STATISTICS FOR PHYSICAL SCIENCE &

ENGINEERING
TRIN 102
Comprehensive Lecture Notes

PART 1: ELEMENTS OF PROBABILITY

Probability is a branch of mathematics that deals with uncertainties, randomness and chance.

Basic Probability Concepts and Rules

Key Definitions
1. Random Experiment – A process whose outcome cannot be predicted with certainty. E.g., rolling a die,
tossing a coin.
2. Outcome – A single possible result of an experiment. E.g., a six in rolling a die, a head in tossing a coin.
3. Sample Space (S) – The set of all possible outcomes.
4. Events (E) – A subset of the sample space (E⊂S or E⊆S).

Mathematical Definition of Probability

Probability is the number of required outcomes divided by the number of possible outcomes:
P(E) = Number of required outcomes / Total possible outcomes

Basic Probability Rules

Rule 1: 0 ≤ P(E) ≤ 1 (The probability of any event must be between 0 and 1)
• Zero means the event is impossible (event cannot happen)
 • One means the event is certain (event must happen)
Example – Probability of a die:
S = {1, 2, 3, 4, 5, 6} P(3) = 1/6
P(1 or 2) = P(1) + P(2) = 1/6 + 1/6 = 2/6 = 1/3

PART 2: SET OPERATIONS IN PROBABILITY

1. Union
The union of A and B contains every outcome that belongs to A, to B, or to both. In probability language, A
union B means A occurs or B occurs or both.
A∪B = {x : x∈A or x∈B}
Example:
A = {2, 4, 6}, B = {5, 4, 6}
A∪B = {2, 4, 5, 6}
P(A∪B) = 4/6 = 2/3
P(A) = 3/6 = 1/2, P(B) = 3/6 = 1/2
P(A∪B) = P(A) + P(B) – P(A∩B) = 1/2 + 1/2 – 1/3 = 2/3

2. Intersection
The intersection of A and B contains only the outcomes shared by both A and B.
A∩B = {x : x∈A and x∈B}

Example 1 – Rolling a Die (Set Operations)

Roll a die, let A = even numbers, B = prime numbers. Find A, B, (A∪B), and (A∩B) and their probabilities.
S = {1, 2, 3, 4, 5, 6}
A = {2, 4, 6} → P(A) = 3/6 = 1/2
B = {2, 3, 5} → P(B) = 3/6 = 1/2
A∪B = {2, 3, 4, 5, 6} → P(A∪B) = 5/6
A∩B = {2} → P(A∩B) = 1/6

PART 3: COMPLEMENT RULE

The complement of an event E (written E') is the event that does NOT occur. In other words, E' contains
every outcome in S (sample space) that is not in E.
P(E) = 1 – P(E') or P(E') = 1 – P(E)
Example:
S = {1, 2, 3, 4}, E = {1, 2, 3}, E' = {4}
P(E) + P(E') = 1

Example 1 – Fair Die

A fair die is rolled. What is the probability of NOT rolling a 6?
 S = {1, 2, 3, 4, 5, 6}
P(6) = 1/6
P(not 6) = 1 – P(6) = 1 – 1/6 = 5/6 ≈ 0.83

Example 2 – Coin Tossed 5 Times

A coin is tossed five times. Find the probability of getting at least one head in five tosses.
S = 2^5 = 32
P(at least one head) = 1 – P(TTTTT) = 1 – 1/32 = 31/32 = 0.969
96% chance of getting at least one head.

PART 4: ADDITION AND MULTIPLICATION LAWS

Addition Law

Case 1 – Mutually Exclusive Events

A∩B = ∅ = 0 (they cannot occur at the same time)
P(A∪B) = P(A) + P(B)
It means A and B cannot occur at the same time; they must occur independently with no intersection
between them.
Example: A = {1,2,3}, B = {4,5,6}, A∩B = {}

Case 2 – Non-Mutually Exclusive Events (Inclusion-Exclusion)

For any two events there is an OVERLAP — you must account for intersection:
P(A∪B) = P(A) + P(B) – P(A∩B)

Multiplication Law

Case 1 – Independent Events

P(A∩B) = P(A) × P(B)
Events A and B are independent when the occurrence of A has no effect on the probability of B.

