EEE-251: Probability Methods in Engineering

Chapter 2

Dr. Muhammad Naeem

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 Course Outline

Text Book:
Probability & Statistics for Engineers & Scientists, 9/E:
Ronald E. Walpole: Raymond H. Myers

Slides Material is from Textbook and Internet

Curtsey: https://zitompul.wordpress.com/2-core-lectures/3-
basic-probability-and-statistics/
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Counting Sample Points

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Counting Sample Points

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 Counting Sample Points
How many even four-digit numbers can be formed from the digits 0,
1, 2, 5, 6, and 9 if each digit can be used only once?
Solution: Since the number must be even, we have onlyn1= 3 choices for the
units position. However, for a four-digit number the thousands position cannot
be 0. Hence, we consider the units position in two parts, 0 or not 0.

If the units position is 0 (i.e., n1= 1), we haven2= 5 choices for the thousands
position,n3= 4 for the hundreds position, andn4= 3 for the tens position.
Therefore, in this case we have a total of n1 n2 n3 n4 = (1)(5)(4)(3) = 60
even four-digit numbers.

On the other hand, if the units position is not 0 (i.e., n1= 2), we haven2= 4
choices for the thousands position,n3= 4 for the hundreds position, andn4= 3
for the tens position. In this situation, there are a total of n1n2n3n4= (2)(4)(4)
(3) = 96 even four-digit numbers. Since the above two cases are mutually
exclusive, the total number of even four-digit numbers can be calculated as 60
+ 96 = 156.

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 Counting Sample Points

A permutation is an arrangement of all or part of a set of

objects
The number of permutations of n objects is n!.
There are basically two types of permutation:
Repetition is Allowed: such as the lock above. It could be "333".
No Repetition: for example the first three people in a running race. You can't
be first and second.

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Counting Sample Points

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Counting Sample Points

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 Combinations and Permutations

"My fruit salad is a combination of apples, grapes and bananas"

We don't care what order the fruits are in, they could also be
"bananas, grapes and apples" or "grapes, apples and bananas",
its the same fruit salad.

"The combination to the safe was 472". Now we do care

about the order. "724" would not work, nor would "247". It has
to be exactly 4-7-2.
So, in Mathematics we use more precise language:

If the order doesn't matter, it is a Combination.

If the order does matter it is a Permutation

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 Sample space of a random experiment is
defined as the set of all possible outcomes.
 Outcomes are mutually exclusive in the
sense that they cannot occur simultaneously
 Experiment or Trial: an action where the
result is uncertain.

Difference between Outcome and event

The Sample Space is all possible outcomes.

A Sample Point is just one possible outcome.
And an Event can be one or more of the
possible outcomes.

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a) The probability of a sure thing is 1.
b) The probability of an impossible outcome is 0.
c) The sum of the probabilities of all possible outcomes
is 1.
d) The probability for any random event must be
somewhere from 0 to 1.
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a) The probability of a sure thing is 1.
b) The probability of an impossible outcome
is 0.
c) The sum of the probabilities of all possible
outcomes is 1.
d) The probability for any random event must
be somewhere from 0 to 1.
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Probability of an Event
 The likelihood of the occurrence of an event resulting from such a statistical
experiment is evaluated by means of a set of real numbers called weights
or probabilities ranging from 0 to 1.

 The probability of an event A is the sum of the weights of all sample points
in A. Therefore,
0  P( A)  1, P()  0, P( S )  1
 Furthermore, if A1, A2, A3, ... is a sequence of mutually exclusive events,
then
P ( A1  A2  A3  )  P ( A1 )  P( A2 )  P ( A3 )  

 If an experiment can result in any one of N different equally likely outcomes,

and if exactly n of these outcomes correspond to event A, then the
probability of event A is
n
P ( A) 
N
Probability of an Event
A coin is tossed twice. What is the probability that at least one head occurs?

