16

TOPIC 2 BASIC PROBABILITY & ITS APPLICATIONS

Learning Outcome
Identify the role the factors in probability and statistics
Relate the knowledge in probability to engineering application fields
Discuss how probability and probability models are used in engineering and science.
Probability
A measure of the expectation that an event will occur or a statement is true.
Branch of statistics; fundamental of inferential statistics
Probabilities are given a value between 0 (will not occur) and 1 (will occur).
Probability theory evaluates uncertainties in decisions made
Involve fundamental concepts of probabilities
Probability laws
Support decision making in uncertainty environment
Experiment, Outcome, Sample space, Event
Experiment
Measures data/values
-Example1. Throwing a dice
2. Taking EMT 211 test
3. Choosing a student at random to record his height
Outcome
Results of an experimental study
-Example1. Results from throwing a die once: {1,2,,6}
2. EMT 211 exam results: Fail / Pass
Sample space
Set of all possible outcomes.

17
-ExampleConsider the experiment of flipping two coins. It is possible to get 0 heads, 1 head, or 2 heads.
Thus, the sample space could be {0, 1, 2}. Another way to look at it is flip { HH, HT, TH, TT }.
The second way is better because each event is as equally likely to occur as any other.
When writing the sample space, it is highly desirable to have events which are equally likely.
-ExampleConsider the experiment of rolling two dice. The sums are { 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 }.
However, each of these aren't equally likely. The only way to get a sum 2 is to roll a 1 on both
dice, but you can get a sum of 4 by rolling a 1-3, 2-2, or 3-1.
The following table illustrates a better sample space for the sum obtain when rolling two dice.
2nd Die
1st Die

10

10

11

10

11

12

Event
Any subset from the sample space - group of one or more outcomes from the sample space to
which a probability is assigned
Null event = null set / set without outcome (Notation= or {})

18

Events

Simple event

Compounding
event

- single outcome

-more than 1
outcome

-ExampleSuppose two society members were chosen at random in which their sex were recorded. List the
potential outcomes, sample space, simple event and compounding event.
Solution
M: a male chosen
F: a female chosen
Outcomes= MF, MM, FF
Sample space = {MM, FF, FM}
Simple event = {MM} or {FF} or {FM}
Compounding event = {MM, FF, FM}

"OR" or Unions, AND or Intersection, Complement of events

In most engineering applications, events are combination of the following 3 categories
(i) or
(ii) and
(iii)complement
"OR" or Unions
Union of two or more events
Notation:

e.g. Union of A or B
all potential outcomes of A or B or both (A B)

19
AND or Intersection
Intersection of two or more events
Notation:

e.g. Intersection of A and B

all potential outcomes of A and B at the same time (A B)

Complement of events
Complement of an event A all outcomes that are not in A
Notation: or
-Try-

Suppose that a lab assistant has marked numbers 1, 2, 3, 4, 5 and 6 on six mice in an
experimental study. Sample space for choosing a mouse is S={1, 2, 3, 4, 5, 6}.
Let
L= {1, 2, 3, 4}
A={ 3, 4, 5, 6}
B={ 2, 3, 4, 5}
If a mouse is selected for another experiment, list all possible outcomes for the following events.
(a) L A
(b) L A
(c)
(d)
Mutually exclusive events
Two events are mutually exclusive if they cannot occur at the same time. Another word that
means mutually exclusive is disjoint.
A B=

Mutually exclusive events can be represented in following Venn diagram.

A

P(A B)= ?

20

For any experimental study, the outcomes are always mutually exclusive. The reason is that in
each experimental replicate, it is expected that only one of the outcomes will occur.
-TryA coin is tossed twice. The experiment results in four outcomes: _______________________
These outcomes are mutually exclusive because when the coin is tossed twice, only one of the
four outcomes will occur.

