Chapter 8

INTRODUCTION
TO
PROBABILITY
1
 § 3.1
Basic Concepts of
Probability

Magu Wa Thiong'o
 Probability Experiments

A probability experiment is an action through which specific

results (counts, measurements or responses) are obtained.
Example:
Rolling a die and observing the
number that is rolled is a probability
experiment.
The result of a single trial in a probability experiment is
the outcome.
The set of all possible outcomes for an experiment is the
sample space.
Example:
The sample space when rolling a die has six outcomes.
{1, 2, 3, 4, 5, 6}
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3
 Events

An event consists of one or more outcomes and is a subset of

the sample space.
Events are represented
by uppercase letters.
Example:
A die is rolled. Event A is rolling an even number.

A simple event is an event that consists of a single outcome.

Example:
A die is rolled. Event A is rolling an even number.
This is not a simple event because the outcomes of
event A are {2, 4, 6}.
Magu Wa Thiong'o

4
 PROBABILITY AXIOMS
(KOLGOMOROV AXIOMS)


Magu Wa Thiong'o

5
Exercise

6
TYPES OF PROBABILITY

1. Classical probability
2. Empirical probability
3. Subjective probability

7
 Classical Probability
Classical (or theoretical) probability is used when each
outcome in a sample space is equally likely to occur. The
classical probability for event E is given by
Number of outcomes in event
P (E )  .
Total number of outcomes in sample space

Example:
A die is rolled.
Find the probability of Event A: rolling a 5.

There is one outcome in Event A: {5}

1
P(A) =  0.167
“Probability of 6
Event A.”
Magu Wa Thiong'o

8
 Empirical Probability
Empirical (or statistical) probability is based on observations
obtained from probability experiments. The empirical
frequency of an event E is the relative frequency of event E.
P (E )  Frequency of Event E
Total frequency

f
n
Example:
A travel agent determines that in every 50 reservations
she makes, 12 will be for a cruise.
What is the probability that the next reservation she
makes will be for a cruise?
12
P(cruise) =  0.24
Magu Wa Thiong'o
50
9
 Subjective Probability
Subjective probability results from intuition, educated
guesses, and estimates.
Example:
A business analyst predicts that the probability of a
certain union going on strike is 0.15.

Range of Probabilities Rule

The probability of an event E is between 0 and 1,
inclusive. That is
0  P(A)  1.
Impossible 0.5 Certain
to occur Even to occur
Magu Wa Thiong'o chance
10
Probabilities with Frequency Distributions

Example:
The following frequency distribution represents the ages
of 30 students in a statistics class. What is the
probability that a student is between 26 and 33 years old?

Ages Frequency, f

18 – 25 13 P (age 26 to 33)  8
30
26 – 33 8
 0.267
34 – 41 4 This is the relative frequency.
42 – 49 3
50 – 57 2
Magu Wa Thiong'o
 f  30
11
 Complementary Events

The complement of Event E is the set of all outcomes in

the sample space that are not included in event E.
(Denoted E′ and read “E prime.”)
P(E) + P (E′ ) = 1 P(E) = 1 – P (E′ ) P (E′ ) = 1 – P(E)

Example:
There are 5 red chips, 4 blue chips, and 6 white chips in
a basket. Find the probability of randomly selecting a
chip that is not blue.
4
P (selecting a blue chip)   0.267
15
4 11
P (not selecting a blue chip)  1    0.733
Magu Wa Thiong'o 15 15
12
 8.2
Conditional Probability and
the Multiplication Rule

Magu Wa Thiong'o
 Conditional Probability

A conditional probability is the probability of an event

occurring, given that another event has already occurred.

P ( B |A) “Probability of B, given A”

Example:
There are 5 red chip, 4 blue chips, and 6 white chips in a
basket. Two chips are randomly selected. Find the
probability that the second chip is red given that the first
chip is blue. (Assume that the first chip is not replaced.)

