ENGINEERING MATHEMATICS V

Course Code
Credit
Lecture
Tutorial
Practical
Prerequisite Courses
*RPP-04: Lecture Plan

BEE 31702
2
1
2
0
BEE 10103
Engineering Mathematics
I

INTRODUCTION

ROLE OF
STATISTICS &
PROBABILITY

The Role of Statistics &

Probability in Engineering

What do engineers do?

An engineer is someone who solves

problems of interest to society with the
efficient application of scientific principles
by:
Refining

existing products
Designing new products or processes

Statistics & Probability

What is Probability?
4

Why we learn probability?

Nothing in life is certain. In everything we do, we gauge

the chances of successful outcomes, from business to
engineering to medicine to the weather

In situation in which one of a number of possible

outcomes may occur, the theory of probability
produces methods for quantifying the chances or
the likelihood associated with various outcomes.
It provides a bridge between descriptive and
inferential statistics. Probability
Sample

Population
Statistics

What is Statistics?
5

To guess is cheap. To guess wrongly

is expensive - Chinese Proverb

Statistics is the scientific application of

mathematical principles to the
collection, analysis, and presentation of
data

at the foundation of all of statistics is data.

deals
Statistics
with

Collection
Presentation
Analysis
Use

data

to

make
decision
s and
solve
problem

Probabilistic vs. Statistical Reasoning

6

Suppose I know exactly the proportions of

car makes in Malaysia. Then I can find the
probability that the first car I see in the
street is a Proton. This is probabilistic
reasoning as I know the population and
predict the sample.
Now suppose that I do not know the
proportions of car makes in Malaysia, but
would like to estimate them. I observe a
random sample of cars in the street and
then I have an estimate of the proportions
of the population. This is statistical
reasoning.

Chapter 1

Random Variables
(RV)

TERMINOLOGY
8

Random variables (RV)

Population

Assumes any of several different values as a result of

some random event or experiment.
Denoted by a capital letter such as X,Y and Z
A group of individuals of items that share one or more
characteristics from which data can be gathered and
analyzed

Sample

A subset of the population

Elements are selected intentionally as a representation
of the population being studied

TERMINOLOGY
9

Sample space

Sample size

The set of all possible outcome or events of

an experiment
Denoted by S
The number of items in a sample

Random sample

The sample selected in a way that allows

every member of the population to have the
same chance of being chosen

BASIC CONCEPTS
10

Use graphs and numerical measures to describe

data sets which were usually samples.
We measured how often using

Relative
Relative frequency
frequency =
= f/n
f/n

As n gets larger,

Sample
And How
often
= Relative
frequency

Populati
on
Probabili
ty

BASIC CONCEPTS
11

An experiment is the process by which an

observation (or measurement) is obtained.
An event is an outcome of an experiment, usually
denoted by a capital letter.

Experiment: Record an age

The basic element to which probability is applied

When an experiment is performed, a particular event
either happens, or it doesnt!
X: person is 30 years old
Y: person is older than 65

Experiment: Toss a die

A: observe an odd number

B: observe a number greater than 2

BASIC CONCEPTS
12

Two events are mutually exclusive if,

when one event occurs, the other
cannot, and vice versa.
Not Mutually
Exclusive

Experiment: Toss a die

A: observe an odd number
B: observe a number greater than
B and C?
Mutually
2
B and D?
Exclusive
C: observe a 6
D: observe a 3

BASIC CONCEPTS
13

An event that cannot be decomposed is

called a simple event.
Denoted by E with a subscript.
Each simple event will be assigned a
probability, measuring how often it
occurs.
The set of all simple events of an
experiment is called the sample space,
S.

EXAMPLE A
14

The die toss:

Simple events:

11

E1

22

E2

33

E3

44

E4

55
66

E5
E6

Sample space:
S ={E1, E2, E3, E4,
E5, E6}
S
E1

E3
E5

E2

E4

E6

EXAMPLE A
15

An event is a collection of one or more

simple events.

The die toss:

A: an odd number
B: a number > 2

A ={E1, E3,
E5}
B ={E3, E4, E5,
E6}

E1
A
E2

E3
E5
E4

E6

THE PROBABILITY OF AN EVENT

16

The probability of an event A measures

how often A will occur. We write P(A).
Suppose that an experiment is performed
n times. The relative frequency for an
event A is

Number of timesA occurs f

n
n

If we let n get infinitely large,

f
P ( A) lim
n n

THE PROBABILITY OF AN EVENT

17

P(A) must be between 0 and 1.

If event A can never occur, P(A) =
0. If event A always occurs when
the experiment is performed, P(A)
=1.
The sum of the probabilities for all
simple events in S equals 1.

