TEORI PROBABILITAS

(IE 1323)

DRS. SOEWONO
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Teori Probabilitas...

BAYES THEOREM

CONDITIONAL
PROBABILITY

- PROBABILITY TREE
- TREE DIAGRAM
- PROBABILITY TREE
DIAGRAM
A
graphical
representation showing
the possible outcomes of
a series of experiments
and
their
respective
probabilities

PRIOR
PROBABILITY
POSTERIOR PROBABILITY

A resived probability
based on additional
information

MULTIPLICATION PROBABILITY

The conditional probability P(AB) is the probability that A occurs, given that B has occured.
The multiplication rule :
P(AB) = P(A) P(BA) = P(B) P(AB)
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EXAMPLE :
Suppose we are interested in the condition of a machine that produces a particular item.
Let A be the event the machine is in good operating condition ; then Ac represents the
machine is not in good operating condition. We might know from experience that the
machine is in good condition 90% of time. That is, the initial or prior probabilities
regarding the machines condition are P(A)=0,9 and P(A c)=0,1.
Given the machines condition, we might also know the probability that a defective item
will be produced (event B).
Suppose that, when the machine is in good condition, only 1% of the items produced are
defective, while 10% are defective when the machine is in poor condition.
Questions :
a. Probability tree diagram for machine producing item?
b. Find the posterior probability.
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Probability tree for machine producing items

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The resived or posterior probability :
P(AB) = P(AB)
P(B)
The value of the numerator ;
P(AB) = P(A).P(BA) = 0,9 (0,01) = 0,009
P(B) = P(AB) + P(AcB)
= 0,009 + 0,010 = 0,019
Hence : P(AB) = P(AB) = 0,009
P(B)

0,019

P(AB) = 0,47
In light of the sample information, we have revised drastically downward, from 0,9 to 0,47.
Based on this posterior probability of 0,47

the mechanic to check and repair the

machine.
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EXERCISE
Each morning, coffee is prepared for the entire office staff by one of three
employees, depending on who first arrives at work. Karen arrives first 20%
of the time; Gita and Michael are each the first to arrive on half of the
remaining mornings. The probability that the coffee is bitter when it is
prepared by Karen is 0,1 , while the corresponding probabilities when it is
prepared by Gita and Michael are 0,2 and 0,3 respectively.
If you arrive one morning and find the coffee bitter, what is the probability
that is was prepared by Karen? What is the probability that the coffee will
not be bitter on a given morning?
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SOLUTION :
Untuk menjawab pertanyaan tersebut, diperlukan alat bantu yaitu
diagram pohon/tree diagram atau probability tree atau probability tree
diagram.
Andaikan, B event yang menyatakan kopi pahit dan K event yang
menyatakan kopi yang disediakan oleh Karen sedangkan G dan M
adalah

events

yang

masing-masing

menyatakan,

kopi

yang

disediakan/disiapkan oleh Gita dan Michael.

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Teori Probabilitas...

Maka :

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yang ditanyakan :
P(KB) = P(KB) = P(K) P(BK)
P(B)
P(B)
P(B) = P(K) P(BK)+P(G) P(B G)+P(M) P(B M)
P(B) = 0,2(0,1)+0,4(0,2)+0,4(0,3)
P(B) = 0,02+0,08+0,12 = 0,22
(i) P(KB)= 0,02 = 2 = 1
0,22
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(ii) probabilitas bahwa kopi tidak pahit (the coffee will not be bitter)
P(Bc)=1-P(B)=1-0,22=0,78

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Teori Probabilitas...

EXERCISES
1. A bag A contains 2 white and 3 red balls and a bag
B contains 4 white and 5 red balls. One ball is
drawn at random from one of the bags is found to
be red.
Find the probability that it was drawn from bag B.
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Teori Probabilitas...
2. A factory has 3 machines A, B, dan C, producing 1000, 2000 and 3000
bolts perday respectively.
Machines :
A produces 1% defective,
B produces 1,5% defective,
C produces 2% defective.
A bolt is checked at random at the end of a day is found to be defective.
What is the probability that it came from machine B?
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Teori Probabilitas...
3. In 1989, there were three candidates for the position of
principal. Mr.Chatterji, Mr.Ayangar and Mr.Singh, whose
changes of getting the appointment are proportion 4:3:2
respectively. The probability that Mr.Chatterji, if selected,
would introduced co-education in college is 0,3. The
probabilities of Mr.Ayangar and Mr.Singh doing the same, are
respectively 0,5 and 0,8. What is the probability that there was
co-education in the college in 1990?
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Diketahui variabel random X

dengan pdf sebagai berikut

tentukan :
a. Var X
b. Fungsi distribusi dari X (CDF)
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Tinggi badan dari US ARMY berdistribusi

Normal. Jika 13,57 % dari US ARMY
tingginya lebih dari 72,2 inchi dan
8,08% tingginya kurang dari 67,2 inchi.
Berapakah mean dan deviasi standard
dari tinggi badan US ARMY?

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Jika variabel random X mempunyai

MGF :
M(t) = et (3/6) + e 2t (2/6) + e 3t (1/6)
maka tentukan pmf dari X

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Jika variabel random X mempunyai

MGF :
M(t) = 2/5 et + 1/5 e2t + 2/5 e3t
Tentukan : mean, variansi, dan
pmf dari X

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Diberikan variabel random X berdistribusi

uniform pada interval (0,1).
Misalkan Y = g(X) = eX ; tentukan pdf
dari Y.

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Andaikan, bahwa lama waktu bekerjanya

suatu transistor dinyatakan oleh
variabel random dengan pdf :

Pertanyaan, tentukan :
a. Nilai dari konstanta k
b. E(X2 ) dengan menggunakan MGF,
cara lain dianggap salah
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1. If X is b(100;0,1), find the

appoximate value of P(12 < X
< 14) using :
a.The Normal approximation
b.The Poisson approximation
c. The Binomial
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2. Let X be the mean of a random

sample of size 12 from the uniform
distribution on the
_ interval (0,1).
Approximate P(1/2 < X < 2/3 )

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3. Let Y = X1 + X2 + + X15 be the sum

of a random sample of size 15 from the
distribution whose pdf is
f(x) = 3/2 x2 ; -1 < x < 1
approximate P( - 0,3 < Y < 1,5 )

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4. Let X be the mean of a random

sample of size 36 from an
exponential distribution
with
_
mean 3.
Approximate P ( 2,5 < X < 4 )

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5. Suppose that a measurement has

E(X)=25 and VarX=25. Let Xbar be the
average of n such independent
measurements. How large should n be so
that
P(|Xbar-|<1)=0,95 ?

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Di dalam suatu kantong, berisi 3 baterai baru, 2

baterai bekas yang masih berfungsi, dan 2 baterai
rusak. Semua baterai tersebut mempunyai ukuran
dan bentuk yang sama. Selanjutnya tiga baterai
diambil secara acak dari kantong tersebut.
Andaikan peubah acak X dan Y berturut-turut
menyatakan banyaknya baterai baru dan baterai
bekas yang masih berfungsi yang terpilih dari
kantong tersebut maka :
a. Tentukan Fungsi Massa Peluang Gabungan (joint
probability mass function) dari X dan Y
b.
Hitung Cov(X,Y)
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