PROBABILITY

Luis Eduardo Mujica Delgado

Magda Ruiz
CONTENT
Descriptive Statistics

Probability
• Sample spaces and events
• Axioms, interpretations, and properties of probability
• Counting techniques
• Conditional probability
• Independence

Random Variables

Probabilistic models in engineering

Sampling and Central limit theorem

Estimation and Hypothesis testing

INTRODUCTION
After the study of “Data Analysis topic”, using the
collected data from process, systems, phenomena,
etc. We have acquired the capacity to:

• Organize them
• Represent them
• Analyze them
• Summarize them
• Interpret them
INTRODUCTION
Now, based on those measurements, we want to try
to establish the chance of something happening
(Probability)

RANDOMNESS & UNCERTAINTY

 ELEMENTS OF PROBABILITY
Random Experiment
A trial (or set of trials) that can result in
different outcomes, even though it is repeated
in the same manner every time.
Controlled variables

Input System Output

Noise variables

Why do we need to model a random experiment?

 ELEMENTS OF PROBABILITY
Sample Space
The set of all possible outcomes of a random
experiment (S)
• S={Head, Tail} • S={1,2,3,4,5,6}
• S={HH,HT,TH,TT} • S={(1,1),(1,2),(1,3)...}
• S={HHH,HHT,HTT
HTH,...}

• S={x|10.0 < x < 10.2} • S={x|5.20 < x < 5.25}

• S={small, normal, big} • S={short, normal, long}
• S={NN,NS,NB,... • S={NN,NS,NL,...
SB,SS,BB} SL,SS,LL}
 ELEMENTS OF PROBABILITY
Sample Space
The set of all possible outcomes of a random
experiment (S)
•  S ={Head, Tail}of a random
Sample Space
The set of all possible outcomes • S={1,2,3,4,5,6}
• S={HH,HT,TH,TT}experiment (S)
• S={(1,1),(1,2),(1,3)...}
•  S ={HHH,HHT,HTT
• S={Head, Tail}
• S={HH,HT,TH,TT}
• S={HHH,HHT,HTT
• S={1,2,3,4,5,6}
• S={(1,1),(1,2),(1,3)...}

HTH,...} HTH,...}

• S={x|10.0 < x < 10.2} • S={x|5.20 < x < 5.25}

• S={small, normal, big} • S={short, normal, long}
• S={NN,NS,NB,... • S={NN,NS,NL,...
SB,SS,BB} SL,SS,LL}

• S={x|10.0 < x < 10.2} • S={x|5.20 < x < 5.25}

• S={small, normal, big} • S={short, normal, long}
• S={NN,NS,NB,... • S={NN,NS,NL,...
SB,SS,BB} SL,SS,LL}
 ELEMENTS OF PROBABILITY

Quantitative - Qualitative

Sample Space
The set of all possible outcomes of a random
Discrete - Continuous
experiment (S)
• S={Head, Tail} • S={1,2,3,4,5,6}
• S={HH,HT,TH,TT} • S={(1,1),(1,2),(1,3)...}

Finite - Infinite
• S={HHH,HHT,HTT
HTH,...}

• S={x|10.0 < x < 10.2} • S={x|5.20 < x < 5.25}

• S={small, normal, big} • S={short, normal, long}
• S={NN,NS,NB,... • S={NN,NS,NL,...
SB,SS,BB} SL,SS,LL}

Countable - Uncountable

etc, etc.
ELEMENTS OF PROBABILITY
Sample Space
Representation

R
9,9 10 10,1 10,2

S
5
1 3
2 4
6
ELEMENTS OF PROBABILITY
In our study of probability, are we interested
only in the individual outcomes?

Event
Any collection (subset) of outcomes contained
in the sample space
• S={Head, Tail}
• E1={H}
• E2={T}
• S={HH,HT,TH,TT}
• E1={HH,HT,TH} (One of the trial is H)
• E2={HH,TT} (Both trials are identical)
• ...
• S={HHH,HHT,HTH,HTT,THH,THT,TTH,TTT,}
• E1={HHH,HHT,HTH,THH} (2 of the trials are H)
ELEMENTS OF PROBABILITY

Example
An electrical engineer has in his/her hand two
boxes with four resistors each one:
¢ Box 1 (10 Ω): 9,10,11,12 Ω
¢ Box 2 (20 Ω): 18,19,20,21 Ω

Consider the experiment in which he/she picks

one resistor from each box (R1 and R2).
Denote the following events:
¢ E1={(R1,R2)|R1>10Ω}
¢ E2={(R1,R2)|R2<19 Ω}
¢ E3={(R1,R2) |R1+R2=28}