Case 2 – Dependent Events

When A and B are not independent, the probability of B may change depending on whether A occurs. We
use conditional probability:
P(A∩B) = P(A) × P(B|A)

PART 5: CONDITIONAL PROBABILITY

A conditional probability of an event B given that event A has already occurred is denoted by P(B|A) and
defined as:
P(B|A) = P(A∩B) / P(A), given that P(A) > 0

Key formulas:
 P(A∩B) = P(A) × P(B|A) [dependent on A]
P(B|A) = P(B) [for independent events, A is zero effect]

Independence Test
If P(A) × P(B) = P(A∩B) → INDEPENDENT
If P(A) × P(B) ≠ P(A∩B) → DEPENDENT

Example 1 – Conditional Probability

If P(A) = 0.6, P(B) = 0.5, P(A∩B) = 0.3. Find P(A|B), P(B|A), and test for independence.
a) P(A|B) = P(A∩B)/P(B) = 0.3/0.5 = 0.6
b) P(B|A) = P(A∩B)/P(A) = 0.3/0.6 = 0.5
c) P(A) × P(B) = 0.6 × 0.5 = 0.3 = P(A∩B) → A and B are INDEPENDENT

Example 2 – Two Fair Dice

Two fair dice, let A = (first die is even), B = (sum is 8). Find P(B|A).
Sample space has 36 outcomes.
A = {(2,1),(2,2),...,(6,6)} — first die even → P(A) = 18/36 = 0.5
B = {(2,6),(4,4),(6,2),(3,5),(5,3)} → P(B) = 5/36 ≈ 0.14
A∩B = {(2,6),(4,4),(6,2)} → P(A∩B) = 3/36 ≈ 0.08
P(B|A) = P(A∩B)/P(A) = 0.08/0.5 = 0.16
P(A)×P(B) = 0.5×0.14 = 0.07 ≠ 0.08 → DEPENDENT

Example 3 – Three Coins Tossed

3 coins are tossed. A = (first coin is Head), B = (3rd coin is Head). Find P(B|A) and determine
independence.
2^3 = 8 outcomes
A = {HHH, HHT, HTH, HTT} → P(A) = 4/8 = 0.5
B = {HHH, HTH, THH, TTH} → P(B) = 4/8 = 0.5
A∩B = {HHH, HTH} → P(A∩B) = 2/8 = 0.25
P(B|A) = P(A∩B)/P(A) = 0.25/0.5 = 0.5
P(A)×P(B) = 0.5×0.5 = 0.25 = P(A∩B) → INDEPENDENT

PART 6: ADDITIONAL WORKED EXAMPLES

Example – Class of 30 Students
In a class of 30 students, 12 are females and 18 are males. 8 of the females and 10 of the males are
right-handed. A student is selected at random. Find:
a) P(selected student is female) b) P(selected student is right-handed male) c) P(selected student is a
left-handed male)
S=30, F=12, M=18, FR=8, MR=10
FL = F – FR = 12 – 8 = 4
 ML = M – MR = 18 – 10 = 8
a) P(F) = 12/30 = 2/5
b) P(R) = (10+8)/30 = 18/30 = 3/5
c) P(ML) = 8/30 = 4/15

Example – Factory Machine (Faulty Items)

A factory machine produces a faulty item with probability 0.05. If four items are produced independently,
find the probability that at least one item is faulty.
P(faulty) = 0.05
P(not faulty) = 1 – 0.05 = 0.95
P(at least 1 is faulty) = 1 – P(all items not faulty)
= 1 – (0.95)^4
= 1 – 0.8145 = 0.1855

Example – Marbles in a Bag

A bag of marbles contains 23 tiger eyes, 17 rainbows, and 5 pearls. One marble is drawn at random.
T = tiger's eye drawn, R = rainbow drawn, P = pearl drawn.
P(T) = 23/45, P(R) = 17/45, P(P) = 5/45
Describe the following events and find probabilities:
a) R∪T = picking either a rainbow or tiger's eye
P(R∪T) = 17/45 + 23/45 = 40/45 = 8/9
b) R∩T = marble drawn is both rainbow AND tiger's eye
P(R∩T) = 0 (only one marble drawn, can't be both)
c) T∪P = marble drawn is either tiger's eye or pearl
P(T∪P) = 23/45 + 5/45 = 28/45
d) T∪(R∩P) = tiger's eye or (rainbow and pearl)
P(T∪(R∩P)) = 23/45 + 0 = 23/45
e) R∩(P∪R∪T) = rainbow and (pearl or rainbow or tiger)
P(R∩(P∪R∪T)) = P(R)×1 = 17/45

