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17 views54 pages

lec7

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Quiz (1) – Q1

1. A circuit system is given in the following figure. Assume the


components fail independently. What is the probability that the entire
system works?

2
Quiz (1) – Q1

1. A circuit system is given in the following figure. Assume the


components fail independently. What is the probability that the entire
system works?

UP: (0.7) (0.7) = 0.49


Down: (0.8) (0.8) (0.8) = 0.512
𝑃(𝑊) = 1 − [(0.51) (0.488)] = 0.75112

3
Quiz (1) – Q2

2. If a multiple-choice test consists of 6 questions, each with 4 possible


answers of which only 1 is correct. In how many ways can a student
check off one answer to each question and get all the answers wrong?

4
Quiz (1) – Q2

2. If a multiple-choice test consists of 6 questions, each with 4 possible


answers of which only 1 is correct. In how many ways can a student
check off one answer to each question and get all the answers wrong?

Ways to get all the answers wrong = 3 6 = 729

5
Quiz (1) – Q3

3. If 𝐴, and 𝐵 are two independent events. And 𝑃(𝐴) = 0.2, 𝑃(𝐴


∩ 𝐵) = 0.06, determine the following probabilities:

a) 𝑃 𝐴|𝐵
𝑃 𝐴|𝐵 = 𝑃 𝐴 = 0.2

b) 𝑃 𝐵|𝐴
𝑃 𝐴∩𝐵 0.06
𝑃 𝐵|𝐴 = 𝑃 B = = = 0.3
𝑃 𝐴 0.2

6
Quiz (1) – Q3

3. If 𝐴, and 𝐵 are two independent events. And 𝑃(𝐴) = 0.2,


𝑃 𝐴 ∩ 𝐵 = 0.06, determine the following probabilities:

a) 𝑃 𝐴|𝐵
𝑃 𝐴|𝐵 = 𝑃 𝐴 = 0.2

b) 𝑃 𝐵|𝐴
𝑃 𝐴∩𝐵 0.06
𝑃 𝐵|𝐴 = 𝑃 B = = = 0.3
𝑃 𝐴 0.2

7
Quiz (1) – Q4

4. In how many ways can 3 boys and 4 girls sit in a row?

8
Quiz (1) – Q4

4. In how many ways can 3 boys and 4 girls sit in a row?

𝑛! 7!
number of ways = = = 35
𝑛1 ! 𝑛2 ! 3! 4!

9
Quiz (1) – Q5

5. The likely location of a mobile device in the home is as follows:


Adult bedroom: 0.10, Child bedroom: 0.20,
Office: 0.40, Other rooms: 0.30

(a) What is the probability that a mobile device is in a bedroom?


= 𝑃 𝐴𝑑𝑢𝑙𝑡 𝑏𝑒𝑑𝑟𝑜𝑜𝑚 ∪ 𝐶ℎ𝑖𝑙𝑑 𝑏𝑒𝑑𝑟𝑜𝑜𝑚 = 0.10 + 0.20 = 0.30

(b) What is the probability that it is not in a bedroom?


= 1 − 0.30 = 0.70

10
Quiz (1) – Q5

5. The likely location of a mobile device in the home is as follows:


Adult bedroom: 0.10, Child bedroom: 0.20,
Office: 0.40, Other rooms: 0.30

(a) What is the probability that a mobile device is in a bedroom?


= 𝑃 𝐴𝑑𝑢𝑙𝑡 𝑏𝑒𝑑𝑟𝑜𝑜𝑚 ∪ 𝐶ℎ𝑖𝑙𝑑 𝑏𝑒𝑑𝑟𝑜𝑜𝑚 = 0.10 + 0.20 = 0.30

(b) What is the probability that it is not in a bedroom?


= 1 − 0.30 = 0.70

11
Quiz (1) – Q6

6. How many distinct permutations can be made from the letters of


the word COMPUTER?

12
Quiz (1) – Q6

6. How many distinct permutations can be made from the letters of


the word COMPUTER?

𝑛! = 8! = 40,320

13
Quiz (1) – Q7

7. If a multiple-choice test consists of 6 questions, each with 4


possible answers of which only 1 is correct. In how many different
ways can a student check off one answer to each question?

14
Quiz (1) – Q7

7. If a multiple-choice test consists of 6 questions, each with 4


possible answers of which only 1 is correct. In how many different
ways can a student check off one answer to each question?

6
= 4 = 4,096

15
Chapter 2: Random Variable

• Discrete Random Variables.


• Probability Mass Functions.
• Cumulative Distribution Functions.
• Discrete R.V. (Mean and Variance).
• Continuous Random Variables.
• Probability Density Functions.
• Continuous R.V. (Mean and Variance).
• Joint Probability Distributions.

16
Mean and Variance (1/15)

Two numbers are often used to summarize a probability


distribution for a random variable X. The mean is a
measure of the center or middle of the probability
distribution, and the variance is a measure of the
dispersion, or variability in the distribution.

17
Mean and Variance (2/15)

Probability distributions with equal


means but different variances.

18
Mean and Variance (3/15)

Two probability distributions can


differ even though they have
identical means and variances.

