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You are on page 1of 17

Chapter 5

Basic Definitions

Experiment

Outcome

Sample Space

Event

Probability

Definition

Axioms of Probability

Mutually Exclusive/ Non- mutually Exclusive

Independent / Dependent

Random Variables

Definition

Probability Distribution

Discrete vs. Continuous RV

Expected Value

Probability Histogram

Discrete Distribution

Binomial: Assumptions, Bernoulli Trials, Binomial Formula, mean and Variance

Poisson Distribution

Geometric Distribution

Hypergeometric Distribution

Continuous Distributions

Probability Density Function

Cumulative Distribution Function

Mean/ Expected Value of a Continuous Random Variable (RV)

Variance/ Standard Deviation of a Continuous RV

Other Continuous Distributions: Uniform, Exponential, Weibuil

Example of a Joint Distribution

The Normal Distribution

INTRODUCTION TO PROBABILITY

Information in the Appendix. See if you can do any of these problems we will discuss

in our next class.

1. An experiment consists of drawing one car from a deck of 52 cards. What is the

probability of

a) a red card

b) an ace

c) a king

d) a king or an ace

e) a red card or a king

probability of:

a) a king on the first draw and a jack on the second

b) a three on the first and a nine on the second?

probability of:

a) a king on the first draw and a jack on the second

b) a king on both draws?

4. A bin contains 5 aluminum, 2 steel and 3 brass parts. Three parts are selected. Find

the probability that they are drawn in the order brass, aluminum, steel. What is the

probability that 2 are aluminum and 1 is brass?

5. The probability that an integrated circuit chip will have a defective etching is 0.12;

the probability that it will have a crack defect is 0.29, and the probability that it has

both defects is 0.07.

a) What is the probability that a newly manufactured chip will have either an

etching or a crack defect?

b) What is the probability that a new chip will have neither defect?

PROBABILITY DISTRIBUTIONS

1. Discrete the random variable assumes discrete (countable) values

2. Continuous the random variable can assume values represented by a

continuous interval of numbers

the number of automobile accidents in Houston.

the number of building permits issued by the city during the last year

the number of power failures per month

the number of defective parts produced in a manufacturing operation

force required to break a certain tensile specimen

voltage

distance

Assigns probabilities to the possible outcomes as measures of the likelihood that the

various numerical values will occur

For a discrete random variable X with possible outcomes of x1, x2, ., the probability

function is a nonnegative function f(x) such that f(x) = P[X = x].

Note that the probability function of a discrete random variable is often expressed

using a table.

Properties:

f(x) assumes values between 0 and 1 (inclusive)

the f(x) values sum to 1

Assume X is a random variable. The function F(x) = P[X < x].

Note for a discrete random variable, F(x) = f(z) over z < x

E(X) = x * f(x)

E(X) = X1*P(X1) + . + Xn*P(Xn)

Var (X) = (x - EX)2 *f(x) = x2 *f(x) - EX2

Example of a Discrete Random Variable

Suppose X has the following probability distribution.

x f(x)

0 0.40

1 0.30

2 0.15

3 0.10

4 0.05

1.00 Note that the sum of the probabilities is 1. f(x) = 1

The random variable X assumes the number of imperfection found, i.e. there can be

0,1,2,3, or 4 imperfections on the roll.

For example

f(2) = P[X = 2] = 0.15

0 0.40 0.40

1 0.30 0.70

2 0.15 0.85

3 0.10 0.95

4 0.05 1.00

Note: F(3) = P[X < 3] = P[X < 2] = f(0) + f(1) + f(2) = 0.4 + 0.3 + 0.15 = 0.85

E(X) = x f(x) = 0*.4 + 1*.3 + 2*.15 + 3*.1 + 4*.05

= 0 + 0.3 + 0.3 + 0.3 + 0.2 = 1.1

On the average we expect the number of imperfections to be 1.1.

Var (X) = (x - EX)2 * f(x)

Var (X) = x2 * f(x) - EX2

Example: Probability Histogram

In the following example, the number of equipment failures can take on a value from 0 to 9.

The probability distribution on the left lists each possibility with the associated probability that

it will occur. The cumulative function is also shown.

Equipment Failures

E Q U IP M E N T F A IL U R E S

I N O N E -M O N T H

0.3

X f( x) F (X ) 0.25

0 0 .12 0.12

0.2

1 0 .26 0.38

2 0 .26 0.64 0.15

3 0 .16 0 .8 0.1

4 0 .09 0.89

5 0 .04 0.93 0.05

6 0 .03 0.96 0

7 0 .02 0.98

0

1

2

3

4

5

6

7

8

9

8 0 .01 0.99

9 0 .01 1

1

SOME DISCRETE PROBABILITY DISTRIBUTIONS

Binomial Distribution

The Binomial Distribution assumes the following

An experiment is performed a finite number of times.