Because the first chip is selected and not replaced,

there are only 14 chips remaining.
5
P (selecting a red chip|first chip is blue)   0.357
Magu Wa Thiong'o
14
14
Conditional Probability

Example:
100 college students were surveyed and asked how many
hours a week they spent studying. The results are in the
table below. Find the probability that a student spends more
than 10 hours studying given that the student is a male.
Less More
5 to 10 Total
then 5 than 10
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100
The sample space consists of the 49 male students. Of
these 49, 16 spend more than 10 hours a week studying.
16
P (more than 10 hours|male)   0.327
49
15
Independent Events
Two events are independent if the occurrence of one of the
events does not affect the probability of the other event.
Two events A and B are independent if
P (B |A) = P (B) or if P (A |B) = P (A).
Events that are not independent are dependent.
Example:
Decide if the events are independent or dependent.
Selecting a diamond from a standard deck of
cards (A), putting it back in the deck, and 
then selecting a spade from the deck (B).

The occurrence of A does not
P (B A )  13  1 and P (B )  13  1 . affect the probability of B, so
52 4 52 4
Magu Wa Thiong'o the events are independent.
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Multiplication Rule
The probability that two events, A and B will occur in
sequence is
P (A and B) = P (A) · P (B |A).
If event A and B are independent, then the rule can be
simplified to P (A and B) =P(AB) = P (A) · P (B).
Example:
Two cards are selected, without replacement, from a
deck. Find the probability of selecting a diamond, and
then selecting a spade.
Because the card is not replaced, the events are dependent.
P (diamond and spade) = P (diamond) · P (spade |diamond).
13 13 169
    0.064
Magu Wa Thiong'o
52 51 2652
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 Multiplication Rule

Example:
A die is rolled and two coins are tossed.
Find the probability of rolling a 5, and flipping two tails.

P (rolling a 5) = 1 .
6
1
Whether or not the roll is a 5, P (Tail ) = ,
2
so the events are independent.

P (5 and T and T ) = P (5)· P (T )· P (T )

1 1 1
  
6 2 2
1
  0.042
Magu Wa Thiong'o 24
18
 8.3
The Addition Rule

Magu Wa Thiong'o
 Mutually Exclusive Events

Two events, A and B, are mutually exclusive if they

cannot occur at the same time.

A and B

A
B A B

A and B are A and B are not

mutually exclusive. mutually exclusive.
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 Mutually Exclusive Events

Example:
Decide if the two events are mutually exclusive.
Event A: Roll a number less than 3 on a die.
Event B: Roll a 4 on a die.

A B
1
4
2

These events cannot happen at the same time, so

the events are mutually exclusive.
Magu Wa Thiong'o

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 Mutually Exclusive Events

Example:
Decide if the two events are mutually exclusive.
Event A: Select a Jack from a deck of cards.
Event B: Select a heart from a deck of cards.

A J 9 2 B
3 10
J J A 7
K 4
J 5
6Q8

Because the card can be a Jack and a heart at the

same time, the events are not mutually exclusive.
Magu Wa Thiong'o

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 The Addition Rule

The probability that event A or B will occur is given by

P (A or B) = P (A) + P (B) – P (A and B ).
If events A and B are mutually exclusive, then the rule
can be simplified to P (A or B) = P (A) + P (B).
Example:
You roll a die. Find the probability that you roll a number
less than 3 or a 4.
The events are mutually exclusive.
P (roll a number less than 3 or roll a 4)
= P (number is less than 3) + P (4)
2 1 3
    0.5
Magu Wa Thiong'o
6 6 6
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 The Addition Rule

Example:
A card is randomly selected from a deck of cards. Find the
probability that the card is a Jack or the card is a heart.
The events are not mutually exclusive because the
Jack of hearts can occur in both events.

P (select a Jack or select a heart)

= P (Jack) + P (heart) – P (Jack of hearts)
4 13 1
  
52 52 52
16

52  0.308
Magu Wa Thiong'o

24
 The Addition Rule

Example:
100 college students were surveyed and asked how many
hours a week they spent studying. The results are in the
table below. Find the probability that a student spends
between 5 and 10 hours or more than 10 hours studying.
Less More
5 to 10 Total
then 5 than 10
Male 11 22 16 49
Female 13 24 14 51
Total 24 46 30 100

The events are mutually exclusive.