-TryIn a sample of 320 USM students, 120 students own a motorbike each, 100 students own a car
each and 140 students neither own a motorbike nor a car. Among those who owns a transport, 40
students own both motorbike and car. A student is chosen at random from the group of 320
students. Let
M=event in which a student owns a motorbike
C= event in which a student owns a car
N= event in which a student does not own a motorbike or a car
Determine whether the following events are mutually exclusive.
(i) M and C
(ii) M and N
(iii)C and N
Probability rules
The combinations of unions, intersection and complement of events follow the following
probability rules.
Let A, B dan C represent 3 events
(i) A B = B A
(ii) (A B) C = A (B C)
(iii) (A B) C = (A C) (B C)
B
C (De Morgan)
(iv)
ABC=A

B
C (De Morgan)
A
BC=A

21
-ExampleShow that ( ) ( ) = , where A and B are two events.

Solution
( ) ( )
= [ ( )] [ ( )]
= [( ) ( )] [( ) ( )]
= [ ( )] [( )]
= ( ) [( )]
= ( ) [ ( )]
= ( )
=
Or
( ) ( )
= [ ]
={ }=

Probability laws
Probability --> numerical measurement on the likelihood of an event occurring.
e.g. Notation P(A) represent the probability of event A occurs
Probability characteristics
1. 0 () 1

2. P(A)= 0 (Event A is unlikely to occur)

P(A)= 1(Event A is likely to occur)
3. If S=sample space,
() = 1

4. If two events are disjoint (mutually exclusive), the probability of them both occurring at the
same time is 0.
Disjoint: P(A B) = 0

5. If two events are mutually exclusive, then the probability of either occurring is the sum of the
probabilities of each occurring.
P(A B) = P(A) + P(B) (Specific Addition Rule)

6. If k events are mutually exclusive

(1 2 ) = (1 ) + (2 ) + + ( )

22

7.

If 1 , 2 , , are the mutually exclusive outcomes of sample space: 1 , 2 , ,

() = (1 2 )
= (1 ) + (2 ) + + ( )
=1

8. If two events are not mutually exclusive, there is some overlap. When P(A) and P(B) are
added, the probability of the intersection (and) is added twice. To compensate double
addition, the intersection needs to be subtracted.
P(A B) = P(A) + P(B) - P(A B) (General Addition Rule)

-Example-

Given: P(A) = 0.20, P(B) = 0.70, A and B are mutually exclusive.

B

B'

Marginal

0.00

0.20

0.20

A'

0.70

0.10

0.80

Marginal

0.70

0.30

1.00

The values in red are given in the problem. The grand total is always 1.00. The rest of the values
are obtained by addition and subtraction.
If two events are disjoint, then the probability of them both occurring at the same time is 0.
Disjoint: P(A B) = 0

If two events are mutually exclusive, then the probability of either occurring is the sum of the
probabilities of each occurring.
-ExampleGiven P(A) = 0.20, P(B) = 0.70, P(A and B) = 0.15
B

B'

Marginal

0.15

0.05

0.20

A'

0.55

0.25

0.80

Marginal

0.70

0.30

1.00

23
Interpreting the table
Mutually exclusive events will have a probability of zero. All inclusive events will have a zero
opposite the intersection. All inclusive means that there is nothing outside of those two events:
P(A or B) = 1.
B

B'

Marginal

A and B are Mutually Exclusive if

this value is 0

A'

A and B are All Inclusive if this

value is 0

Marginal

1.00

9. Two events are independent if the occurrence of one does not change the probability of the
other occurring. If events are independent, then the probability of both occurring is the
product of the probabilities of each occurring.
P (A B) = P(A) * P(B) (Specific Multiplication Rule)

-ExampleRolling a number 2 on a die and flipping a head on a coin. Rolling the 2 does not affect the
probability of flipping the head.
-ExampleP(A) = 0.20, P(B) = 0.70, A and B are independent.
B

B'

Marginal

0.14

0.06

0.20

A'

0.56

0.24

0.80

Marginal

0.70

0.30

1.00

The 0.14 is because the probability of A and B is the probability of A times the probability of B
or 0.20 * 0.70 = 0.14.
10. If the occurrence of one event does affect the probability of the other occurring, then the
events are dependent.

