Lecture 2: Probability

MSU-STT-351-Sum-19A

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 1 / 39

Chance Experiment

In this lecture, we discuss

1 Random Experiments
2 Sample Space
3 Events
4 Tree Diagram
5 Venn Diagram

Our conclusions based on random samples can be extended to the

population. Otherwise, they are summaries for that particular data set only.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 2 / 39

Random Experiment

Probability methods help us to evaluate the reliability and confidence of

the sample statistics.

Random (Chance) Experiment: An experiment (process, situation)

whose outcomes are known, but cannot be predicted in advance. Random
experiments arise out of natural phenomena or we perform them for
inferential purposes.

Probability is a way modeling of outcomes of a random experiment. First

we define the following concepts:
1 Sample Space
2 Events
3 Probability

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 3 / 39

Random Experiment

Sample space (S): The set of all possible outcomes (simple events) of a
random experiment.

A Simple Event (e): An event consisting of only one possible outcome.

Compound Event: An event consisting of more than one outcome.

An event: Either a simple event or a compound event. That is, an event is

any subset of S.

Note: We will always use the terminology “event” and will not differentiate
between a simple and a compound event.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 4 / 39

Random Experiment

Example 1.
Experiment: A single die is rolled.
Sample space: S = {1, 2, 3, 4, 5, 6}.
Simple events: {1}, {2}, . . . , {6}.
An event: B = {1, 3, 5}, an event of odd integers.

Note an event is a set of simple events or a subset of S .

Example 2
Experiment: Two dice are rolled.
Sample space: S = {(1, 1), (1, 2), . . . , (6, 6)}.
Some simple events: (3, 4) or (5, 6) or (6, 6).
An event: C = {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}

Note C denotes the event of getting the same outcome on both the dice.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 5 / 39

Tree Diagram

Tree Diagram: A sketch of steps performed/involved in a random

experiment.

Example 3. The tree diagram for the outcomes of the experiment of

flipping a coin two times:

HH
H
T
H HT

TH
H
T

T TT

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 6 / 39

Chance Experiment

Example 4. The following figure represents the tree diagram for the
selection of fasteners (nuts and bolts) used in aircraft manufacturing:

All the branches need not be of the same length. That is, some branches
may stop early, while others may extend through some additional
branching points.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 7 / 39

 meet standards

scrap

do not meet standards meet standards

redust crimp

redust crimp

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 8 / 39

Set Theoretic Relations

Definitions: Let A and B be two events. Then

(i) A c = Complement of the event A =the set of all simple points that are
not in A . If A c occurs, the event A does not occur.
(ii) Two events A and B are disjoint (mutually exclusive) if there is no
common simple event. That is, A ∩ B = φ.
(iii) A and B = A ∩ B= consists of all simple events common to both A and
B. In this case, both A and B occur.
S
(iv) A or B = A B= consists of all simple events that are either in A or in
B or in both. (At least one of the events A or B occurs, that is, A occurs, or
B occurs, or both occur).
(v) Two events A and B are independent if the occurrence of one does
not affect the occurrence of the other.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 9 / 39

Set Theoretic Relations

Venn diagram: Venn diagrams are used to show the relationships

between events. They are a two dimensional figures (circles or rectangles)
whose enclosed regions represent an event.
A rectangle denotes the sample space, and the circles inside denote the
events. Common areas also represent common parts of the events.
Some Venn diagrams for two events A and B are given below:

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 10 / 39

 A B A B A B

S S S
(a) Venn diagram of (b) Shaded region is (c) Shaded region is
events A and B A ∩B A ∪B

A B
Ac
A

S S
c (e) Mututally exclusive
(d) Shaded region is A
events

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 11 / 39

Set Theoretic Relations

Some simple excercises:

Exercise 2. Sketch a Venn diagram for the following two events in a single
die experiment: A = {a number less than 5}; B = {an even number}.

Exercise 3. Observe the weather on two consecutive days. Sketch a Venn

diagram for two events:
A = {bad weather on 1st day}; B = {bad weather on 2nd day}.
Then find on the Venn diagram the event: nice weather on 1st day or nice
weather on 2nd day.

