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2Probability
CHAPTER OUTLINE
2-1 Sample Spaces & Events
2-1.1 Random Experiments
2-1.2 Sample Spaces
2-1.3 Events
2-1.4 Count Techniques
2-2 Interpretations & Axioms of Probability
2-3 Addition Rules
2-4 Conditional Probability
2-5 Multiplication & Total Probability Rules
2-6 Independence
2-7 Bayes’ Theorem
2-8 Random Variables
2
Learning Objectives for Chapter 2
After careful study of this chapter, you should be able to do the
following:
1. Understand and describe sample spaces and events for random experiments
with graphs, tables, lists, or tree diagrams.
2. Interpret probabilities and use probabilities of outcomes to calculate
probabilities of events in discrete sample spaces.
3. Use permutation and combinations to count the number of outcomes in both an
event and the sample space .
4. Calculate the probabilities of joint events such as unions and intersections from
the probabilities of individuals events.
5. Interpret and calculate conditional probabilities of events.
6. Determine the independence of events and use independence to calculate
probabilities.
7. Use Bayes’ theorem to calculate conditional probabilities .
8. Understand random variables.
Random Experiments
• The goal is to understand, quantify and model the variation affecting
a physical system’s behavior. The model is used to analyze and predict
the physical system’s behavior as system inputs affect system outputs.
The predictions are verified through experimentation with the physical
system.
3
Figure 2-1 Continuous iteration between model and physical system.
Noise Produces Output Variation
Sec 2-1.1 Random Experiments 4
Figure 2-2 Noise variables affect the transformation of inputs to outputs.
Random values of the noise variables cannot be controlled and cause
the random variation in the output variables. Holding the controlled
inputs constant does not keep the output values constant.
Random Experiment
• An experiment is an operation or procedure, carried out under controlled
conditions, executed to discover an unknown result or to illustrate a known
law.
• An experiment that can result in different outcomes, even if repeated in the
same manner every time, is called a random experiment.
Sec 2-1.1 Random Experiments 5
Randomness Can Disrupt a System
• Telephone systems must have sufficient capacity (lines) to handle a random
number of callers at a random point in time whose calls are of a random
duration.
• If calls arrive exactly every 5 minutes and last for exactly 5 minutes, only 1
line is needed – a deterministic system.
• Practically, times between calls are random and the call durations are
random. Calls can come into conflict as shown in following slide.
• Conclusion: Telephone system design must include provision for input
variation.
Sec 2-1.1 Random Experiments 6
Deterministic & Random Call Behavior
Sec 2-1.1 Random Experiments 7
Figure 2-4 Variation causes disruption in the system.
Calls arrive every 5 minutes. In top system, call durations are
all of 5 minutes exactly. In bottom system, calls are of random
duration, averaging 5 minutes, which can cause blocked calls, a
“busy” signal.
Sample Spaces
• Random experiments have unique outcomes.
• The set of all possible outcome of a random experiment is called the sample
space, S.
• S is discrete if it consists of a finite or countable infinite set of outcomes.
• S is continuous if it contains an interval (either a finite or infinite width) of
real numbers.
Sec 2-1.2 Sample Spaces 8
Example 2-1: Defining Sample Spaces
• Randomly select and measure the thickness of a part.
S = R+ = {x|x > 0}, the positive real line.
Negative or zero thickness is not possible.
S is continuous.
• It is known that the thickness is between 10 and 11 mm.
S = {x|10 < x < 11}, continuous.
• It is known that the thickness has only three values.
S = {low, medium, high}, discrete.
• Does the part thickness meet specifications?
S = {yes, no}, discrete.
Sec 2-1.2 Sample Spaces 9
Example 2-2: Defining Sample Spaces, n=2
• Two parts are randomly selected & measured.
S = R+ * R+, S is continuous.
• Do the 2 parts conform to specifications?
S = {yy, yn, ny, nn}, S is discrete.
• Number of conforming parts?
S = {1, 1, 2}, S is discrete.
• Parts are randomly selected until a non-conforming part is found.
S = {n, yn, yyn, yyyn, …},
S is countably infinite.
Sec 2-1.2 Sample Spaces 10
Sample Space Is Defined By A Tree Diagram
11
Example 2-3: Messages are classified as on-time or late. 3 messages
are classified. There are 23 = 8 outcomes in the sample space.
