Quiz Results

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Statistics

Mean 24
Median 25
Mode 17
S.Dev. 4.7
Skewness (Median) -0.762
Q1 20
Q3 27
IQR 7.5
Lower Inner Fence 8.3
Upper Inner Fence 38

TLFMenor Department of Mining, Metallurgical and Materials Engineering

MATERIALS ENGINEERING 14

Design and Analysis

of Experiments in
Metallurgical
Engineering

Lecture 03
Probability
Marilyn vs Savant is an American magazine columnist,
author, lecturer, and playwright who rose to fame by
being included in the Guinness Book of World Records
under Highest IQ by having an IQ of 228!

TLFMenor Department of Mining, Metallurgical and Materials Engineering

The Monty Hall Problem

Answered by Marilyn vos Savant in Parade Magazine,

Suppose you have three
1990 doors, two of which contain
goats and one of which
contains a car. You select a
door, and the host
graciously opens one door
and reveals a goat. He then
haves you choose between
staying with your original
choice or switching to the
other door.
Should you stay, or
should you switch?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Im pretty sure that a lot of you will answer that it
doesnt matter, as you have a 50-50 chance of getting
the car.
Well
If you switch, you have a greater chance of
winning!

TLFMenor Department of Mining, Metallurgical and Materials Engineering

WHY??!?!!

Suppose you
always choose DOOR 1 DOOR 2 DOOR 3 RESULT

Door 1. GAME 1 AUTO GOAT GOAT

Switch and
you lose.
You have a 2/3 or GAME 2 GOAT AUTO GOAT
Switch and
you win.
66.7% chance of Switch and
winning if you GAME 3 GOAT GOAT AUTO
you win.
switch! Stay and you
GAME 4 AUTO GOAT GOAT
win.
Stay and you
GAME 5 GOAT AUTO GOAT
lose.
Stay and you
GAME 6 GOAT GOAT AUTO
lose.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Win the lotto?

November 2010 Jackpot:

PHP 741, 176, 323
# of possible combinations for
6/55 lottery: 28, 989, 675
At PHP 20.00 per ticket, you have
to spend PHP 579, 793, 500 to
get every possible combination.
Take home PHP 161, 382, 823!

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Getting a supermodel girlfriend

1 / 88,000
chance!

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Being struck by lightning

1 / 576,000
Probability!

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 How likely is it that
youll be killed by the
following

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Heart disease and cancer: 1 in 7

Motor vehicle accidents: 1 in 112

Poison and exposure to noxious

substances: 1 in 119

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Choking on food: 1 in 3649

Firearms discharge: 1 in 6509

Air and space accidents: 1 in 8537

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Bees: 1 in 75,852

Dogs: 1 in 103,798

Sharks: 1 in 3,748,067

TLFMenor Department of Mining, Metallurgical and Materials Engineering

PROBABILITY
A set of real numbers evaluates the likelihood of
occurrence of an event resulting from
statistical experiments.

Number of ways event A can occur

P ( A)
Total number of possible outcomes

0 P(A) 1

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Sample Space,
The set of all possible outcomes of a statistical
experiment, usually represented by the symbol S.
Each outcome is called an element.
An event is a subset of the sample space.

S Heads, Tails
S 1, 2,3, 4,5, 6

P() = 1
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Multiplication Rule
If an operation can be performed in n1 ways, and if
for each of these ways a second operation can be
performed in n2 ways, then the two operations can
be performed together in n1n2 ways.

S k n1n2 n3 nk

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Example: How many sample
points are there in the
sample space when a pair
of dice is thrown once?
S 6 6 36

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Example: How many possible plate numbers can exist in
the Philippines based on the old LTO system?

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 How many three digit numbers can be formed from
the digits 0, 1, 3, 5, 7 provided each digit can be used
only once?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Permutations
A permutation is an arrangement of all or part of a
set of objects.
Ex: Consider the three letters a, b, and c. What are the
possible permutations?

abc bca 3 2 1
acb cab
bac cba n! n(n 1) (2)(1)

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Now consider the letters a, b, c, and d. What are the
possible permutations by taking two letters at a time?

n!
4 3 n Pr
(n r )!

The number of permutations of n distinct objects

taken r at a time. or simply n taken r.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Combinations
There are 9 students in a particular lab class. How
many distinct ways are there to form a group of 3?

