ENGINEERING DATA ANALYSIS

University of Southeastern Philippines

COLLEGE OF ENGINEERING
Obrero, Davao City

MATH 212
ENGINEERING DATA ANALYSIS

DALIA M. RECONALLA, Ph.D

August 2020

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Faculty Information:

Name: Dalia M. Reconalla

Email: dalia.reconalla@usep.edu.ph
Contact Number: 0906-209-6611
Office: College of Engineering
Contact Number: (082) 224-3334
Consultation Hours: By appointment - may be arranged through:
 Official email
 Facebook messenger/Facebook group chat
 Text or call

Getting help

For academic concerns (College/Adviser - Contact details)

For administrative concerns (College Dean - Contact details)
For UVE concerns (KMD - Contact details)
For health and wellness concerns (UAGC, HSD and OSAS - Contact
details)

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TABLE OF CONTENTS

CONTENTS PAGE

Cover page ………………………………… 1

Faculty Information ……………………………….... 2

Table of Contents ………………………………… 3

Lesson 4 ………..……………………………….. 4

Application 4…………………………………………. 8

Module 2 Summary ………………………………… 9

Module 2 Assessment ……………………………… 10

References ………………………………………….. 11

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Learning Outcome:

o Compute probabilities and marginals from a joint pmf or pdf.

Time Frame: Week 7

Introduction:

In science and in real life, we frequently have the occasion to study the
mutual interactions between two or more variables. For example, we might measure
the height and weight of person, or the IQ and birth weight of children, or the power
and efficiency of machine, or the amount of force and the compressive strength of
concrete . How useful are a student’s senior high school grade point average (GPA)
and college grade point average as predictor variables for a student’s future
performance in the board examination?
In such situations the random variables have a joint distribution that allows us
to compute probabilities of events involving both variables and understand the
relationship between the variables.

Abstraction:,

Joint Distribution Function: Discreet Random Variables

Suppose X and Y are two discrete random variables and that X takes values
* + and Y takes values * + . The ordered pair (X, Y ) take
values in the product *( )( ) ( )+
The joint probability mass function (joint pmf) of X and Y is the function p(( )
giving the probability of the joint outcome X = , Y =

Definition: The function f(x, y) = P ( X= x, Y = y) is called the joint probability

mass function of the random vector (X, Y).

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We organize this in a joint probability table as shown.

X/Y ... ...

p( ) p( ) p( )
p( )
p( ) p( ) p( ) p( )
...
...
p( ) p( ) p( ) p( )
...
p( ) p( ) p( ) p( )

Example 1. Two dice are rolled. Let X be the value on the first die and let Y be the
value on the second die. Then both X and Y take values 1 to 6 and the joint pmf is p(i;
j) = 1=36 for all i and j between 1 and 6. Construct a joint probability table showing
the joint probability of X and Y.
Solution:

X\Y 1 2 3 4 5 6

Example 2. Two dice are rolled. Let X be the value on the first die and let T be the
total on both dice. Construct a joint probability table showing the probabilities of X
and T.
Solution: Below is the table showing the joint probabilities.

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X\T 2 3 4 5 6 7 8 9 10 11 12

1 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0 0 0

2 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0 0

3 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0

4 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0

5 0 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0

6 0 0 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36

A joint probability mass function must satisfy two properties:

1. 0 ( )
2. The total probability is 1. We express this as a double sum:

∑ ∑ ( )=1

Example 3. Refer to Example 1, describe the events B= { Y } and find its

probability.
Solution: Describing B as a set of {X, Y} pairs:
B = { (1, 3), (1, 4), (1, 5), (1, 6), (2, 4), (2, 5), (2, 6), (3, 5) , (3, 6), (4, 6) }.

The probability of the values of B is describe in the table below.

X\Y 1 2 3 4 5 6

1 1/36 1/36 1/36 1/36 1/36 1/36

2 1/36 1/36 1/36 1/36 1/36 1/36

3 1/36 1/36 1/36 1/36 1/36 1/36

4 1/36 1/36 1/36 1/36 1/36 1/36

5 1/36 1/36 1/36 1/36 1/36 1/36

6 1/36 1/36 1/36 1/36 1/36 1/36

The events B are the outcomes in the shaded squares. The probability of B is the sum
of the probabilities in the shaded squares, so

P(B) = .

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Marginal distributions

When X and Y are jointly-distributed random variables, we may want to consider only one
of them, say X. In that case we need to find the probability mass function (pmf) of X without
Y . This is called a marginal pmf .
Marginal pmf’s are obtained from the joint pmf by summing:

( ) ∑ ( ), ( ) ∑ ( )

The term marginal refers to the fact the values are written in the margins of the table.

Example 4. From Example 2, let X be the value on the first die and T be the total on
both dice. Compute the marginal pmf of X= 3 and of T = 5 .
X\T 2 3 4 5 6 7 8 9 10 11 12 p( )

1 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0 0 0 1/6

2 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0 1/6

3 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0 0 1/6

4 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0 0 1/6

5 0 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36 0 1/6

6 0 0 0 0 0 1/36 1/36 1/36 1/36 1/36 1/36 1/6

p( ) 1/36 2/6 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36 1

Computing the marginal probabilities of P(X = 3) = 1/6 and P(T = 5) = 4/36

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Application: Exercise #4

1. A computer store sells 3 computer models priced at P26,000, 32,000, and

42,000, and two brands of monitors priced at P3,200 and 3, 800, respectively.
The joint pmf of X, the computer price, and Y , the monitor price, is given in
the table below.

