Introduction

What is Statistics?
Basic Definitions
 What is Statistics?
 Numerical facts
 A group of methods used in the
collection, analysis, presentation and
interpretation of data in order to make
decisions.
 SPECIFIC OBJECTIVES

 Upon completion of the Unit, the students

 should be able to:
 1.1 Solve problems using the properties of
 probability
1.2 Solve problems in mutually
exclusive and independent events
1.3 Solve problems using Bayes Theorem
 Probability

©
 EXPERIMENT
 Any process which generates
well-defined outcomes.
 Examples of experiments
 Experiment Experimental
 Outcomes

 Toss a coin Head, Tail
 Roll a die 1, 2 , 3 , 4, 5 ,
6
 Play a football game Win, lose, tie
 Sample Space

The set of all possible outcomes of a

random experiment is called the sample
space. The symbol S will be used to
denote the sample space.
 Sample Space
- An Example -

What is the sample space for a roll

of a single six-sided die?

S = [1, 2, 3, 4, 5, 6]
 Sample Space
- Another Example -

What is the sample space for the

toss of two coins?

S = [HH, HT, TH, TT]

 EVENT
 An event is a set of one or more
outcomes of a random experiment.
 Examples
 Throwing of a die and getting 1or 2 or 3
or 6 is an event.
 Tossing of a coin and getting head or tail
is an event.
 Venn Diagrams

Venn Diagrams are drawings, usually

using geometric shapes, used to depict
basic concepts in set theory and the
outcomes of random experiments.
Intersection of Events A and B

S AB

A
B

(a) AB is the event A and B striped area

 The event A or B is AB.

AB

B
A
Exactly one of the Events A or B
occurs

AB
AB
A
B

Exactly one of the events A or B occurs is he

striped area
 Complement

Let A be an event in the sample space S.

The set of basic outcomes of a random
experiment belonging to S but not to A is
called the complement of A and is
denoted by A.
 Venn Diagram for the
Complement of Event A

A A
 PROBABILITY
Probability is a ratio measuring
the likelihood or chance that an
event will happen.
 The probability of an event A is

 P(A) =
the number of way the event A can occur
the total number of possible outcomes
 EXAMPLE
 20 discs are marked with the numbers 1 to
20 inclusive. They are placed in a box and
one disc is drawn from it. What is the
probability that the number on the disc
will be a multiple of 5?
SOLUTION
 Probability Postulates
Let S denote the sample space of a random experiment, Oi,
the basic outcomes, and A, an event. For each event A
of the sample space S, we assume that a number P(A) is
defined and we have the postulates
1. If A is any event in the sample space S

0  P ( A)  1
2. Let A be an event in S, and let Oi denote the basic
outcomes. Then
P( A)   P(Oi )
A

where the notation implies that the summation extends

over all the basic outcomes in A.
3. P(S) = 1
 Mutually Exclusive
 If an event A can occur or an event B can occur but, they cannot happen at the same time ,then
the events A and B are said to be mutually exclusive.

.


A  B  .
P( AUB )  P( A )  P( B )
Intersection of Events A and B

S S

A AB B A B

(a) AB is the striped area (b) A and B are Mutually Exclusive
THEOREM
Probability Rules

P ( A )  1  P ( A)
 Venn Diagram for the
Complement of Event A
(Figure 4.3)

A A
Proof
 EXAMPLE
 A box contains 8 red counters and 12
white ones. A counter is drawn from the
box. Determine the probability that:
 (a) the counter will be red,
 (b) the counter will not be red.
ANSWER
ANSWER
 EXAMPLE
 If C is the event that a certain manager
will be in her office on a given afternoon
and D is the event that she will be at
home, P(C) = 0.48 and P (D) = 0.27, find
the value of, the probability that she will
be neither in her office nor in home.
Assume that home and office are different
places.
 ANSWER

C D
ANSWER
 Probability Rules

The Addition Rule of Probabilities:

Probabilities
Let A and B be two events. The probability
of their union is

P ( A  B )  P ( A)  P ( B )  P ( A  B )
 Probability Rules
Venn Diagram for Addition Rule
(Figure 4.8)

P ( A  B )  P ( A)  P ( B )  P ( A  B )
P(AB)

A B

=
P(A) P(B) P(AB)

A B + A B - A B
P roof:
 EXAMPLE
 A Marketing study determined that 40%
of customers want automatic door locks,
50% want power windows and 30% want
both. What is the probability that a
customer wants at least one of these?
 ANSWER

A B

(AՍB)
 ANSWER
 Let A be the event that a customer wants
automatic door locks and B be the event that a
customer wants power windows.
 P(A) =0.40, P(B) = 0.50, P(A∩B) = 0.30
 The probability that a customer wants at least
one of these, P(AՍB) = P(A) + P(B) - P(A∩B)
 = 0.40 + 0.50 – 0.30
 = 0.60
 LAWS
 DISTRIBUTIVE LAWS
 (i) A(B  C)=(AB)  (A  C)
 (ii) A(B C) = (A B) (A C)

 DE’MORGAM’S LAWS
 (i) (A B)’ = A’ B’
 (ii) (A B)’ = A’ B’
 THEOREM
 Let A, B and C be any three events, then

P(AB C) = P(A) + P(B) + P(C ) – P(A  B) –

P(A  C) - P(B  C) + P(A  B  C)
Proof:
Proof(CONT’D)
 THEOREM
 Let A1, A2, …, An be any n events, then

 P(A1  A2  … An) = ∑P(Ai ) - ∑P( Ai  Aj) +

∑P(Ai  Aj  Ak ) - … (-1)n-1P(A1  A2  …
An) for n >2
 Probability Rules

Conditional Probability:
Probability
Let A and B be two events. The conditional probability
of event A, given that event B has occurred, is denoted by
the symbol P(A|B) and is found to be:

P( A  B)
P( A | B) 
P( B)
provided that P(B) > 0.
 EXAMPLE
 A Marketing study determined that 40%
of customers want automatic door locks
and 50% want power windows. In
addition, 30% want both. What is the
probability that a customer wants
automatic door locks given that the
customer already has power windows?
 ANSWER
 Let A be the event that a customer wants
automatic door locks and B be the event
that a customer wants power windows.
 P(A) =0.40, P(B) = 0.50, P(A∩B) = 0.30
 The probability that a customer wants
automatic door locks given that the
customer already has power windows,

P( A  B)
P( A | B) 
P( B)
 Probability Rules

The Multiplication Rule of Probabilities:

Probabilities
Let A and B be two events. The probability of
their intersection can be derived from the
conditional probability as
P( A  B)  P( A | B) P( B)
Also,
P ( A  B )  P ( B | A) P ( A)
 Q # 11
 The probability that a data-
communication system will have high
selectivity is 0.72, and the probability that
a system will have high fidelity given that
it has high selectivity is 0.46. Find the
probability that a system will have both
high selectivity and high fidelity.
 SOLUTION
 Let A be the event that the system has high selectivity and
 let B be the event that the system has high fidelity
 P(A) = 0.72, P(B‫ ׀‬A) =0.46
 Using the multiplication rule,
 P(A∩B)= P(B‫ ׀‬A) P(A)
 = 0.72 X 0.46
 = 0.3312
 The probability that the system will have both high selectivity
and high fidelity, P(A∩B) = 0.3312
 Statistical Independence
Let A and B be two events. These events are said to be
statistically independent if and only if

P ( A  B )  P ( A) P ( B )
From the multiplication rule it also follows that
P(A | B)  P(A) (if P(B)  0)
P(B | A)  P(B) (if P(A)  0)
More generally, the events E1, E2, . . ., Ek are mutually
statistically independent if and only if
P(E1  E 2    E K )  P(E1 ) P(E 2 )  P(E K )
 EXAMPLE
It is found that in manufacturing certain article,
defects of one type occur with probability 0.1, and
defects of another type with probability 0.05.(Assume
independence between type of defects). What is the
probability that
(a)an article does not have both types of
defects?
(b) an article is defective?
(c ) an article has only 1 type of defect, given that it is
defective?
Intersection of Events A and B

