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Course Level A

Basics of Probability Theory Issue No.: 01

Effective Date: 01-01-2015

We often make statements about probability. For example, a weather forecaster may predict

that there is a 90% chance of rain tomorrow. A health news report may state that an Asian

origin person has a much greater chance of getting heart disease than a European. A college

student may ask an instructor about the chances of clearing a Business School entrance test if

he secured an average grade in the graduation class.

Probability, which measures the likelihood that an event will occur, is an important part of

statistics. It is the basis of inferential statistics where we make decisions under conditions of

uncertainty. Probability theory is used to evaluate the uncertainty involved in those decisions.

For example, estimating the completion time for a project is based on many assumptions, some

of which may happen to be true and others may not. Probability theory will help us make

decisions under such conditions of imperfect information and uncertainty.

Combining probability and probability distributions with statistics helps us make decisions

about populations based on information obtained from samples. This chapter presents the

basic concepts of probability and the rules for computing probability.

We had read about samples and populations in Chapter 2. When we want to construct a

frequency distribution chart, we select a few pieces from a batch or lot. This is a sample, that

we use as a representative of the batch. The universe is the whole collection, in this case the

entire batch. When we calculate mean, standard deviation, variance etc from the sample, each

result is called a statistic. Since the composition of the samples will fluctuate, i.e will not be

identical each time we pick up a different set of pieces, the computed statistic will be larger or

smaller than the actual universal value.

The universe may have a finite number of items, for example in a batch, or it may be infinite,

such as the number of steel screws produced in a week. The universe can be defined differently

depending on the situation.

Because it is practically not possible to test the entire universe, due to time, cost

considerations, or because the tests are destructive in nature, a sample is selected. The primary

purpose of selecting a sample is to learn something about the universe that will aid taking a

decision about the universe, such as accepting or rejecting a lot. It is seen that the smaller the

sample size, the greater will be the fluctuation with respect to the true value. As the sample

size approaches the universe size, the accuracy becomes very good, but of course the cost may

be prohibitive.

Probability

Subjective Probability

The term probability is generally understood by its simpler synonyms such as likelihood, chance

etc. In general terms, probability is the chance that something will happen. We sometime say

there is a good chance that my friend will pass the examination. This is a subjective statement,

without specifying what we mean by ‘good’.

Objective Probability

On the other hand, when we say there is a 50 % chance that the match will be lost, we are

assigning a value to probability. In statistical quality control, we always calculate or use

probability in a quantified form.

When a coin is tossed, the probability of getting head is half or 50 %. You don’t need to be

statistician to answer that, as it is common sense. When you roll a die, the chance of getting the

number 4 is one sixth. This is because the die has six faces, and each has equal chance of

showing up. The chance of getting a red coloured card in a pack of cards is 1/2 , chance of

getting a card from the hearts suit is 1/4, and chance of getting a 10 is 1/13.

Probability is calculated objectively as the ratio of number of favourable outcomes to the total

number of outcomes.

No.of favourable outcome

Prob

Total number of outcome

If an event occurs in 'A' ways and fails to occur in 'B' ways, and all these ways are equally likely,

then probability of occurrence of the event is

A

A B

In Statistical quality control, we will often encounter the situation, where p represents the

number of defective parts and q represents the number of good parts, the probability that a

randomly selected piece is defective is

p

pq

(As per the ‘Complementary Rule’ we can also state that P(q) = 1.00 – P(p) )

b) Probability of more than one event occurring:

I. Probability of either of two events occurring / any of many possible events

occurring (OR condition)

II. Probability of two events occurring together / many events occurring together

(AND condition)

c) Probability of an event not occurring

d) Probability of a combination of events not occurring

A fundamental rule of probability calculations is that when you add the probability of all

possible events, the answer is always 1. For example probability of getting Heads is 1/2 and of

getting Tails is also 1/2. The sum of 1/2 and 1/2 is 1. The sum of probability of all six faces of a

cube at 1/6 for each face is also 1. Hence probability is always expressed as a number between

1.00 and 0, where 1 represents a certain occurrence and 0 represents that the event will not

occur at all.

The definition for probability of single event (A) is given by the equation

s

P(A) =

n

where P(A) is the probability of event A happening, s = number of times A actually happened,

and n is the total number of possible events.

