MAK 211E – Probability & Statistics

Probability
Istanbul Technical University
Department of Mechanical Engineering

Important Terms
 Random Experiment – a process leading to an uncertain
outcome
 Basic Outcome – a possible outcome of a random experiment
 Sample Space – the collection of all possible outcomes of a
random experiment
 Event – any subset of basic outcomes from the sample space

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 1 /77

1
Random Experiments
 The goal is to understand, quantify and model the variation
affecting a physical system’s behavior.
 The model is used to analyze and predict the physical system’s
behavior as system inputs affect system outputs.
 The predictions are verified through experimentation with the
physical system.

Figure: Continuous iteration between model and physical system.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 2 /77

Noise Produces Output Variation

 Random values of the noise variables cannot be controlled and
cause the random variation in the output variables. Holding the
controlled inputs constant does not keep the output values
constant.

Figure: Noise variables affect the transformation of inputs to outputs.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 3 /77

2
 Random Experiments
 An experiment is an operation or procedure, carried out under
controlled conditions, executed to discover an unknown result or to
illustrate a known law.
 An experiment that can result in different outcomes, even if
repeated in the same manner every time, is called a random
experiment.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 4 /77

Randomness Affects Natural Law

 Ohm’s Law current is a linear function of voltage. However, current
will vary due to noise variables, even under constant voltage.

Figure: A closer examination of the system identifies deviations from the model.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 5 /77

3
Sample Spaces
 Random experiments have unique outcomes.
 The set of all possible outcome of a random experiment is called
the sample space, S.
 S is discrete if it consists of a finite or countable infinite set of
outcomes.
 S is continuous if it contains an interval (either a finite or infinite
width) of real numbers.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 6 /77

Example: Defining Sample Spaces

Randomly select and measure the thickness of a part.
 S = R+ = {x|x > 0}, the positive real line. Negative or zero thickness
is not possible. S is continuous.
 It is known that the thickness is between 10 and 11 mm.
S = {x|10 < x < 11}, continuous.
 It is known that the thickness has only three values.
S = {low, medium, high}, discrete.
 Does the part thickness meet specifications?
S = {yes, no}, discrete.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 7 /77

4
Example: Defining Sample Spaces, n=2
 Two parts are randomly selected & measured.
S = R+ * R+, S is continuous.
 Do the 2 parts conform to specifications?
S = {yy, yn, ny, nn}, S is discrete.
 Number of conforming parts?
S = {1, 1, 2}, S is discrete.
 Parts are randomly selected until a non-conforming part is found.
S = {n, yn, yyn, yyyn, …}, S is countably infinite.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 8 /77

Sample Space Is Defined By A Tree Diagram

 Example: Messages are classified as on-time or late. 3 messages are
[Link] are 23 = 8 outcomes in the sample space.
S = {ooo, ool,olo, oll, loo, lol, llo, lll}

Figure: Tree diagram for three messages.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 9 /77

5
 Tree Diagrams Can Fit The Situation
 Example: New cars can be equipped with selected options as follows:
1. Manual or automatic transmission
2. With or without sunroof
3. Three choices of stereo sound systems
4. Four exterior color choices

Figure: Tree diagram for different configurations of vehicles. Note that S has 2*2*3*4
= 48 outcomes.
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 10 /77

Events Are Sets of Outcomes

 An event (E) is a subset of the sample space of a random
experiment.
 Event combinations
 The Union of two events consists of all outcomes that are
contained in one event or the other, denoted as E1 ∪ E2. Called
E1 or E2.
 The Intersection of two events consists of all outcomes that are
contained in one event and the other, denoted as E1 ∩ E2. Called
E1 and E2.
 The Complement of an event is the set of outcomes in the
sample space that are not contained in the event, denoted as E or
not E.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 11 /77

6
Example: Discrete Events
Suppose that the recycle times of two cameras are recorded. Consider
only whether or not the cameras conform to the manufacturing
specifications. We abbreviate yes and no as y and n. The sample space is
S = {yy, yn, ny, nn}.

