Chapter 2:

Probability
Section 1: Fundamental Concepts
Statistics for Engineers and Scientists
Fourth Edition
William Navidi

2014 by McGraw-Hill Education.

This is proprietary material solely for authorized instructor use. Not authorized for sale or distribution in any manner.
This document may not be copied, scanned, duplicated, forwarded, distributed, or posted on a website, in whole or in part.

2-2

Section 2.1: Basic Ideas

Definition: An experiment is a process that results in
an outcome that cannot be predicted in advance with
certainty.
Examples:

McGraw-Hill

rolling a die
tossing a coin
weighing the contents of a box of cereal

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-3

Sample Space
Definition: The set of all possible outcomes of an
experiment is called the sample space for the
experiment.
Examples:
For rolling a fair die, the sample space is {1, 2, 3, 4, 5, 6}.
For a coin toss, the sample space is {heads, tails}.
For weighing a cereal box, the sample space is (0, ), a more
reasonable sample space is (12, 20) for a 16 oz. box.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-4

More Terminology
Definition: A subset of a sample space is called an
event.
For any sample space, the empty set is an event, as is
the entire sample space.
A given event is said to have occurred if the outcome
of the experiment is one of the outcomes in the event.
For example, if a die comes up 2, the events {2, 4, 6}
and {1, 2, 3} have both occurred, along with every
other event that contains the outcome 2.
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-5

Example 1
An electrical engineer has on hand two boxes of
resistors, with four resistors in each box. The
resistors in the first box are labeled 10 ohms, but in
fact their resistances are 9, 10, 11, and 12 ohms. The
resistors in the second box are labeled 20 ohms, but
in fact their resistances are 18, 19, 20, and 21 ohms.
The engineer chooses one resistor from each box and
determines the resistance of each.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-6

Example 1 (Continued)
Let A be the event that the first resistor has a resistance
greater than 10, let B be the event that the second
resistor has resistance less than 19, and let C be the
event that the sum of the resistances is equal to 28.
1. Find the sample space for this experiment.
2. Specify the subsets corresponding to the events
A, B, and C.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-7

Example 1 (Continued) (Answer)

1. Find the sample space for this experiment.

2. Specify the subsets corresponding to the events

A, B, and C.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-8

Combining Events
The union of two events A and B, denoted
A B, is the set of outcomes that belong either
to A, to B, or to both.
In words, A B means A or B. So the event
A or B occurs whenever either A or B (or both)
occurs.
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-9

Example 2

What is B C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-10

Example 2 (Answer)

What is B C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-11

Intersections
The intersection of two events A and B, denoted
by A B, is the set of outcomes that belong both
to A and to B.
In words, A B means A and B.
Thus the event A and B occurs whenever both
A and B occur.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-12

Example 3

What is B C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-13

Example 3 (Answer)

What is B C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-14

Complements
The complement of an event A, denoted Ac, is
the set of outcomes that do not belong to A. In
words, Ac means not A. Thus the event not
A occurs whenever A does not occur.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-15

Example 4

What is A Bc ?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-16

Example 4 (Answer)

What is A Bc ?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-17

Mutually Exclusive Events

Definition: The events A and B are said to be mutually
exclusive if they have no outcomes in common.
More generally, a collection of events A1 , A2 ,..., An
is said to be mutually exclusive if no two of them have
any outcomes in common.
Sometimes mutually exclusive events are referred to as disjoint
events.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-18

Back to Example 1
If the experiment with the resistors is performed
Is it possible for events A and B both to occur?
How about B and C?
A and C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-19

Back to Example 1 (Answer)

If the experiment with the resistors is performed
Is it possible for events A and B both to occur?
How about B and C?
A and C?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-20

Probabilities
Definition: Each event in the sample space has a
probability of occurring. Intuitively, the probability
is a quantitative measure of how likely the event is to
occur.
Given any experiment and any event A:
The expression P(A) denotes the probability that the
event A occurs.
P(A) is the proportion of times that the event A would
occur in the long run, if the experiment were to be
repeated over and over again.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-21

Axioms of Probability
1. Let S be a sample space. Then P(S) = 1.
2. For any event A, 0 P ( A) 1 .
3. If A and B are mutually exclusive events, then
P( A B)= P( A) + P( B) . More generally, if

A1 , A2 , are mutually exclusive events, then

P( A1 A2 =
) P ( A1 ) + P ( A2 ) +
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

A Few Useful Things

2-22

For any event A,

P(AC) = 1 P(A).
Let denote the empty set. Then
P( ) = 0.
If A is an event containing outcomes O1 , , On , that
is, if A = {O1 , , On } , then

