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A H Chowdhury
Professor, EEE, BUET
Basic Probability Theory
Table of Contents
Probability concepts
State space, events, Venn diagrams
Rules for Combining Probabilities
Probability Distributions
Binomial distribution concepts
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Basic Probability Theory
Probability Concepts
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Basic Probability Theory
Probability Concepts
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Basic Probability Theory
Probability Concepts
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Basic Probability Theory
Probability Concepts
Example
Probability of getting a head or a tail in a single toss of coin
Let,
Head = success
Tail = failure
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Basic Probability Theory
Probability Concepts
Example
Probability of getting a 4 from a single throw of a dice
Let,
Getting a 4 = success
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Basic Probability Theory
Probability Concepts
Example
Probability of getting a total of 9 spots in a single throw of two dice
Successful outcomes:
(3+6),(4+5),(5+4), (6+3) = 4 ways = s
Failed outcomes:
(1+ 1), (1+ 2), (1+ 3), (1+ 4), (1+ 5), (1+ 6)
(2+1), (2+2), (2+3), (2+4), (2+5), (2+6)
(3+1), (3+ 2), (3+ 3), (3+ 4), (3+ 5)
(4+1), (4+2), (4+3), (4+4), (4+6)
(5+1), (5+ 2), (5+ 3), (5+ 5), (5+ 6)
(6+1),(6+2), (6+4),(6+5),(6+6) = 32 ways = f
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Basic Probability Theory
Probability Concepts
Permutations
- Number of permutations of n different items is the number of different ways these items can
be arranged
- If all the items are used in the arrangement, number of permutations: nPn
- If only some are used, say r where r < n, number of permutations: nPr
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Basic Probability Theory
Probability Concepts
Example
Number of permutations of 3 different books A, B, C taken three at a time
– ABC, ACB, BAC, BCA, CAB, CBA, i.e. a total of 6 possibilities; 3P3 = 6
This value can be obtained by considering number of ways each actual position can
be filled
- Position 1 - as all books are available there are 3 choices for this position
- Position 2 - as one book has been used to fill position 1, there are only 2 choices for this
position
- Position 3 - as two books have now been used, there is only 1 choice for this position
- Consequently 3P3 = 3 x 2 x 1 = 3! = 6
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Basic Probability Theory
Probability Concepts
Example
How many different patterns can be made in a row of 12 balls using 3 blue balls,
2 red balls and 7 green balls?
Since r items can be arranged in r! different ways,
- 3! identical arrangements of blue balls
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Basic Probability Theory
Probability Concepts
Combinations
Number of combinations of n different items is the number of different selections of
r items, each without regard to the order or arrangement of the items in the group
- Disregard for order distinguishes combinations from permutations
- For given values of n and r, number of combinations must be less than or equal to number of
permutations
n Pr n! n(n 1)...(n r 1)
nCr
r! r!(n r )! r!
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Basic Probability Theory
Probability Concepts
Example
From 6 men and 5 women, how many committees of 6 members can be formed when each
committee must contain at least 3 women?
