Applied Statistics and Probability for

Engineers

Douglas C. Montgomery George C. Runger

Chapter 2
Probability

Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Random Experiment and Sample Spaces
An experiment is a procedure that is carried out
under controlled conditions, and executed to
discover an unknown result.

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 Random Experiment and Sample Spaces

Suppose a die is rolled

Or a coin is flipped

Or the color of the next 20 cars to pass an intersection is recorded

An experiment that results in different outcomes

even when repeated in the same manner every
time is a random experiment.

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 Random Experiment and Sample Spaces
Suppose a six-sided die is rolled. The possible
outcomes are that the die could land

S = {1, 2, 3, 4, 5, 6}

“S” stands for sample space. We use set notation to

list the outcomes of the sample space.

Random experiments have unique outcomes.

The set of all possible outcomes of a random
experiment is called the sample space, S.
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 Defining Sample Spaces
• S is discrete if it consists of a finite or countable
infinite set of outcomes.
• S is continuous if it contains an interval of real
numbers.
• Randomly select and measure the thickness of a part
(connector)
S = R+ = {x|x > 0}, the positive real line. Negative or
zero thickness is not possible, continuous.
• It is known that the thickness is between 10 and 11 mm.
S = {x|10 < x < 11}, continuous.
• It is known that the thickness has only three values.
S = {low, medium, high}, discrete.
• Does the part thickness meet specifications?
S = {yes, no}, discrete. 5
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 Tree diagrams

Sample spaces can also be described graphically with

tree diagrams.

When a sample space can be constructed in several

steps or stages, we can represent each of the n1 ways of
completing the 1st step as a branch of a tree. Each of
the ways of completing the 2nd step can be represented
as n2 branches starting from the ends of the original
branches and so forth.

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 Tree diagrams

Suppose two coins are flipped. The sample space

would be:
S = {HH, HT, TH, TT}
Where H = heads and T = tails
H HH
H
T HT

H TH
T
T TT
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Example 2-1: Sample Space Is Defined By A Tree Diagram
Messages are classified as on-time or late. 3 messages
are classified.

Tree diagram for three messages.

S = {ooo, ool,olo, oll, loo, lol, llo, lll}

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 Events are Sets of Outcomes
Suppose a six-sided die is rolled. The outcome that
the die would land on an even number would be
E = {2, 4, 6} : This would be an example of an event.

We typically use capital letters to denote an event.

An event (E) is a subset of the sample space of a

random experiment.

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 Event combinations
Suppose a six-sided die is rolled. The event that
the die would land on an even number would be
E = {2, 4, 6}
What would the event be that is the die NOT
landing on an even number?
E ′ = {1, 3, 5}
This is an example of complementary events.
The Complement of an event is the set of
outcomes in the sample space that are not
contained in the event, denoted as E′ ( or Ec ).
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Event combinations
Suppose a six-sided die is rolled.
The event that the die would land on an even number would be
A = {2, 4, 6}
The event that the die would land on a prime number would be
B = {2, 3, 5}
What would be the event A or B happening?
A or B = {2, 3, 4, 5, 6} : example of the union of two events.

The Union of A or B - consists of all outcomes that

are in at least one of the two events, that is, in A or
in B or in both.

A or B = A ∪ B
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
 Event combinations
Suppose a six-sided die is rolled.
The event that the die would land on an even number would be
A = {2, 4, 6}
The event that the die would land on a prime number would be
B = {2, 3, 5}
What would be the event A and B happening?
A and B = {2} : example of the intersection of two events.

The Intersection of A and B - consists of all

outcomes that are in both A and B.

A and B = A ∩ B
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 Event combinations
Suppose a six-sided die is rolled.
Consider the following 2 events:

A = {2,3,4,5,6} B = {2,4,6}

For any two events A and B, if all of the outcomes in B are

also in A, then we say that B is contained in A. Then the
occurrence of A necessarily implies the occurrence of B .

B⊂ A
If B ⊂ A and A⊂B then A= B

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 Event combinations
Suppose a six-sided die is rolled.
Consider the following 2 events:
A = {2} B = {6}
On a single die roll, is it possible for A and B to happen at the
same time?
These events are mutually exclusive.

