it
8. Understand random variables

Sec 2-1.1 Random Experiments 3

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Random Experiment
• An experiment is a procedure that is
– carried out under controlled conditions, and
– executed to discover an unknown result.
• An experiment that results in different
outcomes even when repeated in the
same manner every time is a random
experiment.

Sec 2-1.1 Random Experiments 4

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Sample Spaces
• The set of all possible outcomes of a
random experiment is called the sample
space, S.
• S is discrete if it consists of a finite or
countable infinite set of outcomes.
• S is continuous if it contains an interval
of real numbers.

Sec 2-1.2 Sample Spaces 5

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-1: Defining Sample Spaces
• Randomly select a camera and record the
recycle time of a flash. S = R+ = {x | x > 0},
the positive real numbers.
• Suppose it is known that all recycle times are
between 1.5 and 5 seconds. Then
S = {x | 1.5 < x < 5} is continuous.
• It is known that the recycle time has only
three values(low, medium or high). Then S
= {low, medium, high} is discrete.
• Does the camera conform to minimum
recycle time specifications?
S = {yes, no} is discrete.
Sec 2-1.2 Sample Spaces 6
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Sample Space Defined By A Tree Diagram
Example 2-2: Messages are classified as on-time(o)
or late(l). Classify the next 3 messages.
S = {ooo, ool, olo, oll, loo, lol, llo, lll}

Sec 2-1.2 Sample Spaces 7

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Events are Sets of Outcomes
• An event (E) is a subset of the sample space of
a random experiment.
• Event combinations
– The Union of two events consists of all outcomes
that are contained in one event or the other,
denoted as E1 E2.
– The Intersection of two events consists of all
outcomes that are contained in one event and the
other, denoted as E1 E2.
– The Complement of an event is the set of outcomes
in the sample space that are not contained in the
event, denoted as E.

Sec 2-1.3 Events 8

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-3 Discrete Events
Suppose that the recycle times of two cameras are recorded. Consider
only whether or not the cameras conform to the manufacturing
specifications. We abbreviate yes and no as y and n. The sample space
is S = {yy, yn, ny, nn}.

Suppose, E1 denotes an event that at least one camera conforms to

specifications, then E1 = {yy, yn, ny}
Suppose, E2 denotes an event that no camera conforms to
specifications, then E2 = {nn}
Suppose, E3 denotes an event that at least one camera does not
conform.
then E3 = {yn, ny, nn},
– Then E1 E3 = S
– Then E1 E3 = {yn, ny}
– Then E1 = {nn}

Sec 2-1.3 Events 9

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-4 Continuous Events
Measurements of the thickness of a part are
modeled with the sample space: S = R+.
Let E1 = {x | 10 ≤ x < 12},
Let E2 = {x | 11 < x < 15}

– Then E1 E2 = {x | 10 ≤ x < 15}

– Then E1 E2 = {x | 11 < x < 12}
– Then E1 = {x | 0 < x < 10 or x ≥ 12}
– Then E1 E2 = {x | 12 ≤ x < 15}

Sec 2-1.3 Events 10

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Venn Diagrams
Events A & B contain their respective outcomes. The
shaded regions indicate the event relation of each
diagram.

Sec 2-1.3 Events 11

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Mutually Exclusive Events

• Events A and B are mutually exclusive because they

share no common outcomes.
• The occurrence of one event precludes the occurrence
of the other.
• Symbolically, A B = Ø

Sec 2-1.3 Events 12

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Mutually Exclusive Events - Laws
• Commutative law (event order is unimportant):
– A B=B A and A B=B A

• Distributive law (like in algebra):

– (A B) C = (A C) (B C)
– (A B) C = (A C) (B C)

• Associative law (like in algebra):

– (A B) C=A (B C)
– (A B) C=A (B C)

Sec 2-1.3 Events 13

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Mutually Exclusive Events - Laws
• DeMorgan’s law:
– (A B) = A B The complement of the
union is the intersection of the complements.
– (A B) = A B The complement of the
intersection is the union of the complements.

• Complement law:
(A) = A.