Example – Two Missiles Hitting a Target

Two different missiles are shot simultaneously at the first target. The probability of the first one hitting is
1/4, and the second one hitting is 2/5. Find: i) both will hit, ii) at least one will hit.
P(1st hit) = 1/4 = A, P(2nd hit) = 2/5 = B
It is an independent probability, so P(A∩B) = P(A) × P(B).
P(A∩B) = 1/4 × 2/5 = 2/20 = 1/10

Example – P(A∪B) Calculation

P(A∪B) = P(A) + P(B) – P(A∩B)
= 1/4 + 2/5 – 1/10
= 5/20 + 8/20 – 2/20 = 11/20
PART 7: EXPECTED VALUE, VARIANCE & STANDARD
DEVIATION

Expected Value (Mean)

The expected value (mean) of a random variable X, written as E(X) or M(mu), is the long-run average
value of X if the experiment is repeated a very large number of times.
Types of random variables:
1) Discrete random variables
2) Continuous random variables

Discrete Random Variable

For a discrete random variable X that takes values (x■, x■, ... x■) with probabilities P(X=x■), P(X=x■), ...
P(X=x■):
E(X) = Σ xi · P(X=xi) = x1·P(x1) + x2·P(x2) + ... + xn·P(xn)
Each possible value is multiplied (weighted) by its probability and the results are summed.

Continuous Random Variable

E(X) = ∫[a to b] x · f(x) · dx

Properties of Expected Value

Property Formula
Constant E(C) = C
Scaling E(aX) = a·E(X)
Linearity E(aX+b) = a·E(X) + b
Addition E(X+Y) = E(X) + E(Y)
Product (independent) E(XY) = E(X)·E(Y)

Variance
The variance of X, written as Var(X) or σ² (sigma squared), is the expected value of the squared deviation
from the mean:
Var(X) = E(X – M)^2 = E(X^2) – [E(X)]^2
Where: M = mu (population mean), σ = sigma, s^2 = sample variance
Standard Deviation: σ = √Var(X)

Properties of Variance
Property Formula
Constant Var(C) = 0
Scaling Var(aX) = a²·Var(X)
Linearity Var(aX+b) = a²·Var(X)
Addition Var(X+Y) = Var(X) + Var(Y)
Question – Coin Tossed 4 Times
A coin is tossed 4 times. Let X = number of HEADS. Find: i) P(no head), ii) E(X), iii) Var(X).

x P(X=x) x·P(X=x) x² x²·P(X=x)

0 1/16 0 0 0

1 4/16 4/16 1 4/16

2 6/16 12/16 4 24/16

3 4/16 12/16 9 36/16

4 1/16 4/16 16 16/16

Σ 1 2 5

E(X) = Σx·P(x) = 2
E(X²) = Σx²·P(x) = 5
Var(X) = E(X²) – [E(X)]² = 5 – (2)² = 5 – 4 = 1

PART 8: BERNOULLI DISTRIBUTION

The Bernoulli distribution is a discrete probability distribution representing a random variable that takes the
value '1' with probability 'p' and '0' with probability '1–p' (same as q). It is commonly used to model the
outcome of a single trial or experiment involving a binary choice such as a 'Yes or No' question, or a coin
toss, where the results are categorised as either 'SUCCESS or FAILURE'.

Bernoulli: 0 and 1 — Yes or No — True or False — two outcomes

Probability Distribution Function

P(X=x) = p^x · (1–p)^(1–x), x = 0, 1
= 0, otherwise

Properties of the Bernoulli Distribution

1. It is a proper probability distribution function:
Σ P(x) = P(0) + P(1) = p■(1–p)^(1–0) + p¹(1–p)^(1–1)
= (1–p) + p = 1 → Σ P(x) = 1

2. The mean and the variance are p and p(1–p) respectively:

Mean = P
Var = Pq or P(1–P)

Derivation of Mean:
E(X) = Σx · P(x)
= 0 · p■(1–p)¹ + 1 · p¹(1–p)■
= 0 + p = p
Mean = P

Variance derivation:
Var(X) = E(X²) – [E(X)]²
 E(X²) = Σx² · P(x)
Var = Pq

Example – Family with Exactly Two Children

Let X = number of girls in a family with exactly two children. Each child is independently equally likely to be
a boy or a girl. Find the mean and variance. Also find E(Y) if Y = 4X – 3.
Sample space = {BB, GG, GB, BG}

x P(X=x) x·P(X=x) x²·P(X=x)