P (5 to10 hours or more than 10 hours) = P (5 to10) + P (10)
46 30 76
    0.76
100 100 100
25
 Counting Principles

Magu Wa Thiong'o
 Counting Principles

They include;
1.Multiplication rule.
2.Permutation.
3.Combination.

Magu Wa Thiong'o
 Fundamental Counting Principle
If one event can occur in m ways and a second event can
occur in n ways, the number of ways the two events can
occur in sequence is m· n. This rule can be extended
for any number of events occurring in a sequence.

Example:
A meal consists of a main dish, a side dish, and a dessert.
How many different meals can be selected if there are 4
main dishes, 2 side dishes and 5 desserts available?
# of main # of side # of
dishes dishes desserts
4  2  5 = 40
There are 40 meals available.
28
 Fundamental Counting Principle
Example:
Two coins are flipped. How many different outcomes are
there? List the sample space.

Start
1st Coin
Tossed
Heads Tails 2 ways to flip the coin
2nd Coin
Tossed
Heads Tails Heads Tails 2 ways to flip the coin

There are 2  2 = 4 different outcomes: {HH, HT, TH, TT}.

29
 Fundamental Counting Principle
Example:
The access code to a house's security system consists of 5
digits. Each digit can be 0 through 9. How many different
codes are available if
a.) each digit can be repeated?
b.) each digit can only be used once and not repeated?
a.) Because each digit can be repeated, there are 10
choices for each of the 5 digits.
10 · 10 · 10 · 10 · 10 = 100,000 codes
b.) Because each digit cannot be repeated, there are 10
choices for the first digit, 9 choices left for the second
digit, 8 for the third, 7 for the fourth and 6 for the fifth.
10 · 9 · 8 · 7 · 6 = 30,240 codes
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 Permutations

A permutation is an ordered arrangement of objects. The

number of different permutations of n distinct objects is n!.
“n factorial”

n! = n · (n – 1)· (n – 2)· (n – 3)· …· 3· 2· 1

Example:
How many different surveys are required to cover all
possible question arrangements if there are 7 questions in
a survey?

7! = 7 · 6 · 5 · 4 · 3 · 2 · 1 = 5040 surveys

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Permutation of n Objects Taken r at a Time

The number of permutations of n elements taken r at

a time is
n! .
n Pr  (n  r)!
# in the
group # taken from
the group

Example:
You are required to read 5 books from a list of 8. In how
many different orders can you do so?

Pr  8P5  8!  8! = 8  7  6  5  4  3  2  1  6720 ways

n
(8  5)! 3! 3  2 1

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 Distinguishable Permutations

The number of distinguishable permutations of n objects,

where n1 are one type, n2 are another type, and so on is
n! , where n1  n2  n3   nk  n.
n1 !  n2 !  n3 ! nk !

Example:
Jessie wants to plant 10 plants along the sidewalk in her
front yard. She has 3 rose bushes, 4 daffodils, and 3 lilies.
In how many distinguishable ways can the plants be
arranged?
10! 10  9  8  7  6  5  4!

3!4!3! 3!4!3!
 4,200 different ways to arrange the plants
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Combination of n Objects Taken r at a Time

A combination is a selection of r objects from a group of n

things when order does not matter. The number of
combinations of r objects selected from a group of n objects is

nC r 
n! .
# in the (n  r)! r !
collection
# taken from
the collection
Example:
You are required to read 5 books from a list of 8. In how
many different ways can you do so if the order doesn’t
matter? 8! = 8  7  6  5!
8C 5 =
3!5! 3!5!
Magu Wa Thiong'o = 56 combinations
34
Application of Counting Principles
Example:
In a state lottery, you must correctly select 6 numbers (in any order)
out of 44 to win the grand prize.
a.) How many ways can 6 numbers be chosen from the 44
numbers?
b.) If you purchase one lottery ticket, what is the
probability of winning the top prize?

44!
a.) C   7,059,052 combinations
44 6 6!38!
b.) There is only one winning ticket, therefore,
1
P (win)   0.00000014
7059052
Magu Wa Thiong'o

35
TYPES OF PROBABILITY
DISTRIBUTION
1. Discrete Probability distributions
2. Continuous probability distributions

36
Discrete Probability
Distributions
 Random Variables

A random variable x represents a numerical value

associated with each outcome of a probability distribution.