 Suppose, E1 denotes an event that at least one camera

conforms to specifications, then E1 = {yy, yn, ny}
 Suppose, E2 denotes an event that no camera conforms to
specifications, then E2 = {nn}
 Suppose, E3 denotes an event that at least one camera does not
conform.
 then E3 = {yn, ny, nn},
 Then E1 ∪ E3 = S
 Then E1 ∩ E3 = {yn, ny}
 Then E1 = {nn}
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 12 /77

Example: Continuous Events

Measurements of the thickness of a part are modeled with the sample
space: S = R+.

 Let E1 = {x | 10 ≤ x < 12},

 Let E2 = {x | 11 < x < 15}
 Then E1 ∪ E2 = {x | 10 ≤ x < 15}
 Then E1 ∩ E2 = {x | 11 < x < 12}
 Then E1 = {x | 0 < x < 10 or x ≥ 12}
 Then E1 ∩ E2 = {x | 12 ≤ x < 15}

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 13 /77

7
Venn Diagrams Show Event Relations
 Intersection of Events – If A and B are two events in a sample space
S, then the intersection, A ∩ B, is the set of all outcomes in S that
belong to both A and B

A AB B

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 14 /77

Venn Diagrams Show Event Relations

 Events A and B are mutually exclusive because they share no
common outcomes.
 The occurrence of one event precludes the occurrence of the
other.
 Symbolically, A ∩ B = Ø

A B

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 15 /77

8
Venn Diagrams Show Event Relations
 Union of Events – If A and B are two events in a sample space
S, then the union, A U B, is the set of all outcomes in S that
belong to either
A or B

S The entire shaded area

represents
AUB
A B

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 16 /77

Venn Diagrams Show Event Relations

 Events E1, E2, … Ek are Collectively Exhaustive events if

E1 U E2 U . . . U Ek = S
 i.e., the events completely cover the sample space

 The Complement of an event A is the set of all basic outcomes in

the sample space that do not belong to A. The complement is
denoted A

S
A
A

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 17 /77

9
Venn Diagrams Show Event Relations
Events A & B contain their respective outcomes. The shaded regions
indicate the event relation of each diagram.

Figure: Venn diagrams.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 18 /77

Example
Let the Sample Space be the collection of all possible outcomes
of rolling one die:

S = [1, 2, 3, 4, 5, 6]

Let A be the event “Number rolled is even”

Let B be the event “Number rolled is at least 4”
Then
A = [2, 4, 6] and B = [4, 5, 6]

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 19 /77

10
Example

S = [1, 2, 3, 4, 5, 6] A = [2, 4, 6] B = [4, 5, 6]

Complements:
A  [1, 3, 5] B  [1, 2, 3]
Intersections:
A  B  [4, 6] A  B  [5]
Unions:
A  B  [2, 4, 5, 6]
A  A  [1, 2, 3, 4, 5, 6]  S

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 20 /77

Example

S = [1, 2, 3, 4, 5, 6] A = [2, 4, 6] B = [4, 5, 6]

 Mutually exclusive:
 A and B are not mutually exclusive
 The outcomes 4 and 6 are common to both

 Collectively exhaustive:
 A and B are not collectively exhaustive
 A U B does not contain 1 or 3

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 21 /77

11
Event Relation Laws
 Commutative law (event order is unimportant):
 A ∩ B = B ∩ A and A ∪ B = B ∪ A
 Distributive law (like in algebra):
 (A ∪ B) ∩ C = (A ∩ C) ∪ (B ∩ C)
 (A ∩ B) ∪ C = (A ∪ C) ∩ (B ∪ C)
 Associative law (like in algebra):
 (A ∪ B) ∪ C = A ∪ (B ∪ C)
 (A ∩ B) ∩ C = A ∩ (B ∩ C)
 DeMorgan’s law:
 (A ∪ B) = A ∩ B The complement of the union is the intersection
of the complements.
 (A ∩ B) = A ∪ B The complement of the intersection is the union
of the complements.
 Complement law: (A) = A
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 22 /77

Counting Techniques
 In many of the examples in this chapter, it is easy to determine the
number of outcomes in each event. In more complicated examples,
determining the outcomes in the sample space (or an event)
becomes more difficult.
 These are three special rules, or counting techniques, used to
determine the number of outcomes in the events and the
sample space.
 They are the:
 Multiplication rule
 Permutation rule
 Combination rule
 Each has its special purpose that must be applied properly – the
right tool for the right job.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 23 /77

