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