Thus, to get a ‘10’ in a pack of cards, s = 4 (there are four 10s in a pack), n = 52 (total number of

cards), hence P(A) = 4/52 = 1/13.

This equation holds good for finite universe, such as a pack of cards, or a lot of 100 hand-pumps

offered for inspection.

When the universe is infinite, prior information is necessary about the universe, which is taken

as the universal distribution, and the probability of an event happening is proportional to the

universal value. For example, if the on-going rejection level in a plastic moulding process is 0.14

%, the probability that a sample will be defective is P(A) = 0.0014.

In probability two events are said to be mutually exclusive if the events have no shared

outcomes, i.e if one outcome occurs, the other cannot occur. If we consider the events as sets,

then two events are mutually exclusive when their intersection is the empty set. We could

denote that events A and B are mutually exclusive by the formula A ∩ B = Ø. The following

example will help to make sense of this definition.

Suppose that we roll two six-sided dice and add the number of dots showing on top of the dice.

The event consisting of an ‘even’ sum is mutually exclusive from the event consisting of an ‘odd’

sum, because there is no way possible for a number to be both even and odd.

If events A and B are mutually exclusive, then the probability of A or B is the sum of the

probability of A and the probability of B:

This is also written as probability of the union of Events A and B is denoted by P(A B)

For example if we randomly select a card from a deck of cards, what is Probability that the card

is either a club or a spade?

Events may not be exclusive when they can also happen together. For example if we randomly

select a card from a deck of cards, what is Probability that the card is either a king or a spade or

both? Are cards that are Kings totally exclusive from cards that are spades? What about the

king of spades? In this example, we have at least one case where both events can occur

together, hence they are not mutually exclusive.

P (king or spade or both) = P (king) + P (spade) - P (king and spade) = 4/52 + 13/52 1/52 =

16/52 = 0.31

Why is this so? Because the spade King is already considered in the 4 cards that are Kings as well as in

the 13 cards that are spades. If we do not deduct the joint event, we will be counting it twice.

In quality control, if we are counting samples only as defectives or non-defectives, these are mutually

exclusive events. But if we are counting occurrence of 2 defects, either of which can be found in a

manufactured part, or both can occur together then this is a situation where the events are not

exclusive. In such case the probability that a product is defective will be:

The combined probability of D1 and D2 occurring together has to be determined, for example from

historical inspection data (see example below)

The above formula can be generalized for situations where events may not be mutually

exclusive and there could be an overlap. For any two events A and B, the probability of A or B is

the sum of the probability of A and the probability of B minus the shared probability of both A

and B:

Example :An inspector selects a casting from a lot. The probability that he picks up (a) a casting

with porosity is 0.40, (b) a casting with shrinkage is 0.30, and (c) both porosity and shrinkage is

0.20. What is the probability that the inspector selects a casting with porosity, or casting with

shrinkage, or both?

Solution: Let F = the event that the inspector selects a casting with porosity; and let N = the

event that the inspector selects a casting with shrinkage. Then, based on the rule of addition:

P(F N) = 0.40 + 0.30 - 0.20 = 0.50

Probability of more than one event occurring – AND condition

The addition rule helped us solve problems when we performed one task and wanted to know

the probability of two possible events happening ‘during’ that task. We will now learn the

multiplication rule. The multiplication rule also deals with two events, but in these problems

the events occur as a result of more than one task (rolling one die then another, drawing two

cards, spinning a spinner twice, pulling two marbles out of a bag, etc).

Multiplication Rule:

Or

P(A B) = P(A) * P(B)

Suppose we roll one die followed by another and want to find the probability of rolling a 5 on

the first die and rolling an odd number on the second die. In this problem we are not dealing

with the sum of both dice. We are only dealing with the probability of 5 on one die and then,

as a separate event, the probability of an odd number on the other die. The probabilities of

each event are:

P(5) = 1/6

P(odd) = 3/6

The combined probability of both happening together is given by the multiplication equation

P(5 odd) = (1/6)*(3/6) = 3/36 = 1/12

Independent events

In the above example, rolling a 5 on one die followed by rolling an odd number on the second

die are independent events. Each die is treated as a separate event and what happens on the

first die does not influence or effect what happens on the second die. This is our basic definition

of independent events: the outcome of one event does not influence or effect the outcome of

another event.