Sec 2-1.3 Events 14

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Counting Techniques
• There are three special rules, or counting
techniques, used to determine the number of
outcomes in events.
• They are :
1. Multiplication rule
2. Permutation rule
3. Combination rule
• Each has its special purpose that must be
applied properly – the right tool for the right
job.

Sec 2-1.4 Counting Techniques 15

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Counting – Multiplication Rule
• Multiplication rule:
– Let an operation consist of k steps and there
are
• n1 ways of completing step 1,
• n2 ways of completing step 2, … and
• nk ways of completing step k.
– Then, the total number of ways to perform k
steps is:
• n1 · n2 · … · nk

Sec 2-1.4 Counting Techniques 16

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-5 - Web Site Design
• In the design for a website, we can choose to
use among:
– 4 colors,
– 3 fonts, and
– 3 positions for an image.
How many designs are possible?
• Answer via the multiplication rule: 4 · 3 · 3 =
36

Sec 2-1.4 Counting Techniques 17

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Counting – Permutation Rule
• A permutation is a unique sequence of
distinct items.
• If S = {a, b, c}, then there are 6 permutations
– Namely: abc, acb, bac, bca, cab, cba (order
matters)
• Number of permutations for a set of n items
is n!
• n! = n·(n-1)·(n-2)·…·2·1
• 7! = 7·6·5·4·3·2·1 = 5,040 = FACT(7) in
Excel
• By definition: 0! = 1
Sec 2-1.4 Counting Techniques 18
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Counting–Subset Permutations and an example

• For a sequence of r items from a set of n items:

n!
P  n(n  1)(n  2)...(n  r  1) 
n

(n  r )!
r

• Example 2-6: Printed Circuit Board

• A printed circuit board has eight different locations in which
a component can be placed. If four different components
are to be placed on the board, how many designs are
possible?
• Answer: Order is important, so use the permutation formula
with n = 8, r = 4.
8! 8  7  6  5  4!
P4 
8
  8  7  6  5  1,680
(8  4)! 4!
Sec 2-1.4 Counting Techniques 19
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Counting - Similar Item Permutations
• Used for counting the sequences when
some items are identical.
• The number of permutations of:
n = n1 + n2 + … + nr items of which
n1, n2, …., nr are identical.
is calculated as:
n!
n1 ! n2 ! ... nr !

Sec 2-1.4 Counting Techniques 20

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-7: Hospital Schedule
• In a hospital, a operating room needs to schedule
three knee surgeries and two hip surgeries in a
day. The knee surgery is denoted as k and the hip
as h.
– How many sequences are there?
Since there are 2 identical hip surgeries and 3
identical knee surgeries, then
5! 5  4  3!
  10
2!3! 2 1  3!
– What is the set of sequences?

{kkkhh, kkhkh, kkhhk, khkkh, khkhk, khhkk, hkkkh,

hkkhk, hkhkk, hhkkk}

Sec 2-1.4 Counting Techniques 21

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Counting – Combination Rule
• A combination is a selection of r items from a set of n
where order does not matter.
• If S = {a, b, c}, n =3, then
– If r = 3, there is 1 combination, namely: abc
– If r = 2, there are 3 combinations, namely ab, ac, and
bc
• # of permutations ≥ # of combinations
• Since order does not matter with combinations, we
are dividing the # of permutations by r!, where r! is the
# of arrangements of r elements.
n n!
C  
n

 r  r !(n  r )!
r

Sec 2-1.4 Counting Techniques 22

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 2-8: Sampling w/o Replacement-1
• A bin of 50 parts contains 3 defectives and 47
non-defective parts. A sample of 6 parts is
selected from the 50 without replacement.
How many samples of size 6 contain 2
defective parts?
• First, how many ways are there for selecting
2 parts from the 3 defective parts?
3!
C23   3 different ways
2!1!
• In Excel: 3 = COMBIN(3,2)

Sec 2-1.4 Counting Techniques 23

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 2-8: Sampling w/o Replacement-2

• Now, how many ways are there for selecting

4 parts from the 47 non-defective parts?

47! 47  46  45  44  43!
C 47
   178,365 different ways
4! 43! 4  3  2 1 43!
4

• In Excel: 178,365 = COMBIN(47,4)

Sec 2-1.4 Counting Techniques 24

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 2-8: Sampling w/o Replacement-3

• Now, how many ways are there to obtain:

– 2 from 3 defectives, and
– 4 from 47 non-defectives?

