2-2 Interpretations of Probability

2-2.1 Introduction

Probability

 Used to quantify likelihood or chance

 Used to represent risk or uncertainty in
engineering applications
 Can be interpreted as our degree of belief or
relative frequency
 2-2 Interpretations of Probability

Equally Likely Outcomes

 2-2 Interpretations of Probability

Example 2-15
 2-2 Interpretations of Probability

Figure 2-11 Probability of the event E is the sum of the

probabilities of the outcomes in E
 2-2 Interpretations of Probability

Definition
 2-2 Interpretations of Probability

Example 2-16
Probability Interpretations of Probability
Example priori classical probability
Find the probability of selecting a face card (Jack, Queen,
or King) from a standard deck of 52 cards.

X number of face cards

Probability of Face Card  
T total number of cards

X 12 face cards 3
 
T 52 total cards 13

28/10/23
Probability Interpretations of Probability
Example empirical classical probability
Find the probability of selecting a male taking statistics
from the population described in the following table:

Taking Stats Not Taking Stats Total

Male 84 145 229
Female 76 134 210
Total 160 279 439

number of males taking stats

Probability of Male Taking Stats 
total number of people
84
  0.191
439
28/10/23
 2-2 Interpretations of Probability

2-2.2 Axioms of Probability

 2-3 Addition Rules

Probability of a Union

Example
Addition Rules Addition Rules
Example
Find the probability of selecting a male or a statistics
student from the population described in the following
table:
Taking Not Taking Total
Stats Stats
Male 84 145 229
Female 76 134 210
Total 160 279 439

P(Male or Stat) = P(M) + P(S) – P(M and S)

= 229/439 + 160/439 – 84/439 = 305/439
 2-3 Addition Rules

Mutually Exclusive Events

2-3 Addition Rules
Example
John is going to graduate from an industrial engineering department
in a university by the end of the semester. After being interviewed at
two companies he likes, he assesses that his probability of getting an
offer from company A is 0.8, and his probability of getting an offer
from company B is 0.6. If 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?

Solution: Using the additive rule, we have

P  A  B   P  A  P  B   P  A  B 
 0.8  0.6  0.5  0.9
Example
What is the probability of getting a total of 7 or 11 when a pair of fair
dice is tossed?

Solution: Let A be the event that 7 occurs and B the event that 11
comes up.
P(A) = 6/36 and P(B) = 2/36.
The events A and B are mutually exclusive, since a total of 7 and
11 cannot both occur on the same toss. Therefore,

P  A  B   P  A  P  B 
1 1 2
  
6 18 9
Example
If the probabilities are, respectively, 0.09, 0.15, 0.21, and 0.23 that a
person purchasing a new automobile will choose the color green,
white, red, or blue, what is the probability that a given buyer will
purchase a new automobile that comes in one of those colors?

Solution: Let G, W, R, and B be the events that a buyer selects,

respectively, a green, white, red, or blue automobile. Since these four
events are mutually exclusive, the probability is

P G  W  R  B   P G   P  W   P  R   P  B 
 0.09  0.15  0.21  0.23  0.68
Example
If 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?

Solution: Let E be the event that at least 5 cars are serviced. Now,
P(E) = 1 - P(E’), where E’ is the event that fewer than 5 cars are
serviced. Since

P  E '  0.12  0.19  0.31

P  E   1  P  E '  1  0.31  0.69
 2-3 Addition Rules

Figure 2-12 Venn diagram of four mutually exclusive events

 2-3 Addition Rules

Example 2-21
 2-4 Conditional Probability

 To introduce conditional probability, consider an

example involving manufactured parts.
 Let D denote the event that a part is defective and let
F denote the event that a part has a surface flaw.
 Then, we denote the probability of D given, or
assuming, that a part has a surface flaw as P(D|F).
This notation is read as the conditional probability
of D given F, and it is interpreted as the probability
that a part is defective, given that the part has a
surface flaw.
Conditional Pro.
Conditional Probability
Example 2-17(page 32)
 2-4 Conditional Probability

