MATH 240

Probability for Engineers

1
Course Learning Outcomes
The students who succeeded in this course;
• use fundamental concepts such as sample space, events
and counting techniques.
• explain concepts of probability.
• use conditional probability, the total probability rule and
Bayes' theorem.
• compute discrete and continuous random variables.
• investigate the advantages of joint probability
distributions.
• find mean and variance of random variables.
• apply discrete and continuous distributions.
• examine the relationship between two random variables. 2
 Applied Statistics and Probability for
Engineers
Seventh Edition
Douglas C. Montgomery George C. Runger

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 3
 Importance of Statistics

The field of statistics deals with the collection,

presentation, analysis, and use of data to:
• Make decisions
• Solve problems
• Design products and processes
*It is the science of data.

4
 Variability
• Statistical techniques are useful to describe
and understand variability.
• By variability, we mean successive observations
of a system or phenomenon that do not produce
exactly the same result.
• Statistics gives us a framework for describing this
variability and for learning about potential
sources of variability.

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 Why Study Probability and
Statistics?
• Many problems we face in daily life involve some degree of
uncertainty

• Probability theory is devoted to the study of uncertainty and

variability

• Statistics is the analysis of events governed by probability, the

study of how to make inference and decisions in the face of
uncertainty and variability

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Figure: Fundamental relationship between probability and inferential statistics.

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Where We Use Statistics and
Probability in Daily Life?
• Gambling, sports, and games industry
• Insurance industry
• Meteorology and weather forecasting
• Economics
• Manufacturing
• Medicine
• Social sciences
• Computer science
• Research

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 Applied Statistics and Probability
for Engineers
Seventh Edition
Douglas C. Montgomery George C. Runger

Chapter 2
Probability
Chapter 2 Title Slide
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 9
 2 Probability
CHAPTER OUTLINE

2.1 Sample Spaces and Events 2.5 Conditional Probability

2.1.1 Random Experiments 2.6 Intersections of Events and Multiplication
2.1.2 Sample Spaces and Total Probability Rule
2.1.3 Events 2.7 Independence
2.2 Counting Techniques 2.8 Bayes’ Theorem
2.3 Interpretations and Axioms 2.9 Random Variables
of Probability
2.4 Unions of Events and Addition
Rules

Chapter 2 Contents
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 10
 Random Experiment
• An experiment is a procedure that is
• carried out under controlled conditions, and
• executed to discover an unknown result

Fair coin Fair die

Section 2.1.1 Random Experiment

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 11 11
 Sample Spaces

The set of all possible outcomes of a random experiment is called the sample
space, 𝑆.

𝑆 is discrete if it consists of a finite or countable infinite set of outcomes.

𝑆 is continuous if it contains an interval (either finite or infinite) of real
numbers.
• For rolling a six-sided die, the sample space is {1, 2, 3,
4, 5, 6}.
• For weighing a cereal box, the sample space is  0,   ,

Section 2.1.2 Sample Spaces

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 12
 Example 2.1 | Camera Flash
• Randomly select a camera and record the recycle time of a flash. 𝑆 =
𝑅 = {𝑥 | 𝑥 > 0}, the positive real numbers.
• Suppose it is known that all recycle times are between 1.5 and 5 seconds.
Then 𝑆 = {𝑥 | 1.5 < 𝑥 < 5} is continuous.
• It is known that the recycle time has only three values (low, medium or
high). Then 𝑆 = {𝑙𝑜𝑤, 𝑚𝑒𝑑𝑖𝑢𝑚, ℎ𝑖𝑔ℎ} is discrete.
• Does the camera conform to minimum recycle time specifications?
𝑆 = {𝑦𝑒𝑠, 𝑛𝑜} is discrete.

