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11/19/2015

2.1 SAMPLE SPACES AND EVENTS


MATB133
PROBABILITY

Sample Spaces
Definition

Chapter Outline:
2.1 Sample Spaces & Events
2.2 Interpretations of Probability
2.3 Addition Rules
2.4 Conditional Probability
2.5 Multiplication and Total Probability Rules
2.6 Independence
2.7 Bayes Theorem
2.8 Random Variable

Example 1

The set of all possible outcomes


of a
statistical experiment is called the sample
space. This is often denoted by the symbol S.
Consider the experiment of tossing a die. If we are
interested in the number that shows on the top face,
the sample space would be

S1 = {1, 2,3, 4,5,6} .


If we interested only in even number, the sample
space is simply

S 2 = {2, 4, 6}
If we interested only in prime number, the sample
space is

S3 = {2,3,5} .

2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Tree Diagrams
Sample spaces can also be described graphically with tree
diagrams.
When a sample space can be constructed in several steps
or stages, we can represent each of the n1 ways of
completing the first step as a branch of a tree.
Each of the ways of completing the second step can be
represented as n2 branches starting from the ends of the
original branches, and so forth.

2.1 SAMPLE SPACES AND EVENTS

Example 2

Each message in a digital communication is


classified as to whether it is received within the
time specified by the system design. If three
message are classified, use a tree diagram to
represent the sample space of possible outcomes.
Each message can either be received on time
or late. The possible results for three messages
can be displayed by eight branches in the tree
diagrams shown in Fig. 2.1.

2.1 SAMPLE SPACES AND EVENTS


Events
Definition

Example 3

An event is a collection of outcomes from the


sample space S. Events will be denoted by A,
B, E1, E2 etc.
Given the sample space

S = {t t 0} ,
where t is the life in years of a certain washing
machine, then the event A that the washing
machine fails before the end of fifth year is the
subset
A = {t 0 t < 5}.
Figure 2.1 Tree diagram for three messages.

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2.1 SAMPLE SPACES AND EVENTS

Union

2.1 SAMPLE SPACES AND EVENTS

Complement

The union of the two events A and B, denoted by the


symbol A B, is the event containing all the outcomes
that belong to A or B or both.
Intersection

The complement of an event A with respect to S is the subset


of all outcomes of S that are not in A. We denote the
complement of A by the symbol A.

Mutually Exclusive

The intersection of the two events A and B, denoted by


A B, is the events containing all the
the symbol
outcomes in both A and B.

Two events A and B are mutually exclusive, if A B = ,


that is, A and B have no outcomes in common. In particular, A
and A are mutually exclusive.

2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Venn Diagrams

Counting Techniques
Multiplication Rules
If an operation can be described as a sequence of k steps, and
if the number of ways of completing step 1 is n1, and
if the number of ways of completing step 2 is n2 for each way of
completing step 1, and
if the number of ways of completing step 3 is n3 for each way of
completing step 2, and so forth,
the total number of ways of completing the operation is

n1 n2 nk

Figure 2.2 Venn diagrams.

2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Multiplication Rules

Ordered Samples

Example 4

Sam is going to assemble a computer by himself.


He has the choice of ordering chips from two
brands, a hard drive from four, memory from
three, and an accessory bundle from five local
stores. How many different ways can Sam order
the parts?

Solutions: Since n1 = 2, n2 = 4, n3 = 3, and n4 = 5, there are

n1 n2 n3 n4 = 2 4 3 5 = 120
different ways to order the parts.

Suppose we have items numbered 1, 2, , n and are drawing an


ordered sample of size r.
If we do not replace each number after it is drawn,
then choices for second draw depend on first draw but
regardless there are (n 1) choices.
Also, whatever the first two draws, there are (n 2)
ways to draw the third number, etc.
Thus, there are

n ( n 1) ( n r + 1) = Prn
r factors

ways to choose an ordered sample of size r n without


replacement from {1, 2,, n} .

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2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Permutation

Permutation

Writing n ! = n ( n 1) ( n 2 ) 2 1, for positive integer n, we


have

Example 5

In one year, three awards (research, teaching


and service) will be given for a class of 25

when r = n, Prn = n !,
permutation;

and the ordered selection is called a

graduate students in engineering department. If


each student can receive at most one award, how

when r < n, we can write

Prn = n ( n 1) ( n 2 ) ( n r + 1) =

many possible selections are there?

n!
( n r )!