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Probability concepts
Classical

Relative frequency

Probability

Subjective

Classical:
Earliest uncertainty measure
Used when all outcomes have equal possibilities
Suppose an experiment has n equal potential outcomes and A is a compounding event.
P(A) =

-Example-

n(A)
n(S)

A society has 100 members; 70 males and 30 females. If the chairman of the committee is
chosen at random from the group of members, what is the probability that a female member will
be chosen?
Solution
( ) =
Relative frequency:

30
3
=
100 10

Approximates probability of an event

Event probability might change in experimental replicates
Suppose an experiment has n replicates and A event occurs f times.

() =

25
-ExampleSum

Frequency

Relative
Frequency

1/36

2/36

3/36

4/36

5/36

6/36

5/36

4/36

10

3/36

11

2/36

12

1/36

If just the first and last columns were written --> a probability distribution.
The relative frequency of a frequency distribution is the probability of the event occurring
(only true if the events are equally likely)
This gives the formula for classical probability. The probability of an event occurring is the
number in the event divided by the number in the sample space.
A classical probability is the relative frequency of each event in the sample space when each
event is equally likely.
n(A)
P(A) =
n(S)
-ExampleIf given that the probability that a flight from Kuala Lumpur to Penang arrives on time is 0.9.
This means that 90 % of such flights will arrive on time (relative frequency).
-ExampleFrom random samples of 1000 families in Penang, it is found that 670 families own a terrace.
This means that 0.67 of families in Penang own a terrace (relative frequency).

26
Subjective:
Subjective probability is used when an experiment has unequal possible outcomes and also
cannot be replicated to generate more data.
Subjective probability values depends on individuals belief.
Influenced by personal experiences, the information a person has.
-ExampleThe probability that
- you will get an A in EMT 211 course.
- ghosts exist in this world.
Contingency table
Sometimes called the cross tabulation or cross tab.
A type of table in a matrix form that displays the (multivariate) frequency distribution of
variables. It is often used to record and analyze the relation between two or more categorical
variables.
-ExampleA random sample of 100 USM students is interviewed regarding a new policy. The responses
obtained are categorized according to sex and students opinion; support or object the new
policy. Results are tabulated as follows.
Opinion

Sex

Total

Support

Reject

Male

25

35

60

Female

10

30

40

TOTAL

35

65

100

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-ExampleSuppose that we have two variables, sex (male or female) and handedness (right- or left-handed).
Further suppose that 100 individuals are randomly sampled from a very large population as part
of a study of sex differences in handedness. A contingency table can be created to display the
numbers of individuals who are male and right-handed, male and left-handed, female and righthanded, and female and left-handed. Such a contingency table is shown below.

Males
Females
Totals

Right-handed Left-handed
43
9
44
4
87
13

Totals
52
48
100

The numbers of the males, females, and right- and left-handed individuals are called marginal
totals. The grand total, i.e., the total number of individuals represented in the contingency table,
is the number in the bottom right corner.
From the table, it can be seen that the proportion of men who are right-handed is about the same
as the proportion of women who are right-handed although the proportions are not identical.

Single event probability

-

Involve only 1 event

Other events are not considered
Simplest probability

-ExampleSuppose that a student is selected at random from a sample of 100 USM students. The student
can be grouped by gender or handedness. If only a characteristic is considered at a time, the
chosen student might be a male, female, right-handed or left-handed.
The probability of each of these 4 characteristic is a single event probability.
Compound probability
-

Likeliness of 2 events occurring

Intersecting probability

28
-

Notation: P(A and B) = P(A B) = P(AB)

-Example-

Suppose that a student is selected at random from a sample of 100 USM students. The student
can be grouped by gender or handedness. To evaluate the probability that the chosen student is a
female and right-handed, the probability is
P(female and right handed) = P(F R) = P(FR)
~ F and R happens at the same time
Conditional probability
The probability of event B occurring, knowing that event A has already occurred is read "the
probability of B given A" and is written: P(B|A)
Formula:
(/) =
(/) =

( )
,
()
( )
,
()

() 0
() 0

-ExampleSuppose a male student is selected. What is the probability that he is left handed?
P(L/M)

Independence
If A and B are independent events

P(A and B) = P(A) * P(B)

