Probability

(Kebarangkalian)
EBB 341

Probability and Statistics

population sample
Sampling techniques

random variables

probability

X1 , X 2 ,..., X n
Parameters
, 2

before observation after observation

x1 , x2 ,..., xn
data inference Statistical procedure

Definition of probability

Probability:

Likelihood-kemungkinan Chance-peluang Tendency-kecenderungan Trend-gaya/arah aliran

P(A) = NA/N

P(A) = probability of event A NA = number of successful outcomes of event A N = total number of possible outcomes

Example:

A part is selected at random from container of 50 parts that are known have 10 noncomforming units. The part is returned to container. After 90 trials, 16 noncomforming unit were recorded. What is the probability based on known outcomes and on experimental outcomes?

Known outcomes: P(A) = NA/N = 10/50 = 0.200 Experimental outcomes: P(A) = NA/N = 16/90 = 0.178

Probability theorems

Probability is expressed as a number between 0 and 1. (Theorem 1) If P(A) is the probability that an event will occur, then the probability the event will not occur is 1.0 - P(A) or P(A) = 1.0 P(A). (Theorem 2)

P(A) = probability of not event A

Example for Theorem 2:

If probability of finding and error on an income tax return is 0.04, what is the probability of finding an error-free or conforming return? P(A) = 1.0 P(A) = 1.0 -0.04 = 0.96

Probability theorems

For mutually exclusive events, the probability that either event A or B will occur is the sum of their respective probabilities P(A or B) = P(A) + P(B). (Theorem 3). When events A and B are not mutually exclusive events, the probability that either event A or event B will occur is P(A or B or both) = P(A) + P(B) - P(both).
(Theorem 4).

mutually exclusive means that accurrence of one event makes the other event impossible.

Example for Theorem 3:

Supp lier

No. Conform ing

No. Noncon forming

Total

50 125 75 250

3 6 2 11

53 131 77 261

What is the probability of selecting a random part Y produced by supplier X or by supplier Z? Z

P(X or Z) = P(X) + P(Z) = 53/261 + 77/261 = 0.498

TOTAL

P(nc X or co Z) = P(nc X) + P(co Z) =3/261 + 75/261 = 0.299

What is the probability of selecting a nonconforming part from supplier X or a conforming part from supplier Z?

Example for Theorem 4:

What is the probability that a randomly selected part will be from supplier X or a nonconforming unit? P(X or nc or both) = P(X) + P(nc) P(X and nc) = (53/261) + (11/261) (3/261) = 0.234

Probability theorems

Sum of the probabilities of the events of a situation equals 1.

P(A) + P(B) + + P(N) = 1.0 (Theorem 5).

If A and B are independent events, then the probability that both A and B will occur is

P(A and B) = P(A) x P(B) (Theorem 6).

If A and B are dependent events, the probability that both A and B will occur is

P(A and B) = P(A) x P(B|A) (Theorem 7).

P(B|A): probability of event B provided that even A has accurred.

Example for Theorem 6 & 7:

What is probability that 2 randomly selected parts will be from X and Y? Assume that the first part is returned to the box before the second part is selected (called with replacement).

P(X and Y) = P(X) x P(Y) = (53/261) x (131/261) = 0.102

Assume that the first part was not returned to the box before the second part is selected. What is the probability?

P(X and Y) = P(X) x P(Y|X) = (53/261) x (131/260) = 0.102

Since 1st part was not returned, the was a total of 260.

Example:
Theorem 7 What is the probability of choosing both parts from Z?

P(Z and Z) = P(Z) x P(Z|Z) = (77/261) (76/260) = 0.086

Theorems 3 and 6-to solve many problems it is necessary to use several theorems: What is the probability that 2 randomly selected parts (with replacement) will have one conforming from X and one conforming part from Y or Z? P[co X and (co Y or co Z) = P(co X) [P(co Y) + P(co Z)] = (50/261) [(125/261) + (75/261)] = 0.147

Counting of events

Many probability problems, such as those where the evens are uniform probability distribution, can be solved using counting techniques. There are 3 counting techniques:
Simple

multiplication Permutations Combinations

Simple multiplication

If event A can happen in any a ways and, after it has occurred, another event B can happen in b ways, the number of ways that both event can happen is ab. Example.: A witness to a hit and run accident remembered the first 3 digits of the licence plate out of 5 and noted the fact that the last 2 were numerals. How many owners of automobiles would the police have to investigate? ab = (10)(10) = 100 If last 2 were letters, how many would need to be investigate? ab = (26)(26) = 676

Permutations

A permutation is the number of arrangements that n objects can have when r of them are used. The permutations of the word cup are cup, cpu, upc, ucp, puc & pcu n! n n = 3, and r = 3 P
r

For example:

(n r )!

n r

= number of permutations of n objects taken r of them (the symbol is sometimes written as nPr)

n! is read n factorial = n(n-1)(n-2) (1)

Example:

How many permutations are there of 5 objects taken 3 at a time?

