Probability: Mathematics 1 Level 4
Probability: Mathematics 1 Level 4
Mathematics 1
Level 4
1
© University of Wales Newport 2009 This work is licensed under a Creative Commons Attribution 2.0 License.
The following presentation is an introduction to the Algebraic Methods – part one for level 4 Mathematics. This resources is a part of the
2009/2010 Engineering (foundation degree, BEng and HN) courses from University of Wales Newport (course codes H101, H691, H620, HH37
and 001H). This resource is a part of the core modules for the full time 1st year undergraduate programme.
The BEng & Foundation Degrees and HNC/D in Engineering are designed to meet the needs of employers by placing the emphasis on the
theoretical, practical and vocational aspects of engineering within the workplace and beyond. Engineering is becoming more high profile, and
therefore more in demand as a skill set, in today’s high-tech world. This course has been designed to provide you with knowledge, skills and
practical experience encountered in everyday engineering environments.
Contents
The Probability Distribution
Elementary Probability
Definition of Probability
The Binomial Distribution
The Mean and Standard Deviation of the Binomial Distribution
The Poisson Distribution
The Normal Distribution
Statistical Tales
Credits
In addition to the resource below, there are supporting documents which should be used in combination with this
resource. Please see:
KA Stroud & DJ Booth, Engineering Mathematics, 8 th Editon, Palgrave 2008.
http://www.mathcentre.ac.uk/
Derive 6
Probability 2
The Probability Distribution
Before discussing the Distribution namely:
The Binomial Distribution
The Poisson Distribution
The Normal Distribution
We need first to discuss elementary probability and how
to write down probability statements and how to evaluate
them.
Probability 3
Elementary Probability
1. When an ordinary dice is thrown, each of the faces
numbered 1, 2 . . . 6 has an equal chance of falling
uppermost.
Probability 4
2. When a fair coin is tossed, it may fall either as a head
(H) or as a tail (T)
Probability Statements.
Suppose the Pr of a machine producing a defective item is
known
then the Pr that in a random sample of eight items
produced by the machine, the Pr of not more than 2 being
defective will be given by the probability statement:
Pr(not more than 2 being defective) = P(≤2)
= P(0) + P(1) + P(2)
i.e. P(no defects) + P(1 defect) + P(2 defects) 6
Again the chance or probability of say at least 3 items
being defective would be given by:
P(≥3) = P(3) + P(4) + . . . + P(8) - - - - (A)
Probability 7
The Binomial Distribution
Before discussing the binomial distribution we need to look
at the binomial theorem for a positive integer as a power.
(a + b)2 = (a + b)(a + b) = a2 + ab + ba + b2 = a2 +2ab + b2
(a + b)3 = (a + b)(a2 +2ab = b2) = a3 + 3a2b + 3ab2 + b3
This can be extended and the multipliers form Pascal’s
triangle as below
1 (a+b)0
1 1 (a+b)1
1 2 1
(a+b)2
1 3 3 1
(a+b)3
1 4 6 4 1
……
1 5 10 10 5 1
1 6 15 20 15 6 1
Each number is the sum of the two numbers above it.
Probability 8
The Binomial Distribution
In general the Binomial Expansion of (a b) when n is a
n
Exercise
Write down the first 3 terms of the Binomial Expansion of
(⅞ + ⅛)6 and evaluate their values by the use of a
calculator. [ 0.4488, 0.3847, 0.1374]
Probability 9
We can now consider the Binomial Distribution
Coin tossing and dice rolling have been used as a means of
introducing probability. The consideration of how a coin
falls can conveniently illustrate some fundamental
probability theory. We must assume that we are dealing
with “fair coins” i.e. not two heads or coins that are in any
way biased – there is one chance in two or a Pr of 0.5 of
obtaining a head and a Pr of 0.5 of obtaining a tail.
The development of the Binomial Distribution cab be
illustrated by the following simple example of coin tossing.
Consider three coins being tossed simultaneously –
There are eight possible head (H) and tail (T)
combinations:
Probability 10
Tossing three “fair coins” simultaneously
T T T Now consider the probability of obtaining heads when
the coins have been tossed.
