Basic Concepts. Chapter 2 Probability part 1. Tree diagram. Composite Events. Mutually Exclusive 6/27/2017

Similar documents
CIVL 7012/8012. Basic Laws and Axioms of Probability

Sixth Edition. Chapter 2 Probability. Copyright 2014 John Wiley & Sons, Inc. All rights reserved. Probability

STAT 509: Statistics for Engineers Dr. Dewei Wang. Copyright 2014 John Wiley & Sons, Inc. All rights reserved.

An-Najah National University Faculty of Engineering Industrial Engineering Department. Course : Quantitative Methods (65211)

STAT 509: Statistics for Engineers Dr. Dewei Wang. Copyright 2014 John Wiley & Sons, Inc. All rights reserved.

Chapter Learning Objectives. Random Experiments Dfiii Definition: Dfiii Definition:

University of Technology, Building and Construction Engineering Department (Undergraduate study) PROBABILITY THEORY

2Probability CHAPTER OUTLINE LEARNING OBJECTIVES

Chapter 2: Probability Part 1

MATH 556: PROBABILITY PRIMER

4. Probability of an event A for equally likely outcomes:

Math 3338: Probability (Fall 2006)

MAT2377. Ali Karimnezhad. Version September 9, Ali Karimnezhad

Properties of Probability

Experiment -- the process by which an observation is made. Sample Space -- ( S) the collection of ALL possible outcomes of an experiment

CIVL Why are we studying probability and statistics? Learning Objectives. Basic Laws and Axioms of Probability

Basic Statistics and Probability Chapter 3: Probability

Lecture 1. Chapter 1. (Part I) Material Covered in This Lecture: Chapter 1, Chapter 2 ( ). 1. What is Statistics?

Lecture Notes 1 Basic Probability. Elements of Probability. Conditional probability. Sequential Calculation of Probability

ECE353: Probability and Random Processes. Lecture 2 - Set Theory

Statistical Inference

Fundamentals of Probability CE 311S

1 Preliminaries Sample Space and Events Interpretation of Probability... 13

BOOLEAN ALGEBRA INTRODUCTION SUBSETS

Chapter 2 PROBABILITY SAMPLE SPACE

Basic Concepts of Probability. Section 3.1 Basic Concepts of Probability. Probability Experiments. Chapter 3 Probability

Probability. Chapter 1 Probability. A Simple Example. Sample Space and Probability. Sample Space and Event. Sample Space (Two Dice) Probability

Notes Week 2 Chapter 3 Probability WEEK 2 page 1

LECTURE 1. 1 Introduction. 1.1 Sample spaces and events

Axioms of Probability

Statistics for Managers Using Microsoft Excel/SPSS Chapter 4 Basic Probability And Discrete Probability Distributions

Lecture 6. Probability events. Definition 1. The sample space, S, of a. probability experiment is the collection of all

Probabilistic models

Week 2. Section Texas A& M University. Department of Mathematics Texas A& M University, College Station 22 January-24 January 2019

Statistics for Managers Using Microsoft Excel (3 rd Edition)

Chapter 4 - Introduction to Probability

Stochastic calculus for summable processes 1

Introduction to Probability

Chapter 2 Class Notes

Section 4.2 Basic Concepts of Probability

Statistics for Business and Economics

2) There should be uncertainty as to which outcome will occur before the procedure takes place.

Introduction to probability

Chapter 3: Probability 3.1: Basic Concepts of Probability

ELEG 3143 Probability & Stochastic Process Ch. 1 Probability

3/15/2010 ENGR 200. Counting

Probability Theory and Applications

Making Hard Decision. Probability Basics. ENCE 627 Decision Analysis for Engineering

Probability the chance that an uncertain event will occur (always between 0 and 1)

An event described by a single characteristic e.g., A day in January from all days in 2012

Slide 1 Math 1520, Lecture 21

Elements of probability theory

324 Stat Lecture Notes (1) Probability

Chapter. Probability

Probabilistic models

An-Najah National University Faculty of Engineering Industrial Engineering Department. Course : Quantitative Methods (65211)

The possible experimental outcomes: 1, 2, 3, 4, 5, 6 (Experimental outcomes are also known as sample points)

What is the probability of getting a heads when flipping a coin

CHAPTER 4. Probability is used in inference statistics as a tool to make statement for population from sample information.

