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Week 5

The document outlines concepts in probability and statistics including probability of events, additive and multiplicative rules, conditional probability, independence, and Bayes' theorem. Examples are provided to demonstrate calculating probabilities of events, unions, intersections, and conditional probabilities. Formulas are given for the additive rules, multiplication rule, total probability rule, independence of events, and Bayes' theorem.

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8 views23 pages

Week 5

The document outlines concepts in probability and statistics including probability of events, additive and multiplicative rules, conditional probability, independence, and Bayes' theorem. Examples are provided to demonstrate calculating probabilities of events, unions, intersections, and conditional probabilities. Formulas are given for the additive rules, multiplication rule, total probability rule, independence of events, and Bayes' theorem.

Uploaded by

emiirelcuk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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IE 220

PROBABILITY AND STATISTICS

2009-2010 Spring
Chapter 3
Probability
Today
• Probability of an event
• Additive Rules
• Conditional Probability
• Multiplicative and Total Probability Rules
• Independent Events
• Bayes’ Rule

2
Probability of an event
Probability:
• Used to quantify likelihood or chance
• Used to represent risk or uncertainty in engineering
applications
• Can be interpreted as our degree of belief or relative
frequency

Equally Likely Outcomes:


• Whenever a sample consists of N possible outcomes
that are equally likely, the probability of each outcome is
1/N.

• Example 1: A die is tossed twice. What is the probability


that getting a (6,6)?
3
Probability of an event
• Definition: For a discrete sample space, the probability
of an event E, denoted as P(E), equals the sum of the
probabilities of the outcomes in E.
• Example 2: A coin is tossed twice. What is the
probability that at least one head occurs?
• If the simple events in an experiment are equally likely,
you can calculate:

nnAA number
number of
of simple
simple events
events in
in A
A
PP((AA)) 
NN total
totalnumber
numberof of simple
simpleevents
events

4
Probability of an event
Axioms of Probability

If event A can never occur, P(A) = 0. If event A always


occurs when the experiment is performed, P(A) =1.
5
Additive Rules
Probability of a Union

Example 3: A die is loaded in a such way that an even


number is twice as likely to occur as an odd number.
Let A be the event that an even number turns up and
let B the event that a number a divisible by 3 occurs.
Find P(AUB) and P(A∩B).

6
Additive Rules
Mutually Exclusive Events

7
Example 4: A student is selected from the
classroom and his/her hair color and gender are
recorded.
Events:
– A: student has brown hair
– B: student is female
– C: student is male

• What is the relationship between events B and C?


• AC:
• BC:
• BC:
Example 5: Suppose that there were 120 students
in the classroom, and that they could be classified as
follows:

A: brown hair Brown Not Brown


P(A) = 50/120
Male 20 40
B: female
P(B) = 60/120 Female 30 30

P(AB)
P(AB) ==
When two events A and B are mutually exclusive,
P(AB) = 0 and P(AB) = P(A) + P(B).

C: male with brown hair Brown Not Brown


P(C) = 20/120

D: female with brown hair Male 20 40


P(D) = 30/120 Female 30 30
• We know that for any event A:
– P(A AC) = 0
• Since either A or AC must occur,
P(A AC) =1
• so that P(A AC) = P(A)+ P(AC)

P(A
P(A )) == 11 –– P(A)
CC
P(A)

11
Additive Rules
Three Events

12
Additive Rules

Venn diagram of
four mutually
exclusive events

13
Conditional Probability
• The probability of an event B occurring when it is known
that some event A has occured is called conditional
probability and is denoted by P(B|A) is usually read “ the
probability that B occurs given that A oocurs” or simply
the “ the probability of B, given A.”

14
Multiplicative and Total Probability Rules

Multiplication Rule

15
Multiplicative and Total Probability Rules

• Total Probability Rule

Partitioning an event Partitioning an event into


into two mutually several mutually exclusive
exclusive subsets. subsets.
16
Multiplicative and Total Probability Rules
Total Probability Rule (two events)

Total Probability Rule (multiple events)

17
Multiplicative and Total Probability Rules

• Example 6: Suppose we have a fuse box containing


20 fuses, of which 5 are defective. If 2 fuses are selected
at random and removed from the box in succession
without replacing the first, what is the probability that
both fuses are defective?

18
• Example 7: One bag contains 4 white balls and 3
black balls, and a second bag contains 3 white balls and
5 black balls. One ball is drawn the first bag and placed
unseen in second bag. What is the probability that a ball
now drawn from the second bag is black?

19
Independence
Definition (two events)

Definition (multiple events)

20
Independence
• Example 8: A town has 2 fire engines operating
independently. The probability that a specific engine is
available when needed is 0,96.

a) What is the probability that neither is available when needed?


b) What is the probability that at least one fire engine is available
when needed?

21
Bayes’ Theorem
Definition

Bayes’ Theorem

22
Example 9: In a certain assembly plant, three
machines, B1, B2, and B3, make 30%, 45%, and
25% respectively, of the products. It is known from
past experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are
defective. Now, suppose that a finished product is
randomly selected. What is the probability that it is
defective? If a product were chosen randomly and
found to be defective, what is the probability that it
was made by machine B3?

23

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