Course Title: Probability and Statistics

Course Code: MAT 361

Spring 2024
Prof. Dr. Md. Atiqul Islam
M.Sc. (SUST, BD), M.Sc. (UHasselt, BE), Ph.D. (RuG, NL)

Professor
Dept. of Statistics, JnU, Dhaka
&
Adjunct Faculty
Dept. of Mathematics and Physics
North South University, Bangladesh
E-mail: [email protected]
[email protected]
Quotes
▷ There are three kinds of lies: lies, damned lies, and statistics.
- Benjamin Disraeli (Mark Twain)
▷ Statistics is the art of never having to say you're wrong.
- Mark Twain
▷ Figures don't lie, but liars figure.
- Mark Twain
▷ Essentially all models are wrong, but some are useful.
- G.E.P. Box
▷ A knowledge of statistics is like a knowledge of foreign languages or of
algebra; it may prove of use at any time under any circumstances.
- A.L. Bowley

2
Course Description
▷ This course is an introduction to probability theory and
statistical inference for undergraduates in engineering and
the sciences.
▷ This course attempts to provide basic concepts of set theory,
descriptive statistics, concepts of probability, mathematical
expectation, the variance of random variables and probability
distributions.
▷ It also focuses on sampling distribution and preliminary ideas
on the test of hypothesis.

3
Course Objectives
▷ To apply basic concepts of sets, sample space and randomness
of data.
▷ To acquaint students with probability and its laws.
▷ To develop skills in probability and sampling distributions.
▷ To analyze generating functions and their application in real-
life data.
▷ To become familiar with hypothesis tests and decision-making
troubleshooting.

4
Textbook
▷ Hayter, A.J. (2012), Probability and Statistics for Engineers and the
Scientists , 4th Edition, Brooks/Cole, Cengage Learning.

5
Textbook
▷ Ross, S.M. (2010), Introductory Statistics, 3rd Edition, Academic Press
/Elsevier.

6
Assessment & Grading policy
ASSESSMENT STRATEGY GRADING POLICY

Numerical Letter Grade Grade

Grading tool Points
Scores Points
Attendance 10% 93 + A (Excellent) 4.0
Assignments 10% 90 - 92 A- 3.7
Quizzes 20% 87 - 89 B+ 3.3
Midterm 25% 83 - 86 B (Good) 3.0
Final Exam 35% 80 - 82 B- 2.7

Total 100% 77 - 79 C+ 2.3

73 - 76 C (Average) 2.0
70 - 72 C- 1.7
67 - 69 D+ 1.3
60 - 66 D (Poor) 1.0
Below 60 F (Failure) 0.0

7
Marks Distribution

Attendance 10%
Regular Quizzes 20% (Minimum 03 (three) quizzes & best 02
(two) quizzes will count for marks and
1/3rd syllabus must be covered for taking mid-
term.)
Mid-term 25% (Duration of the mid-term exam will be
minimum 50 minutes).
Final Exam 35% (Duration of the final exam will be minimum
01 hour & 30 minutes).
Assignment 10% (At least 02 assignments)
Total Marks 100%

▷ No makeup for quizzes will be taken under any circumstances.

8
Lecture: 1-2
▷ Probability Theory
▻ 1.1 Probabilities
▻ 1.2 Events
▻ 1.3 Combinations of events
▻ 1.4 Conditional probability
▻ 1.5 Probabilities of event intersections
▻ 1.6 Posterior probabilities
▻ 1.7 Counting techniques

9
Probability
▷ Probability is a numerical measure of the likelihood that an
event will occur.
▻ Probability values are always assigned on a scale from 0 to
1.
▻ A probability near 0 indicates an event is very unlikely to
occur.
▻ A probability near 1 indicates an event is almost certain to
occur.
▻ A probability of 0.5 indicates the occurrence of the event is
just as likely as it is unlikely.