Each outcome of the experiment can result in success or failure.

There is a constant probability of success (and we will label it p) and a

probability of failure (q = 1 - p).

The trials of the experiment are independent,

X is the number of successes in n trial of the experiment

Examples

number of defective parts

number of projects that meet specifications

number of employees that passed the training

number of nonconforming transducers

number of containers that are over filled

The binomial distribution has the following probability function

f(x) = 0 otherwise

A manufacturer claims that only 10% of his machines require repair within one year. Find

the probability of 5 repairs from 20 machines.

Use the Binomial formula to determine the probability of 5 repairs (i.e. successes) in 20

trials of the experiment.

x= 5

px = (0.1)5 = 0.00001

p = 0.10

q = 1 0.10 = 0.90 (1- p)n - x = (0.9)15 = 0.20589

Poisson Distribution

The Poisson distribution counts the number of relatively rare events over a specified

interval of space or time,

the number of flaws in a length of wire

the number of particles of contamination that occur on a storage disk

the number of messages arriving for routing through a switching center in a

communications network

the number of imperfections in a bolt of cloth

the number of arrivals at a retail outlet

X = # of success in an interval of time, space, distance

f(x) = e-x/x! for x = 0,1,2,...

f(x) = 0 otherwise

Example of Poisson

Tin plates that are produced by a continuous electrolytic process are inspected. The

number of imperfections spotted per minute is 0.2. Find the probability of 1 imperfection

in 3 minutes.

e = 2.718

x=1

= 0.2 * 3 = 0.6 (If there are 0.2 imperfections in 1 minute, we have 0.6 imperfections in 3 minutes.)

Geometric Distribution

This distribution is similar to the Binomial, but it counts the number of trials to the first

success.

X = # of trials until the first success

f(x) = px(1-p)n-x for x = 0,1,2.n

f(x) = 0 otherwise

The probability that a measuring device will show excessive drift is 0.05. A series of

devices is tested. What is the probability that the 6th device will show excessive drift?

Find the probability of the 1st drift on the 6th trail.

Discrete Probability Distributions

1. Human error is the reason for 75% of all accidents in a plant. Find the probability that

human error will be reported as the reason for two of the next four accidents. [27/128]

2. During one stage in the manufacture of integrated circuit chips, a coating must be

applied. If 70% of the chips receive a thick enough coating, find the probabilities that

among 15 chips:

2.1 at least 12 will have a thick enough coating [0.2969]

2.2 at most 6 will have a thick enough coating [0.0152]

2.3 exactly 10 will have a thick enough coating [0.2061]

3. The probability that the noise level of a wide band amplifier will exceed 2 dB is 0.05.

for a group of 12 amplifiers, find:

3.1 one will exceed 2 dB

3.2 at most two will exceed 2 dB

3.3 two or more will exceed 2 dB

1. Given that the switch board of a consultants office receives on the average 0.6 calls

per minute, find the probability that:

4.1 in a given minute, there will be at least one call

4.2 in a 4-minute interval, there will be at least three calls

2. At a check out counter, customers arrive at an average rate of 1.5 per minute. Find the

probability that:

5.1 at most four will arrive in any given minute [0.981]

5.2 at least three will arrive during an interval of 2 minutes [0.577]

5.3 at most 15 will arrive during an interval of 6 minutes. [0.978]

Binomial and Poisson / Minitab

Binomial

Use Calc/Probability Distributions/Binomial

MTB > #P = 0.05 and N = 16

MTB > CDF;

SUBC> Binomial 16 .05.

Binomial with n = 16 and p = 0.0500000

x P( X <= x )

0 0.4401

1 0.8108

2 0.9571

3 0.9930

4 0.9991

5 0.9999

6 1.0000

MTB >

MTB > INVCDF .1247;

SUBC> Binomial 16 .05.

Binomial with n = 16 and p = 0.0500000

x P( X <= x ) x P( X <= x )

0 0.0000 0 0.4401

Poisson

MTB > # Poisson with mean of 5

MTB >

MTB > CDF;

SUBC> Poisson 5.

