ENGINEERING DATA ANALYSIS

PROBABILITY
ENGR. JOSEPH B. CANAPI, BSEE, MS MGMT. ENGG
CHAPTER 1: COVERAGE
❑ LEARNING OBJECTIVES:
▪ Understand and describe sample spaces and events for random experiments with graphs, tables, lists, or tree
diagrams
▪ Interpret probabilities and use the probabilities of outcomes to calculate probabilities of events in discrete
sample spaces
▪ Use permutations and combinations to count the number of outcomes in both an event and the sample
space
❑ SAMPLE SPACES AND EVENTS
▪ Random Experiments
▪ Sample Spaces
▪ Trial & Event
❑ Probability concept
❑ Counting Techniques
Introduction
❑ An experiment that can result in different outcomes, even though it is repeated in the same manner every time,
is called a random experiment.
If an experiment is repeated under essentially homogeneous & similar conditions we generally come across 2
types of situations:
▪ Deterministic/ Predictable: - The result of what is usually known as the ‘outcome’ is unique or certain.
Example:- The velocity ‘v’ of a particle after time ‘t’ is given by
v = u + at
Equation uniquely determines v if the right-hand quantities are known.

▪ Unpredictable/ Probabilistic: - The result is not unique but may be one of the several possible outcomes.
Examples: -
(i) In tossing of a coin one is not sure if a head or a tail will be obtained.
(ii) If a light tube has lasted for t hours, nothing can be said about its further life. It may fail to function any
moment.
Definitions
❑ SAMPLE SPACES
▪ The set of all possible outcomes of a random experiment is called the sample space of the experiment. The
sample space is denoted as S

EXAMPLE 1:
▪ Consider an experiment in which you select a molded plastic part, such as a connector, and measure its
thickness. The possible values for thickness depend on the resolution of the measuring instrument, and they
also depend on upper and lower bounds for thickness. define the sample space as simply the positive real
line

because a negative value for thickness cannot occur

▪ if it is known that all connectors will be between 10 and 11 millimeters thick, the sample space could be
EXAMPLE 1:

▪ if the objective of the analysis is to consider only whether a particular part is low, medium, or high for thickness, the
sample space might be taken to be the set of three outcomes:

▪ if the objective of the analysis is to consider only whether or not a particular part conforms to the manufacturing
specifications, the sample space might be simplified to the set of two outcomes

NOTES:

▪ A sample space is discrete if it consists of a finite or countable infinite set of outcomes.

▪ A sample space is continuous if it contains an interval (either finite or infinite) of real numbers.
S= 𝑅+ is an example of a continuous sample space

S = {yes, no} is a discrete sample space.

❑ Condition1: Sample Space OUTCOMES

▪ In random experiments in which items are selected from a batch, we will indicate whether or not a selected
item is replaced before the next one is selected.

EXAMPLE 2: If the batch consists of three items {a, b, c} and our experiment is to select two items without
replacement

❑ Condition2: Sample Space OUTCOMES

If items are replaced before the next one is selected, the sampling is referred to as with replacement.
❑ TRIAL & EVENT
▪ Experiment is known as a Trial & the outcomes are known as Events or Cases.

▪ An Event is a subset of the sample space of a random experiment.

Throwing a die is a Trial & getting 1 (2,3,…,6) is an event.
Tossing a coin is a Trial & getting Head (H) or Tail (T) is an event.
❑ Exhaustive Events: - The total number of possible outcomes in any trial.
In tossing a coin there are 2 exhaustive cases, head & tail.
In throwing a die, there are 6 exhaustive cases since any one of the 6 faces 1,2,…,6 may come uppermost.

Experiment Collectively Exhaustive Events

In a tossing of an unbiased coin Possible solutions – Head/ Tail
Exhaustive no. of cases – 2
In a throw of an unbiased cubic die Possible solutions – 1,2,3,4,5,6
Exhaustive no. of cases – 6
In drawing a card from a well shuffled standard Possible solutions – Ace to King
pack of playing cards Exhaustive no. of cases – 52
❑ Favorable Events/ Cases: - It is the number of outcomes which entail the happening of an event.

▪ In throwing of 2 dice, the number of cases favorable to getting the sum 5 is:
(1,4), (4,1), (2,3), (3,2).