X\Y 3,200 3,800

26,000 0.30 0.25

32,000 0.20 0.10

42,000 0.10 0.05

Find the joint probability F(x, y) = P(X ,Y ).

2. From #1, compute the marginal probability functions (pmf’s).
3. Describe the events A= { } and find its probability.

Closure
You have just finished Lesson 4 of this module. Should there be some
parts of the lesson which you need clarification, please ask your tutor during your
face-to-face or on-line interactions.
You are almost done with this module. It is hoped that after finishing this
module, you are ready to proceed to the next module in which you will surely
appreciate the importance of the insights gained from this module. Congratulations!
The module summary and assessment will follow.

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SUMMARY

o Counting techniques:
 A permutation is an arrangement of all or part of a set of
objects.
 The number of permutations of subsets of r elements
selected from a set of n different elements is
𝑛!
𝑃𝑟𝑛 𝑃𝑟𝑛
(𝑛 𝑟)!
 The number of ways of partitioning a set of n objects into
r cells with n1 elements in the first cell, n2 elements in the
second, and so forth, is

𝒏 𝒏!
𝒏𝟏 𝒏𝟐 𝒏𝟑 𝒏 𝒓 = 𝒏𝟏 ! 𝒏𝟐 ! 𝒏𝒓 !

where 𝒏𝟏 𝒏𝟐 𝒏𝒓 = n
 The number of combinations of 𝑛 distinct objects taken 𝑟
at a time is
𝒏 𝒏!
𝑪 𝒏𝑪𝒓 𝑪(𝒏 𝒓)
𝒓 𝒓! (𝒏 𝒓)!
o The Addition Law of Probability-Simple Case
If two events A and B are mutually exclusive then P(A ∪
B) = P(A) + P(B)
o Conditional Probability-Simple Case
𝑃(𝐴∩𝐵)
P(B│A) = 𝑃(𝐴) or equivalently , P(A) > 0
P(A∩ B)) = P(B│A) P(A)
o The Multiplication Rule
If A and B are independent events then P(A ∩ B) = P(A) ×
P(B)
o Probability distribution are generally classified into two
according to the nature of the random variable involved.
o Those which are defined by discrete random variables are
called discrete probability distribution and the most
commonly used types under this major classification are the
binomial, hypergeometric, and Poisson distributions.
o Probability distribution which involve continuous random
variables are known as continuous probability distribution, the
most remarkable of which is the normal distribution.

o The function f(x, y) = P ( X= x, Y = y) is called the joint

probability mass function of the random vector (X, Y).

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ASSESSMENT
Solve the following problems.

1. A particular production process is claimed to be 90% effective, that is the

material produced can be shaped as desired in a later processing stage with a
probability of 0.9. What is the probability that exactly 15 boxes will be
produced in order to obtain the third defective box?

2. Thirteen cards are drawn from a deck of ordinary playing cards. Find the
probability of selecting 8 red cards and 5 black cards.

3. The average number of traffic accidents on a certain section of highway is two

per week. Assume that the number of accidents follows a Poisson distribution
with μ= 2.
a) Find the probability of no accidents on this section of highway during a 1-week
period.
b) Find the probability of at most three accidents on this section of highway
during a 2-week period

4. An average life span of a light bulb manufactured by the DMR Corporation

lasts 300 days with a standard deviation of 50 days. Assuming that bulb life is
normally distributed, what is the probability that the light bulb selected will
last at most 365 days?

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References

Broto, A.S. (2007). Simplified Approach to Inferential Statistics(1st ed.). National .

Philippines.

Carambas, Zenaida U(2011). Basic probability and Statistics. Valencia Educational

Supply. Baguio City

Peck, R., Olsen, C. and Devore, J.L. (2012): Introduction to Statistics and Data
Analysis(4th edition). Brooks/Cole/Cengage Learning, 20 Channel
Center Street Boston, MA 02210, USA

Ott, R.L., Longnecker, M. (2010). An Introduction to Statistical Methods and Data

Amalysis(6th ed). Brooks/Cole, Cengage Learning, CA, USA.

Raussas, George(2003). Introduction to Probability and Statistical Inference.

Elseviere Science, USA

Rosenkrantz, Walter: Introduction to Probability and Statistics for Science,

Engineering, and Finance. CRC Press, Tyalor and Francis Group, Boc

Walpole, RE, & Myers, RH.(1993). Probability and Statistics for Engineers and (5th
ed.). Macmillan Raton, London, New York. Publishing Company,
New York.

Woodbury, George(2002): An Introduction to Statistics(1st ed.) Thomson Learning,

Inc. Thomson Learning, USA.

Joint Distributions, Independence

Class 7, 18.05 Jeremy Orloff and Jonathan Bloom

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