12
Counting – Multiplication Rule
 Multiplication rule:
 Let an operation consist of k steps and there are
 n1 ways of completing step 1,
 n2 ways of completing step 2, … and
 nk ways of completing step k.
 Then, the total number of ways to perform k steps is:
 n1 · n2 · … · nk

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 24 /77

Example: Multiplication Rule

 In the design for a gear housing, we can choose to use among:
 4 different fasteners,
 3 different bolt lengths and
 2 different bolt locations.
 How many designs are possible?
 Answer: 4 * 3 * 2 = 24

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 25 /77

13
Counting – Permutation Rule
 A permutation is a unique sequence of distinct items.
 If S = {a, b, c}, then there are 6 permutations
 Namely: abc, acb, bac, bca, cab, cba (order matters)
 The number of ways 3 people can be arranged.
 Number of permutations for a set of n items is n!
 n! = n·(n-1)·(n-2)·…·2·1
 7! = 7·6·5·4·3·2·1 = 5,040 = FACT(7) in Excel
 By definition: 0! = 1

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 26 /77

Counting – Sub-set Permutations

 To sequence only r items from a set of n items:

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 27 /77

14
Example: Circuit Board Designs
 A printed circuit board has eight different locations in which a
component can be placed. If four different components are to be
placed on the board, how many designs are possible?
 Answer: Each design consists of selecting a location from the eight
locations for the first component, a location from the remaining
seven for the second component, a location from the remaining six
for the third component, and a location from the remaining five for
the fourth component. Therefore, Order is important, so use the
permutation formula with n = 8, r = 4.

8! 8  7  6  5  4!
P48    8  7  6  5  1,680
(8  4)! 4!

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 28 /77

Counting - Similar Item Permutations

 Used for counting the sequences when some items are identical.
 The number of permutations of:
n = n1 + n2 + … + nr items of which
n1, n2, …., nr are identical.
is calculated as:

n!
n1 ! n2 ! ... nr !

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 29 /77

15
Example: Hospital Schedule
 In a hospital, a operating room needs to schedule three knee
surgeries and two hip surgeries in a day. The knee surgery is
denoted as k and the hip as h.
 How many sequences are there?
Since there are 2 identical hip surgeries and 3 identical knee
surgeries, then
5! 5  4  3!
  10
2!3! 2 1  3!
 What is the set of sequences?
{kkkhh, kkhkh, kkhhk, khkkh, khkhk, khhkk, hkkkh, hkkhk, hkhkk,
hhkkk}

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 30 /77

Example: Bar Codes

 A part is labeled with 4 thick lines, 3 medium lines, and 2 thin lines.
Each sequence is a different label.
 How many unique labels can be created?

 In Excel:
1,260 = FACT(9) / (FACT(4)*FACT(3)*FACT(2))

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 31 /77

16
Counting – Combination Rule
 A combination is a selection of r items from a set of n where order
does not matter.
 If S = {a, b, c}, n =3, then
 If r = 3, there is 1 combination, namely: abc
 If r = 2, there are 3 combinations, namely ab, ac, and bc
 # of permutations ≥ # of combinations
 Since order does not matter with combinations, we are dividing the
# of permutations by r!, where r! is the # of arrangements of r
elements.

n n!
Crn    
 r  r !(n  r )!

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 32 /77

Example: Applying the Combination Rule

 A circuit board has eight locations in which a component can be
placed. If 5 identical components are to be placed on a board, how
many different designs are possible?
 The order of the components is not important, so the combination
rule is appropriate.

 Excel:

56 = COMBIN(8,5)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 33 /77

17
Application: Sampling w/o Replacement-1
 A bin of 50 parts contains 3 defectives and 47 non-defective
parts. A sample of 6 parts is selected from the 50 without
replacement. How many samples of size 6 contain 2 defective
parts?
 First, how many ways are there for selecting 2 parts from the 3
defective parts?

3!
C23   3 different ways
2!1!
 In Excel:
3 = COMBIN(3,2)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 34 /77

Application: Sampling w/o Replacement-2

 Now, how many ways are there for selecting 4 parts from the 47
non-defective parts?

47! 47  46  45  44  43!
C447    178,365 different ways
4! 43! 4  3  2 1 43!