Problem Set 2: Solutions Math 201A: Fall 2016

Introductory Analysis I Fall 2014 Homework #5 Solutions

STAT 302 Introduction to Probability Learning Outcomes. Textbook: A First Course in Probability by Sheldon Ross, 8 th ed.

Probability. 25 th September lecture based on Hogg Tanis Zimmerman: Probability and Statistical Inference (9th ed.)

STAT 430/510 Probability

Lecture 3 Probability Basics

Lectures on Elementary Probability. William G. Faris

2011 Pearson Education, Inc

STAT509: Probability

God doesn t play dice. - Albert Einstein

Statistics Statistical Process Control & Control Charting

Module 1. Probability

HW MATH425/525 Lecture Notes 1

STT When trying to evaluate the likelihood of random events we are using following wording.

Mathematical Probability

UNIT Explain about the partition of a sampling space theorem?

Week 2: Probability: Counting, Sets, and Bayes

1. (11.1) Compound Events 2. (11.2) Probability of a Compound Event 3. (11.3) Probability Viewed as Darts Tossed at a Dartboard

Probability Calculus

tossing a coin selecting a card from a deck measuring the commuting time on a particular morning

Probability and distributions. Francesco Corona

Statistical Theory 1

Axioms of Probability. Set Theory. M. Bremer. Math Spring 2018

Sets. A set is a collection of objects without repeats. The size or cardinality of a set S is denoted S and is the number of elements in the set.

What is Probability? Probability. Sample Spaces and Events. Simple Event

Any Wizard of Oz fans? Discrete Math Basics. Outline. Sets. Set Operations. Sets. Dorothy: How does one get to the Emerald City?

Probability 1 (MATH 11300) lecture slides

Notes for Math 324, Part 12

Chap 1: Experiments, Models, and Probabilities. Random Processes. Chap 1 : Experiments, Models, and Probabilities

Probability (Devore Chapter Two)

Probability: Axioms, Properties, Interpretations

Lecture 1: An introduction to probability theory

CIVL Probability vs. Statistics. Why are we studying probability and statistics? Basic Laws and Axioms of Probability

Chapter 5 : Probability. Exercise Sheet. SHilal. 1 P a g e

Chapter 2. Probability

Probability Theory Review

Statistics for Financial Engineering Session 2: Basic Set Theory March 19 th, 2006

Review Basic Probability Concept

Probability- describes the pattern of chance outcomes

MATH 120. Test 1 Spring, 2012 DO ALL ASSIGNED PROBLEMS. Things to particularly study

Lecture 4. Selected material from: Ch. 6 Probability

Transcription:

Chapter Probability part 1 Experiment - you do something or measure something and note the outcome. Random experiment - the outcome isn't always the same. Basic Concepts Sample space, of an random experiment - the set of all possible outcomes, denoted by S. Null set empty set, ={ } Event a subset of the sample space: E S Each outcome is an event is an event, impossible event S is an event, certain event Examples: Continuous: Recycle time of a flash S={x x>0} Discrete: Survey question: S={yes, now}; Grouped age: S={young, middle, old} Tree diagram Message delays Message 1: on time or late Message : on time or late Message 3: on time or late S={ooo, ool, olo, oll, loo, lol, llo,lll} Example -5 (p0): Automobile colors Exterior color: red, white, blue, brown Interior color: red(), w(4),b(3),b(1) Composite Events The union of two events E 1 E is another event that contains all the sample points that are in either one of the other two. "or The intersection of two events E 1 E is another event that contains all the sample points that are both of the other two. "and The complement, E, of an event is another event that contains all the other outcomes in the sample space that are not in the original event. "not" Mutually Exclusive Partition 1