Condition that at least 3 women must be present on each committee satisfied in three ways,
when
- (a) there are 3 women and 3 men, or
- (b) there are 4 women and 2 men, or
- (c) there are 5 women and 1 man
Solution
• This problem is not concerned with the order, only the total composition of committees
- (a) can be selected in 5C3 x 6C3 ways
- (b) can be selected in 5C4 X 6C2 ways
- (c) can be selected in 5C5 X 6C1 ways
Total number of committees: (5C3 x 6C3) + (5C4 x 6C2) + (5C5 x 6C1) = 281
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Basic Probability Theory
Probability Concepts
Solution
- (a) Number of ways of drawing 4 balls from 20 balls: 20C4 = 4845
- Number of ways of drawing 4 black balls from 10 white and 10 black: 10C4 = 210
- Probability of getting 4 black balls = 210/4845 = 0.043344
- (b) Number of ways of drawing 4 white or 4 black balls from 20 balls: ( 10C4 + 10C4) = 420
- Probability of getting 4 balls of same colour = 420/4845 = 0.086687
- (c) If each ball is replaced before next one is drawn then total number of ways of drawing 4
balls is 204 since at each draw there are 20 balls to choose from
- Similarly the total number of ways of drawing 4 black balls is 104
- Probability of getting 4 black balls = 104/204 = 0.0625
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Basic Probability Theory
Probability Concepts
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Basic Probability Theory
Probability Concepts
f
P(of a particlula r event occuring ) lim
n n
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Basic Probability Theory
Probability Concepts
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Basic Probability Theory
Probability Model
• Sample space S for a probability model is the set of all possible outcomes
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Basic Probability Theory
Table of Contents
Probability concepts
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Basic Probability Theory
Example
- A status of a generator
Line 1 Line 1
- state space = {Up, Down}
Line 2 Line 2
(1 Up, 2 Up) (1 Up, 2 Down)
Example Line 1 Line 1
- A status of two transmission lines
- state space = {(1U,2U), (1U,2D) , (1D,2U) , (1D,2D)} Line 2 Line 2
(1 Down, 2 Up) (1 Down, 2 Down)
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Basic Probability Theory
Venn Diagrams
E2
E1 E2
E1 E1 E2
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Basic Probability Theory
Events
Example
- Event of a generator fails, E = {Down}
Line 1 Line 1
Example
- An event of one transmission line fails
Line 2 Line 2
- E = {(1U,2D), (1D,12D)}
(1 Up, 2 Up) (1 Up, 2 Down)
Line 1 Line 1
Line 2 Line 2
(1 Down, 2 Up) (1 Down, 2 Down)
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Basic Probability Theory
Events
Union of Events
Union of event E1 and E2 (E1 U E2) contains outcomes from either E1 or E2 or
both
Examples
- E1 is an event that at least one line is up
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
- E2 is an event that at least one line is down,
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
- Then, union of event E1 and E2 is,
E = E1 U E2 = { (1U,2U), (1U,2D) , (1D,2U) , (1D,2D) }
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Basic Probability Theory
Events
Intersection of event
Intersection of event E1 and E2 (E1∩E2) contains outcomes from both E1 and E2
Example
– E1 is an event that at least one line is up,
E1 = { (1U,2U), (1U,2D) , (1D,2U)}
– E2 is an event that at least one line is down,
E1 E2
E2 = { (1U,2D) , (1D,2U) , (1D,2D) }
– Then, intersection of event E1 and E2 is,
E = E1 ∩ E2 = { (1U,2D) , (1D,2U) }
Which is that only one line is up
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Basic Probability Theory
Events
Disjoint Events
Events that can not happen together
Example
– E1 is an event that two lines are up,
E1 = { (1U,2U) } E1 E2
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Basic Probability Theory
Events
Complement of an Event
The set of outcomes that are not included in an event
Two outcomes of an event are complementary if, when one outcome
does not occur, the other must
E2
- Probability of event E1 occurring: P(E1)
- Probability of event E2 occurring: P(E2) E1
_
P( E1) P( E 2) 1 or , P( E1) P( E 2)
Example
- When tossing a coin, outcomes head and tail are complementary since:
P(head ) P(tail ) 1 or , P(head ) P(tail )
– E1 is an event that two lines are up, E1 = { (1U,2U)}
– Ē1 is a complement of E1, Ē1 = { (1U,2D) , (1D,2U) , (1D,2D) }
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Basic Probability Theory
Events
Independent Event
Two events are independent if occurrence of one event does not affect
probability of occurrence of other event
Example
– Throwing a dice and tossing a coin are independent events
– Since which face of the dice is uppermost does not affect outcome of tossing a coin
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Basic Probability Theory
Probability of Events
Properties
• Any probability P(E) is a number between 0 and 1 (0 < P(E) < 1)
– P(Impossible event) = 0
– P(Sure event) = 1
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Basic Probability Theory
Probability of Events
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Basic Probability Theory
Conditional Probability
• The probability of E1 given E2, is the probability that event E1 occurs given
that E2 has already occurred
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Basic Probability Theory
Conditional Probability
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Basic Probability Theory