S = {ooo, ool,olo, oll, loo, lol, llo, lll}
Figure 2-5 Tree diagram for three messages.
Tree Diagrams Can Fit The Situation
12
Example 2-4: New cars can be equipped with selected options
as follows:
1. Manual or automatic transmission
2. With or without air conditioning
3. Three choices of stereo sound systems
4. Four exterior color choices
Figure 2-6 Tree diagram for different configurations of
vehicles. Note that S has 2*2*3*4 = 48 outcomes.
Tree Diagrams Help Count Outcomes
Sec 2-1.2 Sample Spaces, Figure 2-7. 13
Example 2-5: The interior car color can depend on the exterior
color as shown in the tree diagrams below. There are 12
possibilities without considering color combinations.
Figure 2-7 Tree diagram for different vehicle configurations with
interior colors.
Events Are Sets of Outcomes
• An event (E) is a subset of the sample space of a random
experiment, i.e., one or more outcomes of the sample space.
• Event combinations are:
• Union of two events is the event consisting of all
outcomes that are contained in either of two events,
• E1∪ E2. Called E1 or E2.
• Intersection of two events is the event consisting of all
outcomes that contained in both of two events, E1 ∩ E2.
Called E1 and E2.
• Complement of an event is the set of outcomes that are
not contained in the event, E’ or not E.
Sec 2-1.3 Events 14
Example 2-6, Discrete Event Algebra
• Recall the sample space from Example 2-2,
• S = {yy, yn, ny, nn} concerning conformance to specifications.
• Let E1 denote the event that at least one part does
conform to specifications, E1 = {yy, yn, ny}
• Let E2 denote the event that no part conforms to
specifications, E2 = {nn}
• Let E3 = Ø, the null or empty set.
• Let E4 = S, the universal set.
• Let E5 = {yn, ny, nn}, at least one part does not conform.
• Then E1 ∪ E5 = S
• Then E1 ∩ E5 = {yn, ny}
• Then E1’ = {nn}
Sec 2-1.3 Events 15
Example 2-7, Continuous Event Algebra
Measurements of the thickness of a part are modeled with the
sample space: S = R+.
• Let E1 = {x|10 ≤ x < 12}, show on the real line below.
• Let E2 = {x|11 < x < 15}
• Then E1 ∪ E2 = {x|10 ≤ x < 15}
• Then E1 ∩ E2 = {x|11 < x < 12}
• Then E1’ = {x|x < 10 or x ≥ 12}
• Then E1’ ∩ E2 = {x|12 ≥ x < 15}
Sec 2-1.2 Sample Spaces 16
9 10 11 12 13 14 15 16
Example 2-8, Hospital Emergency Visits
• This table summarizes the ER visits at 4 hospitals. People may leave without
being seen by a physician( LWBS). The remaining people are seen, and may
or may not be admitted.
• Let A be the event of a visit to Hospital 1.
• Let B be the event that the visit is LWBS.
• Find number of outcomes in:
• A ∩ B
• A’
• A ∪ B
Sec 2-1.2 Sample Spaces 17
1 2 3 4 Total
Total 5,292 6,991 5,640 4,329 22,252 A B = 195
LWBS 195 270 246 242 953 A' = 16,960
Admitted 1,277 1,558 666 984 4,485 A B = 6,050
Not admitted 3,820 5,163 4,728 3,103 16,814
Hospital
Answers
Venn Diagrams Show Event Relations
18
Events A & B contain their respective outcomes. The shaded
regions indicate the event relation of each diagram.
Figure 2-8 Venn diagrams
Venn Diagram of Mutually Exclusive Events
19
• Events A & B are mutually exclusive because they share no
common outcomes.
•The occurrence of one event precludes the occurrence of
the other.
• Symbolically, A ∩ B = Ø
Figure 2-9 Mutually exclusive events
Event Relation Laws
• Transitive law (event order is unimportant):
• A ∩ B = B ∩ A and A ∪ B = B ∪ A
• Distributive law (like in algebra):
• (A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C)
• (A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C)
• DeMorgan’s laws:
• (A ∪ B)’ = A’ ∩ B’ The complement of the union is the
intersection of the complements.
• (A ∩ B)’ = A’ ∪ B’ The complement of the intersection is the
union of the complements.