Counting Techniques Multiplication Principle: Sequential operations of k steps. 1st step has n1 ways, nd step has n ways,, kth step has nk ways, then the total number of ways of completing the operation is n1*n* *nk. Example: Design of a casing for a gear housing: If there are 4 types of fasteners, 3 bolt lengths, and 3 bolt location, then there are 4*3*3=36 different possible designs. Permutations Permutation: The number of ordered sequences The number of permutation of n different elements =n*(n-1)*(n-)* **1 The number of permutation of r elements from n objects: P n r n*( n 1)*( n )*...( n r 1) ( n r)! The number of permutations of n=n1+n+ +nr objects: n! n!... n! 1 r Examples Example -11: A hospital needs to schedule 3 knee surgeries and hip surgeries in a day. The number of possible sequences is 5! 10 10 3!! 1 Combinations Combination: The number of subsets of r elements that can be selected from a set of n elements. The number of combinations of r elements from n elements is n C n r r r!( n r)! Examples Sampling without replacement: A bin of n=50 manufacture parts contains 3 defective parts and 47 non-defective parts. A sample of 6 parts is randomly selected without replacement. How many different samples of size 6 that contain exactly defective parts? Solution: It contains steps. Step 1: The number of ways choosing defective from 3 defectives: 3 3! 1!! 6 3

Solution Solution: It contains steps. Step 1: The number of ways choosing defective from 3 defectives: 3 3! 1!! 6 3 Step : The number of ways choosing the remaining 4 from 47 acceptable parts: 47 4 47! 178,365 4!43! By the multiplication principle, the number of subsets of size 6 that contains exactly defective parts is 3*178,365=535,095. How many different subsets of size 6 can be found? 50 15,890,700 6 What is the probability of getting a subset of size 6 that contains D only?. Probability A probability function, P, is a real function valued between zero and one. The integral over the entire domain (S) of a probability function = 1. Discrete probability function- the sample space, S, the domain of the function, is finite or countable infinite. Continuous probability function - the sample space contains an interval of the real numbers Axioms of probability S)=1 0E)1 E 1 E = E 1 E )=E 1 )+ E ) (*) (1) E )=1-E) () If E 1 E, then E 1 ) E ) Equally Likely Probability Model: (S,P) Each of the basic outcomes has the equal chance to be selected. Let S={e1,, en}. ei)=1/n, i=1,,n. Let A be an event containing #( basic outcomes. Then by (*), #( #( S) Example: Assume that 30% of the laser diodes in a batch of 100 meet the minimum power requirements of a specific customer. If a laser diode is selected randomly, that is, each laser diode is equally likely to be selected, then the probability of meeting the customer s requirements is 0.30. Example A random experiment can result in one of the outcomes {a,b,c,d,e} with probabilities 0.1,0., 0.,0.4, 0.1. The sample space is {a,b,c,d,e}. Probability Distribution Let A ={a,b} and B={c,d} Then = B)= A )= AB)= AB)= a b c d e 0.1 0. 0. 0.4 0.1 3

Example: Wafer Contamination Example: Manufacturing inspection # of contamination particles 0 0.40 1 0.0 0.15 3 0.10 4 0.05 5 or more 0.10 Proportion of Wafers Let E={0}. E)=0.40. at most 3 contaminated particles in the inspected location) =0)+1)+)+3) =0.40+0.0+0.15+0.10=0.85 at least 3 contaminated particles in the inspected location) =3)+4)+5 or more) =0.10+0.05+0.10=0.5 a sample of size 6 contains exactly defective) =535,095/15,890,700=0.034 a sample of size 6 contains no defective) =C(47,6)/C(50,6)=10,737,573/15,890,700=0.676. Two-way contingency table Example: Wafers in semiconductor manufacturing are classified by contamination and location. Relative Frequency Table Convert to Joint Probability table by dividing by the total: Location Contamination Center Edge Total Low 514 68 58 High 11 46 358 Total 66 314 940 514/940=.547, joint probability 3-D Graph of joint probability function Additive Rule For given two events, A and B, AB)=+B)-AB) 4

.4 Conditional Probability A B) B, 0. B given A Tree diagram and Conditional Probability Example (Surface flaws): 400 parts are classified by surface flaws (F) and as (functionally) defective (D). Conditional Probability has all properties of Probability, except the sample space is A. High Center)=High and Center)/Center) D F)=10/40 =(11/940)/(66/940)=11/66=0.179 Sampling without replacement -6 More Examples Use tree diagram: (a) 4/499 (b) (5/500)(4/499) by multiplication rule (c) (495/500)(494/499) 5