Table of Contents
Probability concepts
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Basic Probability Theory
Combinatorial properties
– Addition rule
– Multiplication rule
– Complementation rule
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Basic Probability Theory
Addition Rule
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Basic Probability Theory
Multiplication Rule
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Basic Probability Theory
P( E ) [ P( E | Bj )] * P( Bj )]
j
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Basic Probability Theory
Complementation Rule
Example
– Probability of success = 1 – Probability of failure
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Basic Probability Theory
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Basic Probability Theory
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
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Basic Probability Theory
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Basic Probability Theory
Capacity 50 MW
– E1 = {(1D,2D,3U),(1D,2U,3D),(1U,2D,3D)}
– P(E1) = P{(1D,2D,3U) U (1D,2U,3D) U (1U,2D,3D)}
Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99
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Basic Probability Theory
Capacity 100 MW
– E2 = {(1D,2U,3U),(1U,2D,3U),(1U,2U,3D)}
– P(E2) = P{(1D,2U,3U)U(1U,2D,3U)U(1U,2U,3D)}
Using addition rule
– P(E2) = P{(1D,2U,3U)} + P{(1U,2D,3U)} + P{(1U,2U,3D)}
– P(E2) = P(1D ∩ 2U ∩ 3U) + P(1U ∩ 2D ∩ 3U) + P(1U ∩ 2U ∩ 3D)
Using multiplication rule
– P(E2) = P(1D)×P(2U)×P(3U) + P(1U)×P(2D)×P(3U) + P(1U)×P(2U)×P(3D)
Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99
• Then, P(E2) = 0.029403
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Basic Probability Theory
Capacity 150 MW
– E3 = {(1U,2U,3U)}
• Using complementation
– P(1U) = 1 – P(1D) = 1 – 0.01 = 0.99
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Basic Probability Theory
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Basic Probability Theory
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Basic Probability Theory
Load 50 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)
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Basic Probability Theory
Load 100 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)
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Basic Probability Theory
Load 150 MW 1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
150 100 100 100
(1U,2U,3U) (1D,2U,3U) (1U,2D,3U) (1U,2U,3D)
1 1 1 1
Load Load Load Load
2 2 2 2
3 3 3 3
50 50 50 50
(1D,2D,3U) (1D,2U,3D) (1U,2D,3D) (1D,2D,3D)
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Basic Probability Theory
= 0.00170875
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Basic Probability Theory
Table of Contents
Probability concepts
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Basic Probability Theory
Probability Distributions
Random variables
Series of experiments must be performed or data collected to deduce system
behaviour to apply probability theory to reliability evaluation
Empirical determination of data do not lead to
- a single value of probability and frequency of occurrence of an event, or
- a single outcome from a series of events
- Most likely a whole range of values or outcomes will emerge
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Basic Probability Theory
Probability Distributions
– value of a resistor
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Basic Probability Theory
Probability Distributions
Example
– toss of coin only two discrete states possible
– throw of dice only six discrete states possible
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Basic Probability Theory
Probability Distributions
– 2: p1 + p2 + ... + pk = 1
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Basic Probability Theory
Probability Distributions
Example
A machine cuts extruded copper into lengths of approximately 6 m
A random sampling gives 20 of these cut lengths: 5.97, 5.97, 5.98, 5.98, 5.98, 5.99, 5.99,
5.99, 5.99, 5.99, 6.00, 6.00, 6.00, 6.00, 6.00, 6.01, 6.01, 6.02, 6.02, 6.02
Data representation: (a) Frequency distributions, (b) Probability density function
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Basic Probability Theory
Probability Distributions
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Basic Probability Theory
Probability Distributions
Advantage
Indicates probability of a random variable being less
than or equal to some predefined value
Example
Probability of a length of copper being less than
or equal to 5.99 m is 0.5
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Basic Probability Theory
Probability Distributions
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Basic Probability Theory
Probability Distributions
Mathematical expectation
It is useful to describe random behaviour of a system or a set of data by one or
more parameters rather than as a distribution
Particularly true in case of system reliability evaluation
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Basic Probability Theory
Probability Distributions
Expected value E(x) of a discrete random variable x having n outcomes xi each with
a probability of occurrence pi defined as
n n
E ( x) xipi where pi 1
i 1 i 1
E ( x) xf ( x)dx where xf ( x)dx 1
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Basic Probability Theory
Probability Distributions
Example
• A die tossed many times. What is the expected number of dots on upper
face?
