Lecture_04_Math4453(CE)
Lecture_04_Math4453(CE)
Learning Objectives
After careful study of this Lecture, you should be able to do the following:
1. Examine the basic ideas and approaches to probability and its
calculation.
2. Calculate the probabilities of combined events
3. Use counting theory involving permutations and combinations under
some circumstances of probabilities
4. The same ideas can be applied to somewhat more complex
situations.
Random Experiment
An experiment is a procedure that is carried out under controlled
conditions, and executed to discover an unknown result.
An experiment that results in different outcomes even when repeated in
the same manner every time is a random experiment.
Sample Spaces
• The set of all possible outcomes of a random experiment is called
the sample space, S.
• S is discrete if it consists of a finite or countable infinite set of
outcomes.
• S is continuous if it contains an interval of real numbers.
Example 4-1: Defining Sample Spaces
• Randomly select a camera and record the recycle time of a flash S
= R+ = {x | x > 0}, the positive real numbers.
• Suppose it is known that all recycle times are between 1.5 and 5
seconds. Then S = {x | 1.5 < x < 5} is continuous.
• It is known that the recycle time has only three values (low, medium
or high). Then S = {low, medium, high} is discrete.
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• Does the camera conform to minimum recycle time specifications?
S = {yes, no} is discrete.
Sample Space Defined By a Tree Diagram
Example 4-2: Messages are classified as on-time (o) or late (l). Classify
the next 3 messages.
S = {ooo, ool, olo, oll, loo, lol, llo, lll}
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specifications. We abbreviate yes and no as y and n. The sample space
is S = {yy, yn, ny, nn}.
Suppose, E1 denotes an event that at least one camera conforms to
specifications, then E1 = {yy, yn, ny}
Suppose, E2 denotes an event that no camera conforms to specifications,
then E2 = {nn}
Suppose, E3 denotes an event that at least one camera does not conform.
Then E3 = {yn, ny, nn},
Then E1 E3 = S
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Mutually Exclusive Events
• Events A and B are mutually exclusive because they share no common
outcomes.
• The occurrence of one event precludes the occurrence of the other.
Symbolically, A ∩ B = Ø
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(A B) ∩ C = (A ∩ C) (B ∩ C)
(A ∩ B) C = (A C) ∩ (B C)
(A ∩ B) ∩ C = A ∩ (B ∩ C)
Mutually Exclusive Events - Laws
• De Morgan’s law:
(A B) = A ∩ B The complement of the union is the intersection
of the complements.
(A ∩ B) = A B The complement of the intersection is the union
of the complements.
Complement law: (A) = A.
Counting Techniques
• There are three special rules, or counting techniques, used to
determine the number of outcomes in events.
• They are :
1. Multiplication rule
2. Permutation rule
3. Combination rule
• Each has its special purpose that must be applied properly – the
right tool for the right job.
Counting – Multiplication Rule
• Multiplication rule:
Let an operation consist of k steps and there are
• n1 ways of completing step 1,
• n2 ways of completing step 2, … and
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• nk ways of completing step k.
Then, the total number of ways to perform k steps is:
• n1 · n2 · … · nk
Example 4-5: Web Site Design
• In the design for a website, we can choose to use among:
4 colors,
3 fonts, and
3 positions for an image.
How many designs are possible?
• Answer via the multiplication rule: 4 · 3 · 3 = 36
Counting – Permutation Rule
• A permutation is a unique sequence of distinct items.
• If S = {a, b, c}, then there are 6 permutations
Namely: abc, acb, bac, bca, cab, cba (order matters)
• Number of permutations for a set of n items is n!
• n! = n·(n-1)·(n-2)·…·2·1
• 7! = 7·6·5·4·3·2·1 = 5,040 = FACT(7) in Excel
• By definition: 0! = 1
• For a sequence of r items from a set of n items:
n!
Prn n(n 1)(n 2)...(n r 1)
(n r )!
Example 4-6: Printed Circuit Board
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 designs are possible?
Answer: Order is important, so use the permutation formula with n = 8, r
= 4. 8! 8 7 6 5 4!
P48 8 7 6 5 1,680
(8 4)! 4!
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Counting - Similar Item Permutations
• Used for counting the sequences when some items are identical.
• The number of permutations of:
n = n1 + n2 + … + nr items of which
n1, n2, …., nr are identical.
is calculated as: n!
n1 !n2 ! ... nr !
n n!
