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Part 2
Learning Objectives
After completing this chapter, students will be able to:
1. Understand the basic foundations of
probability analysis.
2. Describe statistically dependent and
independent events.
3. Use Bayes’ theorem to establish posterior
probabilities.
4. Describe and provide examples of both
discrete and continuous random variables.
5. Explain the difference between discrete and
continuous probability distributions.
6. Calculate expected values and variances
and use the normal table.
Copyright © 2012 Pearson Education 2-2
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Chapter Outline
2.1 Introduction
2.2 Fundamental Concepts
2.3 Mutually Exclusive and Collectively
Exhaustive Events
2.4 Statistically Independent Events
2.5 Statistically Dependent Events
2.6 Revising Probabilities with Bayes’
Theorem
2.7 Further Probability Revisions
Chapter Outline
2.8 Random Variables
2.9 Probability Distributions
2.10 The Binomial Distribution
2.11 The Normal Distribution
2.12 The F Distribution
2.13 The Exponential Distribution
2.14 The Poisson Distribution
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Introduction
Fundamental Concepts
0 P (event) 1
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Types of Probability
Determining objective probability :
Relative frequency
Typically based on historical data
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Types of Probability
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coin flips. 2 1/
6
3 1/
All six possible 1/
6
4 6
outcomes 5 1/
6
of the roll 6 1/
6
of a die. Total 1
Drawing a Card
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Table of Differences
MUTUALLY COLLECTIVELY
DRAWS
EXCLUSIVE EXHAUSTIVE
1. Draws a spade and a club Yes No
2. Draw a face card and a Yes Yes
number card
3. Draw an ace and a 3 Yes No
4. Draw a club and a nonclub Yes Yes
5. Draw a 5 and a diamond No No
6. Draw a red card and a No No
diamond
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Venn Diagrams
P (A and B)
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Independent Events
A bucket contains 3 black balls and 7 green balls.
Draw a ball from the bucket, replace it, and
draw a second ball.
Independent Events
A bucket contains 3 black balls and 7 green balls.
Draw a ball from the bucket, replace it, and
draw a second ball.
3. The probability of a black ball drawn on the
second draw if the first draw is green is:
P (B | G) = P (B) = 0.30
(a conditional probability but equal to the marginal
because the two draws are independent events)
4. The probability of a green ball drawn on the
second draw if the first draw is green is:
P (G | G) = P (G) = 0.70
(a conditional probability as in event 3)
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4 balls
White (W) 4
and Probability (WL) =
10
Lettered (L)
2 balls
The urn White (W) 2
contains 10 Probability (WN) =
and 10
balls: Numbered (N)
3 balls
Yellow (Y) 3
Probability (YL) =
and 10
Lettered (L)
Figure 2.3
1 ball Yellow (Y) 1
and Numbered (N) Probability (YN) =
10
Copyright © 2012 Pearson Education 2-27
P (YL) 0.3
P (L | Y) = = = 0.75
P (Y) 0.4
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Joint Probabilities
for Dependent Events
If the stock market reaches 12,500 point by January,
there is a 70% probability that Tubeless Electronics
will go up.
You believe that there is only a 40% chance the
stock market will reach 12,500.
Let M represent the event of the stock market
reaching 12,500 and let T be the event that
Tubeless goes up in value.
Prior
Probabilities
Bayes’ Posterior
Process Probabilities
New
Information
Figure 2.4
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Posterior Probabilities
A cup contains two dice identical in appearance but
one is fair (unbiased), the other is loaded (biased).
The probability of rolling a 3 on the fair die is 1/6 or 0.166.
The probability of tossing the same number on the loaded
die is 0.60.
We select one by chance,
toss it, and get a 3.
What is the probability that
the die rolled was fair?
What is the probability that
the loaded die was rolled?