P( A=
) P(O1 ) + + P(On )
Addition Rule (for when A and B are not mutually
exclusive):
P( A B)= P( A) + P( B) P( A B)
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-23

Example 5
A target on a test firing range consists of a bulls-eye
with two concentric rings around it. A projectile is fired
at the target. The probability that it hits the bulls-eye is
0.10, the probability that it hits the inner ring is 0.25,
and the probability that it hits the outer ring is 0.45.
1. What is the probability that the projectile hits the
target?
2. What is the probability that it misses the target?
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-24

Example 5.1 (Answer)

A target on a test firing range consists of a bulls-eye
with two concentric rings around it. A projectile is fired
at the target. The probability that it hits the bulls-eye is
0.10, the probability that it hits the inner ring is 0.25,
and the probability that it hits the outer ring is 0.45.
1. What is the probability that the projectile hits the
target?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-25

Example 5.2 (Answer)

A target on a test firing range consists of a bulls-eye
with two concentric rings around it. A projectile is fired
at the target. The probability that it hits the bulls-eye is
0.10, the probability that it hits the inner ring is 0.25,
and the probability that it hits the outer ring is 0.45.
2. What is the probability that it misses the target?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-26

Example 6
In a process that manufactures aluminum cans, the
probability that a can has a flaw on its side is 0.02, the
probability that a can has a flaw on the top is 0.03, and
the probability that a can has a flaw on both the side and
the top is 0.01.
1. What is the probability that a randomly chosen can
has a flaw?
2. What is the probability that it has no flaw?
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-27

Example 6.1 (Answer)

In a process that manufactures aluminum cans, the
probability that a can has a flaw on its side is 0.02, the
probability that a can has a flaw on the top is 0.03, and
the probability that a can has a flaw on both the side and
the top is 0.01.
1. What is the probability that a can has a flaw?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-28

Example 6.2 (Answer)

In a process that manufactures aluminum cans, the
probability that a can has a flaw on its side is 0.02, the
probability that a can has a flaw on the top is 0.03, and
the probability that a can has a flaw on both the side and
the top is 0.01.
2. What is the probability that a can has no flaw?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-29

Section 2.2: Counting Methods

The Fundamental Principle of Counting:
Assume that k operations are to be performed. If
there are n1 ways to perform the first operation, and if
for each of these ways there are n2 ways to perform
the second calculation, and so on, then the total
number of ways to perform the sequence of k
operations is n1n2 nk .

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-30

Example 7
When ordering a certain type of computer, there are 3
choices of hard drive, 4 choices for the amount of
memory, 2 choices of video card, and 3 choices of
monitor. In how many ways can a computer be
ordered?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-31

Example 7 (Answer)
When ordering a certain type of computer, there are 3
choices of hard drive, 4 choices for the amount of
memory, 2 choices of video card, and 3 choices of
monitor. In how many ways can a computer be
ordered?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-32

Permutations
A permutation is an ordering of a collection of
objects. The number of permutations of n objects is
n!, where n ! = n(n 1)(n 2) (3)(2)(1)
.
Note: We define 0! = 1.
The number of permutations of k objects chosen from
a group of n objects is
n!
(n k )!
When order matters, use permutations.
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-33

Example 8
1. Five people stand in line at a movie theater. Into how
many different orders can they be arranged?
2. Five lifeguards are available for duty one Saturday
afternoon. There are three lifeguard stations. In
how many ways can three lifeguards be chosen and
ordered among the stations?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-34

Example 8 (Answer)
1. Five people stand in line at a movie theater. Into
how many different orders can they be arranged?

2. Five lifeguards are available for duty one Saturday

afternoon. There are three lifeguard stations. In
how many ways can three lifeguards be chosen and
ordered among the stations?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-35

Combinations
Combinations are an unordered collection of objects.
The number of combinations of k objects chosen from
a group of n objects is
n!
k !(n k )!
The number of ways to divide a group of n objects
into groups of k1 , , kr objects where
n!
k1 + + kr =
n, is
k1 ! kr !
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-36

Example 9
1. At a certain event, 30 people attend, and 5 will be
chosen at random to receive door prizes. The prizes
are all the same, so the order in which people are
chosen does not matter. How many different groups
of five people can be chosen?
2. A box of bolts contains 8 thick bolts, 5 medium bolts,
and 3 thin bolts. A box of nuts contains 6 that fit the
thick bolts, 4 that fit the medium bolts, and 2 that fit
the thin bolts. 1 bolt and 1 nut are chosen at random.
What is the probability that the nut fits the bolt?
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-37