The
The probability
probability of
of an
an event
event A
A
is
is found
found by
by adding
adding the
the
probabilities
probabilities of
of all
all the
the simple
simple
events contained in A.

Finding Probabilities
18

Probabilities can be found using

Estimates from empirical studies

Common sense estimates based on equally
likely events.

Examples:
Toss a fair coin P(Head) = 1/2
Suppose that 90% of the Malaysia
population has black hair. Then for
a person selected at random,
P(Black hair)
= .90

Using Simple Events

19

The probability of an event A is

equal to the sum of the
probabilities of the simple events
contained in A
If the simple events in an
experiment are equally likely,
n A calculate
number of simple events in A
you
can
P ( A)

N total number of simple events

Example B
20

Toss a fair coin twice. What is the

probability of observing at least one head?
1st Coin
H
H

TT

2nd Coin

Ei

P(Ei)

H
H

HH
HH

TT

HT
HT

H
H

TH
TH

TT

TT
TT

1/4
1/4
1/4
1/4

P(at
P(atleast
least11head)
head)
=
=P(E
P(E1))+
+P(E
P(E2))+
+P(E
P(E3))
1

=
=1/4
1/4+
+1/4
1/4+
+1/4
1/4=
=3/4
3/4

Example C
21

A bowl contains three M&Ms, one red,

one blue and one green. A child selects
two M&Ms at random. What is the
1stprobability
M&M
2nd M&Mthat
E at least
P(E )
one is red?

RB
RB

1/6

RG
RG

1/6

m
m

BR
BR

1/6
1/6

BG
BG

1/6

GB
GB

1/6

GR
GR

P(at
P(atleast
least11red)
red)
=
=P(RB)
P(RB)+
+P(BR)+
P(BR)+P(RG)
P(RG)+
+
P(GR)
P(GR)
=
=4/6
4/6=
=2/3
2/3

Example D
22

The sample space of throwing a pair

of dice is

Example D
23

Event

Simple events

Probability

Dice add to 3

(1,2),(2,1)

2/36

Dice add to 6

(1,5),(2,4),(3,3),
(4,2),(5,1)

5/36

Red die show 1

(1,1),(1,2),(1,3),
(1,4),(1,5),(1,6)

6/36

Green die show 1

(1,1),(2,1),(3,1),
(4,1),(5,1),(6,1)

6/36

Example 1
24

An experiment of tossing a fair coin

three times. Let X will be a random
variable of getting head. Find the
probability of getting head by using p.d.f
table, graph and equation.

Answer Example 1
25

HHH
HHH
HHT
HHT
HTH
HTH
THH
THH

x
1/8 3
1/8 2
1/8 2
1/8 2

HTT
HTT

1/8 1

THT
THT

1/8 1

TTH
TTH
TTT
TTT

1/8 1
1/8 0

P(x
P(x =
= 0)
0) =
=
1/8
1/8
P(x
P(x =
= 1)
1) =
=
3/8
3/8
P(x
P(x =
= 2)
2) =
=
3/8
3/8
P(x
P(x =
= 3)
3) =
=
1/8
1/8

x
0
1

p(x)
1/8
3/8

2
3

3/8
1/8

Probability
Probability
Histogram
Histogramfor
forxx

Example 2
26

Consider the experiment of tossing a fair

die twice. Let X be random variable of
getting an odd numbers. Find the
outcomes of the experiment and state in
the p.d.f table

Types of Random Variables (RV)

27

Discrete random variables have a

countable number of outcomes
Examples: Dead/alive,
treatment/placebo, dice, counts,
etc.
Continuous random variables have
an infinite continuum of possible
values.
Examples: blood pressure, weight,
the speed of a car, the real
numbers from 1 to 6.

Probability Distribution for a Discrete RV

28

A probability distribution for a discrete random

variable is a complete set of an possible outcomes
and their possibilities of occurring
X, representing

Possible values of X

Number of dots appear when

tossing a die

1,2,3,4,5,6

Number of books in the bag

0,1,2,3,4,5

Number of male students in a

class

15,16,17,22

Theory 1

The probability distribution of a discrete random variable X

is described as the function P(X=x)=P(x) which is satisfied

Chapter 1

Discrete Random
Variables (RV)

Example 3
30

Consider the table from answer of

example 1. From the table of probability
distribution function, proof that the
distribution is a probability distribution
function of discrete variable then find
the probability

P(X < 2)
P(X 2)
P(X 1)

Example 4
31

Consider the expression P(x) defined by

the equation
for x = 1,2,3,4. Shows
that P(x) is define as a probability
distribution function.

