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Mathematical Statistics: Prof. Dr. M. Junaid Mughal

1) The document discusses key concepts in probability and statistics including conditional probability, Bayes' rule, random variables, discrete and continuous sample spaces. 2) Examples are provided to illustrate conditional probability, Bayes' rule, defining random variables, and distinguishing between discrete and continuous sample spaces. 3) Key terms discussed include probability, random variables, sample space, conditional probability, Bayes' rule, discrete and continuous distributions, and defining random variables from experimental conditions.

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Ayesha Tahir
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61 views

Mathematical Statistics: Prof. Dr. M. Junaid Mughal

1) The document discusses key concepts in probability and statistics including conditional probability, Bayes' rule, random variables, discrete and continuous sample spaces. 2) Examples are provided to illustrate conditional probability, Bayes' rule, defining random variables, and distinguishing between discrete and continuous sample spaces. 3) Key terms discussed include probability, random variables, sample space, conditional probability, Bayes' rule, discrete and continuous distributions, and defining random variables from experimental conditions.

Uploaded by

Ayesha Tahir
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Mathematical Statistics

Lecture 11
Prof. Dr. M. Junaid Mughal

1
Last Class

• Introduction to Probability
– Conditional Probability
– Independent events
• Examples

2
Today’s Agenda

• Introduction to Probability (continued)


– Conditional Probability
– Bayes Rule
– Random Variable

3
Example

• Three cards are drawn in succession, without


replacement, from an ordinary deck of playing
cards. Find the probability that the event A1 
A2  A3 occurs, where A1 is the event that
the first card is a red ace, A2 is the event
that the second card is a 10 or a jack, and A3
is the event that the third card is greater than
3 but less than 7.

4
Example

• If P(C) = 0.65; P(D) = 0.4 and P(C  D) = 0.24,


determine whether or not C and D are
independent?

5
Example

• Let A be the event that raw material is


available when needed and B be the event
that the machining time is less than an hour.
P(A) = 0.8 and P(B) = 0.7. What is the
probability of P(A∩B)?

6
Exercise
• 2.78. A class in advanced physics is comprised of 10 juniors,
30 seniors, and 10 graduate students. The final grades show
that 3 of the juniors, 10 of the seniors, and 5 of the graduate
students received an A for the course. If a student is chosen
at random from this class and is found to have earned an A,
what is the probability that he or she is a senior?

7
Theorem of Total Probability

• If the events B1, B2,.. ,Bk constitute a


partition of the sample space S such that
P(Bi) ≠ 0 for i = 1,2,...,k, then for any event A
of S

B1 B2
k B5
P( A)   P ( Bi  A) Bk
i 1 B3 A
k
  P( Bi ) P ( A | Bi ) …

i 1 B4

8
Example
• In a certain assembly plant, three machines, B 1, B2, and B3,
make 30%:, 45%, and 25%, respectively, of the products. It is
known from past, experience that 2%, 3%, and 2% of the
products made by each machine, respectively, are defective.
Now suppose that a finished product is randomly selected.
What is the probability that if is defective?

9
Bayes’ Rule

• If the events B1, B2,.. ,Bk constitute a partition


of the sample space S such that P(Bi) ≠ 0 for i =
1,2,...,k, then for any event A in S such that P(A)
≠0

P( Br ) P( A | Br )
P( Br | A)  k

 P( B ) P( A | B )
i 1
i i

10
Bayes’ Rule (Proof)

P ( Br  A)
We know, P ( Br | A) 
P ( A)
And from the Theorem of Total Probabilty we know
k
P( A)   P ( Bi ) P ( A | Bi )
i 1

Using P(A) in the above we get


P ( Br  A) P ( Br ) P( A | Br )
P( Br | A)  k
 k

 P( B ) P( A | B )  P( B ) P( A | B )
i 1
i i
i 1
i i

11
Bayes’ Rule (Alternate Form)
We know,
P ( B  A)
P ( B | A)   P ( B  A)  P ( B | A ) P ( A)
P ( A)
and also
P( A  B)
P ( A | B)   P( A  B)  P( A | B)P(B)
P(B)
As we know that
P ( A  B )  P ( B  A)
Therefore ,
P ( B | A) P ( A)  P ( A | B ) P ( B )

12
Example

• With reference to the previous Example, if a


product were chosen randomly and found to
be defective, what is the probability that it
was made by machine B3?

13
Example

• Suppose box A contains 3 red and 2 blue balls


and Box B contains 2 red and 8 blue balls. A
fair coin is tossed, for head choose a ball
from box A and for Tail choose ball from B.
Find probability of (a) choosing a red ball and
(b) head if red ball is chosen.

14
Example
• A company producing electric relays has three
manufacturing plants producing 50, 30, and 20 percent,
respectively, of its product. Suppose that the probabilities
that a relay manufactured by these plants is defective are
0.02,0.05, and 0.01, respectively. If a relay is selected at
random from the output of the company, what is the
probability that it,
– a) it is defective?
– b) If a relay selected at random is found to be defective, what is
the probability that it was manufactured by plant 2?

15
Random Variables

• A random variable is a function that


associates a real number with each element
in the sample space.
• Capital letter is used to represent the random
variable,
• Small letter is used to represent the value

• Example
– Number of people visiting an ATM
– Pressure of gas at different CNG stations
– Tossing of coin???

16
Random Variables

• Example
– Two balls are drawn in succession without
replacement from an urn containing 4 red balls and
3 black balls it’s sample space is

17
Example

• Consider the simple condition in which


components are arriving from the production
line and they are stipulated to be defective or
not defective. Define the random variable X

18
Example

• Statisticians use sampling plans to either


accept or reject batches or lots of material.
Suppose one of these sampling plans involves
sampling independently 10 items from a lot of
100 items in which 12 are defective.

19
Example

• Suppose a sampling plan involves sampling


items from a process until a defective is
observed. The evaluation of the process will
depend on how many consecutive items are
observed. In that regard, let X be; a random
variable defined by the number of items
observed before a defective is observed.
Labeling N a non-defective and D a defective,
• Sampling space??

20
Example

• Interest centers around the proportion of


people who respond to a certain mail order
solicitation. Let X be that proportion. X is a
random variable that takes on all values x for
which 0 < x < 1.

• Let X be the random variable defined by the:


waiting time, in hours, between successive
speeders spotted by a radar unit. The random
variable X takes on all values x for which
t > 0.

21
Discrete and Continuous Sample Space

• If a sample space contains a finite number of


possibilities or an unending sequence with as
many elements as there are whole numbers,
it is called a discrete sample space.
• If a sample space contains an infinite number
of possibilities equal to the number of points
on a line segment, it is called a continuous
sample space.

22
Example

• Rolling of a die until the outcome is 5

23
References

• Probability and Statistics for Engineers and


Scientists by Walpole
• Schaum outline series in Probability and
Statistics

24

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