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Basic Probability
Concepts
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Outline
Mathematics of probability
Basic Axioms of Probability; Additional Rule
Conditional Probability; Multiplication Rule
Theorem of Total Probability
Bayes Theorem
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Sample spaces
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Coin Toss:
S = {H, T}
Roll Single Dice: S = {1,2,3,4,5,6}
Drive time: S = { t : 0 t } = [o, ]
Flip 2 coins: S = {HH, HT, TH, TT}
Picking up two parts from a product
batch: S = {gg, gd, dg, dd}
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3 Bulldozers and:
Classify Bulldozer after 6 months as good G or Bad B
S = {GGG,GGB, GBB,BBB,BGG,BBG,GBG,BGB}
You are only interested in the number of OPERATING
BULLDOZERS after 6 months
S = {0, 1, 2, 3}
E = { GBB,BGB, BBG }
Probability = 3X1/8 = 3/8
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No
of
Cars
No. of
Obs.
R.
Freq.
4/60
16
16/60
20
20/60
14
14/60
3/60
2/60
1/60
Tota
l
60
7
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Calculation of Probability
Definitions
Sample space: the set of all possibilities in a
probabilistic problem
Sample point: each of the individual
possibilities.
Sample spaces may be discrete or continuous.
In the discrete case, the sample points are
individually discrete entities and countable; in
the continuous case, the sample space is
composed of a continuum of sample points.
An event is a subset of the sample space of a
random experiment.
We might be interested in describing new
events from combinations of existing events.
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Special Events
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Venn diagrams
Venn Diagrams:
Graphical means to portray relationships
between sets, and to describe relationships
between events.
The random experiment is represented as the
points in the rectangle S. The events A (& B, )
are the subsets of points in the indicated
regions.
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S
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C
A
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Combination of Events
Union of events A and B (A B) (read A or B)
is the event consisting of all outcomes that are either in A or
in B or in both events.
S
A
B
A B
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A B
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Sets (Cont.)
Mutually exclusive events:
If two events, A and B have no outcomes in
common, they are said to be mutually
exclusive or disjoint events. This means that
if one of them occurs, the other cannot.
A B = , [ = the empty set]
Example:
making right turn and left turn at a street
intersection;
flood and drought of a river at a given instant of
time;
failure and survival of a structure to a strong motion
earthquake.
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A B = AB =
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Sets (Cont.)
Collectively exhaustive events:
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intersection
union
belong to or
contained in
contains
Equality of sets
A A A
A
A A
A S S
A S A
A A S
A A
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Commutative rule
Associative rule
Distributive rule
A B B A
A B B A
A B BA
A B C A B C
AB C A BC
A B C AC BC
AB C A C B C
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A B A B
E1 E 2 E 3 ... E n E1 E 2 E 3 ...E n
E1E 2 ...E n E1 E 2 ... E n
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Example 2.9
The water supply for a city C comes from two sources A and
B. The water is transported by a pipeline consisting of
branches 1, 2, and 3, as shown below. Assume that either
source alone is sufficient to supply the water for the city.
Define the two events shortage of water and no shortage.
Solution
Denote
E1 = failure of branch 1
E2 = failure of branch 2
E3 = failure of branch 3
Then shortage of water in the city
would be caused by E1E2 E3.
Therefore, de Morgan's rule, no shortage means
E1E2 E3 = (E1 E2)E3
In which (E1 E2) ) means the availability of water' at the
junction, and E3 means no failure of branch 3.
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Examples 2.3-2.4,2.6,2.12
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Solution
100 kN
B
20 m
a) RA ={0,10,20,30,40,50,60,70,80,90,100} discrete S
b) 0 <RA< 100 continuous S
c) RA= {0,10,20,30,40,50,60,70,80,90,100,120,140,150,160,180,
200, 210, 240,270,300} discrete S
d) 0 <RA< 300
continuous S
100
300
300
200
100
100
100
100
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200
300
100
300
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Interpreting probabilities
Probability for discrete sample spaces:
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27
28
29
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Axioms of probability
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Important results
P() = 0
P() = 1 - P(E)
P(E) 1 for any event E
If event E1 is contained in the event E2 (E1 E2):
P(E1) P(E2)
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S
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Addition rule
Three or more events:
P(A B C) = P(A) + P(B) + P(C)
- P(AB) - P(AC) - P(BC) + P(ABC)
B
A
C
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Examples 2.6,2.12
If the load can range between 100 and 300 kN, and
the probability of an event is proportional to its
"area" (this corresponds to the assumption that the
sample points, are equally likely)
If A = event {RA > 100 kN}
RB
If B = event {RB > 100 kN}
300
Solution
Total area=0.5(3002-1002)=40000
100
P(A)=0.5(200)2/40000 = 0.5
P(B)=0.5(200)2/40000 = 0.5
P(AB)=0.5(100)2/40000 = 1/8
P(A B)={40000 - 0.5(100)2}/40000 = 7/8
P(A B)=P(A)+P(B)-P(AB)=1/2+1/2-1/8=7/8
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A
100
300
RA
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Collection of mutually
exclusive events
E2
E4
E3
E1
E5
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E6
. En.