1 1 1 1 1 1
E (number of dots ) (1 ) (2 ) (3 ) (4 ) (5 ) (6 ) 3.5
6 6 6 6 6 6
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Basic Probability Theory
Probability Distributions
Example
Probability that a 30 year old man will survive a fixed time period is 0.995. An
insurance company offers him a $2000 insurance policy for this period for a
premium of $20. What is the company's expected gain?
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Basic Probability Theory
Probability Distributions
Variance
Underlying shape of distribution lost when Expected value is deduced
n
V ( x) ( xi E ( x)) 2 Pi
i 1
n
or V ( x) ( xi2 E 2 ( x))
i 1
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Basic Probability Theory
Probability Distributions
Standard deviation
• Standard deviation (σ) shows how much variation or dispersion exists from average
(mean), or expected value
– Low standard deviation indicates that data points tend to be very close to mean
– High standard deviation indicates that data points are spread out over a large range of
values
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Basic Probability Theory
Table of Contents
Probability concepts
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
3P2(H).P(T) indicates
– One outcome is 2 heads and 1 tail
– 3 ways in which this outcome can occur
– Probability of occurrence of each of these ways is P2(H).P(T)
– i.e. probability of getting 2 heads and 1 tail is 3P2(H).P(T)
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
General characteristics
Four conditions for binomial distribution to be applicable
a) There must be a fixed number of trials, i.e., n is known
b) Each trial must result in either a success or a failure, i.e., only two outcomes are possible
and p + q = 1
c) All trials must have identical probabilities of success and therefore of failure, i.e., values of
p and q remain constant
d) All trials must be independent (probability of success in trial i must be constant and not
affected by outcome of trials 1,2, ... ,(i -1)
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Basic Probability Theory
Binomial Distribution
Binomial distribution
Coefficient of (r+1)th term [nCr] gives number of ways, i.e., combinations, in which exactly r
failures [(n - r) successes] can occur in n trials
Expected value
expected number of successes = (number of trials) x (probability of success)
expected number of failure = (number of trials) x (probability of failure)
Variance
Standard deviation
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Basic Probability Theory
Binomial Distribution
Engineering Applications
– Restricting the assessment
– Implication of economics
– Effect of redundancy
– Effect of unavailability
– Non-identical capacities
– Non-identical unavailabilities
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
(S+F)4 = S4 +4S3F+6S2F2+4SF3+F4
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
– Probability of a unit failing (unavailability or forced outage rate) same for all units: 0.02
– Availability: 0.98
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Basic Probability Theory
Binomial Distribution
Capacity outage probability table
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Basic Probability Theory
Binomial Distribution
Expected load losses
Evaluation of relative
reliability merit
For each state in capacity
outage probability table
deduce amount of load not
satisfied (load loss) and
calculate expected load most reliable
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Basic Probability Theory
Binomial Distribution
• Minimum expected
load loss, highest cost
• As reliability increases,
investment cost also
increases
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Basic Probability Theory
Binomial Distribution
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Basic Probability Theory
Binomial Distribution
Effect of unavailability
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Thank You !
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