A random variable is discrete if it has a finite or countable

number of possible outcomes that can be listed.
x

0 2 4 6 8 10

A random variable is continuous if it has an uncountable

number or possible outcomes, represented by the intervals
on a number line.
x

0 2 4 6 8 10

38
 Random Variables

Example:
Decide if the random variable x is discrete or continuous.
a.) The distance your car travels on a tank of gas
The distance your car travels is a continuous
random variable because it is a measurement that
cannot be counted. (All measurements are
continuous random variables.)

b.) The number of students in a statistics class

The number of students is a discrete random
variable because it can be counted.
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 Discrete Probability Distributions

A discrete probability distribution lists each possible value

the random variable can assume, together with its
probability. A probability distribution must satisfy the
following conditions.

In Words In Symbols

1. The probability of each value of 0  P (x)  1

the discrete random variable is
between 0 and 1, inclusive.

2. The sum of all the probabilities ΣP (x) = 1

is 1.

40
Constructing a Discrete Probability Distribution

Guidelines
Let x be a discrete random variable with possible
outcomes x1, x2, … , xn.
1. Make a frequency distribution for the possible
outcomes.
2. Find the sum of the frequencies.
3. Find the probability of each possible outcome by
dividing its frequency by the sum of the frequencies.
4. Check that each probability is between 0 and 1 and
that the sum is 1.

41
Constructing a Discrete Probability Distribution

Example:
The spinner below is divided into two sections. The
probability of landing on the 1 is 0.25. The probability of
landing on the 2 is 0.75. Let x be the number the spinner
lands on. Construct a probability distribution for the
random variable x.

1 x P (x)
1 0.25 Each probability is
2
2 0.75 between 0 and 1.

The sum of the probabilities is 1.

42
Constructing a Discrete Probability Distribution

Example:
The spinner below is spun two times. The probability of
landing on the 1 is 0.25. The probability of landing on the 2
is 0.75. Let x be the sum of the two spins. Construct a
probability distribution for the random variable x.
The possible sums are 2, 3, and 4.

P (sum of 2) = 0.25  0.25 = 0.0625

1

Spin a 1 on the “and” Spin a 1 on the second

2 first spin. spin.

Continued.

43
Constructing a Discrete Probability Distribution

Example continued:
P (sum of 3) = 0.25  0.75 = 0.1875
1
Spin a 1 on the “and” Spin a 2 on the second
first spin. spin.
2

“or”
P (sum of 3) = 0.75  0.25 = 0.1875
Sum of
P (x)
spins, x Spin a 2 on the “and” Spin a 1 on the second
2 0.0625 first spin. spin.
3 0.375
4 0.1875 + 0.1875 Continued.

44
Constructing a Discrete Probability Distribution

Example continued:

1
P (sum of 4) = 0.75  0.75 = 0.5625

2
Spin a 2 on the “and” Spin a 2 on the second
first spin. spin.

Sum of
P (x)
spins, x
Each probability is between 0 and 1,
2 0.0625 and the sum of the probabilities is 1.
3 0.375
4 0.5625

45
Graphing a Discrete Probability Distribution

Example:
Graph the following probability distribution using a histogram.
Sum of P(x)
Sum of Two Spins
P (x)
spins, x 0.6
2 0.0625 0.5
3 0.375
0.4
Probability

4 0.5625
0.3

0.2

0.1
0 x
2 3 4
Sum
46
 Cumulative Probability Function

 The cumulative probability function, denoted F(c), shows the

probability that X is less than or equal to c

F(c) = P(X≤c)

 In other words,

F(c) = ∑x≤c P(X=x)

Less
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47

47
The Expectation (Mean) of Discrete
Probability Distribution
 The expectation or mean of a discrete random variable X, is
computed by the formula:

E(x)  Σ[xP(x)]
 x 1P(x1 )  x 2P(x 2 )  ...  x nP(x n )