List all outcomes in the the sample space (S) and all
the events (E1,E2 & E3).
ELEMENTS OF PROBABILITY
Example (Solution)
S={(9,18),(9,19),(9,20),(9,21),(10,18),(10,19),(10,20),
(10,21),(11,18),(11,19),(11,20),(11,21), (12,18),
(12,19),(12,20),(12,21)}

E1={(11,18),(11,19),(11,20),(11,21),(12,18),(12,19),
(12,20),(12,21)}

E2={(9,18),(10,18),(11,18),(12,18)}

E3={(9,19),(10,18)}
ELEMENTS OF PROBABILITY
Example (Solution)
(12,19)
(12,20) S
(9,20)
(11,20) (11,19)
E1 (9,21)
(10,20)
(12,21) (11,21)
New events can be
(10,21)
described from
(11,18)
(10,19)
combinations
(12,18)of
E3 existing events E2
(10,18)

(9,18)
(9,19)
 ELEMENTS OF PROBABILITY
New events from set theory: E4={(R1,R2)|R1>10Ω or R2<19 Ω}

(12,19)
(12,20) S
(9,20)
(11,20) (11,19)
E1 (9,21)
(10,20)
(12,21) (11,21)
(10,21)
(11,18)
(10,19)
(12,18)
E3 E2
(10,18) E4 = E1 U E2
(9,18)
(9,19)
 ELEMENTS OF PROBABILITY
New events from set theory: E5={(R1,R2)|R2<19Ω & R1+R2=28 Ω}

(12,19)
(12,20) S
(9,20)
(11,20) (11,19)
E1 (9,21)
(10,20)
(12,21) (11,21)
(10,21)
(11,18)
(10,19)
(12,18)
E3 E2
(10,18)

(9,18)
(9,19)

E5=E3 E2
U
 ELEMENTS OF PROBABILITY
New events from set theory: E6={(R1,R2)|R1+R2 ≠ 28 Ω}

(12,19)
(12,20) S
(9,20)
(11,20) (11,19)
E1 (9,21)
(10,20)
(12,21) (11,21)
(10,21)
(11,18)
(10,19)
(12,18)
E3 E2
E6=E3c
(10,18)

(9,18)
(9,19)
 ELEMENTS OF PROBABILITY
New events from set theory: E7={(R1,R2)|R1>10Ω & R1+R2=28 Ω}

(12,19)
(12,20) S
(9,20)
(11,20) (11,19)
E1 (9,21)
(10,20)
(12,21) (11,21)
(10,21)
(11,18)
(10,19)
(12,18)
E3 E5=E3 E2=! E2 U
(10,18)

(9,18)
(9,19)
Mutually exclusive
Disjoint events
 ELEMENTS OF PROBABILITY
Algebra of sets:
Given the events A,B & C from a sample set S:
ELEMENTS OF PROBABILITY
How much are we confident that an event
will occur?

Confidence Event Occur

Probability

Every outcome/event in a sample space

has a probability to occur
PROBABILITY

Probability is used to quantify the

likelihood, or chance, that an outcome
of a random experiment will happen.

The quantification is made by assigning a number

between [0,1] (or percentage from 0% to 100%) to
the outcome.
•  0 (0%): The outcome won’t occur

•  1 (100%): The outcome will occur with certainty

PROBABILITY

If all the N possible outcomes of a random

experiment have the same chance of happening,
we have equally likely outcomes and
therefore... the probability of each outcome is
1/N, so...

1
P ( oi ) = ∀i = 1, 2,..., N
N
PROBABILITY
The probability of an event E is equal to the
sum of the probabilities of the outcomes
contained in E
N (E )

P (E) = ∑ P (o ) i
i=1

If we have equally likely outcomes,

the probability of an event E is
N (E ) N (E )
1 N (E)
P (E) = ∑ P (o ) = ∑
i
N
=
N
i=1 i=1

N(E): Number of favourable outcomes

PROBABILITY

Example
Considering the previous example, what is the
probability that (R2<19Ω) ?
S={(9,18),(9,19),(9,20),(9,21),(10,18),(10,19),(10,20),(10,21),(11,18),
(11,19),(11,20),(11,21),(12,18),(12,19),(12,20),(12,21)}

E1={(11,18),(11,19),(11,20),(11,21),(12,18),(12,19),(12,20),(12,21)}
E2={(9,18),(10,18),(11,18),(12,18)}
E3={(9,19),(10,18)}

4
P(E2) = = 0.25
16
P(E2 and E3), P(E1 but not E2),..... Etc
PROBABILITY
Axioms and Properties

0 ≤ P ( A) ≤ 1
P (S ) = 1 P( A) = 1− P ( A)
P ( a1 ∪ a2 ∪!) = ∑ P ( ai )