Solutions:

Since the awards are distinguishable, it is a


permutation problem. The total number of
sample points is

P325 =

25!

( 25 3) !

25!
= ( 25 )( 24 )( 23) = 13,800
22!

2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Permutation with Similar Objects

Permutation with Similar Objects


Example 5

In a college football training session, the


defensive coordinator needs to have 10 players
standing in a row. Among these 10 players, there
are 1 freshman, 2 sophomores, 4 juniors, and 3
seniors respectively. How many different ways
can they be arranged in a row if only their class
level will be distinguish?

Solution:

The total number of arrangement is

The number of permutation of


objects of
n = n1 + n2 + + nr
which n1 are of one type, n2 are of the second type, , and nr
are of rth type is

n!
n1 ! n2 ! n3 ! nr !

10!
= 12, 600
1!2!4!3!

2.1 SAMPLE SPACES AND EVENTS

2.1 SAMPLE SPACES AND EVENTS

Unordered Samples

Combinations

Consider sampling without replacement. Now, suppose we


are interested in the number of ways of selecting r objects from
n without regard to order.
This selections are called combinations. It is denoted as Crn ,
and the number of combinations is

n
n!
=
r r !( n r ) !

Example 6

A young boy asks his mother to get five Game-BoxTM


cartridges from his collection of 10 arcade and 5 sport
games. How many ways are there that his mother will
get 3 arcade and 2 sport games, respectively?

Solution:

The number of ways of selecting 3 cartridges from 10


is

10
10!
= 120
3=
3!(10 3) !
The number of ways of selecting 2 cartridges from 5 is

5
5!
= 10
2 =
2!( 5 2 ) !
Using the multiplication rule

n1 n2 = 120 (10 ) = 1200 ways.

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2.2 INTERPRETATIONS OF PROBABILITY


Probability

Used to quantify likelihood or chance


Used to represent risk or uncertainty in engineering
applications
Can be interpreted as our degree of belief or relative
frequency

2.2 INTERPRETATIONS OF PROBABILITY


For a discrete sample space, the probability of an event A,
denoted as P ( A ) , equals the sum of the probabilities of the
outcomes in A.
Example 1

A random experiment can result in one of the


outcomes {a, b, c, d } with probabilities 0.1, 0.3,
0.5, and 0.1, respectively. Let A denote the event

{a, b} , B the event {b, c, d } , and C the event {d } .


Then,

Equally Likely Outcomes

P ( A ) = 0.1 + 0.3 = 0.4

Whenever a sample space consists of N possible outcomes


that are equally likely, the probability of each outcome is
1/N.

2.2 INTERPRETATIONS OF PROBABILITY


Axioms of Probability
Probability is a number that is assigned to each member of a
collection of events from a random experiment that satisfies
the following properties:
If S is the sample space and A is any event in a random
experiment,
1) P ( S ) = 1
2) 0 P ( A ) 1
3) For two events A1 and A2 with A1 A2 =

P ( A1 A2 ) = P ( A1 ) + P ( A2 )

P ( B ) = 0.3 + 0.5 + 0.1 = 0.9


P ( C ) = 0.1

2.2 INTERPRETATIONS OF PROBABILITY


Example 2

A statistics class for engineers consists of 25 chemical,


10 mechanical, 10 electrical, and 8 civil engineering
students. If a person randomly selected by the lecturer
to answer a question, find the probability that the
student chosen is (a) a chemical engineering major, (b)
a civil engineering or an electrical engineering major.

Solution:

Denote by I, M, E, and C the students majoring in


chemical, mechanical, electrical and civil, respectively.
The total number of students in the class is 53, all of
which are equally likely to be selected.
(a)
Since 25 of the 53 students are majoring in
chemical

P(I ) =

25
53

(b)
Since 18 of the 53 students are civil or
electrical,

P (C E ) =

2.3 ADDITION RULES


Probability of a Union
If A and B are two events, then

P ( A B ) = P ( A) + P ( B ) P ( A B ) .