Section 2.1.2 Sample Spaces

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 13
Discrete and Continuous Sample
Spaces
• A sample space is discrete if it is a countable set (finite or
infinite).
• The experiments involving flipping coins and rolling dice are discrete
cases.
• The sample space is continuous if it is an uncountable set
(finite or infinite).
• The experiment involving dart throwing is a continuous case.

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Example/Sample Space

1. S = R+ = { x | x > 0}
2. S = { x | 10 < x < 11}
3. S = {low, medium, high}
4. S = {3, 6, 10}
5. S = {yes, no}
6. S = {1, 2, 3, 4, 5, …}

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 Defining Sample Spaces
• Suppose that the recycle times of two cameras are recorded.
S = R+ × R+.
If the objective is only to evaluate whether or not the cameras conform
to the manufacturing specifications, either camera may or may not
conform.
We abbreviate yes and no as y and n. Define the sample space.

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 Example 2.3 | Message Delays
Messages are classified as on-time or late within the time specified by
the system design. Use a tree diagram to represent the sample space
of possible outcomes.

Section 2.1.2 Sample Spaces

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 17
 Events

A given event is said to have occurred if the outcome of the

experiment is one of the outcomes in the event.

For example, if a die comes up 2, the events {2, 4, 6} and {1, 2, 3}

have both occurred, along with every other event that contains the
outcome “2.”
Section 2.1.3 Events

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 18
• Random experiment: Rolling a die.

• A: obtaining a number less than 4

• B: obtaining an even number

• Random experiment: Rolling two dice

• A: the outcome is (2,6)

• B: Rolling doubles

• Null set is subset of the S

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 Events

Event combinations
• The union of two events consists of all outcomes that are contained in either of the two
events, denoted as 𝐸1 ∪ 𝐸2.
• The intersection of two events is the event that consists of all outcomes that are contained
in both of the two events, denoted as 𝐸1 ∩ 𝐸2.
• The complement of an event in a sample space is the set of outcomes in the sample
space that are not in the event. We denote the complement of the event 𝐸 as 𝐸′.

Section 2.1.3 Events

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 20
 Example 2.4 | Events
• Suppose that the recycle times of two cameras are recorded. Consider only whether or not the
cameras conform to the manufacturing specifications. We abbreviate yes and no as y and n.
Consider the sample space 𝑆 = {𝑦𝑦, 𝑦𝑛, 𝑛𝑦, 𝑛𝑛}.
• Suppose that the subset of outcomes for which at least one camera conforms is denoted as 𝐸1.
Then, 𝐸1 = {𝑦𝑦, 𝑦𝑛, 𝑛𝑦}.
• Suppose that the subset of outcomes for which both cameras do not conform, denoted as 𝐸2,
contains only the single outcome, 𝐸2 = {𝑛𝑛}.
• Other examples of events are 𝐸3 = Ø, the null set, and 𝐸4 = 𝑆, the sample space.
• If 𝐸5 = {𝑦𝑛, 𝑛𝑦, 𝑛𝑛}, 𝐸 ∪ 𝐸 = 𝑆, 𝐸 ∩ 𝐸 = 𝑦𝑛, 𝑛𝑦 , 𝐸 = 𝑛𝑛

Section 2.1.3 Events

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 21
 Example 2.5 | Camera Recycle Time
Camera recycle times might use the sample space S = R+.
Let E1 = {x | 10 ≤ x < 12} and E2 = {x | 11 < x < 15}
Then,
and

Also

And

Section 2.1.3 Events Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 22
 Venn Diagrams
We can use Venn diagrams to represent a sample space and events in a
sample space.

Section 2.1.3 Events Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 23
 Venn Diagrams/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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 Venn Diagrams/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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Figure Events represented by various regions

Copyright © 2017 2 - 26
 Mutually Exclusive Events

Section 2.1.3 Events Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved
 2-28

Example
An electrical engineer has on hand two boxes of resistors, with four
resistors in each box. The resistors in the first box are labeled 10
ohms but in fact their resistances are 9, 10, 11, and 12 ohms. The
resistors in the second box are labeled 20 but in fact their
resistances are 18, 19, 20, and 21 ohms. The engineer chooses
one resistor from each box and determines the resistance of each.

