Probability of An Event: MATH30-7 / 30-8 Probability and Statistics

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Probability of an Event

MATH30-7 / 30-8
Probability and Statistics
Objectives
At the end of the lesson, the students are expected to
• Compute for the probability of an event;
• Identify various ways of solving for the probability of
an event;
• Differentiate discrete and continuous random
variables; and
• Classify variables according to scales of measurement.
Probability Estimation
Classical Approach
• If an event can occur in h different ways out of a total
number of n possible ways, all of which are equally
likely, then the probability of the event is h/n.
Example:
Suppose we want to know the probability that a head will
turn up in a single toss of coin. Since there are two equally
likely ways in which the coin can come up−namely, heads
and tails (assuming it does not roll away or stand on its
edge)−and of these two ways a head can arise only one
way, we reason that the required probability is ½. In
arriving at this, we assume that the coin is fair, i.e., not
loaded in any way.
Probability Estimation
Frequency Approach
If after n repetitions of an experiment, where n is very
large, an event is observed to occur in h of these, then the
probability of the event is h/n. This is also called the
empirical probability of the event.
Example:
If we toss a coin 1000 times and find that it comes up
heads 532 times, we estimate the probability of a head
coming up to be 532/1000 = 0.532.
Probability
In any random experiment there is always uncertainty as
to whether a particular event will or will not occur. As a
measure of the chance, or probability, with which we can
expect the event to occur, it is convenient to assign a
number between 0 and 1.
• For a sure event, the probability is 100% or 1.
• Impossible event has a probability of 0.
• If the probability is ¼, we would say that there is a 25%
chance it will occur and a 75% chance that it will not
occur.
- Equivalently, we can say that the odds against its
occurrence are 75% to 25%, or 3 to 1.
Probability
• P is called the probability function
• P(A) is the probability of the event A
Probability
Equally Likely Outcomes
• Whenever a sample space (discrete) consists of N
possible outcomes that are equally likely, the
probability of each outcome is 1/N.

Probability of an Event
• 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.
Probability
• A number 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 a random
experiment (Axioms of Probability),
(1) P(S) = 1
(2) 0 ≤ P(E) ≤ 1
(3) For two events E1 and E2, with E1 ∩ E2 = ∅
P(E1 ∪ E2) = P(E1) + P(E2)
Complement Rule
If A′ is the complement of A, then

P(A′) = 1 − P(A)
Probability
Examples:
2.51/59 A box contains 500 envelopes of which 75 contain
$100 in cash, 150 contain $25, and 275 contain $10. An
envelope may be purchased for $25. What is the sample
space for the different amounts of money? Assign
probabilities to the sample points and then find the
probability that the first envelope purchased contains less
than $100.
Probability
2.55/60 If each coded item in a catalog begins with 3
distinct letters followed by 4 distinct nonzero digits, find
the probability of randomly selecting one of these coded
items with the first letter a vowel and the last digit even.

2.57/60 If a letter is chosen at random from the English


alphabet, find the probability that the letter
(a) is a vowel exclusive of y;
(b) is listed somewhere ahead of the letter j;
(c) is listed somewhere after the letter g.
Probability
2.58/60 A pair of dice is tossed. Find the probability of
getting
(a) a total of 8;
(b) at most a total of 5.

2.59/60 In a poker hand consisting of 5 cards, find the


probability of holding
(a) 3 aces;
(b) 4 hearts and 1 club.
Probability
2.60/60 If 3 books are picked at random from a shelf
containing 5 novels, 3 books of poems, and a
dictionary, what is the probability that
(a) the dictionary is selected?
(b) 2 novels and 1 book of poems are selected?

