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The document provides an overview of probability concepts including random experiments, sample spaces, events, and various probability rules such as addition, conditional, and multiplication rules. It also discusses independence, Bayes' theorem, and random variables, illustrating these concepts with examples relevant to engineering applications. The content serves as a foundational guide for understanding and applying probability in practical scenarios.

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dhphuc1406
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5 views

ch02_new

The document provides an overview of probability concepts including random experiments, sample spaces, events, and various probability rules such as addition, conditional, and multiplication rules. It also discusses independence, Bayes' theorem, and random variables, illustrating these concepts with examples relevant to engineering applications. The content serves as a foundational guide for understanding and applying probability in practical scenarios.

Uploaded by

dhphuc1406
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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2-1 SAMPLE SPACES AND EVENTS

2-1.1 Random Experiments


2-1.2 Sample Spaces
2-1.3 Events
2-1.4 Counting Techniques
2-2 INTERPRETATIONS AND AXIOMS
OF PROBABILITY
2-3 ADDITION RULES
2-4 CONDITIONAL PROBABILITY
2-5 MULTIPLICATION AND TOTAL
PROBABILITY RULES
2-6 INDEPENDENCE
2-7 BAYES’ THEOREM
2-8 RANDOM VARIABLES
2-2 Interpretations of Probability

2-2.1 Introduction

Probability

 Used to quantify likelihood or chance


 Used to represent risk or uncertainty in
engineering applications
 Can be interpreted as our degree of belief or
relative frequency
2-2 Interpretations of Probability

Equally Likely Outcomes


2-2 Interpretations of Probability

Example 2-15
2-2 Interpretations of Probability

Figure 2-11 Probability of the event E is the sum of the


probabilities of the outcomes in E
2-2 Interpretations of Probability

Definition
2-2 Interpretations of Probability

Example 2-16
2-2 Interpretations of Probability

2-2.2 Axioms of Probability


2-3 Addition Rules

Probability of a Union

Example
The class has 28 students. Of these, 12
students prefer to study Japanese, 15
students prefer to study English and 8
students prefer to learn both these subjects.
A student selected at random,
find the probability to select the students
prefer to learn Japanese or English.
Phép thử: Selecte a student in 28 students.
S ={prefer to study English, prefer to study
Japanese}
Event:
Let denote A is students prefer to study
English
Let denote B is students prefer to study
Japanese
We have: P(A) = 15/28 ; P(B)= 12/28
P(A.B)= 8/28
Question:
P(AUB) = P(A) +P(B) –P(A.B)
= 15/28 + 12/28 -8/28 = 0.678
2-3 Addition Rules

Mutually Exclusive Events


2-3 Addition Rules
2-3 Addition Rules

Figure 2-12 Venn diagram of four mutually exclusive events


2-3 Addition Rules

Example 2-21
2-4 Conditional Probability
 To introduce conditional probability, consider an example involving
manufactured parts.
 Let D denote the event that a part is defective and let F denote the
event that a part has a surface flaw.
 Then, we denote the probability of D given, or assuming, that a part has
a surface flaw as P(D|F). This notation is read as the conditional
probability of D given F, and it is interpreted as the probability that a
part is defective, given that the part has a surface flaw.
Note:
P(D|F) the probability that a part is defective, given that the part has a
surface flaw.
P(D|F) the probability of D given a part has a surface flaw

Ex:
D denote the student pass this exam
F denote the male student
P(D|F) is the probability that the student pass this exam, given the male
student
2-4 Conditional Probability

Figure 2-13 Conditional probabilities for parts with surface flaws


2-4 Conditional Probability
2-4 Conditional Probability
Definition
2-4 Conditional Probability

A day’s production of 850 manufactured parts contains 50 parts that do


not meet customer requirements. Two parts are selected randomly
without replacement from the batch. What is the probability that the
second part is defective given that the first part is defective?
Solution:
Let A denote the event that the first part selected is defective
B denote the event that the second part selected is defective.
The probability needed can be expressed as If the first part is
defective, prior to selecting the second part, the batch contains 849
parts, of which 49 are defective; therefore

49
P ( B | A) 
849
2-4 Conditional Probability
2-5. Multiplication and Total Probability Rules

2-5.1 Multiplication Rule


2-5 Multiplication and Total Probability Rules

Example 2-26
2-5 Multiplication and Total Probability Rules

2-5.2 Total Probability Rule

Figure 2-15 Partitioning


an event into two mutually Figure 2-16 Partitioning an
exclusive subsets. event into several mutually
exclusive subsets.
2-5 Multiplication and Total Probability Rules

2-5.2 Total Probability Rule (two events)