McGraw-Hill ©2020 by The McGraw-Hill Companies, Inc. All rights reserved.

Example (cont.)
Let A be the event that the first resistor has a resistance greater than 10, let B
be the event that the second resistor has resistance less than 19, and let C be
the event that the sum of the resistances is equal to 28.
• Specify the subsets corresponding to the events A, B, and C.
• Is it possible for events A and B both to occur?
• How about B and C?
• A and C?
• Which pair of events is mutually exclusive?
 Counting Techniques
• Determining the outcomes in the sample space (or an event) can become more difficult
• In these cases, counts of the numbers of outcomes in the sample space and various
events are used to analyze the random experiments.
• These methods are referred to as counting techniques.
• Multiplication Rule
• Permutations
• Combinations

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 30
 Counting – Multiplication Rule
Assume an operation can be described as a sequence of k steps, and
• The number of ways to complete step 1 is n1, and
• The number of ways to complete step 2 is n2 for each way to complete step 1, and
• The number of ways to complete step 3 is n3 for each way to complete step 2, and
so fourth

The total number of ways to complete the operation is 𝑛1 × 𝑛 × ⋯ × 𝑛𝑘

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 31
 Example 2.7 | Web Site Design

The design for a Website is to consist of four colors, three fonts,

and three positions for an image.

From the multiplication rule, 4 x 4 x 3 = 36 different designs are

possible Practical Interpretation: The use of the multiplication rule
and other counting techniques enables one to easily
determine the number of outcomes in a sample space or
event and this, in turn, allows probabilities of events to be
determine

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 32
 Example/Tree Diagram
• An automobile manufacturer provides vehicles equipped with selected
options. Each vehicle is ordered
–With or without an automatic transmission If the sample
–With or without air conditioning space consists
–With one of three choices of a stereo system of the set of all
possible vehicle
–With one of four exterior colors types,
what is the
number of
outcomes in the
sample space?

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 Counting – Permutations
A permutation of the elements is an ordered sequence of the elements

Consider a set of elements, such as S = {a, b, b}.

abc, acb, bac, bca, cab, cba are all the permutations of the elements of S.

Example How many different ways can 5 exactly the same math books
be arranged on a shelf?
Section 2.2 Counting Techniques
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 34
 Counting – Permutations
Permutations of Subsets
The number of permutations of subsets of r elements selected from a set of n different
elements is
n!
r
n
P  n(n  1)(n  2)...(n  r  1) 
(n  r )!
Example 2.8 | 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 different designs are possible?
8! 8  7  6  5  4!
Answer: P48    8  7  6  5  1,680 different designs are possible
(8  4)! 4!
Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 35
 Counting – Permutations
Permutations of Similar Objects

The number of permutations of n = n1 + n2 + … + nr objects of which 𝑛1 are of one type, 𝑛2

are of a second type, … , and 𝑛𝑟 are of an 𝑟 type is

n!
n1 !n2 ! ... nr !

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 36
 Example 2.9 | Hospital Schedule
A hospital operating room needs to schedule three knee surgeries and two hip surgeries in
one day. We denote a knee surgery as k, and hip surgery as h. The number of possible
sequences of three knee and hip surgeries is

5! 5 4 3!
= = 10
2! 3! 2 1 3!

