Lecture 3 - 503 STAT - Bayes & Discrete Distributions

Bayes' Rule
Definition:
The events , ,…, and constitute a partition of the
sample space if:
503 STAT - Probability and Statistics for Engineers and Scientists – Dr. Mansour Shrahili
Theorem: (Total Probability)
If the events , ,…, and constitute a partition of the
sample space such that
for
then for any event B:
Example
Three machines , and make 20%, 30%, and
50%, respectively, of the products. It is
known that 1%, 4%, and 7% of the products
made by each machine, respectively, are
defective. If a finished product is randomly
selected, what is the probability that it is
defective?
Solution:
Define the following events:

B = {the selected product is defective}
= {the selected product is made by machine }
Another Example: see Example 2.41 page 74
Question:
If it is known that the selected product is
defective, what is the probability that it is
made by machine ?
Answer:
This rule is called Bayes' rule.

Theorem: (Bayes' rule)
Example
In the previous example, if it is known that

the selected product is defective, what is the
probability that it is made by:
(a) machine ?
(b) machine ?
Solution:
Note:
P(|B) = 0.0408, P(|B) = 0.2449, P(|B) = 0.7142
3
∑ 𝑃 ( 𝐴𝑘 / 𝐵 ) =1
𝑘=1
If the selected product was found defective, we

should check machine first, if it is ok, we should
check machine , if it is ok, we should check
machine .
Chapter 3: Random Variables
and Probability Distributions
3.1 Concept of a Random Variable:
In a statistical experiment, it is often very

important to allocate numerical values to the
outcomes.
Example:
• Experiment: testing two components.
D=defective (‫)معيب‬,
N=non-defective(‫)غير معيب‬
• Sample space: S={DD,DN,ND,NN}
• Let X = number of defective components
when two components are tested.
Assigned numerical values to the outcomes are:
Sample point Assigned
(Outcome) Numerical Value
(x)
DD 2
DN 1
ND 1
NN 0
Notice that, the set of all possible values of

the random variable X is {0, 1, 2}.
Definition 3.1:
A random variable X is a function that
associates each element in the sample space
with a real number (i.e., X : S → R.)
Notation:
"X" denotes the random variable .
"x" denotes a value of the random variable X.
Types of Random Variables:
• A random variable X is called a discrete random
variable if its set of possible values is countable,
i.e.,
∈ {, , …, } or ∈ {, , …}
• A random variable X is called a continuous

random variable if it can take values on a
continuous scale, i.e.,
.x ∈ {x: a < x < b; a, b ∈R}
3.2 Discrete Probability Distributions
A discrete random variable X assumes each

of its values with a certain probability.
Example:
Experiment: tossing a non-balance coin 2
times independently.
• H= head , T=tail
• Sample space: S={HH, HT, TH, TT}
• Suppose P(H)=1/3 and P(T)=2/3
Let X= number of heads
• The possible values of X are: 0, 1, and 2.
• X is a discrete random variable.
• Define the following events:
The possible values of X with their probabilities
are:
0
1
2
Total 1
The function f(x)=P(X=x) is called the probability

function (probability distribution) of the discrete
random variable X.
Definition
The function f(x) is a probability function of a
discrete random variable X if, for each possible
values x, we have:
Example:
For the previous example, we have:
0
1
2
Total 1
Note
If X is a discrete random variable then
Example
A shipment of 8 similar microcomputers to a
retail outlet contains 3 that are defective and 5
are non-defective. If a school makes a random
purchase of 2 of these computers, find the
probability distribution of the number of
defectives.
Answer
2 Computers 8 Computers
D N
3 5
Solution:
We need to find the probability distribution
of the random variable: X = the number of
defective computers purchased.
Experiment: selecting 2 computers at
random out of 8
In general, for x=0,1, 2, we have:
The probability distribution of X can
be given in the following table
The probability distribution of X can be
written as a formula as follows:
Hypergeometric Distribution
Definition 3.5:
The cumulative distribution function
(CDF), F(x), of a discrete random
variable X with the probability function
f(x) is given by:
𝑭 ( 𝒙 )= 𝑷 ( 𝑿 ≤ 𝒙 ) =∑ 𝒇 (𝒕),− ∞<𝒙 <∞
𝒕≤𝒙
Example:
Find the CDF of the random variable X
with the probability function:
Solution:
The CDF of the random variable X is:
Note:
F(−0.5) = P(X≤−0.5)=0
F(1.5)=P(X≤1.5)=F(1) =25/28
F(3.8) =P(X≤3.8)=F(2)= 1
Result:
Result:
Example:
In the previous example,
Continuous Probability Distributions
For any continuous random variable, X,

there exists a non-negative function f(x),
called the probability density function
(p.d.f) through which we can find
probabilities of events expressed in term of
X.
For any continuous r. v. X, there exists a function ,
called the density function of X , for which:
(i) The total area under the curve of =1.
𝑓 : ℝ ⟶ [ 0 , ∞¿
𝑓 ( 𝑥)
a b 𝑥
Definition
Note:
Example
Solution:
X = the error in the reaction temperature in oC.
X is continuous r. v.
1. (a) f(x) ≥ 0 because f(x) is a quadratic function.
Definition
The cumulative distribution function (CDF),
F(x), of a continuous random variable X with
probability density function f(x) is given by:
Result:
Example:
In the previous example

1. Find the CDF
2. Using the CDF, find P(0<X≤1).
Solution:
(1) Finding F(x):
2. Using the CDF,
Exercises
(1) 3.6 – 3.9 page 92
(2) 3.18 – 3.20 page 93
(3) On a laboratory assignment, if the equipment is working,

the density function of the observed outcome,X, is
• Determine that renders a valid density function.

• Calculate
• What is the probability that will exceed 0.5?

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Bayes' Rule

Define the following events:

This rule is called Bayes' rule.

In the previous example, if it is known that

If the selected product was found defective, we

In a statistical experiment, it is often very

Notice that, the set of all possible values of

• A random variable X is called a continuous

.x ∈ {x: a < x < b; a, b ∈R}

A discrete random variable X assumes each

The function f(x)=P(X=x) is called the probability

If X is a discrete random variable then

For any continuous random variable, X,

In the previous example

(2) 3.18 – 3.20 page 93

(3) On a laboratory assignment, if the equipment is working,

• Determine that renders a valid density function.

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