Posterior Probabilities
We know the probability of the die being fair or
loaded is:
P (fair) = 0.50 P (loaded) = 0.50
And that
P (3 | fair) = 0.166 P (3 | loaded) = 0.60
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Posterior Probabilities
We know the probability
The sumof the die being
of these fair or
probabilities
loaded is gives us the unconditional
probability
P (fair) = 0.50 of tossing
P (loaded) = 0.50a 3:
And that
P (3 | fair) = 0.166P (3)P=(30.083 + 0.300
| loaded) = 0.383
= 0.60
Posterior Probabilities
If a 3 does occur, the probability that the die rolled
was the fair one is:
P (fair and 3) 0.083
P (fair | 3) = = = 0.22
P (3) 0.383
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Bayes’ Calculations
Given event B has occurred:
STATE OF P (B | STATE PRIOR JOINT POSTERIOR
NATURE OF NATURE) PROBABILITY PROBABILITY PROBABILITY
Table 2.2
Given a 3 was rolled:
STATE OF P (B | STATE PRIOR JOINT POSTERIOR
NATURE OF NATURE) PROBABILITY PROBABILITY PROBABILITY
Table 2.3
Copyright © 2012 Pearson Education 2-35
P ( B | A) P ( A)
P( A | B)
P ( B | A) P ( A) P ( B | A ) P ( A )
where
A the complement of the event A;
for example, if A is the event “fair die”,
then A is “loaded die”.
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Random Variables
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RANGE OF
EXPERIMENT OUTCOME RANDOM VARIABLES RANDOM
VARIABLES
Students Strongly agree (SA) 5 if SA 1, 2, 3, 4, 5
respond to a Agree (A) 4 if A..
questionnaire Neutral (N) X= 3 if N..
Disagree (D) 2 if D..
Strongly disagree (SD) 1 if SD
One machine Defective Y= 0 if defective 0, 1
is inspected Not defective 1 if not defective
Table 2.5
Copyright © 2012 Pearson Education 2-44
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Probability Distribution of a
Discrete Random Variable
For discrete random variables a
probability is assigned to each event.
Probability Distribution of a
Discrete Random Variable
RANDOM VARIABLE NUMBER PROBABILITY
(X – Score) RESPONDING P (X)
5 AP6 10 0.1 = 10/100
4 20 0.2 = 20/100
3 30 0.3 = 30/100
2 30 0.3 = 30/100
1 10 0.1 = 10/100
Total 100 1.0 = 100/100
Table 2.6
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Slide 46
AP6 11e Table 2.6 does not have the Outcome column because it's about quiz scores
Annie Puciloski, 2/1/2011
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0.4 –
0.3 –
P (X)
0.2 –
0.1 –
0–
| | | | | |
Figure 2.5
1 2 3 4 5
X
Copyright © 2012 Pearson Education 2-47
0.2 –
0.1 –
0–
Figure 2.5
| | | | | |
1 2 3 4 5
X
Copyright © 2012 Pearson Education 2-48
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X 1 P X 1 X 2 P ( X 2 ) ... X n P ( X n )
where
X i = random variable’s possible values
P ( X i ) = probability of each of the random variable’s
n possible values
i 1
= summation sign indicating we are adding all n
possible values
E ( X ) = expected value or mean of the random sample AP7
Copyright © 2012 Pearson Education 2-49
n
EX X i PX i
i 1
25
Slide 49
Variance of a
Discrete Probability Distribution
For a discrete probability distribution the
variance can be computed by
n
σ 2 Variance [ X i E ( X )]2 P ( X i )
i 1
where
X i = random variable’s possible values
E ( X ) = expected value of the random variable
[ X i E ( X )]= difference between each value of the random
variable and the expected mean
P ( X i ) = probability of each possible value of the
random variable
Variance of a
Discrete Probability Distribution
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Variance of a
Discrete Probability Distribution
σ Variance σ 2
where
= square root
σ = standard deviation
Variance of a
Discrete Probability Distribution
σ Variance σ 2
where
= square
Forroot
Dr. Shannon’s class:
σ = standard deviation
σ Variance
1.29 1.14
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Using Excel
Formulas in an Excel Spreadsheet for the Dr.
Shannon Example
Program 2.1A
Using Excel
Excel Output for the Dr. Shannon Example
Program 2.1B
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Probability Distribution of a
Continuous Random Variable
Since random variables can take on an infinite
number of values, the fundamental rules for
continuous random variables must be modified.