Figure 2-13 Conditional probabilities for parts with surface flaws

Conditional Pro. Conditional Probability

Special case: all outcomes are equally likely

Conditional Pro.
Conditional Probability
Example
 Conditional Probability
Example

Note that in this example all four of the following

probabilities are different:

Here, P(D) and P(D|F) are probabilities of the same

event, but they are computed under two different states
of knowledge. Similarly, P(F) and P(F|D) are computed
under two different states of knowledge.
2-4 Conditional Probability
2-4 Conditional Probability
Conditional Pro.
Conditional Probability
Example
Of the cars on a used car lot, 70% have air conditioning
(AC) and 40% have a CD player (CD). 20% of the cars
have both.
What is the probability that a car has a CD player, given
that it has AC?

CD No CD Total
P(CD and AC)
P(CD | AC) 
AC 0.2 0.5 0.7 P(AC)
No AC 0.2 0.1 0.3 0.2
  .2857
0.7
Total 0.4 0.6 1.0
Conditional Pro.
Conditional Probability
Example
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 ∩ 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.
P  D  A  0.78
P  A | D    0.94
P D 0.83
P  D  A  0.78
P D | A     0.95
P  A 0.82
Conditional Pro.
Conditional Probability
Example
Consider an industrial process in the textile industry in which strips
of a particular type of cloth are being produced. These strips can be
defective in two ways, length and nature of texture. For the case of
the latter, the process of identification is very complicated. It is
known from historical information on the process that 10% of strips
fail the length test, 5% fail the texture test, and only 0.8% fail both
tests. If a strip is selected randomly from the process and a quick
measurement identifies it as failing the length test, what is the
probability that it is texture defective?
Conditional Pro.
Conditional Probability
Solution:
Consider the events
L: length defective, T: texture defective
Given that the strip is length defective, the probability that this strip
is texture defective is given by
P T  L  0.008
P T | L     0.08
P L 0.1

Thus, knowing the conditional probability provides considerably

more information than merely knowing P(T).
2-5. Multiplication and Total Probability Rules

2-5.1 Multiplication Rule

2-5 Multiplication and Total Probability Rules

Example 2-26
Multiplication Rule

Example
The probability that an automobile battery subject to high engine
compartment temperature suffers low charging current is 0.7. The
probability that a battery is subject to high engine compartment
temperature is 0.05.
The probability that a battery is subject to low charging current and high
engine compartment temperature is

C={a battery suffers T ={a battery is subject to high

low charging current} engine compartment temperature}
Multiplication Rule

Example
The probability that the first stage of a numerically controlled
machining operation for high-rpm pistons meets specifications is
0.90. Failures are due to metal variations, fixture alignment, cutting
blade condition, vibration, and ambient environmental conditions.
Given that the first stage meets specifications, the probability that a
second stage of machining meets specifications is 0.95. What is the
probability that both stages meet specifications?
Let A and B denote the events that the first and second stages meet
specifications, respectively. The probability requested is

P  A  B   P  A  P  B | A   0.9  0.95  0.855

Example
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 replacing the first, what is the probability
that both fuses are defective?

We shall let A be the event that the first fuse is defective and B the
event that the second fuse is defective; then we interpret A ∩ B as
the event that A occurs and then B occurs after A has occurred. The
probability of first removing a defective fuse is 1/4; then the
probability of removing a second defective fuse from the remaining
4 is 4/19. Hence
1 4 1
P  A  B   P  A P  B | A   
4 19 19
Example
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?

Let B1, B2, and W1 represent, respectively, the drawing of a black

ball from bag 1, a black ball from bag 2, and a white ball from bag
1. We are interested in the union of the mutually exclusive events B1
∩ B2 and W1 ∩ B2.

