2 PR0BABILITY

Contents
2.1 Sample Spaces & Events ............................................................................................. 1
2.2 Interpretations of Probability ........................................................................................ 5
2.3 Addition Rules .............................................................................................................. 7
2.4 Conditional Probability ................................................................................................. 9
2.5 Multiplication and Total Probability Rules .................................................................. 10
2.6 Independence ............................................................................................................ 12
2.7 Bayes Theorem ......................................................................................................... 14
2.8 Random Variable ....................................................................................................... 16


2.1 Sample Spaces & Events


The set of all possible outcomes of a statistical experiment is called the sample space. This
is often denoted by the symbol S.
Example 2.1.1
Consider the experiment of tossing a die. If we are interested in the number that shows on
the top face, the sample space would be { }
1
1, 2, 3, 4, 5, 6 . S =
If we interested only in even number, the sample space is simply { }
2
2, 4, 6 S =
If we interested only in prime number, the sample space is { }
3
2, 3, 5 S =


Sample spaces can also be described graphically with tree diagrams.
When a sample space can be constructed in several steps or stages, we can represent each
of the n
1
ways of completing the first step as a branch of a tree.
Each of the ways of completing the second step can be represented as n
2
branches starting
from the ends of the original branches, and so forth.
Example 2.1.2
Each message in a digital communication is classified as to whether it is received within the
time specified by the system design. If three messages are classified, use a tree diagram to
represent the sample space of possible outcomes.
Each message can either be received on time or late. The possible results for three
messages can be displayed by eight branches in the tree diagrams shown in Fig. 2.1.

Figure 2.1 Tree Diagram for Three Messages


An event is a collection of outcomes from the sample space S. Events will be denoted by A,
B, E
1
, E
2
and etc.

Example 2.1.3
Given the sample space
{ }
0 , S t t = where t is the life in years of a certain washing
machine, then the event A that the washing machine fails before the end of fifth year is the
subset
{ }
0 5 . A t t = <


The union of the two events A and B, denoted by the symbol , A B is the event containing
all the outcomes that belong to A or B or both.





The intersection of the two events A and B, denoted by the symbol , A B is the events
containing all the outcomes in both A and B.


The complement of an event A with respect to S is the subset of all outcomes of S that are
not in A. We denote the complement of A by the symbol . A


Two events A and B are mutually exclusive, if
, A B =
that is, A and B have no outcomes
in common. In particular, A and A are mutually exclusive.



Figure 2.2 Venn Diagrams.

Multiplication Rules
If an operation can be described as a sequence of k steps, and if the number of ways of
completing step 1 is n1, and if the number of ways of completing step 2 is n
2
for each way of
completing step 1, and if the number of ways of completing step 3 is n
3
for each way of
completing step 2, and so forth, the total number of ways of completing the operation is
1 2 k
n n n

Example 2.1.4
Sam is going to assemble a computer by himself. He has the choice of ordering chips from
two brands, a hard drive from four, memory from three, and an accessory bundle from five
local stores. How many different ways can Sam order the parts?
Solutions:
Since
1 2 3 4
2, 4, 3, and 5, n n n n = = = = there are
1 2 3 4
2 4 3 5 120 n n n n = =
different ways to order the parts.

Ordered Samples
Suppose we have items numbered 1, 2, , n and are drawing an ordered sample of size r.
If we do not replace each number after it is drawn, then choices for second draw depend
on first draw but regardless there are (n 1) choices.
Also, whatever the first two draws, there are (n 2) ways to draw the third number, etc.
Thus, there are ( ) ( )
fa c t o r s
1 1
n
r
r
n n n r P + =

ways to choose an ordered sample of

size r n without replacement from { } 1, 2 , , . n

Permutation with Similar Objects
Example 2.1.5
In a college football training session, the defensive coordinator needs to have 10 players
standing in a row. Among these 10 players, there are 1 freshman, 2 sophomores, 4 juniors,
and 3 seniors respectively. How many different ways can they be arranged in a row if only
their class level will be distinguish?
Solution
The total number of arrangement is
10!
12, 600
1!2!4!3!
=
Unordered Samples
Consider sampling without replacement. Now, suppose we are interested in the number of
ways of selecting r objects from n without regard to order.
These selections are called combinations. It is denoted as ,
n
r
C and the number of
combinations is

( )
!
! !
n
n
r r n r
| |
=
|

\ .