 In Excel:

178,365 = COMBIN(47,4)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 35 /77

18
Application: Sampling w/o Replacement-3
 Now, how many ways are there to obtain:
 2 from 3 defectives, and
 4 from 47 non-defectives?

C23C447  3 178,365  535,095 different ways

 In Excel:

535,095 = COMBIN(3,2)*COMBIN(47,4)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 36 /77

What is Probability?
 Probability is the likelihood or chance that a particular outcome or
event from a random experiment will occur.
 Here, only finite sample spaces ideas apply.
 Probability is a number in the [0,1] interval. 1 Certain

 May be expressed as a:
 proportion (0.15)
 percent (15%)
.5
 fraction (3/20)
 A probability of:
 1 means certainty
 0 means impossibility
0 Impossible
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 37 /77

19
Types of Probability
 Subjective probability is a “degree of belief.”
Example: “There is a 50% chance that I’ll study tonight.”
 Relative frequency probability is based on how often an event
occurs over a very large sample space.

Figure: Relative frequency of corrupted pulses over a communications channel.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 38 /77

Probability Based on Equally-Likely Outcomes

 Whenever a sample space consists of N possible outcomes that are
equally likely, the probability of each outcome is 1/N.

 Example: In a batch of 100 diodes, 1 is laser diode. A diode is

randomly selected from the batch. Random means each diode has an
equal chance of being selected. The probability of choosing the laser
diode is 1/100 or 0.01, because each outcome in the sample space is
equally likely.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 39 /77

20
 Example: Laser Diodes
 Assume that 30% of the laser diodes in a batch of 100 meet a
customer requirements.
 A diode is selected randomly. Each diode has an equal chance of
being selected. The probability of selecting an acceptable diode is
0.30.

Figure: Probability of the event E is the sum of the probabilities of the outcomes in E.
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 40 /77

Probability of an Event
 For a discrete sample space, the probability of an event E, denoted
by P(E), equals the sum of the probabilities of the outcomes in E.
 The discrete sample space may be:
 A finite set of outcomes
 A countably infinite set of outcomes.
 Further explanation is necessary to describe probability with
respect to continuous sample spaces.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 41 /77

21
Example: Probabilities of Events
 A random experiment has a sample space {a,b,c,d}. These outcomes
are not equally-likely; their probabilities are: 0.1, 0.3, 0.5, 0.1.
 Let Event A = {a,b}, B = {b,c,d}, and C = {d}
 P(A) = 0.1 + 0.3 = 0.4
 P(B) = 0.3 + 0.5 + 0.1 = 0.9
 P(C) = 0.1
 P(A ) = 0.6 and P(B ) = 0.1 and P(C ) = 0.9
 Since event A∩B = {b}, then P(A ∩ B) = 0.3
 Since event A ∪ B = {a,b,c,d}, then P(A ∪ B) = 1.0
 Since event A ∩ C = {null}, then P(A ∩ C ) = 0

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 42 /77

Example: Contamination Particles

 An inspection of a large number of semiconductor wafers revealed
the data for this table. A wafer is selected randomly.
 Let E be the event of selecting a 0 particle wafer. P(E) = 0.40
 Let E be the event of selecting a wafer with 3 or more particles.
P(E) = 0.10+0.05+0.10 = 0.25

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 43 /77

22
Axioms of Probability
 Probability is a number that is assigned to each member of a
collection of events from a random experiment that satisfies the
following properties:
If S is the sample space and E is any event in the random
experiment,
1. P(S) = 1
2. 0 ≤ P(E) ≤ 1
3. For any two events E1 and E2 with E1 ∩ E2 = Ø,
P(E1 ∪ E2) = P(E1) + P(E2)
 The axioms imply that:
 P(Ø) =0 and P(E′ ) = 1 – P(E)
 If E1 is contained in E2, then P(E1) ≤ P(E2).