4.17/194 Among five portable generators produced by an


assembly line in one day, there are two defectives. If two
generators are selected for sale, find the probability that
both will be nondefective. (Assume the two selected for
sale are chosen so that every possible sample of size two
has the same probability of being selected.)
Probability
4.21/194 A fleet of eight taxis is to be randomly assigned
to three airports, A, B, and C, with two going to A, five
to B, and one to C.
(a) In how many ways can this be done?
(b) What is the probability that the specific cab driven by
Jones is assigned to airport C?
Probability
4.23/195 Five employees of a firm are ranked from 1 to 5
based on their ability to program a computer. Three of
these employees are selected to fill equivalent
programming jobs. If all possible choices of three (out
of the five) are equally likely, find the following
probabilities.
(a) The employee ranked number 1 is selected.
(b) The highest-ranked employee among those selected
has rank 2 or lower.
(c) The employees ranked 4 and 5 are selected.
Probability
4.25/195 A firm is placing three orders for supplies among
five different distributors. Each order is randomly
assigned to one of the distributors, and a distributor
can receive multiple orders. Find the following
probabilities.
(a) All orders go to different distributors.
(b) All orders go to the same distributor.
(c) Exactly two of the three orders go to one particular
distributor.
Probability
2-16/31 A random experiment can result in one of the
outcomes {a, b, c, d} with probabilities 0.1, 0.3, 0.5, and
0.1, respectively. Let A denote the event {a, b}, B the
event {b, c, d}, and C the event {d}.
Determine the following probabilities.
P(A), P(A′), P(B), P(B′), P(C), P(C′), P(A ∩ B), P(A ∪ B), and
P(A ∩ C).
Probability
2-58/33 Each of the possible five outcomes of a random
experiment is equally likely. The sample space is {a, b, c, d,
e}. Let A denote the event {a, b}, and B denote the event
{c, d, e}. Determine the following.
(a) P(A) (b) P(B)
(c) P(A′) (d) P(A ∪ B)
(e) P(A ∩ B)
Addition Rules
Probability of a Union
For any two events A and B,
P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
Equation 2-5

Examples:
2-53/59 The probability that an American industry will
locate in Shanghai, China, is 0.7, the probability that it
will locate in Beijing, China, is 0.4, and the probability
that it will locate in either Shanghai or Beijing or both is
0.8. What is the probability that the industry will locate
(a) in both cities?
(b) in neither city?
Addition Rules
2-92/39 A Web ad can be designed from four different
colors, three font types, five font sizes, three images, and
five text phrases. A specific design is randomly generated
by the Web server when you visit the site. Let A denote
the event that the design color is red and let B denote the
event that the font size is not the smallest one. Use
addition rules to calculate the following probabilities.
(a) P(A ∪ B)
(b) P(A ∪ B′)
(c) P(A′ ∪ B′)
Addition Rules
If A and B are mutually exclusive events,
P(A ∪ B) = P(A) + P(B)
Equation 2-6

For a collection of mutually exclusive events E1, E2, …, Ek,


P(E1 ∪ E2 ∪ … ∪ Ek) = P(E1) + P(E2) + … + P(Ek)
Equation 2-8
Addition Rules
2-83/38 If A, B, and C are mutually exclusive events with
P(A) = 0.2, P(B) = 0.3, and P(C) = 0.4, determine the
following probabilities:
(a) P(A ∪ B ∪ C)
(b) P(A ∩ B ∩ C)
(c) P(A ∩ B)
(d) P[(A ∪ B) ∩ C]
(e) P(A′ ∩ B′ ∩ C′)
Addition Rules
2-21/32 Let X denote the pH of a sample. Consider the
event that X is greater than 6.5 but less than or equal to
7.8. This event is the sum of any collection of mutually
exclusive events with union equal to the same range for X.

Note: The best choice depends on the particular


probabilities available.
Addition Rules
Probability of Union of Three Events

For any three events A, B, and C,

P(A ∪ B ∪ C) = P(A) + P(B) + P(C) − P(A ∩ B) − P(A ∩ C)


− P(B ∩ C) + P(A ∩ B ∩ C)
Equation 2-7
Conditional Probability
• The probability that a certain event would occur given
a previous underlying event already occurred

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.