0 1/4 = 0.25 0 0

1 2/4 = 0.5 0.5 0.5

2 1/4 = 0.25 0.5 1

Σ 1 1 1.5

E(X) = 1
Var(X) = E(X²) – [E(X)]² = 1.5 – (1)² = 1.5 – 1 = 0.5
E(Y) = E(4X–3) = 4·E(X) – 3 = 4(1) – 3 = 1

PART 9: BINOMIAL DISTRIBUTION

The Binomial distribution is a discrete probability distribution characterised by two parameters: P (the
probability of success in each trial) and N (the number of independent trials). A random variable X follows
a binomial distribution if its Probability Density Function (PDF) is defined as:

P(X=x) = (n choose x) · p^x · q^(n–x), x = 0, 1, ..., n

= 0, otherwise
Where q = 1 – p

Combinatorics Review
n! = n × (n–1) × (n–2) × ... × 1
5! = 5×4×3×2×1 = 120
nCr = n! / [r!(n–r)!]
5C2 = 5! / [2! × 3!] = 120 / (2×6) = 10

Mean and Variance of Binomial Distribution

Mean E(X) = np
Variance Var(X) = npq = np(1–p)

Example 1 – Basketball Free Throws

A basketball player has a 70% free throw success rate. If they take a single free throw, define the Bernoulli
distribution and find the mean and variance.
P = 70% = 0.7, q = 1 – p = 1 – 0.7 = 0.3, x = 0, 1
P(X=x) = { (0.7)^x · (0.3)^(1–x), x = 0, 1
{ 0, otherwise
 Mean = P = 0.7
Var = PQ = 0.7 × 0.3 = 0.21

Example 2 – Tropical Disease Recovery

Find the probability that 7 out of 10 persons will recover from a tropical disease, given the probability that
any person recovers is 80%.
n = 10, x = 7, p = 80% = 0.80, q = 1 – 0.8 = 0.20
P(X=7) = C(10,7) · (0.80)^7 · (0.20)^3
P(X) ≈ 0.20

Example 3 – Defective Light Bulbs

A factory produces light bulbs with a 5% defective rate. A quality inspector randomly inspects 20 bulbs.
What is the probability that at least 2 are defective?
n = 20, P = 5% = 0.05, q = 1 – 0.05 = 0.95
Find P(X ≥ 2) = 1 – [P(0) + P(1)]
P(X=0) = C(20,0)·(0.05)^0·(0.95)^20 = (1)(1)(0.36) = 0.36
P(X=1) = C(20,1)·(0.05)^1·(0.95)^19 = (20)(0.05)(0.38) ≈ 0.38
P(X ≥ 2) = 1 – (0.36 + 0.38) = 0.26
26% probability that at least 2 bulbs selected are defective.

PART 10: TOSSING COINS & DICE – MORE

EXAMPLES
Example – Tossing 3 Coins
Probability of tossing 3 coins:
S = {HHH, HHT, HTM, THH, TTH, THT, HTT, TTT}
P(≥2 Heads) = {HHT, HTH, THH, HHH} = 4/8 = 1/2
P(3 heads) = 1/8

Example – Two Dice (Sample Space = 36)

Sum of possible outcomes of two dice is 36.
P(sum equal 5) = {(4,1),(3,3),(3,2),(1,4)} = 4/36 = 1/9

Summary of Key Formulas

Concept Formula

Basic Probability P(E) = favourable outcomes / total outcomes

Complement Rule P(E') = 1 – P(E)

Union (mutually exclusive) P(A∪B) = P(A) + P(B)

Union (non-mutually exclusive) P(A∪B) = P(A) + P(B) – P(A∩B)

Independent events P(A∩B) = P(A) × P(B)

Dependent events P(A∩B) = P(A) × P(B|A)

Conditional probability P(B|A) = P(A∩B) / P(A)

Expected value (discrete) E(X) = Σ x·P(X=x)

Variance Var(X) = E(X²) – [E(X)]²

Bernoulli mean & variance Mean = p, Var = p(1–p)

Binomial mean & variance Mean = np, Var = npq

Binomial PDF P(X=x) = C(n,x)·p^x·q^(n–x)

— End of Notes —