P  B1  B2  or W1  B2   P  B1  P  B2 | B1   P W1  P  B2 | W1 

3 6 4 5 38
    
7 9 7 9 63
Example
Three cards are drawn in succession, without replacement, from an
ordinary deck of playing cards. Find the probability that the event
A1 ∩ A2 ∩ A3 occurs, where A1 is the event that the first card is a red
ace, A2 is the event that the second card is a 10 or a jack, and A3 is
the event that the third card is greater than 3 but less than 7.
We have
2 8 12
P  A1   , P  A2 | A1   , P  A3 | A1  A2  
52 51 50
and hence

P  A1  A2  A3   P  A1  P  A2 | A1  P  A3 | A1  A2 
2 8 12 8
   
52 51 50 5525
2-5 Multiplication and Total Probability Rules

2-5.2 Total Probability Rule

Figure 2-15 Partitioning

an event into two mutually Figure 2-16 Partitioning an
exclusive subsets. event into several mutually
exclusive subsets.
2-5 Multiplication and Total Probability Rules

2-5.2 Total Probability Rule (two events)

2-5 Multiplication and Total Probability Rules

Example 2-27
Suppose that in semiconductor manufacturing the probability is
0.10 that a chip that is subjected to high levels of contamination
during manufacturing causes a product failure. The probability
is 0.005 that a chip that is not subjected to high contamination
levels during manufacturing causes a product failure. In a
particular production run, 20% of the chip are subject to high
levels of contamination. What is the probability that a product
using one of these chips fails?
Clearly, the requested probability depends on whether or not the
chip was exposed to high levels of contamination.
Example. Semiconductor Contamination

Consider the contamination discussion at the start of this

section. The information is summarized here

Let F denote the event that the product fails, and let H
denote the event that the chip is exposed to high levels of
contamination.
Example 2-20 (page 35). Semiconductor Contamination

The requested probability is P(F), and the information

provided can be represented as
2-5 Multiplication and Total Probability Rules

Total Probability Rule (multiple events)

2-5 Multiplication and Total Probability
Rules
2-5 Multiplication and Total Probability Rules
Example

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?
Solution

Consider the following events:

A: the product 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.
Applying the rule of elimination, we can write

P  A   P  B1  P  A | B1   P  B2  P  A | B2   P  B3  P  A | B3 
 0.3  0.02  0.45  0.03  0.25  0.02  0.0245
2-6. Independence
2-6. Independence
2-6. Independence
2-6. Independence

Definition (two events)

2-6. Independence
2-6. Independence

Definition (multiple events)

2-6. Independence
2-6. Independence
 2-6. Independence
Example 2-34
2-6. Independence
2-6. Independence
2-7 Bayes’ Theorem

Definition
2-7 Bayes’ Theorem

Bayes’ Theorem
 Example 2-38
Bayesian networks are used on the Web sites of hight –
technology manufactures to allow customers to quickly
diagnose problems with products. 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. The probability of
a printer failure given a hardware problem is 0.9, given
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, what is the most likely cause of the problem?
Let the events H, S and O denote a hardware, software and other
problem, respectively and let F denote a printer failure. The most likely
cause of the problem is the one that corresponds to the largest of P(H/F),
P(S|F) and P(O|F). In Bayes’Theorem the denominatior is

P  F   P  H  P  F | H   P  S  P  F | S   P O  P  F | O   0.9.  0.1  0.2  0.6   0.5 0.3   0.36

Then
P  F | H  P  H  0.9  0.1
PH | F     0.25
PF  0.36
P  S | H  P  S  0.2  0.6
P S | F     0.333
PF  0.36
P  F | O  P O  0.5  0.3
P O | F     0.417
PF  0.36
 Bayes’ Theorem
Example
Suppose that P(A | B) = 0.7, P(A) = 0.5, and P(B) = 0.2.
Determine P(B | A).

P  B  P  A | B  0.2*0.7
P  B | A    0.28
P  A 0.5

28/10/23
 Bayes’ Theorem
Example
In a state where cars have to be tested for the emission of pollutants, 25%
of all cars emit excessive amount of pollutants. When tested, 99% of all
cars that emit excessive amount of pollutants will fail, but 17% of all cars
that do not emit excessive amount of pollutants will also fail. What is the
probability that a car that fails the test actually emits excessive amounts
of pollutants?