De Morgan Laws: Let A and B be two events. Then

(A ∪ B )c = A c ∩ B c ; (A ∩ B )c = A c ∪ B c

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 12 / 39

Set Theoretic Relations
Example 5. Draw the Venn Diagram for showing two events A and B
which are not disjoint. Also, depict the event which corresponds to A but
not B .

Solution: Any two events A and B for which (i) A and B are disjoint and
(ii) the event A or B does not coincide with the entire sample space S and
satisfy P (A ) + P (B ) , 1.

Two non-overlapping circles representing A and B, whose combined area

is less than 1 will serve the purpose. The diagram is given below:

A B

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 13 / 39

Set Theoretic Relations

Example 6. An engineering firm is constructing power plant at three

different sites. Define Ai = the event that the plant at site i is completed by
contract date, i = 1, 2, 3.
Draw the Venn diagram for the event and shade the region corresponding
to the event that
(a) At least one plant is completed by contract date.
(b) All plants are completed by the contract date.
(c) Only plant at site 1 is completed by the contract date.
(d) Exactly one plant is completed by the contract date.
(e) Either the plant at site 1 or both of the other two plants are completed
by the contract date.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 14 / 39

Set Theoretic Relations

S S
Solution: (a) A1 A2 A3

A2
A1

A3

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 15 / 39

Set Theoretic Relations

T T
(b) A1 A2 A3

A2
A1

A3

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 16 / 39

Set Theoretic Relations

A2c A3c
T T
(c) A1

A2
A1

A3

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 17 / 39

Set Theoretic Relations

A2c A3c ) (A1c A3c ) (A1c A2c

T T S T T S T T
(d) (A1 A2 A3 )

A2
A1

A3

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 18 / 39

Set Theoretic Relations

S T
(e) A1 (A2 A3 )

A2
A1

A3

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 19 / 39

Probability: Definition

Probability of an event A is the quantification of the likelihood of A in a

random experiment. A formal definition follows.

Definition 1
Probability is a function which assigns to each event a number P(A) with
the properties:
Axiom 1: For any event A, 0 ≤ P (A ) ≤ 1.
Axiom 2: For the sample space S, P (S ) = 1.
Axiom 3: If A1 , A2 , . . . is a sequence of disjoint events, then
∞
X
P (A1 ∪ A2 ∪ . . .) = P (Ai ).
i =1

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 20 / 39

Probability: Definition and Properties

Note: For any two disjoint events A and B,

P (A or B ) = P (A ∪ B ) = P (A ) + P (B ).

Intuitively, P(A) represents the proportion of times an event A occurs in the

long run.
Properties:
Proposition 1.
For any event A, P (A ) + P (A c ) = 1 which implies P (A c ) = 1 − P (A ).
This implies P (φ) = 0.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 21 / 39

Probability: Properties

Proposition 2.
For any two events A and B, not necessarily disjoint ones,

P (A ∪ B ) = P (A ) + P (B ) − P (A ∩ B ).

Proposition 3:
For any three events A, B, and C,
P (A ∪ B ∪ C ) =
P (A ) + P (B ) + P (C ) − P (A ∩ B ) − P (A ∩ C ) − P (B ∩ C ) + P (A ∩ B ∩ C )

Excercise 4: Prove the above result using the result in Proposition 2.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 22 / 39

Some Examples

Example 1. Suppose that the probability that it rains on Friday is 0.4, and
that it rains on Saturday is 0.8, and that it rains on both days is 0.3. Then
the probability of rain on Friday or Saturday is

P (A ∪ B ) = P (A ) + P (B ) − P (AB ) = 0.4 + 0.8 − 0.3 = 0.9.

Example 2. (Ex 14) A utility company offers a lifeline rate to any

household whose electricity usage falls below 240 kWh during a particular
month. Let A and B respectively denote the event that a randomly
selected household in a certain community does not exceed the lifeline
usage during January, and during July. Suppose P (A ) = 0.8, P (B ) = 0.7,
and P (A ∪ B ) = 0.9.
Compute the following:
(a) P (A ∩ B ).
(b) The probability that the lifeline usage amount is exceeded in exactly
one of the two months. Describe this event in terms of A and B.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 23 / 39

Probability: Properties

Solution: (a) Note P (A ∪ B ) = P (A ) + P (B ) − P (A ∩ B ). Hence,

P (A ∩ B ) = P (A ) + P (B ) − P (A ∪ B ) = 0.8 + 0.7 − 0.9 = 0.6

(b) P (shaded region) = P (A ∪ B ) − P (A ∩ B ) = 0.9 − 0.6 = 0.3.