Equation 2-9
Random Samples
To select randomly implies that at each step of the
sample, the items that remain in the batch are equally
likely to be selected.
Examples:
2-24/42 Random Inspection
Consider the inspection described in Example 2-14. Six
parts are selected randomly without replacement from a
bin of 50 parts. The bin contains 3 defective parts and 47
nondefective parts. What is the probability that the
second part is defective given that the first part is
defective?
Random Samples
2-24/42
Let A and B denote the events that the first and second
part selected are defective, respectively. The probability
requested can be expressed as P(B|A). If the first part is
defective, prior to selecting the second part the batch
contains 49 parts, of which 2 are defective. Therefore,
P(B|A) = 2/49
Conditional Probability
2-104/44 Consider the data on wafer contamination and location in
the sputtering tool shown in Table 2-2. Assume that one wafer is
selected at random from this set. Let A denote the event that a wafer
contains four or more particles, and let B denote the event that a
wafer is from the center of the sputtering tool. Determine
(a) P(A)
(b) P(A|B)
(c) P(B)
(d) P(B|A)
(e) P(A ∩ B)
(f) P(A ∪ B)
Conditional Probability
2-113. Consider the endothermic reactions given below. Let
A denote the event that a reaction's final temperature is 271K
or less. Let B denote the event that the heat absorbed is
above target.

Determine the following probabilities.


P(A | B) (b) P(A | B) (c) P(A | B) (d) P(B | A)
Multiplication and Total Probability
Rules
For any two events A and B,

P(A ∩ B) = P(B|A)P(A) = P(A|B)P(B)


Equation 2-10

For any three events A1, A2, A3, we have

P(A1 ∩ A2 ∩ A3) = P(A1)P(A2|A1)P(A3|A1 ∩ A2)


Multiplication and Total Probability
Rules
Assume E1, E2, …, Ek are k mutually exclusive and
exhaustive sets. Then
P(B) = P(B ∩ E1) + P(B ∩ E2) + … + P(B ∩ Ek)
P(B) = P(B|E1)P(E1) + P(B|E1)P(E1) + … + P(B|Ek)P(Ek)
Equation 2-12
Multiplication and Total Probability
Rules
Examples:
2-28/47 Continuing with semiconductor manufacturing,
assume the following probabilities for product failure
subject to levels of contamination in manufacturing:

Probability of Failure Level of Contamination


0.10 High
0.01 Medium
0.001 Low
Multiplication and Total Probability
Rules
In a particular production run, 20% of the chips are
subjected to high levels of contamination, 30% to medium
levels of contamination, and 50% to low levels of
contamination. What is the probability that a product
using one of these chips fails?
Let
H denote the event that a chip is exposed to high levels of
contamination
M denote the event that a chip is exposed to medium
levels of contamination
L denote the event that a chip is exposed to low levels of
contamination. Provide also the tree diagram.
Multiplication and Total Probability
Rules
2-121/48 Suppose that P(A|B) = 0.4 and P(B) = 0.5.
Determine the following:
(a) P(A ∩ B) (b) P(A′ ∩ B)

2-122/48 Suppose that P(A|B) = 0.2, P(A|B′) = 0.3, and


P(B) = 0.8. What is P(A)?
Multiplication and Total Probability
Rules
2-124. Suppose 2% of cotton fabric rolls and 3% of nylon
fabric rolls contain flaws. Of the rolls used by a
manufacturer, 70% are cotton and 30% are nylon. What is
the probability that a randomly selected roll used by the
manufacturer contains flaws?
Multiplication and Total Probability
Rules
2-125. The edge roughness of slit paper products
increases as knife blades wear. Only 1% of products slit
with new blades have rough edges, 3% of products slit
with blades of average sharpness exhibit roughness, and
5% of products slit with worn blades exhibit roughness. If
25% of the blades in manufacturing are new, 60% are of
average sharpness, and 15% are worn, what is the
proportion of products that exhibit edge roughness?
Independence
• The conditional probability of P(B|A) is equal to P(B)
• The outcome of the experiment is in event A does not
affect the probability that the outcome is in event B
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)
Equations 2-13

Equivalently, P(A′ ∩ B′) = P(A′)P(B′).


