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MATH 14 - 2. Probability

The document provides an overview of probability in the context of engineering data analysis, defining key concepts such as experiments, sample spaces, and events. It also outlines basic rules of probability, including the complement, intersection, and union of events, and introduces counting principles and axioms of probability. Additionally, it discusses dependent and independent events, conditional probability, and the addition and multiplication rules for calculating probabilities.

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0% found this document useful (0 votes)
4 views31 pages

MATH 14 - 2. Probability

The document provides an overview of probability in the context of engineering data analysis, defining key concepts such as experiments, sample spaces, and events. It also outlines basic rules of probability, including the complement, intersection, and union of events, and introduces counting principles and axioms of probability. Additionally, it discusses dependent and independent events, conditional probability, and the addition and multiplication rules for calculating probabilities.

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melvin.llaneta
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ENGINEERING DATA

ANALYSIS
MATH14
PROBABILITY

MATH14 – Engineering Data Analysis


PROBABILITY
• Is a numerical description of how likely an event is to
occur or how likely it is that proposition is true.
• Is a number between 0 to 1, where, roughly speaking, 0
indicates impossibility and 1 indicates certainty.
• The higher the probability of an event, the more likely it is
that event will occur.
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
𝑃=
𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠
If the probability for an event to happen is 𝑝 and the
probability for it to fail is 𝑞, then
𝑝+𝑞 =1
DEFINITIONS
Experiment – A process that results in an outcome that
cannot be predicted in advance with certainty.
Sample Space – the set of all possible outcomes of an
experiment is called the sample space for the experiment.
Event – a subset of a sample space
Element – Each outcome in a sample space or a member
of the sample space.
PROBABILITY
Example 1:

Consider the experiment of tossing a die. If we are


interested in the number that shows on the top face, the
sample space would be

𝑆 = 1,2,3,4,5,6
PROBABILITY
Example 2:
An experiment consists of flipping a coin and then flipping it
a second time if a head occurs. If a tail occurs on the first,
flip, then a die is tossed once. To list the elements of the
sample space providing the most information, we construct
the tree diagram

𝑆 = 𝐻𝐻, 𝐻𝑇, 𝑇1, 𝑇2, 𝑇3, 𝑇4, 𝑇5, 𝑇6


PROBABILITY
Consider an experiment in which each of three vehicles
taking a particular expressway exit turns left (L) or right (R) at
the end of the exit ramp.
• Find the sample space for this experiment.
• Specify the event corresponding that:
• exactly one of the three vehicles turns right
• at most one of the vehicles turns right
• all three vehicles turn in the same direction
PROBABILITY
𝑆 = 𝐿𝐿𝐿, 𝑅𝐿𝐿, 𝑅𝑅𝐿, 𝑅𝑅𝑅, 𝐿𝑅𝑅, 𝐿𝐿𝑅, 𝐿𝑅𝐿, 𝑅𝐿𝑅

The event that exactly one of the three vehicles turns right
𝐴 = 𝑅𝐿𝐿, 𝐿𝑅𝐿, 𝐿𝐿𝑅

The event that at most one of the vehicles turns right


𝐵 = 𝐿𝐿𝐿, 𝑅𝐿𝐿, 𝐿𝑅𝐿, 𝐿𝐿𝑅

The event that all three vehicles turn in the same direction
𝐶 = {𝐿𝐿𝐿, 𝑅𝑅𝑅}
PROBABILITY | Basic Rules
1. The complement of an event 𝐴 with respect to 𝑆 is the
subset of all elements of 𝑆 that are not in 𝐴. We denote
the complement of 𝑨 by the symbol 𝑨′.
2. The intersection of two events 𝐴 and 𝐵, denoted by the
symbol 𝑨 ∩ 𝑩 is the event containing all elements that
are common to 𝐴 and 𝐵.
3. Two event 𝐴 and 𝐵 are mutually exclusive, or disjoint, if
𝑨 ∩ 𝑩 = ∅ that is, A and B have no elements in
common.
4. The union of events A and B, denoted by 𝑨 ∪ 𝑩, is the
event containing all the elements that belong to 𝐴 or 𝐵
or both.
PROBABILITY | Basic Rules
Example:
For the experiment in which the number of pumps in use at
a single six-pump gas station is observed, let 𝐴 = {0, 1, 2, 3, 4},
𝐵 = {3, 4, 5, 6}, and 𝐶 = {1, 3, 5}.
Find:
𝐴′ , 𝐴 ∪ 𝐵, 𝐴 ∪ 𝐶, 𝐴 ∩ 𝐵, 𝐴 ∩ 𝐶 ′