▪ In drawing a card from a pack of cards the number of cases favorable to drawing an ace is 4, for drawing a spade
is 13 & for drawing a red card is 26.

❑ Independent Events: - If the happening (or non-happening) of an event is not affected by the supplementary
knowledge concerning the occurrence of any number of the remaining events.
▪ In tossing an unbiased coin the event of getting a head in the first toss is independent of getting a head in the
second, third & subsequent throws.

❑ Equally likely Events: - Outcomes of a trial are said to be equally likely if taken into consideration all the
relevant evidences, there is no reason to expect one in preference to the others.

▪ In tossing an unbiased coin or uniform coin, head or tail are equally likely events.

▪ In throwing an unbiased die, all the 6 faces are equally likely to come.
❑ Mutually exclusive Events: - If the happening of any one of the event precludes the happening of all the
others.
▪ In tossing a coin the events head & tail are mutually exclusive.
▪ In throwing a die all the 6 faces numbered 1 to 6 are mutually exclusive since if any one of these faces
comes, the possibility of others, in the same trial, is ruled out.
❑ Some of the basic set operations in terms of events:
▪ The union of two events is the event that consists of all outcomes that are contained in either of the two
events. Denoted by 𝐸1 ∪ 𝐸2 . (A or B or both.)

▪ The intersection of two events is the event that consists of all outcomes that are contained in both of the
two events. Denoted by 𝐸1 ∩ 𝐸2 . (both A and B.)

Intersection of A and B
❑ Some of the basic set operations in terms of events:
▪ The complement of an event in a sample space
is the set of outcomes in the sample space that
are not in the event. Denoted by 𝐴′ or 𝐴𝑐

▪ Two events are mutually exclusive if, when one

event occurs, the other cannot occur.
Denoted by 𝐸1 ∩ 𝐸2 =∅
❑ What is Probability?
Probability is the branch of mathematics concerning events and numerical descriptions of how likely they
are to occur.

▪ Probability of an event is number which ranges from 0 to 1.

▪ Zero (0) for an event which cannot occur and 1 for an event which is certain to occur.
❑ There are 3 Approaches to Probability
▪ Mathematical/ Classical/ ‘a priori’ Probability
If the probability of occurrence of event A is denoted by p(A), then by this definition, we have:
Probability ‘p’ of the happening of an event is also
known as probability of success & ‘q’ the non-
happening of the event as the probability of failure.
If P(A) = 1, A is called a certain event &
if P(A) = 0, A is called an impossible event

i.e., p + q = 1

Notes:
▪ Classical probability is often called a priori probability because if one keeps using orderly examples of
unbiased dice, fair coin, etc. one can state the answer in advance (a priori) without rolling a dice, tossing a
coin etc.
▪ If an experiment has n possible outcomes, the classical method would assign a probability of 1/n to each
outcome.
 ❑ Drawback of Classical/ ‘a priori’ Probability
▪ It fails when the number of possible outcomes of the experiment is infinite.
▪ It is based on the cases which are “equally likely” and as such cannot be applied to experiments where the
outcomes are not equally likely.
SAMPLE PROBLEMS:
Hospital Emergency Visits.
1.The following table summarizes visits to emergency departments at four hospitals in Arizona. People may leave without
being seen by a physician, and those visits are denoted as LWBS. The remaining visits are serviced at the emergency
department, and the visitor may or may not be admitted for a stay in the hospital.

Let A denote the event that a visit is to Hospital 1 and let B denote the event that the result of the visit is LWBS.
Calculate the number of outcomes in A∩B, A′ , and A∪B.
SAMPLE PROBLEMS:
2. Measurements of the thickness of a plastic connector might be modeled with the sample space S= 𝑅+ , the set of
positive real numbers.
Let:
E1 = {x 10≤ 𝑥 < 12} and E2 = {x 11< 𝑥 < 15}