Independence
Multiple Events

The events E1, E2, …, En are independent if and only if for


any subset of these events 𝐸𝑖1 , 𝐸𝑖2 , … , 𝐸𝑖𝑘 ,

𝑃 𝐸𝑖1 ∩ 𝐸𝑖2 ∩ ⋯ ∩ 𝐸𝑖𝑘 = 𝑃 𝐸𝑖1 × 𝑃 𝐸𝑖2 × ⋯ × 𝑃 𝐸𝑖𝑘


Equation 2-14
Independence
Examples:
4.33/205 Suppose that P(A) = 0.6, P(B) = 0.3, and P(A ∩ B)
= 0.15.
(a) Determine P(A|B).
(b) Are events A and B independent?
Independence
4.32/205 A small store installed a diesel-powered
generator for emergency power outage because they
function independently of electric power. The past history
of the town indicates that on about 5% of days during
summer the town loses electricity due to high winds.
However, high winds do not affect functioning of
generators. These generators have a failure rate of about
2%. On a given summer day, what is the probability that
the store will be totally out of power?
Independence
2-145. A batch of 500 containers of frozen orange juice contains 5
that are defective. Two are selected, at random, without
replacement, from the batch. Let A and B denote the events that
the first and second containers selected are defective, respectively.
(a) Are A and B independent events?
(b) If the sampling were done with replacement, would A and B be
independent?
Reliability
Reliability theory is concerned with the duration of the
useful life of components and systems of components.
That is, it is concerned with determining that a system
with possibly many components will be functioning at
time t. The components of a system can arranged in two
basic configurations: series configuration and parallel
configuration. A real system consists of a mixture of series
and parallel components, which can sometimes be
reduced to an equivalent system of series configuration or
a system of parallel configuration.
Reliability
A system with series configuration will function if and only
if all its components are functioning, while a system with
parallel configuration will function if and only if at least
one of the components is functioning. Different
components fail independently.
Reliability
Consider a system with n components labeled C1, C2, …,
Cn. Let Rk(t) denote the probability that component Ck has
not failed in the interval (0, t], where k = 1, 2, …, n. That is,
Rk(t) is the probability that Ck has not failed up to time t
and is called the reliability function of Ck. For a system of
components in series, the system reliability function is
given by
𝑛

𝑅 𝑡 = ෑ 𝑅𝑘 𝑡
𝑘=1
This follows from the fact that all components must be
operational for the system to be operational.
Reliability
In the case of a system of parallel components, we need
at least one path between A and B for the system to be
operational. The probability that no such path exists is the
probability that all the components have failed, which is
given by [1 − R1(t)] [1 − R2(t)] … [1 − Rn(t)]. Thus, the
system reliability function is the complement of this
function and is given by

R(t) = 1 − [1 − R1(t)] [1 − R2(t)] … [1 − Rn(t)]