Adjust permutation
formula by dividing 9!
84 n n!
the permutations n Cr
with the number of 3!6! r r!(n r )!
possible repetitions:

The number of combinations of n

distinct objects taken r at a time.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

In how many ways can a player randomly get three
games from his collection of ten?
ANSWER: 120

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In how many ways can 7 students be assigned to 1
triple and 2 double hotel rooms during a conference?
ANSWER: 210

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Properties of Probabilities of Events

the intersection of events A and B is the event

AB
that both A and B occur
the union of events A and B is the event that A
AUB
or B or both occur
the complement of an event A with respect to
A1 or Ac S contains all elements of S that are not in A and
is the event that A does not occur

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Theorems of Probabilities of Events
Additive Rule: If A and B are any two events
P(AUB) = P(A) + P(B) - P(AB)

Mutually Exclusive: If A and B are mutually exclusive

P(AUB) = P(A) + P(B)

Complimentary: If A and Ac are complimentary

P(A) + P(Ac) = 1

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Conditional Probability
Example: estimating the probability of rain

conditional probability of event A given the

occurrence of event B
P AB
P AB =
P B

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Independent Events
two events A and B are independent if and only if
anyone of the following conditions is satisfied
a) P(A|B)=P(A) if P(B)>0;
b) P(B|A)=P(B) if P(A)>0;
c) P(AB)=P(A)P(B)

TLFMenor Department of Mining, Metallurgical and Materials Engineering

RANDOM VARIABLES
A random variable is a function associating a
real number with each element in the
sample space.

Example:
S Heads , Tails
You could associate X = 0 for heads, X = 1 for tails.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Example: Two balls are drawn in succession without
replacement from an urn containing 4 red balls and 3
black balls. What are the possible outcomes? (note: in
this case, R = 1, B = 0)
Outcomes Assigned X
RR 2
RB 1
BR 1
BB 0

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Types of Random Variables

Discrete Random Variable Continuous Random Variable

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Types of Random Variables

Discrete Random Variable Continuous Random Variable

- Sample space contains a - Sample space contains an

finite number of elements infinite number of
possibilities.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

DISCRETE Probability Distributions
Binomial Probability
Hypergeometric Probability
Poisson Probability

These types of probability

distributions showcase only two
possible outcomes. These
outcomes denote either success
or failure of event A to occur.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 These types of probability distributions can be applied to:
Monitor the defective samples in the process.
Cure or no cure in pharmaceutical works
Hit or miss the target of firing missiles.
Modelling of behavior based on average occurrence.

basically, 1 or 0.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Binomial vs. Hypergeometric
Binomial
Trials are independent.
For each draw, the
material is replaced.
Example: probability of
an outcome of three in
ten consecutive
throws
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Hypergeometric
Trials are dependent.
Materials are not
replenished for every
draw.
Example: probability of
having two aces when
you draw 5 cards.
BINOMIAL DISTRIBUTION

P( x; n, p ) n C x p q x n x

Where:

p = probability of success on a single trial

q = 1-p

n = number of trials

x = number of successes in n trials

TLFMenor Department of Mining, Metallurgical and Materials Engineering

HYPERGEOMETRIC DISTRIBUTION

P ( x; n, N , r )
r C x N r Cn x

N Cn
Where:

N = total number of elements

r = number of successes in the N elements

n = number of elements drawn

x = number of successes in the n elements

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Example:
Suppose a die is tossed 5 times. What is the probability
of getting exactly 2 fours?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Example:
Suppose we randomly select 5 cards without
replacement from an ordinary deck of playing cards.
What is the probability of getting exactly 2 red cards
(i.e., hearts or diamonds)?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

POISSON RANDOM VARIABLE
Useful in describing the number of events that will
occur in a specific period of time, area or
volume.
Employed when an average occurrence is
statistically known from independent trials.
Example:

TLFMenor Department of Mining, Metallurgical and Materials Engineering

POISSON DISTRIBUTION

x
e
P( x; )
x!
Where:

x = number of successes

= mean number of events during a given unit

of time, area, volume, etc.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Example:
The average number of homes sold by the Acme Realty
company is 2 homes per day. What is the probability
that exactly 3 homes will be sold tomorrow?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Identify which the following is an
example of a binomial, Poisson, or
hypergeometric random variable.

