Introduction to Probability & Statistics in Reliability Engineering

Basic Probability

Basic Probability Concepts

Probability the chance that an uncertain event will occur (always between 0 and 1)
Impossible Event an event that has no chance of occurring (probability = 0) Certain Event an event that is sure to occur (probability = 1)

Assessing Probability
There are three approaches to assessing the probability of an uncertain event:
1. a priori -- based on prior knowledge of the process
probability of occurrence
Assuming all outcomes are equally likely

X number of ways the event can occur T total number of elementary outcomes number of ways the event can occur total number of elementary outcomes

2. empirical probability
probability of occurrence

3. subjective probability based on a combination of an individuals past experience, personal opinion, and analysis of a particular situation

Example of a priori probability

Find the probability of selecting a face card (Jack, Queen, or King) from a standard deck of 52 cards.

X number of face cards Probabilit y of Face Card T total number of cards

X 12 face cards 3 T 52 total cards 13

Example of empirical probability

Find the probability of selecting a male taking statistics from the population described in the following table:
Taking Stats
Male Female Total 84 76 160

Not Taking Stats

145 134 279

Total
229 210 439

Probability of male taking stats

number of males taking stats 84 0.191 total number of people 439

Events
Each possible outcome of a variable is an event.

Simple event

An event described by a single characteristic e.g., A red card from a deck of cards An event described by two or more characteristics e.g., An ace that is also red from a deck of cards All events that are not part of event A e.g., All cards that are not diamonds

Joint event

Complement of an event A (denoted A)

Sample Space
The Sample Space is the collection of all possible events e.g. All 6 faces of a die:

e.g. All 52 cards of a bridge deck:

Visualizing Events

Contingency Tables
Ace
Black Red 2 2

Not Ace
24 24

Total
26 26

Total

Sample Space

48
2

52
Sample Space

Decision Trees
Full Deck of 52 Cards 24 2 24

Visualizing Events

Venn Diagrams

Let A = aces Let B = red cards A B = ace and red

A U B = ace or red

Definitions Simple vs. Joint Probability

Simple Probability refers to the probability of a simple event.

ex. P(King) ex. P(Spade)

Joint Probability refers to the probability of an occurrence of two or more events (joint event).

ex. P(King and Spade)

Mutually Exclusive Events

Mutually exclusive events

Events that cannot occur simultaneously

Example: Drawing one card from a deck of cards A = queen of diamonds; B = queen of clubs

Events A and B are mutually exclusive

Collectively Exhaustive Events

Collectively exhaustive events

One of the events must occur The set of events covers the entire sample space

example: A = aces; B = black cards; C = diamonds; D = hearts

Events A, B, C and D are collectively exhaustive (but not mutually exclusive an ace may also be a heart) Events B, C and D are collectively exhaustive and also mutually exclusive

Computing Joint and Marginal Probabilities

The probability of a joint event, A and B:

number of outcomes satisfying A and B P( A and B) total number of elementary outcomes

Computing a marginal (or simple) probability:

P(A) P(A and B1 ) P(A and B2 ) P(A an d Bk )

Where B1, B2, , Bk are k mutually exclusive and collectively exhaustive events

Joint Probability Example

P(Red and Ace)
number of cards that are red and ace 2 total number of cards 52

Type Ace Non-Ace Total

Color
Red Black

Total 4 48

2 24

2 24

26

26

52

Marginal Probability Example

P(Ace)
P( Ace and Re d) P( Ace and Black) 2 2 4 52 52 52

Type Ace Non-Ace Total

Color
Red Black

Total 4 48

2 24

2 24

26

26

52

Marginal & Joint Probabilities In A Contingency Table

Event
Event
A1 A2 B1 B2

Total
P(A1)

P(A1 and B1) P(A1 and B2)

P(A2 and B1) P(A2 and B2) P(A2) P(B1) P(B2)

Total

Joint Probabilities

Marginal (Simple) Probabilities

Probability Summary So Far

Probability is the numerical measure of the likelihood that an event will occur The probability of any event must be between 0 and 1, inclusively 0 P(A) 1 For any event A The sum of the probabilities of all mutually exclusive and collectively exhaustive events is 1 P(A) P(B) P(C) 1
If A, B, and C are mutually exclusive and collectively exhaustive

Certain

0.5

Impossible

General Addition Rule

General Addition Rule:
P(A or B) = P(A) + P(B) - P(A and B) If A and B are mutually exclusive, then P(A and B) = 0, so the rule can be simplified: P(A or B) = P(A) + P(B) For mutually exclusive events A and B

General Addition Rule Example

P(Red or Ace) = P(Red) +P(Ace) - P(Red and Ace) = 26/52 + 4/52 - 2/52 = 28/52
Dont count the two red aces twice!

Type Ace
Non-Ace Total

Color
Red Black

Total 4

24
26

24
26

48
52

Computing Conditional Probabilities

A conditional probability is the probability of one event, given that another event has occurred:

P(A and B) P(A | B) P(B) P(A and B) P(B | A) P(A)

The conditional probability of A given that B has occurred The conditional probability of B given that A has occurred

Where P(A and B) = joint probability of A and B P(A) = marginal or simple probability of A P(B) = marginal or simple probability of B

Conditional Probability Example

Of the cars on a used car lot, 70% have air conditioning (AC) and 40% have a CD player (CD). 20% of the cars have both.
What is the probability that a car has a CD player, given that it has AC ? i.e., we want to find P(CD | AC)

Conditional Probability Example

(continued)

Of the cars on a used car lot, 70% have air conditioning (AC) and 40% have a CD player (CD). 20% of the cars have both. CD No CD Total

AC No AC Total

0.2 0.2

0.5 0.1

0.7 0.3

0.4

0.6

1.0

P(CD and AC) 0.2 P(CD | AC) 0.2857 P(AC) 0.7

Conditional Probability Example

(continued)

Given AC, we only consider the top row (70% of the cars). Of these, 20% have a CD player. 20% of 70% is about 28.57%.

CD

No CD

Total

AC No AC Total

0.2 0.2

0.5 0.1

0.7

0.3
1.0

0.4

0.6

P(CD and AC) 0.2 P(CD | AC) 0.2857 P(AC) 0.7

Independence

Two events are independent if and only if:

P(A | B) P(A)

Events A and B are independent when the probability of one event is not affected by the fact that the other event has occurred

Multiplication Rules

Multiplication rule for two events A and B:

P(A and B) P(A | B)P(B)

Note: If A and B are independent, then P(A | B) P(A) and the multiplication rule simplifies to

P(A and B) P(A)P(B)

Marginal Probability

Marginal probability for event A:

P(A) P(A | B1 ) P(B1 ) P(A | B2 ) P(B 2 ) P(A | Bk ) P(B k )

Where B1, B2, , Bk are k mutually exclusive and collectively exhaustive events