GEC410-

Probability and
Statistics
GEC410-Probability and Statistics Module 1

Module 1 By

Dr. S. O. Edeki
Department of
Mathematics,
By Covenant
University, Nigeria.

Dr. S. O. Edeki
Department of Mathematics, Covenant University,
Nigeria.

August 20, 2018

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 GEC410-
MODULE 0: Course-Breakdown & Instruction Probability and
Statistics
Kit Module 1

By

Dr. S. O. Edeki
Department of
Mathematics,
The summary of the lecture notes are given in modules with Covenant
University, Nigeria.
exercises and classwork. More examples and solutions will be
treated in the class during the lectures.

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 GEC410-
Course Overview Probability and
Statistics

Module 1

By

Probability and Statistics are important scientific concepts

Dr. S. O. Edeki
that will make up a knowledge field known as statistical Department of
Mathematics,
engineering. The course is intended to equip the students Covenant
University, Nigeria.
with basic statistical skills that is indispensable in analyzing
engineering concepts and to incorporate uncertainty and
variability in engineering design, analysis and decision
making.

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 GEC410-
Course objectives I Probability and
Statistics

Module 1

At the end of the course, student should be able to:

i Define probability with various examples. By

ii Understand probability space and theorems. Dr. S. O. Edeki

Department of
iii Define and understand conditional and independence Mathematics,
Covenant
probabilities with worked examples. University, Nigeria.

iv Define random variables, discrete and continuous

distribution with worked examples.
v Understand Bernoulli, Binomial and Normal distribution
and their applications.
vi Understand the various scale, location, rate and shape
parameters that define a given probability distribution.

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 GEC410-
Course objectives II Probability and
Statistics

Module 1
vii Understand and apply the concept of reliability in the
understanding of failures and timeline of engineering
systems. By

viii Define statistical inference (point and interval Dr. S. O. Edeki

estimation) and its numerous applications in statistical Department of
Mathematics,
engineering. Covenant
University, Nigeria.
ix Determine hypothesis testing and their test methods on
means proportion and variance and their usefulness in
quality assurance and decision making.
x Understand Chi-square test of goodness fits and its
usefulness in quality control.
xi Determine simple linear regression, causation,
interpretation and industrial applications.

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 GEC410-
Module 1: PROBABILITY DISTRIBUTIONS Probability and
Statistics

Module 1

By

Topic 1: Basic definitions and concepts. Dr. S. O. Edeki

Department of
Mathematics,
Topic 2: Discrete probability distributions and their Covenant
University, Nigeria.
characteristics
Topic 3: Continuous probability distributions and their
characteristics

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 GEC410-
MODULE 2: STATISTICAL RELIABILITY Probability and
Statistics

Module 1

By

Topic 4: Reliability of some selected Discrete Dr. S. O. Edeki

Department of
Distributions Mathematics,
Covenant
University, Nigeria.
Topic 5: Reliability of some selected Continuous
Distributions
Topic 6: Sampling methods and Central Limit Theorem

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 GEC410-
MODULE 3: STATISTICAL INFERENCE, Probability and
Statistics
REGRESSION CHI-SQUARE TEST Module 1

By

Dr. S. O. Edeki
Department of
Topic 7: Estimation Mathematics,
Covenant
University, Nigeria.
Topic 8: Hypothesis Tests
Topic 9: Simple Linear Regression
Topic 10: Chi-Square test of Goodness of Fit.

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 GEC410-
Ground Rules Probability and
Statistics

Module 1

By
* Punctuality to Class: 3 MINUTES lateness can only be
entertained. Dr. S. O. Edeki
Department of
* No use of laptop, i-pods and/or other electronic devices in Mathematics,
Covenant
the class (unless you are asked to). University, Nigeria.

* Dress code must be correctly adhered to.

* 75% attendance (minimum) required for eligibility to
semester examination.
* No eating / drinking in the class.