The 10 sequences are easily summarized as

{𝑘𝑘𝑘ℎℎ, 𝑘𝑘ℎ𝑘ℎ, 𝑘𝑘ℎℎ𝑘, 𝑘ℎ𝑘𝑘ℎ, 𝑘ℎ𝑘ℎ𝑘, 𝑘ℎℎ𝑘𝑘, ℎ𝑘𝑘𝑘ℎ, ℎ𝑘𝑘ℎ𝑘, ℎ𝑘ℎ𝑘𝑘, ℎℎ𝑘𝑘𝑘}

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 37
 Counting – Combinations

• In combinations, order is not important

• Every subset of r elements can be indicated by listing the elements in the set and marking
each element with a “*” if it is to be included in the subset
• Therefore, each permutation of r*s and n – r blanks indicates a different subset
• For example, if the set is S = {a, b, c, d}, the subset {a, c} can be indicated as
a b c d
* *
Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 38
 Example 2.11a | Sampling without Replacement
• 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?
• The number of different ways this step can be completed is

3!
= 3 different ways
2! 1!

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 39
 Example 2.11b | Sampling without Replacement

The second step is to select the remaining 4 parts form the 47 acceptable parts in the bin.
The number of different ways the second step can be completed is

47! 47 46 45 44 43!
= = 178, 365 different ways
4! 43! 4 3 2 1 43!

Section 2.2 Counting Techniques Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 40
 Example 2.11c | Sampling without Replacement

Therefore, from the multiplication rule, the number of subsets of size 6 that
contain exactly 2 defective parts is
3 178, 365 = 535, 095

As an additional computation, the total number of different subsets of size 6

is
50 50!
( )= = 15,890, 700
6 6!44!

Section 2.2 Counting Techniques

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 41
Example
E

d1
A B C D
By using points A, B, C, D and E as edges, how many
different triangles can be drawn?

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 Counting Techniques
Consider a set of elements, such as S ={a, b, c}.
A permutation of the elements is an In combinations, order is not important.
ordered sequence of the elements.

What is the number of permutations of a What is the number of combinations of a

subset of 2 elements selected from set S? subset of 2 elements selected from set S?

r= {ab, ba, ac, ca, bc, cb}

r= {ab, ac, bc}

3! 3!
= 6/1 = 6 = 6/2 = 3
(3-2)! 2!(3-2)! 43
 Interpretations and Axioms of Probability
• Probability is used to quantify the likelihood, or chance, that an outcome of a random
experiment will occur
• The likelihood of an outcome is quantified by assigning a number from the interval [0,1] to
the outcome (or a percentage from 0 to 100%)
• 0 indicates an outcome will not occur
• 1 indicates that an outcome will occur with certainty

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 44
 Interpretations and Axioms of Probability

• Subjective probability, or degree of belief

• Different individuals will no doubt assign different probabilities to the same outcomes
• Ex: “The chance of rain today is 30%”

• Relative frequency probability

• Interpreted as the limiting value of the proportion of times the outcome occurs in n
repetitions of the random experiment as n increases beyond all bounds
• Ex: If we assign probability 0.2 to the outcome that there is a corrupted pulse in a digital
signal, we might interpret this assignment as implying that, if we analyze many pulses,
approximately 20% of them will be corrupted

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 45
 Interpretations and Axioms of Probability

For example, suppose that we select 1 laser diode randomly from a batch of 100.
Randomly implies that it is reasonable to assume that each diode in the batch has an
equal chance of being selected. The probability model for this experiment assigns
probability of 0.01 to each of the 100 outcomes, because each outcome in the sample
space is equally likely

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 46
The Expression of Probability
For equally likely outcomes:

Number of outcomes favorable to event A

P(A) =
Total number of possible outcomes

Sample Space

47
 Interpretations and Axioms of Probability

For a discrete sample space, the probability of an event can be defined by the reasoning
used in the preceding example

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 48
 Example 2.13 | Probabilities of Events
A random experiment can result in one of the outcomes {a, b, c, d} with probabilities 0.1, 0.3, 0.5, 0.1,
respectively
Let A denote the event {a, b}, B the event {b, c, d}, and C the event {d}