 Example:
Toss 2 coins, x = # of heads, what is the expected value of
x?
 P(0) = 0.25, P(1)=0.5, P(2)=0.25.
 E(X) = P(0)*0 + P(1)*1 + P(2)*2 = 1

Lesson4-48
48
 Expectation of a general functions of random
variables

 If P(x) is the probability function of a discrete random variable X, and

g(X) is some function of X , then the expected value of function g is

 E[g(x)] = g( E(x) ) = g( ∑x xP(x) )

✓ E[g(x)] = E[g(x)] = ∑x g(x)P(x)

Less
on4-
49

49
 Expectation of a general functions of random
variables

X-value Probability
Experiment: Toss 2 Coins.
0 1/4 =0.25
Let X = # heads.
1 1/2 =0.5
g(x) = x2
2 1/4 =0.25

E[g(x)] = g( E(x) ) = g( ∑x xP(x) )


= (0*0.25 + 1*0.5 + 2*0.25)2=12=1

✓ E[g(x)] = E[g(x)] = ∑x g(x)P(x)

= 02*0.25 + 12*0.5 + 22*0.25=1.5

Less
on4-
50

50
 The Expectation, Variance and
standard deviation of d.r.v

A discrete random variable is a

variable that takes whole numbers
and has been obtained by chance.

Its symbol is a capital X and elements

in it are x. Its average is obtained by
multiplying each possible value of the
random variable by the corresponding
probability and summing the terms.

Lesson4-51
51
 The Expectation, Variance and standard
deviation of d.r.v

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52
Example

53
 Expected Value
Example continued:
At a raffle, 500 tickets are sold for $1 each for two prizes of
$100 and $50. What is the expected value of your gain?

Gain, x P (x ) E(x) = ΣxP(x).

1
$99 500 1 1 498
 $99   $49   ($1) 
1 500 500 500
$49
500
 $0.70
–$1 498
500
Because the expected value is negative, you
Winning no can expect to lose $0.70 for each ticket you
prize buy.

54
 Finding Probabilities
Example:
The following probability distribution represents the probability of
selecting 0, 1, 2, 3, or 4 red chips when 4 chips are selected.
x P (x) a.) Find the probability of selecting no
0 0.24 more than 3 red chips.
1 0.412
2 0.265
3 0.076 b.) Find the probability of selecting at
4 0.008 least 1 red chip.
a.) P (no more than 3) = P (x  3) = P (0) + P (1) + P (2) + P (3)
= 0.24 + 0.412 + 0.265 + 0.076 = 0.993
b.) P (at least 1) = P (x  1) = 1 – P (0) = 1 – 0.24 = 0.76
Complement
55
 Example 1: Tossing coin(s)
Discrete Probability Distribution
Experiment: Toss 1 Coin. Let X = # heads.
Show P(x) , i.e., P(X = x) , for all values of x:

2 possible outcomes Probability Distribution

X-value Probability
T 0 1/2 =0.5
1 1/2 =0.5
H 0.5

0.4

0.3

0.2

0.1

0 Less
0 on4-
1
56

56
 Example 1: Tossing coin(s)
Discrete Probability Distribution

Experiment: Toss 2 Coins. Let X = # heads.

Show P(x) , i.e., P(X = x) , for all values of x:

4 possible outcomes Probability Distribution

X-value Probability
T T 0 1/4 =0.25
1 1/2 =0.5
T H 2 1/4 =0.25

0.5

H T 0.4

0.3

0.2

H H 0.1 Less
on4-
0 57
0 1 2
57
Example 1: Tossing coin(s)
Discrete Probability Distribution
 Consider a random experiment in which a coin is tossed three times. Let
x be the number of heads. Let H represent the outcome of a head and
T the outcome of a tail.

 The possible outcomes for such an experiment will be:

TTT, TTH, THT, THH,
HTT, HTH, HHT, HHH.
 Thus the possible values of x (number of heads) are
x=0: TTT P(x=0) =1/8
x=1: TTH, THT, HTT P(x=1) =3/8
x=2: THH, HTH, HHT P(x=2) =3/8
x=3: HHH P(x=3) =1/8

Lesson4-58
58
 Features of a Univariate Discrete Distribution

 Let x1,…,xN be the list of all possible outcomes (N of them).

