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Prob Review

This document provides an overview of probability and statistics concepts including: 1. It reviews terminology like sample space, events, probability, and operations on events like conjunctions and disjunctions. 2. It outlines properties of probability including that probabilities must be between 0 and 1, the addition rule, and Bayes' theorem. 3. It provides examples for calculating probabilities of events related to passengers on an airline flight, accident reports at a factory by shift, and classifications of car engine and electrical system purchasers.
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0% found this document useful (0 votes)
38 views

Prob Review

This document provides an overview of probability and statistics concepts including: 1. It reviews terminology like sample space, events, probability, and operations on events like conjunctions and disjunctions. 2. It outlines properties of probability including that probabilities must be between 0 and 1, the addition rule, and Bayes' theorem. 3. It provides examples for calculating probabilities of events related to passengers on an airline flight, accident reports at a factory by shift, and classifications of car engine and electrical system purchasers.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Review

Terminology

Trial
HCMC University of Technology
Probability and Outcome
Dung Nguyen
Statistics Sample space: discrete, continuous.
Event
Probability (review)

Dung Nguyen Probability and Statistics2 / 53

Review Review

Operations Properties of Probability


1 0 ≤ P(A) ≤ 1.
P(AB)
2 P(A|B) = .
P(B)
3 Disjoint 6= Independent:

Conjunctions NOT AND OR BUT Disjoint Independent


Operators A AB A+B A−B AB = ∅ P(AB) = P(A)P(B)
P(A|B) = P(A)
Proposition (De Morgan’s Rules) P(B|A) = P(A)
1 A + B = A B. 4 Mutually independent =⇒ Pairwise independent
Pairwise inde- Mutually independent
2 AB = A + B.
pendent
P(Ai Aj ) = P(Ai )P(Aj ) P(Ai Aj ) = P(Ai )P(Aj )
P(Ai Aj Ak ) = P(Ai )P(Aj )P(Ak )
...
P(A1 A2 . . . An ) = P(A1 )P(A2 ) · · · P(An )
for i, j, k, . . . distinct.
5 Complement: P(A) = 1 − P(A)
Dung Nguyen Probability and Statistics3 / 53 Dung Nguyen Probability and Statistics4 / 53
6 Addition:
Review Review

The total probability formula & Bayes’s The total probability formula & Bayes’s
formula formula under condition C

2 events n events 2 events n events


k
X The P(A|C) P(A|C)
The P(A) P(A) = P(A|Bi )P(Bi ) k
total = P(A|BC)P(B|C) + P(A|BC)P(B|C)X
total = P(A|B)P(B) + P(A|B)P(B) i=1
= P(A|Bi C)P(Bi |C)
probability
probability i=1
P(A|Bj )P(Bj ) Bayes’s P(B|AC) P(Bj |AC)
Bayes’s P(B|A) P(Bj |A) = k
Formula P(A|BC)P(B|C) P(A|Bj C)P(Bj |C)
Formula P(A|B)P(B) X
= = k
= P(A|Bi )P(Bi ) P(A|BC)P(B|C) + P(A|BC)P(B|C)X
P(A|B)P(B) + P(A|B)P(B) i=1 P(A|Bi C)P(Bi |C)
i=1

Dung Nguyen Probability and Statistics5 / 53 Dung Nguyen Probability and Statistics6 / 53

Examples (for livestream) Week 1 Examples (for livestream) Week 1

Example 1 - Passengers Example 2 - Accident reports


Phoenix is a hub for a large airline. Suppose that A certain factory operates three different shifts.
on a particular day, 8000 passengers arrived in Over the last year, 200 accidents have occurred at
Phoenix on this airline. Phoenix was the final the factory. Some of these can be attributed at
destination for 1800 of these passengers. The others least in part to unsafe working conditions, whereas
were all connecting to flights to other cities. On the others are unrelated to working conditions. The
this particular day, several inbound flights were accompanying table gives the percentage of accidents
late, and 480 connecting passengers missed their falling in each type of accident-shift category.
connecting flight and were delayed in Phoenix. Of
the 480 who were delayed, 75 were delayed overnight Unsafe Conditions Unrelated to Conditions
and had to spend the night in Phoenix. Consider the Day 10% 35%
chance experiment of choosing a passenger at random Shift Swing 8% 20%
from these 8000 passengers. Compute the probability Night 5% 22%

that
a had
the Phoenix aspassenger:
selected a final destination. Suppose one of the 200 accident reports is randomly
did not have Phoenix as a final destination.
b
selected from a file of reports, and the shift and

c was connecting and missed the connecting flight. type of accident are determined. What is the

d was a connecting passenger and did not miss the probability that the selected accident
connecting flight.
Dung Nguyen Probability and Statistics7 / 53
a was attributed to
Dung unsafe
Nguyen conditions?
Probability and Statistics8 / 53

e either had Phoenix as a final destination or was

b did not occur on the day shift?
Examples (for livestream) Week 1 Examples (for livestream) Week 1