T T H
a) The probability of obtaining no heads i.e. Pr (no H)
T H T is one chance in eight (⅛) i.e. TTT
T H H b) The probability of obtaining 1 head i.e. Pr (1 H) is
H T T three chances in eight (⅜) i.e. TTH, THT, HTT
= ⅛ + ⅜ + ⅜ + ⅛
The Pr’s agree with those found above, namely ⅛, ⅜, ⅜
and ⅛ of obtaining no heads, 1 H, 2 H and 3 H
respectively when three coins are tossed simultaneously.
Probability 12
We could repeat this for the tossing of four coins.
It is clear that with such probability distributions (known
as binomial distributions) that the probability results can
be obtained by using the binomial distribution.
Note the order
General Binomial Distribution
In the binomial distribution of (q p)n
Where p = Pr of the event happening or success
q = Pr of the event not happening or failure
n = Number of tests
Where p + q = 1
Then the terms of the binomial expansion namely:
n n(n 1) n 2
qn , qn 1 p, q p2 , ...
1 12
Give the respective Pr’s of obtaining 0, 1, 2, 3, etc events
happening or successes. Probability 13
Exercises
1. A Machine produces 20% defective components. In a
random sample of 6 components.
Determine the probability that:
(a)There will be 3 defective components
(b)There will be no more than 2 defective components
(c)All the components will be non defective.
1 12
Pr (≤2 def) = 0.26214 + 0.39321 + 0.24576 = 0.9011 = 90.11%
Pr(0 def) 0.8 0.2621 26.21%
6
15
2. The probability of passing an examination is 0.7. Determine the Pr that
out of 8 students (a) just 2 (b) more than two will pass the examination.
1 12
Pr (≤2 inf) = 0.1335 + 0.3115 + 0.3115 = 0.7565 = 75.65%
Probability 17
The Mean and Standard Deviation of the
Binomial Distribution
The mean or average of a Binomial Distribution λ = n x p
The Standard Deviation SD = σ n p q
Distribution about the mean value
Example
The probability of obtaining a defective resistor is given by
1/10
In a random sample of 9 resistors what is the mean number
of defective resistors you would expect and what is the
standard deviation?
Mean = n x p = 9 x 0.1 = 0.9 SD = √(9x0.1x0.9) = √0.81 = 0.9
Probability 18
The Poisson Distribution
Under certain conditions the Binomial Distribution assumes
a very convenient form. These conditions are:
1. Sample size is large n ≥ 50
2. p = Probability of event occurring is very small p ≤ 0.1
3. The mean or average λ is a finite number
λ = n p is ≤ 5
When these conditions are satisfied, it can be shown
mathematically that the binomial reduces to a convenient
form, where Pr(x) the probability of x successes or events
happening is given by:
λx Where λ is the mean or average
Pr(x) e λ
value of the distribution.
x!
This expression is known as the Poisson Law 19
The Poisson distribution
20
Since the Poisson Law has only one constant, namely λ it is
easier to tabulate than the Binomial Law which has two
independent constants, namely n and p.
For the Poisson Law the mean value λ like the Binomial Law
is n p i.e. λ=np
Also the Standard Deviation S.D. σ = √(n p q), since q is
nearly 1 because p is very small σ = √(n p), = √ (λ)
In using the Poisson Law you only have to find one thing,
namely the average value λ before you can use it.
Note
(i) Either you will be told the value of the mean λ in
a given question.
Or (ii) You can calculate it by using the result λ = n p
Probability 21
Exercises
1. The number of defective components produced by a
machine follows a Poisson Distribution. If the machine
produces an average of 3 defective components in a
batch of 100, find the probability that in a random
batch of 100, (a) 2 (b) more than 2 components will be
defective.
p = 0.03 n = 100 λ = n p = 100 x 0.03 = 3
Now the probability of x defective /100 components is
given by Pr(x) in the Poisson Law which states:
λx
Pr(x) e λ
x!