𝑛

𝑅 𝑡 = 1 − ෑ 1 − 𝑅𝑘 𝑡
𝑘=1
Reliability
Examples:
1.35/43 Find the system reliability function for the system
shown in Figure 1.10 in which C1 and C2 are in series and
the two are in parallel with C3.
Reliability
Solution:
We first reduce the series structure into a composite
component C4 whose reliability function is given by R4(t) =
R1(t)R2(t). Thus, we obtain the new structure shown in
Figure 1.11
Thus, we obtain two parallel components and the system
reliability function is
R(t) = 1 − [1 − R3(t)] [1 − R4(t)]
R(t) = 1 − [1 − R3(t)] [1 − R1(t)R2(t)]
Independence
2-32/51 Series Circuit The following circuits operates only
if there is a path of functional devices from left to right.
The probability (reliability) that each device functions is
shown on the graph. Assume the devices fail
independently. What is the probability that the circuit
operates? Let L and R denote the events that the left and
right devices operate, respectively.
Independence
2-33/51 Assume that 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 is not dependent on the
characteristics of any of the other wafers. If 15 wafers are
analyzed, what is the probability that no large particles
are found? Let Ei denote the event that the ith wafer
contains no large particles, i = 1, 2, …, 15.
Independence
2-34/51 Parallel Circuit The following circuit operates if
there is a path of functional devices from left to right. The
probability (reliability) that each device functions is shown
on the graph. Assume that devices fail independently.
What is the probability that the circuit operates? Let T and
B denote the events that the top and bottom devices
operate, respectively.
Independence
2-35/52 Advanced Circuit The following circuit operates
only if there is a path of functional devices from left to
right. The probability (reliability) that each device
functions is shown on the graph. Assume that devices fail
independently. What is the probability that the circuit
operates? Let L denote the event that there is a path of
functional devices only through the three units on the
left. Similarly, let M denote the event that there is a path
of functional devices only through the two units in the
middle.
Independence
Independence
2-143/52 If P(A|B) = 0.3, P(B) = 0.8, and P(A) = 0.3, are the
events B and the complement of A independent?

2-144/52 If P(A) = 0.2, P(B) = 0.2, and A and B are mutually


exclusive, are they independent?
Independence
2-148/53 Redundant Array of Inexpensive Disks (RAID) is a
technology that uses multiple hard drives to increase the
speed of data transfer and provide instant data backup.
Suppose that the probability of any hard drive failing in a
day is 0.001 and the drive failures are independent.
(a) A RAID 0 scheme uses two hard drives, each containing
a mirror image of the other. What is the probability of
data loss? Assume that data loss occurs if both drives fail
within the same day.
(b) A RAID 1 scheme splits the data over two hard drives.
What is the probability of data loss? Assume that the data
loss occurs if at least one drive fails within the same day.
Independence
2-150/53 In a test of a printed circuit board using a
random test pattern, an array of 10 bits is equally likely to
be 0 or 1. Assume that the bits are independent.
(a) What is the probability that all bits are 1s?
(b) What is the probability that all bits are 0s?
(c) What is the probability that exactly 5 bits are 1s and 5
bits are 0s?
Independence
2-156/53 The following circuit operates if and only if there
is a path of functional devices from left to right. The
probability that each device functions is as shown.
Assume that the probability that a device is functional
does not depend on whether or not other devices are
functional. What is the probability that the circuit
operates?
Independence
2-208/61 The following circuit operates if and only if there
is a path of functional devices from left to right. Assume
devices fail independently and that the probability of
failure of each device is shown. What is the probability
that the circuit operates?
Bayes’ Theorem
From the definition of conditional probability,
P(A ∩ B) = P(A|B)P(B) = P(B ∩ A) = P(B|A)P(A)

Now, considering the second and last terms in the


expression above, we can write

P(A|B) = P(B|A)P(A)/P(B) for P(B) > 0


Equation 2-15
Bayes’ Theorem
If E1, E2, …, Ek are k mutually exclusive and exhaustive
events and B is any event,