Mutually exclusive (or disjoint) events -two events

have no outcomes in common; two events that
NEVER happen simultaneously

A ∩ B = Φ ( empty set )
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 Mutually Exclusive Events - Laws

• Commutative law (event order is unimportant):

– A U B = B U A and A ∩ B = B ∩ A

• Distributive law (like in algebra):

– (A U B) ∩ C = (A ∩ C) U (B ∩C)
– (A ∩ B) U C = (A U C) ∩(B U C)

• Associative law (like in algebra):

– (A U B) U C = A U (B U C)
– (A ∩ B) ∩ C = A ∩ (B ∩ C)

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 Mutually Exclusive Events - Laws

• DeMorgan’s law:
– (A U B)′ = A′ ∩ B′ The complement of the
union is the intersection of the complements.
– (A ∩ B)′ = A′ U B′ The complement of the
intersection is the union of the complements.

• Complement law:
(A′)′ = A.

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 Venn Diagrams
Let’s revisit rolling a die and getting an even or a prime number

A or B = {2, 3, 4, 5, 6}
Another way to represent this is with a Venn Diagram.

Even number (A) Prime number (B)

A or B would be 4 3
any number in
either circle. 2
6 5
1 Let the rectangle
represent the sample
space.

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 Venn Diagrams
A and B = {2}

A and B would be ONLY

the middle part that
the circles have in
common

4 3
2
6 5
1

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 Practice with Venn Diagrams

Some students are enrolled in Statistics, some in

Calculus, and some in Computer Science.

A: Students enrolled in statistics

B: Students enrolled in calculus
C: Students enrolled in computer science

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 Practice with Venn Diagrams

A B

B ∪C Calculus or Computer Science

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 Practice with Venn Diagrams

A B

( A ∪ C ) ∩ B′ (Statistics or Computer Science)

and not Calculus

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 Practice with Venn Diagrams

A B

Com Sci
C

A ∩ C ∩ B′ Statistics and Computer Science

and not Calculus

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 Practice with Venn Diagrams

A B

A ∩ ( B ∪ C )′ Statistics and not (Computer Science or

Calculus)

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Example 2-2 Discrete Event Algebra

Randomly select two parts (connectors), measure and consider

whether or not a particular part conforms to the specifications.
S = {yy, yn, ny, nn} concerning conformance to specifications.
– Let E1 denote the event that at least one part does conform to
specifications.
– Let E2 denote the event that no part conforms to specifications.
– Ler E3 denote the event that at least one part does not
conform.

– E1∩ E2=Ø
– E1∩ E3={yn,ny}
– E1UE3=S
– E2={nn}

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Example 2-3 Continuous Event Algebra

Measurements of the thickness of a part are modeled with

the sample space: S = R+.
– Let E1 = {x|10 ≤ x < 12},
– Let E2 = {x|11 < x < 15}

– Then E1 U E2 = {x|10 ≤ x < 15}

– Then E1 ∩ E2 = {x|11 < x < 12}
– Then E1’ = {x|x < 10 or x ≥ 12}
– Then E1’ ∩ E2 = {x|12 ≤ x < 15}

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 Example 2-4 Hospital Emergency Visits

• This table summarizes the ER visits at 4 hospitals. People

may leave without being seen by a physician( LWBS). The
remaining people are seen, and may or may not be
admitted.
Hospital
1 2 3 4 Total
LWBS 195 270 246 242 953
Admitted 1277 1558 666 984 4485
Not admitted 3820 5163 4728 3103 16814
Total 5292 6991 5640 4329 22252

• Let A be the event of a visit to Hospital 1.

• Let B be the event that the visit is LWBS.
• Find number of outcomes in: a) A∩B b) A’ c) AUB
a) A ∩ B =195
b) A’=16960
c) A U B=6050
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 Counting Techniques

• There are three special rules, or counting

techniques, used to determine the number of
outcomes in events.
• They are :
1. Multiplication rule
2. Permutation rule
3. Combination rule
• Each has its special purpose that must be
applied properly – the right tool for the right job.

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 Counting – Multiplication Rule

• Multiplication rule:
– Let an operation consist of k steps and there
are
• n1 ways of completing step 1,
• n2 ways of completing step 2, … and
• nk ways of completing step k.
– Then, the total number of ways to perform k
steps is:
• n 1 · n 2 · … · nk

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 Example 2-5 Web Site Design

• In the design for a website, we can choose to use among:

– 4 colors,
– 3 fonts, and
– 3 positions for an image.
How many designs are possible?
• Answer via the multiplication rule: 4 · 3 · 3 = 36

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 Counting – Permutation Rule

Suppose we wish to arrange n = 5 people {a, b, c, d, e}, standing

side by side, for a portrait. How many such distinct portraits
(“permutations”) are possible?