 The main features of a discrete probability distribution are:

 The probability of a particular outcome, P(xi), is between 0 and 1.00.
 The sum of the probabilities of the various outcomes is 1.00. That is,
P(x1) + … + P(xN) = 1
 The outcomes are mutually exclusive. That is,
P(x1 and x2) = 0 and
P(x1 or x2) = P(x1)+ P(x2)
Outcome Prob.
 Generally, for all i not equal to k.
x1 P(x1)
P(xi and xk) = 0.
P(xi or xk) = P(xi)+ P(xk)
x2 P(x2)
…
Less
…
on4-
x
59N
P(xN)
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 Features of a Univariate Discrete Distribution

Can the following be a probability distribution of a

random variable?
x Prob. x Prob.
1 0.2 1 0.6
2 0.3 2 0.3
3 0.1 3 0.1
1 0.4

event Prob.
1 or 2 0.6
2 or 3 0.3
3 or 1 0.1 Less
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60
 Variance of a linear transformed random
variable

 If a and b are constants and X is a random variable, then

Var(a) = 0
Var(bX) = b2Var(X)
Var(a+bX) = b2Var(X)

Var(a  bX )  E[ a  bX  (a  bμ ) ]2
 E[ bX  bμ ]2
 E[ b(X  μ) ]2
 E[ b 2 (X  μ) 2 ]
 b 2 E[ (X  μ) 2 ]
 b 2 Var(X)

Less
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 Example
A die is tossed once. A random
variable X is the number that shows
on top of the die. If the die has 6
sides labelled 1,2,3,4,5,6 answer the
following determine;
a. Probability distribution of (X)
b. E(x)
c. S.d x
Magu Wa Thiong'o

62
 Example Solution A die is tossed once. A random variable X is the number
that shows on top of the die. If the die has 6 sides labelled 1,2,3,4,5,6
answer the following determine;

a. Probability distribution of (X)

 Probability distribution( pmf = probability mass function, is the
function for discrete r.v ) is a tabulation or a function that defines
elements of a r.v and their probability.
 X={1,2,3,4,5,6}

X=xi 1 2 3 4 5 6

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63
 Example Solution A die is tossed once. A random variable X is the number
that shows on top of the die. If the die has 6 sides labelled 1,2,3,4,5,6
answer the following determine;

b. E (X) and c. s.d(x)

X=
xi
1 1/6 1/6 1 1/6
2 1/6 2/6 4 4/6
3 1/6 3/6 9 9/6
4 1/6 4/6 16 16/6
5 1/6 5/6 25 25/6
6 1/6 6/6 36 36/6
Tot 1 E (x) = 21/6

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EXAMPLE


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Solution: A random variable X is obtained as the sum of the number
that show up when
Dietwo
2 dice are tossed simultaneously .
1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
(X=x)= {2,3,4,4,5,6,7,8,9,10,11,12}
Die 1

3 4 5 6 7 8 9 Probability space is 36.

4 5 6 7 8 9 10 Pdf is;
5 6 7 8 9 10 11
6 7 8 9 10 11 12

X=x 2 3 4 5 6 7 8 9 10 11 12
P(X=x)

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Solution: A random variable X is obtained as the sum of the number that
xi
2
P(xi) xip(xi)
show up when two dice are tossed simultaneously
4
.
3 9

4 16

5 25

6 36

7 44

8 64

9 81

10 100

11 121

12 144

Total Total

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Exercise q1


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Exercise q2


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 Continuous Random Variables
A continuous random variable takes all real number value between a given set
of numbers.

The dimensional length of a manufactured part is subject to small variations

in measurement due to vibrations, temperature fluctuations, operator
differences, calibration, cutting tool wear, bearing wear, and raw material
changes.

This length X would be a continuous random variable that would occur in an

interval (finite or infinite) of real numbers.
The number of possible values of X, in that interval, is uncountably infinite
and limited only by the precision of the measurement instrument.

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 Continuous Density Functions pdf
A function that define probabilities of a c.r.v is called probability density
function (p.d.f)
Density functions, in contrast to mass functions, distribute
probability continuously along an interval.
The loading on the beam between points a & b is the integral of
the function between points a & b.