𝑃(𝐴) = 0.1 + 0.3 = 0.4

𝑃(𝐵) = 0.3 + 0.5 + 0.1 = 0.9
𝑃(𝐶) = 0.1
𝑃(𝐴 ) = 0.6 𝑎𝑛𝑑 𝑃(𝐵 ) = 0.1 𝑎𝑛𝑑 𝑃(𝐶 ) = 0.9

Because 𝐴 ∩ 𝐵 = {𝑏}, 𝑡ℎ𝑒𝑛 𝑃(𝐴 ∩ 𝐵) = 0.3

Because 𝐴 ∪ 𝐵 = {𝑎, 𝑏, 𝑐, 𝑑}, 𝑡ℎ𝑒𝑛 𝑃(𝐴 ∪ 𝐵) = 1.0
Because 𝐴 ∩ 𝐶 = {𝑛𝑢𝑙𝑙}, 𝑡ℎ𝑒𝑛 𝑃(𝐴 ∩ 𝐶 ) = 0

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 49
 Axioms of Probability
Probability is a number that is assigned to each member of a collection of events from a
random experiment that satisfies the following properties:
1. P(S) = 1
2. 0 ≤ P(E) ≤ 1
3. For any two events E1 and E2 with 𝐸1 ∩ 𝐸2 = Ø,
𝑃(𝐸1 ∪ 𝐸 = 𝑃(𝐸1) + 𝑃(𝐸2)

The axioms imply that:

• 𝑃(Ø) = 0 𝑎𝑛𝑑 𝑃(𝐸′ ) = 1 – 𝑃(𝐸)
• If E1 is contained in E2, then 𝑃(𝐸1) ≤ 𝑃(𝐸2).

Section 2.3 Interpretations and Axioms of Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 50
 Unions of Events and Addition Rules

Joint events are generated by applying basic set operations to individual events,
specifically:
• Unions of events, 𝐴 ∪ 𝐵
• Intersections of events, 𝐴 ∩ 𝐵
• Complements of events, 𝐴

Probabilities of joint events can often be determined from the probabilities of the individual
events it comprises

Section 2.4 Unions of Events and Addition Rules

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 51
 Example 2.15a | Semiconductor Wafers
A wafer is randomly selected from a batch of 940 wafers in a semiconductor
manufacturing process
• Let H denote the event that the wafer contains high levels of contamination
• Then P(H) = 358/940.
• Let C denote the event of the wafer is in center of a sputtering tool
• Then P(C) = 626/940.
Location of Tool
Contamination Total
Center Edge
Low 514 68 582
High 112 246 358
Total 626 314 940

Section 2.4 Unions of Events and Addition Rules

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 52
 Example 2.15b | Semiconductor Wafers
𝑃(𝐻 ∩ 𝐶) is the probability that the wafer is from the center of the sputtering tool and
contains high levels of contamination
𝑃(𝐻 ∩ 𝐶) = 112/940
The event (𝐻 ∪ 𝐶) is the event that a wafer is from the center of the sputtering tool or
contains high levels of contamination (or both)
𝑃(𝐻 ∪ 𝐶) = 𝑃(𝐻) + 𝑃(𝐶) 𝑃(𝐻 ∩ 𝐶)
= (358 + 626  112)/940 = 872/940 Location of Tool
Contamination Total
Center Edge
Practical Interpretation: To better understand Low 514 68 582
the sources of contamination, yield from High 112 246 358
different locations on wafers are routinely Total 626 314 940
aggregated

Section 2.4 Unions of Events and Addition Rules

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 53
Coin Flipping
• Flipping 1 fair coin – what is the probability
of getting H?
• Flipping 2 fair coins – what is the probability
of getting 2 H?
• Flipping 3 fair coins – what is the probability
of getting at least 2 H?
• Flipping 3 fair coins – What is the probability
of getting at least 1 T?
• Flipping 5 fair coins – what is the probability
of getting 4 H and 1 T?