Example 2.1.6
A young boy asks his mother to get five Game-Box
TM
cartridges from his collection of 10
arcade and 5 sport games. How many ways are there that his mother will get 3 arcade and 2
sport games, respectively?
Solution
The number of ways of selecting 3 cartridges from 10 is
( )
10
10!
120
3 3! 10 3 !
| |
= =
|

\ .

The number of ways of selecting 2 cartridges from 5 is
( )
5
5!
10
2 2! 5 2 !
| |
= =
|

\ .

Using the multiplication rule ( )
1 2
120 10 1200 n n = = ways.
2.2 Interpretations of 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


Whenever a sample space consists of N possible outcomes that are equally likely, the
probability of each outcome is
1
N
.
For a discrete sample space, the probability of an event A, denoted as ( ) , P A equals the
sum of the probabilities of the outcomes in A.
Example 2.2.1
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
Then,

( )
( )
( )
0.1 0.3 0.4
0.3 0.5 0.1 0.9
0.1
P A
P B
P C
= + =
= + + =
=



Probability is a number that is 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 A is any event in a random experiment,
1) ( ) 1 P S =
2) ( ) 0 1 P A
3) For two events A
1
and A
2
with
1 2
A A = then
( ) ( ) ( )
1 2 1 2
P A A P A P A = +

Example 2.2.2
A statistics class for engineers consists of 25 chemical, 10 mechanical, 10 electrical, and 8
civil engineering students. If a person randomly selected by the lecturer to answer a
question, find the probability that the student chosen is (a) a chemical engineering major, (b)
a civil engineering or an electrical engineering major.
Solution
Denote by I, M, E, and C the students majoring in chemical, mechanical, electrical and civil,
respectively. The total number of students in the class is 53, all of which are equally likely to
be selected.
(a) Since 25 of the 53 students are majoring in chemical ( )
25
53
P I =
(b) Since 18 of the 53 students are civil or electrical, ( )
18
53
P C E =


2.3 Addition Rules

Probability of a Union
If A and B are two events, then ( ) ( ) ( ) ( ). P A B P A P B P A B = +
Mutually Exclusive Events
If A and B are mutually exclusive, then ( ) ( ) ( ) P A B P A P B = +
Three Events
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
= + +
+

Mutually Exclusive Events
If A
1
, A
2
, , A
n
are mutually exclusive, then
( ) ( ) ( ) ( )
1 2 1 2 n n
P A A A P A P A P A = + + +
Example 2.3.1
If A, B and C are mutually exclusive events with
( ) ( ) ( ) 0.2, 0.3, and 0.4, P A P B P C = = = 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

(



Solution







Example 2.3.2
Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock resistance.
The results from 100 disks are summarized as follows:

shock resistance

high low
scratch
resistance
high 70 9
low 16 5

(a) If disk is selected at random, what is the probability that its scratch resistance is high
and its shock resistance is high?
(b) If a disk is selected at random, what is the probability that its scratch resistance is
high or its shock resistance is high?
(c) Consider the event that a disk has high scratch resistance and the event that a disk
has high shock resistance. Are these two events are mutually exclusive?
Solution



(a)




(b)




(c)





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.
Definition
The conditional probability of B, given A, denoted by
( )
P B A is defined by
( )
( )
( )
P A B
P B A
P A

= for ( ) 0. P A >

Example 2.4.1
The probability that a regularly scheduled flight departs on time is ( ) 0.83; P D =
the probability that it arrives on time is ( ) 0.82; P A = and the probability that it departs and
arrives on time is ( ) 0.78. P D A =
Find a 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.
Solution








Example 2.4.2
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% fails 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?
Solution








2.5 Multiplication and Total Probability Rules

Multiplication Rule
If in an experiment the events A and B can both occur, then
( ) ( ) ( ) ( ) ( ) P A B P B A P A P A B P B = =

Total Probability Rule (two events)
For any events A and B,
( ) ( ) ( ) ( ) ( ) ( ) ( ) P B P B A P B A P B A P A P B A P A = + = +

Total Probability Rule (multiple events)
Assume E
1
, E
2
, , E
k
are k mutually exclusive sets. Then,
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
1 2
1 1 2 2
k
k k
P B P B E P B E P B E
P B E P E P B E P E P B E P E
= + + +
= + + +

Example 2.5.1
Suppose that
( )
0.4 P A B = and ( ) 0.5. P B = Determine the following:
(a) ( ) P A B (b) ( ) P A B
Solution
(a)




(b)