C23C447  3178,365  535,095 different ways

– In Excel: 535,095 = COMBIN(3,2)*COMBIN(47,4)

Sec 2-1.4 Counting Techniques 25

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability
• Probability is the likelihood or chance that
a particular outcome or event from a
random experiment will occur.
• In this chapter, we consider only discrete
(finite or countably infinite) sample spaces.
• Probability is a number in the [0,1] interval.
• A probability of:
– 1 means certainty
– 0 means impossibility

Sec 2-2 Interpretations & Axioms of Probability 26

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Types of Probability
• Subjective probability is a “degree of belief.”

Example: “There is a 50% chance that I’ll

study tonight.”

• Relative frequency probability is based on how often an

event occurs over a very large sample space.

Example:
n( A)
lim
n→ ∞ n

Sec 2-2 Interpretations & Axioms of Probability 27

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability Based on Equally-Likely Outcomes

• Whenever a sample space consists of N

possible outcomes that are equally likely, the
probability of each outcome is 1/N.
• Example: In a batch of 100 diodes, 1 is laser
diode. A diode is randomly selected from the
batch. Random means each diode has an
equal chance of being selected. The probability
of choosing the laser diode is 1/100 or 0.01,
because each outcome in the sample space is
equally likely.

Sec 2-2 Interpretations & Axioms of Probabilities 28

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability of an Event

• For a discrete sample space, the probability

of an event E, denoted by P(E), equals the
sum of the probabilities of the outcomes in E.

• The discrete sample space may be:

– A finite set of outcomes
– A countably infinite set of outcomes.

Sec 2-2 Interpretations & Axioms of Probability 29

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-9: Probabilities of Events
• A random experiment has a sample space
{a,b,c,d}. These outcomes are not equally-
likely; their probabilities are: 0.1, 0.3, 0.5, 0.1.
• Let Event A = {a,b}, B = {b,c,d}, and C = {d}
– P(A) = 0.1 + 0.3 = 0.4
– P(B) = 0.3 + 0.5 + 0.1 = 0.9
– P(C) = 0.1
– P(A ) = 0.6 and P(B ) = 0.1 and P(C ) = 0.9
– Since event A B = {b}, then P(A B) = 0.3
– Since event A B = {a,b,c,d}, then P(A B) = 1.0
– Since event A C = {null}, then P(A C ) = 0

Sec 2-2 Interpretations & Axioms of Probability 30

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Axioms of Probability
• Probability is a number that is assigned to each
member of a collection of events from a random
experiment that satisfies the following properties:

If S is the sample space and E is any event in the

random experiment,
1. P(S) = 1
2. 0 ≤ P(E) ≤ 1
3. For any two events E1 and E2 with E1 E2 = Ø,
P(E1 E2) = P(E1) + P(E2)
• The axioms imply that:
– P(Ø) =0 and P(E′ ) = 1 – P(E)
– If E1 is contained in E2, then P(E1) ≤ P(E2).

Sec 2-2 Interpretations & Axioms of Probability 31

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Addition Rules
• Joint events are generated by applying
basic set operations to individual events,
specifically:
– Unions of events, A B
– Intersections of events, A B
– Complements of events, A
• Probabilities of joint events can often be
determined from the probabilities of the
individual events that comprise them.

Sec 2-3 Addition Rules 32

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-10: Semiconductor Wafers
A wafer is randomly selected from a batch that is
classified by contamination and location.
– Let H be the event of high concentrations of
contaminants. Then P(H) = 358/940.
– Let C be the event of the wafer being located at the
center of a sputtering tool. Then P(C) = 626/940.
– P(H C) = 112/940 Location of Tool
Contamination Total
Center Edge
Low 514 68 582
High 112 246 358
Total 626 314 940

– P(H C) = P(H) + P(C)  P(H C)

= (358 + 626  112)/940
This is the addition rule.