19
Mean and Variance (4/15)

Mean, Variance, and Standard deviation

2
𝐸 𝑋2 − 𝐸 𝑋

20
Mean and Variance (5/15)

Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

Find:
Determine the mean and variance of the random variable 𝑋

21
Mean and Variance (6/15)

Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

Find:
Determine the mean and variance of the random variable 𝑋

Answer: (1/2)
𝐸 𝑋 =
𝟏 𝟐 𝟐 𝟐 𝟏
෍ 𝒙𝒊 𝑷 𝒙𝒊 = −𝟐 + −𝟏 + 𝟎 + 𝟏 + 𝟐
𝟖 𝟖 𝟖 𝟖 𝟖

=0

22
Mean and Variance (6/15)

Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

Answer: (2/2)
2
𝑉 𝑋 =𝐸 𝑋2 − 𝐸 𝑋
𝐸 𝑋 =0
𝐸 𝑋2
𝟏 𝟐 𝟐 𝟐 𝟏
= ෍ 𝒙𝟐𝒊 𝑷 𝒙𝒊 = 𝟒 + 𝟏 + 𝟎 + 𝟏 + 𝟒 = 𝟏. 𝟓
𝟖 𝟖 𝟖 𝟖 𝟖

𝑉 𝑋 = 1.5 − 0 2 = 1.5, Standard Deviation (𝜎) = 1.5

23
Mean and Variance (7/15)

Example2:
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.

24
Mean and Variance (8/15)

Example2 – Answer (1/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.

Let X represent the number of good components in the


sample. Then 𝒙 can only take the numbers 0, 1, 2 and 3.

25
Mean and Variance (8/15)

Example2 – Answer (2/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
The probability distribution of X is

26
Mean and Variance (8/15)

Example2 – Answer (3/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
4 3
𝑓 0 =𝑃 𝑋=0 = 0 3 = 1
7 35
3

27
Mean and Variance (8/15)

Example2 – Answer (4/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
4 3
𝑓 1 =𝑃 𝑋=1 = 1 2 = 12
7 35
3

28
Mean and Variance (8/15)

Example2 – Answer (5/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
4 3
𝑓 2 =𝑃 𝑋=2 = 2 1 = 18
7 35
3

29
Mean and Variance (8/15)

Example2 – Answer (6/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
4 3
𝑓 3 =𝑃 𝑋=3 = 3 0 = 4
7 35
3

30
Mean and Variance (8/15)

Example2 – Answer (7/9)


A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.

𝑥 0 1 2 3

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

31
Mean and Variance (8/15)

Example2 – Answer (8/9)


Find the expected value of the number of good components
in this sample.

𝑥 0 1 2 3

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

32
Mean and Variance (8/15)

Example2 – Answer (9/9)


Determine the variance of the random variable 𝑋

𝑥 0 1 2 3

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

2
𝑉 𝑋 = 𝐸 𝑋2 − 𝐸 𝑋
𝟏 𝟏𝟐 𝟏𝟖 𝟒 𝟏𝟐𝟎
𝐸 𝑋2 = ෍ 𝒙𝟐𝒊 𝑷 𝒙𝒊 = 𝟎 + 𝟏 + 𝟒 + 𝟗 = = 𝟑. 𝟒𝟑
𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓

𝑉 𝑋 = 3.43 − 1.7 2 = 0.54, Standard Deviation 𝜎 = 0.54 = 0.74

33
Mean and Variance (9/15)

For any constants a and b:


Mean
1. 𝐸 𝑎 = 𝑎 , 𝑎 ∈ℝ
2. 𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏 , 𝑎, 𝑏 ∈ ℝ

Variance
1. 𝑉 𝑎 = 0 , 𝑎 ∈ ℝ
2. 𝑉 𝑎𝑋 + 𝑏 = 𝑎2 𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ

34
Mean and Variance (10/15)

Example3:
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)

35
Mean and Variance (11/15)

Example3 – Answer
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)

𝑉 𝑎𝑋 + 𝑏 = 𝑎2 𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ

𝑉 2𝑋 + 1 = 4𝑉 𝑋 = 4 × 2.5 = 10

36
Mean and Variance (12/15)

Example4:
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1

37
Mean and Variance (13/15)

Example4 – Answer
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1

𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏 , 𝑎, 𝑏 ∈ ℝ

𝐸 2𝑋 + 1 = 2𝐸 𝑋 + 1
𝐸 2𝑋 + 1 = 2 × 2.5 + 1 = 6

38
Mean and Variance (14/15)

Example5:
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

39
Mean and Variance (15/15)

Example5 – Answer
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

𝐸 𝑋 = 6 , 𝑉 𝑋 = 100

𝐸 𝑌 = 𝐸 3𝑋 + 6
𝑉 𝑌 = 𝑉 3𝑋 + 6

40
Mean and Variance (15/15)

Example5 – Answer
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

𝐸 𝑋 = 6 , 𝑉 𝑋 = 100

𝐸 𝑌 = 𝐸 3𝑋 + 6 = 3𝐸 𝑋 + 6 = 3 6 + 6 = 24
𝑉 𝑌 = 𝑉 3𝑋 + 6 = 9𝑉 𝑋 = 9 100 = 900

41
Continuous R. V. (1/3)

Continuous Random Variable:


If the range space 𝑅𝑋 of the random variable 𝑋 is an
interval or a collection of intervals, 𝑋 is called a continuous
random variable.
A continuous random variable has a probability of 0 of
assuming exactly any of its values. Consequently, its
probability distribution cannot be given in tabular form.