54
Example

55
Example

HH.TT HT TH
E 41,231
5 P gett ng
PLEI P gett ng pgett ng2
5 1 2 3 415 64
FaIaFa 1
a

56
Example

5 4 b nt 16 12 192 sample space

ts nuts Af b n b and n are the same samples ze

Elys an
ŞEY
Fg
57
Example
and
0
• A bin of 50 parts contains 3 defectives and 47 non-
0 from
defective parts. A sample of 6 parts is selected
the 50 without replacement.
• a) what is the probability that a sample contains no
defective parts?

58
Example
• 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.
• b) what is the probability that a sample contains
exactly two defective parts?

59
Dart Throwing
y – what is the probability of your
dart will hit the area (x + y ≤
1 1/2)?
the area of tr angle
1/2 the area of square

x
1/2 1

60
 Addition Rule

Section 2.4 Unions of Events and Addition Rules

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 61
 Addition Rule
Three or More Events

2.5 Conditional Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 62
Die Rolling
• Rolling 1 die – what is the probability of rolling a
number < 3 ?

• Rolling 2 dice – what is the probability of getting

10 as the sum of the numbers turned up?

3
• Rolling 1 die – what is the probability of rolling a
prime number or a number > 4 ?
Asroll ng a pr me number A 213,51 AnB 451
B amber 14 B 15,61 63
 1 B _planB

Conditional Probability
• The probability of an event B under the knowledge that the outcome will be in
event A is called the conditional probability of B given A, denoted as 𝑃(𝐵 | 𝐴)
• A digital communications channel has an error rate of 1 per 1000 bits transmitted.
Errors are rare, occur in bursts. If a single bit is transmitted, we might model the
probability of an error as 1/1000. However, if the previous bit was in error
because of the bursts, we might believe that the probability that the next bit will
be in error is greater than 1/1000.

Section 2.5 Conditional Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 64
Example (HW)

65
Example (HW)
A target on a test firing range consists of a bull’s-eye with
two concentric rings around it. A projectile is fired at the
target. The probability that it hits the bull’s-eye is 0.10, the
probability that it hits the inner ring is 0.25, and the
probability that it hits the outer ring is 0.45.
1. What is the probability that the projectile hits the target?
2. What is the probability that it misses the target?
Example (HW)

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.

1. What is the probability that a randomly chosen can has a flaw?

2. What is the probability that it has no flaw?
3. What is the probability that a can has a flaw on the top but not on the
side?
 Conditional Probability
(Motivation Example)
• 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? O
Solution
1

TEE 3,31
Section 2.5 Conditional Probability
çıkarıyoruz
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 68
 Conditional Probability

This definition can be understood in a special case in which all outcomes of a random experiment are
equally likely. If there are N total outcomes,
𝑃(𝐴) = (number of outcomes in A) / N
𝑃(𝐴 ∩ 𝐵) = (number of outcomes in 𝐴 ∩ 𝐵) / N
𝑃(𝐵 | 𝐴) = (number of outcomes in 𝐴 ∩ 𝐵) / (number of outcomes in A)

Section 2.5 Conditional Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 69
Conditional Probability

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 2.17 | Surface Flaws and Defectives
Table 2.2 provides an example of 400 parts Parts Classified
classified by surface flaws and as (functionally) Surface Flaws
defective. Of the parts with surface flaws (40 Defective Total
parts), the number of defective ones is 10. Yes (F ) No (F' )
Therefore, Yes (D ) 10 18 28
𝑃(𝐷 | 𝐹) = 10/40 = 0.25 No (D' ) 30 342 372
Total 40 360 400
And of the parts without surface flaws (360 parts),
the number of defective ones is 18. Therefore, Practical Interpretation
𝑃(𝐷 | 𝐹’) = 18/360 = 0.05 The probability of being defective is five times greater
for parts with surface flaws. This calculation illustrates
how probabilities are adjusted for additional information.
The result also suggests that there many be a link
between surface flaws and functionally defective parts,
which should be investigated