Suppose we have a box with 3 blue marbles, 2 red marbles, and 4 yellow marbles. We are going

to take out one marble, record its color, put it back in the box and take out another marble.

What is the probability of taking out a red marble followed by a blue marble?

The multiplication rule says we need to find P(red) * P(blue).

P(red) = 2/9

P(blue) = 3/9

Are the events in this example independent?. Yes, because after the first marble was taken out

and its color recorded, it was returned to the box. Therefore, the probability for the second

marble was not effected by what happened on the first marble.

Dependent events

If the occurrence of Event A changes the probability of Event B, then Events A and B are

dependent.

If we take the same box of marbles as in the previous example, but in this case, we take out the

first marble, leave it out, and then take out another marble. What is the probability of taking

out a red marble followed by a blue marble?

We can still use the multiplication rule which says we need to find P(red) * P(blue). But in this

case when we take out the second marble, there will only be 8 marbles left in the bag.

Therefore the probability of the first and second events are:

P(red) = 2/9

P(blue) = 3/8

The events in this example were dependent. When the first marble was taken out and kept out,

it affected the probability of the second event.

Suppose we want to draw two cards from a standard deck. What is the probability that the first

card will be an Ace and the second card a Jack?

The probability will be the same even if the question had asked for the probability of a jack

followed by an ace.

Complementary Rule of Probability

As we know the sum of probability of all events is always 1. Hence if the probability of event B

happening out of two possible events A and B, is P(A), the probability of event A is 1- P(B) The

complementarity rule of Probability can be written as

P(A) = 1 – P(B)

A lot of probability situations are handled by understanding and applying the complementary

rule. For example the probability of getting ‘2 or more’ defective samples in a sample of 6, is a

complementary function of probability of getting 0 or 1 defectives.

For determining probability of an event, we must always know the total number of events that

can occur, which becomes the denominator. Thus if we toss a coin, the total number of events

is 2. When we roll a dice, the total number of events is 6. If we roll 2 die, the total number of

events is 6 X 6 = 36. Such multiplication is the simplest method for counting total events.

A product can be classified into 3 size grades, 2 color shades and 4 weight categories. What is

the total ways in which the product can be classified:

3 X 2 X 4 = 24 classifications

which objects can be ordered or arranged. For example the letters A, B, C can be arranged as

There are six ways in which these letters can be arranged. How did we get the number - by

calculating the permutation which is given by n! or factorial n. Thus 3! = 3X2X1 = 6. If there

were 4 letters, the permutations would be 4! = 4 X 3 X 2 X 1 = 24.

In the above example, if we were to ask what is the probability that the first letter is A. the

answer is 2 /6 as out of 6 there are 2 permutations that have the letter A first.

Permutations can also be done for sets from larger sets, for example in how many ways can you

arrange a set of 2 letters from a set of 5 letters e.g. A,B,C,D,E

This is calculated as n! / (n-r)! , where n is the total number and r is the smaller set size. The

answer is 5! / (5-2)! = 20

The third method of counting is combinations. How many combinations of 2 letters can you

make from A,B,C. This can be done as

In this case we are not concerned with the order of the letter but the pairing or combinations.

Thus A,B and B,A are the same. This is calculated as n! / [r! (n - r)!]

If there were 5 letters in the set, A,B,C,D,E and we had to select any two (irrespective of order),

the answer is 5! / [2!x (5-2)!] = 10

A probability question could be – what is the probability that a set has the letter C. The answer

is 4/10 = 0.4.

What is the probability that a set has both letters B and C. The answer is 1/10 = 0.1.

What is the probability that a set has either letter B or C. The answer is

4/10 +4/10 -1/10 = 7/10 = 0.7 You can easily see that this has all the combinations except AE,

AD, DE.

(b) at least 2 defectives?

Solutions:

The number of ways of choosing 2 defectives from 5 is 𝐶25 = 5! / (2! × 3!)) =10

The number of ways of choosing 6 non-defectives from 10 is

2100+2520+1050+120=5790

The problem with the method used above is that if we have many (say 20) to count, it would

become very tedious. So we look at another way of doing it.