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 44 /77

Addition Rules
 Joint events are generated by applying basic set operations to
individual events, specifically:
 Unions of events, A ∪ B
 Intersections of events, A ∩ B
 Complements of events, A
 Probabilities of joint events can often be determined from the
probabilities of the individual events that comprise them.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 45 /77

23
A Probability Table
Probabilities and joint probabilities for two events A and B are summarized in
this table:

B B

A P(A  B) P(A  B ) P(A)

A P(A  B) P(A  B ) P(A)

P(B) P( B ) P(S)  1.0

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 46 /77

Example: Semiconductor Wafers

A wafer is randomly selected from a batch that is classified by
contamination and location.
 Let H be the event of high concentrations of contaminants. Then
P(H) = 358/940.
 Let C be the event of the wafer being located at the center of a
sputtering [Link] P(C) = 626/940.
 P(H ∩ C) = 112/940
Location of Tool
Contamination Total
Center Edge
Low 514 68 582
High 112 246 358
Total 626 314 940

 P(H ∪ C) = P(H) + P(C)  P(H ∩ C)

= (358 + 626  112)/940
This is the addition rule.
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 47 /77

24
Probability of a Union
 For any two events A and B, the probability of union is given by:

P( A  B)  P( A)  P( B)  P( A  B)

 If events A and B are mutually exclusive, then

P( A  B)   ,
and therefore:
P( A  B)  P( A)  P( B)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 48 /77

Example: Contaminants & Location

 Wafers in last example are now classified by degree of
contamination per table of proportions.
 E1 is the event that a wafer has 4 or more particles. P(E1) = 0.15
 E2 is the event that a wafer was on edge. P(E2) = 0.28
 P(E1 ∩ E2) = 0.04
 P(E1 ∪ E2) = 0.15 + 0.28 – 0.04 = 0.39

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 49 /77

25
Addition Rule: 3 or More Events
P( A  B  C )  P( A)  P( B)  P(C )  P( A  B)
 P( A  C )  P( B  C )  P( A  B  C )

Note the alternating signs. If a collection of events 𝐸𝑖 are

pairwise mutually exclusive; that is

Ei E j   , for all i, j
k
Then: P( E1 E2 ... Ek )   P( Ei )
i 1

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 50 /77

Mutually Exclusive Events

Figure: Venn diagram of four mutually exclusive events. Note that no

outcomes are common to more than one event, i.e. all intersections are null.
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 51 /77

26
Conditional Probability
 A conditional probability is the probability of one event,
given that another event has occurred:

P(A  B) The conditional

P(A | B)  probability of A given
P(B) that B has occurred

P(A  B) The conditional

P(B | A)  probability of B given
P(A) that A has occurred

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 52 /77

Example: Conditional Probability

 Of the cars on a used car lot, 70% have air conditioning (AC)
and 40% have a CD player (CD). 20% of the cars have both.

 What is the probability that a car has a CD player, given

that it has AC ?

i.e., we want to find P(CD | AC)

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 53 /77

27
Example: Conditional Probability
 Of the cars on a used car lot, 70% have air conditioning
(AC) and 40% have a CD player (CD).
20% of the cars have both.
CD No CD Total

AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0

P(CD  AC) .2
P(CD | AC)    .2857
P(AC) .7

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 54 /77

Example: Conditional Probability

 Given AC, we only consider the top row (70% of the cars). Of
these, 20% have a CD player. 20% of 70% is 28.57%.

CD No CD Total

AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0

P(CD  AC) .2
P(CD | AC)    .2857
P(AC) .7

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 55 /77

28
Conditional Probability Rule
 The conditional probability of an event B given an event A, denoted
as P(B | A), is:
P(B | A) = P(A ∩ B) / P(A) for P(A) > 0
 From a relative frequency perspective of n equally likely outcomes:
 P(A) = (number of outcomes in A) / n
 P(A ∩ B) = (number of outcomes in A ∩ B) / n
 P(B | A) = number of outcomes in A ∩ B / number of outcomes in
A

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 56 /77

Random Samples & Conditional Probabilities

 Random means each item is equally likely to be chosen. If more than
one item is sampled, random means that every sampling outcome is
equally likely.
 2 items are taken from S = {a,b,c} without replacement.
 Ordered sample space: S = {ab,ac,bc,ba,ca,cb}
 Unordered sample space: S = {ab,ac,bc}
 This is done by enumeration – too hard.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 57 /77

29
Multiplication Rule
 The conditional probability can be rewritten to generalize a
multiplication rule.

P(A∩B) = P(B|A)*P(A) = P(A|B)*P(B)

 The last expression is obtained by exchanging the roles of A and B.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 58 /77

Example: Machining Stages

 The probability that a part made in the 1st stage of a machining
operation meets specifications is 0.90. The probability that it meets
specifications in the 2nd stage, given that met specifications in the
first stage is 0.95.