Example 3 - Engine Example 4 - Electrical system


Each of 311 people who purchased a Honda Civic was
classified according to gender and whether the car An electrical system consists of three components as
purchased had a hybrid engine or not. illustrated in the figure. The reliability
Hybrid Not hybrid (probability of working) of each component is also
Male 77 117 shown in the figure.
Female 34 83
B 0.9
A 0.8
Suppose one of these 311 individuals is to be C 0.7
selected at random. Find the following Find the probability that
probabilities:

a the entire system works.

a P(male).

b the component A works, given that the entire

b P(hybrid).
system works. Assume that the components work

c P(hybrid | male). independently.

d P(hybrid | female).

e P(female | hybrid).
Dung Nguyen Probability and Statistics9 / 53 Dung Nguyen Probability and Statistics10 / 53

Examples (for livestream) Week 1 Examples (for livestream) Week 2

Example 5 - Ace Example 6 -

Disks of polycarbonate plastic from a supplier are


analyzed for scratch and shock resistance. The
results from 100 disks are summarized as follows:
An ordinary deck of 52 playing cards is randomly Shock Resistance
divided into 4 piles of 13 cards each. Compute the Scratch Resistence High Low
probability that each pile has exactly 1 ace. High 70 9
Low 16 5
Let A denote the event that a disk has high shock
resistance, and let B denote the event that a disk
has high scratch resistance. Are events A and B
independent?

Dung Nguyen Probability and Statistics11 / 53 Dung Nguyen Probability and Statistics12 / 53
Examples (for livestream) Week 2 Examples (for livestream) Week 2

Example 7 - Independence Example 8 - E-mail filter

An e-mail filter is planned to separate valid e-mails


from spam. The word “free” occurs in 60% of the spam
messages and only 4% of the valid messages. Also,
Let Ω = {1, 2, 3, 4} and p(i) = 14 where i = 1, . . . , 4. Denote 20% of the messages are spam. Determine the
A = {1, 2}, B = {1, 3}, C = {2, 3}. Then A,B,C are pairwise following probabilities:
independent but are not independent.
a The message contains “free”.

b The message is spam given that it contains
“free”.

c The message is valid given that it does not
contain “free”.

Dung Nguyen Probability and Statistics13 / 53 Dung Nguyen Probability and Statistics14 / 53

Examples (for livestream) Week 2 Examples (for livestream) Week 2

Example 9 - Who did the work? Example 10 - Short bolts & long bolts

A construction company employs two sales engineers. In box 1, there are 60 short bolts and 40 long bolts.
Engineer 1 does the work of estimating cost for 70% In box 2, there are 10 short bolts and 20 long bolts.
of jobs bid by the company. Engineer 2 does the work
for 30% of jobs bid by the company. It is known that

a Take a box at random, and pick a bolt. What is
the error rate for engineer 1 is such that 0.02 is
the probability that you chose a short bolt?
the probability of an error when he does the work,
whereas the probability of an error in the work of
b A bolt is randomly selected from box 1 and
engineer 2 is 0.04. Suppose a bid arrives and a transferred to box 2. Then select at random a
serious error occurs in estimating cost. Which bolt from box 2. What is the probability that
engineer would you guess did the work? the bolt chose from box 2 is a short bolt?

Dung Nguyen Probability and Statistics15 / 53 Dung Nguyen Probability and Statistics16 / 53
Examples (for livestream) Week 2 Examples (for livestream) Week 2

Example 11 - Deer ticks Example 12 -

Deer ticks can be carriers of either Lyme disease or


human granulocytic ehrlichiosis (HGE). Based on a
recent study, suppose that 16% of all ticks in a
certain location carry Lyme disease, 10% carry HGE, Repeat rolling a fair die. What is the probability
and 10% of the ticks that carry at least one of these that
diseases in fact carry both of them. Select a tick
a a run of 5 consecutive #1 occurs?
at random.
b a run of 5 consecutive #1 occurs before a run of

a What is the probability that the tick is found to 7 consecutive something else?
have carried HGE?

b If the tick is found to have carried HGE, what is
the probability that the selected tick is also a
carrier of Lyme disease?