P(A|B) = P(A)
P(B|A) = P(B)

29
If two events are independent, the occurrence of one doesn't change the probability of the
occurrence of the other.
This means that the probability of B occurring, knowing whether A has happened or not, is
simply the probability of B occurring.
P(B|A) = P(B)
Event A does not influence event B
P(A and B) = P(A) * P(B|A) (General multiplication rule)
P(A or B) = P(A) + P(B) (General addition rule)
P(A orB) = P(A) + P(B) P(A B)

If A and B are mutually exclusive, A B = ,

P(A B) = 0
-ExampleP(A) = 0.20, P(B) = 0.70, P(B|A) = 0.40
A good way to think of P(B|A) is that 40% of A is B. 40% of the 20% which was in event A is
8%, thus the intersection is 0.08.
B

B'

Marginal

0.08

0.12

0.20

A'

0.62

0.18

0.80

Marginal

0.70

0.30

1.00

-TrySuppose two fair dice are thrown at the same time. Let A represent the sum of both dice is 6
while B represent the outcome from the first die is 4. Determine whether A and B are
independent?

30
-TryIn rural areas, the probability that a family has a washing machine is 0.78, owns a television is
0.8 and the probability that a family owns both a washing machine and a television is 0.6. What
is the probability that a family chosen at random owns a washing machine or a television?
-ExampleA box contains 20 pieces of CD and 4 of them are found reject. If 2 CDs are chosen at random
without replacement, what is the probability that both CDs are reject?
Solution
Suppose:
C1 = event of getting rejected irst CD
C2 = event of getting rejected second CD

C1
C1 '

C2/C1

C2'/C1
C2/C1'
C2'/C1'

P(C1 C2 ) = P(C1 ). P(C2 /C1 )

P(C1 C2 ) = P(C1 ). P(C2 /C1 )

Bayes theorem

The conditional probability of an event is a probability obtained with the additional information
that some other event has already occurred.
We used P(B|A) to denoted the conditional probability of event B occurring, given that event A
has already occurred.
The conditional probability can be extended into Bayes' theorem (or Bayes' rule), based on
additional information that is later obtained - dealing with sequential events, whereby new
additional information is obtained for a subsequent event, and that new information is used to
revise the probability of the initial event.

31

Formula:
P(A1 /B) =

P(A1 ). P(B/A1 )
P(A1 ). P(B/A1 ) + P(A2 ). P(B/A2 )

where P(A1 ) = probability of original A1

When new information B obtained, P(A1 ) is revised with P(A1 /B)

-Try-

Suppose box A contains 2 black marbles and 4 red marbles. Box B contains a black marble and a
red marble. A marble is chosen from box A and transferred to box B. If a marble is drawn from
box B, what is the probability that
a) the drawn marble is black?
b) the transferred marble from box A to box B is black if known that a black marble is
drawn from box B?
-TrySuppose that we have two paper frogs named Mighty Joe and Herman. We know that Mighty
Joe lands on his feet 60% of the time and Herman lands on his feet only 20% of the time. Both
frogs always land either on their feet or their backs, and the position in which they land on any
jump is independent of the position in which they land on all other jumps. One of the frogs is
red and the other one is blue. Unfortunately, the frogs nametags have fallen off, and the only
way we have of telling which one is which is by their ability to jump and land on their feet! We
pick one of the frogsthe red onehaving no idea if it is Mighty Joe or Herman. It jumps, and
lands on its feet. What is the probability that the red frog is Mighty Joe?

What is the probability that we have selected Mighty Joe, given that after one jump, the frog
landed on its feet?

32

Avoid mistaken association for causality

Statistical data analysis cannot establish causality

-ExampleA research company randomly selects an adult American for a survey about credit card usage.
Use subjective probabilities to estimate the following.
a) What is the probability that the selected subject is a male?
b) After selecting a subject, it is later learned that this person was smoking a cigar during the
interview. What is the probability that the selected subject is a male?
c) Which of the preceding two results is a prior probability? Which is a posterior probability?