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 GEC410-
TOPICS in Module 1: PROBABILITY Probability and
Statistics
DISTRIBUTIONS Module 1

By

Dr. S. O. Edeki
Department of
Topic a: Basic definitions and concepts. Mathematics,
Covenant
Topic b: Discrete probability distributions and their University, Nigeria.

characteristics.
Topic c: Continuous probability distributions and their
characteristics.

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 GEC410-
Definitions of basic terms and concepts Probability and
Statistics

Module 1

Introduction to statistics. By

Review of set and set properties. Dr. S. O. Edeki

Department of
Sample space and events. Mathematics,
Covenant
Discrete and continuous sample space. University, Nigeria.

Mutually exclusive events.

Dependent and independent events.
Remarks on random experiment.
Definition(s) of Probability.

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 GEC410-
Review of set and set properties Probability and
Statistics

Module 1

Definition of set, Set membership. By

Listing and property methods.
Dr. S. O. Edeki
Subset and equal sets. Department of
Mathematics,
Cardinality of set. Covenant
University, Nigeria.

Equivalent sets.
Power set.
Special sets.
Set operations: union, intersection, disjoint,
compliment, e.t.c.

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 GEC410-
Definition: Statistics Probability and
Statistics

Module 1

By

Dr. S. O. Edeki
Department of
Statistics is the science that deals with the collection, Mathematics,
Covenant
organization, analysis, interpretation and presentation of University, Nigeria.

data in order to make valid or informed decision.

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 GEC410-
Types of Statistics Probability and
Statistics

Module 1

By
Descriptive Statistics.
Inferential Statistics. Dr. S. O. Edeki
Department of
Mathematics,
Descriptive statistics refers to the procedures for Covenant
University, Nigeria.
organizing, summarizing and describing information, which is
called data.
Inferential statistics includes methods for making
inferences about a larger group of individuals on the basis of
data actually collected on a much small group.

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 GEC410-
Variable & Types of Variables Probability and
Statistics

Module 1

Variable simply means any quantity or item that can change

(increase or decrease) over time. By

Quantitative variable (Discrete or Continuous). Dr. S. O. Edeki

Department of
Qualitative variable. Mathematics,
Covenant
Quantitative variable: A variable whose observation has University, Nigeria.

numerical value e.g. age, height, size, weight, BP, etc.

Qualitative variable: A variable whose observations vary in
kind but not in degree or are mainly categorical with no
notion of numerical strength, e.g. sex, complexion, blood
group, etc.
Question: Classify Student’s MARKS and REMARKS.

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 GEC410-
Random and Deterministic Experiment Probability and
Statistics

Module 1

An experiment or trial is any procedure that can be infinitely By

repeated with a well-defined set of possible outcomes, known
as the sample space. Dr. S. O. Edeki
Department of
An experiment is said to be random if it has more than one Mathematics,
Covenant
possible outcome, and deterministic if it has only one. A University, Nigeria.

random experiment is otherwise known as observation. The

result of deterministic experiments is predictable with
certainty and is known prior to its conduct.
For instance, if a stone is dropped from a window, it is
known, undoubtedly, that the stone will go down.

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 GEC410-
Sample space and Events Probability and
Statistics

Module 1
The set S of all possible outcomes of a random experiment
is referred to as SAMPLE SPACE of the experiment.
Members of S (i.e. individual outcomes) are called SAMPLE By

points or elementary events. Hence, any subset of a sample

Dr. S. O. Edeki
space is called an event. In statistics, we often make Department of
Mathematics,
reference to probability of an event. Covenant
University, Nigeria.
Example: If two coins are tossed once, we have the following
possibilities:
HH, HT , TH, TT .
Each of these forms an event, while:

S = {HH, HT , TH, TT }

is called a sample space.

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 GEC410-
Discrete & Continuous Sample Spaces Probability and
Statistics

Module 1

By
A sample space of an experiment is said to be discrete if it
is finite or countably infinite. Dr. S. O. Edeki
Department of
Note: the sample points of a discrete sample space can be Mathematics,
Covenant
listed in a sequence. University, Nigeria.