If we find the number of sets with 0 and 1 defectives, and subtract this from the total number

of sets, we will have the number with at least 2:

So the number with at least 2 defectives is given by:

6435−45−600=5790

Probability distributions

Random Variable - is a set of real numbers associated with the set of outcomes of a random

experiment. Examples of random numbers are some of the examples we studied – tossing of a coin. The

random variable is the value x or our desired event can take. For example if we toss the coin thrice (see

example below), and say x is heads, x can take the value of 0,12,3.

When a random variable can take any value in a range, we are interested to find out

a) what will be the probability, it will take a particular value (probability density function

or pdf)

b) What will be the probability it is less than or equal to a particular value (cumulative

density function or cdf)

c) What will be the probability, it could take a range of values within the large range

d) What will be the probability, it will not take a particular value (i.e it could take any value

except the one)

e) What will be the probability, it will not take a range of values within the large range

Obviously the probability will keep changing with each value or a range of values

The probability function for the entire range of values that our random variable may take is

called the probability distribution.

Probability distributions are very useful in statistical quality control as we are always interested

to know how measurable characteristics of products can take different values in a range, or

how the number of defectives in a sample could vary within a lot.

In Chapter 2 we had learnt that data can be of two types one that you can measure and the

other type that you can count. In probability distributions, we estimate the probability of

variables. If a variable can take on any value between two specified values, it is called a

continuous variable; otherwise, it is called a discrete variable. All probability distributions can

be classified either as discrete probability distributions or as continuous probability

distributions, depending on whether they define probabilities associated with discrete

variables or continuous variables. A continuous distribution's probability function such as

normal distribution takes the form of a continuous curve, and its random variable takes on an

infinite number of possible values.

In this chapter we will be learning about discrete discrete probability distributions such as

Hypergeometric, binomial, poisson and continuous probability distributions such as normal

distributions.

Let us see the simplest probability distribution. When a coin is tossed 3 times we are interested

in finding a Probability Distribution for the event of getting head.

Discrete Random Variable X is Number of Heads.

X can take the value of 0 Heads, 1 Head, 2 Heads or all 3 Heads

or X = {0,1,2,3}

Let us find the probability for each value of the random variable

0 Head - TTT - Prob. = 1/2 x 1/2 x 1/2 = 1/8

HTT

1 Head - THT - Prob. = 3/8

TTH

3/8

HHT Prob.

2 Heads THH - Prob. = 3/8

1/8

HTH

3 Heads - HHH - Prob. = 1/8

0 1 2 3

Figure 1 demonstrates the Probability Distribution Fig 1

Let us now learn about some of the discrete variable distributions:

Hyper Geometric Distribution - when the overall lot size (N) is small or finite, and probability of

event such as occurrence of defect (k) can be expressed as a fraction of the overall lot size.

Probability is calculated for occurrences (x) within a trial or sample size (n)

Hypergeometric experiment is a statistical experiment that has the following properties:

A sample of size n is randomly selected without replacement from a population of N

items.

In the population, k items can be classified as successes, and N - k items can be classified

as failures.

The distribution is expressed by the formula

Prob(x; n, k, N) = [ kCx ] [ N-k Cn-x ] / [ N Cn ]

Where n is the number of samples selected

The same formula can be used in Excel in the same order as the above equation

= HYPGEOMDIST(sample_s,number_sample,population_s,number_pop)

Example : A lot consist of 1000 articles and has 5% defectives. A random sample of 75 is drawn

from this lot. What is the probability that sample will not contain any defective ?

N= 1000

n = 75

The number of defectives in the whole lot is 5 % = 50, hence k = 50

x = 0 (no defectives)

The probability equation is

Prob(x; n, k, N) = [ 50C0 ] [ 1000-50 C75-0 ] / [ 1000 C75 ]

The denominator 1000 C75 represents the total number of combinations of 75 samples from a lot

of 1000

The numerator has two terms. The first term 50C0 represents the combinations of 0 in 50

defectives, which is obviously 1. The second term is the number of combinations of 75 (as x =

0), out of the remaining 950 items.

This is a very complex calculation, but you can get the answer through Excel, which will return

a probability of 0.0183 or 1.83 %. Alternatively you can feed these values in the Probability

Excel template provided as part of the course material

If our question was x = 1, the equation would become

Prob(x; n, k, N) = [ 50C1 ] [ 1000-50 C75-1 ] / [ 1000 C75 ] = 0.078

If our question was, what is the

probability of gettign upto 1 defective

(i.e 0 or 1 defective), we add the two

probabilities, which calculates to 0.097.