Sec 2-3 Addition Rules 33

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Probability of a Union
• For any two events A and B, the
probability of union is given by:

P( A  B)  P( A)  P( B)  P( A  B)

• If events A and B are mutually exclusive,

then
P( A  B)   ,
and therefore:
P( A  B)  P( A)  P( B)

Sec 2-3 Addition Rules 34

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Addition Rule: 3 or More Events
P( A  B  C )  P( A)  P( B)  P(C )  P( A  B)
 P( A  C )  P( B  C )  P( A  B  C )

Note the alternating signs.

If a collection of events Ei are pairwise mutually exclusive;
that is Ei  E j   , for all i, j
k
Then : P( E1  E 2  ...  Ek )  ∑ P( Ei )
i 1

Sec 2-3 Addition Rules 35

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Conditional Probability
• P(B | A) is the probability of event B
occurring, given that event A has already
occurred.
• A communications channel has an error
rate of 1 per 1000 bits transmitted. Errors
are rare, but do tend to occur in bursts. If a
bit is in error, the probability that the next bit
is also in error is greater than 1/1000.

Sec 2-4 Conditional Probability 36

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Conditional Probability Rule
• The conditional probability of an event B
given an event A, denoted as P(B | A), is:
P(B | A) = P(A B) / P(A) for P(A) > 0.
• From a relative frequency perspective of n
equally likely outcomes:
– P(A) = (number of outcomes in A) / n
– P(A B) = (number of outcomes in A B) / n
– P(B | A) = number of outcomes in A B /
number of outcomes in A

Sec 2-4 Conditional Probability 37

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-11
There are 4 probabilities conditioned on flaws in the
below table. Parts Classified
Surface Flaws
Defective Total
Yes (F ) No (F' )
Yes (D ) 10 18 28
No (D' ) 30 342 372
Total 40 360 400

P( F )  40 400 and P( D)  28 400

P( D | F )  P( D F ) P( F )  10
400
40
400  10
40

PD'| F   PD' F  PF   30

400
40
400  30
40

P  D | F '  P  D F ' P  F '  18

400
360
400  360
18

P  D ' | F '  P  D ' F ' P  F '  342

400
360
400  360
342

38
Sec 2-4 Conditional Probability
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Random Samples
• Random means each item is equally likely
to be chosen. If more than one item is
sampled, random means that every
sampling outcome is equally likely.
– 2 items are taken from S = {a,b,c} without
replacement.
– Ordered sample space: S = {ab,ac,bc,ba,ca,cb}
– Unordered sample space: S = {ab,ac,bc}

Sec 2-4 Conditional Probability 39

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-12 : Sampling Without Enumeration
• A batch of 50 parts contains 10 made by Tool 1 and 40 made by Tool 2. If 2
parts are selected randomly*,

a) What is the probability that the 2nd part came from Tool 2, given
that the 1st part came from Tool 1?

– P(E1)= P(1st part came from Tool 1) = 10/50

– P(E2 | E1) = P(2nd part came from Tool 2 given that 1st part came from Tool 1)
= 40/49

b) What is the probability that the 1st part came from Tool 1 and the
2nd part came from Tool 2?

– P(E1∩E2) = P(1st part came from Tool 1 and 2nd part came from Tool 2)
= (10/50)∙(40/49) = 8/49

*Selected randomly implies that at each step of the sample, the items
remain in the batch are equally likely to be selected.

Sec 2-4 Conditional Probability 40

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Multiplication Rule
• The conditional probability can be
rewritten to generalize a multiplication rule.

P(A B) = P(B|A)·P(A) = P(A|B)·P(B)

• The last expression is obtained by

exchanging the roles of A and B.

Sec 2-5 Multiplication & Total Probability Rules 41

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-13: Machining Stages
The probability that a part made in the 1st stage of
a machining operation meets specifications is
0.90. The probability that it meets specifications in
the 2nd stage, given that met specifications in the
first stage is 0.95.
What is the probability that both stages meet
specifications?

• Let A and B denote the events that the part has

met1st and 2nd stage specifications, respectively.
• P(A B) = P(B | A)·P(A) = 0.95·0.90 = 0.855

Sec 2-5 Multiplication & Total Probability Rules 42

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Two Mutually Exclusive Subsets
• 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

Sec 2-5 Multiplication & Total Probability Rules 43

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 2-14: Semiconductor Contamination
Information about product failure based on chip manufacturing
process contamination is given below. Find the probability of
failure.
Probability Level of Probability
of Failure Contamination of Level
0.1 High 0.2
0.005 Not High 0.8

Let F denote the event that the product fails.