A sample space S is said to be continuous if it is not

discrete OR if its sample points can be set in a one-one
(1 − 1) correspondence with the points of an interval of the
real line.

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 GEC410-
Remark: Probability Probability and
Statistics

Module 1

By

In any particular performance of a random experiment, one

Dr. S. O. Edeki
cannot say with certainty that a specific outcome will occur. Department of
Mathematics,
Instead, the likelihood nature of such occurrence is Covenant
University, Nigeria.
considered or spoken of. Hence, the following definition(s).
Definition: Probability
The probability of an event is the likelihood that the event
will occur when the experiment is performed.

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 GEC410-
Definition Probability Probability and
Statistics

Module 1

The mathematical or ’a priori’ probability, By

Let m be the number of exhaustive, mutually exclusive, and

Dr. S. O. Edeki
equally likely cases of an event and suppose that n of such Department of
Mathematics,
are favourable to the happenings of an event A, then the Covenant
University, Nigeria.
mathematical probability of the event A, written as P(A) is
defined as:
n
P(A) = .
m

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 GEC410-
Axioms of Probability Probability and
Statistics

Module 1

For any event A of a sample space S, we have the following:

By
(i) 0 ≤ P(A) ≤ 1.
(ii) P(S) = 1 Dr. S. O. Edeki
Department of
(iii) P(A0 ) = 1 − P(A) Mathematics,
Covenant
University, Nigeria.
(iv) P(A) = 1 ⇒ A is a sure event
(iv) P(A) = 0 ⇒ A is an impossible event.
(v) If A and B are two events in S, then:

P(A ∪ B) = P(A) + P(B) − P(A ∩ B)

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 GEC410-
Exercise Ia Probability and
Statistics

Module 1

By

(Ex i) Suppose two coins are tossed together. Then,

Dr. S. O. Edeki
find (a) find the corresponding sample space Department of
Mathematics,
(b)the probability that at least a head will appear. Covenant
University, Nigeria.
(Ex ii) A coin is tossed 3 times. What is the probability
of getting
(i) 1 head (ii) 2 heads (iii) at least 2 heads (iv) at most
2 heads (v) 4 tails.

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 GEC410-
Definition: Mutually Exclusive & Exhaustive Probability and
Statistics
Events Module 1

By

Two or more events of a random experiment are said to be Dr. S. O. Edeki

Department of
mutually exclusive if the occurrence of one excludes the Mathematics,
occurrence of the others. For instance, once toss of a coin Covenant
University, Nigeria.
with head as the outcome excludes the simultaneous
occurrence of the tail (meaning the two events- head and tail
cannot occur together). Hence, they are mutually exclusive.
Two events A and B are said to be exhaustive if they make
up the whole probability space.

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 GEC410-
Definition: Mutually Exclusive & Exhaustive Probability and
Statistics
Events Module 1

The events A and B are said to be: By

a mutually exclusive if:

Dr. S. O. Edeki
Department of
Mathematics,
Covenant
P(A ∪ B) = P(A) + P(B), P(A ∩ B) = 0 University, Nigeria.

b Exhaustive if:
P(A ∪ B) = 1.
c Note that:

P(A ∪ B) = P(A) + P(B) − P(A ∩ B).

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 GEC410-
Remark on mutually exclusive events Probability and
Statistics

Module 1

By
The notion of mutually exclusive events can be extended to
more than two events, say, A1 , A2 , A3 , ..., An with the Dr. S. O. Edeki
Department of
outcome given as: Mathematics,
Covenant
University, Nigeria.

n
X
P (A1 ∪ A2 ∪ A3 ∪ ... ∪ An ) = P(Ai ).
i=1

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 GEC410-
Example a: Exclusive and Exhaustive Probability and
Statistics

Module 1

By
a) In a certain competition, the probability that John,
Paul, Peters winning are 0.3, 0.2 and 0.4 respectively. Dr. S. O. Edeki
Find the probability that: Department of
Mathematics,
i John or Peters wins Covenant
University, Nigeria.
ii John or Paul or Peters wins
iii Someone else wins.
Ans: (i) 0.7 and (ii) 0.9 (iii) 0.1
Hint Only one person wins ( Mutually exclusive).
Someone else implies NOT one of them.