The probability distribution curve for

the above example is given in Fig 2. See

how the probability of gettign x

defectives rises and peaks around 3,4,5

defectives, and then falls sharply. This

is because 5 % of 75 is 3.75 and we can

normally expect to get defectives in the

same magnitiude in the sample, as in

the whole population. This also brings

home an important learning, that a

sample closely resembles the universe,

but can come up with a range of results

with varying degrees of probability. For

Fig 2

example 1 out of 100 samples of 75 can contain even 9 defectives (12%).

Hypergeometric distributions are used when the population or universe size is limited or finite

(for example Lot size was 1000 in the above example).

Binomial Distribution - is used when the total population is very large. In binomial distribution,

the probability is linked with the number of trials e.g a sample size and is calculated for each

value of x within the sample size (n). It has the following properties

Each trial can result in just two possible outcomes. We call one of these outcomes a

success and the other, a failure.

The probability of success, denoted by P, is the same on every trial.

The trials are independent; that is, the outcome on one trial does not affect the

outcome on other trials.

The Binomial probability distribution is defined by 2 parameters viz., n and p. When these are

known, distribution is completely known. The equation for the pdf is:

Prob(x, n, p ) = n Cx px q n – x

Where x is number of defective, n is number of trials, p is fraction defectives and q is (1-p)

(In generic descriptions for binomial distributions, p is number of successes or failures and q is

its reciprocal).

x assumes the values of 0,1,2 …. upto n

The mean of binomial distribution is n x p and variance np (1-p)

Example : A batch of 800 washers contain 6% defectives.

Calculate the probability that a random sample of 40 washers will contain

a. 0 defective

b. Exactly 1 defective

c. Up to 4 defectives

Applying the binomial probability equation

Prob (0 defectives) = 40 C0 x 0.060 x 0.94 40

The MS Excel uses the following formula expression to calculate binomial probability:

BINOMDIST(number_s,trials,probability_s,cumulative). The last expression is entered as ‘FALSE’

for Probability Distribution function and ‘TRUE’ for Probability Distribution function

Applying the values : BINOMDIST(0,40,0.06,False) we get a probability value of 0.084

For 1 defective, the equation is Prob (1 defectives) = 40 C1 0.061 x 0.94 39 and Excel function is

BINOMDIST(1,40,0.06,False) = 0.215

For (upto 4 defectives : cdf), we have to add the expressions for 0,1,2 3, and 4 or use the Excel

function BINOMDIST(4,40,0.06,True)= 0.910

curve for the above example is

given in Fig 3. See how the

probability of gettign x

defectives rises and peaks

between 2 and 3 which

represents the average %

defective 6 % (0.06 X 40 = 2.4)

only when the number of trials is

Fig 3

finite (for example a fixed number of samples selected based on acceptance sampling tables).

Poisson Distribution is similar to binomial, except that probability of occurrence is not linked

to trials or sample size. This resembles the situation when the number of samples in a binomial

distribution becomes so large that n and (n-x) are almost the same. This represents situations

where, we cannot limit ourselves to pre-determined number of trials, but wish to assess

probability for each event based on a known universe trend. Examples of such situations are

Number of surface defects observed in a casting

Number of machine breakdowns in a shift

Number of births in a hospital during 1 hour

Poisson distribution is calculated for each occurrence of x within the overall population for an

overall event probability denoted by λ. The important conditions are –

a) probability of occurrence of an event remains constant from trial to trial

b) total number of trials is known and not large

c) chance of its actual occurrence is very small

d) number of events occurring is a random number, i.e events are mutually exclusive

The probability of an event x to occur (pdf), given that average number of occurrences is λ can

be given by Poisson distribution equation as under:

e x

P(x) = for x = 0,1,2,......., where e = 2.71828

x!