Let H denote the event that the chip is exposed to high
contamination during manufacture. Then

− P(F | H) = 0.100 and P(H) = 0.2, so P(F H) = 0.02

− P(F | H ) = 0.005 and P(H ) = 0.8, so P(F H ) = 0.004
− P(F) = P(F H) + P(F H ) (Using Total Probability rule)
= 0.020 + 0.004 = 0.024

Sec 2-5 Multiplication & Total Probability Rules 44

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Total Probability Rule (Multiple Events)
• A collection of sets E1, E2, … Ek such that
E1 E2 …… Ek = S is said to be exhaustive.
• Assume E1, E2, … Ek are k mutually exclusive and exhaustive.
Then
P( B)  P( B  E1 )  P( B  E2 )  ...  P( B  Ek )
 P( B | E1 )  P( E1 )  P( B | E2 )  P( E2 )  ...  P( B | Ek )  P( Ek )

Sec 2-5 Multiplication & Total Probability Rules 45

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 2-15: Semiconductor Failures-1
Continuing the discussion Probability Level of Probability
of Failure Contamination of Level
of contamination during
0.100 High 0.2
chip manufacture, find the
0.010 Medium 0.3
probability of failure. 0.001 Low 0.5

Sec 2-5 Multiplication & Total Probability Rules 46

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-15: Semiconductor Failures-2
• Let F denote the event that a chip fails
• Let H denote the event that a chip is exposed to
high levels of contamination
• Let M denote the event that a chip is exposed to
medium levels of contamination
• Let L denote the event that a chip is exposed to
low levels of contamination.
• Using Total Probability Rule,
P(F) = P(F | H)P(H) + P(F | M)P(M) + P(F | L)P(L)
= (0.1)(0.2) + (0.01)(0.3) + (0.001)(0.5)
= 0.0235

Sec 2-5 Multiplication & Total Probability Rules 47

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Event Independence
• Two events are independent if any one of
the following equivalent statements is true:
1. P(A | B) = P(A)
2. P(B | A) = P(B)
3. P(A B) = P(A)·P(B)
• This means that occurrence of one event
has no impact on the probability of
occurrence of the other event.

Sec 2-6 Independence 48

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-16: Flaws and Functions
Table 1 provides an example of 400 parts classified by surface flaws
and as (functionally) defective. Suppose that the situation is different
and follows Table 2. Let F denote the event that the part has surface
flaws. Let D denote the event that the part is defective.

The data shows whether the events are independent.

TABLE 1 Parts Classified TABLE 2 Parts Classified (data chg'd)
Surface Flaws Surface Flaws
Defective Yes (F ) No (F' ) Total Defective Yes (F ) No (F' ) Total
Yes (D ) 10 18 28 Yes (D ) 2 18 20
No (D' ) 30 342 372 No (D' ) 38 342 380
Total 40 360 400 Total 40 360 400

P (D |F ) = 10/40 = 0.25 P (D |F ) = 2/40 = 0.05

P (D ) = 28/400 = 0.10 P (D ) = 20/400 = 0.05
not same same
Events D & F are dependent Events D & F are independent
Sec 2-6 Independence 49
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Independence with Multiple Events

The events E1, E2, … , Ek are independent if

and only if, for any subset of these events:

P(Ei1 Ei2 …, Eik) = P(Ei1)·P(Ei2)·…·P(Eik)

Sec 2-6 Independence 50

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-17: Semiconductor Wafers
Assume the probability that a wafer contains a large particle of
contamination is 0.01 and that the wafers are independent; that is, the
probability that a wafer contains a large particle does not depend on the
characteristics of any of the other wafers. If 15 wafers are analyzed, what is
the probability that no large particles are found?

Solution:

Let Ei denote the event that the ith wafer contains no large particles,
i = 1, 2, …,15.

Then , P(Ei) = 0.99.