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 GEC410-
Example b: Exclusive and Exhaustive Probability and
Statistics

Module 1

Ex2: Let S = {x : x ∈ [1, 10], x ∈ N } By

A = {x : x < 7}
Dr. S. O. Edeki
B = {x : x > 5} Department of
Mathematics,
Then find: i) A ∪ B Covenant
University, Nigeria.
ii)P(A ∪ B)
iii) Are A and B mutually exclusive or Exhaustive?
Ans: (i) A ∪ B = S
ii) P(A ∪ B) = P(S) = 1
iii) A and B are exhaustive events.

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 GEC410-
Ex: Exclusive and Exhaustive Probability and
Statistics

Module 1

By

Dr. S. O. Edeki
Exercise: Department of
Mathematics,
Let A and B be two events such that Covenant
2 3 5 University, Nigeria.
P(A) = , P(A ∪ B) = and P(A ∩ B) = .
3 4 12
Find P(B)

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 GEC410-
Definition: Conditional Probability Probability and
Statistics

Module 1
Let A and B be two events ( not necessarily from the same
experiment, the conditional probability of A given that B has
already occurred, written as P(A, givenB) or P(A | B) is By

defined as: Dr. S. O. Edeki

Department of
Mathematics,
Covenant
P(A ∩ B) University, Nigeria.
P(A | B) = , P(B) > 0.
P(B)

Note: the line in P(A | B) is vertical not slant.

Similarly,

P(A ∩ B)
P(B | A) = , P(A) > 0.
P(A)

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 GEC410-
Definition: Dependent (Independent) Events Probability and
Statistics

Module 1

Two or more events are said to be dependent if the By

occurrence of one affects the occurrence of the others. For

Dr. S. O. Edeki
instance, suppose it is planned to draw two balls from a bag Department of
Mathematics,
of 20 balls, if a ball is drawn without replacement, and the Covenant
University, Nigeria.
second ball is drawn, thus, the event of drawing the second
ball is dependent on that of the first ball.
A and B are independent if:

P(A | B) = P(A)

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 GEC410-
Remarks & examples on independent events Probability and
Statistics

Module 1

For independent events A and B, we have: By

i) P(A | B) = P(A)
Dr. S. O. Edeki
ii) P(B | A) = P(B) Department of
Mathematics,
Exercise: Show that P(A ∩ B) = P(A).P(B). If A and B Covenant
University, Nigeria.
are two independent events.
Example 2: Find (i) P(B) and (ii)P(A ∪ B) if A and B are
1 1
independent events such that P(A) = , P(A ∩ B) = .
3 12
1 1
Ans: (i) P(B) = (ii) P(A ∪ B) =
4 2

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 GEC410-
Exercise: independent events Probability and
Statistics

Module 1

By

The events A and B are such that Dr. S. O. Edeki

Department of
P(A | B) = 0.4, P(B | A) = 0.25 and P(A ∩ B) = 0.12. Mathematics,
Covenant
University, Nigeria.
i Find P(B)
ii Give a reason why A and B are not independent.

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1 P. N. Okonta (2000): Fundamental of probability GEC410-
Probability and
theory, Functional publishing company, Nigeria. Statistics

2 J. Crawshaw and J. Chamber (2001): A concise course Module 1

in advance level statistics Stanley Thomas, 4th ed. UK.

3 B. D. Gupta (2004): Mathematical physics, 3rd ed. By
UBS publishers, New Delhi.
Dr. S. O. Edeki
4 K. F. Riley, M. P. Hobson, and S. J. Bence (1998), Department of
Mathematics,
Cambridge Uni. Press. Covenant
University, Nigeria.

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