10
Probability
▷ Probability as a numerical measure of the likelihood of occurrence.

11
Basic Terms (Definition)
▷ Experiment: An experiment is any process that generates
well-defined outcomes.
▷ Outcomes: The results of an experiment.
▷ Random experiment: It is the process of getting all possible
outcomes and the exact outcome cannot be predicted in
advance. Each outcome is also known as an event.
▷ Events: One or more outcomes of an experiment constitute an
event.

12
Definition
▷ Sample Space: The sample space for an experiment is the set of
all experimental outcomes.
▻ It is denoted by 𝑺𝑺 or 𝛀𝛀. It is all the possible outcomes of a
random experiment.

13
Sample Space
▷ The sample space for rolling two dices is

14
CW
1) By using tree diagram write down the sample space when a coin
is tossed three times?
2) What is the sample space for choosing a prime number less than
15 at random? (Note: A prime number is number greater than
one that is only divisible by one and itself.)
3) What is the sample space for counting the number of females in
a group of 𝑛𝑛 people?
4) What is the sample space for the number of aces in a hand of 13
playing cards?
5) What is the sample space for a person’s birthday (consider only
day)?
6) A car repair is performed either on time or late and either
satisfactorily or unsatisfactorily. What is the sample space for a
car repair?
15
Example
▷ Find the sample space for drawing one card from an ordinary
deck of cards.
▷ Solution: Since there are 4 suits (hearts, clubs, diamonds, and
spades) and 13 cards for each suit (ace through king), there are
52 outcomes in the sample space.

16
Random Experiments
▷ Random experiment 1:
Toss a fair coin. 𝑆𝑆 = {𝐻𝐻, 𝑇𝑇}, 𝐻𝐻 − ℎ𝑒𝑒𝑒𝑒𝑒𝑒 and 𝑇𝑇 − 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡. If 𝐸𝐸 = ℎ𝑒𝑒𝑒𝑒𝑒𝑒,
then
1 1
𝑃𝑃 𝐻𝐻 = = 0.5 and 𝑃𝑃(𝑇𝑇) = = 0.5
2 2
▷ Random experiment 2:
Select a part for inspection, 𝑆𝑆 = {𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑, 𝑛𝑛𝑛𝑛𝑛𝑛 − 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑}.
▷ Random experiment 3:
Conduct a sales call, 𝑆𝑆 = {𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝, 𝑛𝑛𝑛𝑛 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝}.
▷ Random experiment 4:
Roll a fair die, 𝑆𝑆 = {1,2,3,4,5,6}.
▷ Random experiment 5:
Play a football game, 𝑆𝑆 = {𝑤𝑤𝑤𝑤𝑤𝑤, 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙, 𝑡𝑡𝑡𝑡𝑡𝑡}.
18
Probability Values
▷ The likelihoods of particular experimental outcomes actually
occurring are found by assigning a set of probability values to each
of the elements of the sample space.

19
Probability Values
▷ Note: If all the outcomes of a sample space have the same chance of
occurrence then
𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣 = 1/ 𝑡𝑡𝑡𝑡𝑡 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 𝑜𝑜𝑜𝑜 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜
▷ Example: A fair dice have six (𝑛𝑛) outcomes and each of the six
outcomes must have a probability of 1/6, i.e.,
𝑃𝑃(1) = 𝑃𝑃(2) = 𝑃𝑃(3) = 𝑃𝑃(4) = 𝑃𝑃(5) = 𝑃𝑃(6) = 1/6
▷ On a fair dice, every number has an equal chance of being rolled. On
a biased dice, some numbers are more likely to be rolled than others.