P( A ∪ B)
P(∅) = 0 = P( A) + P (B)
− P( A ∩ B) Proof
PROBABILITY (EXERCICES)
¢  Ina certain residential suburb, 60% of all households
subscribe to the metropolitan newspaper published in
a nearby city, 80% subscribe to the local newspaper,
50% subscribe to both. What is the probability that a
household subscribes to
a)  at least one of the two newspapers?
b)  exactly one of the two newspapers?
c)  neither of the two newspapers?
PROBABILITY (EXERCICES)
¢  Disks
of polycarbonate plastic from a supplier are
analyzed for scratch and shock resistance. The results
from 100 disks are summarized as follows:
Shock
resistence
High Low

resistence
Scratch High 70 9

Low 16 5

a)  If a 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?
PROBABILITY (EXERCICES)
¢  A certain system can experience three different types
of defects. Let Ai (i = 1, 2, 3) denote the event that the
system has a defect of type i. Suppose that:
P(A1) = .12; P(A2) = .07; P(A3) = .05;
P(A1 U A2) = .13; P(A1 U A3) = .14; P(A2 U A3) = .10;
P(A1 ∩ A2 ∩ A3) = .01

a)  What is the probability that the system does not have a type
1 defect
b)  What is the probability that the system has both type 1 and
type 2 defects?
c)  What is the probability that the system has both type 1 and
type 2 defects but not a type 3 defect?
d)  What is the probability that the system has at most two of
these defects?
e)  What is the probability that the system has not defects?
PROBABILITY (EXERCICES)
¢  An academic department with five faculty members
(Anderson, Box, Cox, Cramer, and Fisher) must select two
of its members to serve on a personnel review committee.
Because the work will be time-consuming, no one is anxious
to serve, so it is decided that the representative will be
selected by putting the names on identical pieces of paper
and then randomly selecting two.
a)  What is the probability that both Anderson and Box will be
selected? [Hint:List the equally likely outcomes.]
b)  What is the probability that at least one of the two members
whose name begins with C is selected?
c)  If the five faculty members have taught for 3, 6, 7, 10, and 14
years, respectively, at the university, what is the probability
that the two chosen representatives have a total of at least
15 years? teaching experience there?
PROBABILITY (EXERCICES)
¢  Adeveloper of a new subdivision offers prospective
home buyers a choice of Tudor, rustic, colonial, and
traditional exterior styling in ranch, two-story, and
split-level floor plans. In how many different ways can
a buyer order one of these homes?
¢  Astatistics class for engineers consists of 25
industrial, 10 mechanical, 10 electrical, and 8 civil
engineering students. If a person is randomly selected
by the instructor to answer a question, find the
probability that the student chosen is
—  an industrial engineering major,
—  a civil engineering or an electrical engineering major.
PROBABILITY (EXERCICES)
¢  Johnis going to graduate from an industrial
engineering department in a university by the end of
the semester. After being interviewed at two
companies he likes, he assesses that his probability of
getting an offer from company A is 0.8, and the
probability that he gets an offer from company B is 0.6.
If on the other hand, he believes that the probability
that he will get offers from both companies is 0.5, what
is the probability that he will get at least one offer
from these two companies?
¢  What
is the probability of getting a total of 7 or 11
when a pair of fair dice are tossed?
PROBABILITY (EXERCICES)
¢  If the probabilities are, respectively, 0.09, 0.15, 0.21, and
0.23 that a person purchasing a new automobile will choose
the color green, white, red, or blue, what is the probability
that a given buyer will purchase a new automobile that
comes in one of those colors?
¢  If the probabilities that an automobile mechanic will service
3, 4, 5, 6, 7, or 8 or more cars on any given workday are,
respectively, 0.12, 0.19, 0.28, 0.24, 0.10, and 0.07, what is
the probability that he will service at least 5 cars on his
next day at work?
¢  If 3 books are picked at random from a shelf containing 5
novels, 3 books of poems, and a dictionary, what is the
probability that the dictionary is selected?
 PROBABILITY
Example
Consider a system of five identical components connected in
series, as illustrated:

1 2 3 4 5
Each component can fail (f) or succeed (s) with the same
probability (equally likely). The system works properly only if all
components succeed.
What is the probability that the system works?
S = { sssss , sfsss , ssfss, ....}
If A denotes the event that the system works...

N(A) It is not necessary to list

P ( A) = all elements, but knowing
N the dimension is enough
 PROBABILITY
Example
Consider a system of five identical components connected in
series, as illustrated:

1 2 3 4 5
Each component canCOUNTING
fail (f) or succeed (s) with the same
probability (equally TECHNIQUES
likely). The system works properly only if all
components succeed.
What is the probability that the system works?
S = { sssss , sfsss , ssfss, ....}
If A denotes the event that the system works...

N(A) It is not necessary to list

P ( A) = all elements, but knowing
N the dimension is enough