Example 9.1 (Answer)

1. At a certain event, 30 people attend, and 5 will be
chosen at random to receive door prizes. The prizes
are all the same, so the order in which people are
chosen does not matter. How many different groups
of five people can be chosen?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-38

Example 9.2 (Answer)

2. A box of bolts contains 8 thick bolts, 5 medium bolts, and 3 thin bolts. A
box of nuts contains 6 that fit the thick bolts, 4 that fit the medium bolts,
and 2 that fit the thin bolts. 1 bolt and 1 nut are chosen at random. What
is the probability that the nut fits the bolt?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Section 2.3: Conditional

Probability and Independence

2-39

Definition: A probability that is based on part of the

sample space is called a conditional probability.

Let A and B be events with P(B) 0. The conditional

probability of A given B is

P( A B)
P( A | B) =
P( B) .
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-40

Back to Example 6
What is the probability that a can will have a flaw on the
side, given that it has a flaw on the top?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-41

Independence
Definition: Two events A and B are independent if the
probability of each event remains the same whether
or not the other occurs.
If P(A) 0 and P(B) 0, then A and B are
independent if P(B|A) = P(B) or, equivalently,
P(A|B) = P(A).
If either P(A) = 0 or P(B) = 0, then A and B are
independent.
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-42

Independence
Events A1 , A2 , , An are independent if the probability of
each remains the same no matter which of the others
occur.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Independence Versus
Mutually Exclusivity

McGraw-Hill

2-43

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-44

The Multiplication Rule

If A and B are two events and P(B) 0, then
P(A B) = P(B)P(A|B).
If A and B are two events and P(A) 0, then
P(A B) = P(A)P(B|A).
If P(A) 0, and P(B) 0, then both of the above
hold.
If A and B are two independent events, then
P(A B) = P(A)P(B).
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-45

Extended Multiplication Rule

If A1, A2,, An are independent results, then
1 2 = 1 2

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-46

Example 10
Of the microprocessors manufactured by a certain
process, 20% are defective. Five microprocessors are
chosen at random. Assume they function
independently.
1. What is the probability that they all work?
2. What is the probability that at least one of the
microprocessors works?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-47

Example 10.1 (Answer)

Of the microprocessors manufactured by a certain
process, 20% are defective. Five microprocessors are
chosen at random. Assuming independent function,
what is the probability that they all work?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-48

Example 10.2 (Answer)

Of the microprocessors manufactured by a certain
process, 20% are defective. Five microprocessors are
chosen at random. Assuming independent function,
what is the probability that at least one of them works?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Law of Total Probability

2-49

Law of Total Probability:

If A1,, An are mutually exclusive and exhaustive
events, and B is any event, then

P ( B=
) P( A1 B) + + P( An B)
Equivalently, if P(Ai) 0 for each Ai,

=
P( B) P( B A1 ) P( A1 ) + + P( B An ) P( An )

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-50

Example 11
Customers who purchase a certain make of car can
order an engine in any of three sizes. Of all cars sold,
45% have the smallest engine, 35% have the mediumsize one, and 20% have the largest. Of cars with the
smallest engine, 10% fail an emissions test within two
years of purchase, while 12% of the those with the
medium size and 15% of those with the largest engine
fail. What is the probability that a randomly chosen car
will fail an emissions test within two years?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-51

Example 11 (Answer Method 1)

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-52

Example 11 (Answer Method 2)

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-53

Bayes Rule
Bayes Rule (Special Case): Let A and B be events with
P(A) 0, P(AC) 0, and P(B) 0. Then

=
+

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-54

Bayes Rule
Bayes Rule (General Case): Let A1,, An be mutually
exclusive and exhaustive events, with P(Ai) 0 for
each Ai. Let B be any event with P(B) 0. Then

P( Ak | B) =

P( B | Ak ) P( Ak )
n

P( B | A ) P( A )
i =1

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-55

Example 12
The proportion of people in a given community who
have a certain disease is 0.005. A test is available to
diagnose the disease. If a person has the disease, the
probability that the test will produce a positive signal is
0.99. If a person does not have the disease, the
probability that the test will produce a positive signal is
0.01. If a person tests positive, what is the probability
that the person actually has the disease?