33
Solution
a) Roughly half of all Americans are males, so we estimate the probability of selecting a male
subject to be 0.5. Denoting a male by M, P(M) = 0.5.
b) Although some women smoke cigars, the vast majority of cigar smokers are males. A
reasonable guess is that 85% of cigar smokers are males. Based on this additional subsequent
information that the survey respondent was smoking a cigar, we estimate the probability of
this person being a male as 0.85. Denoting a cigar smoker by C, P(M | C) = 0.85.
c) In part (a), the value of 0.5 is the initial probability, so this is the prior probability. Because
the probability of 0.85 in part (b) is a revised probability based on the additional information
that the survey subject was smoking a cigar, this value of 0.85 is referred to a posterior
probability.

-ExampleAn urn B1 contains 2 white and 3 black balls and another urn B2 contains 3 white and 4 black
balls. One urn is selected at random and a ball is drawn from it. If the ball drawn is found black,
find the probability that the urn chosen was B1.
Solution

Let E1, E2 denote the events of selecting urns B1 and B2 respectively.

Then P(E1) = P(E2) = 1/2 .
Let B denote the event that the ball chosen from the selected urn is black .Then we have to find
P(E1/B).
P(B/E1) = 3/5
P(B/E2) = 4/7

By Bayes theorem
P(E1/B) = {P(E1)P(B/E1)/ (P(E1)P(B/E1)+P(E2)P(B/E2))}
= {(1/2) (3/5) / ((1/2) (3/5) +(1/2) (4/7))}
= 21/41

34
-ExampleIn a parking place, there are 200 vehicles, 90 of which are lorries, 50 are cars and the rest are
vans. If every vehicle is equally likely to leave, find probability of van leaving first.
Solution
Let S = sample space
A = the event of a van leaving first.
n(S) = 200
n(A) = 200 - ( 90 + 50 ) = 60
P(A) = 60/200
= 6/20
= 3/10
-ExampleAn urn has 6 green and 7 blue balls. A ball is drawn at random. Its color is noted and returned to
urn. Moreover, 2 added. Balls of the same color are put in the urn and a ball is drawn. What is
probability that second ball is green. (Random process)
Solution
Case 1: Draw a green ball 1st.
S 1 = 6 green + 7 blue = 13
A1 = drawing a green ball
=> P(A1) = 6/13

Case 2: Adding 2 more green balls:

S 2 = 8 green + 7 blue = 15
A 2 = drawing a green ball
=> P(A2 ) = 8/15

35

From case 1 and case 2:

=> P(a green and a green) = 6/13 * 8/15 = 48/195

Case 1: Draw a blue ball 1st.

S 1 = 6 green + 7 blue = 13
A 1 = drawing a blue ball
=> P(A 1) = 7/13
Case 2: Adding 2 more blue balls
S 2 = 6 green + 9 blue = 15
A 2 = drawing a green ball
=> P(A 2) = 6/15 = 2/5
From case 1 and case 2:
=> P(a blue and a green)= 7/13 * 2/ 5 = 14/65 .
P( in both the steps) = 48/195 + 14/65 = 0.984

-ExampleThere are three urns containing 3 white and 2 black balls, 2 white and 3 black balls, 1 black and
4 white balls respectively. There is equal probability of each urn being chosen. One ball is drawn
from an urn chosen at random. What is the probability that a white ball is drawn?
Solution
Let E1, E2, and E3 be the events of choosing the first, second and third urn respectively.
Then,
P(E1) = P (E2) = P(E3) = 1/3

36
Let E = event that a white ball is drawn
P(E/E1) = 3/5 , P (E/E2) = 2/5 and P(E/E3) = 4/5
By the theorem of total probability
P(E) = P(E/E1).P(E1) + P(E/E2).P(E2) + P(E/E3).P(E3)
= (3/5 * 1/3 + 2/5 * 1/3 + 4/5 * 1/3 )
= 3/5.

Theoretical probability vs. Experimental probability

Theoretical probability
probability that is calculated using math formulas.
probability based on math theory.
Experimental probability
calculated when the actual situation or problem is performed as an experiment.
perform the experiment, and use the actual results to determine the probability.
In order to accurately perform an experiment, need to
1. Identify what constitutes a "trial".
2. Perform a minimum of 25 trials
3. Set up an organizer (table or chart) to record your data.
-ExampleA coin is tossed a die is rolled. Find the probability of getting a head on the coin and number 6
on the die.