Dung Nguyen Probability and Statistics17 / 53 Dung Nguyen Probability and Statistics18 / 53

Examples (for interaction) Week 1 Examples (for interaction) Week 1

Example 13 - Example 14 -

Two different airlines have a flight from Los Angeles Approximately 30% of the calls to an airline
to New York that departs each weekday morning at a reservation phone line result in a reservation being
certain time. Let E denote the event that the first made.
airline’s flight is fully booked on a particular day,

a Suppose that an operator handles 10 calls. What
and let F denote the event that the second airline’s
is the probability that none of the 10 calls
flight is fully booked on that same day. Suppose
results in a reservation?
that P(E) = 0.8, P(F) = 0.6, and P(EF) = 0.49.

b What assumption did you make in order to

a Calculate P(E|F) the probability that the first
calculate the probability in Part (a)?
airline’s flight is fully booked given that the
second airline’s flight is fully booked.
c What is the probability that at least one call
results in a reservation being made?

b Calculate P(F|E).

Dung Nguyen Probability and Statistics19 / 53 Dung Nguyen Probability and Statistics20 / 53
Examples (for interaction) Week 1 Examples (for interaction) Week 1

Example 15 - Example 16 - Recreational equipment

Consider the summary data for the men who


participated in the study A recreational equipment supplier finds that among
Supplier Survived Died Total orders that include tents, 40% also include sleeping
Treatment A 120 80 200 mats. Only 5% of orders that do not include tents do
Treatment B 20 20 40 include sleeping mats. Also, 20% of orders include
Total 140 100 tents. Determine the following probabilities:

a Find P(S)
a The order includes sleeping mats.

b Find P(S|A)
b The order includes a tent given it includes
sleeping mats.

c Find P(S|B)

d Which treatment appears to be better?

Dung Nguyen Probability and Statistics21 / 53 Dung Nguyen Probability and Statistics22 / 53

Examples (for interaction) Week 1 Examples (for interaction) Week 1

Example 17 - Example 18 - Electrical system

An electrical system consists of three components as


Two Web colors are used for a site advertisement. If illustrated in the figure. The reliability
a site visitor arrives from an affiliate, the (probability of working) of each component is also
probabilities of the blue or green colors being used shown in the figure.
in the advertisement are 0.8 and 0.2, respectively.
If the site visitor arrives from a search site, the A 0.9 C 0.7
probabilities of blue and green colors in the B 0.7 D 0.8
advertisement are 0.4 and 0.6, respectively. The
proportions of visitors from affiliates and search Find the probability that
sites are 0.3 and 0.7, respectively. What is the
a the entire system works.
probability that a visitor is from a search site
b the component A works, given that the entire
given that the blue ad was viewed? system works. Assume that the components work
independently.

Dung Nguyen Probability and Statistics23 / 53 Dung Nguyen Probability and Statistics24 / 53
Examples (for interaction) Week 2 Examples (for interaction) Week 2

Example 19 - Example 20 - Independence

Samples of emissions from three suppliers are


classified fro conformance to air-quality
specifications. The results from 100 samples are Suppose two fair coins are flipped. Let
summarized as follows A be the events “first coin shows heads”
Conforms
B be the event “second coin shows heads”
Supplier Yes No
1 22 8 C be the event “both coins show heads or both
2 25 5 coins show tails.”
3 30 10 Prove that A, B, C are not independent.
Let A denote the event that a sample is from supplier
1, and let B denote the event that a sample conforms
to a specifications. Are events A and B indepenent?

Dung Nguyen Probability and Statistics25 / 53 Dung Nguyen Probability and Statistics26 / 53

Examples (for interaction) Week 2 Examples (for interaction) Week 2

Example 21 - Independence Example 22 - Cost overrun

Now suppose that the die is loaded such that the four A certain federal agency employs three consulting
outcomes 2, 3, 5, and 30 have probabilities 11/24, firms (A, B, and C) with probabilities 0.350, 0.40,
7/24, a, and b respectively. A, B, and C are events and 0.25, respectively. From past experience it is
that the outcome is a multiple of 2, 3, and 5 known that the probabilities of cost overruns for the
respectively. firms are 0.05, 0.25, and 0.15, respectively.

a Are A and B independent?
a What is the probability of cost overrun?

b Assume that a = 4/24. Are A and C independent?
b Suppose a cost overrun is experienced by the

c Determine a such that A and C are independent? agency. What is the probability that the
Are A, B, C independent? consulting firm involved is company C?

Dung Nguyen Probability and Statistics27 / 53 Dung Nguyen Probability and Statistics28 / 53
Examples (for interaction) Week 2

Example 23 - Disposable flashlight

A bin contains 3 different types of disposable


flashlights. The probability that a type 1
flashlight will give over 100 hours of use is 0.7,
with the corresponding probabilities for type 2 and
type 3 flashlights being 0.4 and 0.3, respectively.
Suppose that (3m + n + 10) percent of the flashlights in
the bin are type 1, (40 − 3m − n) percent are type 2,
and 50 percent are type 3. What is the probability
that a randomly chosen flashlight will give more than
100 hours of use? Given that a flashlight lasted
over 100 hours, what is the conditional probability
that it was a type 1 flashlight?

Dung Nguyen Probability and Statistics29 / 53

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