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KNF2053

Numerical Methods and Statistics

Faculty of Engineering

Semester 2 (2010/2011)

Probability

event to the number of all possible occurrences

of equally likely and mutually exclusive events.

an event would be expected to occur in

repeated trials.

Definition of Probability

different equally likely outcomes, and if

exactly n of these outcomes correspond to

event A, then the probability of event A is:

n

P(A)

N

once.

1

P(head)

2

Random Experiment

conditions

a) The outcome of experiment cannot be

predicted with certainty.

b) The experiment can be repeated under

the same condition.

E.

Sample space, S

statistical experiment.

event, called the certain event.

Sample space, S

Example 1

Experiment: E :Tossing a die

Sample Space: S = {1,2,3,4,5,6}

Event:

P (A) = 3/6 = 1/2

Sample space, S

Simple exercise

A dice is tossed once.

a) What is the sample space, S?

b) Give the set of the following events

i.

ii.

Sample space, S

Simple exercise

A coin is tossed twice

a) What is the sample space, S?

b) Give the set of the following events:

i.

ii.

Points

must lie between 0 and 1.

within a sample space must sum to 1.

1 1

P(head) P(tail) 1

2 2

B

S

Include

A

B include A is denoted as B A.

All the elements of A is also

belonging to B.

Equal

A equal to B is denoted A = B. It

means A B and B A. A

happen if and only if B happen.

S

A=B

B

S

Union

Denoted by the symbol A B,

is the event containing all the

elements that belong to A and

B or both.

Intersection

Denoted by the symbol A B,

is the event containing all

elements that common to A and

B

B

S

Mutually exclusive or

disjoint

A and B are mutually exclusive,

or disjoint if A and B cannot

happen at the same time

(A B = )

Complement

The complement of an event A

with respect to S is the subset

of all elements of S that are not

A

B

S

A'

A

Axioms of Probability

P () = 0

P (A) = 1 P(A)

P ( A B) P ( A) P( B )

exclusive

P ( A B) P( A) P( B ) P ( A B)

Example 1

The probability that John passes Mathematics is 2/3,

and the probability he passes English is 3/9. If the

probability of passing both subjects is 1/4, what is

the probability that John will pass at least one of

these subjects?

Let M : the event passing Math

Let E : the event passing English

Example 1-Solution

The probability that John will pass at least one of

these subjects.

Let M : the event passing Math

Let E : the event passing English

P( M E ) P( M ) P( E ) P( M E )

2 3 1

3 9 4

3

If the first sampling can be performed in m ways.

Second sampling can be performed in n ways

ways

mn

replacement and without replacement

Consider this case!

How many ways are to choose 3 balls with

replacement from a box, which contains 5 distinct

balls?

First attempt

Third attempt :5 ways to choose third ball

Total ways to choose the ball = 5 5 5 = 125

Consider this case!

How many ways are to choose 3 balls without

replacement from a box, which contains 5 distinct

balls?

First attempt

Third attempt :3 ways to choose third ball

Total ways to choose the ball = 5 4 3 = 60

Permutation

these objects 0 < r < n and arrange the chosen r

objects.

constructed from n objects denotes by nPr

n

n!

Pr n: no. of object

(n r )!

r: no. of ways

Permutation

n

n!

Pr

n: no.

n ofr!object

r: no. of ways

n

Pr n

Example 2

arranged in groups of five letters. What is the

arrangement of such words.

n

Pr 265

11881376

n

n!

26!

Pr

7893600

(n r )! (26 5)!

Combination

Denotes by nCr

and two letter taken at a time.

Without repetition:

3 combinations ab, ac and bc

With repetitions:

6 combinations aa, ab , ac, bb, bc and cc

Combination

n

n

n

n!

Cr

r r!(n r )!

n r 1

(n r 1)!

Cr

r r!((n r 1) r )!

them (with regard to order)

n

Pr nCr r!

Example 3

box. a) Find the combination of taking 2 letter from

a box

i) Without repetitions

ii) With repetitions:

b)How many ways to arrange the combinations in

both cases

Example 3 - Solution

a)

n

n

3!

Cr

3

r 2!(3 2)!

n

n r 1

4!

Cr

6

r 2!(4 2)!

Example 3 - Solution

b)

n

Pr nCr r!

3 2!

6

n

Pr nCr r!

6 2!

12

Conditional Probability

of occurrence of another event

Example:

A : rain next Sunday

B : rain next Saturday

occurrence A.

Conditional Probability

conditional probability of A given B has occurred

is defined by:

P( A B)

P( A | B)

P( B)

Example 4

Let event A = {1,2,3} and event B = {1,3,5}.

Find P (A|B)

Example 4 - Solution

event A = {1,2,3}

event B = {1,3,5}

P( A B)

P( B)

A B {1,3}

2 1

P( A B)

6 3

3 1

P( B)

6 2

P( A | B)

1

P( A B)

2

3

P( A | B)

1

P( B)

3

2

Multiplicative Rule

can be calculated using multiplicative rule, which

employs the conditional probabilities we defined

in the previous section.

P ( A B ) P ( A) P ( B | A)

or equivalently

P( A B) P( B) P( A | B)

Independent Events

if:

P( A B) P( A) P( B)

Remarks:

When P(B) > 0, A and B are independent

P(A|B) = P(A)

When P(A) = 0 or P(B) = 0, A and B are

independent

Example 5

Lets consider when a coin is tossed twice. Let A

= head appears in the first time and B = Tail

appears in the second time. Show that A and B

are independent events.

Example 5 - Solution

S = {(H,H), (H,T), (T,H), (T,T)}

A = head appears in the first time = {(H,H),

(H,T)}

B = Tail appears in the second time = {(H,T),

(T,T)}

P(B) > 0, so:

P( A | B)

P( A B)

1

4

2

P( B)

2

4

Bayes Rule

S

A

We may express A as

A B'

A B

A ( A B) ( A B ' )

then

P ( A) P( A B) P( A B' )

P( A | B) P( B) P( A | B' ) P( B' )

Bayes Rule

Definition:

partition of the sample space S if

a) Ai Aj = , for every 1 < i j < n

b) Total union of Ai = S

c) P(Ai ) > 0 for all i = 1,2,, n

S

A3

A1

A2

A4

A5

Probability

S. Then for any other event B associate with S

n

P( B) P( B Ai )

i 1

n

P( B | Ai )P( Ai )

S

B

A3

i 1

A2

A1

A4

A5

Bayes Rule

S. Then for any other event B associate with S for

which P(B)>0

P( Ai B )

P( B | Ai ) P( Ai )

P( Ai | B )

n

P( B)

P( B | Ai ) P( Ai )

i 1

For i = 1, 2, , n

Example 6

In a factory, production line A,B and C are all

producing boxes with the same size. On their

production, production line A, B and C produce 1%,

2% and 3% defective boxes, respectively. Of the

total production, line A produces 25%, line B

produces 35% and line C produces 40%. A box is

selected randomly from the total production of a day

a) what is the probability that it is defective?

b) if the box is defective, what is the conditional

probability that it was produced by line C?

Example 6 - Solution

Let D = defective box

A = box from line A

B = box from line B

C = box from line C

a)

P ( D) P( D A) P ( D B) P ( D C )

P( D | A) P( A) P( D | B ) P( B ) P ( D | C ) P (C )

1 25 2 35 3 40

215

43

10000 2000

Example 6 - Solution

b) By Bayes Theorem

P(C ) P ( D | C )

P (C | D)

P( D)

40

3

100 100

43

2000

24

43

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