Chapter 2

Prof. N. Magaji EGR 4201 Engineering Statistics

2.1 Probability
Definition
The probability of an outcome e in a sample space S is a
number p between 0 and 1 that measures the likelihood that e will
occur on a single trial of the corresponding random experiment. The
value p = 0 corresponds to the outcome e being impossible and the
value p = 1 corresponds to the outcome e being certain.

•Probability statements describe the likelihood that particular values

occur.
• The likelihood is quantified by assigning a number from the
interval [0, 1] to the set of values (or a percentage from 0 to 100%).
• Higher numbers indicate that the set of values is more likely.
Prof. N. Magaji EGR 4201 Engineering Statistics
2.2 Probability
Example 1
• Both equations state that the probability that the random
variable X assumes a value in [10.8, 11.2] is 0.25.
Complement of an Event
• Given a set E, the complement of E is the set of elements that are
not in E. The complement is denoted as E’.
Mutually Exclusive Events
• The sets E1 , E2 ,...,Ek are mutually exclusive if the intersection of
any pair is empty. That is, each element is in one and only one of
the sets E1 , EProbability
2 ,...,Ek .
Properties
 2-1 Introduction
Prof. N. Magaji EGR 4201 Engineering Statistics

What are outcomes in probability?

In probability theory, an outcome is a possible result of an
experiment or trial. Each possible outcome of a particular
experiment is unique, and different outcomes are mutually exclusive
(only one outcome will occur on each trial of the experiment).
Definition
An event E is said to occur on a particular trial of the experiment if
the outcome observed is an element of the set E.
EXAMPLE 2
Construct a sample space for the experiment that consists of rolling a
single die. Find the events that correspond to the phrases “an even
number is rolled” and “a number greater than two is rolled.”
 2-1 Introduction
Prof. N. Magaji EGR 4201 Engineering Statistics

outcomes in probability
EXAMPLE 2(CONT.)
Solution:
The outcomes could be labeled according to the number of dots on the
top face of the die. Then the sample space is the
set S={1,2,3,4,5,6}.S={1,2,3,4,5,6}.
The outcomes that are even are 2, 4, and 6, so the event that
corresponds to the phrase “an even number is rolled” is the set
{2,4,6}, which it is natural to denote by the letter E. We
write E={2,4,6}.E={2,4,6}.
Similarly the event that corresponds to the phrase “a number greater
than two is rolled” is the set T={3,4,5,6}T={3,4,5,6}, which we have
denoted T.
 2.3 Conditional Probability
• Def. The conditional probability of E given F is the
Prof. N. Magaji EGR 4201 Engineering Statistics

probability that an event, E, will occur given that another

event, F, has occurred
P( E  F )
P( E | F )  if P( F )  0
P( F )
P( E  F )
P( E | F )   Conditional Probability can be rewritten as follows
P( F )
Example 3:
P( E  F )  P( E | F ) * P( F ) E: dollar falls in value against the yen
Solution F: supplier demands renegotiation of contract
If P (E )  0.40 and P (F | E )  0.8
Find P (E  F )  P (E  F )  0.8 * 0.4  0.32
A B

P( A  B)
P( A B) 
P( B)

S
 2.3 Conditional Probability(cont.)
Prof. N. Magaji EGR 4201 Engineering Statistics

• If the outcomes of an experiment are equally likely, then

number of outcomes in E  F
P( E | F ) 
number of outcomes in F
 Example 4:
Earned degrees in the United States in recent year
B M P D Total
Female 616 194 30 16 856
Male 529 171 44 26 770
Total 1145 365 74 42 1626

529
P ( Male | B )   0.4620
1145

770
P( Male)   0.4735
1626
 2.4 Independent Events
Prof. N. Magaji EGR 4201 Engineering Statistics

If the probability of the occurrence of event A is

the same regardless of whether or not an outcome
B occurs, then the outcomes A and B are said to be
independent of one another. Symbolically, if
then A and B are independent events.

P ( A | B )  P ( A)

P( A  B)  P( A | B) P( B)
then we can also state the following relationship for
independent events:
P ( A  B )  P ( A) P ( B )
if and only if
A and B are independent events.
 2.4 Independent Events(cont.)
Prof. N. Magaji EGR 4201 Engineering Statistics

Example 5
• A coin is tossed and a single 6-sided die is
rolled. Find the probability of getting a head on
the coin and a 3 on the die.
• Probabilities:
P(head) = 1/2
P(3) = 1/6
P(head and 3) = 1/2 * 1/6 = 1/12
 2.4 Independent Events(cont.)
Prof. N. Magaji EGR 4201 Engineering Statistics

Computing Conditional Probability

P ( A and B )
The Probability of the Event: P( A / B) 
P( B)
Event A given that Event B has occurred
2 Re d Aces 1
e.g. P(Red Card given that it is an Ace) = 
4 Aces 2

Conditional Event: Draw 1 Card. Note Kind & Color

Color
Type Red Black Total Revised
Sample
Ace 2 2 4 Space
Non-Ace 24 24 48
Total 26 26 52
P(Ace AND Red) 2 / 52 2
P(Ace | Red) =  
P(Red) 26 / 52 26
Prof. N. Magaji EGR 4201 Engineering Statistics

Joint Probability Using

Contingency Table
Event
Event B1 B2 Total
A1 P(A1 and B1) P(A1 and B2) P(A1)
A2 P(A2 and B1) P(A2 and B2) P(A2)

Total P(B1) P(B2) 1

Joint Probability Marginal (Simple) Probability

Prof. N. Magaji EGR 4201 Engineering Statistics

Addition Rule
P(A1 or B1 ) = P(A1) +P(B1) - P(A1 and B1)
Event
Event B1 B2 Total
A1 P(A1 and B1) P(A1 and B2) P(A1)
A2 P(A2 and B1) P(A2 and B2) P(A2)

Total P(B1) P(B2) 1

For Mutually Exclusive Events: P(A or B) = P(A) + P(B)

Prof. N. Magaji EGR 4201 Engineering Statistics

Bayes’ Theorem: Contingency Table

What are the chances of repaying a loan,
given a college education?

Loan Status
Education Repay Default Prob.
College .2 .05 .25
No College ? ? ?
Prob. ? ? 1

P(College and Re pay )

P(RepayCollege) =  .08
P(College and Re pay )  P(College and Default )