 What is the probability that both stages meet specifications?

 Let A and B denote the events that the part has met 1st and 2nd
stage specifications, respectively.

 P(A∩B) = P(B | A)*P(A) = 0.95·0.90 = 0.855

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 59 /77

30
Two Mutually Exclusive Subsets
 A and A are mutually exclusive.
 A∩B and A ∩B are mutually exclusive
 B = (A ∩ B) ∪ (A ∩ B)

Total Probability Rule

For any two events A and B

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 60 /77

Example: Semiconductor Contamination

 Information about product failure based on chip manufacturing
process contamination is given below. Find the probability of failure.

Probability Level of Probability

of Failure Contamination of Level
0.1 High 0.2
0.005 Not High 0.8

 Let F denote the event that the product fails.

 Let H denote the event that the chip is exposed to high contamination
during manufacture. Then

− P(F | H) = 0.100 and P(H) = 0.2, so P(F ∩ H) = 0.02

− P(F | H ) = 0.005 and P(H ) = 0.8, so P(F ∩ H ) = 0.004
− P(F) = P(F ∩ H) + P(F ∩ H ) (Using Total Probability rule)
= 0.020 + 0.004 = 0.024

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 61 /77

31
Total Probability Rule (multiple events)
 A collection of sets E1, E2, … Ek such that

E1∪ E2 ∪ …… ∪ Ek = S is said to be exhaustive.

 Assume E1, E2, … Ek are k mutually exclusive and [Link]

P( B)  P( B  E1 )  P( B  E2 )  ...  P( B  Ek )
 P( B | E1 )  P( E1 )  P( B | E2 )  P( E2 )  ...  P( B | Ek )  P( Ek )

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 62 /77

Example: Semiconductor Failures

Probability Level of Probability
Continuing the discussion of
of Failure Contamination of Level
contamination during chip
0.100 High 0.2
manufacture, find the
0.010 Medium 0.3
probability of failure.
0.001 Low 0.5

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 63 /77

32
Example: Semiconductor Failures
 Let F denote the event that a chip fails
 Let H denote the event that a chip is exposed to high levels of
contamination
 Let M denote the event that a chip is exposed to medium
levels of contamination
 Let L denote the event that a chip is exposed to low levels of
contamination.
 Using Total Probability Rule,
P(F) = P(F | H)P(H) + P(F | M)P(M) + P(F | L)P(L)
= (0.1)(0.2) + (0.01)(0.3) + (0.001)(0.5)
= 0.0235

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 64 /77

Event Independence
 Two events are independent if any one of the following equivalent
statements is true:
1. P(A | B) = P(A)
2. P(B | A) = P(B)
3. P(A∩B) = P(A)*P(B)

 This means that occurrence of one event has no impact on the

probability of occurrence of the other event.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 65 /77

33
Statistical Independence Example
 Of the cars on a used car lot, 70% have air conditioning (AC)
and 40% have a CD player (CD).
20% of the cars have both.
CD No CD Total

AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0

 Are the events AC and CD statistically independent?

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 66 /77

Statistical Independence Example

CD No CD Total

AC .2 .5 .7
No AC .2 .1 .3
Total .4 .6 1.0
P(AC ∩ CD) = 0.2

P(AC) = 0.7
P(AC)P(CD) = (0.7)(0.4) = 0.28
P(CD) = 0.4

P(AC ∩ CD) = 0.2 ≠ P(AC)P(CD) = 0.28

So the two events are not statistically independent

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 67 /77

34
Example: Sampling With Replacement
 A production lot of 850 parts contains 50 defectives. Two parts are
selected at random, but the first is replaced before selecting the 2nd.

 Let A denote the event that the 1st part selected is defective.

P(A) = 50/850

 Let B denote the event that the 2nd part selected is defective.

P(B) = 50/850

 What is the probability that the 2nd is defective, given that the first
part is defective? The same.