Example: The average number of births in a hospital is 6 in 24 hrs. If we have to calculate probability of

2 births in one hour we find that :

- events are mutually exclusive

Average births per hour λ = 6/24 = 0.25 births/hr

Probability of 2 births in an hour: P(2) = e - 0.25 x (0.25)2 / 2! = 0.024

The MS Excel uses the following formula expression to calculate Poisson probability:

POISSON (x,mean,cumulative). The last expression is entered as ‘FALSE’ for Probability

Distribution function and ‘TRUE’ for Probability Distribution function

Example : Tthe number of breakdowns of machines in a day follows a Poisson distribution with

mean 3. Find the probability that

a) there will be no breakdowns tomorrow (pdf)

b) There will be upto 2 breakdowns tomorrow (cdf)

c) There will be more than 4 breakdowns (cdf)

Applying Poisson distribution through MS Excel:

Case a) : POISSON(x,mean,False) = POISSON(0,3, false) = 0.049

Case b) : POISSON(x,mean,True) = POISSON(2,3, true) = 0.423

Case c) : 1 - POISSON(x,mean,True) = 1 - POISSON(4,3, true) = 1 – 0.815 = 0.185

above example is given in Fig 4. As we see,

the highest probability is observed around

the mean.

Fig 4

If a mean or average probability of an event happening per unit time/per page/per mile cycled

etc., is given, and you are asked to calculate a probability of n events happening in a given

time/number of pages/number of miles cycled, then the Poisson Distribution is used.

If, on the other hand, an exact probability of an event happening is given, or implied, in the

question, and you are asked to calculate the probability of this event happening k times out of

n, then the Binomial Distribution must be used

Examples of Binomial or Poisson Distribution

A typist makes on average 2 mistakes per page. What is the probability of Poisson

a particular page having no errors on it?

A computer crashes once every 2 days on average. What is the Poisson

probability of there being 2 crashes in one week?

ICs are packaged in boxes of 10. The probability of an IC being faulty is Binomial

2%. What is the probability of a box containing 2 faulty ICs?

A box contains a large number of washers; there are twice as many steel Binomial

washers as brass ones. Four washers are selected at random from the

box. What is the probability that 0, 1, 2, 3, 4 are brass?

Normal Distribution

Normal distribution is a continuous variable probability distribution and is among the most

universally found natural distributions.

In a normal distribution, the frequency distribution of a measurable characteristic exhibits a

bell shaped pattern with most of the observation clustering around a central value and with the

frequencies diminishing rapidly on either side of this central value. Thus the frequencies of

large deviation from the central value are small. The Normal distribution is defined by two

parameters and . The p.d.f of Normal distribution is given by

1 2

f (X) e1/ 2( X / ) x

2

For this distribution, E(X) = , Var (X) = 2 . Under certain condition especially when N is large,

Binomial and Poisson approximate to Normal distribution. This distribution is used very

extensively in statistical theory.

Properties

Fig 5

1. Curve begins from - and ends with +.

2. It is symmetrical about mean Mean, Median and Mode are same

X

U= is known as a standard normal variable with mean 0 and s.d. 1, where X is a N ()

3. It is fully explained by two parameter and. Different values of and give rise to

different normal curve (Figures 6 & 7)

Fig 6

Fig 7

5. Area bound by limits

Limits Area

μ+σ 68.27

μ + 1.64 σ 90.0

μ + 1.96 σ 95.0

μ + 2.0 σ 95.45

μ + 3.0 σ

99.73

The MS Excel uses the following formula expression to calculate Normal probability:

NORMDIST(x,mean,standard_dev,cumulative). The last expression is entered as ‘FALSE’ for

Probability Distribution function and ‘TRUE’ for Probability Distribution function

You can also use the MS Excel Probability template for Normal Distribution given as a part of

this course to determine the probability values.

Example

1. The time taken to complete a particular repetitive job is normally distributed with mean 40

minutes and standard deviation 8 minutes. 25 jobs are to be performed.

a) How many jobs are expected to be completed within 35 minutes?

b) How many jobs are expected to take more than 48 minutes?

c) What is the total number of jobs that will be completed within 20 to 50 minutes?