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 In a deck of cards, 5
cards are drawn
one at a time.
What is the
probability that all
are hearts?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 You are playing Snakes
and Ladders. What is
the probability that
your die will yield
one 6 or 5 in four
turns?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 Births in a hospital occur
randomly at an average
rate of 1.8 births per
hour. What is the
probability of
observing less than 3
births in a given hour
at the hospital?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 A box contains 4 yellow
balls, and 4 blue balls.You
draw 3 balls. What is the
probability that two of
them are yellow balls?
(provided that the balls
are not returned after
each draw)

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 The probability that a patient
recovers from a rare blood
disease is 0.4. If 15 are known
to have contracted this disease,
what is the probability that at
least one survive?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 In a process line, the
probability of having a
defective product is
1/1000. Fifty samples were
obtained for quality
assurance out of one
batch of 5000. What is the
probability that none of
the samples obtained are
defective?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Recall from our discussion:
What are the two types of random variables?
What are the types of probability distributions under
discrete random variable type?
What is the difference between binomial probability
and hypergeometric probability?
What is the condition for which binomial probability
can approximate hypergeometric probability?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

CONTINUOUS RANDOM VARIABLE
Continuous random variables can take any value in an
interval.
The number of outcomes is infinity.
Is usually described by a continuous function for
which the range is from zero to one.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Normal Probability Distribution

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Normal Probability Distribution
also known as a normal curve, a
bell curve or a Gaussian curve
(Johann Carl Friedrich Gauss)

important parameters:
mean()
standard deviation () = distance
between the mean and the
inflection point

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Normal Probability Distribution

Characteristics:
Single peak at the center of distribution
Mean, median, and mode are equal
Symmetrical about its mean
Falls off smoothly in either direction from the central value,
asymptotic
Has long tapering tails that extend indefinitely in both
direction
Total area of the curve is equal to 1

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Normal Probability Distribution

To avoid the difficult task of solving integrals of normal density functions,

tables have been made for standard normal distributions.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Areas Under the Normal Curve
About 68% of the area under the normal curve is within plus one and minus one
standard deviation of the mean. This can be written as 1.
About 95% of the area is within plus and minus two standards of the mean, written
2.
Practically all of the area under the normal curve is within three standard
deviations of the mean, written 3. Shown diagrammatically:

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Areas Under the Normal Curve
The area under the curve bounded by two
ordinates a and b equals the probability that the
random variable X assumes a value between a and b

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Standard Normal Probability
Distribution
There is an infinite number of possible normal
distributions but the most important member of this
family is the one which has a mean of 0 and
standard deviation of 1. This is the so-called
standard normal distribution.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Standard Normal Probability
Distribution
areas under the curve of a standard normal
probability distribution can be found in statistical
tables

may be transformed into a standard normal

distribution by performing the Z transformation

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Introducing the Z-Score
You are asked to evaluate a customer complaint about the time it took to be
serviced on a telephone customer help line. The session took 9 minutes.

Question: Is the event typical or atypical?

Given:
Process Mean: 4 mins.
Standard Dev: 5 mins.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Introducing the Z-Score
Z Score
The number of standard deviations between a value
and the mean
(x )
Z

1 std dev distance = standard
2 std dev distances = atypical
3 std dev distances = rare

How far the value is from the average?

How typical is the distance?

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Z Transformation
Example:
If the z-value is computed to be 1.91, what is the area
under the normal curve between the mean and x?

Using the z-table, the resulting area = 0.47193

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Z-Table from 0 to Z

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Z Transformation
NOTE:
Some Z tables give the
proportion of population
LESS THAN or EQUAL a
specific Z

P (z < 0.10) = 0.53983

P (z < 0.13) = 0.55172
P (z < 1.56) = 0.94062

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Z Transformation
Since all probabilities add up to 1.0:

P (z > 0.10)= 1- P (z < 0.10)

= 1- 0.53983
= 0.46017

53.983% 46.017%

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Z Transformation
Since the Standard Normal Distribution is
symmetrical:

P (z < -0.10) = P (z > 0.10)

= 1- 0.53983
= 0.46017

P (z < -1.00) = P (z > 1.00)

= 1- 0.84134
= 0.15866

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Z Transformation
Example 1: Given a standard normal distribution, find
the area under the curve that lies
to the right of z = 1.84, and
between z = -1.97 and z = 0.86

Example 2: Given a standard normal distribution, find the value of k such that
P (z >k ) = 0.3015
P (k < z < -0.18) = 0.4197

TLFMenor Department of Mining, Metallurgical and Materials Engineering

Z Transformation
Example 3: Given a normal distribution with =50 and =10,
find the probability that X assumes a value between 45 and
62.

Example 4: Given a normal distribution with =300 and

=50, find the probability that X assumes a value greater
than 362.

Example 5: A certain type of storage battery lasts, on average,

3.0 years, with a standard deviation of 0.5 years. Assuming
that the battery life is normally distributed, find the
probability that a given battery will last less than 2.3 years.

TLFMenor Department of Mining, Metallurgical and Materials Engineering

 THANK YOU FOR LISTENING!

TLFMenor Department of Mining, Metallurgical and Materials Engineering