Answer:
𝐴′ = 5,6 , 𝐴 ∪ 𝐵 = 0,1,2,3,4,5,6 ,
𝐴 ∪ 𝐶 = 0,1,2,3,4,5 ,
𝐴 ∩ 𝐵 = 3,4 , 𝐴 ∩ 𝐶 ′ = {0,2,4,5,6}
PROBABILITY | Venn Diagrams
Events can be graphically illustrated with Venn Diagrams
PROBABILITY | Venn Diagrams
Example:
Find:
𝑆

𝐴 𝐵
𝐴∩𝐵 = 1, 2
7 2
6
𝐵∩𝐶 = 1, 3
1
4 3 𝐴∪𝐶 = 1, 2, 3, 4, 5, 7
5
𝐵′ ∩ 𝐴 = 4, 7
𝐴∩𝐵∩𝐶 = 1
𝐶
𝐴∪𝐵 ∪𝐶 = 1, 2, 3, 4, 5, 6, 7
PROBABILITY | Counting Sample Points
1st Rule : If operations can be performed in 𝑛1 ways, and if
for each of these ways a second operation can be
performed in 𝑛2 ways, then two operations can be
performed in 𝑛1 𝑛2 ways.

Example:
1. How many even numbers of four digits can be formed
with 0, 1, 2, 3, 4, 5, and 6 no digit being used more than
once?
2. How many 4-digit even number can be formed from 0, 1,
2, 5, 6, and 9 if each digit can be used only once?
PROBABILITY | Counting Sample Points
2nd Rule : the number of permutations of 𝑛 objects is 𝑛!
A permutation is an arrangement of all part of a set of
objects.

Example:
1. The number of permutation of letters a, b, c, d.
2. How many ways can 8 cadets stand in a row?
3. In how many ways the word SURVEYING can be
arranged?
PROBABILITY | Counting Sample Points
3rd Rule : the number of permutations of 𝑛 distinct objects
taken 𝑟 at a time is
𝑛!
𝑛𝑃𝑟 =
𝑛−𝑟 !

Example:
In one year, three awards (research, teaching, and service)
will be given for a class of 25 graduate students in a
statistics department. If each student can receive at most
one award, how many possible selections are there?
PROBABILITY | Counting Sample Points
Cyclic Permutation
The permutation of 𝑛 objects in a circle is:
𝑁 = 𝑛−1 !

Example:
1. In how many ways can 6 people be seated at a round
table?

2. Find the number of ways in which 5 people A, B, C, D, E


can be seated round table such that (a) A and B must sit
together. (b) C and D must not sit together.
PROBABILITY | Counting Sample Points
4th Rule : The number of distinct permutations of 𝑛 things of
which 𝑛1 are one of a kind, 𝑛2 of a second kind, … 𝑛𝑘 of 𝑛th
kind is
𝑛!
𝑛1 ! 𝑛2 ! … 𝑛𝑘 !

Example:
In a college football training session, the defensive
coordinator needs to have 10 players standing in a row.
Among these 10 players, there are 1 freshman, 2
sophomores, 4 juniors, and 3 seniors, respectively. How
many different ways can they be arranged in a row if only
their class level will be distinguished?
PROBABILITY | Counting Sample Points
5th Rule: The number of combinations of 𝑛 distinct objects
taken 𝑟 at a time is
𝑛!
= 𝑛𝑪𝑟
𝑟! 𝑛 − 𝑟 !