20

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Ch2_p1.pdf

  • 1. 1 2Probability CHAPTER OUTLINE 2-1 Sample Spaces & Events 2-1.1 Random Experiments 2-1.2 Sample Spaces 2-1.3 Events 2-1.4 Count Techniques 2-2 Interpretations & Axioms of Probability 2-3 Addition Rules 2-4 Conditional Probability 2-5 Multiplication & Total Probability Rules 2-6 Independence 2-7 Bayes’ Theorem 2-8 Random Variables
  • 2. 2 Learning Objectives for Chapter 2 After careful study of this chapter, you should be able to do the following: 1. Understand and describe sample spaces and events for random experiments with graphs, tables, lists, or tree diagrams. 2. Interpret probabilities and use probabilities of outcomes to calculate probabilities of events in discrete sample spaces. 3. Use permutation and combinations to count the number of outcomes in both an event and the sample space . 4. Calculate the probabilities of joint events such as unions and intersections from the probabilities of individuals events. 5. Interpret and calculate conditional probabilities of events. 6. Determine the independence of events and use independence to calculate probabilities. 7. Use Bayes’ theorem to calculate conditional probabilities . 8. Understand random variables.
  • 3. Random Experiments • The goal is to understand, quantify and model the variation affecting a physical system’s behavior. The model is used to analyze and predict the physical system’s behavior as system inputs affect system outputs. The predictions are verified through experimentation with the physical system. 3 Figure 2-1 Continuous iteration between model and physical system.
  • 4. Noise Produces Output Variation Sec 2-1.1 Random Experiments 4 Figure 2-2 Noise variables affect the transformation of inputs to outputs. Random values of the noise variables cannot be controlled and cause the random variation in the output variables. Holding the controlled inputs constant does not keep the output values constant.
  • 5. Random Experiment • An experiment is an operation or procedure, carried out under controlled conditions, executed to discover an unknown result or to illustrate a known law. • An experiment that can result in different outcomes, even if repeated in the same manner every time, is called a random experiment. Sec 2-1.1 Random Experiments 5
  • 6. Randomness Can Disrupt a System • Telephone systems must have sufficient capacity (lines) to handle a random number of callers at a random point in time whose calls are of a random duration. • If calls arrive exactly every 5 minutes and last for exactly 5 minutes, only 1 line is needed – a deterministic system. • Practically, times between calls are random and the call durations are random. Calls can come into conflict as shown in following slide. • Conclusion: Telephone system design must include provision for input variation. Sec 2-1.1 Random Experiments 6
  • 7. Deterministic & Random Call Behavior Sec 2-1.1 Random Experiments 7 Figure 2-4 Variation causes disruption in the system. Calls arrive every 5 minutes. In top system, call durations are all of 5 minutes exactly. In bottom system, calls are of random duration, averaging 5 minutes, which can cause blocked calls, a “busy” signal.
  • 8. Sample Spaces • Random experiments have unique outcomes. • The set of all possible outcome of a random experiment is called the sample space, S. • S is discrete if it consists of a finite or countable infinite set of outcomes. • S is continuous if it contains an interval (either a finite or infinite width) of real numbers. Sec 2-1.2 Sample Spaces 8
  • 9. Example 2-1: Defining Sample Spaces • Randomly select and measure the thickness of a part. S = R+ = {x|x > 0}, the positive real line. Negative or zero thickness is not possible. S is continuous. • It is known that the thickness is between 10 and 11 mm. S = {x|10 < x < 11}, continuous. • It is known that the thickness has only three values. S = {low, medium, high}, discrete. • Does the part thickness meet specifications? S = {yes, no}, discrete. Sec 2-1.2 Sample Spaces 9
  • 10. Example 2-2: Defining Sample Spaces, n=2 • Two parts are randomly selected & measured. S = R+ * R+, S is continuous. • Do the 2 parts conform to specifications? S = {yy, yn, ny, nn}, S is discrete. • Number of conforming parts? S = {1, 1, 2}, S is discrete. • Parts are randomly selected until a non-conforming part is found. S = {n, yn, yyn, yyyn, …}, S is countably infinite. Sec 2-1.2 Sample Spaces 10
  • 11. Sample Space Is Defined By A Tree Diagram 11 Example 2-3: Messages are classified as on-time or late. 3 messages are classified. There are 23 = 8 outcomes in the sample space. S = {ooo, ool,olo, oll, loo, lol, llo, lll} Figure 2-5 Tree diagram for three messages.