Crn
r r !(n r )!
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Example 4-8: Sampling w/o Replacement
• A bin of 50 parts contains 3 defectives and 47 non-defective parts.
A sample of 6 parts is selected from the 50 without replacement.
How many samples of size 6 contain 2 defective parts?
• First, how many ways are there for selecting 2 parts from the 3
3!
defective parts? C23 3 different ways
2!1!
• In Excel: 3 = COMBIN(3,2)
• Now, how many ways are there for selecting 4 parts from the 47
non-defective parts?
47! 47 46 45 44 43!
C447 178,365 different ways
4! 43! 4 3 2 1 43!
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Probability Based on Equally-Likely Outcomes
Whenever a sample space consists of N possible outcomes that are
equally likely, the probability of each outcome is 1/N.
For example in a batch of 100 diodes, 1 is laser diode. A diode is
randomly selected from the batch. Random means each diode has an
equal chance of being selected. The probability of choosing the laser
diode is 1/100 or 0.01, because each outcome in the sample space is
equally likely.
Probability of an Event
• For a discrete sample space, the probability of an event E, denoted by
P(E), equals the sum of the probabilities of the outcomes in E.
• The discrete sample space may be:
A finite set of outcomes
A countably infinite set of outcomes.
Example 4-9: Probabilities of Events
• A random experiment has a sample space {a, b, c, d}. These outcomes
are not equally-likely; their probabilities are: 0.1, 0.3, 0.5, 0.1
• Let Event A = {a, b}, B = {b, c, d}, and C = {d}
P(A) = 0.1 + 0.3 = 0.4
P(B) = 0.3 + 0.5 + 0.1 = 0.9
P(C) = 0.1
P(A) = 0.6 and P(B) = 0.1 and P(C) = 0.9
Since event A∩B = {b}, then P(A∩B) = 0.3
Since event AB = {a, b, c, d}, then P(AB) = 1.0
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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 E is any event in the random experiment,
P(S) = 1
0 ≤ P(E) ≤ 1
For any two events E1 and E2 with E1∩E2 = Ø, P(E1E2) =
P(E1) + P(E2)
• The axioms imply that:
P(Ø) =0 and P(E′ ) = 1 – P(E)
If E1 is contained in E2, then P(E1) ≤ P(E2).
Addition Rules
• Joint events are generated by applying basic set operations to
individual events, specifically:
Unions of events, A B
Intersections of events, A ∩ B
Complements of events, A
• Probabilities of joint events can often be determined from the
probabilities of the individual events that comprise them.
Example 4-10: Semiconductor Wafers
A wafer is randomly selected from a batch that is classified by
contamination and location as shown below.
Location of Tool
Contamination Total
Center Edge
Low 514 68 582
High 112 246 358
Total 626 314 940
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Let H be the event of high concentrations of contaminants. Then P (H)
= 358/940.
Let C be the event of the wafer being located at the center of a
sputtering tool. Then P(C) = 626/940.
P(H∩C) = 112/940
P(H C) = P(H) + P(C) P(H∩C) = (358 + 626 112)/940 = 0.928.
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P(B|A) = P(A∩B)/P(A) for P(A) > 0.
• From a relative frequency perspective of n equally likely outcomes:
P(A) = (number of outcomes in A)/n
P(A∩B) = (number of outcomes in A∩B)/n
P(B|A) = number of outcomes in A∩B / number of outcomes in A
Example 4-11:
There are 4 probabilities conditioned on flaws in the below table.
Random Samples
• Random means each item is equally likely to be chosen. If more than
one item is sampled, random means that every sampling outcome is
equally likely.
2 items are taken from S = {a, b, c} without replacement.
Ordered sample space: S = {ab, ac, bc, ba, ca, cb}
Unordered sample space: S = {ab, ac, bc}
Example 4-12: Sampling Without Enumeration
• A batch of 50 parts contains 10 made by instrument 1 and 40 made by
instrument 2. If 2 parts are selected randomly*,
a) What is the probability that the 2nd part came from instrument 2, given
that the 1st part came from instrument 1?
o P(E1)= P(1st part came from instrument 1) = 10/50
o P(E2 | E1) = P (2nd part came from instrument 2 given that 1st part
came from instrument 1) = 40/49.
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b) What is the probability that the 1st part came from instrument 1 and the
2nd part came from instrument 2?
o P(E1∩E2) = P(1st part came from instrument 1 and 2nd part came from
instrument 2) = (10/50)∙(40/49) = 8/49
*Selected randomly implies that at each step of the sample, the items
remain in the batch are equally likely to be selected.