The sum of the probability values must still
equal 1.
The probability of each individual value of the
random variable occurring must equal 0 or
the sum would be infinitely large.
The probability distribution is defined by a
continuous mathematical function called the
probability density function or just the probability
function.
This is represented by f (X).
Copyright © 2012 Pearson Education 2-57
Probability Distribution of a
Continuous Random Variable
Probability
| | | | | | |
5.06 5.10 5.14 5.18 5.22 5.26 5.30
Weight (grams)
Figure 2.6
Copyright © 2012 Pearson Education 2-58
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We let
r = number of successes
q = 1 – p = the probability of a failure
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n!
Probabilit y of r successes in n trials p r q n r
r ! ( n r )!
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Thus
5!
P (4 successes in 5 trials) 0 .5 4 0 .5 5 4
4!(5 4)!
5( 4 )(3)(2)(1)
(0.0625 )(0.5 ) 0.15625
4(3)(2)(1)(1! )
0.3 –
Probability P (r)
0.2 –
0.1 –
0 –| | | | | | |
Figure 2.7 1 2 3 4 5 6
Values of r (number of successes)
Copyright © 2012 Pearson Education 2-64
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Using Excel
Function in an Excel 2010 Spreadsheet for Binomial
Probabilities
Program 2.2A
Using Excel
Excel Output for the Binomial Example
Program 2.2B
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| | |
40 µ = 50 60
Smaller µ, same
| | |
µ = 40 50 60
Larger µ, same
| | |
40 50 µ = 60
Figure 2.8
Same µ, smaller
Same µ, larger
Figure 2.9
µ
Copyright © 2012 Pearson Education 2-74
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X
Z
where
X = value of the random variable we want to measure
µ = mean of the distribution
= standard deviation of the distribution
Z = number of standard deviations from X to the mean, µ
Copyright © 2012 Pearson Education 2-75
| | | | | | |
X = IQ
55 70 85 100 115 130 145
X
| | | | | | | Z
–3 –2 –1 0 1 2 3
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X 125 100
Z From Appendix A, for Z = 1.25
20 the area is 0.89435.
25 The probability is about
1.25
20 0.89 that Haynes will not
violate the contract.
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X 75 100
Z
20
But Appendix A has only
25 positive Z values, and the
1.25
20 probability we are looking for
is in the negative tail.
X 75 100
Z Because the curve is
20 symmetrical, we can look at
25 the probability in the positive
1.25 tail for the same distance
20 away from the mean.
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= 20 days
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Using Excel
Function in an Excel 2010 Spreadsheet for the
Normal Distribution Example
Program 2.3A
Copyright © 2012 Pearson Education 2-87
Using Excel
Excel Output for the Normal Distribution Example
Program 2.3B
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–1 +1
a µ b
–2 +2
a µ b
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The F Distribution
The F Distribution
F
Figure 2.15
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The F Distribution
The F Distribution
0.05
F = 4.39
Figure 2.16
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Using Excel
Program 2.4A
Copyright © 2012 Pearson Education 2-95
Using Excel
Excel Output for the F Distribution
Program 2.4B
Copyright © 2012 Pearson Education 2-96
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Figure 2.18
Copyright © 2012 Pearson Education 2-102
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Using Excel
Function in an Excel Spreadsheet for the
Exponential Distribution
Program 2.5A
Copyright © 2012 Pearson Education 2-103
Using Excel
Excel Output for the Exponential Distribution
Program 2.5B
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Expected value =
Variance =
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Poisson Distribution
x e
P( X )
X!
0 2
2 e 1(0.1353)
P ( 0) 0.1353
0! 1
21 e 2 2(0.1353)
P (1) 0.2706
1! 1
2 2 e 2 4(0.1353)
P ( 2) 0.2706
2! 2
Poisson Distribution
Figure 2.19
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Using Excel
Functions in an Excel 2010 Spreadsheet for the
Poisson Distribution
Program 2.6A
Using Excel
Program 2.6B
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