Mutually Exclusive Events


If A and B are mutually exclusive, then

P ( A B ) = P ( A) + P ( B )

18
53

2.3 ADDITION RULES


Three Events
For three events A, B, and C,

P ( A B C ) = P ( A) + P ( B ) + P (C )

P ( A B) P ( A C ) P ( B C ) + P ( A B C ).

Mutually Exclusive Events


If A1, A2, , An are mutually exclusive, then

P ( A1 A2 An ) = P ( A1 ) + P ( A2 ) + + P ( An )

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2.3 ADDITION RULES


Example 1

2.3 ADDITION RULES

If A, B and C are mutually exclusive events with

Example 2

P ( A ) = 0.2, P ( B ) = 0.3, and P ( C ) = 0.4,

Disks of polycarbonate plastic from a supplier are


analyzed for scratch and shock resistance. The results
from 100 disks are summarized as follows:

determine the following probabilities:


(a) P ( A B C )
(d) P ( A B ) C
(b) P ( A B C )

(e)

P ( A B C )

scratch
high
resistance low

(c) P ( A B )

Solution:

(a) If disk is selected at random, what is the


probability that its scratch resistance is high and
its shock resistance is high?
(b) If a disk is selected at random, what is the
probability that its scratch resistance is high or
its shock resistance is high?
(c) Consider the event that a disk has high scratch
resistance and the event that a disk has high
shock resistance. Are these two events are
mutually exclusive?

(a) P ( A B C ) = P ( A) + P ( B ) + P ( C ) = 0.9
(b) P ( A B C ) = 0
(c) P ( A B ) = 0
(d) P ( A B ) C = 0

(e) P ( A B C ) = 1 P ( A B C ) = 1 0.9 = 0.1

2.3 ADDITION RULES


Solution:

shock resistance
high
low
70
9
16
5

2.4 CONDITIONAL PROBABILITY

Let A denote the disk has high scratch resistance.


Let B denote the disk has high shock resistance.
(a)

P ( A B) =

70
= 0.70
100

(b)

P ( A B) =

70 + 9 + 16 95
=
= 0.95
100
100

(c)

P ( A B ) 0,

these two events are not mutually

To introduce conditional probability, consider an example


involving manufactured parts.
Let D denote the event that a part is defective and let F
denote the event that a part has a surface flaw.
Then, we denote the probability of D given, or assuming, that
a part has a surface flaw as P(D|F). This notation is read as
the conditional probability of D given F, and it is
interpreted as the probability that a part is defective, given
that the part has a surface flaw.

exclusive

2.4 CONDITIONAL PROBABILITY

2.4 CONDITIONAL PROBABILITY


Example 1

The conditional probability of B, given A,

Definition

denoted by P ( B A ) is defined by

P ( B A) =

P ( A B)
P ( A)

for P ( A ) > 0.

The probability that a regularly scheduled flight


departs on time is P ( D ) = 0.83; the probability that it
arrives on time is P ( A ) = 0.82; and the probability
that it departs and arrives on time is P ( D A ) = 0.78.
Find a probability that a plane
(a) arrives on time given that it departed on time;
(a) departed on time given that it has arrived on time.

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2.4 CONDITIONAL PROBABILITY

2.4 CONDITIONAL PROBABILITY


Consider an industrial process in the textile industry in
which strips of a particular type of cloth are being produced.
These strips can be defective in two ways, length and nature
of texture. For the case of the latter, the process of
identification is very complicated. It is known from historical
information on the process that 10% of strips fail the length
test, 5% fail the texture test, and only 0.8% fail both tests. If
a strip is selected randomly from the process and a quick
measurement identifies it as failing the length test, what is
the probability that it is texture defective?