Multiplication Rule
• The conditional probability can be rewritten to generalize a
multiplication rule.
P(A∩B) = P(B|A)·P(A) = P(A|B)·P(B)
• The last expression is obtained by exchanging the roles of A and B.
Example 4-13: Machining Stages
The probability that a part made in the 1st stage of a machining operation
meets specifications is 0.90. The probability that it meets specifications in
the 2nd stage, given that met specifications in the first stage is 0.95.
What is the probability that both stages meet specifications?
• Let A and B denote the events that the part has meet 1st and 2nd
stage specifications, respectively.
• P(A∩B) = P(B | A)·P(A) = 0.95·0.90 = 0.855
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Example 4-14: Semiconductor Contamination
Information about product failure based on chip manufacturing process
contamination is given below. Find the probability of failure.
said to be exhaustive.
• Assume E1, E2, … Ek are k mutually exclusive and exhaustive. 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 )
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Example 4-15: Semiconductor Failures-1
Continuing the discussion of contamination during chip manufacture, find
the probability of failure.
Probability Level of Probability
of Failure Contamination of Level
0.100 High 0.2
0.010 Medium 0.3
0.001 Low 0.5
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Event Independence
• Two events are independent if any one of the following equivalent
statements is true:
1. P(A | B) = P(A)
2. P(B | A) = P(B)
3. P(A ∩ B) = P(A)·P(B)
• This means that occurrence of one event has no impact on the
probability of occurrence of the other event.
Example 4-16: Flaws and Functions
Table 1 provides an example of 400 parts classified by surface flaws and
as (functionally) defective. Suppose that the situation is different and
follows Table 2. Let F denote the event that the part has surface flaws. Let
D denote the event that the part is defective. The data shows whether the
events are independent.
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Example 4-17: Semiconductor Wafers
Assume the probability that a wafer contains a large particle of
contamination is 0.01 and that the wafers are independent; that is, the
probability that a wafer contains a large particle does not depend on the
characteristics of any of the other wafers. If 15 wafers are analyzed, what
is the probability that no large particles are found?
Solution:
Let Ei denote the event that the ith wafer contains no large particles, i = 1,
2, …,15
Then, P(Ei) = 0.99.
The required probability is P(E1∩E2∩ … ∩E15).
From the assumption of independence,
P(E1∩E2∩ … ∩E15) = P(E1)·P(E2)·…·P(E15)
= (0.99)15
= 0.86.
Example 4-18:
A box contains 8 red, 3 white, and 9 blue balls. If 3 balls are drawn at random,
determine the probability that (i) all 3 are red (ii) all 3 are white (iii) 2 are red and
1 is white (iv) at least 1 is white.
Solution:
Number of red balls =8
Number of white balls = 3
Number of blue balls = 9
Number of Total balls = 20
8.7.6
(83) 3! 6.7.8 14
(i) The Probability of 3 balls will be red = = 18.19.20 = =
(20
3) 18.19.20 285
3!
(33) 1 1
(ii) The Probability of 3 balls will be white = = 18.19.20 =
(20
3) 1140
3!
8 3 7.8
(2)(1) .3
2
(iii) The Probability of 2 are red 1 is white will be = = 18.19.20
(20
3) 3!
3.4.7 7
= =
3.19.20 95
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(iv) The probability of at least 1 is white will be the following way
(1) 1 is white and 2 are others
(2) 2 are white 1 is other
(3) 3 are white
16.17
(31)(17
2)
3
2 3.8.17 34
For case (1), = 18.19.20 = =
(20
3) 3.19.20 95
6
3 17
(2)( 1 ) 3.17 17
For case (2), = =
(20
3) 3.19.20 380
(33) 1
For case (3), =
(20
3) 1140
34 17 1 23
So the probability of at least 1 is white will be + + =
95 380 1140 57
Example 4-19:
The probability that a married man watches a certain TV show is 0.4 and
that a married woman watches the show is 0.5. The probability that a man
watches the show, given that his wife does, is 0.7. Find
(i) The probability that a married couple watches the show.
(ii) The probability that a wife watches the show given that her husband
does.
(iii) The probability that at least one person of a married couple will
watch the show.
Solution: Let us define two events H and W as follows:
0.875.