Let A the event that it emits excessive amounts of pollutants and B

denote the event that a car fails the test:
P(A) = 0.25, P(B|A) = 0.99 and P(B|A’) = 0.17.
We have to find P(A|B)?
 Bayes’ Theorem
P(A) P ( B | A)
P(A | B) 
P(B)
where
P(B) = P(A)P(B|A) + P(A’)P(B|A’)
= 0.25*0.99 + 0.75*0.17 = 0.375

Substitution into the formula for P(A|B) yields

P(A) P( B | A) 0.25*0.99
P(A | B)    0.66
P(B) 0.375

28/10/23
 Bayes’ Theorem
Example
Two events A and B are such that P[A∩B] = 0.15,
P[A∪B] = 0.65, and P[A|B] = 0.5. Find P[B|A].

28/10/23
Example Bayes’ Theorem
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. If a product was chosen
randomly and found to be defective, what is the probability that it
was made by machine B3?

Using Bayes’ rule to write

P  B3  P  A | B3 
P  B3 | A  
P  B1  P  A | B1   P  B2  P  A | B2   P  B3  P  A | B3 
0.25*0.02 10
 
0.0245 49
In view of the fact that a defective product was selected, this result
suggests that it probably was not made by machine B3.
 Bayes’ Theorem
Example
A manufacturing firm employs three analytical plans for the design
and development of a particular product. For cost reasons, all three
are used at varying times. In fact, plans 1, 2, and 3 are used for 30%,
20%, and 50% of the products, respectively. The defect rate is
different for the three procedures as follows:
P(D|P1) = 0.01, P(D|P2) = 0.03, P(D|P3) = 0.02,
where P(D|Pj) is the probability of a defective product, given plan j.
If a random product was observed and found to be defective, which
plan was most likely used and thus responsible?
 Bayes’ Theorem
From the statement of the problem
P(P1) = 0.30, P(P2) = 0.20, and P(P3) = 0.50,
we must find P(Pj|D) for j = 1, 2, 3. Bayes’ rule shows
P  P1  P  D | P1 
P  P1 | D  
P  P1  P  D | P1   P  P2  P  D | P2   P  P3  P  D | P3 
0.3*0.01 0.003
   0.158
0.3*0.01  0.2*0.03  0.5*0.02 0.019
Similarly
0.03*0.2 0.02*0.5
P  P2 | D    0.316 P  P3 | D    0.526
0.019 0.019
The conditional probability of a defect given plan 3 is the largest
of the three; thus a defective for a random product is most likely
the result of the use of plan 3
 Bayes’ Theorem
Example
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?
c. If a product does not attain a good review, what is the probability
that it will be a highly successful product?
 Let A1: product is highly successful,
A1: product is moderately successful,
A1: product is poorly successful,
B: product attains a good review
B’: product attains a bad review
a ) P  B   P  A1  P  B | A1   P  A2  P  B | A2   P  A3  P  B | A3 
 0.4*0.95  0.35*0.6  0.25*0.1  0.615

P  A1  P  B | A1  0.4*0.95
b) P  A1 | B     0.618
P B 0.615

P  A1  P  B ' | A1  0.4* 1  0.95 

c) P  A1 | B '    0.052
P  B ' 1  0.615
 2-8. Random Variables
Definition
 Random Variables
Example
Example3.1:3.1:
Two
Twoballs
ballsare
aredrawn
drawnin insuccession
successionwithout
withoutreplacement
replacementfrom
froman
anurn
urn
containing
containing44redredballs
ballsand
and33black
blackballs.
balls.The
Thepossible
possibleoutcomes
outcomesand
and
the
thevalues
valuesyyofofthe
therandom
randomvariable
variableYY,,where
whereYYisisthe
thenumber
numberof
ofred
red
balls,
balls,are
are
 Random Variables
Example
Example3.2:3.2:
AAstockroom
stockroomclerk
clerkreturns
returnsthree
threesafety
safetyhelmets
helmetsatatrandom
randomto tothree
three
steel
steelmill
millemployees
employeeswho whohad
hadpreviously
previouslychecked
checkedthem.
them.IfIfSmith,
Smith,
Jones,
Jones,and
andBrown,
Brown,in inthat
thatorder,
order,receive
receiveone
oneofofthe
thethree
threehats,
hats,list
listthe
the
sample
samplepoints
pointsfor
forthe
thepossible
possibleorders
ordersof
ofreturning
returningthe
thehelmets,
helmets,and
and
find
findthe
thevalue
valuemmofofthe
therandom
randomvariable
variableMMthat
thatrepresents
representsthethe
number
numberof ofcorrect
correctmatches.
matches.
Solution: If S, J, and B stand
for Smith’s, Jones’s, and
Brown’s helmets, respectively,
then the possible arrangements
in which the helmets may be
returned and the number of
correct matches are
 Random Variables
Example
Example3.3:
3.3:
Consider
Considerthe
thesimple
simplecondition
conditionin
inwhich
whichcomponents
componentsarearearriving
arrivingfrom
from
the
theproduction
productionline
lineand
andthey
theyare
arestipulated
stipulatedto
tobe
bedefective
defectiveor
ornot
not
defective.
defective.Define
Definethe
therandom
randomvariable
variableXXbyby