Probability values for a fair die Probability values for a biased die

20
Probability Values
▷ Example: If a red dice and a blue dice are thrown, with each of the
36 outcomes. Let 𝐵𝐵 be the event that at least one 6 is obtained on the
two dice. What is the probability of 𝐵𝐵?
Solution:

11
𝑃𝑃 𝐵𝐵 =
36

21
CW: Probability Values
▷ Example 1: If a card is chosen at random from a pack of cards, what
is the probability that the card is from one of the two black suits?
▷ Example 2: An experiment has five outcomes, I, II, III, IV, and V. If
P(I) = 0.13, P(II) = 0.24, P(III) = 0.07, and P(IV) = 0.38, what is P(V)?
▷ Example 3: An experiment has five outcomes, I, II, III, IV, and V. If
P(I) = 0.08, P(II) = 0.20, and P(III) = 0.33, what are the possible
values for the probability of outcome V? If outcomes IV and V are
equally likely, what are their probability values?
Solution:

22
Events
▷ Events: An event 𝐴𝐴 is a subset of the sample space 𝑺𝑺. It
collects outcomes of particular interest.
▷ It is a possible outcome of a random experiment.
▷ The probability of an event 𝐴𝐴, 𝑃𝑃(𝐴𝐴), is obtained by summing
the probabilities of the outcomes contained within the event
𝐴𝐴.
▷ If we can identify all the sample points of an experiment and
assign a probability to each, we can compute the probability
of an event.
▷ Example: 𝑆𝑆 = {1,3,4} and 𝐴𝐴 = {1, 4}, since 𝐴𝐴 is a subset of the
sample space 𝑆𝑆. So, 𝐴𝐴 in an event.

23
Probability of an Event
▷ Formula to compute probability of an event: It is denoted by
𝑃𝑃(𝐸𝐸) and calculated as
𝑁𝑁𝑁𝑁. 𝑜𝑜𝑜𝑜 𝐸𝐸
𝑃𝑃 𝐸𝐸 = ; 0 ≤ 𝑃𝑃(𝐸𝐸) ≤ 1
𝑆𝑆
▷ If 𝑃𝑃(𝐸𝐸) = 0, no chance to occur (improbable/impossible event).
▷ If 𝑃𝑃 𝐸𝐸 = 0.5, 50% chance that the E will occur.
▷ If 𝑃𝑃 𝐸𝐸 = 1.0, 100% chance, that the E will occur (sure event)

24
Complement of an Event
▷ The complement of event 𝑨𝑨 is defined to be the event
consisting of all sample points that are not in 𝑨𝑨.
▷ The complement of 𝑨𝑨 is denoted by 𝐴𝐴𝑐𝑐 𝑜𝑜𝑜𝑜 𝐴𝐴′ .

▷ Suppose, we have one event A, then the chance of not getting

A event is defined as
𝑃𝑃 𝐴𝐴′ = 1 − 𝑃𝑃 𝐴𝐴 , 𝐴𝐴 ∈ 𝑆𝑆
▷ Keyword: Not 25
Mutually Exclusive Events
▷ Mutually Exclusive Events: It is the event where two possible
events cannot occur simultaneously.
▷ Two events are said to be mutually exclusive if the events have no
sample points in common. That is, two events are mutually exclusive
if, when one event occurs, the other cannot occur.
▷ Toss a coin, H and T cannot occur in a single random experiment. It
is written as 𝑃𝑃(𝐻𝐻 ∩ 𝑇𝑇) = 0.
Sample
Space S