(iii) P (at least one them watches) = 𝑃(𝑊 ∪ 𝐻) = 𝑃(𝑊) + 𝑃(𝐻) −
𝑃(𝑊 ∩ 𝐻) = 0.4 + 0.5 − 0.35 = 0.55.
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Bayes’ Theorem
• Thomas Bayes (1702-1761) was an English mathematician and
Presbyterian minister.
• His idea was that we observe conditional probabilities through prior
information.
• Bayes’ theorem states that,
Example 4-20:
The conditional probability that a high level of contamination was present
when a failure occurred is to be determined. The information from
Example 4-14 is summarized here.
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Solution:
Let F be the set of students that speaks French fluently and G be the set
of students that speaks Greek fluently.
Given 𝑃(𝐹) = 0.20 𝑎𝑛𝑑 𝑛(𝐹) = 20; 𝑃(𝐺) = 0.10 𝑎𝑛𝑑 𝑛(𝐺) = 10
𝑃(𝐹 ∪ 𝐺)𝑐 = 0.75 𝑎𝑛𝑑 𝑛(𝐹 ∪ 𝐺)𝑐 = 75
Let 𝑛(𝐹 ∩ 𝐺) = 𝑥
Then from the Venn diagram
𝑛(𝐹 ∪ 𝐺) = 𝑛(𝐹) + 𝑛(𝐺) − 𝑛(𝐹 ∩ 𝐺) = 20 + 10 − 𝑥 = 30 − 𝑥
𝑛(𝐹 ∪ 𝐺)𝑐 = 100 − 𝑛(𝐹 ∪ 𝐺) = 100 − 30 + 𝑥 ⇒ 75 = 70 + 𝑥 ⇒ 𝑥 = 5
𝑃(𝐹 ∩ 𝐺) = 0.05.
75
10-x
20-x x
Example 4-22
A market survey conducted in four cities pertained to preference for brand
A soap. The responses are shown below.
Delhi Kolkata Chennai Mumbai
Yes 45 55 60 50
No 35 45 35 45
No opinion 5 5 5 5
(i) What is the probability that a consumer selected at random
preferred brand A?
(ii) What is the probability that a consumer preferred brand A and
was from Chennai?
(iii) What is the probability that a consumer preferred brand A given
that he/she was from Chennai?
(v) Given that a consumer preferred brand A what is the probability
that he/she was from Mumbai?
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Solution:
Delhi Kolkata Chennai Mumbai Total
Yes 45 55 60 50 210
No 35 45 35 45 160
No opinion 5 5 5 5 20
Total 85 105 100 100 390
(i) Let E1 be the event that a consumer preferred brand A randomly
210 7
(i) 𝑃(𝐸1 ) = = = 0.5385
390 13
(ii) Let E2 be the event that a consumer preferred brand A and was
from Chennai.
60 2
𝑃(𝐸2 ) = = = 0.154
390 13
(iii) Let E3 be the event that a consumer preferred brand A given that
he/she was from Chennai.
2⁄13 2
𝑃(𝐸3 ) = = = 0.286
7⁄13 7
(iv) Let E4 be the event that a consumer preferred brand A given that
he/she was from Mumbai
5⁄39 5
𝑃(𝐸4 ) = = = 0.238
7⁄13 21
Example 4-23
Two factories manufacture the same machine part. Each part is classified
as having 0, 1, 2 or 3 manufacturing defects. The joint probability
distribution for this is given below:
Number of defects
0 1 2 3
Manufacturer A 0.1250 0.0625 0.1875 0.1250
Manufacturer B 0.0625 0.0625 0.1250 0.2500
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Solution:
Number of defects
0 1 2 3
Manufacturer A 0.1250 0.0625 0.1875 0.1250 0.5
Manufacturer B 0.0625 0.0625 0.1250 0.2500 0.5
0.1875 0.125 0.3125 0.375 1.0
0.0625
Let probability of (i) is E1, then (i) 𝑃(𝐸1 ) = = 0.33
0.1875
0.1250
Let probability of (ii) is E2, then (ii) 𝑃(𝐸2 ) = = 0.25
0.5
0.1875+0.1250 0.3125
Let probability of (iii) is E3, then (iii) 𝑃(𝐸3 ) = = = 0.45
0.3125+0.375 0.6875
0.0625+0.1250+0.2500 0.4375
Let probability of (iv) is E4, then (iv) 𝑃(𝐸4 ) = = =
0.8125 0.8125
0.54
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