𝑃 𝐸1 |𝐵
𝑃 𝐵|𝐸1 𝑃 𝐸1
=
𝑃 𝐵|𝐸1 𝑃 𝐸1 + 𝑃 𝐵|𝐸2 𝑃 𝐸2 + ⋯ + 𝑃 𝐵|𝐸𝑘 𝑃 𝐸𝑘
for P(B) > 0
Equation 2-16
Bayes’ Theorem
Examples:
2-38/55 Bayesian Network Bayesian Networks are used
on the Web sites of high-technology manufacturers to
allow customers to quickly diagnose problems with
product. An oversimplified example is presented here.
A printer manufacturer obtained the following
probabilities from a database of test results. Printer
failures are associated with three types of problems:
hardware, software, and other (such as connectors), with
probabilities 0.1, 0.6, and 0.3, respectively.
Bayes’ Theorem
The probability of a printer failure given a hardware
problem is 0.9, given a software problem is 0.2, and given
any other type of problem is 0.5. If a customer enters the
manufacturer’s Web site to diagnose a printer failure,
what is the most likely case of the problem?
Let the events H, S, and O denote a hardware, software,
or other problem, respectively, and let F denote a printer
failure.
Bayes’ Theorem
2-168/56 Software to detect fraud in consumer phone
cards tracks the number of metropolitan areas where calls
originate each day. It is found that 1% of the legitimate
users originate calls from two or more metropolitan areas
in a single day. However, 30% of fraudulent users originate
calls from two or more metropolitan areas in a single day.
The proportion of fraudulent users is 0.01%. If the same
user originates calls from two or more metropolitan areas
in a single day, what is the probability that the user is
fraudulent?
Bayes’ Theorem
2-171/56 Customers are used to evaluate preliminary
product designs. In the past, 95% of highly successful
products received good reviews, 60% of moderately
successful products received good reviews, and 10% of
poor products received good reviews. In addition, 40% of
products have been highly successful, 35% have been
moderately successful, and 25% have been poor products.
(a) What is the probability that a product attains a good
review?
(b) If a new design attains a good review, what is the
probability that it will be a highly successful product?
Bayes’ Theorem
(c) If a product does not attain a good review, what is the
probability that it will be a highly successful product?
Bayes’ Theorem
2-173/56 An inspector working for a manufacturing
company has a 99% chance of correctly identifying
defective items and a 0.5% chance of incorrectly
classifying a good item as defective. The company has
evidence that its line produces 0.9% of nonconforming
items.
(a) What is the probability that an item selected for
inspection is classified as defective?
(b) If an item selected at random is classified as
nondefective, what is the probability that it is indeed
good?
Bayes’ Theorem
2-177/57 Two Web colors are used for a site
advertisement. If a site visitor arrives from an affiliate, the
probabilities of the blue or green colors are 0.8 and 0.2,
respectively. If the site visitor arrives from a search site,
the blue and green colors are 0.4 and 0.6, respectively.
The proportion of visitors from affiliates and search sites
are 0.3 and 0.7, respectively. What is the probability that a
visitor is from a search site given that the blue ad was
viewed?
Bayes’ Theorem
2.95/76 In a certain region of the country it is known from
past experience that the probability of selecting an
adult over 40 years of age with cancer is 0.05. If the
probability of a doctor correctly diagnosing a person
with cancer as having the disease is 0.78 and the
probability of incorrectly diagnosing a person without a
cancer as having the disease is 0.06, what is the
probability that a person is diagnosed as having
cancer?

2.97/77 Referring to Exercise 2.95, what is the probability


that a person diagnosed as having cancer actually has
the disease?
Bayes’ Theorem
2.96/76 Police plan to enforce speed limits by using radar
traps at 4 different locations within the city limits. The
radar traps at each of the locations L1, L2, L3, and L4 are
operated 40%, 30%, 20%, and 30% of the time, and if a
person who is speeding on his way to work has
probabilities of 0.2, 0.1, 0.5, and 0.2, respectively, of
passing through these locations, what is the probability
that he will receive a speeding ticket?