Event A Event B

▷ Equally like events: Two events has equal chance of being occur.
Toss a coin, 𝑃𝑃(𝐻𝐻) = 𝑃𝑃(𝑇𝑇) = 0.5.
26
Union of Events
▷ The event 𝐴𝐴 ∪ 𝐵𝐵 is the union of events 𝐴𝐴 and 𝐵𝐵 and consists of
the outcomes that are contained within at least one of the
events 𝐴𝐴 and 𝐵𝐵.
▷ That is, with events 𝐴𝐴 and 𝐵𝐵, we are interested in knowing the
probability that event A or event B or both occur.
▷ Suppose, we have two events 𝐴𝐴 and 𝐵𝐵 (𝐴𝐴, 𝐵𝐵 ∈ 𝑆𝑆). The chance
of occurring A or B is written as
𝑃𝑃 𝐴𝐴 ∪ 𝐵𝐵 = 𝑃𝑃 𝐴𝐴 + 𝑃𝑃 𝐵𝐵 − 𝑃𝑃 𝐴𝐴𝐴𝐴 ,
If two events are not mutually exclusive.
𝑃𝑃 𝐴𝐴 ∪ 𝐵𝐵 = 𝑃𝑃 𝐴𝐴 + 𝑃𝑃 𝐵𝐵 ,
If two events are mutually exclusive.
▷ Keywords: Or, At least
27
Example
▷ Example: Consider a case of a small assembly plant with 50 employees.
Suppose on occasion, some of the workers fail to meet the performance
standards by completing work late or assembling a defective product. At
the end of a performance evaluation period, the production manager
found that 5 of the 50 workers completed work late, 6 of the 50 workers
assembled a defective product and 2 of the 50 workers both completed
work late and assembled a defective product. Suppose one employee is
selected randomly, what is the probability that the worker completed
work as late or will assemble a defective product?
Solution:
Let 𝐿𝐿- work is completed late, 𝐷𝐷 - assembled product as defective. Total
employees 𝑆𝑆 = 50.
We have to find 𝑃𝑃(𝐿𝐿 ∪ 𝐷𝐷). We know that
𝑃𝑃(𝐿𝐿 ∪ 𝐷𝐷) = 𝑃𝑃(𝐿𝐿) + 𝑃𝑃(𝐷𝐷) − 𝑃𝑃(𝐿𝐿𝐿𝐿)
5 6 2
= + – = 0.10 + 0.12 − 0.04 = 0.18
50 50 50
There is 18% chance that the worker completed work as late or will
assembled a defective product.
28
Basic Relationships of Probability

29
Conditional Probability
▷ The probability of an event given that another event has
occurred is called a conditional probability.
▷ The conditional probability of A given B is denoted by 𝑃𝑃(𝐴𝐴|𝐵𝐵).
▷ Suppose we have two events A and B (𝐴𝐴, 𝐵𝐵 ∈ 𝑆𝑆), the chance of
getting A when B is known (or B when A is known) is defined
as
𝑃𝑃 𝐴𝐴 ∩ 𝐵𝐵 𝑃𝑃 𝐴𝐴𝐴𝐴
𝑃𝑃 𝐴𝐴 𝐵𝐵 = = , 𝑃𝑃(𝐵𝐵) ≠ 0
𝑃𝑃 𝐵𝐵 𝑃𝑃 𝐵𝐵
𝑃𝑃 𝐵𝐵 ∩ 𝐴𝐴 𝑃𝑃 𝐴𝐴𝐴𝐴
𝑃𝑃 𝐵𝐵 𝐴𝐴 = = , 𝑃𝑃(𝐴𝐴) ≠ 0
𝑃𝑃 𝐴𝐴 𝑃𝑃 𝐴𝐴
▷ Keyword: If, given, known, conditional.

