ECE 340

Probabilistic Methods in Engineering

M/W 3-4:15

Lecture I: Introduction/Motivation

Prof. Vince Calhoun

 Reading
• This class: Section 1.1-1.6
• Next class: Section 2.1-2.2
 ECE 340
• Introduction to Probability Theory
• Models
• Deterministic
• Probabilistic
• Relative frequency
• Axiomatic approach
ECE 340
The Engineering Method and Statistical
Thinking

• Engineers solve problems of interest to society by the

efficient application of scientific principles
• The engineering or scientific method is the approach to
formulating and solving these problems.
The Engineering Method and Statistical
Thinking

The Field of 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
The Field of Statistics
• Deals with the collection, presentation, analysis, and use of
data to make decisions and solve problems.
•
Overall:
Statistics is a set of methods used to collect and analyze data.
Those statistical methods help people identify, study, and solve
a variety of problems. Statistics help people make good
decisions about uncertain situations. Probability is used to
describe events that do not occur with certainty.
The Engineering Method and Statistical
Thinking

• Statistical techniques are useful for

describing and understanding variability.
• By variability, we mean successive
observations of a system or phenomenon do
not produce exactly the same result.
• Statistics gives us a framework for
describing this variability and for learning
about potential sources of variability.
 Probability: Basic Ideas
• Terminology:
• Trial: each time you repeat an
experiment
• Outcome: result of an experiment
• Random experiment: one with random
outcomes (cannot be predicted exactly)
• Relative frequency: how many times a
specific outcome occurs within the
entire experiment.
 Statistics: Basic Ideas
• Statistics is the area of science that deals with
collection, organization, analysis, and
interpretation of data.
• It also deals with methods and techniques that
can be used to draw conclusions about the
characteristics of a large number of data points--
commonly called a population--
• By using a smaller subset of the entire data.
 For Example…

• You work in a cell phone factory and are asked to

remove cell phones at random off of the assembly
line and turn it on and off.
• Each time you remove a cell phone and turn it on
and off, you are conducting a random experiment.
• Each time you pick up a phone is a trial and the
result is called an outcome.
• If you check 200 phones, and you find 5 bad phones,
then
• relative frequency of failure = 5/200 = 0.025
 Statistics in Engineering

• Engineers apply physical

and chemical laws and
mathematics to design,
develop, test, and supervise
various products and
services.
• Engineers perform tests to
learn how things behave
under stress, and at what
point they might fail.
 Statistics in Engineering
• As engineers perform experiments, they
collect data that can be used to explain
relationships better and to reveal
information about the quality of products
and services they provide.
 Frequency Distribution:
Scores for an engineering class are as follows: 58, 95, 80, 75, 68,
97, 60, 85, 75, 88, 90, 78, 62, 83, 73, 70, 70, 85, 65, 75, 53, 62,
56, 72, 79
To better assess the success of the class, we make a frequency
chart:
Now the information can be better analyzed.
For example, 3 students did poorly, and 3 did
exceptionally well. We know that 9 students were in
the average range of 70-79. We can also show this
data in a freq. histogram (PDF).

Divide each no. by 26

 Cumulative Frequency
• The data can be further organized by calculating the
cumulative frequency (CDF).
• The cumulative frequency shows the cumulative number
of students with scores up to and including those in the
given range. Usually we normalize the data - divide 26.
Measures of Central Tendency & Variation

• Systematic errors, also called fixed errors, are errors

associated with using an inaccurate instrument.
• These errors can be detected and avoided by properly
calibrating instruments
• Random errors are generated by a number of
unpredictable variations in a given measurement
situation.
• Mechanical vibrations of instruments or variations in line
voltage friction or humidity could lead to random fluctuations
in observations.
• When analyzing data, the mean alone cannot signal possible
mistakes. There are a number of ways to define the dispersion
or spread of data.
• You can compute how much each number deviates from the
mean, add up all the deviations, and then take their average as
shown in the table below.
 Origins of Probability

The study of probabilities originally

came from gambling!
Why are Probabilities Important?
• They help you to assess your expected reward
for certain actions, e.g.,
• Economic planning
• They help you to make good decisions, e.g.,
• Decision theory
• They help you to minimize risk, e.g.,
• Insurance
• They are used in average-case time
complexity analyses of Computer
algorithms.
• They are used to model processes in
Engineering.
 Random Experiments

• The concept behind probabilities is called

the random experiment.
• A random experiment is an experiment
that can be repeated over and over,
giving different results.
 Probability as a Frequency

• If we have a probability p that an experiment will

result in outcome A, then if we repeat this
experiment a large number of times we should
expect the fraction of times that A will occur is very
close to p.
Frequency Definition of Probability
• Consider probability as a measure of the
frequency of occurrence.
• For example, the probability of “heads” in a
coin flip is essentially equal to the number of
heads observed in T trials, divided by T, as T
approaches infinity.

# of heads
Pr(heads) ≈ limT →∞
T
 Probability as a Frequency
• Consider a random experiment with possible
outcomes w1, w2, …,wn. For example, we roll a die
and the possible outcomes are 1,2,3,4,5,6
corresponding to the side that turns up. Or we toss
a coin with possible outcomes H (heads) or T (tails).
• We assign a probability p(wj) to each possible
outcome wj in such a way that:
• p(w1) + p(w2) +… + p(wn) = 1
• For the dice, each outcome has probability 1/6. For
the coin, each outcome has probability ½.
Example: Probability as Frequency

Spinner with unit circumference

A1
Arcs A1 A2 A3, and A4
have lengths ½, 1/8, 1/8,
and ¼, respectively.

A2
A4
A3
 Example Continued
• We spin a pointer. If it stops at arc A1, we say
that outcome w1 occurs. If it stops at arc A2, we
say that outcome w2 occurs, etc.
• The probability that the spinner stops in an arc is
equal to the length of that arc.
• In a simulation, the experimental frequency that the
spinner will stop in an arc will be very close to the
length of the arc -- if the number of spins is high.
• The more experiments we run, the closer the frequency
will be to the true probability. (Tossing a coin 10,000
times will give a proportion of H close to 0.5 and a
proportion of T close to 0.5.)
 Computer Simulation of
Probabilities
0.1 0.9-1.0

random 0.4 0.5-0.9

0 <= x <= 1
number
generator
0…1 0.3 0.2-0.5

0.2 0-0.2