Professional Documents
Culture Documents
Chapter 5
Basic Definitions
Experiment
Outcome
Sample Space
Event
Probability
Definition
Axioms of Probability
Mutually Exclusive/ Non- mutually Exclusive
Independent / Dependent
Random Variables
Definition
Probability Distribution
Discrete vs. Continuous RV
Expected Value
Probability Histogram
Discrete Distribution
Binomial: Assumptions, Bernoulli Trials, Binomial Formula, mean and Variance
Poisson Distribution
Geometric Distribution
Hypergeometric Distribution
Continuous Distributions
Probability Density Function
Cumulative Distribution Function
Mean/ Expected Value of a Continuous Random Variable (RV)
Variance/ Standard Deviation of a Continuous RV
Other Continuous Distributions: Uniform, Exponential, Weibuil
Example of a Joint Distribution
The Normal Distribution
1. An experiment consists of drawing one car from a deck of 52 cards. What is the
probability of
a) a red card
b) an ace
c) a king
d) a king or an ace
e) a red card or a king
4. A bin contains 5 aluminum, 2 steel and 3 brass parts. Three parts are selected. Find
the probability that they are drawn in the order brass, aluminum, steel. What is the
probability that 2 are aluminum and 1 is brass?
5. The probability that an integrated circuit chip will have a defective etching is 0.12;
the probability that it will have a crack defect is 0.29, and the probability that it has
both defects is 0.07.
a) What is the probability that a newly manufactured chip will have either an
etching or a crack defect?
b) What is the probability that a new chip will have neither defect?
x f(x)
0 0.40
1 0.30
2 0.15
3 0.10
4 0.05
1.00 Note that the sum of the probabilities is 1. f(x) = 1
The random variable X assumes the number of imperfection found, i.e. there can be
0,1,2,3, or 4 imperfections on the roll.
Note: F(3) = P[X < 3] = P[X < 2] = f(0) + f(1) + f(2) = 0.4 + 0.3 + 0.15 = 0.85
In the following example, the number of equipment failures can take on a value from 0 to 9.
The probability distribution on the left lists each possibility with the associated probability that
it will occur. The cumulative function is also shown.
Equipment Failures
E Q U IP M E N T F A IL U R E S
I N O N E -M O N T H
0.3
X f( x) F (X ) 0.25
0 0 .12 0.12
0.2
1 0 .26 0.38
2 0 .26 0.64 0.15
3 0 .16 0 .8 0.1
4 0 .09 0.89
5 0 .04 0.93 0.05
6 0 .03 0.96 0
7 0 .02 0.98
0
1
2
3
4
5
6
7
8
9
8 0 .01 0.99
9 0 .01 1
1
Binomial Distribution
The Binomial Distribution assumes the following
An experiment is performed a finite number of times.
Each outcome of the experiment can result in success or failure.
There is a constant probability of success (and we will label it p) and a
probability of failure (q = 1 - p).
The trials of the experiment are independent,
X is the number of successes in n trial of the experiment
Examples
number of defective parts
number of projects that meet specifications
number of employees that passed the training
number of nonconforming transducers
number of containers that are over filled
f(x) = 0 otherwise
Use the Binomial formula to determine the probability of 5 repairs (i.e. successes) in 20
trials of the experiment.
Example of Poisson
Tin plates that are produced by a continuous electrolytic process are inspected. The
number of imperfections spotted per minute is 0.2. Find the probability of 1 imperfection
in 3 minutes.
e = 2.718
x=1
= 0.2 * 3 = 0.6 (If there are 0.2 imperfections in 1 minute, we have 0.6 imperfections in 3 minutes.)
Geometric Distribution
This distribution is similar to the Binomial, but it counts the number of trials to the first
success.