Example 5
32

Suppose a random variable X takes on

the value -3, -1, 2 and 5 with respective
probabilities
. Determine the probability
distribution of X.

Example 6
33

Determine the value of k such that the

following function is probability
distribution function of X. Find the
probability distribution function

Cumulative Distribution Function (CDF) of

Discrete RV
34

Theory 2

The CDF of a discrete RV X is described as

the function
which satisfies
F(x)

is an increase function
, which is the maximum value is 1
, which is the minimum value is 0

Cumulative Distribution Function (CDF) of

Discrete RV
35

Theory 3

The CDF of a discrete RV X can be

calculated by using the following formula

Example 7
36

Customers purchase a particular make of automobile

with a variety of options. The probability distribution
function of the number of options selected is
X

10

11

12

13

P(X =
x)

0.1
1

0.1
0

0.2
2

0.2
3

0.1
2

0.1
3

0.0
9

Find the CDF of X, then by using the CDF, find the

probability

Exactly ten number of options was selected

More than nine number of options was selected
Between eight and twelve number of options was
selected

Example 8
37

Suppose X denotes the number of telephone

receivers in a single family residential house. From an
examination of the phone subscription records of
1000 residence in a city, the following probability
function of X is obtained.

Find the CDF of X, then by using the CDF, calculate

the value of

Expected Value, Variance and Standard

Deviation
38

All probability distributions are characterized by

an expected value (mean), a variance (standard
deviation squared) and standard deviation
The expected value of a discrete RV is defined
as its weighted average over all possible
outcomes, with the weight for each outcome
being the relative frequency or probability
associated with the outcome.
Theory 4

Expected value of discrete RV is

Expected Value, Variance and Standard

Deviation
39

The variance of a discrete RV is defined

as the weighted average of the squared
differences between each possible
outcome and the average value of the
outcomes, with the weights being the
probabilities associated with each of the
outcomes.
Theory 5

Variance of discrete RV

Expected Value, Variance and Standard

Deviation
40

Theory 6

The standard deviation of the probability

distribution of a discrete RV is the square
root of the variance

Example 9
41

The discrete RV X has range space

{1,2,3,4,5} and its CDF takes the value,

Tabulate the probability distribution

function
Compute the mean and variance

Example 10
42

A random variable Y has the following

probability distribution

-2

P(Y = y)

1-2k

Show that Var(Y)=8k

If given k=1/3, find mean and variance

Example 11
43

The following table lists the probability

distribution of the number of student
taken course per semester in science
centrex
3
4
5
6
7
P(x)

0.37

0.26

0.18

0.11

0.08

Calculate the mean and standard

deviation for this probability distribution

Example 12
44

Let the probability distribution function

of X be defined by

Find
Calculate mean and variance
Find the value of E(2X-9) and Var(3X+10)

CHAPTER 1

CONTINUOUS
RANDOM
VARIABLES (RV)

Probability Density Function for

Continuous RV
46

A random variable that can take any numeric

value within a range of value is called
continuous RV. The range may be infinite or
bounded
at either both ends.Possible values of X
X, representing
The height of the students

150cm <X<170cm

The weight of the students

45kg<X<85kg

The time to complete a quiz

5 minutes to 10 minutes

Theory 7
Properties of the ability Density Function of
Continuous RV

Example 13
47

Let X be a continuous RV of X with

probability density function (p.d.f)

Show that the function is the p.d.f of X

Example 14
48

The continuous RV of X has the

probability distribution function

Find

The value of k
P(0.5<X<1)
P(X>0.25)

Cumulative Distribution Function of

Continuous RV
49

Theory 8

The CDF of a continuous RV X is described

as the function

Example 15
50

Let X be a continuous RV of X with

probability density function (p.d.f)

Find the CDF of X. By using it, calculate

P(X<=0.3)
P(X>0.4)
P(0.3<=X<=0.4)

Example 16
51

The continuous RV of X has the

probability distribution function

Find the CDF of X. By using it, calculate

P(X<0.5)
P(X>=0.8)
P(0.5<=X<0.8)

Expected Value, Variance and Standard

Deviation
52

Theory 9

Theory 10

Expected value of continuous RV

Variance of continuous RV

Theory 11

The standard deviation of the probability distribution of a

continuous RV is the square root of the variance

Example 17
53

Let X be a continuous RV of X with

probability density function (p.d.f)

Find the mean and variance of X

Example 18
54

The continuous RV of X has the

probability distribution function

Find the mean and variance of X

Example 19
55

The continuous RV X has probability

density function such as below, calculate

The mean
The variance