Section 2.5 Conditional Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 71
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)?
PITA
Example

Solution

73
 Random Samples

To select randomly implies that at each step of the sample, the

items that remain in the batch are equally likely to be selected

Section 2.5 Conditional Probability

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 74
 Intersections of Events and Multiplication
and Total Probability Rules
• The conditional probability definition can be rewritten to provide a formula
known as the multiplication rule for probabilities

• This expression is obtained by interchanging A and B

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 75
 Example 2.19 | Machining Stages
The probability that the 1st stage of a numerically controlled machining operation meets
specifications is 0.90. The probability that it meets specifications in the 2nd stage, given that
met specifications in the first stage is 0.95.

What is the probability that both stages meet specifications?

• Let A and B denote the events that the 1st and 2nd stages meet specifications, respectively.
• 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵 | 𝐴) · 𝑃(𝐴) = 0.95 · 0.90 = 0.855

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 76
 Independence

Knowledge that the outcome of the experiment is in event A does

not affect the probability that the outcome is in event B

Section 2.7 Independence

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 77
 Independence

Section 2.7 Independence

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 78
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: 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)
0.9
5
0.8 0.9
0.9
Left (L) Right (R) 5
There is only a path if both Bottom (B)
devices 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)
0.9
5

0.8 0.9
0.9
Left (L) Right (R) 5
Bottom (B)
P(L and R) = P(T or B) =
Example

86
Figure 2.9 An electrical system for Example

Copyright © 2017 Pearson Education, Ltd. All

rights reserved. 2 - 87
Theorem

Copyright © 2017 Pearson Education, Ltd. All

rights reserved. 2 - 88
 Example/Advanced System

Left (L) Middle (M) Right(R)

Assume that
the devices fail
independently
. 0.9
0.9
5
What is the
0.9
probability 0.9
9
that the 0.9
system 5 P(R) =
functions?
0.9
P(M1 or M2) =

P(L1 or L2 or L3) =
 Total Probability Rule
• A and A are mutually exclusive.
• 𝐴 ∩ 𝐵 and 𝐴 ∩ 𝐵 are mutually exclusive
• 𝐵 = 𝐴 ∩ 𝐵 ∪ (𝐴 ∩ 𝐵)
Total Probability Rule
For any two events A and B

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 90
 Example 2.20 | Semiconductor Contamination
Information about product failure based on chip manufacturing process contamination is given
below. Find the probability of failure.

Let F denote the event that the product fails

Let H denote the event that the chip is exposed to high contamination. Then
• P(F | H) = 0.10 and P(F | H ) = 0.005
• P(H) = 0.20 and P(H ) = 0.8
• P(F) = 0.10(0.20) + 0.005(0.80) = 0.024
Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 91
 Total Probability Rule

Section 2.6 Intersections of Events and Multiplication and Total Probability Rules
Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 92
 Total Probability Rule-Example
Sometimes the probability of an event is given under each of
several conditions. With enough of these conditional
probabilities, the probability of the event can be recovered.

Suppose that you are working in a semiconductor

manufacturing company, and you are responsible for the
quality control of the products.
You realize that the product failure is dependent on the
chips used during manufacturing, and you are analyzing the
chips which cause product failure.
 Total Probability Rule-Example
Suppose that you find out the probability of product failure is 0.10, when a chip is exposed to
high levels of contamination (which is not simply wanted) during manufacturing.

However, you also find out that the probability of product failure is 0.005, when a chip is not
exposed to high levels of contamination during manufacturing.

In addition, you know that in a particular run, 20% of the chips are exposed to high levels of
contamination.

By using all these information, you want to learn the probability that a product using one of
these chips fails. How would you calculate it?
Total Probability Rule-Example
• The probability of product failure is 0.10, given that a chip is exposed to high levels of
contamination.
• The probability of product failure is 0.005, given that a chip is not exposed to high levels of
contamination.
• In a particular run, 20% of the chips are exposed to high levels of contamination.
What is the probability that a product using one of these chips fails?