1. Human error is the reason for 75% of all accidents in a plant. Find the probability that
human error will be reported as the reason for two of the next four accidents. [27/128]
2. During one stage in the manufacture of integrated circuit chips, a coating must be
applied. If 70% of the chips receive a thick enough coating, find the probabilities that
among 15 chips:
2.1 at least 12 will have a thick enough coating [0.2969]
2.2 at most 6 will have a thick enough coating [0.0152]
2.3 exactly 10 will have a thick enough coating [0.2061]
3. The probability that the noise level of a wide band amplifier will exceed 2 dB is 0.05.
for a group of 12 amplifiers, find:
3.1 one will exceed 2 dB
3.2 at most two will exceed 2 dB
3.3 two or more will exceed 2 dB
1. Given that the switch board of a consultants office receives on the average 0.6 calls
per minute, find the probability that:
4.1 in a given minute, there will be at least one call
4.2 in a 4-minute interval, there will be at least three calls
2. At a check out counter, customers arrive at an average rate of 1.5 per minute. Find the
probability that:
5.1 at most four will arrive in any given minute [0.981]
5.2 at least three will arrive during an interval of 2 minutes [0.577]
5.3 at most 15 will arrive during an interval of 6 minutes. [0.978]
Binomial
Use Calc/Probability Distributions/Binomial
x P( X <= x )
0 0.4401
1 0.8108
2 0.9571
3 0.9930
4 0.9991
5 0.9999
6 1.0000
x P( X <= x ) x P( X <= x )
0 0.0000 0 0.4401
Poisson
MTB > # Poisson with mean of 5
MTB >
MTB > CDF;
SUBC> Poisson 5.
x P( X <= x )
0 0.0067
1 0.0404
2 0.1247
3 0.2650
4 0.4405
5 0.6160
6 0.7622
7 0.8666
8 0.9319
9 0.9682
10 0.9863
11 0.9945
12 0.9980
13 0.9993
14 0.9998
15 0.9999
16 1.0000
Examples
current in a copper wire (variation from current source, temperature
change)
diameter of a bolt (variation from calibration, tool wear, raw materials)
time to complete a machining operation
length of time to play a set of badminton
heights, weights, lengths, etc,
Note the probability of selecting exact values cannot be measured; instead we are
concerned with the probability of an interval of values, and tabular forms are no
longer possible. Instead we use a function, referred to as the probability density
function.
f(x)dx =1
b
Example
The lead concentration in gasoline ranges from 0.2 to 0.6 grams per liter. Define the
random variable X.
Solution
According to the definition
(kx-1)dx =1
f(x) dx for x
Example B
For the distribution function of Example a, find the cumulative density function.
E(X) = x f(x)dx
For all x
1 ( x )2 / 2 2
f ( x) e
2
Note: e is the mathematical constant, 2.718282
For all x:
1 2
f (t ) e t / 2
2
Transformations
We use what is called the z-score, which is a value that gives the number of standard
deviations that X is from the mean.
2. F(2) = 0.9773
3. F(1.42) = 0.9222
4. F(-0.95) = 0.1711
z = (6.06 - 6)/.03 = 2
z = (6.09 - 6)/.03 = 3
and find
x P( X <= x )
-1.7700 0.0384
x f( x )
-1.7700 0.0833
P( X <= x ) x
0.0833 -1.3832
MTB >
Standard Error
Standard Deviation for the Distribution of Sample Means
x
n
5. The mean and standard deviation (called the standard error) of the Distribution of
Sample Means is:
x The mean of the Sampling Distribution equals the mean of the Population
The standard error equals the standard deviation of the population divided by the
x
n square root of the sample size.
Solution
The sampling distribution of the means has a mean of 25,000 miles (the population mean)
= 25,000 mi.
x = 1600/8 = 200
Convert 24,600 mi. to a z-score and use the normal table to determine the required
probability.
z = (24,600 25,000)/200 = -2
30
30
20
Frequency
Frequency
20
10
10
0 0
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0
C25 C12
35 30
30
25
20
Frequency
Frequency
20
15
10
10
0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6
C1 C10
35
40
30
25 30
Frequency
Frequency
20
20
15
10
10
5
0 0
0 1 2 3 4 5 6 0 1 2 3 4 5 6
C1 C30
35
30
25
Frequency
20
15
10
C31