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Probability and Statistics

GENG200
GENG 200

Instructor: Dr Ahmed M. Massoud


Assistant professor,
professor Electrical Department,
Department
College of Engineering , Qatar University

Office hours: 9:00am


00am -10:
10:00am
00am Tuesday

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Textbook
“Applied Statistics and Probability for Engineers”,
Douglas
g C. Montgomery,
g y, Arizona State University,
y,
George C. Runger, Arizona State University,
4th edition , publisher John Wiley & Sons, Inc. 2007

References
“Probability and Statistics for Engineering and the sciences”,
J L
Jay L. D
Devore
6th edition, publisher John Wiley & Sons, Inc. 2007

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Course content
Introduction
P b bilit
Probability
Discrete Random Variables and Probability Distributions
C ti
Continuous R d
Random V i bl and
Variables d Probability
P b bilit Distributions
Di t ib ti
Joint Probability Distributions
R d
Random S
Sampling
li andd Data
D Description
D i i
Point Estimation of Parameters
S i i l Intervals
Statistical I l for
f a Single
Si l Sample
S l
Tests of Hypotheses for a Single Sample and Statistical
Inference for Two Samples

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GENG 200 Assessment methods

Home work 5%
Quizzes 10%
Midterm I 20%
Midterm II 25%
Final exam 40%

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Quizzes:
5 quizzes (the best 4 quizzes will be considered)
Midterm exam dates:
Exam I week 6
Exam II week 13

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Computer
p software

Minitab (used for examples in the textbook)


Statgraphics
JMP
Statisticia

Also Matlab

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Chapter
p 1:
Introduction

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Probability
y versus Statistics
Probability deals with predicting the likelihood of future events,
while statistics involves the analysis of the frequency of past
events.

Probability is primarily a theoretical branch of mathematics.


Statistics is an applied branch of mathematics.

In summary, probability theory enables us to find the


consequences of a given ideal world, while statistical theory
enables us to measure the extent to which our world is ideal.

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In probability
 The standard example is flipping a fair coin. “Fair” means,
technically, that the probability of heads on a given flip is 50%,
andd the
h probability
b bili off tails
il on a given
i fli is
flip i 50%.
50% This
Thi doesn't
d '
mean that every other flip will give a head — after all, three
heads in a row is no surprise.
surprise

 Another example would be flipping an unfair coin,


coin where we
know ahead of time that there's a 60% chance of heads on each
toss.

 A third
d eexample
p e wou
would
d be rolling
o g a loaded
o ded ddie,
e, w
where
e e ((for
o
example) the chances of rolling 1, 2, 3, 4, 5, or 6 are 25%, 5%,
20%, 20%, 20%, and 10%, respectively.

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Mechanistic and Empirical Models
Models play an important role in the analysis:

 Ohm’s law is a mechanistic model because it is built from


our underlying knowledge of the basic physical mechanism
that relates these variables.

 an empirical model uses our engineering and scientific


knowledge of the phenomenon, but it is not directly
developed from our theoretical or first-principles
understanding
d di off the
h underlying
d l i mechanism.
h i

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2.1 Sample Spaces and Events
2.1.1 Random Experiments
If we measure the current in a thin copper wire,
wire we are conducting
an experiment. However, in day-to-day repetitions of the
measurement the results can differ slightly because of small
variations in variables that are not controlled in our experiment,
including changes in ambient temperatures and slight variations in
gauge. Consequently, this experiment is said to have a random
component.

Definition
An experiment that can result in different outcomes, even though it
i repeated
is t d in
i the
th same manner every time,ti i called
is ll d a random
d
experiment.

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Definition
The set of all possible outcomes of a random experiment is
called the sample space of the experiment.
experiment The sample space
is denoted as S.

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Definition

A sample space is discrete if it consists of a finite or


countable infinite set of outcomes.

A sample space is continuous if it contains an interval


(either finite or infinite) of real numbers.

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Definition
An event is a subset of the sample space of a random experiment.

The union of two events is the event that consists of all


outcomes that are contained in either of the two events.

The intersection of two events is the event that consists of all


outcomes that are contained in both of the two events.

The complement of an event in a sample space is the set of


outcomes in the sample space that are not in the event.
event

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Probability
Probability is used to quantify the likelihood that an outcome of a
random experiment will occur.
occur

“The
The chance of rain today is 30%
30%’’ is a statement that quantifies our
feeling about the possibility of rain.

The likelihood of an outcome is quantified by assigning a number


from the interval [0, 1] to the outcome

Higher numbers indicate that the outcome is more likely than lower
numbers. A 0 indicates an outcome will not occur.
numbers occur A probability of 1
indicates an outcome will occur with certainty.

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Wh
Whenever a sample i t off N possible
l space consists ibl outcomes
t
that are equally likely, the probability of each outcome is
1/N.
N

D fi i i
Definition
For a discrete sample space, the probability of an event E,
d
denoted
d as P(E),
( ) equals
l the
h sum off the
h probabilities
b bili i off the
h
outcomes in E.

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 What is the probability that it contains no particles?
 What is the probability that it contains three or more particles?

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Addition rules

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What is the probability that a wafer either at the edge or it contains four
or more particles?
p

What is the probability that a wafer contains less than two particles or it
is both at the edge and contains more than four particles?

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Th
Three or more events
t

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CONDITIONAL PROBABILITY

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Tree diagram for example 2-16

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Multiplication rule

Total Probability Rule (two events)

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Total Probability Rule (multiple events)

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INDEPENDENCE

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Example 2-24
from table 2-4,
2-4 find the probability that a part is defective if it
has surface flaws?
find the probability that a part has a surface flaws if it is
defective?
Prove that the two events are independent.

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Find the probability that the second part is defective
Check independence?

Solution:

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G
Generally
ll

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BAYES’ THEOREM

And we know from equation (2-8) that

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Random variables

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I chapter
In h t 2: 2 probability
b bilit
1
1. Sample space and events
2. Interpretations of probability
3
3. Additi rules
Addition l
4. Conditional probability
5. Multiplication and total probability rules
6. Independence
7. Bayes’ theorem
8. Random variables

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Counting
g techniques
q

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Counting techniques

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