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Probability concepts
Probability frequently used in a loose sense implying a certain
event has a good chance of occurring
In this sense it is a qualitative or subjective measure
Probability has a strict technical meaning a scientific 'measure of
chance
i.e., it defines quantitatively likelihood of an event or events
Mathematically a numerical index that can vary between zero
(absolute impossibility) to unity (absolute certainty)
Probability Concepts contd.
Very few events associated with extreme values of probability scale
Most have probability indices between these values
Each event have at least two possible outcomes
favourable outcome or success
unfavourable outcome or failure
Probability of success and failure deduced as follows:
(2.1)
Probability Concepts contd.
Example
Probability of getting a head or a tail in a single toss of coin
In this example s = f = 1
Probability of getting a head or a tail in a single throw = 1/2
Example
Probability of getting a 4 from a single throw of a dice
If a 4 is called success, then s = 1, and
f = 5 since there are five ways of not getting a 4
Probability of getting a 4 is 1/6 and the probability of not getting a 4 is 5/6
Probability Concepts contd.
Example
Probability of getting a total of 9 spots in a single throw of two dice
Successful outcomes:
(3+6),(4+5),(5+4) and (6+3) = 4 ways = s
Failed outcomes:
(1+ 1), (1+ 2), (1+ 3), (1+ 4), (1+ 5), (1+ 6)
(2+1), (2+2), (2+3), (2+4), (2+5), (2+6)
(3+1), (3+ 2), (3+ 3), (3+ 4), (3+ 5)
(4+1), (4+2), (4+3), (4+4), (4+6)
(5+1), (5+ 2), (5+ 3), (5+ 5), (5+ 6)
(6+1),(6+2), (6+4),(6+5),(6+6) = 32 ways = f
(2.5)
(2.6)
Venn diagrams contd.
Venn diagrams
Example
Since which face of the dice is uppermost does not affect outcome of
tossing a coin
Rules for Combining Probabilities contd.
Two events are mutually exclusive (or disjoint) if they cannot happen at
the same time
Example
When throwing a single dice, events 1 spot, 2 spots, 3 spots, 4 spots, 5
spots, 6 spots are all mutually exclusive because two or more cannot occur
simultaneously
Rules for Combining Probabilities contd.
Example
When tossing a coin, outcomes head and tail are complementary since:
Rules for Combining Probabilities contd.
(2.8)
Therefore from Equation 2.8, the probability that they both occur is:
Example
Consider two components A and B. Probability of A being good 0.9 and B being
good 0.95. Probability of both components being good is:
Rules for Combining Probabilities contd.
(b) Events are dependent
If two events are not independent, then probability of occurrence of one event
is influenced by probability of occurrence of other.
Equation 2.8 can still be used but not simplified as in the case of independence
Example
Probability that both a red card (A) and a face card (B)
occur
P(A) =26/52
Given that A has occurred, sample space for B is 26 states
of which 6 states are those of a face card
Therefore P(B|A) = 6/26 and, so
Rules for Combining Probabilities contd.
Rule 6 - Occurrence of at least one of two events
Occurrence of at least one of two events A and B is the occurrence
of A OR B OR BOTH
Analytical technique
Rules for Combining Probabilities contd.
Venn diagram approach
Example
Probability that component A or B or both good (previous example):
P(A good U B good)=P(A good)+P(B good) - P(A good).P(B good)
= 0.9 + 0.95 - 0.9 x 0.95 = 0.995
Rules for Combining Probabilities contd.
(b) Events are independent and mutually exclusive
In the case of events A and B being mutually exclusive, probability of
their simultaneous occurrence P(A).P(B) = 0
Therefore from Eq. 2.12 i.e.
Venn diagram
Event A and event B do not overlap
Intersection of the two events is zero
So,
If there are n independent and mutually exclusive events
Rules for Combining Probabilities contd.
Example
Evaluate probability of getting a total of 9 spots in
a single throw of 2 dice
4 different ways of getting a total of 9 are mutually
exclusive
(3+6),(4+5),(5+4) and (6+3)
Each way has a probability of occurrence of 1/36
So, probability of getting a total of 9 spots in a
single throw is:
P(9) =1/36 + 1/36 + 1/36 + 1/36 = 4/36 or 1/9
Rules for Combining Probabilities contd.
(c) Events are not independent
If two events A and B are not independent then from Eq. 2.11 and 2.13
(2.11) (2.13)
Example
Probability that drawn card is red (A), face card (B),
or both (A AND B)
Therefore
Rules for Combining Probabilities contd.
Rule7 - Application of conditional probability
Concept of conditional probability was introduced in Rule 4 when it was
considered that an event A was dependent on another event B
This principle can be extended to consider occurrence of event A which is
dependent upon a number of mutually exclusive events Bi
From Eq. 2.8 (2.17)
For each Bi:
Combining:
(2.18)
Rules for Combining Probabilities contd.
(2.18)
(2.18-a)
In this derivation, system cannot fail if B is assumed to be good and can only
fail due to failure of A if B is assumed to be bad. Same result could have
been obtained from Eq. 2.9 since
value of a resistor
by special experimentation, or
(2.5)
n = 20
Frequency of occurrence of each length/group of lengths divided by
20 probability of occurrence of each length/group of lengths
Ordinate axis scaled in terms of probabilities
Resultant graphs probability mass functions (or probability
density functions)
All possible outcomes of sample space included summation of
probabilities must equal unity, so
(2.22)
Example
Probability of a length of copper being less
than or equal to 5.99 m is 0.5
Could have been deduced directly from
data
summating number of lengths
5.99 m dividing this number by total
number of lengths
Probability Distributions contd.
Example data treated as discrete
random variable
Discreteness occurred because of
limited sample size
Larger sample size discontinuous
steps diminish distribution tend to
be a continuous curve
For continuous random variable
probability distribution function is a
continuous curve
starting from zero and becoming
asymptotic to unity, or reaching unit
depending upon the random variable
(2.25)
Probability Distributions contd.
An interesting feature deduced from Eq. 2.25 Probability of
occurrence of any given value of x is zero, i.e.
Poisson
Probability Distributions contd.
Typical standard
continuous distributions
Normal (Gaussian)
Lognormal
Exponential
Weibull
Gamma
Rayleigh
Probability Distributions contd.
Mathematical expectation
(2.26) where
(2.27) where
Probability Distributions contd.
Example
A die tossed many times. What is the expected number of dots on
upper face?
(2.29)
Probability Distributions contd.
Eq. 2.28 and 2.29 lead to two possible methods for evaluating variance
Since, from these equations and concept of expected values given by
Eq. 2.27
(2.27)
(2.30)
or
(2.31)
High standard deviation indicates that data points are spread out
over a large range of values
Probability Distributions contd.
Example
Evaluate variance and standard deviation of lengths of copper
measured in previous example.
In this example, variable x is length of copper therefore, from
Eq. 2.31 (2.31)