Figure 4-1 Density function as a loading on a long, thin

beam. Most of the load occurs at the larger values of x.
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A probability density function f(x) describes the
probability distribution of a continuous random
variable. It is analogous to the beam loading.

Figure 4-2 Probability is determined from the area under f(x) from a to b.
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 Properties of Probability Density Function
For a continuous random variable X ,
a probability density function is a function such that

(1) f  x  0 means that the function is always non-negative.


(2) 

f ( x)dx  1

b
(3) P  a  X  b    f  x  dx  area under f  x  dx from a to b
a

(4) f  x  0 means there is no area exactly at x.

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 Histograms
A histogram is graphical display of data showing a series of adjacent
rectangles. Each rectangle has a base which represents an interval of
data values. The height of the rectangle creates an area which
represents the relative frequency associated with the values included
in the base.

A continuous probability distribution f(x) is a model approximating a

histogram. A bar has the same area of the integral of those limits.

Figure 4-3 Histogram approximates a probability density function.

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 Area of a Point
If X is a continuous random variable, for any x1 and x2 ,
P  x1  X  x2   P  x1  X  x2   P  x1  X  x2   P  x1  X  x2  (4-2)
which implies that P  X  x   0.

From another perspective:

As x1 approaches x2 , the area or probability becomes smaller and smaller.
As x1 becomes x2 , the area or probability becomes zero.

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THE EXPECTATION AND VARIANCE OF
C.R.V


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 SUMMARY FOR GENERAL PROPERTIES OF
PROBABILITY DISTRIBUTIONS
The table below shows the summary for general properties of the fu.

Properties Discrete random variable Continuous random variable

Elements of Finite /Discrete/whole no. All no. of a given formula.
f table formula Infinite,
Name of fu Probability mass Probability density function
function(p.m.f) (p.d.f)
Mean/
average/
Expectation
formula
Variance
formula

Distribution
function (F)
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Example 4-1: Electric Current
Let the continuous random variable X denote the
current measured in a thin copper wire in
milliamperes (mA). Assume that the range of X is 0
≤ x ≤ 20 and f(x) = 0.05. What is the probability
that a current is less than 10mA?
Answer:
10
P  X  10    0.5dx  0.5
0

Another example,
20
P  5  X  20    0.5dx  0.75 Figure 4-4 P(X < 10) illustrated.
5
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 Example 4-2: Hole Diameter
Let the continuous random variable X denote the diameter of a
hole drilled in a sheet metal component. The target
diameter is 12.5 mm. Random disturbances to the process
result in larger diameters. Historical data shows that the
distribution of X can be modeled by f(x)= 20e-20(x-12.5), x ≥
12.5 mm. If a part with a diameter larger than 12.60 mm is
scrapped, what proportion of parts is scrapped?
Answer:


Figure 4-5 P  X  12.60  
20 x 12.5

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
12.6
20e dx  0.135
79

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Cumulative Distribution Functions CDF
F(x)
The cumulative distribution function
of a continuous random variable X is,
x
F  x  P  X  x   f  u  du for    x   (4-3)


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 Relationship between probability function
f(x) and distribution function F(x)


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Properties of Distribution Function F(X).

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Measures of location using F


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Example

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

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Example

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

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

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

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

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 f. Variance

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 Type of continuous probability
distribution function

They include

i. Uniform
ii. Exponential
iii. Normal
iv. Gamma
v. Beta
vi. Waibull
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Exercise

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Exercise

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Exercise

95
 Example 4-3: Electric Current

For the copper wire current measurement in Exercise 4-1, the cumulative
distribution function (CDF) consists of three expressions to cover the
entire real number line.

0 x <0
F (x ) = 0.05x 0 ≤ x ≤ 20
1 20 < x

Figure 4-6 This graph shows the CDF as

a continuous function.
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 Example 4-4: Hole Diameter
For the drilling operation in Example 4-2, F(x)
consists of two expressions. This shows the proper
notation.

F  x  0 for x  12.5
x
F  x 
20 u 12.5

12.5
20e du

20 x 12.5
 1 e for x  12.5

Figure 4-7 This graph shows F(x)

as a continuous function.