Clearly
Clearlythe
theassignment
assignmentofof11or
or00isisarbitrary
arbitrarythough
thoughquite
quiteconvenient.
convenient.
This
Thiswill
willbecome
becomeclear
clearin
inlater
laterchapters.
chapters.The
Therandom
randomvariable
variablefor
for
which
which00and
and11are
arechosen
chosentotodescribe
describethe
thetwo
twopossible
possiblevalues
valuesisiscalled
called
aaBernoulli
Bernoullirandom
randomvariable.
variable.
 Random Variables
Example
Example3.4: 3.4:
Statisticians
Statisticiansuse
usesampling
samplingplans
plansto toeither
eitheraccept
acceptor
orreject
rejectbatches
batchesor
or
lots
lotsof
ofmaterial.
material.Suppose
Supposeone
oneofofthese
thesesampling
samplingplans
plansinvolves
involves
sampling
samplingindependently
independently10
10items
itemsfrom
fromaalot
lotof
of100
100items
itemsininwhich
which1212
are
aredefective.
defective.

Let X be the random variable defined as the number of items found

defective in the sample of 10. In this case, the random variable takes
on the values 0, 1, 2, . . . , 9, 10.
 Random Variables
Example
Example3.5:3.5:
Suppose
Supposeaasampling
samplingplan
planinvolves
involvessampling
samplingitems
itemsfrom
fromaaprocess
process
until
untilaadefective
defectiveisisobserved.
observed.The
Theevaluation
evaluationofofthe
theprocess
processwill
will
depend
dependon onhow
howmany
manyconsecutive
consecutiveitems
itemsare
areobserved.
observed.In Inthat
thatregard,
regard,
let
letXXbe
beaarandom
randomvariable
variabledefined
definedby bythe
thenumber
numberof ofitems
items
observed
observedbefore
beforeaadefective
defectiveisisfound.
found.With
WithNNaanondefective
nondefectiveandandDD
aadefective,
defective,
sample
samplespaces
spacesare
areSS=={D}
{D}given
givenXX==1,1,
SS=={ND}
{ND}given
givenXX==2,2,
SS=={NND}
{NND}given
givenXX==3.3.
 Random Variables
Example
Example3.6:3.6:
Interest
Interestcenters
centersaround
aroundthe
theproportion
proportionofofpeople
peoplewho
whorespond
respondto toaa
certain
certainmail
mailorder
ordersolicitation.
solicitation.Let
LetXXbe
bethat
thatproportion.
proportion.XXisisaa
random
randomvariable
variablethat
thattakes
takesononall
allvalues
valuesxxfor
forwhich
which00≤≤xx≤≤1.1.

Example
Example3.7:
3.7:
Let
LetXXbe
bethe
therandom
randomvariable
variabledefined
definedby
bythe
thewaiting
waitingtime,
time,in
inhours,
hours,
between
betweensuccessive
successivespeeders
speedersspotted
spottedby
byaaradar
radarunit.
unit.The
Therandom
random
variable
variableXXtakes
takeson
onall
allvalues
valuesxxfor
forwhich
whichxx≥≥0.0.
 2-8. Random Variables

Definition
 2-8. Random Variables

Examples of Random Variables

THANKS!