  • 12. Tree Diagrams Can Fit The Situation 12 Example 2-4: New cars can be equipped with selected options as follows: 1. Manual or automatic transmission 2. With or without air conditioning 3. Three choices of stereo sound systems 4. Four exterior color choices Figure 2-6 Tree diagram for different configurations of vehicles. Note that S has 2*2*3*4 = 48 outcomes.
  • 13. Tree Diagrams Help Count Outcomes Sec 2-1.2 Sample Spaces, Figure 2-7. 13 Example 2-5: The interior car color can depend on the exterior color as shown in the tree diagrams below. There are 12 possibilities without considering color combinations. Figure 2-7 Tree diagram for different vehicle configurations with interior colors.
  • 14. Events Are Sets of Outcomes • An event (E) is a subset of the sample space of a random experiment, i.e., one or more outcomes of the sample space. • Event combinations are: • Union of two events is the event consisting of all outcomes that are contained in either of two events, • E1∪ E2. Called E1 or E2. • Intersection of two events is the event consisting of all outcomes that contained in both of two events, E1 ∩ E2. Called E1 and E2. • Complement of an event is the set of outcomes that are not contained in the event, E’ or not E. Sec 2-1.3 Events 14
  • 15. Example 2-6, Discrete Event Algebra • Recall the sample space from Example 2-2, • S = {yy, yn, ny, nn} concerning conformance to specifications. • Let E1 denote the event that at least one part does conform to specifications, E1 = {yy, yn, ny} • Let E2 denote the event that no part conforms to specifications, E2 = {nn} • Let E3 = Ø, the null or empty set. • Let E4 = S, the universal set. • Let E5 = {yn, ny, nn}, at least one part does not conform. • Then E1 ∪ E5 = S • Then E1 ∩ E5 = {yn, ny} • Then E1’ = {nn} Sec 2-1.3 Events 15
  • 16. Example 2-7, Continuous Event Algebra Measurements of the thickness of a part are modeled with the sample space: S = R+. • Let E1 = {x|10 ≤ x < 12}, show on the real line below. • Let E2 = {x|11 < x < 15} • Then E1 ∪ E2 = {x|10 ≤ x < 15} • Then E1 ∩ E2 = {x|11 < x < 12} • Then E1’ = {x|x < 10 or x ≥ 12} • Then E1’ ∩ E2 = {x|12 ≥ x < 15} Sec 2-1.2 Sample Spaces 16 9 10 11 12 13 14 15 16
  • 17. Example 2-8, Hospital Emergency Visits • This table summarizes the ER visits at 4 hospitals. People may leave without being seen by a physician( LWBS). The remaining people are seen, and may or may not be admitted. • Let A be the event of a visit to Hospital 1. • Let B be the event that the visit is LWBS. • Find number of outcomes in: • A ∩ B • A’ • A ∪ B Sec 2-1.2 Sample Spaces 17 1 2 3 4 Total Total 5,292 6,991 5,640 4,329 22,252 A B = 195 LWBS 195 270 246 242 953 A' = 16,960 Admitted 1,277 1,558 666 984 4,485 A B = 6,050 Not admitted 3,820 5,163 4,728 3,103 16,814 Hospital Answers
  • 18. Venn Diagrams Show Event Relations 18 Events A & B contain their respective outcomes. The shaded regions indicate the event relation of each diagram. Figure 2-8 Venn diagrams
  • 19. Venn Diagram of Mutually Exclusive Events 19 • Events A & B are mutually exclusive because they share no common outcomes. •The occurrence of one event precludes the occurrence of the other. • Symbolically, A ∩ B = Ø Figure 2-9 Mutually exclusive events
  • 20. Event Relation Laws • Transitive law (event order is unimportant): • A ∩ B = B ∩ A and A ∪ B = B ∪ A • Distributive law (like in algebra): • (A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C) • (A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C) • DeMorgan’s laws: • (A ∪ B)’ = A’ ∩ B’ The complement of the union is the intersection of the complements. • (A ∩ B)’ = A’ ∪ B’ The complement of the intersection is the union of the complements. 20