 Probability that both are defective is:

P(A)*P(B) = 50/850*50/850 = 0.0035.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 68 /77

Bayes’ Theorem
 Thomas Bayes (1702-1761) was an English mathematician and
Presbyterian minister.
 His idea was that we observe conditional probabilities through prior
information.
 Bayes’ theorem states that,

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 69 /77

35
Example
The conditional probability that a high level of contamination was
present when a failure occurred is to be determined. The information
from the aforementioned example is summarized here.
Probability Level of Probability
of Failure Contamination of Level
0.1 High 0.2
0.005 Not High 0.8
Solution:
Let F denote the event that the product fails, and let H denote the
event that the chip is exposed to high levels of contamination. The
requested probability is P(F).
P ( F | H )  P ( H ) 0.10  0.20
P( H | F )    0.83
P( F ) 0.024
P( F )  P( F | H )  P( H )  P( F | H ' )  P( H ' )
 0.1  0.2  0.005  0.8  0.024
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 70 /77

Bayes Theorem with Total Probability

If E1, E2, … Ek are k mutually exclusive and exhaustive events and B is
any event,

P  B | E1  P  E1 
P  E1 | B  
P  B | E1  P  E1   P  B | E2  P  E2   ...  P  B | Ek  P  Ek 

where P(B) > 0

Note : Numerator expression is always one of the terms in the sum

of the denominator.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 71 /77

36
Example: Bayesian Network
A printer manufacturer obtained the following three types of printer
failure probabilities. Hardware P(H) = 0.3, software P(S) = 0.6, and
other P(O) = [Link], P(F | H) = 0.9, P(F | S) = 0.2, and P(F | O) = 0.5.
If a failure occurs, determine if it’s most likely due to hardware,
software, or other.
P( F )  P( F | H ) P( H )  P( F | S ) P( S )  P( F | O) P(O)
 0.9(0.1)  0.2(0.6)  0.5(0.3)  0.36
P( F | H )  P( H ) 0.9  0.1
P( H | F )    0.250
P( F ) 0.36
P( F | S )  P( S ) 0.2  0.6
P( S | F )    0.333
P( F ) 0.36
P( F | O)  P(O) 0.5  0.3
P(O | F )    0.417
P( F ) 0.36

Note that the conditionals given failure add to 1. Because P(O|F) is

largest, the most likely cause of the problem is in the other category.
Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 72 /77

Random Variable and its Notation

 A variable that associates a number with the outcome of a random
experiment is called a random variable.

 A random variable is a function that assigns a real number to

each outcome in the sample space of a random experiment.

 A random variable is denoted by an uppercase letter such as X.

After the experiment is conducted, the measured value of the
random variable is denoted by a lowercase letter such as x = 70
milliamperes. X and x are shown in italics, e.g., P(X = x).

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 73 /77

37
Discrete & Continuous Random Variables
 A discrete random variable is a random variable with a finite or
countably infinite range. Its values are obtained by counting. They are
usually integer counts, e.g., number of errors or number of bit
errors per 100,000 transmitted (rate). The ends of the range of rv
values may be finite (0 ≤ x ≤ 5) or infinite (x ≥ 0).

 A continuous random variable is a random variable with an

interval (either finite or infinite) of real numbers for its range. Its
values are obtained by measuring. Its precision depends on the
measuring instrument.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 74 /77

Examples of Discrete & Continuous Random Variables

 Discrete random variables:
 Number of scratches on a surface.
 Proportion of defective parts among 100 tested.
 Number of transmitted bits received in error.
 Number of common stock shares traded per day.
 Continuous random variables:
 Electrical current and voltage.
 Physical measurements, e.g., length, weight, time, temperature,
pressure.

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 75 /77

38
References
The lecture notes are mainly based on the following references.
• Montgomery, D. C. and Runger, G. C., (2014). Applied Statistics and Probability
for Engineers, 6th Edition. John Wiley and Sons, Inc.
• Bayazıt, M. and Oğuz, B., (1998). Probability and Statistics for Engineers,
Birsen Yayınevi.
• Statistics & Probability Lecture Notes, Prof. Dr. İrfan KAYMAZ

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 76 /77

Next Week
 Introduction to Probability and Statistics
 Descriptive Statistics
 Measure of Central Tendency & Variation
 Probability
 Probability Distributions
 Sampling Distributions
 Estimation
 Tests of Hypotheses
 Analysis of Variance
 Regression and Correlation Analysis

Istanbul Technical University | Department of Mechanical Engineering | MAK 211E – Probability & Statistics 77 /77

39