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E1 A
A
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E1 A
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Conditional probability;
Multiplication Rule
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Conditional probability;
Multiplication Rule
P (E1E 2 )
P ( E1 / E 2 )
P (E 2 )
E2
E1
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E1E2
S
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Multiplication Rule
P (E1E 2 ) P (E1 / E 2 )P (E 2 )
=P (E 2 / E1 )P (E1 )
Statistical independence.
P ( E 1 / E 2 ) P ( E1 )
P ( E 2 / E1 ) P ( E 2 )
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Statistical independence.
P (E1E 2 ) P (E1 )P (E 2 )
P (E1E 2 ...E n ) P (E1 )P (E 2 )...P (E n )
Generalization.
P ( E 1E 2 E 3 ) P ( E 1 / E 2 E 3 ) P ( E 2 E 3 ) P ( E 1 / E 2 E 3 ) P ( E 2 / E 3 ) P ( E 3 )
P (E1E 2 E 3 ) P (E1E 2 / E 3 )P (E 3 )
P (E1 E 2 / A ) P (E1 / A ) P (E 2 / A ) P (E1E 2 / A )
P ( E 1E 2 / A ) P ( E 1 / E 2 A ) P ( E 2 / A )
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Example 2.13
Under the load F, the probabilities
of failure of the individual members
a, b, and c of the truss shown are
0.05, 0.04, and 0.03, respectively. The failure of any
member will constitute failure of the truss. Assuming
that failures of the individual members are
statistically independent.
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P(AB C)=P(A)+P(B)+P(C)-P(AB)-P(AC)P(BC)+P(ABC)
Statistical independence
P(E1E2)=P(E1)P(E2)
P(A B C)=P(A)+P(B)+P(C)-P(A)P(B)P(A)P(C)-P(B)P(C)+P(A)P(B)P(C)
P(A B C)=0.05+0.04+0.03-(0.05)(0.04)-
Or P(ABC)=1-
P(ABC )=1-P(ABC)
=1-(1-0.05)(1-0.04)(1-0.03) = 0.11536
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45
E2
A
E3
S
E4
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Bayes Theorem
P (E i / A )
=
P ( A / E i )P (E i )
P (A )
P ( A / E i )P (E i )
n
P (A / E
j 1
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)P (E j )
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Example 2.15
Consider again the
problem of three bulldozers,
Example 2.1
E
Let F = event that the first bulldozer is operational
after 6 months
P(F/E) = P(FE)/P(E)=2/3
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Example 2.15
If the sample points are not equally likely (P(G)=0.8 ,P(B)=0.2),
then referring to the Venn diagram shown, the conditional
probability of E given F=
P(GGG)=(0.8)(0.8)(0.8)=0.512
P(BBB)(0.2)(0.2)(0.2)=0.008
P(GGB)=P(GBG)=P(BGG)=(0.8)(0.8)(0.2)=0.128
P(GBB)=P(BBG)=P(BGB)=(0.8)(0.2)(0.2)=0.032
P(F)=0.512+0.128+0.128+0.032=0.8
P(E)=0.128+0.128+0.128=0.374
P(EF)=0.128+0.128 =0.256
P(E/F) = P(EF)/P(F)
= 0.256/0.800=0.32
P(F/E) = P(FE)/P(E)
E
= 0.256/0.374=
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Example 2.17
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Example 2.20
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Example 2.20
(b) The probability of settlement (that is, either,
A or B will settle) is
P(A B) = P(A) + P(B) - P(AB)
= P(A) + P(B) - P(A)P(BIA)
=0.1 +0.1 -0.1 x 0.8 =0.12
(c) Denote event E =differential settlement (that
is, a difference in the level of the two footings),
E = {AB and AB}. Since these two events are
mutually exclusive,
P(E) = P(AB) + P(AB)= P(B)P(A I B)+ P(A)P(B I A)
= (0.1)(1-P(A/B))+(0.1)(1-P(B/A)
= (0.1)(0.2)+(0.1)(0.2)=0.04
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Example 2.24
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Solution
First, we observe that this probability will depend on
the traffic conditions in I1 and I2, which may be,
I 1I 2 , I 1I 2 , I 1I 2 , I 1I 2
:
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P (I 3 / I 1I 2 ) 0.2
P (I 3 ) P (I 3 / I 1I 2 )P (I 1I 2 ) P (I 3 / I 1I 2 )P (I 1I 2 )
P (I 3 / I 1I 2 )P (I 1I 2 ) P (I 3 / I 1I 2 )P (I 1I 2 )
1.0(0.10) 1.0(0.10) 1.0(0) 0.2(0.80) 0.36
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P (I 3 / I 1I 2 ) P (I 3 / I 1I 2 ) 0.15
P (I 3 ) P (I 3 / I 1I 2 )P (I 1I 2 ) P (I 3 / I 1I 2 )P (I 1I 2 )
P (I 3 / I 1I 2 )P (I 1I 2 ) P (I 3 / I 1I 2 )P (I 1I 2 )
1.0(0.10) 0.15(0.10) 0.15(0) 0(0.80) 0.115
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Example 2.28
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