Probability 22
30
1
No defects Pr(0) e 3 e 3 e 3 0.04979
0! 1
31
3
1 defect Pr(1) e 3 e 3 3e 3 0.14936
1! 1
32
9
2 defects Pr(2) e 3 e 3 4.5e 3 0.22404
2! 2
Questions
(a) Pr two defective Pr(2) = 0.2240 = 22.40%
(b) Pr more than 2 Pr(>2) = Pr(3)+Pr(4) + .. + Pr(100)
Pr(>2) = 1 – (Pr(0)+Pr(1)+Pr(2))
Pr(>2) = 1 – (0.04979+0.14936+0.22404) = 0.5768 = 57.68%
Probability 24
Exercises
2. The Probability of a person having an accident in a
certain period of time is 0.001. Determine the
probability that out of 2000 people (a) just 3 occur (b)
less than 2 people will have an accident.
x!
Probability 25
2 0
1
No accidents Pr(0) e 2 e 2 e 2 0.1353
0! 1
21
2
1 accident Pr(1) e 2 e 2 2e 2 0.2707
1! 1
22
4
2 accidents Pr(2) e 2 e 2 2e 2 0.2707
2! 2
3 accidents 23 2 8 4 2
Pr(2) e 2
e e 0.1804
3! 6 3
Questions
(a) Pr three accidents Pr(3) = 0.1804 = 18.04%
(b) Pr less than 2 Pr(<2) = Pr(0)+Pr(1)
Pr(<2) = 0.1353 + 0.2707 = 0.4060 = 40.6%
Probability 26
Exercises
1. The output of an automated machine is inspected by
taking samples of 60 items. If the probability of a
defective item is 0.0015, find the probability of having
(a) two defective items (b) more than two defective
items. [0.003701, 0.0001136]
Probability 27
The Normal Distribution
This was first introduced in 1750 by the mathematician
De Moivre, through probability theory.
Let us consider a simple example of his work. Suppose we
toss 10 coins simultaneously, then the expected probability
of obtaining 0, 1, 2, 3, … 10 heads is given by the Binomial
Expansion of (½ + ½)10.
On expansion we have:
1 10 45 120 210 252 210 120 45 10 1
1024 1024 1024 1024 1024 1024 1024 1024 1024 1024 1024
0.2
0.05
0
10T 0H 9T 1H 8T 2H 7T 3H 6T 4H 5T 5H 4T 6H 3T 7H 2T 8H 1T 9H 0T 10H
Probability 32
3. Symmetry of the Normal Curve
For a value of plus or minus x away from the mean we have
equal areas.
each.
~~ ~ ~
~~~ ~ ~ ~
~~~ ~ ~ ~
~~~~ ~ ~ ~ ~
~~~~ ~ ~ ~ ~
~~~~~ ~ ~ ~ ~ ~
~~~~~~ ~ ~ ~ ~ ~ ~
~~~~~~ ~ ~ ~ ~ ~ ~
~~~~~~~ ~ ~ ~ ~ ~ ~ ~
B B
~~~~~~~~ ~ ~ ~ ~ ~ ~ ~ ~
~~~~~~~~~~ ~ ~ ~ ~ ~ ~ ~ ~~~
~~~~~~~~~~~ ~ ~ ~ ~ ~ ~ ~ ~~~~
~~~~~~~~~~~~~~ ~ ~ ~ ~ ~ ~ ~ ~~~~~~~
-x µ +x
Mean
Probability 33
4. Dispersion or Spread of the Normal Curve
The following results are very important
x μ
z
σ
0 z
Probability 35
(x - μ)
σ 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0159 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2518 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4430 0.4441
1.6 0.4452 0.4463 0.4474 0.4485 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4762 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4865 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4980 0.4980 0.4981
2.9 0.4981 0.4982 0.4983 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3.0 0.49865 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.49903 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.49931 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.49952 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.49966 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
3.5 0.49977 36
Use of the Normal Curve and Normal Probability Tables
Suppose a variable is normally distributed about a mean
value of 10 with a standard deviation of 0.5.
Suppose we want to find the probability of a variable in
the distribution having a value between 10.7 and 11.2
Probability 41
Pr mass between 120Kg and
155Kg is the sum of the areas
to the left and the right of
the centre.
Area = 0.4808 + 0.1064
Area = Pr = 0.5872
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Probability 46