Exp 2.24
S  {HH , HT , TH , TT }  Sample space of the experiment, 4 events

A  {HH , HT , TH }  Events of interest, at least one head occurs

3
P( A) 
4
Probability of an Event
A dice is loaded in such a way that an even number is twice as likely to occur
as an odd number. If E is the event that a number less than 4 occurs on a
single toss of the dice, find P(E).
Exp 2.25
S  {1, 2,3, 4,5, 6} P (even)  2 9
E  {1, 2,3} P (odd)  1 9
P( E )  1 9  2 9  1 9  4 9

As the last example, let A be the event that an even number turns up and let B
be the event that a number divisible by 3 occurs. Find P(A È B) and P(A Ç B).
Exp 2.26
A  {2, 4, 6}  A  B  {2,3, 4, 6}  P( A  B)  7 9
B  {3, 6}  A  B  {6}  P( A  B)  2 9
Exp 2.27

Exp 2.28

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Additive Rules
 If A and B are any two events, then
S
P ( A  B)  P( A)  P ( B )  P ( A  B )
A AÇB B

AÈB

 If A and B are mutually exclusive, then S

P ( A  B )  P ( A)  P ( B )
A B

AÈB

 For 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 )
?Can you prove using
Venn diagram?
Additive Rules
The probability of John to be hired by company A is 0.8, and the probability
that he gets an offer from company B is 0.6. If, on the other hand he believes
that the probability that he will get offers from both companies is 0.5, what is
the probability that he will get at least one offer from these two companies?
Exp 2.29
P ( A  B)  P( A)  P ( B )  P ( A  B )  0.8  0.6  0.5  0.9

What is the probability of getting a total of 7 or 11 when a air of fair dice are
tossed?
Exp 2.30
Let A be the event that 7 occurs and B the event that 11 comes up. The
events A and B are mutually exclusive, since a total of 7 and 11 cannot both
occur on the same toss. Therefore,
6 2 2
 
P ( A  B )  P ( A)  P ( B ) 36 36 
9
Exp 2.31

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Additive Rules
 If A and A’ are complementary events, means A Ç A’ = Æ and
A È A’ = S, then
P ( A)  P ( A)  1

The probabilities that an automobile mechanic will service 3, 4, 5, 6, 7, or 8 or

more cars on any given workday are, respectively, 0.12, 0.19, 0.28, 0.24,
0.10, and 0.07. What is the probability that he will service at least 5 cars on
his next day at work?
Exp 2.32
Let E be the event that at least 5 cars are serviced, then E’ is the event that
fewer than 5 cars are serviced.
P ( E )  0.12  0.19  0.31
P ( E )  1  P( E )  1  0.31  0.69
Conditional Probability
 The probability of an event B occurring when it is known that some event A
has occurred is called a conditional probability.
 It is denoted by symbol P(B|A), usually read “the probability that B occurs given
that A occurs” or simply “the probability of B, given A.”
 The probability P(B|A) can be seen as an “updating” of P(B) based on the
knowledge that even A has occurred.

 The conditional probability of B, given A, denoted by P(B|A), is defined by

P( A  B)
P ( B A)  if P( A)  0
P( A)
Conditional Probability
If a fair dice is tossed once, what is the probability of getting a 6, given that
the number you got is an even number?

A  {2, 4, 6}  P( A)  3 6
B  {6}  P( B)  1 6

A  B  {6}  P( A  B)  1 6
P( A  B) 1 6 1
P ( B A)   
P( A) 36 3
Conditional Probability
The probability that a regularly scheduled flight departs on time is P(D) =
0.83; the probability that it arrives on time is P(A) = 0.82; and the probability
that it departs and arrives on time is P(D Ç A) = 0.78. Find the probability that
a plane
(a) arrives on time given that it departed on time,
(b) departed on time given that it has arrived on time, and
(c) arrives on time given that it did not depart on time