No. of jobs expected to be completed within 35 minutes = Total no. or jobs x (probability that

the time taken for a job is < 35 minutes)

To find probability that the time taken for a job is < 35 minutes, we use the Excel function

NORMDIST(x,mean,standard_dev,cumulative)

NORMDIST(35,40,8,TRUE) to get a probability value of 0.266

Therefore No. of jobs expected to be completed within 35 minutes is 25 x 0.266 which is

approximately 7

2. No of jobs that are expected to take more than 48 minutes

= Total no. of jobs x probability that the job will be completed in more than 48 minutes

For ‘more than’ situations, we have to calculate probability of less than the value and subtract

from 1

Probability that the time taken for a job is < 48 minutes, we use the Excel function

NORMDIST(48,40,8,TRUE) to get a probability value of 0.841

Probability that the time taken for a job is > 48 minutes

To find, Probability (time taken for a job = 48 minutes) = 1 – 0.841 = 0.159

No. of jobs which are expected to take more than 48 minutes is 25 x 0.159 which is

approximately 4.

3. No. of jobs which will be completed within 20 to 50 minutes

Probability

= Total no. of jobs x (Probability that time taken for a job <50 minutes - Probability that time

taken for a job <20 minutes)

= 25 X {(NORMDIST(50,40,8,TRUE) - NORMDIST(20,40,8,TRUE)}

= 25 X (0.894 – 0.006) = 0.888

Therefore the the number of jobs that will be completed within 20 to 50 minutes = 25 x 0.888 =

22 (approximately)

In statistical quality control, the probability distribution is used to describe or model some

quality characteristic, such as a critical dimension of a product or the fraction defective of the

manufacturing process. Therefore, we are interested in making inferences about the

parameters of probability distributions. Since the parameters are generally unknown, we

require procedures to estimate them from sample data.

We may define an estimator of an unknown parameter as a statistic that corresponds to the

parameter. A particular numerical value of an estimator, computed from sample data, is called

an estimate. A point estimator is a statistic that produces a single numerical value as the

estimate of the unknown parameter. An interval estimator is a random interval in which the

true value of the parameter falls with some level of probability. These random intervals are

usually called confidence intervals.

Point Estimation

Consider the random variable x with probability distribution f(x). Suppose that the mean μ and

variance σ2 of this distribution are both unknown. If a random sample of n observations is

taken, then the sample mean x and sample variance S2 are point estimators of the population

mean μ and population variance σ2 respectively. For example, suppose we wished to obtain

point estimates of the mean and variance of the inside diameter of a bearing. We could

measure the inside diameters of a random sample of n = 20 bearings (say). Then the sample

mean and sample variance could be computed. If this yields x =1.495 and S2 =0.001, then the

point estimate of μ is x =1.495 and the point estimate of σ2 is S2=0.001.

Confidence intervals

An interval estimate of a parameter is the interval between two statistics that includes the true

value of the parameter with some probability. For example to construct an interval estimator of

the mean , we must find two statistics L and U such that

P{L U } 1

The resulting interval

L U

is called a 100 (1-)% C.I for the unknown mean . L and U are called the lower and upper

confidence limits, respectively, and 1 - is called the confidence coefficient. The interpretation

of a Confidence Interval is that if a large number of such intervals are constructed, each

resulting from a random sample, then 100 (1- )% of these intervals will contain the true value

of .

Example

The mean tensile strength of a synthetic fiber is an important quality characteristic that is of

interest to the manufacturer, who would like to find a 95% confidence interval estimate of the

mean. From past experience, the manufacturer is willing to assume that tensile strength is

approximately normally distributed; however, both the mean tensile strength and standard

deviation of tensile strength are unknown. A random sample of 16 fiber specimens is selected,

and their tensile strengths are determined. The sample data are shown in Table.

1 48.89 9 49.20

2 52.07 10 48.10

3 49.29 11 47.90

4 51.66 12 46.94

5 52.16 13 51.76

6 49.72 14 50.75

7 48.00 15 49.86

8 49.96 16 51.57

We may calculate the sample mean and sample standard deviation of the tensile strength data

as

1 N 1

x x i 16 (797.83) 49.86 psi

N i1

and

= 1.66 psi

Since t0.02 5.15 = 2.132, we find the 95% two-sided C.I on as

49.98 50.74

Another way to express this result is that our estimate of the mean tensile strength is

49.86 0.88 psi with 95% confidence.

We have learnt the concept of probability, how objective probability is estimated, what the

various probability distributions are, and how probability is used in estimation of process

parameters.

Many of the different statistical quality tools that we will learn in the remaining chapters will

rely on probability estimates and confidence intervals.

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