Example 2

Solution:
(a) The probability that a plane arrive on time given that
it departed on time is

P ( A D) =

P ( D A)
P (D)

0.78
= 0.94
0.83

(b) The probability that a plane departed on time given


that it has arrived on time is

P ( D A) =

P ( D A) 0.78
=
= 0.95
P ( A)
0.82

Consider the events:


L: Length defective
T: Texture defective
Thus given that the strip is length defective, the probability
that this strip is texture defective is given by

Solution:

P (T L ) =

2.5 MULTIPLICATION
RULES

AND

TOTAL PROBABILITY

2.5 MULTIPLICATION
RULES

P (T L )
P ( L)

AND

0.008
= 0.08
0.1

TOTAL PROBABILITY

Total Probability Rule (multiple events)

Multiplication Rule
If in an experiment the events A and B can both occur,then

P ( A B ) = P ( B A) P ( A) = P ( A B ) P ( B )

Total Probability Rule (two events)

Assume E1, E2, , Ek are k mutually exclusive sets. Then,

P ( B ) = P ( B E1 ) + P ( B E2 ) + + P ( B Ek )

= P ( B E1 ) P ( E1 ) + P ( B E2 ) P ( E2 ) + + P ( B Ek ) P ( Ek )

Example 1

2.5 MULTIPLICATION
RULES
Example 2

Solution:

AND

TOTAL PROBABILITY

The probability is 1% that an electrical connector that


is kept dry fails during the warranty period of a
portable computer. If the connector is ever wet, the
probability of a failure during the warranty period is
5%. If 90% of the connectors are kept dry and 10% are
wet, what proportion of connectors fail during the
warranty period?
Let
F : the connectors fail
D : the connector is dry
W : the connector is wet

Determine the following:

For any events A and B,

P ( B ) = P ( B A ) + P ( B A ) = P ( B A ) P ( A ) + P ( B A) P ( A)

Suppose that P A B = 0.4 and P ( B ) = 0.5.


(a)

Solution:

P ( A B)

(b)

P ( A B )

(a)

P ( A B ) = P ( A B ) P ( B ) = 0.4 ( 0.5 ) = 0.2

(b)

P ( A B ) = P ( A B ) P ( B ) = 0.6 ( 0.5 ) = 0.3

2.6 INDEPENDENCE
Independence (two events)
Two events are independent if any one of the following is true:

(
(

)
)

(a) P A B = P ( A )
(b) P B A = P ( B )
(c) P ( A B ) = P ( A ) P ( B )

P ( F D ) = 0.01, P ( F W ) = 0.05,
P ( D ) = 0.9, P (W ) = 0.1

P ( F ) = P ( F D ) P ( D ) + P ( F W ) P (W )
= 0.01( 0.9 ) + 0.05 ( 0.1) = 0.014

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2.6 INDEPENDENCE
Example 1

Solution:

A small town has one fire engine and one ambulance


available for emergencies. The probability that the fire
engine is available when needed is 0.98, and the
probability that the ambulance is available when
called is 0.92. In the event of an injury resulting from
a burning building, find the probability that both the
ambulance and the fire engine will available.

2.6 INDEPENDENCE
Independence (multiple events)
The events E1, E2, , En are independent if and only if for any
subset of these events Ei1 , Ei2 , , Eik ,

( ) ( )

( )

P Ei1 Ei2 Eik = P Ei1 P Ei2 P Eik

Let A and B represent the respective events that the


fire engine and the ambulance are available. Then,

P ( A B ) = P ( A ) P ( B ) = 0.98 ( 0.92 ) = 0.9016

2.6 INDEPENDENCE
Example 2

The following system operates only if there is a path of


functional device from left to the right. The probability
that each device functions is as shown. What is the
probability that the circuit operates? Assume
independence.

Solution:
Let Box A: component 1, 2, 3, 4; Box B: component 5, and 6; and Box C:
component 7

P ( system works ) = P ( A works ) P ( B works ) P ( C works )

P ( A works ) = P ( 2 and 4 work ) + P (1 and 3 work )

P ( ( 2 and 4 work ) (1 and 3 work ) )

= 0.9 ( 0.9 ) + 0.98 ( 0.97 ) 0.9 ( 0.9 )( 0.98 )( 0.97 )


= 0.9906

Figure 2.3 An electrical system.