P( D  A) 0.78
(a) P( A D)    0.94
P ( D) 0.83 A S
D
AÇD
P( A  D) 0.78
(b) P ( D A)    0.95 D’
P ( A) 0.82 A Ç D’

P( D  A) 0.82  0.78
(c) P ( A D)    0.24
P( D) 1  0.83
Conditional Probability
Yes No Total
The question “Do you smoke?” was asked Male 19 41 60
to 100 people. The results are shown in
the table. Female 12 28 40
What is the probability that: Total 31 69 100
(a) a randomly selected individual being a male who smokes?
(b) a randomly selected individual being a male?
(c) a randomly selected individual is smoking?
(d) a randomly selected male is smoking?
(e) a randomly selected smoker is male?

(a) P(MÇS) = 19/100

MÇN
(b) P(M) = P(MÇS) È P(MÇS’) = 60/100 Y S
(c) P(S) = P(SÇM) È P(SÇM’) = 31/100
MÇY
(d) P(S|M) = 19/60
(e) P(M|S) = 19/31 FÇY
FÇN
Conditional Probability
A dice is loaded in such a way that an even number is twice as likely to occur
as an odd number. It is tossed once.
(a) What is the probability that event B of getting a perfect square will turn
out?
(b) What is the probability that even B will happen when it is known that the
toss of the die resulted in a number greater than 3?

(a) B  {1, 4}  P( B)  1 9  2 9  3 9

(b) G  {4,5, 6}  P (G )  2 9  1 9  2 9  5 9
B  G  {4}  P( B  G )  2 9

P (G  B ) 2 9
P( B G )    25
P(G ) 59
 Exercise: Conditional Probability
Dependent Events
2 blue and 3 red marbles are in a bag. 2 marbles are taken out at random and
without replacement.
(a) If the first marble taken out is blue, what is the probability to get the red
marble next?
(b) What is the probability of taking two red balls in a row?
Example: Marbles in a Bag
2 blue and 3 red marbles are in a bag.
What are the chances of getting a blue marble?
The chance is 2 in 5

 But after taking one out you change the chances!

 So the next time:
 if you got a red marble before, then the chance of a blue marble next is 2 in 4
 if you got a blue marble before, then the chance of a blue marble next is 1 in 4
 "Replacement"
 Note: if you had replaced the marbles in the bag each time, then the chances would
not have changed and the events would be independent:
 With Replacement: the events are Independent (the chances don't change)
 Without Replacement: the events are Dependent (the chances change)
 Exercise: Conditional Probability
2 blue and 3 red marbles are in a bag. 2 marbles are taken out at random and
without replacement.
(a) If the first marble taken out is blue, what is the probability to get the red
marble next?
(b) What is the probability of taking two red balls in a row?

Ans ● (3/4)
● (3/5)(2/4)=(3/10)
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Independent Events
 Two events A and B are independent if and only if
P( B A)  P( B) or P ( A B )  P( A)
Otherwise, A and B are dependent.
Multiplicative Rules
 If in an experiment the events A and B can both occur, then
P ( A  B )  P ( A)  P ( B A)
Since A Ç B and B Ç A are equivalent, it follows that
P ( B  A)  P ( B )  P ( A B )

 Two events A and B are independent if and only if

P ( A  B)  P ( A)  P ( B )

Suppose that 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 replacement, what is the probability that both fuses are
defective?

Let A be the event that the first fuse is defective and B the event that the
second fuse is defective, then
5 4 1
P ( A  B )  P ( A)  P ( B A)   
20 19 19
Exercise: Multiplicative Rules
Two defective resistors are mixed with five good ones. An operator tests the
resistors one-by-one to find out the defective resistors. He takes two resistors
at random and without replacement.
What is the probability that the operator finds the two resistors directly in the
first two tests?

