Probability and Statistics for

Engineers
(Introduction, Experiments, Sample Space ,Events, Outcomes
Conditional Probability)

Lecture 01
Dr. Afaq Khattak
Assistant Professor, Department of Civil
Engineering, International Islamic University, Islamabad.

1
Introduction to Probability

• Experiments, Outcomes, Events and Sample Spaces

• What is probability?

• Basic Rules of Probability

• Probabilities of Compound Events

 Uncertainties

Managers often base their decisions on an analysis

of uncertainties such as the following:

What are the chances that sales will decrease

if we increase prices?

What is the likelihood a new assembly method

will increase productivity?

© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 3
or duplicated, or posted to a publicly accessible website, in whole or in part.
 PROBABILITY

Probability is a numerical measure of the likelihood

that an event will occur.

Probability values are always assigned on a scale

from 0 to 1.

A probability near zero indicates an event is quite

unlikely to occur.

A probability near one indicates an event is almost

certain to occur.

© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 4
or duplicated, or posted to a publicly accessible website, in whole or in part.
 Experiments, Outcomes, Events and Sample
Spaces
Experiment:
An experiment is any activity from which results are obtained.
A random experiment is one in which the outcomes, or
results, cannot be predicted with certainty.

Examples:
1. Flip a coin
2. Flip a coin 3 times
3. Roll a die
 Basic Outcomes and Sample Spaces
Basic Outcome (o): A possible outcome of the experiment

Sample Space: The set of all possible outcomes of an experiment

Example:
A company has offices in 8
cities, Islamabad, Doha, Shanghai, Manila, Bradford, London,
Karachi and Kolkata.
A new employee will be randomly assigned to work in any of these
offices.
Example :
A random sample of size two is to be selected from the list of 8
cities, Islamabad, Doha, Shanghai, Manila, Bradford, London,
Karachi and Kolkata.
 Events
Events:
A subset of sample space:
It is a collection of required outcomes from the sample space.
Example:
1. Let B be the event that the city selected is in the Pakistan

1. Let A be the event that the city selected are not the Capital.
• Sample space
Example
Set of all possible outcomes or results of a random
experiment. Each outcome in the sample space is called an
element of that set.
• Event
An event is the subset of this sample space.

1. If a dice is rolled we have {1,2,3,4,5,6} as sample

space. The event can be {1,3,5} which means set
of odd numbers.
2. When a coin is tossed twice the sample space is
{HH, HT, TH, TT}.
 Probabilities of Events
Sample Space and Events play important roles in
probability.
Once we have sample space and event, we can easily find
the probability of that event. We have following formula to
find the probability of an event.
n( E )
P( E )  Elements in Event Set
n( S ) Elements in Sample Space

If a die is tossed, the sample space is {1,2,3,4,5,6}. In this set, we

have a number of elements equal to 6. Now, if the event is the set of
odd numbers in a dice, then we have { 1, 3, 5} as an event. In this
set, we have 3 elements. So, the probability of getting odd numbers in
a single throw of dice is 1/2 !!!!
 Probabilities of Compound Events
• Law of Complements:

“If A is an event, then the complement of A, denoted by A ,

represents the event composed of all basic outcomes in S
that do not belong to A.”

S
• Additive Law of Probability:
 Law of Complements
“If A is an event, then the complement of A, denoted by A ,
represents the event composed of all basic outcomes in S that
do not belong to A.”

Law of Complements:
P( A)  1  P( A)
Example: If the probability of getting a “working” computer is ).7,
What is the probability of getting a defective computer?
Unions and Intersections of Two Events
• Unions of Two Events

“If A and B are events, then the union of A and B, denoted

by AB, represents the event composed of all basic
outcomes in A or B.”

• Intersections of Two Events

“If A and B are events, then the intersection of A and B,

denoted by AB, represents the event composed of all
basic outcomes in A and B.”

A B

S
 Additive Law of Probability
Let A and B be two events in a sample space S. The probability
of the union of A and B is
P( A  B)  P( A)  P( B)  P( A  B).

A B

S
 Using Additive Law of Probability
Example: At State U, all first-year students must take
chemistry and math. Suppose 15% fail chemistry, 12% fail
math, and 5% fail both. Suppose a first-year student is selected
at random. What is the probability that student selected failed
at least one of the courses?

A B

S
 Mutually Exclusive Events
Mutually Exclusive Events: Events that have no basic
outcomes in common, or equivalently, their intersection is the
empty set.

Let A and B be two events in a sample space S. The probability

of the union of two mutually exclusive events A and B is
P( A  B)  P( A)  P( B).

A B

S
 Multiplication Rule and
Independent Events
Multiplication Rule for Independent Events: Let A and B
be two independent events, then
P( A  B)  P( A) P( B).

Examples:
• Flip a coin twice. What is the probability of observing two heads?

• Flip a coin twice. What is the probability of getting a head and then a tail? A
tail and then a head? One head?

• Three computers are ordered. If the probability of getting a “working” computer

is .7, what is the probability that all three are “working” ?
Conditional Probability
The probability of an event based on the fact that some other event has
occurred, will occur, or is occurring.

The probability of event B occurring given that event A has occurred is

usually stated as “the conditional probability of B, given A; P(B/A)

P( A  B) P( A and B)
P(B/A) = 
P( A) P( A)
 Conditional Probability
Example:
A number from the sample space S = {2, 3, 4, 5, 6, 7, 8, 9} is randomly
selected. Given the defined events A and B,
A: selected number is odd, and
B: selected number is a multiple of 3
find the following probabilities.
a) P(B) b) P(A and B) c) P(B/A)
a) B = {3, 6, 9} P(B) = 3/8
b) P(A and B) = P({3, 5, 7, 9}  {3, 6, 9})
= P({3, 9}) = 2/8 = 1/4
c) Probability of B given A has occurred:
P(A and B) 1/4
P(B/A) = = = 1/2
P(A) 4/8
• If the outcomes of an experiment are
equally likely, then

number of outcomes in E  F
P( E | F ) 
number of outcomes in F
 Conditional Probabilities

Consider the two-way Define events

E: the grade comes from an EPS course, and
F: the grade is lower than a B.
Total
6300
1600
2100
Total 3392 2952 3656 10000
Find P(F)
P(F) = 3656 / 10000 = 0.3656
Find P(E | F)
P(E | F) = 800 / 3656 = 0.2188
Find P(F| E) P(F| E) = 800 / 1600 = 0.5000
 Example
Earned degrees in the United States in recent year
B M P D Total
Female 616 194 30 16 856 B: Boston
Male 529 171 44 26 770 M: Miami
Total 1145 365 74 42 1626 P: Philadelphia
D: Denver

529
P( Male | B)   0.4620
1145
770
P( Male)   0.4735
1626
 Independent Events
P( A  B)  P( A | B) P( B)

then we can also state the following

relationship for independent events:
P( A  B)  P( A) P( B)

if and only if
A and B are independent events.
 Example
• A coin is tossed and a single 6-sided die is
rolled. Find the probability of getting a head on
the coin and a 3 on the die.
• Probabilities:
P(head) = 1/2
P(3) = 1/6
P(head and 3) = 1/2 * 1/6 = 1/12
 Independence Formula –3 events

• Example:
If E, F, and G are independent, then
P( E  F  G)  P( E ) * P( F ) * P(G)