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Density vs. Cumulative Functions

 The probability density function (PDF) is the derivative

of the cumulative distribution function (CDF).
 The cumulative distribution function (CDF) is the
integral of the probability density function (PDF).

dF  x 
Given F  x  , f  x   as long as the derivative exists.
dx

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Concept of Joint Probabilities

 A joint probability distribution will describe the

behavior of several random variables, say, X and Y. The
graph of the distribution is 3-dimensional: x, y, and
f(x,y).

 If the varaibles are two we obtain bivariate j.p.d

 For instance; The length (X) of a injection-molded part

might not be independent of the width (Y). Individual
parts will vary due to random variation in materials and
pressure.

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Example 5-1: Signal Bars
You use your cell phone to check your airline reservation. The airline
system requires that you speak the name of your departure city to the
voice recognition system.
 Let Y denote the number of times that you have to state your
departure city.
 Let X denote the number of bars of signal strength on you cell
phone.

1 2 3 Bar Chart of
10.00 20.00 25.00 Number of Repeats vs. Cell
Phone Bars
20.00 30.00 20.00
20.00 10.00 5.00
0.25
15.00 10.00 5.00
0.20

Probability
0.15

0.10
4 Times
0.05 3 Times
Figure 5-1 Joint probability Twice
0.00
distribution of X and Y. The table cells 1
2
Once
3
are the probabilities. Observe that
Cell Phone Bars
more bars relate to less repeating.
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Example 5-1: Signal Bars
You use your cell phone to check your airline reservation. The airline
system requires that you speak the name of your departure city to the
voice recognition system.
 Let Y denote the number of times that you have to state your
departure city.
 Let X denote the number of bars of signal strength on you cell
phone.

y = number of x = number of bars Bar Chart of

Number of Repeats vs. Cell
times city of signal strength Phone Bars
name is stated 1 2 3
1 0.01 0.02 0.25 0.25
2 0.02 0.03 0.20 0.20

Probability
3 0.02 0.10 0.05 0.15
4 0.15 0.10 0.05 0.10
4 Times
0.05 3 Times
Figure 5-1 Joint probability Twice
0.00
distribution of X and Y. The table cells 1
2
Once
3
are the probabilities. Observe that
Cell Phone Bars
more bars relate to less repeating.
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Joint Probability Mass Function Defined And properties

The joint probability mass function of the

discrete random variables X and Y ,
denoted as f XY  x, y  , satifies:

(1) f XY  x, y   0 All probabilities are non-negative

(2)  f  x, y   1
x y
XY The sum of all probabilities is 1

(3) f XY  x, y   P  X  x, Y  y  (5-1)

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Marginal Probability Distributions (discrete)
For a discrete joint PDF, there are marginal distributions for
each random variable, formed by summing the joint PMF
over the other variable.

f X  x    f  xy  y = number of x = number of bars

y
times city of signal strength
fY  y    f  xy  name is stated 1 2 3 f (y ) =
x 1 0.01 0.02 0.25 0.28
2 0.02 0.03 0.20 0.25
3 0.02 0.10 0.05 0.17
4 0.15 0.10 0.05 0.30
f (x ) = 0.20 0.25 0.55 1.00

Figure 5-6 From the prior example, the joint PMF is shown in
YELLOW while the two marginal PMFs are shown in PINK.
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Marginal Probability Distributions
(continuous)
 Rather than summing a discrete joint PMF, we integrate a continuous joint
PDF.
 The marginal PDFs are used to make probability statements about one
variable.
 If the joint probability density function of random variables X and Y is
fXY(x,y), the marginal probability density functions of X and Y are:

f X  x    f XY  x, y dy
y

fY  y    f XY  x, y dx (5-3)
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Exercise
a. Use the reference book Introduction to probability and
statistics by Richard L. Scheafer
Questions
Supplementary Exercise 6.75-6.90(Hint: consider to review
exercise 6.0-6.75 before attempting this task)

b. Use the reference book Applied Statistics and probability

for Engineers by Douglas C. Montgomery et al
Questions
Exercise 5.67-5.78

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