Ans ● (2/7)(1/6)
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A die is tossed twice and the number of dots facing up is counted and noted in the order of
occurrence. Let Abe the event “number of dots in first toss is not less than number of dots in
second toss,” and let B be the event “number of dots in first toss is 6.” Find P[A|B] and P[B|A].
A  (1,1)
(2,1), (2, 2)
(3,1), (3, 2), (3,3)
(4,1), (4, 2), (4,3), (4, 4)
(5,1), (5, 2), (5,3), (5, 4), (5,5)
(6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

B  (6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

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Find the probabilities of the following events in terms of P[A],P[B], and P[A intersection B]
(a) A occurs and B does not occur ;B occurs and A does not occur.
(b) Exactly one of A or B occurs.
(c) Neither A nor B occur
A  (1,1)
(2,1), (2, 2)
(3,1), (3, 2), (3,3)
(4,1), (4, 2), (4,3), (4, 4)
(5,1), (5, 2), (5,3), (5, 4), (5,5)
(6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

B  (6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

P (A)  21/ 36  a   P(A)  21/ 36

P (B)  6 / 36 P (B)  6 / 36
P (A B)  P(B) P(A B)  P(B)

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A die is tossed twice and the number of dots facing up is counted and noted in the order of
occurrence. Let Abe the event “number of dots in first toss is not less than number of dots in
second toss,” and let B be the event “number of dots in first toss is 6.” Find P[A|B] and P[B|A].
A  (1,1)
(2,1), (2, 2)
(3,1), (3, 2), (3,3)
(4,1), (4, 2), (4,3), (4, 4)
(5,1), (5, 2), (5,3), (5, 4), (5,5)
(6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

B  (6,1), (6, 2), (6,3), (6, 4), (6,5), (6, 6)

P(A)  21/ 36
P (B)  6 / 36
P(A B)  P(B)
P(A B)  P(B) P(A | B)  P( A) P( B | A)

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The Law of Total Probability

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Multiplicative Rules
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 from the first bag and placed
unseen in the second bag. What is the probability that a ball now drawn from
the second bag is black?

B1 : the drawing of a black ball from bag 1

B2 : the drawing of a black ball from bag 2
W1 : the drawing of a white ball from bag 1

P ( B2 )  P( B1  B2 )  P (W1  B2 )
3 6 4 5 38
P ( B2 )  P ( B1 )  P ( B2 B1 )  P (W1 )  P( B2 W1 )     
7 9 7 9 63
Multiplicative Rules
An electrical system consists of four components as illustrated below. The
system works if components A and B work and either of the components C or
D work. The reliability (probability of working) of each component is also
indicated. Find the probability that
(a) the entire system works
(b) the component C does not work, given
that the entire system works
(c) the entire system works given that the
component C does not work.
Assume that four components work
independently.
a)
(a) P  S   P  A  B  C  D 
 P  A  P  B  P C  D  Due to independence
 P  A  P  B   P C   P  D   P C  D 
 P  A  P  B   P C   P  D   P C  P  D 
 0.7776
(b) Find the probability that the component C
does not work, given that the entire system
works
P (system works while C not working)
P (C  system works) 
P (system works)
P( A  B  C   D) (0.9)(0.9)(1  0.8)(0.8)
   0.1667
P (system works) 0.7776
b)
P C   S  P C    A  B  C  D  
P C  | S   
P S  P S 
Apply distributive law on A  B  C  D 
A  B  C  D    A  B  C    A  B  D 
 C    A  B  C  D   C    A  B  C    A  B  D 
  C   A  B  C   C   A  B  D 
 C   A  B  D 

P  C   S  P  C   A  B  D  P C   P  A  P  B  P  D 
P C  | S    
P S  P S  P S 
(c) Find the probability that the entire system works given that the component
C does not work
P (C not working but system works )
P (system works C ) 
P (C )
P( A  B  C   D) (0.9)(0.9)(1  0.8)(0.8)
   0.648
P (C ) (1  0.8)