Find: E1 ∩ E2 , E1 ′ , E1 ′ ∩ E2 , E1 ∪ E2

3.If two unbiased dice are rolled, find the probability that
a) sum is greater than 8
b) sum is neither 7 nor 11
SOLUTION:
1. Hospital Emergency Visits. 3.If two unbiased dice are rolled, find the probability that
Calculate the number of outcomes in A∩B, A′ , and A∪B. a) sum is greater than 8
b) sum is neither 7 nor 11
▪ A∩ B=195 visits to hospital 1 that result in
LWBS.
▪ A′= 6991+5640+4329= 16,690 visits to hospitals 2,
3, and 4
▪ A∪ B=5292+270+246= 6050 visits to hospital 1 or
the visits that result in LWBS, or both
2. GIVEN: E1 = {x /10≤ 𝑥 < 12} and E2 = {x /11< 𝑥 < 15}
Find: E1 ∩ E2 , E1 ′ , E1 ′ ∩ E2 , E1 ∪ E2
▪ 𝑬𝟏 ∩ 𝑬𝟐 = {x /11< 𝑥 < 12}
▪ 𝑬𝟏 ′ = {x /x< 10 𝑜𝑟 12 ≤ 𝑥}
▪ 𝑬𝟏 ′ ∩ 𝑬𝟐 = {x /12≤ 𝑥 < 15}
▪ 𝑬𝟏 ∪ 𝑬𝟐 = {x /10 ≤ 𝑥 < 15}
❑ Relative/ Statistical/ Empirical Probability
▪ Probability of an event is determined objectively by repetitive empirical observations/ Experimentation
or historical data. Probabilities are assigned a posterior.
▪ Let A be an event of interest, and assume that same experiment n times is being performed. so that n is the
number of times A could have occurred. Then nA be the number of times that A did occur.
The method is define as: P(A) = nA/N.
Example 1: Rolling a Die S = {1, 2, · · · , 6} Example 2: When a coin is tossed, what is the probability
that the coin will turn heads?
Probabilities: Roll the given die 100 times (say) and
suppose the number of times the outcome 1 is Suppose coin is tossed for 50 times & it falls head 20
observed is 15. times, then the ratio 20/50 is used as an estimate of
the probability of heads of this coin.
A= {1}, nA = 15, and n = 100.
P(A) = 15/100 = 0.15

2 corrupted pulse in a digital signal sent

over communication channel
P(cp) = 2/10 = 0.2 or 20%
❑ Subjective Probability
▪ In the subjective approach, we define probability as the degree of belief that we hold in the occurrence of an
event. Thus, judgment is used as the basis for assigning probabilities.
- Is not concerned with the relative or expected frequency of an outcome.
- It is concerned with the strength of a decision makers belief that an outcome will not occur.
- It is particularly oriented towards decision-making situations.
Example 1: Horse Race Consider a horse race with 8 Example 2: Stock Price
horses running. we can’t apply the relative-frequency What is the probability for a particular stock to go up
approach, 1/8? tomorrow?

This “experiment” can’t be repeated, and we can’t apply the

People regularly place bets on the outcomes of such relative-frequency approach.
“onetime” experiments based on their judgment as to
how likely it is for a particular horse to win. Indeed, Sophisticated models (that rely on past data) are often used
having different judgments is what makes betting to make such predictions, as blindly following ill-founded
possible! judgments is often dangerous.
❑ Tree Diagrams
Sample spaces can also be described graphically with tree diagrams.
▪ Constructed in several steps or stages, 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 represented as n2 branches starting from the ends of the
original branches, and so forth.
Tree diagram for the toss of a coin:

There are two "branches" (Heads and Tails)

•The probability of each branch is written on the branch
•The outcome is written at the end of the branch
Simple Definitions
❑ Tree Diagrams

How do we calculate the overall probabilities?

•We multiply probabilities along the branches
•We add probabilities down columns
❑ Tree Diagrams
EXAMPLE: 3
Each message in a digital communication system is classified as to whether it is received within the time specified by
the system design. If three messages are classified, use a tree diagram to represent the sample space of possible
outcomes. Each message can either be received on time or late.
❑ Tree Diagrams
EXAMPLE: 4
An automobile manufacturer provides vehicles equipped with selected options. Each vehicle is ordered
▪ With or without an automatic transmission ▪ With one of three choices of a stereo system
▪ With or without air-conditioning ▪ With one of four exterior colors

If the sample space consists of the set of all possible vehicle types, what is the number of outcomes in the sample
space?