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-56

Solution (Method 1)
Let D represent the event that a person actually has the
disease, and let + represent the event that the test gives a
positive signal. We wish to find P(D|+). We know
P(D) = 0.005, P(+|D) = 0.99, and P(+|DC) = 0.01.
Using Bayes rule:
P(+ | D) P( D)
P( D | +) =
P(+ | D) P( D) + P(+ | DC ) P( D C )

0.99(0.005)
= 0.332
0.99(0.005) + 0.01(0.995)
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-57

Solution (Method 2)

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-58

Section 2.4: Random Variables

Definition: A random variable assigns a numerical
value to each outcome in a sample space.
Definition: A random variable is discrete if its possible
values form a discrete set.
This means that if the possible values are arranged in
order, there is a gap between each value and the
next one. The set of possible values may be
infinite; for example, the set of all integers is a
discrete set.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-59

Example 13
The number of flaws in a 1-inch length of copper wire
manufactured by a certain process varies from wire to wire.
Overall, 48% of the wires produced have no flaws, 39%
have one flaw, 12% have two flaws, and 1% have three
flaws. Let X be the number of flaws in a randomly selected
piece of wire.
Then P(X = 0) = 0.48, P(X = 1) = 0.39, P(X = 2) = 0.12,
and P(X = 3) = 0.01. The list of possible values 0, 1, 2, and
3, along with the probabilities of each, provide a complete
description of the population from which X was drawn.
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-60

Probability Mass Function

The description of the possible values of X and the
probabilities of each has a name: the probability mass
function.
Definition: The probability mass function (pmf) of a
discrete random variable X is the function
p(x) = P(X = x). The probability mass function is
sometimes called the probability distribution.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-61

Cumulative Distribution Function

The probability mass function specifies the
probability that a random variable is equal to a given
value.
A function called the cumulative distribution
function (cdf) specifies the probability that a random
variable is less than or equal to a given value.
The cumulative distribution function of the random
variable X is the function F(x) = P(X x).
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Example 14

2-62

Recall the example of the number of flaws in a

randomly chosen piece of wire. The following is the
pmf: P(X = 0) = 0.48, P(X = 1) = 0.39, P(X = 2) = 0.12,
and P(X = 3) = 0.01.
For any value x, we compute F(x) by summing the
probabilities of all the possible values of x that are less
than or equal to x.
F(0) = P(X 0) = 0.48
F(1) = P(X 1) = 0.48 + 0.39 = 0.87
F(2) = P(X 2) = 0.48 + 0.39 + 0.12 = 0.99
F(3) = P(X 3) = 0.48 + 0.39 + 0.12 + 0.01 = 1
McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-63

Mean for Discrete Random Variables

Let X be a discrete random variable with probability
( x) P=
( X x) .
mass function p=
The mean of X is given by
=
X
=
xP( X x) ,
x
where the sum is over all possible values of X.
The mean of X is sometimes called the expectation, or
expected value, of X and may also be denoted by
E(X) or by .

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-64

Variance for Discrete Random Variables

Let X be a discrete random variable with probability
( x) P=
( X x) .
mass function p=
The variance of X is given by
2
(
)
X2 =
x

P( X =
x)

X
x

2
2
x
P
(
X
x
)

X.
x

The variance of X may also be denoted by V(X) or by

2.
The standard deviation is the square root of the
variance: = 2
X

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-65

Example 15.1
A certain industrial process is brought down for
recalibration whenever the quality of the items produced
falls below specifications. Let X represent the number
of times the process is recalibrated during a week, and
assume that X has the following probability mass
function.
x
p(x)

0
0.35

1
0.25

2
0.20

3
0.15

4
0.05

Find the mean of X.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-66

Example 15.1 (Answer)

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-67

Example 15.2
A certain industrial process is brought down for
recalibration whenever the quality of the items produced
falls below specifications. Let X represent the number
of times the process is recalibrated during a week, and
assume that X has the following probability mass
function.
x
p(x)

0
0.35

1
0.25

2
0.20

3
0.15

4
0.05

Find the variance of X.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-68

Example 15.2 (Answer)

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-69

The Probability Histogram

When the possible values of a discrete random
variable are evenly spaced, the probability mass
function can be represented by a histogram, with
rectangles centered at the possible values of the
random variable.
The area of the rectangle centered at a value x is equal
to P(X = x).
Such a histogram is called a probability histogram,
because the areas represent probabilities.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Probability Histogram for the Number of

Flaws in a Wire

2-70

The pmf is: P(X = 0) = 0.48, P(X = 1) = 0.39,

P(X = 2) = 0.12, and P(X = 3) = 0.01.

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.

2-71

End of Section 1

McGraw-Hill

2014 by The McGraw-Hill Companies, Inc. All rights reserved.