Food for thoughts

Find the probability that
(a) the component C does not work given that entire system works
(b) The system works given that component A does not work
(c) The system does not work given that component A does not work
Bayes’ Rule
 Refer to the following figure.
A  ( E  A)  ( E   A)
P ( A)  P ( E  A)  ( E   A) 
 P ( E  A)  P ( E   A)

 P ( E ) P ( A E )  P ( E ) P ( A E )

 If the events B1, B2, ..., Bk constitute a

partition of the sample space S such that
P(Bi) = 0 for i = 1, 2, ..., k, then for any
event A of S,
k k
P ( A)   P ( Bi  A)   P ( Bi )  P ( A Bi )
i 1 i 1
Bayes’ Rule
A travel agent offers 4-day and 8-day trips around USA. Based on long-range
sales, the probability that a customer will book a 4-day trip is 0.75. Of those
that book that trip, 60% also order the bus pass. But only 30% of 8-day trip
customers order the bus pass. A randomly selected buyer purchases a bus
pass and a round trip. What is the probability that the trip she orders is a 4-
day trip?

F : the customer books a 4-day round trip

E : the customer books an 8-day round trip
B : the customer orders a bus pass
P( B  F )
P( B)  P( B  F )  P( B  E ) P( F B) 
P( B)
 P( F )  P( B F )  P( E )  P( B E ) P( F )  P( B F )

 (0.75)(0.6)  (1  0.75)(0.3) P( B)
(0.75)(0.6)
 0.525 
0.525
 0.857
Chapter 2.8

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?

B1 : the product is made by machine B1

B2 : the product is made by machine B2
B3 : the product is made by machine B3
D : the product is defective

P( D)  P( B1  D)  P( B2  D)  P ( B3  D)
 P ( B1 )  P( D B1 )  P( B2 )  P( D B2 )  P( B3 )  P( D B3 )
 (0.3)(0.02)  (0.45)(0.03)  (0.25)(0.02)
 0.0245
Bayes’ Rule
With reference to the last example, if a product were chosen randomly and
found to be defective, what is the probability that it was made by machine B3?

P( D  B3 )
P( B3 D) 
P( D)
P ( B3 )  P ( D B3 )

P( D)
(0.25)(0.02)

0.0245
 0.204
Problem: a simple binary communication channel carries messages by using only two
signals, say 0 and 1. We assume that, for a given binary channel, 40% of the time a 1 is
transmitted; the probability that a transmitted 0 is correctly received is 0.90, and the
probability that a transmitted 1 is correctly received is 0.95. Determine
(a) the probability of a 1 being received,
(b) given a 1 is received, the probability that 1 was transmitted.

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Problem: A simple binary communication channel carries messages by using only two
signals, say 0 and 1. We assume that, for a given binary channel, 40% of the time a 1 is
transmitted; the probability that a transmitted 0 is correctly received is 0.90, and the
probability that a transmitted 1 is correctly received is 0.95. Determine
(a) the probability of a 1 being received,
(b) given a 1 is received, the probability that 1 was transmitted.

66
Problem: A simple binary communication channel carries messages by using only two
signals, say 0 and 1. We assume that, for a given binary channel, 40% of the time a 1 is
transmitted; the probability that a transmitted 0 is correctly received is 0.90, and the
probability that a transmitted 1 is correctly received is 0.95. Determine
(a) the probability of a 1 being received,
(b) given a 1 is received, the probability that 1 was transmitted.

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Problem: a simple binary communication channel carries messages by using only two
signals, say 0 and 1. We assume that, for a given binary channel, 40% of the time a 1 is
transmitted; the probability that a transmitted 0 is correctly received is 0.90, and the
probability that a transmitted 1 is correctly received is 0.95. Determine
(a) the probability of a 1 being received,
(b) given a 1 is received, the probability that 1 was transmitted.

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Food for thoughts
Problem: a simple cascaded binary communication channel carries messages by using
only two signals, say 0 and 1. Determine
(a) the probability of a 1 being received,
(b) given a 1 is received, the probability that 1 was transmitted.

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 More Practice Problems

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