P ( B works ) = P ( 5 works ) + P ( 6 works ) P ( 5 6 work )

= P ( 5 works ) + P ( 6 works ) P ( 5 works ) P ( 6 works )


= 0.95 + 0.9 ( 0.95 )( 0.9 )
= 0.995

P ( system work ) = 0.9906 ( 0.995 )( 0.99 ) = 0.9758

2.5 MULTIPLICATION
RULES

AND

TOTAL PROBABILITY

Multiplication Rule
If in an experiment the events A and B can both occur,then

P ( A B ) = P ( B A) P ( A) = P ( A B ) P ( B )

Total Probability Rule (two events)


For any events A and B,

P ( B ) = P ( B A ) + P ( B A ) = P ( B A ) P ( A ) + P ( B A) P ( A)

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2.5 MULTIPLICATION
RULES

AND

TOTAL PROBABILITY

Total Probability Rule (multiple events)

2.5 MULTIPLICATION
RULES

The probability is 1% that an electrical connector that


is kept dry fails during the warranty period of a
portable computer. If the connector is ever wet, the
probability of a failure during the warranty period is
5%. If 90% of the connectors are kept dry and 10% are
wet, what proportion of connectors fail during the
warranty period?

Solution:

Let
F : the connectors fail
D : the connector is dry
W : the connector is wet

P ( B ) = P ( B E1 ) + P ( B E2 ) + + P ( B Ek )

= P ( B E1 ) P ( E1 ) + P ( B E2 ) P ( E2 ) + + P ( B Ek ) P ( Ek )

Suppose that P A B = 0.4 and P ( B ) = 0.5.


Determine the following:

Solution:

(a)

P ( A B)

(a)

P ( A B ) = P ( A B ) P ( B ) = 0.4 ( 0.5 ) = 0.2

(b)

P ( A B ) = P ( A B ) P ( B ) = 0.6 ( 0.5 ) = 0.3

(b)

TOTAL PROBABILITY

Example 2

Assume E1, E2, , Ek are k mutually exclusive sets. Then,

Example 1

AND

P ( A B )

P ( F D ) = 0.01, P ( F W ) = 0.05,
P ( D ) = 0.9, P (W ) = 0.1

P ( F ) = P ( F D ) P ( D ) + P ( F W ) P (W )
= 0.01( 0.9 ) + 0.05 ( 0.1) = 0.014

2.6 INDEPENDENCE

2.6 INDEPENDENCE

Independence (two events)

Example 1

A small town has one fire engine and one ambulance


available for emergencies. The probability that the fire
engine is available when needed is 0.98, and the
probability that the ambulance is available when
called is 0.92. In the event of an injury resulting from
a burning building, find the probability that both the
ambulance and the fire engine will available.

Solution:

Let A and B represent the respective events that the


fire engine and the ambulance are available. Then,

Two events are independent if any one of the following is true:

(
(

)
)

(a) P A B = P ( A )
(b) P B A = P ( B )
(c) P ( A B ) = P ( A ) P ( B )

P ( A B ) = P ( A ) P ( B ) = 0.98 ( 0.92 ) = 0.9016

2.6 INDEPENDENCE

2.6 INDEPENDENCE
Example 2

Independence (multiple events)


The events E1, E2, , En are independent if and only if for any
subset of these events Ei1 , Ei2 , , Eik ,

( ) ( )

( )

P Ei1 Ei2 Eik = P Ei1 P Ei2 P Eik

The following system operates only if there is a path of


functional device from left to the right. The probability
that each device functions is as shown. What is the
probability that the circuit operates? Assume
independence.

Figure 2.3 An electrical system.

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Solution:
Let Box A: component 1, 2, 3, 4; Box B: component 5, and 6; and Box C:
component 7

P ( system works ) = P ( A works ) P ( B works ) P ( C works )

P ( A works ) = P ( 2 and 4 work ) + P (1 and 3 work )

P ( ( 2 and 4 work ) (1 and 3 work ) )

= 0.9 ( 0.9 ) + 0.98 ( 0.97 ) 0.9 ( 0.9 )( 0.98 )( 0.97 )


= 0.9906

P ( B works ) = P ( 5 works ) + P ( 6 works ) P ( 5 6 work )

= P ( 5 works ) + P ( 6 works ) P ( 5 works ) P ( 6 works )


= 0.95 + 0.9 ( 0.95 )( 0.9 )
= 0.995

P ( system work ) = 0.9906 ( 0.995 )( 0.99 ) = 0.9758

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