Example 2.5.2
The probability is 1% that an electrical connector that is kept dry fails during the warranty
period of a portable computer. If the connector is ever wet, the probability of a failure during
the warranty period is 5%. If 90% of the connectors are kept dry and 10% are wet, what
proportion of connectors fail during the warranty period?
Solution







2. Independence

Independence (two events)
Two events are independent if any one of the following is true:
(a)
( ) ( ) P A B P A =
(b)
( ) ( ) P B A P B =
(c) ( ) ( ) ( ) P A B P A P B =

Example 2.6.1
A small town has one fire engine and one ambulance available for emergencies. The
probability that the fire engine is available when needed is 0.98, and the probability that the
ambulance is available when called is 0.92. In the event of an injury resulting from a burning
building, find the probability that both the ambulance and the fire engine will available.
Solution





Independence (multiple events)
The events
1 2
, , , ,
n
E E E are independent if and only if for any subset of these events
1 2
, , , ,
k
i i i
E E E
( ) ( ) ( ) ( )
1 2 1 2 k k
i i i i i i
P E E E P E P E P E =

Example 2.6.2
The following system operates only if there is a path of functional device from left to the right.
The probability that each device functions is as shown. What is the probability that the circuit
operates? Assume independence.

Figure 2.3 An electrical system.
Solution













Example 2.6.3
The probability that a lab specimen contains high levels of contamination is 0.10. Five
samples are checked, and the samples are independent.
(a) What is the probability that none contains high levels of contamination?
(b) What is the probability that exactly one contains high levels of contamination?
(c) What is the probability that at least one contains high levels of contamination?
Solution








2.7 Bayes' Tbeorem

Definition
( )
( ) ( )
( )
P B A P A
P A B
P B
= for ( ) 0 P B > .

Bayes Theorem
If
1 2
, , , ,
n
E E E are k mutually exclusive events and B is any event. Then,
( )
( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
1 1
1
1 1 2 2 k k
P B E P E
P E B
P B E P E P B E P E P B E P E
=
+ + +
for ( ) 0 P B >

Example 2.7.1
A new process of more accurately detecting anaerobic respiration in cells in being tested.
The new process is important due to its high accuracy, its lack of extensive experimentation,
and the fact that it could be used to identify five different categories of organisms: obligate
anaerobes, facultative anaerobes, aerotolerant, microaerophiles, and nanaerobes instead of
using a single test for each category. The process claims that it can identify obligate
anaerobes with 97.8% accuracy, facultative anaerobes with 98.1% accuracy, aerotolerant
with 95.9% accuracy, microaerophiles with 96.5% accuracy, and nanaerobes with 99.2%
accuracy. If any category is not present, the process does not signal. Samples are prepared
for the calibration of the process and 31% of them contain obligate anaerobes, 27% contain
facultative anaerobes, 21% contain micro-aerophiles, 13% contain nanaerobes, and 8%
contain aerotolerant. A test sample is selected randomly.
(a) What is the probability that the process will signal?
(b) If the test signals, what is the probability that microaerophiles are present?

Solution







Example 2.7.2
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 probability that is product attains a good review?
(b) If a new product 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?
Solution



(a)




(b)




(c)






2.8 Random Variable

Definition
A random variable is a function that assigns a real number to each outcome in the sample
space of a random experiment.

Definition
A discrete random variable is a random variable with a finite (or countably infinite) range.
A continuous random variable is a random variable with an interval (either finite or infinite)
of real numbers for its range.

In some cases, the random variable X is actually discrete but, because the range of possible
values is so large, it might be more convenient to analyze X as a continuous random
variable.

Examples of continuous random variables:
Electrical current, length, pressure, temperature, time, voltage, weight
(Need to use measurement instruments)

Examples of discrete random variables:
Number of scratches on a surface, proportion of defective parts among 1000 tested, number
of transmitted bits received in error. (Countable)

Example 2.8.1
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. (Continuous)
(b) The number of times a transistor in a computer memory changes state in one
operation. (Discrete)
(c) The volume of gasoline that is lost to evaporation during the filling of a gas tank.
(Continuous)
(d) The outside diameter of a machined shaft. (Continuous)
(e) The number of cracks exceeding one-half inch in 10 miles of an interstate highway.
(Discrete)
(f ) The weight of an injection-molded plastic part. (Continuous)
(g) The number of molecules in a sample of gas. (Discrete)
(h) The concentration of output from a reactor. (Continuous)