There are 5 possible choices for which person stands in the first
position (either a, b, c, d, or e). For each of these five
possibilities, there are 4 possible choices left for who is in the
next position. For each of these four possibilities, there are 3
possible choices left for the next position, and so on. Therefore,
there are 5 × 4 × 3 × 2 × 1 = 120 distinct permutations
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 Counting – Permutation Rule

The number of distinct PERMUTATIONS of n objects is “n

factorial”, denoted by

n! = n·(n-1)·(n-2)·…·2·1

By definition: 0! = 1

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 Counting – Permutation Rule

Now suppose we start with the same n = 5 people {a, b, c, d,

e}, but we wish to make portraits of only
r = 3 of them at a time. How many such distinct portraits are
possible?

By using exactly the same reasoning as before,

there are 5 × 4 × 3 = 60 permutations.

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 Counting – Permutation Rule

The number of permutations of subsets of r elements

selected from a set of n different elements is

n!
P = n( n − 1)( n − 2)...( n − r + 1) =
n

( n − r )!
r

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Example 2-6 Printed circuit board

A printed circuit board has eight different locations in

which a component can be placed. If four different
components are to be placed on the board, how many
designs are possible?
• Answer: Order is important, so use the permutation
formula with n = 8, r = 4.

8! 8 ⋅ 7 ⋅ 6 ⋅ 5 ⋅ 4!
P =
4
8
= = 8 ⋅ 7 ⋅ 6 ⋅ 5 = 1,680
(8 − 4)! 4!

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 Counting - Similar Item Permutations

• Used for counting the sequences when some items are

identical.
• The number of permutations of:
n = n1 + n2 + … + nr items of which
n1, n2, …., nr are identical.
is calculated as:
n!
n1 ! n 2 ! ... n r !

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Example 2-7: Bar Codes

• A part is labeled with 4 thick lines, 3 medium lines, and

two thin lines. Each sequence is a different label.
– How many unique labels can be created?

9! 9 ⋅ 8 ⋅ 7 ⋅ 6 ⋅ 5 ⋅ 4!
= = 1260
4!⋅ 3!⋅ 2! 2 ⋅1 ⋅ 3 ⋅ 2 ⋅ 1 ⋅ 4!

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 Counting – Combination Rule

Suppose that instead of portraits (“permutations”), we wish to

form committees (“combinations”) of r = 3 people from the
original n = 5. How many such distinct committees are
possible?

Sec 2- 37
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 Counting – Combination Rule

From the previous calculation, we know that # of

permutations of r = 3 from n = 5 is equal to 5!/2! = 60.

But now, all the ordered permutations of any three people

(and there are 3! = 6 of them, will “collapse” into one single
unordered combination, e.g., {a, b, c}.

# of combinations of r = 3 from n = 5 is equal to 5!/2! ,

divided by 3!, i.e., 60 ÷ 6 = 10.
This number, is given the compact notation

and corresponds to the number of ways of selecting 3

objects from 5 objects, regardless of their order.
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 Counting – Combination Rule

The number of distinct COMBINATIONS of n objects, taken

r at a time, is given by the ratio

⎛n⎞ n!
C =⎜ ⎟=
n

⎝ r ⎠ r !( n − r )!
r

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Example 2-8: Sampling without Replacement-1

A bin of 50 parts contains 3 defectives and 47 non-

defective parts. A sample of 6 parts is selected from the
50 without replacement. How many samples of size 6
contain 2 defective parts?

• How many ways are there for selecting 2 parts from the
3 defective parts?

3!
C =3
2 = 3 different ways
2!⋅1!

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 Example 2-8: Sampling without Replacement-2

• How many ways are there for selecting 4 parts from the
47 non-defective parts?

47! 47 ⋅ 46 ⋅ 45 ⋅ 44 ⋅ 43!
C447 = = = 178,365 different ways
4!⋅ 43! 4 ⋅ 3 ⋅ 2 ⋅ 1 ⋅ 43!
• How many ways are there to obtain
¾2 from 3 defectives, and 4 from 47 non-defectives?

C C = 3 ⋅178,365 = 535,095 different ways

3
2
47
4

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