The required probability is P(E1 E2 … E15).
From the assumption of independence,

P(E1 E2 … E15) = P(E1)·P(E2)·…·P(E15)

= (0.99)15
= 0.86.

Sec 2-6 Independence 51

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Bayes’ Theorem
• Thomas Bayes (1702-1761) was an
English mathematician and Presbyterian
minister.
• His idea was that we observe conditional
probabilities through prior information.
• Bayes’ theorem states that,

Sec 2-7 Bayes Theorem 52

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-18
The conditional probability that a high level of contamination was present
when a failure occurred is to be determined. The information from
Example 2-14 is summarized here.
Probability Level of Probability
of Failure Contamination of Level
0.1 High 0.2
0.005 Not High 0.8
Solution:
Let F denote the event that the product fails, and let H denote the event
that the chip is exposed to high levels of contamination. The requested
probability is P(F).
P( F | H )  P( H ) 0.10  0.20
P( H | F )    0.83
P( F ) 0.024
P( F )  P( F | H )  P( H )  P( F | H ' )  P( H ' )
 0.1 0.2  0.005  0.8  0.024
Sec 2-7 Bayes Theorem 53
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Bayes Theorem with Total Probability
If E1, E2, … Ek are k mutually exclusive and
exhaustive events and B is any event,

P  B | E1  P  E1 
P  E1 | B  
P  B | E1  P  E1   P  B | E2  P  E2   ...  P  B | Ek  P  Ek 

where P(B) > 0

Note : Numerator expression is always one of

the terms in the sum of the denominator.
Sec 2-7 Bayes Theorem 54
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Example 2-19: Bayesian Network
A printer manufacturer obtained the following three types of printer
failure probabilities. Hardware P(H) = 0.3, software P(S) = 0.6, and
other P(O) = 0.1. Also, P(F | H) = 0.9, P(F | S) = 0.2, and P(F | O) = 0.5.
If a failure occurs, determine if it’s most likely due to hardware,
software, or other.
P( F )  P( F | H ) P( H )  P( F | S ) P( S )  P ( F | O) P (O)
 0.9(0.1)  0.2(0.6)  0.5(0.3)  0.36
P( F | H )  P( H ) 0.9  0.1
P( H | F )    0.250
P( F ) 0.36
P( F | S )  P( S ) 0.2  0.6
P( S | F )    0.333
P( F ) 0.36
P ( F | O)  P (O) 0.5  0.3
P(O | F )    0.417
P( F ) 0.36
Note that the conditionals given failure add to 1. Because P(O | F) is
largest, the most likely cause of the problem is in the other category.

Sec 2-7 Bayes Theorem 55

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Random Variable and its Notation
• A variable that associates a number with the
outcome of a random experiment is called a
random variable.
• A random variable is a function that assigns a real
number to each outcome in the sample space of a
random experiment.
• A random variable is denoted by an uppercase
letter such as X. After the experiment is
conducted, the measured value of the random
variable is denoted by a lowercase letter such as
x = 70 milliamperes. X and x are shown in italics,
e.g., P(X = x).

Sec 2-8 Random Variables 56

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Discrete & Continuous Random Variables

• A discrete random variable is a random

variable with a finite or countably infinite
range. Its values are obtained by counting.
• A continuous random variable is a random
variable with an interval (either finite or
infinite) of real numbers for its range. Its
values are obtained by measuring.

Sec 2-8 Random Variables 57

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Examples of Discrete & Continuous Random Variables

• Discrete random variables:

– Number of scratches on a surface.
– Proportion of defective parts among 100 tested.
– Number of transmitted bits received in error.
– Number of common stock shares traded per day.
• Continuous random variables:
– Electrical current and voltage.
– Physical measurements, e.g., length, weight, time,
temperature, pressure.

Sec 2-8 Random Variables 58

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Important Terms & Concepts of Chapter 2
Addition rule Probability
Axioms of probability Random experiment
Bayes’ theorem Random variable
Combination – Discrete
Conditional probability – Continuous
Equally likely outcomes Sample space
Event – Discrete
Independence – Continuous
Multiplication rule Total probability rule
Mutually exclusive events Tree diagram
Outcome Venn diagram
Permutation With replacement
Without replacement

Chapter 2 Summary 59
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.