Poisson with mu = 5.00000

x P( X <= x )

0 0.0067

1 0.0404

2 0.1247

3 0.2650

4 0.4405

5 0.6160

6 0.7622

7 0.8666

8 0.9319

9 0.9682

10 0.9863

11 0.9945

12 0.9980

13 0.9993

14 0.9998

15 0.9999

16 1.0000

CONTINUOUS RANDOM VARIABLES

numbers

Examples

current in a copper wire (variation from current source, temperature

change)

diameter of a bolt (variation from calibration, tool wear, raw materials)

time to complete a machining operation

length of time to play a set of badminton

heights, weights, lengths, etc,

Note the probability of selecting exact values cannot be measured; instead we are

concerned with the probability of an interval of values, and tabular forms are no

longer possible. Instead we use a function, referred to as the probability density

function.

The function f(x) is a probability density function for the continuous random

variable X, defined over the real numbers R if:

f(x)dx =1

b

a

P(X =x) = 0

and when evaluating the probability of an interval, it is not necessary to consider

the equality sign i.e. P(a < X < b) = P(a < X < b).

Example

The lead concentration in gasoline ranges from 0.2 to 0.6 grams per liter. Define the

random variable X.

f(x) = kx - 1 for 0.2 < x < 0.6

6360 Chapter 5 Notes comb 10

f(x) = 0 otherwise

b) What is the probability that a liter of gas will have between .3 and .5 grams of

lead? [Ref. Milton and Arnold]

Solution

According to the definition

(kx-1)dx =1

An alternate way of describe a continuous random variable is the cumulative distribution

function (cdf).

F(x) = P[X < x]

x

f(x) dx for x

Example B

For the distribution function of Example a, find the cumulative density function.

E(X) = x f(x)dx

NORMAL DISTRIBUTIONS

Family of distributions, all with the same general shape.

Symmetric about the mean

The y-coordinate (height) specified in terms of the mean and the standard deviation of

the distribution

For all x

1 ( x )2 / 2 2

f ( x) e

2

Note: e is the mathematical constant, 2.718282

For all x:

1 2

f (t ) e t / 2

2

Transformations

We use what is called the z-score, which is a value that gives the number of standard

deviations that X is from the mean.

2. F(2) = 0.9773

3. F(1.42) = 0.9222

4. F(-0.95) = 0.1711

Example of the Normal

The amount of instant coffee that is put into a 6 oz jar has a normal distribution with a

standard deviation of 0.03. oz. What proportion of the jar contain:

Assume = 6 and = 0.03.

z = (6.06 - 6)/.03 = 2

z = (6.09 - 6)/.03 = 3

and find

Normal Distribution/ MTB

MTB > # Use Calc\Probability Distributions

SUBC> Normal 0.0 1.0.

Normal with mean = 0 and standard deviation = 1.00000

x P( X <= x )

-1.7700 0.0384

SUBC> Normal 0.0 1.0.

Normal with mean = 0 and standard deviation = 1.00000

x f( x )

-1.7700 0.0833

SUBC> Normal 0.0 1.0.

Normal with mean = 0 and standard deviation = 1.00000

P( X <= x ) x

0.0833 -1.3832

MTB >

CENTRAL LIMIT THEOREM

specifies a theoretical distribution

formulated by the selection of all possible random samples of a fixed size n

a sample mean is calculated for each sample

The mean of the sample means is equal to the mean of the population from which the

samples were drawn.

The variance of the distribution is divided by the square root of n. (the standard

error.)

Standard Error

Standard Deviation for the Distribution of Sample Means

x

n

1. Consider a population with mean and standard deviation .

number (n> 30).

distribution is called the Sampling Distribution of the Means or the Distribution of

Sample Means.

5. The mean and standard deviation (called the standard error) of the Distribution of

Sample Means is:

x The mean of the Sampling Distribution equals the mean of the Population

The standard error equals the standard deviation of the population divided by the

x

n square root of the sample size.

Example of CLT

A certain brand of tires has a mean life of 25,000 miles with a standard deviation of 1600

miles. What is the probability that the mean life of 64 tires is less than 24,600

miles?

Solution

The sampling distribution of the means has a mean of 25,000 miles (the population mean)

= 25,000 mi.

x = 1600/8 = 200

Convert 24,600 mi. to a z-score and use the normal table to determine the required

probability.

z = (24,600 25,000)/200 = -2

Distribution of Individual Values for 6 Samples from a Population with an

Exponential Distribution

30

30

20

Frequency

Frequency

20

10

10

0 0

0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0

C25 C12

35 30

30

25

20

Frequency

Frequency

20

15

10

10

0 0

0 1 2 3 4 5 6 0 1 2 3 4 5 6

C1 C10

35

40

30

25 30

Frequency

Frequency

20

20

15

10

10

5

0 0

0 1 2 3 4 5 6 0 1 2 3 4 5 6

C1 C30

35

30

25

Frequency

20

15

10

C31

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