30
Conditional Probability
▷ To understand the concept, consider the following situation:
▷ Example 3: Roll a die. What is the chance of getting the die will show
(i) 2, (ii) Even number, (iii) 2 or even number, (iv) Not 2
(v) 2 given that die will show even number
(vi) 2 given that die will show odd number
Solution: 𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆, 𝑆𝑆 = 6
1 3
𝑖𝑖 𝑃𝑃 2 = , ii 𝑃𝑃 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 =
6 6
1 3 1 3
𝑖𝑖𝑖𝑖𝑖𝑖 𝑃𝑃 2 ∪ 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 = + − =
6 6 6 6
𝑐𝑐
5
𝑖𝑖𝑖𝑖 𝑃𝑃 2 = 1 − 𝑃𝑃 2 =
6
1
𝑃𝑃 2 ∩ 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 6 1
𝑣𝑣 𝑃𝑃 2 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 = = =
𝑃𝑃(𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸) 3 3
6
(𝑣𝑣𝑣𝑣) 𝑃𝑃(2|𝑜𝑜𝑜𝑜𝑜𝑜 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛) = 0
▷ Observe carefully (𝑖𝑖) to (𝑖𝑖𝑖𝑖) are unconditional probabilities, but (𝑣𝑣) to (𝑣𝑣𝑣𝑣)
are conditional probabilities.
31
Conditional Probability
▷ Example: A manager supervises the operation of three power plants, plant
X, plant Y and plant Z. At any given time, each of the three plants can be
classified as either generating electricity (1) or not generating electricity
(0). With the notation (0,1,0) used to represent the situation where plant Y
is generating electricity but plants X and Z are both not generating
electricity. Let A be the event that plant X is not generating electricity and B
be the event that at least two out of the three plants are generating
electricity. If event B is known what is the probability of happening the
event A?
Solution:
▷ We need to calculate,
𝑃𝑃 𝐴𝐴 ∩ 𝐵𝐵
𝑃𝑃 𝐴𝐴 𝐵𝐵 =
𝑃𝑃 𝐵𝐵
Given that, 𝑃𝑃(𝐴𝐴 ∩ 𝐵𝐵) = 𝑃𝑃(0,1,1) = 0.18 and
𝑃𝑃(𝐵𝐵) = 𝑃𝑃(1,0,1) + 𝑃𝑃(1,1,0) + 𝑃𝑃(1,1,1) + 𝑃𝑃(0,1,1)
= 0.18 + 0. 21 + 0.13 + 0.18 = 0.70
0.18
∴ 𝑃𝑃 𝐴𝐴 𝐵𝐵 = = 0. 257
0.70
𝑃𝑃 𝐴𝐴 = 𝑃𝑃 0,0,0 + 𝑃𝑃 0,0,1 + 𝑃𝑃 0,1,0 + 𝑃𝑃 0,1,1
= 0.32 32
Conditional Probability
▷ Example: A car repair is either on time or late and either satisfactory or
unsatisfactory. If a repair is made on time, then there is a probability of 0.85
that it is satisfactory. There is a probability of 0.77 that a repair will be made
on time. What is the probability that a repair is made on time and is
satisfactory?
Solution: If a car repairment is satisfactory, it is denoted by 𝑆𝑆
If a car repairment is unsatisfactory, then it is denoted by 𝑆𝑆 ′
If a car repairment is made on time then it is denoted by 𝑇𝑇
If a car repairment is made on late then it is denoted by 𝑇𝑇 ′

▷ Given that, 𝑃𝑃 𝑆𝑆 𝑇𝑇 = 0.85, 𝑃𝑃 𝑇𝑇 = 0.77, 𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 =?

▷ We know that,
𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇
𝑃𝑃 𝑆𝑆 𝑇𝑇 =
𝑃𝑃 𝑇𝑇
⇒ 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 = 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 × 𝑃𝑃(𝑇𝑇)
⇒ 𝑃𝑃 𝑆𝑆 ∩ 𝑇𝑇 = 0.85 × 0.77 = 0.6545

33
HW
▷ Chapter-1:
1.1 1.1.1, 1.1.3, 1.1.7, 1.1.9
1.2 1.2.1, 1.2.3, 1.2,7, 1.2.11
1.3 1.3.2, 1.3.6, 1.3.7, 1.3.11, 1.3.12
1.4 1.4.1, 1.4.9, 1.4.12, 1.4.16
1.5 1.5.1, 1.5.2, 1.5.7, 1.5.9, 1.5.16
1.6 1.6.1, 1.6.3, 1.6.7
1.7 1.7.4, 1.7.5, 1.7.7, 1.7.13

▷ Keep an eye on Canvas.

▷ Read and Practice: Main Textbook.

34
Thank You!

35