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

Probability Rules
2-1.1 Random Experiments 2-6 Independence
2-1.2 Sample Spaces
2-1.3 Events
2-1.4 Counting Techniques
2-2 Interpretations and Axioms
of Probability
2-3 Addition Rules
2-4 Conditional Probability
Chapter 2 Title and Outline
2
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 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

Sec 2-1.1 Random Experiments 3

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 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

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 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

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 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
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 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

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 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
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 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

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 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
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 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

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 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

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 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
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 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

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 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
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 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

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 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

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 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

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Counting–Subset Permutations and an example

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

n n!
P n(n  1)(n  2)...(n  r  1) 
r
(n  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! 8 7 6 5 4!
P4   8 7 6 5 1,680
(8  4)! 4!
Sec 2-1.4 Counting Techniques 19
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 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

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 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

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 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 n!
C   
r
 r  r !(n  r )!
Sec 2-1.4 Counting Techniques 22
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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
3 3defective
! parts?
C2  3 different ways
2!1!
3 = COMBIN(3,2)
• In Excel:
Sec 2-1.4 Counting Techniques 23
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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! 47 46 45 44 43!

C 4   178,365 different ways
4!43! 4 3 2 1 43!

• In Excel: 178,365 = COMBIN(47,4)

Sec 2-1.4 Counting Techniques 24

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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

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 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

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 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.

Sec 2-2 Interpretations & Axioms of Probability 27

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 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

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 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

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 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
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 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 31

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 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.
Location of Tool
– P(HC) = 112/940 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 32
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 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 33

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 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 34

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 Conditional Probability
• P(B | A) is the probability of event B
occurring, given that event A has already
occurred.

Sec 2-4 Conditional Probability 35

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 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 36

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 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 )  400
10 40
400  10
40

P  D ' | F  P  D ' F  P  F   400

30 40
400  30
40

P  D | F '  P  D  F ' P F '   400

18 360
400  360
18

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

400
360
400  342
360

Sec 2-4 Conditional Probability 37

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 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 38

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 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 39
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 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 40

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