2.98/76 If in Exercise 2.96 the person received a speeding


ticket on his way to work, what is the probability that
he passed through the radar trap located at L2?
Bayes’ Theorem
2.100/77 A regional telephone company operates three
identical relay stations at different locations. During a
one-year period, the number of malfunctions reported
by each station and the causes are shown below.
Station A B C
Problems with electricity supplied 2 1 1
Computer malfunction 4 3 2
Malfunctioning electrical equipment 5 4 2
Caused by other human errors 7 7 5
Suppose that a malfunction was reported and it was
found to be caused by other human errors. What is the
probability that it came from station C?
Bayes’ Theorem
4.28/204 Electric motors coming off two assembly lines
are pooled for storage in a common stockroom, and the
room contains an equal number of motors from each line.
Motors are periodically sampled from that room and
tested. It is known that 10% of the motors from line I are
defective and 15% of the motors from line II are defective.
If a motor is randomly selected from the stockroom and
found to be defective, find the probability that it came
from line I.
Bayes’ Theorem
1.7/19 The Binary Symmetric Channel A discrete channel
is characterized by an input alphabet X = {x1, x2, …, xn}; an
output alphabet Y = {y1, y2, …, ym}; and a set of conditional
probabilities (called transition probabilities), Pij which are
defined as follows: Pij = P(yj|xi) = P[receiving symbol
yj|symbol xi was transmitted], i = 1, 2, …, n; j = 1, 2, …, m.
The binary channel is a special case of the discrete
channel, where n = m = 2. It can be represented as shown
in Figure 1.5.
Bayes’ Theorem
Bayes’ Theorem
In the binary channel, an error occurs if y2 is received
when x1 is transmitted or y1 is received when x2 is
transmitted. Thus, the probability of error, Pe, is given by
Pe = P(x1 ∩ y2) + P(x2 ∩ y1)
= P(x1)P(y2|x1) + P(x2)P(y1|x2)
= P(x1)P12 + P(x2)P21

If P12 = P21, we say that the channel is a binary


symmetrical channel (BSC). Also, if in the BSC P(x1) = p,
then P(x2) = 1 − p = q.
Bayes’ Theorem
Consider the BSC shown in Figure 1.6, with P(x1) = 0.6 and
P(x2) = 0.4. Evaluate the following:
a. The probability that x1 was transmitted, given that y2
was received.
b. The probability that x2 was transmitted, given that y1
was received.
c. The probability that x1 was transmitted, given that y1
was received.
d. The probability that x2 was transmitted, given that y2
was received.
e. The unconditional probability of error
Bayes’ Theorem
Bayes’ Theorem
1.34/52 Consider the communication channel shown in
Figure 1.18. The symbols transmitted are 0 and 1.
However, three possible symbols can be received: 0, 1,
and E. Thus, we define the input symbol set as X ∈ {0,
1} and the output symbol set as Y ∈ {0, 1, E}. The
transition (or conditional) probabilities are defined by
pY|X, which is the probability that Y is received, given
that X was transmitted. In particular, p1|0 = 0.1 (i.e.,
given that 0 is transmitted, it is received as 1 with
probability 0.1), and pE|0 = 0.1 (i.e., given that 0 is
transmitted, it is received as E with probability 0.1).
Similarly, p0|1 = 0.2, p1|1 = 0.7, and pE|1 = 0.1.
Bayes’ Theorem
If P[X = 0] = P[X = 1] = 0.5, determine the following:
(a) P[Y = 0], P[Y = 1], and P[Y = E]
(b) If 0 is received, what is the probability that 0 was
transmitted?
(c) If E is received, what is the probability that 1 was
transmitted?
(d) If 1 is received, what is the probability that 1 was
transmitted?
Bayes’ Theorem
Random Variables
Random Variable
• A function that assigns a real number to each outcome
in the sample space of a random experiment

Notation
• Uppercase letter such as X
• The measured value is denoted by a lowercase letter
such as x = 70 milliamperes
• For multiple values, subscripts are used (x1, x2, x3, …)
Random Variables
Discrete
• With a finite (or countably infinite) range

Continuous
• With an interval (either finite or infinite) of real
numbers for its range
Random Variables
Examples of continuous random variables:
Electrical current, length, pressure, temperature, time,
voltage, weight

