Week 2 - Probability Theory
Week 2 - Probability Theory
SANTILLAN
INTRODUCTION
Jointly with statistics, probability theory is a branch of
mathematics that has been developed to deal with uncertainty.
Sample Spaces
The sample space S of an experiment is a set consisting of all of
the possible experimental outcomes.
Example 1:
An engineer in charge of the maintenance of a particular machine
notices that its breakdowns can be characterized as due to an
electrical failure within the machine, a mechanical failure
of some component of the machine, or operator misuse. When the
machine is running, the engineer is uncertain what will be the cause
of the next breakdown.
S = {electrical, mechanical, misuse}
PROBABILITIES
Example 2:
A company sells computer chips in boxes of 500, and each chip can
be classified as either satisfactory or defective. The number of
defective chips in a particular box is uncertain, and
the sample space is
Example 3:
A manager supervises the operation of three power plants, plant X,
plant Y, and plant Z. At any given time, each of the three plants can
be classified as either generating electricity (1) or being idle (0). With
the notation (0, 1, 0) used to represent the situation where plant Y is
generating electricity but plants X and Z are both idle, the sample
space for the status of the three plants at a particular point in time is
Diagram of the sample space for this example, where the sample space is
represented by a box containing the individual outcomes are called Venn
diagrams.
PROBABILITIES
A set of probability values for an experiment with a sample space S
= {O1, O2, . . . , On} consists of some probabilities
p 1, p2, . . . , p n
that satisfy
0 ≤ p1 ≤ 1, 0 ≤ p2 ≤ 1, . . . , 0 ≤ pn ≤ 1
and
p 1 + p2 + · · · + p n = 1
P(A) + P(A’) = 1
A ∩ A’ = ∅
where ∅ is referred to as the “empty set.”
P(A ∩ A’ ) = P(∅) = 0
COMBINATIONS OF
EVENTS
for P(B) > 0. It measures the probability that event A occurs when
it is known that event B occurs.
CONDITIONAL
PROBABILITY
If A∩B = ∅ for mutually exclusive events, this intuitive
reasoning is in agreement with the formula
P(A|B) = P(A ∩ B)/P(B) = 0/P(B) = 0.
If B ⊂ A (A ∩ B = B), this intuitive reasoning is in
agreement with the formula
P(A|B) = P(A ∩ B)/P(B) = P(B)/P(B) = 1.
CONDITIONAL
PROBABILITY
EXAMPLE:
Any one of these three conditions implies the other two. The
interpretation of two events being independent is that knowledge
about one event does not affect the probability of the other event.
P(exactly one heart) = P(first card heart, second card not heart)
+ P(first card not heart, second card heart) = (13/52 × 39/51) + (39/52 × 13/51)
= 13/34 = 0.382
B. Suppose that two cards are drawn from a pack of cards with replacement.
What is the probability that exactly one card from the heart suit is obtained?
P(exactly one heart) = P(first card heart, second card not heart)
+ P(first card not heart, second card heart)
= (1/4 × ¾) + (3/4 × ¼) = 3/8 = 0.375
POSTERIOR
PROBABILITIES
LAW OF TOTAL PROBABILITY
If A1, . . . , An is a partition of a sample space, then the probability
of an event B can be obtained from the probabilities P(Ai) and
P(B|Ai) using the formula
HISTORICAL NOTE
Thomas Bayes was born in London, England, in 1702. He was
ordained and ministered at a Presbyterian church in Tunbridge Wells,
about 35 miles outside London. He was elected a Fellow of the Royal
Society in 1742 and died on April 17, 1761. His work on posterior
probabilities was discovered in his papers after his death.
COUNTING
TECHNIQUES
MULTIPLICATION
RULE
If an experiment consists of
k components for which the
number of possible outcomes
are n1, . . . , nk, then the total
number of experimental
outcomes (the size of the
sample space) is equal to
n1 × n2 × · · · × nk
COUNTING
TECHNIQUES
A side panel for a car is made from a sheet of metal in the following
way. The metal sheet is first sent to a cleaning machine, then to a
pressing machine, and then to a cutting machine. The process is
completed by a painting machine followed by a polishing machine.
Suppose that there are six cleaning machines, three pressing
machines,
eight cutting machines, five painting machines, and eight polishing
machines.
The number of possible “pathways” through the manufacturing
process is
COUNTING
TECHNIQUES
EXAMPLE:
A chemical engineer wishes to conduct an experiment to determine
how four factors (electrical charges, density of the coating material,
temperature of the cloud chamber, and speed at which the fiber is
passed through the chamber) affect the quality of the coating. The
engineer is interested in comparing three charge levels, five density
levels, four temperature levels, and three speed levels. What is the
total number of possible experimental conditions ?
COUNTING
TECHNIQUES
FACTORIALS
If n is a positive integer, the quantity n! called “n factorial” is defined
to be
n! = n(n − 1)(n − 2) · · · (1)
Also, the quantity 0! is taken to be equal to 1.
PERMUTATIONS
A permutation of k objects from n objects (n ≥ k) is an ordered
sequence of k objects selected without replacement from the group of
n objects. The number of possible permutations of k objects from n
objects is
= n(n − 1)(n − 2) · · · (n − k + 1) = n!/(n − k)!
COUNTING
TECHNIQUES
EXAMPLE:
A. A food company has four different recipes for a potential new
product and wishes to compare them through consumer taste tests. In
these tests, a participant is given the four types of food to taste in a
random order and is asked to rank various aspects of their taste. In
how many ways can the four products be ranked? (24)