Example:
A young boy asks his mother to get five Game-BoyTM
cartridges from his collection of 10 arcade and 5 sports
games. How many ways are there that his mother will get 3
arcade and 2 sports games, respectively?
PROBABILITY
Definition: Each event in the sample space has a
probability of occurring. Intuitively, the probability is a
quantitative measure of how likely the event is to occur.

Given any experiment and any event A:


• The expression 𝑃(𝐴) denotes the probability that the event
A occurs.
• 𝑃(𝐴) is the proportion of times that the event A would
occur in the long run, if the experiment were to be
repeated over and over again.
AXIOMS OF PROBABILITY
Axiom 1
For any event 𝐴, 𝑃 𝐴 ≥ 0

Axiom 2
𝑃 𝒮 =1

Axiom 3
If 𝐴1 , 𝐴2 , 𝐴3 , … is an infinite collection of disjoint events,
then ∞

𝑃 𝐴1 ∪ 𝐴2 ∪ 𝐴3 ∪ ⋯ = ෍ 𝑃(𝐴𝑖 )
𝑖=1
PROBABILITY | Example
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 . What is the
probability that the projectile hits the target? What is the
probability that it misses the target?

𝑃 hit ′ s the target = 0.80

𝑃 misses the target = 0.20


PROBABILITY
Sample Spaces with Equally Likely Outcomes
If 𝑆 is a sample space containing 𝑁 equally likely outcomes,
and if 𝐴 is an event containing 𝑘 outcomes, then:

𝑘
𝑃 𝐴 =
𝑁
PROBABILITY
1. Compute the probability that a '6' will come up on at
least one of the two dice.

2. Two dice are tossed. What is the probability of getting on


the faces of the two dice a sum of 7?

3. Two coins are tossed. What is the probability that they will
both turn up heads?
PROBABILITY | Types of Events
Dependent and Independent Events
If the probability of one event does not affect the
probability of another event, then, the events are said to be
independent, otherwise, the events are dependent.

Mutually Exclusive Events


Two or more events are said to be mutually exclusive if
each event cannot happen in a single moment.
PROBABILITY | Conditional Probability
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 𝐴𝐵 =
𝑃 𝐵
PROBABILITY | 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


PROBABILITY | Addition Rule
This is also called the OR Rule from which mutually exclusive
events can be calculated. The probability that events A or
B will occur is given by:

𝑃 𝐴∪𝐵 =𝑃 𝐴 +𝑃 𝐵 −𝑃 𝐴∩𝐵

𝑃 𝐴 𝑜𝑟 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 𝑎𝑛𝑑 𝐵)
PROBABILITY | Addition Rule
Example:
1. You draw a card from the deck, what is the probability
that it is a KING or an EIGHT?

2. What is the probability that it is a king or a black card?

3. A single 6-sided die is rolled. What is the probability of


rolling a 2 or a 5?
PROBABILITY | Multiplication Rule
This is also called the AND Rule from which dependent and
independents can be calculated. The probability that two
events A and B will occur in sequence is
𝐵
𝑃 𝐴∩𝐵 =𝑃 𝐴 ×𝑃
𝐴
𝐴
𝑃 𝐴∩𝐵 =𝑃 𝐵 ×𝑃
𝐵

𝐵
𝑃 𝐴 𝑎𝑛𝑑 𝐵 = 𝑃 𝐴 × 𝑃
𝐴
𝐴
𝑃 𝐴 𝑎𝑛𝑑 𝐵 = 𝑃 𝐵 × 𝑃
𝐵
PROBABILITY | Multiplication Rule
Example:
1. You select two cards from a deck, in succession. What is
the probability that you get 2 Kings? (a) w/ replacement (b)
w/o replacement?

2. You have a cowboy hat, a top hat and an Indonesian


hat called songkok. You also have four shirts: white, black,
green and pink. If you choose one hat and shirt at random,
what is the probability that you choose the songkok and
black shirt?
THANK YOU!

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