B
A

Note the shaded region = event of interest = (A ∩ B c ) ∪ (A c ∩ B )

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 24 / 39

Probability: Examples

Example 3. The three major options on a certain type of new car are an
automatic transmission (A), a sunroof (B), and a stereo with compact disc
player (C). Suppose 70% of all purchases request A, 80% request B, 75%
request C, 85% request A or B, 90% request A or C, 95% request B or C,
and 98% request A or B or C.

Compute the probabilities of the following events.

(a) The next purchaser will request at least one of the three options.
(b) The next purchaser will select none of the three options.
(c) The next purchaser will request only an automatic transmission and not
either of the other two options.
(d) The next purchaser will select exactly one of these three options.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 25 / 39

Probability: Examples

Solution: It is given P (A ) = 0.70, P (B ) = 0.80, P (C ) = 0.75, Also,

P (A ∪ B ) = 0.85, P (A ∪ C ) = 0.90, P (B ∪ C ) = 0.95 and
P (A ∪ B ∪ C ) = 0.98.

Then we compute

P (A ∩ B ) = P (A ) + P (B ) − P (A ∪ B ) = 0.65
P (A ∩ C ) = 0.55, P (B ∩ C ) = 0.60
P (A ∩ B ∩ C ) = P (A ∪ B ∪ C ) − P (A ) − P (B ) − P (C )
+P (A ∩ B ) + P (A ∩ C ) + P (B ∩ C )
= 0.98 − 0.7 − 0.8 − 0.75 + 0.65 + 0.55 + 0.60
= 0.53

All the above information is given in the following Venn diagram.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 26 / 39

Probability: Examples

B
A
0.03 0.12 0.08

0.53
0.07
0.02

0.13

C 0.02

Using the above quantities, we obtain

(a) P (A ∪ B ∪ C ) = 0.98, as given
(b) P (none selected) = 1 − P (A ∪ B ∪ C ) = 1 − 0.98 = 0.02

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 27 / 39

Probability: Examples

(c) P(only automatic transmission selected)=

P (A ∩ B c ∩ C c ) = P (A ) − P (A ∩ B ) − P (A ∩ C ) + P (A ∩ B ∩ C )
= .70 − .65 − .55 + .53
= 0.03 (from the Venn diagram).

(d) P(exactly one of the three)=0.03+0.08+0.13=0.24.

Alternatively,

(d ) =P (A ∪ B ∪ C ) − P (A ∩ B ) − P (A ∩ C ) − P (B ∩ C ) + 2P (A ∩ B ∩ C )
=0.24.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 28 / 39

Counting Techniques

Equally Likely Outcomes: In many random experiments of N (simple)

outcomes, all the outcomes are equally likely. In such cases, the
probability of each outcome is N1 . Also, for any event A, let N (A ) denote
the number of outcomes contained in A . Then the probability of A is
N (A )
P (A ) = N .

2.3 Counting Techniques

When the outcomes of the experiment are equally likely, the task of
computing probabilities of an event requires counting the number of
elements in that event. Then the probability of an event A is

|A |
P (A ) = ,
|S |
where |A | = cardinality of A .

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 29 / 39

Counting Techniques

The concept of permutations and combinations play an important role in

computing the cardinality of A .
A Counting Technique:
The product rule: If the first element of an ordered pair can be selected in
n1 ways, and for each of these n1 ways, the second element of the pair
can be selected in n2 ways, then the number of possible pairs is n1 n2 .
Example: Playing cards have 13 face values and 4 suits. There are thus
4 × 13 = 52 face value/suit combinations.
Example 1. An 8-bit binary word is a sequence of 8 digits, each of which
may be either a 0 or 1. How many different 8-bit words are there?

Answer: 28 = 256. Here n1 = n2 = . . . = n8 = 2.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 30 / 39

Permutations
Example 2.