Examples of discrete random variables:


number of scratches on a surface, proportion of defective
parts among 1000 tested, number of transmitted bits in
error
Random Variables
2-182/58 Decide whether a discrete or continuous
random variable is the best model for each of the
following variables:
(a) The time until a projectile returns to earth.
(b) The number of times a transistor in a computer
memory changes state in one operation.
(c) The volume of gasoline that is lost to evaporation
during the filling of a gas tank.
(d) The outside diameter of a machined shaft.
Random Variables
2-183/58 Decide whether a discrete or continuous
random variable is the best model for each of the
following variables:
(a) The number of cracks exceeding, 1.2 cm in 16 km of an
interstate highway.
(b) The weight of an injection-molded plastic part.
(c) The number of molecules in a sample of gas.
(d) The concentration of output from a reactor.
(e) The current in an electronic circuit.
Scales of Measurement of
Variables
• Nominal
- Assigning numerical to categorical data.
• Ordinal Data
- Assigning rank to the levels of data.
• Interval
- Assigning a constant difference between numeric
data.
• Ratio
- Assigning continuous range of data over a range.
Nominal Data
• Commonly categorical data assigned to numbers.
• The applicable measurement is simply counting the
number of times a certain data would fall on the
category, like assigning 1 for males and 2 for females.
• Other examples include course, civil status, color, and
preference.
Ordinal Data
• Quantities where the numbers are used to designate
the rank order of the data
• The correlation or the effect of the ranking of one
variable can be measured. However, the range for each
rank is not constant.
• Examples are results of a race, ranking of a beauty
pageant, and level of hardness of a material in the
Moh’s scale.
Interval Data
• The range between the numeric values is constant.
• Addition and subtraction is applicable, but not for
multiplication and division.
• Multiplication and division can only be done in the
difference between intervals.
• Zero point is arbitrary.
• Examples include years (1994, 2004, etc.), times (00:00,
20:00, etc.) and temperature in Celsius and Fahrenheit
scales.
Ratio Data
• Widely used data in science and engineering
• Almost all the basic mathematical operations can be
performed in this data type.
• There is a non arbitrary zero point.
• Examples include length, mass, angles, charge, and
energy.
Summary
• Probability is a numerical measure between 0 and 1
assigned to events in a sample space. Higher numbers
indicate the event is more likely to occur.
• The odds equals the ratio of two probabilities.
• The addition rule is the formula used to determine the
probability of the union of two (or more) events from
the probabilities of the events and their intersection(s).
• Conditional probability is the probability of an event
given that the random experiment produces an
outcome in another event.
Summary
• The multiplication rule is the formula used to
determine the probability of the intersection of two (or
more) events.
• Independence is a property of a probability model and
two (or more) events that allows the probability of the
intersection to be calculated as the product of the
probabilities.
• For the total probability rule, given a collection of
mutually exclusive events whose union is the sample
space, the probability of an event can be written as the
sum of the probabilities of the intersections of the
event with the members of this collection.
Summary
• Bayes’ theorem is an equation for a conditional
probability such as P(A|B) in terms of the reverse
conditional probability P(B|A).
• Reliability is the probability that a specified mission will
be completed. It usually refers to the probability that a
lifetime of a continuous random variable exceeds a
specified time limit.
• A random variable is a function that assigns a real
number to each outcome in the sample space of a
random experiment.
Summary
• A continuous random variable has an interval (either
finite or infinite) of real numbers for its range.
• A discrete random variable has a finite (or countably
infinite) range.
• The classifications of variables according to scales of
measurement are nominal, ordinal, interval, and ratio.
References
• Ibe, Oliver C. Fundamentals of Applied Probability and
Random Processes, © 2005
• Montgomery and Runger. Applied Statistics and
Probability for Engineers, 6th Ed. © 2014
• Scheaffer, et al. Probability and Statistics for
Engineering Students, Philippine Ed. © 2012
• Spiegel, et al. Schaum’s Outlines Probability and
Statistics, 3rd Ed. © 2009, 2000, 1975
• Walpole, et al. Probability and Statistics for Engineers
and Scientists 9th Ed. © 2012, 2007, 2002

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