Solution
Theoretical probability:
P(heads) =

P(getting 6 on die) =

37

P(heads and getting 6 on die) =

Experimental probability:

Identify a trial experiment:

Flipping a coin once and rolling a die once
Conduct trials:
25 trials
Recording data:

Last row determines whether trial completed. In the table, there was 1 trial (out of 25) in which
head flipped on coin and 6 rolled on die.
P(heads and getting 6 on die) =

All experiments results in differ probability. However they should be relatively close. If
calculations are not close, there is potential that experiments were conducted improperly. More
trials needed.
The more trials conducted in experiments, the closer will be the probabilities evaluations for
experimental and theoretical manner.

-ExampleA survey conducted found that 3 out of 10 people in a district are unemployed. If three people
are chosen at random, without replacement, what is the probability that all of them are
employed?
Solution

38
Theoretical probability:
P(first person employed) =

P(second person employed) =

P(third person employed) =

P(3 people employed) =

Experimental probability:
If there is no such a group of 7 employed and 3 unemployed people to select, the experiment can
be simulated.
Identify a simulation experiment.
If we have a group of 10 people; 7 can be identified as employed, 3 as unemployed.
Conduct trials:
Randomly choose 3 people from the group.
or
Identify a simulation experiment.
Choose the numbers A-10 in a deck of cards. The Ace, two and three represent unemployed.
Number 4 to 10 represent employed people.
Conduct trials:
Shuffle cards and randomly select three cards.
or
Identify a simulation experiment.
Use marbles to represent the condition. Put three blue marbles to represent unemployed and 7
red marbles to represent the employed in a container.
Conduct trials:
Conduct 25 trials. Randomly choose 3 marbles from the container without replacement.
Recording data:

39

From the table, there was 8 trials (out of 25) in which three red marbles (employed people)
chosen.
P(3 people employed) =

Practice
1. Determine if the two events A & B are mutually exclusive.
Event A: The sum of rolling two dice four times is 1, 3, 5, 9.
Event B: The sum of rolling two dice four times is 4, 5, 10, 11.
Yes, A and B are mutually exclusive.
No, A and B are not mutually exclusive.
2. Determine in the two events A & B are mutually exclusive.
Event A: A card drawn from a deck of cards is Black.
Event B: A card drawn from a deck of cards is a diamond.
Yes, A and B are mutually exclusive.
No, A and B are not mutually exclusive.

3. Determine in the two events A & B are mutually exclusive.

Roll two dice:
Event A: A die comes up a 3.
Event B: The sum of the dice is 10.
Yes, A and B are mutually exclusive.
No, A and B are not mutually exclusive.

40

4.

Positive test result

Negative test result
(Pregnancy indication) (No indication of pregnancy)
Subject is pregnant
80
5
Subject is not pregnant
3
11

a. If one of the 99 test subjects is randomly selected, what is the probability of getting a subject
who is pregnant?
b. A test subject is randomly selected and is given a pregnancy test. What is the probability of
getting a subject who is pregnant, given that the test result is positive?
5. A math teacher gave her class two tests. 25% of the class passed both tests and 42% of the
class passed the first test. What percent of those who passed the first test also passed the
second test?

6. A jar contains black and white marbles. Two marbles are chosen without replacement. The
probability of selecting a black marble and then a white marble is 0.34, and the probability of
selecting a black marble on the first draw is 0.47. What is the probability of selecting a white
marble on the second draw, given that the first marble drawn was black?
7. The probability that it is Friday and that a student is absent is 0.03. Since there are 5 school
days in a week, the probability that it is Friday is 0.2. What is the probability that a student is
absent given that today is Friday?
8. At Kennedy Middle School, the probability that a student takes Technology and Spanish is
0.087. The probability that a student takes Technology is 0.68. What is the probability that a
student takes Spanish given that the student is taking Technology?