5! 5.4.3.2.1 P = 60 (5 3)! 2.1

5 3

In the licence plate example, suppose the witness further remembers that the numerals were not the same

10! 10.9.8...1 P 90 (10 2)! 8.7...1

10 2

Combinations

If the way the objects are ordered in unimportant. cup has 6 permutations when 3 objects are taken 3 at a time. There is only one combinations, since the same 3 letters are in different order.

Formula

The formula for combination:

n! C r!(n r )!
n r

where

C = number combinations of n object

taken r at a time.

n r

Discrete Probability Distributions

Typical discrete probability distributions: Hypergeometric Binomial Poisson

Discrete probability distributions

Hypergeometric - random samples from small lot sizes.

Population must be finite Samples must be taken randomly without replacement

Binomial - categorizes success and failure trials Poisson - quantifies the count of discrete events.

Hypergeometric

Occurs when the population is finite and random sample taken without replacement
The formula is constructed of 3 combinations (total combinations, nonconforming combinations, and conforming combinations):

C C P( d ) C

D d

N D nd N n

P(d) = prob of d nonconforming units in a sample of size n. N = number of units in the lot (population) n = number of unit in the sample. D = number nonconforming in the lot d = number nonconforming in the sample N-D = number of conforming units in the lot n-d = number of conforming units in the sample

N n

= Combinations of all units

= combinations of nonconforming units = combinations of conforming units

C dD

N D nd

Example

A lot of 9 thermostats located in a container has 3 nonconforming units. What is probability of drawing one nonconforming unit in a random sample of 4? Lot
Sample

nonconforming unit

conforming unit

N = 9, D = 3, n = 4 and d = 1

C C P( d ) C

D d

3! 6! 9 C13C4 13 1!(3 1)! 3!(6 3)! P(1) 0.476 9 9! C4 4!(9 4)!

N D nd N n

Similarly, P(0) = 0.119, P(2) = 0.357, P(3) = 0.048. P(4) is impossible- only 3 nc units. The sum probability: P(T) = P(0) + P(1) + P(2) + P(3) = 0.119 + 0.476 + 0.357 + 0.048 = 1.000

or less & or more probability

Some solutions require an or less or or more probability. P(2 or less) = P(2) + P(1) + P(0) P(2 or more) = P(T) P(1 or less) = P(2) + P(3) +

Binomial

n(n 1) n 2 2 n ( p q) p np q p q ... q 2
n n n 1

This is applicable to the infinite number of items or have steady stream of items coming from a work center. The binomial is applied to problem that have attributes, such as conforming or nonconforming, success or failure, pass or fail. Binomial expansion:

p = prob. an event such as a nonconform q = 1-p = prob. nonevent such as conform n = number of trials or the sample size Since p = q, the distribution is symmetrical regardless of the value of n. When p q, the distribution is asymmetrical. In quality work p is the proportion or fraction nonconforming and usually less than 0.15.

Binomial for single term

n! d nd P( d ) po qo d!(n d )!

P(d)= prob. of d nonconforming n = number of sample d = number nonconforming in sample po = proportion(fraction) nc in the population qo = proportion(fraction) conforming (1-po) in the population

Example

A random sample of 5 hinges is selected from steady stream of product, and proportion nc is 0.10. What is the probability of 1 nc in the sample? What is probability of 1 or less? What is probability of 2 or more? qo = 1-po = 1.00 - 0.10 = 0.90

5! 1 51 P(1) (0.1) (0.9) 0.328 1!(5 1)!

5! 0 5 P(0) (0.1) (0.9) 0.590 0!(5 0)!

P(1 or less) = P(0) + P(1) = 0.918
P(2 or more) = P(2) + P(3) + P(3) + P(4) = P(T) P(1 or less) = 0.082

Poisson

The distribution is applicable to situations:

that involve observations per unit time (eg. count of car arriving at toll in 1 min interval). That involve observations per unit amount (eg. count nonconformities in 1000 m2 of cloth) .

Poisson

Formula for Poisson distribution

(npo ) npo P (c ) e c!

where c=count or number npo=average count, or average number e=2.718281

Poisson

Suppose that average count of cars that arrive a toll booth in a 1-min interval is 2, then calculations are:
(2)1 2 (2) 2 2 P(1) e 0.271 P(2) e 0.271 1! 2! (2) 4 2 (2) 5 2 P(4) e 0.090 P(5) e 0.036 4! 5! ( 2) 7 2 P (7 ) e 0.003 7!

(2) 0 2 P(0) e 0.135 0! (2) 3 2 P(3) e 0.180 3! (2)6 2 P(6) e 0.012 6!

Poisson

The probability of zero cars in any 1-min interval is 0.135. The probability of one cars in any 1-min interval is 0.271. The probability of two cars in any 1-min interval is 0.271. The probability of three cars in any 1-min interval is 0.180. The probability of four cars in any 1-min interval is 0.0.090. The probability of five cars in any 1-min interval is 0.036. .