2-5 Multiplication and Total Probability Rules
Example 2-27
Suppose that in semiconductor manufacturing:
- The probability is 0.10 that a chip that is subjected to high levels
of contamination during manufacturing causes a product failure.
- The probability is 0.005 that a chip that is not subjected to high
contamination levels during manufacturing causes a product
failure.
In a particular production run, 20% of the chip are subject to high
levels of contamination.
Q: What is the probability that a product using one of these chips
fails?.
Tip: Clearly, the requested probability depends on whether or not
the chip was exposed to high levels of contamination.
B1: Phép thử: Coi việc chọn ngẫu nhiên 1 product
là 1 phép thử
Kết quả của phép thử:
- Fail => A
- Not fail => A’
- not subjected to high contamination levels => B
- subjected to high contamination levels => B’
 Hệ biến cố đầy đủ:

C1: nhìn vào đề : tổng 100%


C2: Cô chỉ
C3: Tip trog đề bài
2-5 Multiplication and Total Probability Rules

Example 2-27
2-5 Multiplication and Total Probability Rules

Total Probability Rule (multiple events)


2-5 Multiplication and Total Probability
Rules
2-5 Multiplication and Total Probability Rules
2-6. Independence
2-6. Independence
2-6. Independence
2-6. Independence

Definition (two events)


2-6. Independence
A day’s production of 850 manufactured parts contains 50 parts that
do not meet customer requirements. Two parts are selected at random,
without replacement, from the batch. Let A denote the event that the
first part is defective, and let B denote the event that the second part is
defective
2-6. Independence

Definition (multiple events)


2-6. Independence

The following circuit operates only if there is a path of functional


devices from left to right. The probability that each device functions is
shown on the graph. Assume that devices fail independently. What is
the probability that the circuit operates?
2-6. Independence

Assume that the probability that a wafer contains a large particle of


contamination is 0.01 and that the wafers are independent; that is, the
probability that a wafer contains a large particle is not dependent on
the characteristics of any of the other wafers. If 15 wafers are
analyzed, what is the probability that no large particles are found?
2-6. Independence
Example 2-34
2-6. Independence
2-6. Independence
2-7 Bayes’ Theorem

Definition
2-7 Bayes’ Theorem

Bayes’ Theorem
Example 2-38
Bayesian networks are used on the Web sites of hight –
technology manufactures to allow customers to quickly
diagnose problems with products. An oversimplified example
is presented here. A printer manufacturer obtained the
following probabilities from a database of test results. Printer
failures are associated with three types of problems:
hardware, software and other (such as connectors), with
probabilities 0.1, 0.6, and 0.3, respectively. The probability of
a printer failure given a hardware problem is 0.9, given
software problem is 0.2 and given any other type of problem
is 0.5. If a customer enters the manufacturer’s Web site to
diagnose, what is the most likely cause of the problem?
Let the events H, S and O denote a hardware, software and other
problem, respectively and let F denote a printer failure. The most likely
cause of the problem is the one that corresponds to the largest of P(H/F),
P(S|F) and P(O|F). In Bayes’Theorem the denominatior is

P  F  P  H  P  F | H   P S  P F | S   P O  P F | O  0.9. 0.1  0.2 0.6   0.5 0.3  0.36

Then
P  F | H  P  H  0.9 0.1
P H | F    0.25
P F  0.36
P S | H  P S  0.2 0.6
P S | F    0.333
P F  0.36
P  F | O  P O  0.5 0.3
P O | F    0.417
P F  0.36
Q1: Suppose that P(A|B) = 0.6, P(A) = 0.5 and P(B) = 0.1. Find the value of
P(B|A). Select one:
0.06

0.30

0.20

0.12

Solution:

P(B|A)= P(A|B) P(B)/P(A)=0.6x0.1/0.5 = 0.12


Q2: A test for a certain rare disease is assumed to be correct 95% of the
time.
If a person has the disease, the test results are positive with a probability
0.95
and if the person does not have the disease, the test results are negative with
a probability 0.95.
A random person drawn from a certain population has a probability
0.001 of having the disease.
Given that the person just tested positive, what is the probability of
having the disease?
Proof:
B1: A random person: (A= disease, A’=not disease, B= positive ,
B’=negative)
Event: P(A) = 0.001 => P(A’)= 0.999 => hệ đầy đủ
P(B|A) = 0.95
P(B’|A’)=0.95=> P(B|A’) = 1- P(B’|A’)=1-0.95= 0.05
P(B) = P(A)P(B|A) +P(A’)P(B|A’)
AUB= S and AgiaoB= rổng, C khác 0
=> P(A|C)+P(B|C) =1
B1: A random person: (A= disease, A’=not disease, B= positive ,
B’=negative)
Event: P(A) = 0.001 => P(A’)= 0.999 => hệ đầy đủ
P(B|A) = 0.95
P(B’|A’)=0.95=> P(B|A’) = 1- P(B’|A’)=1-0.95= 0.05
P(B) = P(A)P(B|A) +P(A’)P(B|A’)
= 0.001x 0.95 + 0.999x 0.05 = 0.0509
Given that the person just tested positive, what is the probability of
having the disease
Q: P(A|B) = {P(A)P(B|A) }/ P(B) = 0.001x 0.95 /0.0509
0.01866
2-8. Random Variables
Definition
2-8. Random Variables

Definition
2-8. Random Variables

Examples of Random Variables


THANKS!

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