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Note: I will discuss this material during our class on September 20.

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

The Central Limit Theorem

6360 Chapter 5 Notes comb 1


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

2. An experiment consists or drawing two cards with replacement. What is the


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?

3. An experiment consists or drawing two cards without replacement. What is the


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?

6360 Chapter 5 Notes comb 2


PROBABILITY DISTRIBUTIONS

Random Variable - Maps a real number to the outcome of an experiment

Two Types of Random Variables


1. Discrete the random variable assumes discrete (countable) values
2. Continuous the random variable can assume values represented by a
continuous interval of numbers

Examples of Discrete Random Variable


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

Examples of Continuous Random Variable


force required to break a certain tensile specimen
voltage
distance

Probability Distribution for a Random Variable


Assigns probabilities to the possible outcomes as measures of the likelihood that the
various numerical values will occur

Probability Function for a Discrete Random Variable


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

Cumulative Probability Function


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

Mean or Expected Value of a Discrete RV


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

Variance/Standard Deviation of a Discrete RV


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

6360 Chapter 5 Notes comb 3


Example of a Discrete Random Variable

Let X = the number of imperfections in a roll of sheet metal.


Suppose X has the following probability distribution.

Probability Distribution of the Number of Imperfections

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.

We formed a probability distribution by assigning probabilities to each of these outcomes.


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

Cumulative Probability Distribution of Number of Imperfections

x f(x) = P[X = x] F(x) = P(X x)


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

The expected value of a random variable is:


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.

The variance of the random variable is:


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

6360 Chapter 5 Notes comb 4


Example: Probability Histogram

X = # of equipment failures in a one month period

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

6360 Chapter 5 Notes comb 5


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

Probability Function for the Binomial


The binomial distribution has the following probability function

X = the number of successes in n independent Bernoulli trials of an experiment

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

f(x) = 0 otherwise

Example of the Binomial


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.

n = 20 20C5 = 20!/5!* (20 5)! = 15,504


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

P(X = 5) = 15504*0.00001*0.20589= 0.0319

6360 Chapter 5 Notes comb 6


Poisson Distribution
The Poisson distribution counts the number of relatively rare events over a specified
interval of space or time,

Examples of the Poisson


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

Probability Function for the Poisson


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.)

f(1) = (e-1)/1! = 0.329287

Geometric Distribution
This distribution is similar to the Binomial, but it counts the number of trials to the first
success.

Probability Function for the Geometric


X = # of trials until the first success
f(x) = px(1-p)n-x for x = 0,1,2.n
f(x) = 0 otherwise

Example of the Geometric Distribution


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.

P(X = 6) = (0.05)*(0.95)5 = 0.039

6360 Chapter 5 Notes comb 7


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]

6360 Chapter 5 Notes comb 8


Binomial and Poisson / Minitab

Binomial
Use Calc/Probability Distributions/Binomial

MTB > # Binomial


MTB > #P = 0.05 and N = 16
MTB > CDF;
SUBC> Binomial 16 .05.

Cumulative Distribution Function


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 > # Inverse Binomial


MTB >
MTB > INVCDF .1247;
SUBC> Binomial 16 .05.

Inverse Cumulative Distribution Function


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.

Cumulative Distribution Function


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

6360 Chapter 5 Notes comb 9


CONTINUOUS RANDOM VARIABLES

A continuous random variable can assume values represented by a continuous interval of


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.

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) > 0 for all x that are elements of R

f(x)dx =1

b

P(a < x < b) > f(x)dx


a

Note that consequence of X being a continuous random variable is that


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.

X: grams of lead per liters

The density of the random variable is given by


f(x) = kx - 1 for 0.2 < x < 0.6
6360 Chapter 5 Notes comb 10
f(x) = 0 otherwise

a) Find the value of k.


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

0dx + (kx-1)dx + 0dx =1


Cumulative Distribution Function


An alternate way of describe a continuous random variable is the cumulative distribution
function (cdf).

Assume X is a random variable. The function


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.

Mean or Expected Value of a Continuous RV


E(X) = x f(x)dx

Variance/Standard Deviation of a Continuous RV


Var (X) = (x - E(X))2 f(x)dx


6360 Chapter 5 Notes comb 11


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

Normal Probability Density

For all x
1 ( x )2 / 2 2
f ( x) e
2
Note: e is the mathematical constant, 2.718282

Standard Normal Distribution

The normal distribution with =0 and =1 is called the standard normal.

For all x:

1 2
f (t ) e t / 2
2

Transformations

Normal distributions can be transformed to the standard normal.

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.

Standard Normal Table

Use the table in the text to verify the following.

1. P(z < -2) = F(2) = 0.0228

2. F(2) = 0.9773

3. F(1.42) = 0.9222

4. F(-0.95) = 0.1711

6360 Chapter 5 Notes comb 12


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:

a) Less than 6.06 oz?

b) More than 6.09 oz?

c) Less than 6 oz?

Normal Example - part a)


Assume = 6 and = 0.03.

The problem requires us to find

P(X < 6.06)

Convert x = 6.06 to a z-score

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

and find: P(z < 2) = .9773

So 97.73% of the jars have less than 6.06 oz.

Normal Example - part b)

Again = 6 and = 0.03.

The problem requires us to find:

P(X > 6.09)

Convert x = 6.09 to a z-score

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

and find

P(z > 3) = 1- P(x < 3) = 1- .9987= 0.0013

So 0.13% of the jars have more than 6.09oz.

6360 Chapter 5 Notes comb 13


Normal Distribution/ MTB
MTB > # Use Calc\Probability Distributions

MTB > # Normal Distribution

MTB > CDF -1.77;


SUBC> Normal 0.0 1.0.

Cumulative Distribution Function


Normal with mean = 0 and standard deviation = 1.00000

x P( X <= x )
-1.7700 0.0384

MTB > PDF -1.77;


SUBC> Normal 0.0 1.0.

Probability Density Function


Normal with mean = 0 and standard deviation = 1.00000

x f( x )
-1.7700 0.0833

MTB > InvCDF .0833;


SUBC> Normal 0.0 1.0.

Inverse Cumulative Distribution Function


Normal with mean = 0 and standard deviation = 1.00000

P( X <= x ) x
0.0833 -1.3832

MTB >

6360 Chapter 5 Notes comb 14


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

Sampling Distribution Of The Mean


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

Central Limit Theorem


1. Consider a population with mean and standard deviation .

2. Draw a random sample of n observations from this population where n is a large


number (n> 30).

3. Find the mean x for each and every sample.

4. The distribution of the sample means x will be approximately normal. This


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.

6. The approximation becomes more accurate as n becomes large.

6360 Chapter 5 Notes comb 15


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.

and a standard deviation (i.e. standard error) of

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

P(z < -2) = 0.0228

or 2.28% of the sample means will be less than 24,600 mi.

6360 Chapter 5 Notes comb 16


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

Distribution of the Means of 30 Samples

35

30

25
Frequency

20

15

10

0.5 1.0 1.5

C31

6360 Chapter 5 Notes comb 17