One instructor and 72 students are in the classroom. Find:

(a) What is the probability that no student has the same birthday as the
instructor?
(b) What is the probability that no students share a common birthday?
(364)72
Answer: (a): For the first question, = 0.82.
(365)72

(b): For the second question,

365 × 364 × 363 × ... × (365 − 72 + 1)

< 1%.
36572
This is called “The Birthday Paradox” because it seems counterintuitive
that the probability would be low in such a small number of people.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 31 / 39

Permutations

Permutations
Any ordered sequence of k objects taken from a set of n distinct objects
called a permutation of size k of the objects. The number of permutations
of size k that can be constructed from the n objects is denoted by Pk ,n . By
the product rule,

n!
Pk ,n = n(n − 1)(n − 2)...(n − k + 2)(n − k + 1) = .
(n − k )!

Example 3. How many different ordered sequences is possible by

arranging three different objects?

Answer: 3 × 2 × 1 = 3! = 6.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 32 / 39

Counting Techniques

Combinations
Given a set of n distinct objects, any unordered subset of size k of the
objects is called a combination. The number of combinationsn  of size k that
can be formed from n distinct objects will be denoted by k . The number
of combinations of size k from a particular set is smaller than the number
of permutations because, when order is disregarded, a number of
permutations correspond to the same combination. Also,
!
n n! Pk ,n
= =
k k !(n − k )! k!

Note: For example, 0! = 1 and

! !
2 2! 4 4!
= = 2; = = 2.3 = 6.
1 1!1! 2 2!2!

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 33 / 39

Counting Techniques

Example 4. A bridge hand consists of any 13 cards

  selected from a
52-card deck without regard to order. There are 52
13 different bridge
hands, which is 635013559600 (roughly 635 billion).

Example 5. A player of the California state lottery could win the jackpot
prize by choosing the 6 numbers from 1 to 53 that were subsequently
chosen at random  by the lottery officials. The probability of winning with
one ticket is 1 in 53
6 or about 23 million.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 34 / 39

Counting Techniques

Example 6. (Ex. 34) Shortly after putting to service, some buses

manufactured by a company have developed cracks on the underside of
the main frame. Suppose a particular city has 25 of these buses and
cracks of have actually appeared in 8 of them.
(a) In how many ways a sample of 5 buses contain exactly 4 with visible
cracks.
(b) If a sample of 5 buses is chosen a random what is the probability that
exactly 4 of the 5 will have visible cracks.
Solution: (a) ! !
8 17
× = 1190
4 1
8  
4 × 17
1 1190
(b) P (exactly 4 have cracks) = 25 = = 0.022.
53130
5

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 35 / 39

Counting Techniques

Example 7. (Ex 39) Fifteen telephones have just been received at an

authorized service centre. Five of these telephones are cellular, five are
cordless, and the other five are corded phones. Suppose that these
components are randomly allocated the numbers 1, 2, . . . , 15 to establish
the order in which they will be serviced.

Find
(a) What is the probability that all the cordless phones are among the first
ten to be serviced?
(b) What is the probability that after servicing ten of these phones, phones
of only two of the three types remain to be serviced?
(c) What is the probability that two phones of each type are among the first
six serviced?

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 36 / 39

Counting Techniques

Solution: (a) We want to choose all of the 5 cordless and 5 of the 10

others, to be among the first 10 services, so the desired probability is
 5  
5 × 10
5 252
15 = = 0.0839.
3003
10

(b) Isolating one group, say the cordless phones, we want the other two
groups represented in the last 5 serviced. So we choose 5 of the 10
others, except that we don’t want to include the outcomes where the last
five are all the same.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 37 / 39

Counting Techniques

10
5 −2
So, we have 15 . But we have three groups of phones, so the desired
5
probability is 10
3[ 5 − 2] 3(250)
15 = = 0.2498.
3003
5

(c) We want to choose 2 of the 5 cordless, 2 of the 5 cellular, and 2 of the

corded phones:    5 5 5
2 × 2 × 2 1000
15 = = 0.1998
5005
6

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 38 / 39

Homework

Sect 2.1: 1, 3, 6, 10

Sect 2.2: 11, 14, 19, 24, 27

Sect 2.3: 29, 34, 39 (a, b), 43.

(P. Vellaisamy: MSU-STT-351-Sum-19A) Probability & Statistics for Engineers 39 / 39