Introduction to Probability & Statistics in Reliability Engineering
Basic Probability
Basic Probability Concepts
Probability the chance that an uncertain event will occur (always between 0 and 1)
Impossible Event an event that has no chance of occurring (probability = 0) Certain Event an event that is sure to occur (probability = 1)
Assessing Probability
There are three approaches to assessing the probability of an uncertain event:
1. a priori -- based on prior knowledge of the process
probability of occurrence
Assuming all outcomes are equally likely
X number of ways the event can occur T total number of elementary outcomes number of ways the event can occur total number of elementary outcomes
2. empirical probability
probability of occurrence
3. subjective probability based on a combination of an individuals past experience, personal opinion, and analysis of a particular situation
Example of a priori probability
Find the probability of selecting a face card (Jack, Queen, or King) from a standard deck of 52 cards.
X number of face cards Probabilit y of Face Card T total number of cards
X 12 face cards 3 T 52 total cards 13
Example of empirical probability
Find the probability of selecting a male taking statistics from the population described in the following table:
Taking Stats
Male Female Total 84 76 160
Not Taking Stats
145 134 279
Total
229 210 439
Probability of male taking stats
number of males taking stats 84 0.191 total number of people 439
Events
Each possible outcome of a variable is an event.
Simple event
An event described by a single characteristic e.g., A red card from a deck of cards An event described by two or more characteristics e.g., An ace that is also red from a deck of cards All events that are not part of event A e.g., All cards that are not diamonds
Joint event
Complement of an event A (denoted A)
Sample Space
The Sample Space is the collection of all possible events e.g. All 6 faces of a die:
e.g. All 52 cards of a bridge deck:
Visualizing Events
Contingency Tables
Ace
Black Red 2 2
Not Ace
24 24
Total
26 26
Total
Sample Space
48
2
52
Sample Space
Decision Trees
Full Deck of 52 Cards 24 2 24
Visualizing Events
Venn Diagrams
Let A = aces Let B = red cards A B = ace and red
A U B = ace or red
Definitions Simple vs. Joint Probability
Simple Probability refers to the probability of a simple event.
ex. P(King) ex. P(Spade)
Joint Probability refers to the probability of an occurrence of two or more events (joint event).
ex. P(King and Spade)
Mutually Exclusive Events
Mutually exclusive events
Events that cannot occur simultaneously
Example: Drawing one card from a deck of cards A = queen of diamonds; B = queen of clubs
Events A and B are mutually exclusive
Collectively Exhaustive Events
Collectively exhaustive events
One of the events must occur The set of events covers the entire sample space
example: A = aces; B = black cards; C = diamonds; D = hearts
Events A, B, C and D are collectively exhaustive (but not mutually exclusive an ace may also be a heart) Events B, C and D are collectively exhaustive and also mutually exclusive
Computing Joint and Marginal Probabilities
The probability of a joint event, A and B:
number of outcomes satisfying A and B P( A and B) total number of elementary outcomes
Computing a marginal (or simple) probability:
P(A) P(A and B1 ) P(A and B2 ) P(A an d Bk )
Where B1, B2, , Bk are k mutually exclusive and collectively exhaustive events
Joint Probability Example
P(Red and Ace)
number of cards that are red and ace 2 total number of cards 52
Type Ace Non-Ace Total
Color
Red Black
Total 4 48
2 24
2 24
26
26
52
Marginal Probability Example
P(Ace)
P( Ace and Re d) P( Ace and Black) 2 2 4 52 52 52
Type Ace Non-Ace Total
Color
Red Black
Total 4 48
2 24
2 24
26
26
52
Marginal & Joint Probabilities In A Contingency Table
Event
Event
A1 A2 B1 B2
Total
P(A1)
P(A1 and B1) P(A1 and B2)
P(A2 and B1) P(A2 and B2) P(A2) P(B1) P(B2)
Total
Joint Probabilities
Marginal (Simple) Probabilities
Probability Summary So Far
Probability is the numerical measure of the likelihood that an event will occur The probability of any event must be between 0 and 1, inclusively 0 P(A) 1 For any event A The sum of the probabilities of all mutually exclusive and collectively exhaustive events is 1 P(A) P(B) P(C) 1
If A, B, and C are mutually exclusive and collectively exhaustive
Certain
0.5
Impossible
General Addition Rule
General Addition Rule:
P(A or B) = P(A) + P(B) - P(A and B) If A and B are mutually exclusive, then P(A and B) = 0, so the rule can be simplified: P(A or B) = P(A) + P(B) For mutually exclusive events A and B
General Addition Rule Example
P(Red or Ace) = P(Red) +P(Ace) - P(Red and Ace) = 26/52 + 4/52 - 2/52 = 28/52
Dont count the two red aces twice!
Type Ace
Non-Ace Total
Color
Red Black
Total 4
24
26
24
26
48
52
Computing Conditional Probabilities
A conditional probability is the probability of one event, given that another event has occurred:
P(A and B) P(A | B) P(B) P(A and B) P(B | A) P(A)
The conditional probability of A given that B has occurred The conditional probability of B given that A has occurred
Where P(A and B) = joint probability of A and B P(A) = marginal or simple probability of A P(B) = marginal or simple probability of B
Conditional Probability 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.
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)
Conditional Probability Example
(continued)
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 No AC Total
0.2 0.2
0.5 0.1
0.7 0.3
0.4
0.6
1.0
P(CD and AC) 0.2 P(CD | AC) 0.2857 P(AC) 0.7
Conditional Probability Example
(continued)
Given AC, we only consider the top row (70% of the cars). Of these, 20% have a CD player. 20% of 70% is about 28.57%.
CD
No CD
Total
AC No AC Total
0.2 0.2
0.5 0.1
0.7
0.3
1.0
0.4
0.6
P(CD and AC) 0.2 P(CD | AC) 0.2857 P(AC) 0.7
Independence
Two events are independent if and only if:
P(A | B) P(A)
Events A and B are independent when the probability of one event is not affected by the fact that the other event has occurred
Multiplication Rules
Multiplication rule for two events A and B:
P(A and B) P(A | B)P(B)
Note: If A and B are independent, then P(A | B) P(A) and the multiplication rule simplifies to
P(A and B) P(A)P(B)
Marginal Probability
Marginal probability for event A:
P(A) P(A | B1 ) P(B1 ) P(A | B2 ) P(B 2 ) P(A | Bk ) P(B k )
Where B1, B2, , Bk are k mutually exclusive and collectively exhaustive events
