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MATH 240 Probability For Engineers 2023 - 2024 Fall: Course Objective

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21 views29 pages

MATH 240 Probability For Engineers 2023 - 2024 Fall: Course Objective

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Ridvan Yüksel
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MATH 240

Probability for Engineers


2023 - 2024 Fall
Course Objective: This course aims to introduce
students the theory of probability and its
applications to engineering problems.

Text Book: Probability and Statistics for Engineers and ,


Scientists, Walpole R., Myers R., Myers S., Ye K., 9th
edition
1
Section 2.6
Conditional
Probability,
Independence,
and the Product
Rule

Copyright © 2017 Pearson Education, Ltd. All rights reserved.


• Suppose that two fair dice with different
colors were rolled and someone you trust told
you that one of them is 3. Under this
condition, what is the probability of getting a
total of 5?
Solution
Conditional Probability and 2-4

Independence
Definition: A probability that is based on part of the
sample space is called a conditional probability.

Let A and B be events with P(B)  0. The conditional


probability of A given B is
P( A  B)
P( A | B) =
P( B) .

McGraw-Hill ©2014 by The McGraw-Hill Companies, Inc. All rights reserved.


Conditional Probability
• The conditional probability of an event B given
an event A, denoted as P(B|A), is

P(B|A) = P(A∩B)/ P(A) for P(A)>0

When we know that A has occurred, every


outcome that is outside A should be discarded.
Thus, our sample space is reduced to the set A.
Now the only way that B can happen is when
the outcome belongs to the set A∩B.
Example

In a process that manufactures aluminum cans,


the probability that a can has a flaw on its side is
0.02, the probability that a can has a flaw on the
top is 0.03, and the probability that a can has a
flaw on both the side and the top is 0.01.
What is the probability that a can will have a
flaw on the side, given that it has a flaw on the
top?
Example
-Rolling a fair die-
Let B be the event that the outcome is an odd
number: B={1,3,5}
Let A be the event that the outcome is less
than or equal to 3: A={1,2,3}
• What is the probability of B, P(B)?
• What is the probability of A, P (A)?
• What is the probability of B given A, P(B|A)?
Example
-Rolling a fair die-

Let B be the event that the outcome is an odd


number: B={1,3,5}
Let A be the event that the outcome is less
than or equal to 3: A={1,2,3}
• What is the probability of B given A, P(B|A)?
9
10
Example 2.34

11
Independence
Definition: Two events A and B are independent if the
probability of each event remains the same whether
or not the other occurs.

If P(A)  0 and P(B)  0, then A and B are


independent if P(B|A) = P(B) or, equivalently,
P(A|B) = P(A).
If either P(A) = 0 or P(B) = 0, then A and B are
independent.
The Multiplication Rule
• If A and B are two events and P(B)  0, then
P(A  B) = P(B)P(A|B).

• If A and B are two events and P(A)  0, then


P(A  B) = P(A)P(B|A).

• If P(A)  0, and P(B)  0, then both of the above hold.

• If A and B are two independent events, then

P(A  B) = P(A)P(B).
2-14

Extended Multiplication Rule


• If A1, A2,…, An are independent results, then for each
collection of Aj1,…, Ajm of events
𝑃 𝐴𝑗1 ∩ 𝐴𝑗2 ∩ ⋯ ∩ 𝐴𝑗𝑚 = 𝑃 𝐴𝑗1 𝑃 𝐴𝑗2 ⋯ 𝑃 𝐴𝑗𝑚

• In particular,
𝑃 𝐴1 ∩ 𝐴2 ∩ ⋯ ∩ 𝐴𝑛 = 𝑃 𝐴1 𝑃 𝐴2 ⋯ 𝑃 𝐴𝑛

McGraw-Hill ©2014 by The McGraw-Hill Companies, Inc. All rights reserved.


Example

Of the microprocessors manufactured by a


certain process, 20% are defective. Five
microprocessors are chosen at random. Assume
they function independently. What is the
probability that they all work?
Example 2.37

16
Figure 2.8 Tree diagram for Example 2.37

Copyright © 2017 Pearson


Education, Ltd. All rights reserved. 2 - 17
Example: Sampling with replacement
Suppose a day’s production of 850 parts contains 50
defective parts. Suppose two parts are selected from
the batch, but first part is replaced before the second
part is selected.
• What is the probability that the second part is
defective (denoted as B) given that the first part is
defective (denoted as A), P(B|A)?
• What is the probability that both parts are defective,
P(A∩B)?
• Are A and B independent?
Example: Sampling without replacement
Suppose a day’s production of 850 parts contains 50
defective parts. Two parts are selected at random, without
replacement, from the batch.
• What is the probability that the second part is defective
(denoted as B) given that the first part is defective
(denoted as A), P(B|A)?
• What is the probability that both parts are defective,
P(A∩B)?
• Are A and B independent?
Independence implies the following:
If A and B are independent then,
A and B’ are independent,
A’ and B are independent,
A’ and B’ are independent.
Proof:
P(A∩B’)=P(A)−P(A∩B)
=P(A)−P(A)P(B) (since we know that A and B are independent)
=P(A)(1−P(B))
=P(A)P(B’)

Thus, A and B’ are independent.


Application to Reliability Analysis
Reliability analysis is the branch of engineering
concerned with estimating the failure rates of
systems. While some problems in reliability
analysis require advanced mathematical
methods, there are many problems that can be
solved with the methods we have learned so far.
We begin with an example illustrating the
computation of the reliability of two systems
consisting of two components connected in
series and parallel.
Example
The probabilities that the devices function are shown. Assume that the
devices fail independently.

Top (T)
0.95

0.8 0.9

Left (L) Right (R) 0.95


There is only a path if both devices Bottom (B)
function. There is a path if at least one device functions.
What is the probability that the What is the probability that the system functions?
system functions?

P(L and R) = P(L∩R) P(T or B) = P(TUB)


Solution
The devices fail independently = The devices function independently

Top (T)
0.95

0.8 0.9

Left (L) Right (R) 0.95


Bottom (B)
P(L and R) = P(T or B) =
Example 2.39

24
Figure 2.9 An electrical system for Example 2.39

Copyright © 2017 Pearson


Education, Ltd. All rights reserved. 2 - 25
Theorem 2.12

Copyright © 2017 Pearson


Education, Ltd. All rights reserved. 2 - 26
Definition 2.12

Copyright © 2017 Pearson


Education, Ltd. All rights reserved. 2 - 27
Example/Advanced System
Assume that Left (L) Middle (M) Right(R)
the devices fail
independently. 0.9
0.95
What is the
probability that 0.9 0.99
the system
functions? 0.95 P(R) =

0.9
P(M1 or M2) =

P(L1 or L2 or L3) =
Summary
• Conditional probability
• Independence
• Multiplication rule

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