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102 visualizzazioni13 pagineChapter 01 Probability

Oct 11, 2016

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Chapter 01 Probability

© All Rights Reserved

102 visualizzazioni

Chapter 01 Probability

© All Rights Reserved

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Probability

Dr.S.Rajalingam

Lecture 5:

Multiplicative Law

Total Probability Theorem

Bayes Theorem

1

May 15

Learning Objectives

events.

event when the event is partitioned into several mutually

exclusive and exhaustive subsets.

of an event when the event is partitioned into several

mutually exclusive and exhaustive subsets.

May 15

Independence

For two events A and B

P( A B) P( A | B). P( B)

Definition: Events A and B are independent if and only if

P( A B) P( A). P( B)

If events A1, .., Ak are independent then,

P( A1 A2 ... Ak ) P( A1 ) P( A2 ) P( Ak )

May 15

experiment consists of several stages in succession.

The conditioning event, B, describes the

outcome of the first stage and A is the outcome

of the second, so that P( A| B) conditioning on

what occurs first will often be known.

May 15

EXAMPLE 1.

connects (12%) or mechanical defects (88%). Mechanical

defects are related to loose keys (27%) or improper

assembly (73%). Electrical connect defects are caused by

defective wires (35%), improper connections (13%) or

poorly welded wires (52%).

Find the probability

a) That a failure is due to loose keys.

b) That a failure is due to improperly connected or poorly

welded wires.

May 15

Solution

May 15

that a failure is due to loose keys.

(0.88)(0.27) = 0.237

May 15

That a failure is due to improperly connected or poorly

welded wires.

(0.12)(0.13)+(0.12)(0.52) = 0.0078

May 15

EXAMPLE 2.

is backed up by two secondary systems. They

operate of one another, and each is independently

90% reliable. What is the probability that all three

systems will be operable at the time of the launch?

P( A B) P( A). P( B)

P( A1 A2 ... Ak ) P( A1 ) P( A2 ) P( Ak )

9

May 15

Example 2

backed up by two secondary systems. They operate

independently of one another, and each is 90% reliable.

What is the probability that all three systems will be

operable at the time of the launch?

Solution

A2: event first backup is operable

A3: event second backup is operable

Given P(A1) = P(A2) = P(A3) = 0.9

Since they operate independently

P(A1 A2 A3) = P(A1)P(A2) P(A3) = 0.729

10

exhaustive in S, then for any event A

n

i 1

i 1

P( A) P( A Bi ) P( A | Bi ) P( Bi )

A

A B1

B1

A B2 B1

B2

A B3

B3

A B4

B4

11

May 15

What is the probability A ??

May 15

12

13

May 15

exhaustive in S, then for any event A

n

i 1

i 1

P( A) P( A Bi ) P( A | Bi ) P( Bi )

A

A B1

B1

May 15

A B2 B1

B2

A B3

B3

A B4

B4

14

Bayes Theorem

Suppose B1, B2,, Bn are mutually

exclusive and exhaustive (whose union is

S). Let A be an event such that P(A) > 0.

Then for any event Bj , j =1, 2, , n,

It is useful when we have to reverse the

condition in a problem

P ( Bk | A )

P ( A Bk )

P ( A)

P ( A | Bk ) P ( Bk )

n

P( A | B )P(B )

i 1

May 15

15

EXAMPLE 16.

50% of all airline traffic, while airports B and C handle

30% and 20%, respectively. The rates of losing a

baggage in airport A, B and C are 0.3, 0.15 and 0.14

respectively. If a passenger arrives in the city and losses

a baggage, what is the probability that the passenger

arrives at airport A?

May 15

16

Tree Diagram

17

May 15

baggage, what is the probability that the passenger arrives at

airport A?

Solution

P ( A | L)

P( A) P( L | A)

P( A) P( L | A) P( B) P( L | B) P(C ) P( L | C )

(0.5)(0.3)

(0.5)(0.3) (0.3)(0.15) (0.2)(0.14)

0.673

18

EXAMPLE 17.

satisfactory and 25% unsatisfactory. Of the

satisfactory ones 80% had experience, of the

unsatisfactory only 40%. If a person with

experience is hired, what is the probability that

(s)he will be satisfactory?

Let Ex = experience, Ex = no experience,

S = Satisfactory, S = unsatisfactory

May 15

19

Tree Diagram

unsatisfactory. Of the satisfactory ones 80% had experience, of the

unsatisfactory only 40%. If a person with experience is hired, what is

the probability that (s)he will be satisfactory?

Solution

20

10

= 0.857

21

Example 18:

In a certain assembly plant, three machines, B1, B2, B3, are produced

30%, 45% and 25%, respectively, of the products. It is known from past

experience that 2%,3% and 2% of the products made by each machine,

respectively, are defective. Now,

(i)

suppose that a finished product is randomly selected. What is the

probability that it is defective?

(ii)

If a product was chosen randomly and found to be defective, what is

the probability that it was made by machine B3?

22

11

23

May 15

Question 1

(i) What is the probability that it is defective?

Solution:

(0.3)(0.02) (0.45)(0.03) (0.25)(0.02)

0.006 0.0135 0.005 0.0245

24

12

defective, what is the probability that it was made by machine B3?

Solution:

P(B3 | D) [ P( B3 ) P( D | B3 )] / P( D)

[(0.25)(0.02)] / 0.0245

0.005 / 0.0245

10 / 49

25

QUIZ 1

From a total of 50 groups of ETP, 15 groups are not qualified

for the EDX2011. Among the remaining 35 groups, each group has

either potential to win a gold price or a special award. Let say that 15

groups have a chance to win a gold price and 25 groups have a chance

to win a special award. Let A be the event of wining a gold price and B

be the event of wining the special award. If one group is selected

randomly, what is the probability that the group has wining

(i)

(ii)

(iii)

the gold price only?

at least one of the price?

May 15

26

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