S AB

A
B

(a) AB is the event A and B striped area

SOLUTIOS
SOLUTION (CONT’D)
Exactly one of the Events A or B
occurs

Exactly one of the events A or B occurs is he

striped area
SOLUTION(CONT’D)
SOLUTION(CONT’D)
 EXAMPLE
 The following circuit operates only if
there is a path of functional devices from
left to right. The probability that each
device functions is shown on the graph.
Assume that devices fail independently.
What is the probability that the circuit
operates?
 EXAMPLE

.9
.95
.9 .99
.95
.9
 EXAMPLE
 A B C

.9
.95
.9 .99
.95
.9
SOLUTION
SOLUTION(CONT’D)
 SOLUTION(CONT’D)
 The probability that the circuit operates
 = (0.999)(0.9975)(0.99)
 = 0.987
 Bayes’ Theorem
(Alternative Statement)

Let E1, E2, . . . , Ek be mutually exclusive and

collectively exhaustive events and let A be some other
event. The conditional probability of Ei given A can
be expressed as Bayes’ Theorem:
Theorem

P(A | E i )P(E i )
P(E i | A) 
P(A | E1 )P(E1 )  P(A | E 2 )P(E 2 )    P(A | E K )P(E K )
 Proof:

A
Proof:(CONT’D)
Proof:(CONT’D)
Proof:
 EXAMPLE
 In a factory, machines 1,2, and 3 are all
producing springs of the same length. Of their
production, machines 1,2, and 3 produce 2%,
1%, and 3% defective springs, respectively. Of
the total production of springs in the factory,
machine 1 produces 35%, machine 2 produces
25% and machine 3 produces 40%. If one spring
is selected find: (i) the probability that it is
defective, (ii) the probability that it is produced
by machine 3 given that it is defective.
 SOLUTION
 Let A be the event that the spring is
produced by machine 1,
 let B be the event that the spring is
produced by machine 2,
 let C be the event that the spring is
produced by machine 3, and
 let D be the event that the spring is
defective
SOLUTION(CONT’D)

A B C

D
SOLUTION(CONT’D)
SOLUTION(CONT’D)
SOLUTION(cont’d)
 RELIABILITY
 Reliability is the probability that
a system performs correctly during a
specific time duration. During this correct
operation, no repair is required or
performed, and the system adequately
follows the defined performance
specifications.
 RELIABILITY
 Reliability is complementary to
probability of failure, i.e. R(t) = 1 –F(t) ,
orR(t) = 1 –Π[1 −Rj(t)] . For example, if
two components are arranged in parallel,
each with reliability R1 = R2 = 0.9, that is,
F1 = F2 = 0.1, the resultant probability of
failure is F = 0.1 × 0.1 = 0.01.
 RELIABILITY
 Reliability importance is a measure of
how much impact each component has on
the overall reliability of the system. ...
One simple way to
demonstrate reliability importance is to
look at a series system. In general, the
least reliable component in a
series system has the greatest effect on
the reliability.
 RELIABILITY
 The first is, the more components
in parallel the greater is the system
reliability. As more items are added
in parallel there are more ways the output
can be sustained when one item fails. The
second property is, the reliability of
a parallel arrangement is higher than the
most reliable item in the arrangement.
SERIES SYSTEM
PARALLEL SYSTEM
 Q # 13
 A system consists of seven components, as
shown in the following diagram. Find the
reliability of the system, given that the
individual probabilities for functioning are:
PA  0.90, PB  0.95, PC  0.95, PD  0.92, PE  0.97, PF  0.92 and PG  0.97
 Q # 13(cont’d)

A
D E

B
F G

C
SOLUTION
SOLUTION(cont’d)

0.99975