F: the event that the product fails H: the event that the chip is exposed
to high levels of contamination

FC : the event that the HC : the event that the chip is not
product does not fail exposed to high levels of
contamination
Total Probability Rule-Example
F H P(H)= P(F|H) =
P(HC) = P(F|HC) =

Sometimes the probability of an event (for our

case: event F) is given under each of several
conditions (for our case H and HC). With enough
of these conditional probabilities, the probability
F = (F∩H) U (F∩HC) of the event can be recovered.

P(F|H) = P(F|HC) =

P(F) =
 Example

Customers who purchase a certain make of car can order an engine

in any of three sizes.
Of all cars sold, 45% have the smallest engine, 35% have the
medium-size one, and 20% have the largest.
Of cars with the smallest engine, 10% fail an emissions test within
two years of purchase, while 12% of the those with the medium size
and 15% of those with the largest engine fail.
What is the probability that a randomly chosen car will fail an
emissions test within two years?
 Example/Diagnostic Test for a
Disease
Disease Disease (-) Total
(+)
Test (+) 30 18 48
Test (-) 12 40 52
Total 42 58 100
• What is probability that a person has the disease?

• What is the probability that a person has the disease given

that they tested positive?
 Bayes’ Theorem
• Thomas Bayes addressed essential question in 1700s of finding
the probability that a condition was present (high contamination)
given an outcome (a semiconductor failure)
• Bayes’ theorem states that,

Section 2.8 Bayes’ Theorem

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 99
 Example 2.26
The conditional probability that a high level of contamination was present when a failure
occurred is to be determined. The information is summarized here.

Section 2.8 Bayes’ Theorem

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 100
 Bayes’ Theorem

Note:
Numerator expression is always one of the terms in the sum of the denominator.

Section 2.8 Bayes’ Theorem

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 101
 Example/Bayesian Network
Bayesian networks are used on the web sites of high technology manufacturers to allow
customers to quickly diagnose problems with products.

A printer manufacturer obtained the following probabilities from a database of

test results. Printer failures are associated with three types of problems:
hardware, software, and other (such as connectors), with probabilities 0.1, 0.6,
and 0.3, respectively. The probability of a printer failure given a hardware
problem is 0.9, given a software problem is 0.2, and given any other type of
problem is 0.5. If a customer enters the manufacturer’s web site to diagnose a
printer failure, what is the most likely cause of the problem?

Bayes’ theorem gives the probability that a condition (a problem)

was present given an outcome (failure).
Example

103
 Example: Medical Diagnostic
The proportion of people in a given community who have a certain
disease is 0.005. A test is available to diagnose the disease. If a
person has the disease, the probability that the test will produce a
positive signal is 0.99. If a person does not have the disease, the
probability that the test will produce a positive signal is 0.01. If a
person tests positive, what is the probability that the person actually
has the disease?
 Random Variables
• The variable that associates a number with the outcome of a random experiment is referred to
as a random variable

• Notation is used to distinguish between a random variable and the real number

Section 2.9 Random Variables

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 105
 Discrete and Continuous Random
Variables
• A discrete random variable is a random variable with a finite (or countably
infinite) range
• A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range

Section 2.9 Random Variables

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 106
 Important Terms & Concepts of Chapter 2
• Addition Rule • Mutually exclusive events • Venn diagram
• Axioms of probability • Outcome • With or without
replacement
• Bayes’ Theorem • Permutation
• Combination • Probability
• Conditional probability • Random samples
• Counting techniques • Random variables –
• Equally likely outcomes discrete and continuous

• Event • Sample spaces – discrete

and continuous
• Independence
• Total probability rule
• Multiplication rule
• Tree diagram

Important Terms and Concepts

Copyright © 2019 John Wiley & Sons, Inc. All Rights Reserved 107