Apply the Counting technique of multiplication:

2 x 2 x3 x 4 = 48 cases
❑ Counting Techniques
▪ Multiplication Rule
Assume an operation can be described as a sequence of k steps, and
• the number of ways of completing step 1 is 𝑛1 , and
• the number of ways of completing step 2 is 𝑛2 for each way of completing step 1, and
• 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 x 𝑛2 x…. 𝑛𝑘

EXAMPLE:
In the design of a casing for a gear housing, we can use four different types of fasteners, three different bolt lengths,
and three different bolt locations. How many designs are possible?
𝑛1 x 𝑛2 x…. 𝑛𝑘

4x3x3 =36 different designs are possible.

❑ Counting Techniques
▪ Permutation
Is an arrangement of objects in a definite order. The members or elements of sets are arranged in a sequence
or linear order.
The number of permutations of n different elements is n! where: n ! =nx(n-1)x (n-2)x...x2x1
EXAMPLE:
S= {a ,b , c}. A permutation of the elements are abc, acb, bac, bca, cab, and cba.
▪ Permutations of Subsets
The number of permutations of subsets of r elements selected from a set of n different elements is
𝑛!
𝑃𝑟𝑛 =nx(n-1)x(n-2)x…x(n-r+1)= 𝑛−𝑟 !
EXAMPLE:
A printed circuit board has eight different locations in which a component can be placed. If four different components
are to be placed on the board, how many different designs are possible?
8!
𝑃48 =8x(8-1)x(8-2)x(8-4+1)= =1680 different designs are possible
8−4 !
❑ Counting Techniques
▪ Permutations of Similar Objects
The number of permutations of 𝑛 = 𝑛1 + 𝑛2 +…. 𝑛𝑟 objects of which n1 are of one type, n2 are of a second type, … ,
and 𝑛𝑟 are of an rth type is; 𝑛!
𝑛1 ! 𝑛2 ! 𝑛3 ! … 𝑛𝑟 !
EXAMPLE:
Consider a machining operation in which a piece of sheet metal needs two identical diameter holes drilled and two
identical size notches cut. We denote a drilling operation as d and a notching operation as n. In determining a schedule
for a machine shop, the number of different possible sequences of the four operations. The number of possible
sequences for two drilling operations and two notching operations is;
𝑛! 4!
= 2!2! =6
𝑛1 !𝑛2 !

The six sequences are easily summarized: ddnn, dndn, dnnd, nddn, ndnd, nndd

determines the number of possible arrangements in a

collection of items where the order of the selection does not
matter.
❑ Counting Techniques
▪ Combinations
determines the number of possible arrangements in a collection of items where the order of the selection does
not matter.
The number of combinations, subsets of r elements that can be selected from a set of n elements, is denoted as
(nr) or 𝐶𝑟𝑛 and

EXAMPLE 1:
A printed circuit board has eight different locations in which a component can be placed. If five identical components
are to be placed on the board, how many different designs are possible?
8!
= 56
5! 8−5 !
EXAMPLE 2:
Sampling without Replacement: A bin of 50 manufactured parts contains 3 defective parts and 47 non
defective parts. A sample of 6 parts is selected from the 50 parts without replacement. That is, each part can be
selected only once, and the sample is a subset of the 50 parts. How many different samples are there of size 6 that
contain exactly 2 defective parts?
EXAMPLE 2:
Step1: A subset containing exactly 2 defective parts can be formed by first choosing the 2 defective parts from the three
defective parts.
3!
𝐶2 = 2!(3−2)! =
3 3 different ways; 𝑛1

Step 2: is to select the remaining 4 parts from the 47 acceptable parts in the bin
47!
𝐶447 = 4!(47−4)!
= 178,365 different ways; 𝑛2

Therefore, from the multiplication rule, the number of subsets of size 6 that contain exactly 2 defective parts is
𝑛1 x 𝑛2 = 3 x 178,365 = 535,095

As an additional computation, the total number of different subsets of size six is:
50!
𝐶650 = = 15,890,700 different ways
6!(50−6)!

Therefore, calculating the probability that a sample contains exactly two defective parts is:
# favorable outcomes 535,095
P D=2 = =
#possible outcomes 15,890,700
TO BE CONTINUED