42
Continuous R. V. (2/3)

Example:
If we talk about the probability of selecting a person who is
at least 163 centimeters but not more than 165 centimeters
tall. Now we are dealing with an interval rather than a point
value of our random variable.

43
Continuous R. V. (3/3)

44
Prob. Density Functions (1/6)

Probability Density Function

45
Prob. Density Functions (2/6)

Definite Integral:
𝒃
න 𝒇 𝒙 𝒅𝒙 = 𝑭 𝒃 − 𝑭 𝒂
𝒂
𝟑
න 𝒙𝟐 𝒅𝒙
𝟏

𝟑 𝟑 𝟑
𝟐
𝒙 𝟑𝟑 𝟏𝟑 𝟏 𝟐𝟔
න 𝒙 𝒅𝒙 = = − = 𝟗− =
𝟏 𝟑 𝟏
𝟑 𝟑 𝟑 𝟑

46
Prob. Density Functions (3/6)

Example1:
Suppose that 𝒇 𝒙 = 𝒆−𝒙 for 𝒙 > 0
Check the probability density function, then determine the
following probabilities:

1. 𝑃 𝑋<1
2. 𝑃 1 ≤ 𝑋 < 2.5
3. 𝑃 𝑋=3
4. 𝑃 𝑋≥3

47
Prob. Density Functions (4/6)

Example1 – Answer (1/5)


Check the probability density function:

න 𝒆−𝒙 𝒅𝒙
𝟎


−𝒙 −𝒙 ∞
න𝒆 𝒅𝒙 = −𝒆 ฬ = −𝒆−∞ − −𝒆𝟎 =𝟎+𝟏=𝟏
0
𝟎

48
Prob. Density Functions (4/6)

Example1 – Answer (2/5)


1) 𝑷 𝑿 < 1
𝟏
𝟏
𝑷 𝑿 < 1 = න 𝒆−𝒙 𝒅𝒙 = −𝒆−𝒙 ቤ = −𝒆−𝟏 − −𝒆𝟎
0
𝟎

= −𝟎. 𝟑𝟔𝟕𝟖𝟕𝟗 + 𝟏 = 𝟎. 𝟔𝟑𝟐𝟏𝟐𝟏

49
Prob. Density Functions (4/6)

Example1 – Answer (3/5)


2) 𝑷 𝟏 ≤ 𝑿 < 𝟐. 𝟓
𝟐.𝟓
𝟐. 𝟓
𝑷 𝟏 ≤ 𝑿 < 𝟐. 𝟓 = න 𝒆−𝒙 𝒅𝒙 = −𝒆−𝒙 ቤ
1
𝟏

= −𝒆−𝟐.𝟓 − −𝒆−𝟏 = −𝟎. 𝟎𝟖𝟐𝟎𝟖𝟓 + 𝟎. 𝟑𝟔𝟕𝟖𝟕𝟗

= 𝟎. 𝟐𝟖𝟓𝟕𝟗𝟒

50
Prob. Density Functions (4/6)

Example1 – Answer (4/5)


3) 𝑷 𝑿 = 𝟑

𝑷 𝑿=3 =𝟎

51
Prob. Density Functions (4/6)

Example1 – Answer (5/5)


4) 𝑷 𝑿 ≥ 𝟑

−𝒙 −𝒙 ∞
𝑷 𝑿≥ 3 =න𝒆 𝒅𝒙 = −𝒆 ฬ = −𝒆−∞ − −𝒆−𝟑
3
𝟑

= 𝟎 + 𝟎. 𝟎𝟒𝟗𝟕𝟖𝟕 = 𝟎. 𝟎𝟒𝟗𝟕𝟖𝟕

52
Prob. Density Functions (5/6)

Example2:
Suppose that the error in the reaction temperature, in ℃
(Celsius), for a controlled laboratory experiment is a
continuous random variable X having the probability
density function

(a) Verify that 𝑓(𝑥) is a density function.


(b) Find 𝑃(0 < 𝑋 ≤ 1).

53
Prob. Density Functions (6/6)

Example2 – Answer (1/2)


Check the probability density function:
2
𝑥2
න 𝒅𝒙
3
−1

2
𝑥2 𝑥3 2 (2)3 −1 3 8 1
න 𝒅𝒙 = ቤ = − = + =𝟏
3 9 −1 9 9 9 9
−1

54
Prob. Density Functions (6/6)

Example2 – Answer (2/2)


2) 𝑷 𝟎 < 𝑿 ≤ 𝟏
1
𝑥2 𝑥3 1
𝑷 𝟎<𝑿≤𝟏 =න 𝒅𝒙 = ቤ
3 9 0
0

(1)3 0 3 1 0 𝟏
= − = + =
9 9 9 9 𝟗

55

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